Back to Search
Start Over
ON THE PROPERTIES OF ε-SENSITIVITY ANALYSIS FOR LINEAR PROGRAMMING.
- Source :
- Asia-Pacific Journal of Operational Research; Jun2005, Vol. 22 Issue 2, p135-151, 17p
- Publication Year :
- 2005
-
Abstract
- ϵ-Sensitivity analysis (ϵ-SA) is a kind of method to perform sensitivity analysis for linear programming. Its main advantage is that it can be directly applied for interior-point methods with a little computation. In this paper, we discuss the property of ϵ-SA analysis and its relationship with other sensitivity analysis methods. First, we present a new property of ϵ-SA, from which we derive a simplified formula for finding the characteristic region of ϵ-SA. Next, based on the simplified formula, we show that the characteristic region of ϵ-SA includes the characteristic region of Yildirim and Todd's method. Finally, we show that the characteristic region of ϵ-SA asymptotically becomes a subset of the characteristic region of sensitivity analysis using optimal partition. Our results imply that ϵ-SA can be used as a practical heuristic method for approximating the characteristic region of sensitivity analysis using optimal partition. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 02175959
- Volume :
- 22
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Asia-Pacific Journal of Operational Research
- Publication Type :
- Academic Journal
- Accession number :
- 17648683
- Full Text :
- https://doi.org/10.1142/S0217595905000467