One of the reasons we cannot use sensitivity analysis for an integer linear program is that the shadow prices do not produce linear effects.That is, although in a linear program the shadow price for a resource represents the marginal improvement for each added unit of that resource, in an integer linear program, we cannot assume that each added unit of a resource will produce the same marginal change.

Question

Quizplus · Accepted Answer

In an integer linear program, the shadow prices for resources do not necessarily produce linear effects, and the marginal improvement for each added unit of a resource cannot be assumed to be the same. Therefore, sensitivity analysis cannot be used in this case.

One of the Reasons We Cannot Use Sensitivity Analysis for an Integer