On the Stability of the Feasible Set in Linear Optimization |
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Authors: | M A Goberna M A López and M I Todorov |
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Institution: | (1) Department of Statistics and Operations Research, Faculty of Sciences, University of Alicante, 03071 Alicante, Spain;(2) BUAP-FCFM, Apdo. Postal 1152, C.P. 72000, Puebla, Mexico |
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Abstract: | This paper deals with the stability of two families of linear optimization problems, each one formed by the dual problems to the members of the other family. We characterize the problems of these families that are stable in the sense that they remain consistent (inconsistent) under sufficiently small arbitrary perturbations of all the data. This characterization is established in terms of the lower semicontinuity property of the feasible set mapping and the boundedness of the optimal set of the corresponding coupled problem. Other continuity properties of the feasible set mapping are also derived. This stability theory extends some well-known theorems of Williams and Robinson on the stability of ordinary linear programming problems to linear optimization problems with infinitely many variables or constraints. |
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Keywords: | stability perturbations point-to-set maps linear programming |
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