Postoptimal analysis of a linear program under simultaneous changes in matrix coefficients

DOI10.1007/BFB0121039zbMATH Open0583.90058OpenAlexW86439480MaRDI QIDQ3706830FDOQ3706830

Robert M. Freund

Publication date: 1985

Published in: Mathematical Programming Essays in Honor of George B. Dantzig Part I (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bfb0121039

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zbMATH Keywords

sensitivity analysislexicographic orderparametric programmingpostoptimal analysis

Mathematics Subject Classification ID

Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)

Cited In (14)

• A linear programming-based algorithm for the signed separation of (non-smooth) convex bodies
• Approaches to sensitivity analysis in linear programming
• On some aspects of the matrix data perturbation in linear program
• Perturbation analysis of general LP models: A unified approach to sensitivity, parametric, tolerance, and more-for-less analysis
• Fabrication-adaptive optimization with an application to photonic crystal design
• Post-optimality analysis of the optimal solution of a degenerate linear program using a pivoting algorithm
• Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients
• Parametric mixed-integer 0-1 linear programming: The general case for a single parameter
• Linear programming sensitivity measured by the optimal value worst-case analysis
• Multiple cost coefficients sensitivity theorems of integer linear optimization
• Envelope Theorems for Multistage Linear Stochastic Optimization
• Direct algorithms for checking consistency and making inferences from conditional probability assessments
• Support prices of activities in linear programming¹,²
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