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.