IDEAS home Printed from https://ideas.repec.org/a/inm/ormnsc/v28y1982i12p1462-1470.html
   My bibliography  Save this article

Note---Multiplicative Interval Variation of Objective Function Coefficients in Linear Programming

Author

Listed:
  • Patrick G. McKeown

    (University of Georgia)

  • Roland A. Minch

    (State University of New York, Albany)

Abstract

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.

Suggested Citation

  • Patrick G. McKeown & Roland A. Minch, 1982. "Note---Multiplicative Interval Variation of Objective Function Coefficients in Linear Programming," Management Science, INFORMS, vol. 28(12), pages 1462-1470, December.
  • Handle: RePEc:inm:ormnsc:v:28:y:1982:i:12:p:1462-1470
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/mnsc.28.12.1462
    Download Restriction: no

    More about this item

    Keywords

    programming: linear; parametric;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. 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). General contact details of provider: http://edirc.repec.org/data/inforea.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.