SENSITIVITY ANALYSIS IN LINEAR-PROGRAMMING MODELS WITH COMMON INPUTS

被引：6

作者：

CAMM, JD ^{[1
]}

BURWELL, TH ^{[1
]}

机构：

[1] APPALACHIAN STATE UNIV,DEPT DECIS SCI,BOONE,NC 28608

来源：

DECISION SCIENCES | 1991年 / 22卷 / 03期

关键词：

LINEAR PROGRAMMING AND SENSITIVITY ANALYSIS;

D O I：

10.1111/j.1540-5915.1991.tb01278.x

中图分类号：

C93 [管理学];

学科分类号：

12 ; 1201 ; 1202 ; 120202 ;

摘要：

The importance of sensitivity analysis information in linear programming has been stressed in the management science literature for some time. Indeed, Gal [3] has devoted an entire text to just this issue. Linear programs with common inputs (cost coefficients or right‐hand‐side values) present a problem in that classical sensitivity analysis does not allow for the simultaneous changes required to determine the sensitivity of these models to common inputs. We first survey the approaches previously developed for simultaneous‐change sensitivity analysis and cast them in the framework of the special common input case. These general techniques are compared to a simple aggregate variable technique that has not received attention in the literature. Copyright © 1991, Wiley Blackwell. All rights reserved

引用

页码：512 / 518

页数：7

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[No title captured]

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