线性规划全方位变化的灵敏度分析

Sensitivity Analysis of All-Directional Change of Linear Programming

本文对变量目标函数系数、变量约束系数向量以及约束右端项向量同时变化进行灵敏度分析。不仅对变化后可能出现的各种情况进行分析处理,尤其在对偶可行性和可行性都不满足时,利用联合算法进行处理,并通过算例加以说明。

this paper makes the sensitivity analysis of variables objective function coefficient vector, variables restraint coefficient vector and right-hand side vector. And it analyzes various cases after the change. Especially when coupled feasibility and feasibility are both unsatisfying it puts the algorithm of the got-up variable and the parameter M into the associated algorithm. We demonstrate the method by an example at last.