Right-Hand-Side Multidimensional Optimality Analysis of a Large Scale LinearProgram Using Metamodelling Techniques

摘要

A methodology for optimality analysis of linear programs was developed byJohnson, Bauer, Moore, and Grant to create metamodels using response surface methodology techniques such as experimental design and least squares regression, and a geostatistical estimation technique, namely kriging. Metamodels have the form of a simple polynomial, and they predict the optimal objective function value of an LP for various levels of the constraints. They eliminate the necessity of determining which critical region contains the right-hand-side (RHS) vector of interest since they are valid over multiple critical regions. The methodology of Johnson, et al. can be applied to large scale linear programming models. The developed metamodels of the large scale LP can provide some useful information about the relationships between the objective function value and the RHS vector of interest. (AN).