The Tolerance Approach to Sensitivity Analysis of Matrix Coefficients in Linear Programming

N. Ravi and Richard E. Wendell
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N. Ravi: AT&T Bell Laboratories, Crawfords Corner Road, Room 3J-527, Holmdel, New Jersey 07733
Richard E. Wendell: Graduate School of Business, University of Pittsburgh, Pittsburgh, Pennsylvania 15260

Management Science, 1989, vol. 35, issue 9, 1106-1119

Abstract: The tolerance approach to sensitivity analysis allows for simultaneous and independent variations of the elements of a column or a row of the coefficient matrix in a standard linear programming problem. In particular, the approach yields a maximum tolerance percentage within which the elements of a column may all vary simultaneously and independently from their estimated values while still retaining the same set of basic variables in an optimal solution. A similar result is also derived for the perturbations of the elements of a row.

Keywords: linear programming; sensitivity analysis (search for similar items in EconPapers)
Date: 1989
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