Name
Abstract | ||
|---|---|---|
Arbitrary perturbations of arbitrary coefficients in linear programming models on the canonical form are studied. Perturbations that preserve stability (lower semi-continuity of the feasible set mapping) are characterized in terms of subsets of the index set of the decision variable. A necessary condition for stability is used to formulate a method for identification of unstable perturbations. Instability is illustrated in various situations including multi-level decision making, descriptions of locally and globally optimal parameters in linear parametric programming, and a marginal value formula for models with a convex objective and linear canonical constraints. |
Year | DOI | Venue |
|---|---|---|
2001 | 10.1023/A:1010917903065 | Annals OR |
Keywords | Field | DocType |
linear programming model,stability,multi-level program,von Stackelberg game,optimal parameter | Linear-fractional programming,Mathematical optimization,Active set method,Parametric programming,Index set,Regular polygon,Canonical form,Feasible region,Linear programming,Mathematics | Journal |
Volume | Issue | ISSN |
101 | 1-4 | 1572-9338 |
Citations | PageRank | References |
2 | 0.43 | 4 |
Authors | ||
1 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Sanjo Zlobec | 1 | 54 | 14.44 |