Notes and Communications A NON‐DUAL APPROACH TO SENSITIVITY ANALYSIS—THE RIGHT‐HAND‐SIDE CASE
这篇教学笔记提出了一种非对偶方法,用于在线性规划右端项变化导致当前解不可行时恢复最优解,适合商学院管理科学课程教学。
ABSTRACT Linear programming and sensitivity analysis in linear programming have long been integral parts of business school curricula, both at the undergraduate and graduate levels. Most business school students are required to take an introductory course in management science emphasizing linear programming and sensitivity analysis. This note is educational and presents a non‐dual approach to restoring the optimal solution to a linear program when changes in the right‐hand‐side vector render the current solution infeasible and thus nonoptimal.