Stability and sensitivity of uncertain linear programs

DOI10.1007/S11228-022-00645-0MaRDI QIDQ2677666zbMATH OpenOpenAlexFDO

Authors Juan Parra, Maria J. Cánovas

Publication date 5 January 2023

Published in Set-Valued and Variational Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s11228-022-00645-0

zbMATH Keywords

Lipschitz continuitylower and upper semicontinuityoptimal set mappingoptimal value functionrobust optimizationSion's minimax theorem

Mathematics Subject Classification ID

Set-valued and variational analysis (49J53) Sensitivity, stability, well-posedness (49K40) Robustness in mathematical programming (90C17) Sensitivity, stability, parametric optimization (90C31) Semi-infinite programming (90C34)

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Cites work

• Convex Analysis
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• scientific article; zbMATH DE number 490143 (Why is no real title available?)
• scientific article; zbMATH DE number 1070896 (Why is no real title available?)
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• Lipschitz modulus of linear and convex inequality systems with the Hausdorff metric
• Lipschitz modulus of the optimal value in linear programming
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• On general minimax theorems
• Stability and Well-Posedness in Linear Semi-Infinite Programming
• Stability Theory for Linear Inequality Systems
• Stability Theory for Linear Inequality Systems II: Upper Semicontinuity of the Solution Set Mapping
• Variational Analysis
• Variational analysis of regular mappings. Theory and applications
• Variational theory for optimization under stochastic ambiguity

Cited in

(6)

• Stability of the linear complementarity problem properties under interval uncertainty
• Stability of the optimal basis of a linear program under uncertainty
• Stability decision models of linear programming with interval parameters
• Robust sensitivity analysis of the optimal value of linear programming
• Stability and continuity in robust optimization
• Stability properties for parametric linear programs under data ambiguities

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