Stability of the optimal basis of a linear program under uncertainty

DOI10.1016/0167-6377(93)90077-TzbMath0777.90029OpenAlexW2010501361MaRDI QIDQ2367033

Jiří Rohn

Publication date: 16 August 1993

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(93)90077-t

zbMATH Keywords

stabilityoptimal basisvariations within intervals

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05)

Related Items (10)

A novel interval linear programming based on probabilistic dominance ⋮ Quantifying outcome functions of linear programs: an approach based on interval-valued right-hand sides ⋮ How to determine basis stability in interval linear programming ⋮ The Worst Case Finite Optimal Value in Interval Linear Programming ⋮ Sufficient condition of basis stability of an interval linear programming problem ⋮ Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns ⋮ Testing weak optimality of a given solution in interval linear programming revisited: NP-hardness proof, algorithm and some polynomially-solvable cases ⋮ An improved three-step method for solving the interval linear programming problems ⋮ Monte Carlo simulation for computing the worst value of the objective function in the interval linear programming ⋮ Duality for inexact linear programming problems^∗

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Systems of linear interval equations
• Strong solvability of interval linear programming problems
• An existence theorem for systems of linear equations
• Sensitivitätsanalysen und parametrische Programmierung

This page was built for publication: Stability of the optimal basis of a linear program under uncertainty