灵敏度分析的再审视与扩展

Sensitivity Analysis Revisted and Extended

DECISION SCIENCES · 1992
被引 27
人大 AABS 3

中文导读

研究了线性规划中灵敏度分析的容差方法,该方法能处理系数和项的同步独立变化,并扩展了可变区域,使普通灵敏度分析成为其特例。

Abstract

ABSTRACT The tolerance approach to sensitivity analysis in linear programming provides a framework for dealing with simultaneous and independent variations of the coefficients and terms. Specifically, the approach yields a maximum tolerance percentage which in turn characterizes a region of variability for the coefficients or terms. This paper shows how to expand this region of variability yielding ordinary sensitivity analysis as a special case of the tolerance approach.

线性规划灵敏度分析数学优化控制系统