Formulae for the Sensitivity Analysis of Linear Programming Problems
暂无分享,去创建一个
This paper is concerned with three formulae for the sensitivity analysis of the standard linear programming problem. The first one is for variations on the right-hand side vector, the second for variations on the cost vector and the third one is for variations on the coefficients of the matrix defining the linear system. This last formula is obtained from a sensitivity result in nonlinear programming.
[1] J. Gauvin,et al. Directional derivative of the value function in parametric optimization , 1991 .