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On the stability of linear systems with an exact constraint set

Jorge Amaya () and Miguel Goberna ()

Mathematical Methods of Operations Research, 2006, vol. 63, issue 1, 107-121

Abstract: This paper deals with the stability of the intersection of a given set $$ X\subset \mathbb{R}^{n}$$ with the solution, $$F\subset \mathbb{R}^{n}$$ , of a given linear system whose coefficients can be arbitrarily perturbed. In the optimization context, the fixed constraint set X can be the solution set of the (possibly nonlinear) system formed by all the exact constraints (e.g., the sign constraints), a discrete subset of $$\mathbb{R}^{n}$$ (as $$ \mathbb{Z}^{n}$$ or { 0,1} n , as it happens in integer or Boolean programming) as well as the intersection of both kind of sets. Conditions are given for the intersection $$F \cap X$$ to remain nonempty (or empty) under sufficiently small perturbations of the data. Copyright Springer-Verlag 2006

Keywords: Stability; Linear systems; Linear programming; Linear semi-infinite programming (search for similar items in EconPapers)
Date: 2006
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s00186-005-0030-8

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