On the continuity of the value of a linear program and of related polyhedral-valued multifunctions

DOI10.1007/BFb0121040zbMath0578.90080MaRDI QIDQ3701209

Roger J.-B. Wets

Publication date: 1985

Published in: Mathematical Programming Essays in Honor of George B. Dantzig Part I (Search for Journal in Brave)

zbMATH Keywords

mappingsfunctionsmarginalinfimal value functioncontinuity problemspiecewise linear multi-valuedpolyhedral-valued multifunctions

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Polytopes and polyhedra (52Bxx)

Related Items (20)

Inverse optimization: towards the optimal parameter set of inverse LP with interval coefficients ⋮ Efficient polyhedral enclosures for the reachable set of nonlinear control systems ⋮ Projection-based local and global Lipschitz moduli of the optimal value in linear programming ⋮ A class of algorithms for mixed-integer bilevel min-max optimization ⋮ A model for equilibrium in some service-provider user-set interactions ⋮ Marginal values in mixed integer linear programming ⋮ Calmness of the Optimal Value in Linear Programming ⋮ Fair division of goods in the shadow of market values ⋮ Withholding and damage in Bayesian trade mechanisms ⋮ Regularized Optimal Transport of Covariates and Outcomes in Data Recoding ⋮ Simulation-based confidence bounds for two-stage stochastic programs ⋮ Connection of some bilevel and nonlinear optimization problems ⋮ On the optimal solution set in interval linear programming ⋮ Inverse linear programming with interval coefficients ⋮ The lower semicontinuity of optimal solution sets ⋮ Congestion control for a system with parallel stations and homogeneous customers using priority passes ⋮ On the singularities in linear one-parametric optimization problems^* ⋮ On computational search for Nash equilibrium in hexamatrix games ⋮ Lipschitz modulus of the optimal value in linear programming ⋮ On sample average approximation for two-stage stochastic programs without relatively complete recourse

This page was built for publication: On the continuity of the value of a linear program and of related polyhedral-valued multifunctions