Critical objective size and calmness modulus in linear programming
dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
dc.bibliographicCitation.volume | 2176 | |
dc.contributor.author | Cánovas, Maria J. | |
dc.contributor.author | Henrion, René | |
dc.contributor.author | Parra, Juan | |
dc.contributor.author | Toledo, F. Javier | |
dc.date.accessioned | 2016-12-13T10:46:50Z | |
dc.date.available | 2019-06-28T08:25:59Z | |
dc.date.issued | 2015 | |
dc.description.abstract | This paper introduces the concept of critical objective size associated with a linear program in order to provide operative point-based formulas (only involving the nominal data, and not data in a neighborhood) for computing or estimating the calmness modulus of the optimal set (argmin) mapping under uniqueness of nominal optimal solution and perturbations of all coefficients. Our starting point is an upper bound on this modulus given in [4]. In this paper we prove that this upper bound is attained if and only if the norm of the objective function coefficient vector is less than or equal to the critical objective size. This concept also allows us to obtain operative lower bounds on the calmness modulus. We analyze in detail an illustrative example in order to xplore some strategies that can improve the referred upper and lower bounds. | eng |
dc.description.version | publishedVersion | eng |
dc.format | application/pdf | |
dc.identifier.issn | 2198-5855 | |
dc.identifier.uri | https://doi.org/10.34657/2188 | |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/3466 | |
dc.language.iso | eng | eng |
dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | eng |
dc.relation.issn | 0946-8633 | eng |
dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
dc.subject.ddc | 510 | eng |
dc.subject.other | Variational analysis | eng |
dc.subject.other | calmness | eng |
dc.subject.other | linear programming | eng |
dc.title | Critical objective size and calmness modulus in linear programming | eng |
dc.type | Report | eng |
dc.type | Text | eng |
tib.accessRights | openAccess | eng |
wgl.contributor | WIAS | eng |
wgl.subject | Mathematik | eng |
wgl.type | Report / Forschungsbericht / Arbeitspapier | eng |
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