线性规划中矩阵系数的灵敏度分析的容差方法

The Tolerance Approach to Sensitivity Analysis of Matrix Coefficients in Linear Programming

Management Science · 1989
被引 34
人大 A+FT50UTD24ABS 4*

中文导读

提出一种容差方法,允许标准线性规划问题中系数矩阵的某列或某行元素同时独立变化,并给出最大容差百分比,确保最优解的基本变量集不变。

Abstract

The tolerance approach to sensitivity analysis allows for simultaneous and independent variations of the elements of a column or a row of the coefficient matrix in a standard linear programming problem. In particular, the approach yields a maximum tolerance percentage within which the elements of a column may all vary simultaneously and independently from their estimated values while still retaining the same set of basic variables in an optimal solution. A similar result is also derived for the perturbations of the elements of a row.

容忍度方法灵敏度分析矩阵系数线性规划