Title :
Sensitivity analysis for optimization in linear programming
Author_Institution :
Dept. of Electr. & Comput. Eng., Kansas Univ., Lawrence, KS, USA
fDate :
29 June-1 July 1994
Abstract :
The upper and lower bounds for the optimal performance index of a perturbed linear programming problem is discussed. An explicit upper bound measured by 2-norm for the size of perturbation is derived such that the optimal basis of the nominal model is maintained to the perturbed system. A sufficient condition is given such that the optimal performance index of the perturbed system is guaranteed to be within a prescribed region.
Keywords :
linear programming; performance index; perturbation techniques; sensitivity analysis; 2-norm; explicit upper bound; nominal model; optimal performance index; optimization; perturbed linear programming problem; sensitivity analysis; sufficient condition; Design engineering; Eigenvalues and eigenfunctions; Linear programming; Performance analysis; Perturbation methods; Sensitivity analysis; Size measurement; Sufficient conditions; System testing; Upper bound;
Conference_Titel :
American Control Conference, 1994
Print_ISBN :
0-7803-1783-1
DOI :
10.1109/ACC.1994.752406
