Stability in Linear Programming Models: An Index Set Approach

S. Zlobec ()

Annals of Operations Research, 2001, vol. 101, issue 1, 363-382

Abstract: Arbitrary perturbations of arbitrary coefficients in linear programming models on the canonical form are studied. Perturbations that preserve stability (lower semi-continuity of the feasible set mapping) are characterized in terms of subsets of the index set of the decision variable. A necessary condition for stability is used to formulate a method for identification of unstable perturbations. Instability is illustrated in various situations including multi-level decision making, descriptions of locally and globally optimal parameters in linear parametric programming, and a marginal value formula for models with a convex objective and linear canonical constraints. Copyright Kluwer Academic Publishers 2001

Keywords: linear programming model; stability; multi-level program; von Stackelberg game; optimal parameter (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1010917903065

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