The objective coefficient ranging analysis, discussed in the last example, is useful for accessing the effects of changing costs and returns on the optimal solution if each objective function ...

After an optimal portfolio is identified, sensitivity analysis of the objective function coefficients (the expected returns) might be of interest. This presents a problem however, since sensitivity ...

For each structural variable, the upper and lower ranges of the price (objective function coefficient) and the objective value are shown. The blocking variables, those variables that would enter the ...