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

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.

• 저널Management Science · 35(9) · 1106–1119
• 토픽Optimization and Variational Analysis · Computational Theory and Mathematics
• DOI10.1287/mnsc.35.9.1106
• 저자N. Ravi, Richard E. Wendell