Sensitivity Analysis in Discrete Optimization
Abstract
Theory and methods are presented for analyzing sensitivity of the optimal value and optimal solution set to perturbations in problem data in nonlinear bounded optimization problems with discrete variables. Emphasis is given to studying behavior of the optimal value function. Theory is developed primarily for mixed integer programming (MIP) problems, where the domain is a subset of a Euclidean vector space.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1975
- Accession Number
- ADA020004
Entities
People
- Michael A. Radke
Organizations
- University of California, Los Angeles