Sensitivity analysis in linear optimization: Invariant support set intervals

@article{Hadigheh2006SensitivityAI,
  title={Sensitivity analysis in linear optimization: Invariant support set intervals},
  author={Alireza Ghaffari Hadigheh and Tam{\'a}s Terlaky},
  journal={European Journal of Operational Research},
  year={2006},
  volume={169},
  pages={1158-1175}
}
Sensitivity analysis is one of the most interesting and preoccupying areas in optimization. Many attempts are made to investigate the problem’s behavior when the input data changes. Usually variation occurs in the right hand side of the constraints and/or the objective function coefficients. Degeneracy of optimal solutions causes considerable difficulties in sensitivity analysis. In this paper we briefly review three types of sensitivity analysis and consider the question: what is the range of… CONTINUE READING

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