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| Author: | Ravi, N. Wendell, R. E. |
| Title: | The tolerance approach to sensitivity analysis of matrix coefficient in linear programming. |
| Journal: | Management Science
1989 : SEP, VOL. 35:9, p. 1106-1119 |
| Index terms: | LINEAR PROGRAMMING SENSITIVITY ANALYSIS |
| Language: | eng |
| Abstract: | The tolerance approach to sensitivity analysis allows for simultaneous and independent variations of the elements of a column or a row of the coefficient matrix in a standard linear programming problem. In particular, the approach yields a maximum tolerance percentage within which the elements of a column may vary simultaneously and independently from their estimated values while still restaining the same set of basic variables in an optimal solution. A similar result is also derived for the perturbations of the elements of a row. |
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