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

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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