Goberna, Miguel A., Gómez, Soraya, Guerra Vázquez, Francisco, Todorov, Maxim I.
Sensitivity analysis in linear semi-infinite programming: perturbing cost and right-hand-side coefficients
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
URI: http://hdl.handle.net/10045/9528
DOI: 10.1016/j.ejor.2005.06.075
ISSN: 0377-2217 (Print)
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.
Keywords:Robustness and sensitivity analysis, Linear semi-infinite programming, Value function
Elsevier
info:eu-repo/semantics/article