F. J. Toledo Melero, M. J. Cánovas Cánovas, M. J. Gisbert Francés, J. Parra López
In this talk we deal with the stabilty of the optimal value function associated to solvable linear programming problems. Specifically, we provide some formulas, exclusively in terms of the nominal data, for the calmness and Lipschitz moduli of this function under different kind of perturbations, namely, right-hand-side perturbations and canonical perturbations, and we show the relationships between both modulus.
Palabras clave / Keywords: calmness, Lipschitz, optimal value, linear programming
Programado
Sesión GT11-2: Optimización Continua-2 (OPTIMIZACIÓN-2). Organizador: Juan Parra López
29 de mayo de 2018 10:30
Sala 6