Linear Programming Sensitivity Analysis for Saddle Point Algorithm

摘要：

Saddle point algorithm is a new fast iterative method for linear programming, the program based on this algorithm has been widely used in many fields and shows better performance than other public domain programs. Sensitivity analysis is used to determine how the optimal solution is affected by changes, within specified ranges, in the objective function coefficients or the right-hand side values. In this paper, a new algorithm of the sensitivity analysis for the saddle point algorithm was provided. Found the range of optimality for the objective function coefficients and the right hand side values without changing the original optimal basis.

关键词： linear programming saddle point algorithm sensitivity analysis

作者: Zhang Guoguang LiPenghui

作者单位: School of Information Engineering Shenyang University Of Chemical Technology, Shenyang, Liaoning, 110142, China

会议类型: 国际会议

会议名称: 2011 Fourth International Conference on Intelligent Computation Technology and Automation(2011年第四届智能计算技术与自动化国际会议 ICICTA 2011)

会议地点: 深圳

会议语种:英文

页码: 171-173

在线出版日期: 2011-03-28（万方平台首次上网日期，不代表论文的发表时间）