Analysis of a Methodology for Linear Programming Optimality Analysis.
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The methodology of Johnson, Baner, Moore, and Grant can be applied to large scale linear programming models. A methodology for optimality analysis of linear programs was developed to create metamodels using response surface methodology techniques such as experimental design and least squares regression. A metamodel consists of a simple equation which is able to predict the optimal objective function value of a linear program. What is needed is some large scale application of the techniques to verify how accurate they are. In the research, I plan to use the large scale LP model, STORM. I use the Hot Start idea for the efficiency of STORM program calculation. The developed metamodels of the large scale LP can provide some useful information about the relationships between the objective function value and the right-hand-side vector and coefficients of the objective function unit cost vector by varying the right-hand-side vector and unit cost vector.
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