On the optimal value function for certain linear programs with unbounded optimal solution sets

DOI10.1007/BF00938759MaRDI QIDQ795745zbMATH OpenFDO

Authors Harold P. Benson

Publication date 1985

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

sensitivity analysisperturbationoptimal value functionparametric programmingmultiple-objective linear programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55) Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)

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Cites work

• scientific article; zbMATH DE number 3121288 (Why is no real title available?)
• Algorithms for the vector maximization problem
• Evolution of linear programming computing techniques
• Linear Multiple Objective Problems with Interval Coefficients
• Marginal Values in Linear Programming
• New Methods in Mathematical Programming—On Varying All the Parameters in a Linear-Programming Problem and Sequential Solution of a Linear-Programming Problem
• Note—Sensitivity Analysis in Leontief Substitution Systems
• On Parametric Linear Programming
• On the continuity of the maximum in parametric linear programming
• On the continuity of the minimum set of a continuous function
• Point-to-Set Maps in Mathematical Programming
• Rim Multiparametric Linear Programming

Cited in

(4)

• Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients
• La valeur optimale des programmes entiers. (The optimal value of integer programs)
• LP-related representations of Cesàro and Abel limits of optimal value functions
• Some comments on a linear programming problem

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