Generalized linear programming and sensitivity analysis techniques
本文通过数值实验评估了用于最大化复合凸目标函数的广义线性规划问题的c-规划算法性能，发现单纯形法的标准参数灵敏度分析技术在此类算法中起核心作用，并讨论了使用商业线性规划软件包求解此类问题的问题。
In this article we report on numerical experiments conducted to assess the performance of c-programming algorithms for generalized linear programming problems involving the maximization of composite-convex objective functions. The results indicate that the standard parametric sensitivity analysis techniques of the simplex method can play a central role in such algorithms. We also comment on issues concerning the use of commercial LP packages to solve problems of this type. © 1996 John Wiley & Sons, Inc.