Publication Date:
2011
Abstract:
Sensitivity analysis in linear programming studies the stability of optimal solutions and the optimal objective value with respect to perturbations in the input data. This analysis is often relevant in practical applications. We discuss the main approaches to sensitivity analysis, including ordinary sensitivity, the 100% rule, and the tolerance approach, giving special attention to degeneracy issues. We focus on the effects of perturbations in the right-hand side and objective vectors.
CRIS type:
2.1 Contributo in volume (Capitolo o Saggio)
Keywords:
sensitivity analysis; linear programming; 100perc rule; tolerance approach
List of contributors:
Filippi, Carlo
Book title:
Wiley Encyclopedia of Operations Research and Management Science