Sensitivity analysis in linear semi-infinite programming: perturbing cost and right-hand-side coefficients

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Title: Sensitivity analysis in linear semi-infinite programming: perturbing cost and right-hand-side coefficients
Authors: Goberna, Miguel A. | Gómez, Soraya | Guerra Vázquez, Francisco | Todorov, Maxim I.
Research Group/s: Programación Semi-infinita
Center, Department or Service: Universidad de Alicante. Departamento de Estadística e Investigación Operativa | Benemérita Universidad Autónoma de Puebla. Facultad de Ciencias Físico Matemáticas | Universidad de las Américas Puebla. Departamento de Física y Matemáticas
Keywords: Robustness and sensitivity analysis | Linear semi-infinite programming | Value function
Knowledge Area: Matemáticas
Date Created: 28-Jul-2004
Issue Date: 2-May-2006
Publisher: Elsevier
Citation: GOBERNA TORRENT, Miguel Ángel, et al. “Sensitivity analysis in linear semi-infinite programming: perturbing cost and right-hand-side coefficients”. European Journal of Operational Research. Vol. 181, No. 3 (Sept. 2007). ISSN 0377-2217, pp. 1069-1085
Abstract: 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.
URI: http://hdl.handle.net/10045/9528
ISSN: 0377-2217 (Print) | 1872-6860 (Online)
DOI: 10.1016/j.ejor.2005.06.075
Language: eng
Type: info:eu-repo/semantics/article
Peer Review: si
Publisher version: http://dx.doi.org/10.1016/j.ejor.2005.06.075
Appears in Collections:INV - LOPT - Artículos de Revistas

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