在日常的灵敏度分析中,只是单纯地对线性规划问题的相关系数进行灵敏度分析,那么对于两个互为对偶问题的线性规划问题其灵敏度之间又存在着怎样的关系呢?本文对此进行了分析。研究发现,当原问题与其对偶问题是规范形式时,两者相关系数的灵敏度确实存在着密切的关系。
In the daily sensitivity analysis with simply for the correlation coefficient of linear programming problem sensitivity analysis, what is the relationship between the two problems of its sensitivity for two mutually dual problems of linear programming problem? This paper analyses the relationship between the two mutually dual problems of linear programming problem. The study found that when the original problem and its dual problem is the canonical form, the sensitivity of the correlation coefficient between the two problems of its sensitivity does exist a close relationship.