Limit laws for empirical optimal solutions in random linear programs

DOI10.1007/s10479-022-04698-0zbMath1492.90105MaRDI QIDQ2159558

Axel Munk, Yoav Zemel, Marcel Klatt

Publication date: 1 August 2022

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-022-04698-0

zbMATH Keywords

linear programming; sensitivity analysis; optimal transport; limit law

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

90C31: Sensitivity, stability, parametric optimization

90C05: Linear programming

90C15: Stochastic programming

49N15: Duality theory (optimization)

Uses Software

• EMD
• Wasserstein GAN