摘要
基于解非线性规划的凸单纯形法,对线性分式规划进行灵敏度分析.求出使最优解或最优基保持最优的模型参数可变范围,并讨论了多个参数同时发生变化的情况.最后给出应用例子.
Based on the convex simplex method for nonlinear programming, a sensitivity analysis of linear fractional programming is presented. The variable ranges of the model parameters for which the optimal solution or optimal basis remain optimal are determined. The case when several parameters changing simultaneously is discussed. Finally, an applied example is also given.
出处
《暨南大学学报（自然科学与医学版）》
CAS
CSCD
北大核心
2005年第3期307-313,共7页
Journal of Jinan University(Natural Science & Medicine Edition)
关键词
线性分式规划
极点
灵敏度分析
既约梯度
凸单纯形法
linear fractional programming
extreme point
sensitivity analysis
reduced gradient
convex simplex method
