Bounds on the opportunity cost of neglecting reoptimization in mathematical programming

Bounds on the opportunity cost of neglecting reoptimization in mathematical programming

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Article ID: iaor20012531
Country: United States
Volume: 46
Issue: 7
Start Page Number: 1009
End Page Number: 1012
Publication Date: Jul 2000
Journal: Management Science
Authors:
Keywords: computational analysis
Abstract:

Postoptimality or sensitivity analysis are well-developed subjects in almost all branches of mathematical programming. In this note, we propose a simple formula which can be used to get preliminary bounds on the value of this type of analysis for a specific class of mathematical programming problems. We also show that our bounds are tight.

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