ABSTRACT
This chapter discusses methods of sensitivity investigation for solutions of mathematical programming and variational calculus problems based on the use of sensitivity functions. Sensitivity analysis is most actual in operations research and system engineering for designing complex schemes, when even small uncertainties in initial data and assumptions may lead to great material losses. Mathematical programming problems when a goal function is linear and the set, where extremum of the function is to be found, is given by a system of linear equalities and inequalities, fall into the class of linear programming problems. In linear programming, initial data are determined by components of the vectors C and B and those of the matrix A. Local properties of a solution of a linear programming problem can be estimated by sensitivity coefficients.
