Linear Programming Sensitivity Analysis for Saddle Point Algorithm

Saddle point algorithm is a new fast iterative method for linear programming, the program based on this algorithm has been widely used in many fields and shows better performance than other public domain programs. Sensitivity analysis is used to determine how the optimal solution is affected by changes, within specified ranges, in the objective function coefficients or the right-hand side values. In this paper, a new algorithm of the sensitivity analysis for the saddle point algorithm was provided. Found the range of optimality for the objective function coefficients and the right hand side values without changing the original optimal basis.