Some differential estimates in linear programming

DOI10.1007/S40306-015-0130-3MaRDI QIDQ300656zbMATH OpenOpenAlexFDO

Authors Nguyen Nang Thieu

Publication date 28 June 2016

Published in Acta Mathematica Vietnamica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40306-015-0130-3

zbMATH Keywords

Dini directional derivativelinear programmingoptimal valuesecond-order estimates for the incrementsensitivity analysis

Mathematics Subject Classification ID

Duality theory (optimization) (49N15) Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)

Review text

This short article studies the optimal value function of a parametric linear programming problem. The author presents two types of sensitivity analyses of the optimal value that can be performed for this problem and studies their properties.

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Cites work

• Formulae for the sensitivity analysis of linear programming problems
• Nonlinear Programming
• State Constraints in Convex Control Problems of Bolza

Cited in

(9)

• Sensitivity of the optimal solution of a linear programming problem to variations of the matrix elements
• Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients
• Two optimal value functions in parametric conic linear programming
• Formulae for the sensitivity analysis of linear programming problems
• Partition of solutions and directional derivatives for linear programming problem with higher-dimensional parameters
• scientific article; zbMATH DE number 4085444 (Why is no real title available?)
• scientific article; zbMATH DE number 1163804 (Why is no real title available?)
• Linear programming sensitivity measured by the optimal value worst-case analysis
• Sensitivity analysis in linear semi-infinite programming: perturbing cost and right-hand-side coefficients

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