Sensitivity Analysis in Linear Programming Models with Common Inputs
研究了线性规划中共同输入(如成本系数或右端值)的灵敏度分析问题,比较了现有方法并介绍了一种未被文献关注的简单聚合变量技术。
The importance of sensitivity analysis information in linear programming has been stressed in the management science literature for some time. Indeed, Gal [3] has devoted an entire text to just this issue. Linear programs with common inputs (cost coefficients or right‐hand‐side values) present a problem in that classical sensitivity analysis does not allow for the simultaneous changes required to determine the sensitivity of these models to common inputs. We first survey the approaches previously developed for simultaneous‐change sensitivity analysis and cast them in the framework of the special common input case. These general techniques are compared to a simple aggregate variable technique that has not received attention in the literature.