Research Article A New Procedure for Solving Linear Programming Problem with Sensitivity Analysis

摘要

A new procedure based on conjugate gradient projection method for solving linear programming problems is given. This procedure presented here consists of a sequence of moves in the interior of the polyhedron set representing the feasible region until the optimal point is reached in at most m+n steps. Sensitivity analysis when changes in the objective function coefficients are occurred is investigated. The task of this analysis is to find the range of parameter to maintain the optimality for the given optimal point under the effect of these changes A simple production example is given to clarify the theory of the given procedure.