线性分式规划技术系数变化的灵敏度分析  

Sensitivity analysis of linear frational programming under changes in technical coefficients

作　　者：薛声家[1] 

机构地区：[1]暨南大学企业管理系,广东广州510632

出　　处：《暨南大学学报（自然科学与医学版）》2008年第1期43-47,共5页Journal of Jinan University(Natural Science & Medicine Edition)

基　　金："211工程"子项目(053240)

摘　　要：基于求解非线性规划的凸单纯形法,对线性分式规划技术系数变化进行灵敏度分析.求出使最优基保持最优的单个技术系数的可变范围,并讨论了多个技术系数同时发生变化的情况.最后给出应用例子.Based on the convex simplex method for nonlinear programming, sensitivity analysis to changes in technical coefficients of linear fractional programming is presented. The variable range of single technical coefficient for which the optimal basis remain optimal is determined, and the case when several technical coefficients changing simultaneously is discussed. Finally, an applied example is also given.

关 键 词：线性分式规划 技术系数 灵敏度分析 既约梯度 凸单纯形法 

分 类 号：O221.2[理学—运筹学与控制论]