Sensitivity analysis of linear programming in the presence of correlation among right-hand side parameters or objective function coefficients

DOI10.1007/S10100-014-0353-8MaRDI QIDQ2358161zbMATH OpenOpenAlexFDO

Authors Amir Shahin, Payam Hanafizadeh, Milan Hladík

Publication date 21 June 2017

Published in CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10100-014-0353-8

zbMATH Keywords

correlated parameterslinear programmingperturbation analysisprincipal component analysissensitivity analysis

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)

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Cited in

(4)

• A global tolerance approach to sensitivity analysis in linear programming
• Global sensitivity analysis via a statistical tolerance approach
• Measures of global sensitivity in linear programming: applications in banking sector
• A new geometric approach to multiobjective linear programming problems

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