| Título: | Sensitivity analysis in linear semi-infinite programming: perturbing cost and right-hand-side coefficients |
| Autores: |
Goberna Torrent, Miguel Ángel Gómez, Soraya Guerra, Francisco Todorov, Maxim I. |
| Fecha: |
2009-02-09 2009-02-09 2004-07-28 2006-05-02 |
| Publicador: | RUA Docencia |
| Fuente: |
 |
| Tipo: | info:eu-repo/semantics/article |
| Tema: |
Robustness and sensitivity analysis Linear semi-infinite programming Value function Matemáticas |
| Descripción: | This paper analyzes the effect on the optimal value of a given linear semi-infinite programming problem of the kind of perturbations which more frequently arise in practical applications: those which affect the objective function and the right-hand-side coefficients of the constraints. In particular, we give formulae which express the exact value of a perturbed problem as a linear function of the perturbation. |
| Idioma: | Inglés |
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