Tolerance approach to sensitivity analysis in quadratic programming problems

Tolerance approach to sensitivity analysis in quadratic programming problems

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Article ID: iaor20001838
Country: India
Volume: 36
Issue: 1
Start Page Number: 1
End Page Number: 9
Publication Date: Mar 1999
Journal: OPSEARCH
Authors: , ,
Abstract:

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.

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