线性规划全方位变化的灵敏度分析 |
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引用本文: | 夏少刚,费威.线性规划全方位变化的灵敏度分析[J].运筹与管理,2009,18(5):33-37,42. |
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作者姓名: | 夏少刚 费威 |
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作者单位: | 东北财经大学数学与数量经济学院,辽宁大连116025 |
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摘 要: | 本文对变量目标函数系数、变量约束系数向量以及约束右端项向量同时变化进行灵敏度分析。不仅对变化后可能出现的各种情况进行分析处理,尤其在对偶可行性和可行性都不满足时,利用联合算法进行处理,并通过算例加以说明。
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关 键 词: | 线性规划 灵敏度分析 联合算法 单纯形法 |
Sensitivity Analysis of All-Directional Change of Linear Programming |
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Abstract: | this paper makes the sensitivity analysis of variables objective function coefficient vector, variables restraint coefficient vector and right-hand side vector. And it analyzes various cases after the change. Especially when coupled feasibility and feasibility are both unsatisfying it puts the algorithm of the got-up variable and the parameter M into the associated algorithm. We demonstrate the method by an example at last. |
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Keywords: | linear programming sensitivity analysis associated algorithm simplex method |
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