The Tolerance Approach to Sensitivity Analysis of Matrix Coefficients in Linear Programming: General Perturbations
作者:
RaviN.,
WendellRichard E.,
期刊:
Journal of the Operational Research Society
(Taylor Available online 1985)
卷期:
Volume 36,
issue 10
页码: 943-950
ISSN:0160-5682
年代: 1985
DOI:10.1057/jors.1985.165
出版商: Taylor&Francis
数据来源: Taylor
摘要:
AbstractIn the tolerance approach to sensitivity analysis of matrix coefficients in a linear programme, the maximum tolerance percentage characterizes the largest percentage within which selected matrix coefficients may vary simultaneously and independently while retaining the same set of optimal basic variables. While it is difficult to calculate exactly the maximum tolerance percentage under perturbations in multiple rows or columns, we show herein how it can be approximated.
点击下载:
PDF (3057KB)
返 回