8. Post-optimal analysis

Post-optimal analysis or sensitivity analysis is used to determine the intervals of data variation for which the optimal basis B* is not modified and always remains optimal. This analysis is used to determine the sensitivity of a linear program to the data. The issue in this section is whether or not a small variation in the data leads to a significant change in the optimal solution.

Consider a linear program in the standard form (5) which admits an optimal basis B*, i.e. a linear program for which the simplex algorithm terminates normally. With one permutation of the columns (see

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Post-optimal analysis

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Duality

Bibliography

(1) - BILLIONNET (A.) - Optimisation discrète – De la modélisation à la résolution par des logiciels de programmation mathématique. - Dunod (2007).
(2) - BREZINSKI (C.) - Initiation à la programmation linéaire et à l'algorithme du simplexe. -...