Note---Multiplicative Interval Variation of Objective Function Coefficients in Linear Programming
Traditional sensitivity analysis of linear programming objective function coefficients concerns itself with variations in single parameters. In a recent book, Gal developed a theoretical framework to determine the effect of multiple variations in the parameters. In this paper, we develop a methodology to implement and extend the theoretical results in the earlier work for interval variations of objective function coefficients. This methodology uses necessary and sufficient conditions to determine all optimal solutions to the linear programming problem for objective function coefficients within given intervals. The resulting procedure has been coded for computer use and tested on various types of test problems. Computational results and an example are presented.
Volume (Year): 28 (1982)
Issue (Month): 12 (December)
|Contact details of provider:|| Postal: 7240 Parkway Drive, Suite 300, Hanover, MD 21076 USA|
Web page: http://www.informs.org/
More information through EDIRC
When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:28:y:1982:i:12:p:1462-1470. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mirko Janc)
If references are entirely missing, you can add them using this form.