TRADE-OFFS BETWEEN PARTS OF THE OBJECTIVE FUNCTION OF A LINEAR PROGRAM

摘要

Linear programs whose objective function can be separated into two parts are considered. The following problem is studied: given an optimal solution with respect to the total objective function, how does it have to be modified to change one part of the objective function by a certain amount and affect the other part as little as possible?nThe construction of an optimal simplex-tableau for the modified problem from the optimal simplex-tableau of the original problem is demonstrated. This can serve as a starting tableau for an ordinary parametric programming procedure. Finally, the marginal exchange ratio for both parts of the objective function and the simplex-multipliers for the constraints are derived.