Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients
نویسندگان
چکیده
We present here a characterization of the Clarke subdifferential optimal value function linear program as matrix coefficients. generalize result Freund (1985) to cases where derivatives may not be defined because existence multiple primal or dual solutions.
منابع مشابه
Generalized Derivatives of the Optimal Value of a Linear Program with respect to Matrix Coefficients
We present here a characterization of the generalized derivative of the optimal value of the objective function of a linear program as a function of matrix coefficients. We generalize the result of Freund (1985) to the cases where derivatives may not be defined because of the existence of multiple primal or dual solutions. Subject classification : Parametric Linear Programming, Linear Programmi...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2021
ISSN: ['1872-6860', '0377-2217']
DOI: https://doi.org/10.1016/j.ejor.2019.11.020