Stability of the optimal basis of a linear program under uncertainty

DOI10.1016/0167-6377(93)90077-TMaRDI QIDQ2367033zbMATH OpenOpenAlexFDO

Authors Jiří Rohn

Publication date 16 August 1993

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(93)90077-t

zbMATH Keywords

stabilityoptimal basisvariations within intervals

Mathematics Subject Classification ID

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

Recommendations

• Stability and sensitivity of uncertain linear programs
• scientific article; zbMATH DE number 4072718
• Stability of the linear complementarity problem properties under interval uncertainty
• scientific article; zbMATH DE number 3906245
• scientific article; zbMATH DE number 29658
• Stability for linearly constrained optimization problems
• scientific article; zbMATH DE number 3920198
• scientific article; zbMATH DE number 2219543
• On the stability of the feasible set in linear optimization
• An approach to linear programming under uncertainty

Cites work

• scientific article; zbMATH DE number 3523317 (Why is no real title available?)
• scientific article; zbMATH DE number 3634009 (Why is no real title available?)
• scientific article; zbMATH DE number 3446685 (Why is no real title available?)
• An existence theorem for systems of linear equations
• Sensitivitätsanalysen und parametrische Programmierung
• Strong solvability of interval linear programming problems
• Systems of linear interval equations

Cited in

(13)

• An improved three-step method for solving the interval linear programming problems
• Monte Carlo simulation for computing the worst value of the objective function in the interval linear programming
• Quantifying outcome functions of linear programs: an approach based on interval-valued right-hand sides
• Duality for inexact linear programming problems^∗
• scientific article; zbMATH DE number 3978819 (Why is no real title available?)
• Sufficient condition of basis stability of an interval linear programming problem
• Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns
• Stability of the linear complementarity problem properties under interval uncertainty
• How to determine basis stability in interval linear programming
• Testing weak optimality of a given solution in interval linear programming revisited: NP-hardness proof, algorithm and some polynomially-solvable cases
• scientific article; zbMATH DE number 4145658 (Why is no real title available?)
• The worst case finite optimal value in interval linear programming
• A novel interval linear programming based on probabilistic dominance

This page was built for publication: Stability of the optimal basis of a linear program under uncertainty

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2367033)