Sensitivity analysis of linear programming in the presence of correlation among right-hand side parameters or objective function coefficients.
Amir ShahinPayam HanafizadehMilan HladíkPublished in: Central Eur. J. Oper. Res. (2016)
Keyphrases
- sensitivity analysis
- linear programming
- objective function
- managerial insights
- linear program
- decision variables
- feasible solution
- optimal solution
- influence diagrams
- dynamic programming
- np hard
- variational inequalities
- quadratic programming
- nonlinear programming
- decision making
- constraint propagation
- viewpoint
- cost function
- constrained optimization
- optimization problems
- least squares
- special case