Sensitivity analysis is applied to the robust linear programming problem in this paper. The coefficients of the linear program are assumed to be perturbed in three perturbation manners within ellipsoidal sets. Our robust sensitivity analysis is to calculate the maximal radii of the perturbation sets to keep some properties of the robust feasible set. Mathematical models are formulated for the robust sensitivity analysis problems and all models are either reformulated into linear programs or convex quadratic programs except for the bi-convex programs where more than one row of the constraint matrix is perturbed. For the bi-convex programs, we develop a binary search algorithm.

中文翻译：

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具有椭圆形摄动的线性规划的鲁棒灵敏度分析

本文将灵敏度分析应用于鲁棒线性规划问题。假设线性程序的系数在椭圆集内以三种扰动方式受到扰动。我们的鲁棒灵敏度分析是为了计算扰动集的最大半径，以保持鲁棒可行集的某些属性。为鲁棒的灵敏度分析问题制定了数学模型，除双凸程序会干扰一排以上约束矩阵外，所有模型都重新设置为线性程序或凸二次程序。对于双凸程序，我们开发了一种二进制搜索算法。