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Sensitivity analysis in linear semi-infinite programming: Perturbing cost and right-hand-side coefficients |
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| Authors: | MA Goberna S Gómez F Guerra MI Todorov |
| Institution: | 1. Department of Statistics and Operations Research, Alicante University, 03071 Alicante, Spain;2. Facilty of Physics and Mathematics, BUAP, 72500 Puebla, Mexico;3. Department of Physics and Mathematics, UDLA, 72820 San Andrés Cholula, Puebla, Mexico |
| Abstract: | This paper analyzes the effect on the optimal value of a given linear semi-infinite programming problem of the kind of perturbations which more frequently arise in practical applications: those which affect the objective function and the right-hand-side coefficients of the constraints. In particular, we give formulae which express the exact value of a perturbed problem as a linear function of the perturbation. |
| Keywords: | Robustness and sensitivity analysis Linear semi-infinite programming Value function |
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