Simultaneous Primal-Dual Right-Hand-Side Sensitivity Analysis from a Strictly Complementary Solution of a Linear Program

نویسنده

  • Harvey J. Greenberg
چکیده

This paper establishes theorems about the simultaneous variation of right-hand sides and cost coefficients in a linear program from a strictly complementary solution. Some results are extensions of those that have been proven for varying the right-hand side of the primal or the dual, but not both; other results are new. In addition, changes in the optimal partition and what that means in economic terms are related to the basis-driven approach, notably to the theory of compatibility. In addition to new theorems about this relation, the transition graph is extended to provide another visualization of the underlying economics.

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عنوان ژورنال:
  • SIAM Journal on Optimization

دوره 10  شماره 

صفحات  -

تاریخ انتشار 2000