线性规划问题的灵敏度分析及其应用

Linear Programming Problem Sensitivity Analysis and Applications

利用分块矩阵法讨论了在线性规划模型中,价值向量的变化和系数矩阵的变化及变量增加时,线性规划问题最优解的变化,给出一般的处理方法,并在此理论基础上给出具体的例子来验证.

The paper discusses the influence on optimal solution of LP problem when varying value vector and coefficient matrix by using lumped matrix.Accordingly the common handling method is given.And based on the theory,the author gives some concrete examples.