Logo image
Multi-parametric Cost Coefficients Sensitivity Analysis of Integer Programming: a Comparison of Two Algorithms
Thesis

Multi-parametric Cost Coefficients Sensitivity Analysis of Integer Programming: a Comparison of Two Algorithms

Wu, Hsin-Pin
Masters, 國立清華大學, 工業工程與工程管理學系所
2017

Abstract

整數規劃 敏感度分析 迭代對偶法 分枝界限法 Integer programming Sensitivity analysis Iterative dual method Branch and bound algorithm
This study develops multi-parametric cost coefficient sensitivity analysis theorems for integer programs from two different algorithms: the iterative dual method proposed by Bell and Shapiro (1975) and the branch and bound algorithm. We develop post-optimality analysis theorems, which indicate that the optimal solution remains optimal if the change of cost coefficients is not less than the thresholds. The theorem implies that with information as byproduct of these two algorithms, the thresholds can be computed. We carry out numerical experiments with multi-parametric cost perturbation problems using two proposed theorems separately and compare the results and computational tractability.

Metrics

1 Record Views

Details

Logo image