Generalized derivatives of the optimal ...
Document type :
Article dans une revue scientifique
Title :
Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients
Author(s) :
De Wolf, Daniel [Auteur]
Université du Littoral Côte d'Opale [ULCO]
Territoires, Villes, Environnement & Société - ULR 4477 [TVES]
Smeers, Yves [Auteur]
Université du Littoral Côte d'Opale [ULCO]
Territoires, Villes, Environnement & Société - ULR 4477 [TVES]
Smeers, Yves [Auteur]
Journal title :
European Journal of Operational Research
Pages :
491 - 496
Publisher :
Elsevier
Publication date :
2021-06-01
ISSN :
0377-2217
English keyword(s) :
Linear programming
Parametric linear programming
Nondifferentiable programming
Parametric linear programming
Nondifferentiable programming
HAL domain(s) :
Sciences de l'Homme et Société
Informatique [cs]/Recherche opérationnelle [cs.RO]
Informatique [cs]/Recherche opérationnelle [cs.RO]
English abstract : [en]
We present here a characterization of the Clarke subdifferential of the optimal value function of a linear program as a function of matrix coefficients. We generalize the result of Freund (1985) to the cases where derivatives ...
Show more >We present here a characterization of the Clarke subdifferential of the optimal value function of a linear program as a function of matrix coefficients. We generalize the result of Freund (1985) to the cases where derivatives may not be defined because of the existence of multiple primal or dual solutions.Show less >
Show more >We present here a characterization of the Clarke subdifferential of the optimal value function of a linear program as a function of matrix coefficients. We generalize the result of Freund (1985) to the cases where derivatives may not be defined because of the existence of multiple primal or dual solutions.Show less >
Language :
Anglais
Peer reviewed article :
Oui
Audience :
Internationale
Popular science :
Non
Source :
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