F. J. Toledo Melero, M. J. Gisbert Francés, M. J. Cánovas Cánovas, J. Parra López
In this talk we present our last results related to the computation of the Lipschitz modulus of the optimal value function restricted to its domain in linear programming under different types of perturbations. In the first stage, we study separately perturbations of the right-hand side of the constraints and perturbations of the coefficients of the objective function. Secondly, we deal with canonical perturbations, i.e., right-hand side perturbations together with linear perturbations of the objective. An exact formula for the Lipschitz modulus in the context of right-hand side perturbations is provided, and lower and upper estimates for the corresponding moduli are also established in the other two perturbation frameworks. In both cases, the corresponding upper estimates are shown to provide the exact moduli when the nominal (original) optimal set is bounded.
Keywords: Lipschitz modulus, Optimal value, Linear programming, Variational analysis, Calmness
Scheduled
GT11-1 MA-1 Continuous Optimization. Tribute to Marco Antonio López
September 5, 2019 2:45 PM
I2L7. Georgina Blanes building