Uniqueness of solution in linear programming
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3177183 (Why is no real title available?)
- scientific article; zbMATH DE number 3307153 (Why is no real title available?)
- scientific article; zbMATH DE number 3308846 (Why is no real title available?)
- A Characterization of Stability in Linear Programming
- Stability Theory for Systems of Inequalities, Part II: Differentiable Nonlinear Systems
- Stability Theory for Systems of Inequalities. Part I: Linear Systems
Cited in
(46)- Modelling the bid and ask prices of illiquid CDSs
- Bayesian persuasion in unlinked games
- A decomposition method for large scale MILPs, with performance guarantees and a power system application
- On uniqueness of Kuhn-Tucker multipliers in nonlinear programming
- Implementing proximal point methods for linear programming
- Computing shadow prices with multiple Lagrange multipliers
- On the uniqueness of optimal strategies in symmetric matrix games
- Bilevel programming and applications
- Asymptotic optimality of maximum pressure policies in stochastic processing networks
- Conditions for the uniqueness of the optimal solution in linear semi- infinite programming
- Uniqueness and multiplicity of market equilibria on DC power flow networks
- Locally unique solutions of quadratic programs, linear and nonlinear complementarity problems
- Uniqueness of solution in FLP under parameter perturbations
- On the König-Hall-Egerváry theorem for multidimensional matrices and multipartite hypergraphs
- A direct approach for finding all efficient solutions for multiobjective programming problems
- Negative selection -- a new performance measure for automated order execution
- Efficient methods for selfish network design
- Selfish splittable flows and NP-completeness
- Uniqueness of integer solution of linear equations
- Characteristic sets and characteristic numbers of matrix two-person games
- Optimal simplex tableau characterization of unique and bounded solutions of linear programs
- Second order of stochastic dominance efficiency vs mean variance efficiency
- An enhanced branch-and-bound algorithm for bilevel integer linear programming
- Optimality criteria in \(E\)-convex programming
- On stable uniqueness in linear semi-infinite optimization
- On the structure of the inverse-feasible region of a linear program
- Balinski-Tucker simplex tableaus: Dimensions, degeneracy degrees, and interior points of optimal faces
- Convex cardinal shape composition
- Robust and Pareto optimality of insurance contracts
- Uniqueness of KKT multipliers in multiobjective optimization.
- Solution uniqueness of convex piecewise affine functions based optimization with applications to constrained \(\ell_1\) minimization
- Quantile inverse optimization: improving stability in inverse linear programming
- Concurrent estimation of efficiency, effectiveness and returns to scale
- Quadratic surface support vector machine with L1 norm regularization
- A computable convex programming characterization of optimal interpolatory quadratic splines with free knots
- Unicity in linear optimization
- Probability of unique integer solution to a system of linear equations
- A nonlinear equation for linear programming
- Exact penalty functions in nonlinear programming
- Geometric and algorithmic developments for a hierarchical planning problem
- Description of the optimal solution set of the linear programming problem and the dimension formula
- Support prices of activities in linear programming1,2
- A stable theorem of the alternative: An extension of the Gordan theorem
- Generalized derivatives of optimal-value functions with parameterized convex programs embedded
- Efficient joint object matching via linear programming
- Privacy aware learning
This page was built for publication: Uniqueness of solution in linear programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1254945)
