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Linear Programming and Resource Allocation Modeling
book

Linear Programming and Resource Allocation Modeling

by Michael J. Panik
November 2018
Intermediate to advanced content levelIntermediate to advanced
448 pages
12h 24m
English
Wiley
Content preview from Linear Programming and Resource Allocation Modeling

10Parametric Programming

10.1 Introduction

In Chapter 8 we considered an assortment of post‐optimality problems involving discrete changes in only selected components of the matrices images Therein emphasis was placed on the extent to which a given problem may be modified without breaching its feasibility or optimality. We now wish to extend this sensitivity analysis a bit further to what is called parametric analysis. That is, instead of just determining the amount by which a few individual components of the aforementioned matrices may be altered in some particular way before the feasibility or optimality of the current solution is violated, let us generate a sequence of basic solutions that, in turn, become optimal, one after the other, as all of the components of imagesb, or a column of images vary continuously in some prescribed direction. In this regard, the following parametric analysis will involve a marriage between sensitivity analysis and simplex pivoting.

10.2 Parametric Analysis

If we seek to

images

then an optimal basic feasible solution emerges if XB = B−1b ≥ O and (or, in terms of the ...

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Publisher Resources

ISBN: 9781119509448Purchase book