目标函数系数、约束右端项及系数矩阵A同时变化的灵敏度分析

本文将文献1]中提出的对目标函数系数与约束右端项同时变化的灵敏度分析中的单一分量变化,改进为向量整体变化的一般性处理;并将系数矩阵A的同时变化一起考虑在内,重点针对可行性和对偶可行性都不满足情况下,将文献1]采取的引入人工变量及参数大M的传统方法,改用联合算法进行处理,简单方便多了.

SENSITIVITY ANALYSIS UNDER PERTURBATIONS OF OBJECTIVE FUNCTION COEFFICIENT,RIGHT-HAND SIDE AND COEFFICIENT MATRIXA

This paper improves on the single variable change in seneitivity analysis under of both objective function coefficient and right-hand side to the whole vector change generally,and considers the change of the coefficient matrix synchronously,and when coupled feasibility and feasibility are both dissatisfied it takes the algorithm of the got-up variable and the parameter M into the associated algorithm.The method is much easier.