ON THE PROPERTIES OF â-SENSITIVITY ANALYSIS FOR LINEAR PROGRAMMING
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
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