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Technical Note—An Efficient Approach to Some Cases of Coefficient Variations in Linear Programs

Author

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  • Andrés Weintraub

    (Universidad de Chile, Santiago, Chile)

  • William Ingram

    (Technekron, Berkeley, California)

Abstract

In some cases, a series of linear programs are run in sequence where a set of coefficients in the constraint matrix or in the right hand side is varied in such a way that inequality constraints are relaxed from one run to the next. For this type of variation we present an algorithm that determines in at most K pivots a new feasible solution, if K coefficients are varied. This algorithm relies on post optimality options of linear programming packages. In addition the algorithm proved to be advantageous in determining optimal solutions to the modified problems.

Suggested Citation

  • Andrés Weintraub & William Ingram, 1981. "Technical Note—An Efficient Approach to Some Cases of Coefficient Variations in Linear Programs," Operations Research, INFORMS, vol. 29(3), pages 609-611, June.
    • Handle: RePEc:inm:oropre:v:29:y:1981:i:3:p:609-611
    DOI: 10.1287/opre.29.3.609
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