Abstract

We characterize those linear optimization problems that are ill-posed in the sense that arbitrarily small perturbations of the problem’s data may yield both, solvable and unsolvable problems. Thus, the ill-posedness is identified with the boundary of the set of solvable problems. The associated concept of well-posedness turns out to be equivalent to different stability criteria traced out from the literature of linear programming. Our results, established for linear problems with arbitrarily many constraints, also provide a new insight for the ill-posedness in ordinary and conic linear programming. They are formulated in terms of suitable subsets of R n and R n + 1 ( n is the number of unknowns) which only depend on the problem coefficients.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.