Sensitivity Analysis for Branch and Bound Integer Programming

Linus Schrage and Laurence Wolsey
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Linus Schrage: University of Chicago, Chicago, Illinois
Laurence Wolsey: CORE, Louvain-la-Neuve, Belgium

Operations Research, 1985, vol. 33, issue 5, 1008-1023

Abstract: After an integer program is solved, we may be interested in the effect of small changes in the right-hand side or objective function coefficients. Without modifying the underlying branch and bound or cutting plane algorithm, we show what additional data to collect during the solution of the original integer program to give useful bounds on the solution of the modified problem.

Keywords: 627 sensitivity analysis for branch and bound; 628 sensitivity analysis with cutting planes (search for similar items in EconPapers)
Date: 1985
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