Linear Programming with Mathematica: Sensitivity Analysis
Volume 5, Issue 1
This article, the second of two parts, describes a package designed
to supplement Mathematica's linear programming facility. Building
on the foundation laid in the first part, we first develop a set of tools
for sensitivity analysis of the optimal solution. In order to utilize Mathematica's
efficient linear programming routine, we then develop a function that can
deduce the final tableau from the Spartan output of ConstrainedMax.
With this function, the package can be applied to substantive problems,
relying on Mathematica's native code for intensive computation.