English, Article edition: ON THE PROPERTIES OF â-SENSITIVITY ANALYSIS FOR LINEAR PROGRAMMING CHAN-KYOO PARK; WOO-JE KIM; SOONDAL PARK

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Bookmark: http://trove.nla.gov.au/version/131730
Physical Description
  • article
Language
  • English

Edition details

Title
  • ON THE PROPERTIES OF â-SENSITIVITY ANALYSIS FOR LINEAR PROGRAMMING
Author
  • CHAN-KYOO PARK
  • WOO-JE KIM
  • SOONDAL PARK
Physical Description
  • article
Notes
  • â-Sensitivity analysis (â-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 â-SA analysis and its relationship with other sensitivity analysis methods. First, we present a new property of â-SA, from which we derive a simplified formula for finding the characteristic region of â-SA. Next, based on the simplified formula, we show that the characteristic region of â-SA includes the characteristic region of Yildirim and Todd's method. Finally, we show that the characteristic region of â-SA asymptotically becomes a subset of the characteristic region of sensitivity analysis using optimal partition. Our results imply that â-SA can be used as a practical heuristic method for approximating the characteristic region of sensitivity analysis using optimal partition.
  • Linear programming, sensitivity analysis, interior-point method, optimal partition
  • RePEc:wsi:apjorx:v:22:y:2005:i:02:p:135-151
Language
  • English
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