Matrix Sensitivity Analysis from an Interior Solution of a Linear Program

H.J. Greenberg

This considers the effect of changing matrix coefficients in a linear program after we have obtained an interior solution. Changes are restricted to where there remains an optimal solution to the perturbed problem (called ``admissible''). Mills' minimax theorem provides one approach and has been used for similar sensitivity analysis from a basic optimum. Here we consider the effect on the optimal partition and how the analysis results relate to the classical approach that uses a basic solution.

Center for Computational Mathematics, Mathematics Department, University of Colorado at Denver 1997

Contact: hgreenbe@carbon.cudenver.edu


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