Constraint augmentation in pseudo-singularly perturbed linear programs

DOI10.1007/s10107-010-0388-0zbMath1251.90267OpenAlexW2055171240WikidataQ58048436 ScholiaQ58048436MaRDI QIDQ2429463

Vladimir Gaitsgory, Jerzy A. Filar, Konstantin E. Avrachenkov, Regina Sandra Burachik

Publication date: 27 April 2012

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

Full work available at URL: https://doi.org/10.1007/s10107-010-0388-0

zbMATH Keywords

linear programmingperturbationconstraint augmentationextended Slater condition

Mathematics Subject Classification ID

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

Related Items (4)

LP based upper and lower bounds for Cesàro and Abel limits of the optimal values in problems of control of stochastic discrete time systems ⋮ Singularly perturbed linear programs and Markov decision processes ⋮ POINTWISE RESIDUAL METHOD FOR SOLVING PRIMAL AND DUAL ILL-POSED LINEAR PROGRAMMING PROBLEMS WITH APPROXIMATE DATA ⋮ Averaging and linear programming in some singularly perturbed problems of optimal control

Cites Work

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• Using Gauss-Jordan elimination to compute the index, generalized nullspaces, and Drazin inverse
• An asymptotic simplex method for singularly perturbed linear programs
• Set-valued mappings and enlargement of monotone operators.
• Inversion of Analytic Matrix Functions That are Singular at the Origin

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