Abstract
The present paper is devoted to the computation of the Lipschitz modulus of the optimal value function restricted to its domain in linear programming under different types of perturbations. In the first stage, we study separately perturbations of the right-hand side of the constraints and perturbations of the coefficients of the objective function. Secondly, we deal with canonical perturbations, i.e., right-hand side perturbations together with linear perturbations of the objective. We advance that an exact formula for the Lipschitz modulus in the context of right-hand side perturbations is provided, and lower and upper estimates for the corresponding moduli are also established in the other two perturbation frameworks. In both cases, the corresponding upper estimates are shown to provide the exact moduli when the nominal (original) optimal set is bounded. A key strategy here consists in taking advantage of the background on calmness in linear programming and providing the aimed Lipschitz modulus through the computation of a uniform calmness constant.
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 callDisclaimer: 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.
