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Postan - A Package for Postoptimal Analysis (An Extension of Minos)

Abstract

This paper presents a new software package which has been developed in collaboration with IIASA The new package, POSTAN, is designed for postoptimal analysis of linear programming problems, and is embedded in the well-known linear and nonlinear programming code MINOS. POSTAN is composed of a number of FORTRAN subroutines which may be called by adding some new keywords to the original list of MINOS specifications. The main function of POSTAN is to determine the ranges in which certain parameters may be changed without affecting the optimal solution and/or the optimal basis. In this paper the authors outline the general form of the linear programming problems studied, describe the six new subroutines in some detail, and illustrate this description with a printout obtained in the solution of a sample problem. The mathematical theory behind the software package is given in an Appendix

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