Matrix Sensitivity Analysis from an Interior Solution of a Linear Program

@article{Greenberg1999MatrixSA,
  title={Matrix Sensitivity Analysis from an Interior Solution of a Linear Program},
  author={Harvey J. Greenberg},
  journal={INFORMS Journal on Computing},
  year={1999},
  volume={11},
  pages={316-327}
}
This paper considers the eeect of changing matrix coeecients in a linear program after we have obtained an interior solution. Changes are restricted to where there remains an optimal solution to the perturbed problem (called \ad-missible"). Mills' minimax theorem provides one approach and has been used for similar sensitivity analysis from a basic optimum. Here we consider the effect on the optimal partition and how the analysis results relate to the classical approach that uses a basic… CONTINUE READING

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