Stability and Sensitivity of Uncertain Linear Programs

Abstract The present paper deals with uncertain linear optimization problems where the objective function coefficient vector belongs to a compact convex uncertainty set and feasible is described by semi-infinite inequality system (finitely many variables possibly infinitely constrainsts), whose coefficients are also uncertain. Perturbations of both, constraint set, measured Hausdorff metric. mainly concerned analyzing Lipschitz continuity optimal value function, as well lower upper semicontinuity in sense Berge mapping. Inspired Sion’s minimax theorem, new concept weak solution introduced analyzed.