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Sensitivity and Parametric Analyses

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Linear Programming

Part of the book series: International Series in Operations Research & Management Science ((ISOR,volume 196))

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Abstract

In this chapter, we consider two related subjects. The first, called sensitivity analysis (or postoptimality analysis) addresses the following question: having found an optimal solution to a given linear programming problem, how much can we change the data and have the current partition into basic and nonbasic variables remain optimal? The second subject addresses situations in which one wishes to solve not just one linear program, but a whole family of problems parametrized by a single real variable.

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Notes

  1. 1.

    In the first edition, this method was called the primal–dual simplex method.

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Authors and Affiliations

  1. Department of Operations Research and Financial Engineering, Princeton University, Princeton, New Jersey, USA

    Robert J. Vanderbei

Authors
  1. Robert J. Vanderbei
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© 2014 Springer Science+Business Media New York

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Vanderbei, R.J. (2014). Sensitivity and Parametric Analyses. In: Linear Programming. International Series in Operations Research & Management Science, vol 196. Springer, Boston, MA. https://doi.org/10.1007/978-1-4614-7630-6_7

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