English, Article edition: SENSITIVITY ANALYSIS OF OBJECTIVE FUNCTION COEFFICIENTS OF THE ASSIGNMENT PROBLEM CHI-JEN LIN; UE-PYNG WEN

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Bookmark: http://trove.nla.gov.au/version/131663
Physical Description
  • article
Language
  • English

Edition details

Title
  • SENSITIVITY ANALYSIS OF OBJECTIVE FUNCTION COEFFICIENTS OF THE ASSIGNMENT PROBLEM
Author
  • CHI-JEN LIN
  • UE-PYNG WEN
Physical Description
  • article
Notes
  • Information of sensitivity analysis, in a linear programming problem, is usually more important than the optimal solution itself. However, traditional sensitivity analysis, which perturbs exactly one coefficient and then determines the range preserving the optimality of the current optimal base, is impractical for the assignment problem. An optimal basic solution of the assignment problem is inherently degenerate, so it may be that the optimal base has changed but the optimal assignment remains unchanged. Furthermore, elements of a column (or row) in a cost matrix of assignment problem are usually closely related and change simultaneously, not uniquely. This paper focuses on two kinds of sensitivity analyses for the assignment problem. One is to determine the sensitivity range, over which the current optimal assignment or all the optimal assignments remain optimal, while perturbing the elements of one column (or row) in a cost matrix of the assignment problem simultaneously but dependently. The other is to perturb elements of one column (or row) in a cost matrix of the assignment problem simultaneously but independently. Numerical illustrations are presented to demonstrate that the approaches are useful in practice.
  • Assignment problem, sensitivity analysis, degeneracy, parametric analysis
  • RePEc:wsi:apjorx:v:24:y:2007:i:02:p:203-221
Language
  • English
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