Accession Number:

AD0611273

Title:

ANALYSIS OF THE EFFECT OF VARIANCE ON LINEAR PROGRAMMING PROBLEMS.

Descriptive Note:

Master's thesis,

Corporate Author:

AIR FORCE INST OF TECH WRIGHT-PATTERSON AFB OHIO

Personal Author(s):

Report Date:

1964-08-01

Pagination or Media Count:

105.0

Abstract:

Three linear programs LP were studied to determine the effect of variance on problem solutions. IBM 1620 and 7090 computers were used to solve the LP problems as their payoff coefficients were varied within specified limits by random number generators. Analysis was based on relative frequency that various activities were selected at various deviations levels and the implicit prices of non selected activities. Analysis of the means and standard deviations of implicit prices provided methods for measuring and predicting the sensitivity of LP problems. Similarities in behavior or problems having different degrees of sensitivity indicate general applicability of the analyses. Author

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE