Showing 61 - 68 of 68
Persistent link: https://www.econbiz.de/10005287725
Persistent link: https://www.econbiz.de/10005776411
Persistent link: https://www.econbiz.de/10008552380
Persistent link: https://www.econbiz.de/10005075316
In this chapter we describe the optimal set approach for sensitivity analysis for LP. We show that optimal partitions and optimal sets remain constant between two consecutive transition-points of the optimal value function. The advantage of using this approach instead of the classical approach...
Persistent link: https://www.econbiz.de/10008570616
In this paper we deal with sensitivity analysis in convex quadratic programming, without making assumptions on nondegeneracy, strict convexity of the objective function, and the existence of a strictly complementary solution. We show that the optimal value as a function of a right--hand side...
Persistent link: https://www.econbiz.de/10008570638
Optimal solutions of interior point algorithms for linear and quadratic programming and linear complementarity problems provide maximal complementary solutions. Maximal complementary solutions can be characterized by optimal (tri)partitions. On the other hand, the solutions provided by...
Persistent link: https://www.econbiz.de/10008584830
Persistent link: https://www.econbiz.de/10011088217