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Parametric analysis of linear programs with upper bounded variables

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  • S. S. Panwalkar

Abstract

Linear programming problems with upper bounded variables can be solved by regular simplex method by considering upper bounding constraints as explicit constraints of the problem. However, more efficient methods exist which consider these upper bound constraints implicitly. When parametric analysis for problems with upper bounds is to be carried out, one can use the regular parameter analysis by considering the upper bound constraints explicitly. This paper develops formulas for parametric analysis where upper bound constraints are used implicitly, thus reducing the size of the basic matrix.

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  • S. S. Panwalkar, 1973. "Parametric analysis of linear programs with upper bounded variables," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 20(1), pages 83-93, March.
    • Handle: RePEc:wly:navlog:v:20:y:1973:i:1:p:83-93
    DOI: 10.1002/nav.3800200108
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