8. Post-optimal analysis

Post-optimal analysis or sensitivity analysis is used to determine the intervals of data variation for which the optimal basis B* is not modified and always remains optimal. This analysis is used to determine the sensitivity of a linear program to the data. The issue in this section is whether or not a small variation in the data leads to a significant change in the optimal solution.

Consider a linear program in the standard form (5) which admits an optimal basis B*, i.e. a linear program for which the simplex algorithm terminates normally. With one permutation of the columns (see