A Characterization of Stability in Linear Programming
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- Characterizations of stability of error bounds for convex inequality constraint systems
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- Stability of linearly constrained convex quadratic programs
- scientific article; zbMATH DE number 7733461 (Why is no real title available?)
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- Extreme points of well-posed polytopes
- Outer limit of subdifferentials and calmness moduli in linear and nonlinear programming
- Least-norm linear programming solution as an unconstrained minimization problem
- Upper semicontinuity of the solution maps in homogeneous vector quasi-equilibrium problems
- Characteristic sets and characteristic numbers of matrix two-person games
- Critical objective size and calmness modulus in linear programming
- Perturbation analysis of error bounds for convex functions on Banach spaces
- Condition measures and properties of the central trajectory of a linear program
- The equivalence of upper semi-continuity of the solution map and the \(R_{0}\)-condition in the mixed linear complementarity problem
- Resampling DEA estimates of investment fund performance
- Some concepts of stability analysis in combinatorial optimization
- The simplex method is not always well behaved
- Limit laws for empirical optimal solutions in random linear programs
- Continuity of the solution map in parametric affine variational inequalities
- Application of the Armijo stepsize rule to the solution of a nonlinear system of equalities and inequalities
- Lipschitz continuity of the optimal value function and KKT solution set in indefinite quadratic programs
- Round-off estimates for second-order conic feasibility problems
- About error bounds in metrizable topological vector spaces
- Primal characterizations of stability of error bounds for semi-infinite convex constraint systems in Banach spaces
- Saddle point approximation approaches for two-stage robust optimization problems
- Directional differentiability of the optimal value function in quadratic programming problem on Hilbert spaces
- Sufficient conditions for the stability of the karush- kuhn - tucker point set in quadratic programming
- Ill-posedness with respect to the solvability in linear optimization
- Solving \((k-1)\)-stable instances of \texttt{k-terminal cut} with isolating cuts
- Quantitative stability analysis of two-stage stochastic linear programs with full random recourse
- Solving linear programs with finite precision. II: Algorithms
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