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Sensitivity analysis in linear semi-infinite programming via partitions

Authors :
Goberna, M.A.
Terlaky, T.
Todorov, M.I.
Source :
Mathematics of Operations Research. February 1, 2010, Vol. 35 Issue 1, p14, 13 p.
Publication Year :
2010

Abstract

This paper provides sufficient conditions for the optimal value function of a given linear semi-infinite programming (LSIP) problem to depend linearly on the size of the perturbations, when these perturbations [...]

Details

Language :
English
ISSN :
0364765X
Volume :
35
Issue :
1
Database :
Gale General OneFile
Journal :
Mathematics of Operations Research
Publication Type :
Academic Journal
Accession number :
edsgcl.221849088
Full Text :
https://doi.org/10.1287/moor.1090.0416