Characterization of perturbed mathematical programs and interval analysis (Q1315426)

Interval arithmetic was developed by \textit{R. E. Moore} [`Interval analysis' (1966; Zbl 0176.133)] as a method to yield more precise numerical computations. Several authors have used interval arithmetic to deal with parametric or sensitivity analysis in mathematical programming problems. In this paper, the authors present a characterization of perturbed convex programs and the resulting solution interval. Several examples of a non- intuitive behavior of perturbed convex problems are presented and it is illustrated how interval arithmetic deals with such situations.