Perturbation theory for mathematical programming problems

DOI10.1007/BF00941069MaRDI QIDQ1061009zbMATH OpenOpenAlexFDO

Authors V. Gaitsgory, Anatoli A. Pervozvanski

Publication date 1986

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00941069

zbMATH Keywords

aggregationapproximate solutionDecompositionperturbationsingularitiessuboptimal solutions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)

Review text

Mathematical programming (MP) problems depending on a small parameter are investigated. Attention is paid to the cases where the solutions to the reduced program and/or the solutions to the dual reduced program are not unique. Conditions are given for the convergence of perturbed solutions to a point of the reduced problem solution set, if the small parameter tends to zero. It is shown how to find this point and how to construct an approximate solution to the perturbed program. A singular situation may appear if the dual solution set is unbounded. In this case, a gap between perturbed and reduced solutions may arise. However, it is shown that the perturbed solutions are close to the solutions of some modified reduced problem. The fractional usefulness of perturbation theory is demonstrated by considering two LP problems. Decomposition and aggregation procedures are constructed on the base of general results to find suboptimal solutions of these problems.

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Cited in

(12)

• Perturbation theory of nonlinear programs when the set of optimal solutions is not a singleton
• Some perturbation theory for linear programming
• Asymptotic analysis of perturbed mathematical programs
• An asymptotic simplex method for singularly perturbed linear programs
• Constraint augmentation in pseudo-singularly perturbed linear programs
• Sensitivity and stability analysis for nonlinear programming
• A theoretical analysis on the perturbation to a parameter linear programming
• scientific article; zbMATH DE number 3922391 (Why is no real title available?)
• scientific article; zbMATH DE number 52256 (Why is no real title available?)
• scientific article; zbMATH DE number 67669 (Why is no real title available?)
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