THE SHARP LIPSCHITZ-CONSTANTS FOR FEASIBLE AND OPTIMAL-SOLUTIONS OF A PERTURBED LINEAR PROGRAM

被引：52

作者：

LI, W

机构：

[1] Department of Mathematics, Statistics Old Dominion University Norfolk, VA

来源：

LINEAR ALGEBRA AND ITS APPLICATIONS | 1993年 / 187卷

关键词：

D O I：

10.1016/0024-3795(93)90125-8

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

The purpose of this paper is to derive the sharp Lipschitz constants for the feasible solutions and optimal solutions of a linear program with respect to right-hand-side perturbations. The Lipschitz constants are given in terms of pseudoinverses of submatrices of the matrices involved and are proven to be sharp.

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页码：15 / 40

页数：26

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