Parametric LP Analysis
Published Online: 15 FEB 2011
Copyright © 2010 John Wiley & Sons, Inc. All rights reserved.
Wiley Encyclopedia of Operations Research and Management Science
How to Cite
Holder, A. 2011. Parametric LP Analysis. Wiley Encyclopedia of Operations Research and Management Science. .
- Published Online: 15 FEB 2011
Parametric linear programming is the study of how optimal properties depend on data parametrizations. The study is nearly as old as the field of linear programming itself, and it highlights how a problem depends on its data. We present a modern perspective on the classical analysis of the objective value's response to parametrizations in the right-hand side and/or the cost vector. We also mention a few applications and provide citations for further study.
- parametric linear programming;
- primal optimal;
- dual optimal;
- linearity interval;
- interior-point method