SENSITIVITY ANALYSIS FOR INTEGER LINEAR PROGRAMMING PROBLEMS
S. F. TANTAWY *
Department of Mathematics, Faculty of Science, Helwan University, 11795- Cairo, Egypt
*Author to whom correspondence should be addressed.
Abstract
This paper presents the sensitivity analysis for integer linear programming (ILP) problem when changes in the objective function coefficients are occurred. Our task of this analysis is to find the range of parameter to maintain the optimality for the optimal integer point under the effect of these changes. This sensitivity analysis does not depend on the simplex method which may be computationally impractical due to problem size. The main idea behind our work is that we obtain the optimal integer solution by a method which moves through the interior of the polyhedron through a sequence of points in the direction that improves the objective function. A simple example is given to clarify the theory of this analysis.
Keywords: Linear programming, integer linear programming;, sensitivity analysis