Bounds on the Opportunity Cost of Neglecting Reoptimization in Mathematical Programming

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.

• 저널Management Science · 46(7) · 1009–1012
• 토픽Advanced Optimization Algorithms Research · Numerical Analysis
• DOI10.1287/mnsc.46.7.1009.12041
• 저자Osman Oğuz