Using bounds on the data in linear programming: the tolerance approach to sensitivity analysis

摘要: In contrast to traditional sensitivity analysis in linear programming, the tolerance approach considers simultaneous and independent variations a number of parameters. A primary focus this is determine maximum percentage for selected right-hand-side terms which same basis optimal as long each term accurate within that its estimated value. Similarly, yields objective function coefficients. This paper shows how can exploit information on range possible values over coefficients vary yield larger percentages.