A Characterization of Stability in Linear Programming.
Abstract
The author proves that a necessary and sufficient condition for the primal and dual solution sets of a solvable, finite-dimensional linear programming problem to be stable under small but arbitrary perturbations in the data of the problem is that both of these sets be bounded. The distance from any pair of solutions of the perturbed problem to the solution sets of the original problem is then bounded by a constant multiple of the norm of the perturbations. These results extend earlier work of Williams.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1975
- Accession Number
- ADA016350
Entities
People
- Stephen M. Robinson
Organizations
- University of Wisconsin–Madison