This is a preview. Log in through your library . Abstract Traditional sensitivity analysis of linear programming objective function coefficients concerns itself with variations in single parameters.

We propose a parameter estimation method based on what we call the minimum decisional regret principle. We focus on mathematical programming models with objective functions that depend linearly on ...

The objective coefficient ranging analysis, discussed in the last example, is useful for accessing the effects of changing costs and returns on the optimal solution if each objective function ...

Simple solution of a linear program is often not enough. A manager needs to evaluate how sensitive the solution is to changing assumptions. The LP procedure provides several tools that are useful for ...