退化对成本系数范围的影响及解决解释问题的算法

THE EFFECTS OF DEGENERACY ON COST‐COEFFICIENT RANGES AND AN ALGORITHM TO RESOLVE INTERPRETATION PROBLEMS

DECISION SCIENCES · 1984
被引 25
人大 AABS 3

中文导读

针对原始退化最优解,提出了一种清晰高效的方法来寻找有效的成本系数范围,并通过示例展示如何获取管理信息。

Abstract

ABSTRACT The problems of determining valid shadow prices and of performing a valid sensitivity analysis for managerial purposes are considered. For primal degenerate optima, earlier results on finding shadow prices are used to propose a clear and efficient method for finding valid cost‐coefficient ranges. An example is used to demonstrate how managerial information can be obtained at degenerate optima.

运筹学线性规划灵敏度分析管理科学