线性规划中灵敏度分析的容差方法

The Tolerance Approach to Sensitivity Analysis in Linear Programming

Management Science · 1985
被引 118
人大 A+FT50UTD24ABS 4*

中文导读

提出一种容差方法,允许目标函数系数和右端项同时独立变化,并给出一个最大容差百分比,只要这些系数或项在该百分比内准确,最优基保持不变。

Abstract

In constrast to “ordinary” sensitivity analysis in linear programming, the tolerance approach considers simultaneous and independent changes in the objective function coefficients and in the right-hand side terms. This approach yields a maximum tolerance percentage such that, as long as selected coefficients or terms are accurate to within that percentage of their estimated values, the same basis is optimal. In particular, if the objective function coefficients are accurate to within the maximum tolerance percentage of their specified values, then the same solution is optimal.

线性规划灵敏度分析容忍度方法最优基