Support set invariancy sensitivity analysis deals with finding the range of the parameter variation where there are optimal solutions with the same positive variables for all parameter values throughout this range. This approach to sensitivity analysis has been studied for Linear Optimization (LO) and Convex Quadratic Optimization (CQO) problems, when they are in standard form. In practice, most problems are in \emph{general form}, in addition to nonnegative variables and equalities, they include free variables and inequalities. Though, the LO problem in general form can be converted into the standard form, but this transforming changes the meaning of the support set invariancy sensitivity analysis. In this paper, we consider the primal and dual LO problems in general form and investigate support set invariancy sensitivity analysis for them. We present computable LO problems to identify the associated support set invariancy intervals for LO problem and investigate their relationship to support set invariancy intervals for LO problem in standard form.
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Sunbitted to the Journal of industrial and management optimization
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