Sensitivity Analysis in Linear Optimization: What managers want to know?

Sensitivity analysis is one of the most interesting and preoccupying areas in optimization Many attempts are made to investingate the problems behavior when the input data changes . Usually varialion occurs in the Right Hand Side (RHS) of the constraints and / or the Objective Function Coefficients.(OFC).Degeneracy of optimal solutions causes considerable deffeculties in sensitivity analysis.in this paper we briety review three types of sensitivity analysis and consider the question. we answer this question for the given primal or / and dual optimal solutions in linear optimization problem. in managerial point of view , an economical interpretation of this question for primal problem might be as: Managers want to know in what range of variation of sources amount of productions price in the market can they keep the instlled production lines active while only production levels would change? the associaled interval to the solution of this question reereed to as invariant support set interval.

کلیدواژه ها:

Parametric ، Programming ، Sensitivity Analysis ، LinearOptimizal ، ion ، interior Point Method ، Optimal Partition