Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients

DOI10.1016/J.EJOR.2019.11.020zbMath1487.90477OpenAlexW2985180787WikidataQ126786030 ScholiaQ126786030MaRDI QIDQ2030704

Daniel De Wolf, Yves Smeers

Publication date: 7 June 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2019.11.020

zbMATH Keywords

linear programmingnondifferentiable programmingparametric linear programming

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Linear programming (90C05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Generalized derivatives of dynamic systems with a linear program embedded
• Subgradients of marginal functions in parametric mathematical programming
• Some perturbation theory for linear programming
• Generalized derivatives of lexicographic linear programs
• The Gas Transmission Problem Solved by an Extension of the Simplex Algorithm
• Directional differentiability of the optimal value function in a nonlinear programming problem
• On Subdifferentials of Optimal Value Functions
• Postoptimal analysis of a linear program under simultaneous changes in matrix coefficients
• Regularity properties of the optimal value function in non linear programming
• The Generalized Gradient of a Marginal Function in Mathematical Programming
• Differentiability Properties of Optimal Value Functions
• Computationally relevant generalized derivatives: theory, evaluation and applications
• Optimal Dimensioning of Pipe Networks with Application to Gas Transmission Networks

This page was built for publication: Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients