Probabilistic Version for Sensitivity Analysis in Deterministic Linear Programming Model

Document Type : Original Article

Author

Faculty of Commerce, Zagazig, Egypt

Abstract

The standard linear programming problem with a finite optimum value is considered. Probability distributions are assumed for the coefficients in the simplex tableaus. A probability of reaching optimality in one simplex iteration i$ then derived fort the following two problems:
l- if a constraint. is adjoined to an optimized simplex tableau with both unbounded and bounded variables.
2- if an additional column is inserted in an optimized tableau.