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Matrix Sensitivity Analysis from an Interior Solution of a Linear Program

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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