Accession Number : AD0683508

Title :   DISTRIBUTION-FREE REQUIREMENTS VECTOR, B, IN LINEAR PROGRAMMING.

Descriptive Note : Technical rept.,

Corporate Author : FLORIDA UNIV GAINESVILLE DEPT OF INDUSTRIAL AND SYSTEMS ENGINEERING

Personal Author(s) : Braswell,Robert N. ; Allen,Frederick M.

Report Date : JAN 1969

Pagination or Media Count : 25

Abstract : Given a linear programming problem subject to random variation in one or more components of the requirements vector, but the corresponding probability distributions are completely unknown, the problem can be solved deterministically using only crude estimates, then sensitivity analysis can be applied to determine the effect of randon elements as they occur. Once the solution is implemented, however, there is usually an appreciable cost of modification. This paper establishes a criterion for actually changing a particular solution, based upon the notion of non-parametric tolerance limits. The results are extendable to both the cost vector and activity matrix. (Author)

Descriptors :   (*LINEAR PROGRAMMING, UNCERTAINTY), STOCHASTIC PROCESSES, ANALYSIS OF VARIANCE, SAMPLING

Subject Categories : Operations Research

Distribution Statement : APPROVED FOR PUBLIC RELEASE