Article ID: | iaor20001838 |
Country: | India |
Volume: | 36 |
Issue: | 1 |
Start Page Number: | 1 |
End Page Number: | 9 |
Publication Date: | Mar 1999 |
Journal: | OPSEARCH |
Authors: | Kaul R.N., Bhatia Davinder, Gupta Pankaj |
Here, we apply the tolerance approach for sensitivity analysis in quadratic programming problems. We find the maximum tolerance for the simultaneous perturbation in right-hand-side terms of the problem such that the original and the perturbed problems have the same optimal basis. The maximum tolerance for the coefficients in the linear part of the objective function of the problem is also calculated.