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Postoptimal analysis in multicriteria linear programming
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DOI：10.1016/j.ejor.2007.08.040.png)
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Abstract
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The aim of the paper is to present the postoptimal analysis of a chosen extreme efficient point in multicriteria linear programming. There are three cases considered: one objective function coefficient change, objective function addition and objective function removal. The proven theorems allow us to create methods based on the analysis of a simplex tableau. (c) 2007 Elsevier B.V. All rights reserved.
Keywords:
multicriteria linear programming
sensitivity analysis
postoptimal analysis
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