Using bounds on the data in linear programming: The tolerance approach to sensitivity analysis |
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Authors: | Richard E Wendell |
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Institution: | (1) Graduate School of Business, University of Pittsburgh, 15260 Pittsburgh, PA, USA |
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Abstract: | In contrast to traditional sensitivity analysis in linear programming, the tolerance approach considers simultaneous and independent
variations in a number of parameters. A primary focus of this approach is to determine a maximum tolerance percentage for
selected right-hand-side terms in which the same basis is optimal as long as each term is accurate to within that percentage
of its estimated value. Similarly, the approach yields a maximum tolerance percentage for selected objective function coefficients.
This paper shows how the tolerance approach can exploit information on the range of possible values over which terms and coefficients
can vary to yield larger maximum tolerance percentages. |
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Keywords: | Sensitivity Analysis Linear Programming Simultaneous Perturbations Tolerance Approach Interactive Interval Coefficients |
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