A note on the continuity of solutions of parametric linear programs

DOI10.1007/BF01580857MaRDI QIDQ917451zbMATH OpenOpenAlexFDO

Authors Degang Liu, Xiangsun Zhang

Publication date 1990

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01580857

zbMATH Keywords

Bland's anticycling conditioncontinuous optimal solutioncontinuous point-to-set mappingdual simplex methodlinear one-parametric programming

Mathematics Subject Classification ID

Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)

Review text

The article deals with a linear one-parametric programming problem with one parameter only on the right-hand side of the constraints. The authors show that the set of all optimal solutions of this problem (if it contains more than one optimal point) represents a continuous point-to- set mapping. Further an algorithm is introduced to solve this problem, which is based on the dual simplex method with Bland's anticycling condition. The results of this article are known since long.

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Cites work

• Evolution of linear programming computing techniques
• New Finite Pivoting Rules for the Simplex Method

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