The Tolerance Approach to Sensitivity Analysis of Matrix Coefficients in Linear Programming
Management Science · 1989 · Volume 35 · Issue 9
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
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