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Parametric LP Analysis

  1. Allen Holder

Published Online: 15 FEB 2011

DOI: 10.1002/9780470400531.eorms0643

Wiley Encyclopedia of Operations Research and Management Science

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. .

Author Information

  1. Rose-Hulman Institute of Technology, Department of Mathematics, Terre Haute, Indiana

Publication History

  1. Published Online: 15 FEB 2011

Abstract

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.

Keywords:

  • parametric linear programming;
  • primal optimal;
  • dual optimal;
  • linearity interval;
  • interior-point method