Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients

DOI10.1016/j.ejor.2019.11.020zbMath1487.90477OpenAlexW2985180787WikidataQ126786030 ScholiaQ126786030MaRDI QIDQ2030704

Daniel De Wolf, Yves Smeers

Publication date: 7 June 2021

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2019.11.020

zbMATH Keywords

linear programmingnondifferentiable programmingparametric linear programming

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Nonsmooth analysis (49J52) Linear programming (90C05)

Cites Work

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