Rim Sensitivity Analysis from an Interior Solution

Harvey J. Greenberg

This establishes theorems about the simultaneous variation of right-hand sides and cost coefficients in a linear program from an interior solution. Some results are extensions of those that have been proven for varying the right-hand side of the primal or the dual, but not both; other results are new. In addition, changes in the optimal partition and what that means in economic terms are related to the basis-driven approach, notably to the Theory of Compatibility. In addition to new theorems about this relation, the transition graph is extended to provide another visualization of the underlying economics.

Report Number CCM 86, Center for Computational Mathematics, Mathematics Department, University of Colorado at Denver, Denver, CO, 1996.

Contact: hgreenbe@carbon.cudenver.edu