Robust sensitivity analysis of the optimal value of linear programming

DOI10.1080/10556788.2016.1256400zbMath1382.90105arXiv1509.04682OpenAlexW2963713731MaRDI QIDQ4594851

Guanglin Xu, Samuel Burer

Publication date: 24 November 2017

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.04682

zbMATH Keywords

sensitivity analysissemidefinite programmingminimax problemcopositive programminguncertainty setnon-convex quadratic programming

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) Sensitivity, stability, parametric optimization (90C31)

Related Items (5)

Multiple cost coefficients sensitivity theorems of integer linear optimization ⋮ Robust sensitivity analysis for linear programming with ellipsoidal perturbation ⋮ A global tolerance approach to sensitivity analysis in linear programming ⋮ Convexifiability of continuous and discrete nonnegative quadratic programs for gap-free duality ⋮ An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation

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