TRADE-OFFS BETWEEN PARTS OF THE OBJECTIVE FUNCTION OF A LINEAR PROGRAM

Abstract

Linear programs whose objective function can be separated into two parts are considered. The following problem is studied: given an optimal solution with respect to the total objective function, how does it have to be modified to change one part of the objective function by a certain amount and affect the other part as little as possible. The construction of an optimal simplex-tableau for the modified problem from the optimal simplextableau of the original problem is demonstrated. This can serve as a starting tableau for an ordinary parametric programming procedure. The marginal exchange ratio for both parts of the objective function and the simplexmultipliers for the constraints are derived.

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1965
Accession Number
AD0625736

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  • Hans C. Joksch

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  • MITRE Corporation

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  • Mathematics

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