Sensitivity Analysis in Linear Semi-Infinite Programming via Partitions

Abstract

This paper provides sufficient conditions for the optimal value function of a given linear semi-infinite programming problem to depend linearly on the size of the perturbations, when these perturbations are directional, involve either the cost coefficients or the right-hand-side function or both, and they are sufficiently small. Two kinds of partitions are… (More)
DOI: 10.1287/moor.1090.0416

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