Primal-dual stability in continuous linear optimization
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The authors study linear programs (LP) and continuous linear semi-infinite problems (LSIP) with respect to inconsistency, boundedness or unboundedness of the primal and dual problems. In LP four duality states are possible. LSIP allows six states (e.g., inconsistent primal and bounded dual). The paper derives characterizations of LP and LSIP problems whose duality state is stable with respect to small perturbations of the problem data. In particular it is shown that the set of problems enjoying the stability property is open and dense.
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