Sensitivity analysis of mixed integer programs: An application to environmental policy making (Q1061616): Difference between revisions

We consider a class of mixed integer programs in which the concave objective function and the constraint matrix are held fixed while some of the right hand side (RHS) coefficients are varied. An efficient iterative algorithm is developed for performing the above sensitivity analysis. A practical application of this class of programs is encountered in environmental policy making and accordingly it is used in illustrating the operation of the algorithm.