Bounds on the Opportunity Cost of Neglecting Reoptimization in Mathematical Programming
针对一类数学规划问题，提出一个简单公式来估算忽视重新优化（即后最优性分析）的机会成本界限，并证明该界限是紧的。
Postoptimality or sensitivity analysis are well-developed subjects in almost all branches of mathematical programming. In this note, we propose a simple formula which can be used to get preliminary bounds on the value of this type of analysis for a specific class of mathematical programming problems. We also show that our bounds are tight.