Electronic Resource
Analyzing changes in optimal variables in linear programming with uncertain parameters
| Τίτλος: | Analyzing changes in optimal variables in linear programming with uncertain parameters |
|---|---|
| Συγγραφείς: | Istace, Baptiste, Derval, Guillaume, Miftari, Bardhyl, Louveaux, Quentin |
| Έτος έκδοσης: | 2026 |
| Θεματικοί όροι: | Sensitivity analysis, Linear programming, Parametric programming, Optimization under uncertainty, Set-valued mapping, Physical, chemical, mathematical & earth Sciences, Mathematics, Engineering, computing & technology, Computer science, Physique, chimie, mathématiques & sciences de la terre, Mathématiques, Ingénierie, informatique & technologie, Sciences informatiques |
| Περιγραφή: | Linear problems often include many parameters that may be uncertain. Sensitivity analysis studies how these parameters impact optimal values. Instead of analyzing the objective function, we shift the focus to the optimal values of the variables. Three types of linear modifications are considered: on the cost vector, the right-hand side, and on the constraint matrix. Several theorems establish properties of these modifications, including conditions for continuity of optimal variable values, as well as local convexity and concavity properties. |
| Τύπος εγγράφου: | working paper http://purl.org/coar/resource_type/c_8042 preprint |
| Γλώσσα: | English |
| Σύνδεσμος πρόσβασης: | https://orbi.uliege.be/handle/2268/345151 |
| Rights: | open access http://purl.org/coar/access_right/c_abf2 info:eu-repo/semantics/openAccess |
| Αριθμός Καταχώρησης: | edsorb.345151 |
| Βάση Δεδομένων: | ORBi |
| Η περιγραφή δεν είναι διαθέσιμη |