On the optimal value function for certain linear programs with unbounded optimal solution sets

Often, the coefficients of a linear programming problem represent estimates of true values of data or are subject to systematic variations. In such cases, it is useful to perturb the original data and to either compute, estimate, or otherwise describe the values of the function f which gives the opt...

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Bibliographic Details
Published inJournal of optimization theory and applications Vol. 46; no. 1; pp. 55 - 66
Main Author Benson, H. P.
Format Journal Article
LanguageEnglish
Published New York, NY Springer 01.05.1985
Subjects
Applied sciences
Exact sciences and technology
Mathematical programming
Operational research and scientific management
Operational research. Management science
Linear programming
Sensitivity
Multiobjective programming
Parametric programming
Mathematical programming
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ISSN0022-3239
1573-2878
DOI10.1007/BF00938759

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Summary:Often, the coefficients of a linear programming problem represent estimates of true values of data or are subject to systematic variations. In such cases, it is useful to perturb the original data and to either compute, estimate, or otherwise describe the values of the function f which gives the optimal value of the linear program for each perturbation. The author shows that, frequently, even if the primal problem or the dual problem has an unbounded optimal solution set, the nature of the values of f at points near a given point can be investigated.
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ISSN:0022-3239
1573-2878
DOI:10.1007/BF00938759