A geometrical expansion technique for tolerance approach to sensitivity analysis in linear programming

A geometrical expansion technique for tolerance approach to sensitivity analysis in linear programming

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Article ID: iaor19972124
Country: South Korea
Volume: 21
Issue: 2
Start Page Number: 35
End Page Number: 47
Publication Date: Aug 1996
Journal: Journal of the Korean ORMS Society
Authors: , ,
Keywords: sensitivity analysis
Abstract:

The tolerance approach to the sensitivity analysis in linear programming considers simultaneous and independent variations in the coefficients of the objective function or of the right-hand side terms and gives a region in which the coefficients and terms can be changed and still keeps the current optimal basis B for the original problem as an optimal basis for the perturbed problem. In this paper the authors describe a procedure that expands the region S obtained by the tolerance approach into a larger region R, so that more variations in the objective function coefficients or the right-hand side terms are permissible.

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