An Alternative Computational technique to Study the Sensitivity Analysis of SPP

In this paper, we present a new computational algorithm which can be used to study the sensitivity analysis of GPP and SPP of degree of difficulty greater than zero. To study the sensitivity analysis of GPP (Dinkal & Kohgenberger [2]), one has to use a subroutine to solve a system of linear equation to get the values of optimal primal variables. Our proposed algorithm is thus more effective in that no new subroutines (such as one for computing the inverse matrices are needed). The generalized algorithm which was presented by Mohan & Al-Bayati to study the sensitivity analysis of SPP [1], is same as our proposed algorithm except that in evaluating the new values of the dual optimal variables. The numerical evidence confirm that the new proposed algorithm is very effective.