摘要
灵敏度分析应用很广,但是人们对灵敏度的讨论往往局限于单个参数发生变化对求解结果的影响.本文主要讨论目标函数系数C和约束右端项b两个参数同时改变对最优基、最优解及目标值的影响以及最优解发生变化时,如何求出新的最优解.
Sensitivity analysis is widely used in many fields. But the discussions of sensitivity were often limited in changing of single parametric, In this paper sensitivity analysis under perturbations of boty objective function coefficient and right-hand side is studied.
出处
《经济数学》
2007年第3期321-326,共6页
Journal of Quantitative Economics
关键词
线性规划
灵敏度分析
最优基
Linear programming, sensitivity analysis, optimal basis.
