Linear Parametric Sensitivity Analysis of the Constraint Coefficient Matrix in Linear Programs

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Zuidwijk, Rob;
  • Subject: linear parametric programming, linear programming, rational matrix function, sensitivity analysis
    • jel: jel:M | jel:L15 | jel:C61 | jel:O32

textabstractSensitivity analysis is used to quantify the impact of changes in the initial data of linear programs on the optimal value. In particular, parametric sensitivity analysis involves a perturbation analysis in which the effects of small changes of some or all o... View more
  • References (4)

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    [4] G.L. Nemhauser, A.H.G. Rinnooy Kan, M.J. Todd, Optimization, Handbooks in Operations Research and Management Science Vol. 1, Elsevier, Amsterdam (1989).

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