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On a necessary condition for stability in perturbed linear and convex programming

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Abstract

We show that a necessary condition for stable perturbations in linear and convex programming is valid on an arbitrary region of stability. Using point-to-set mappings, two new regions of stability are identified.

Zusammenfassung

Wir zeigen, daß eine gewisse notwendige Bedingung für die Stabilität von Störungen bei linearen und konvexen Programmen auf beliebigen Stabilitätsbereichen erfüllt ist. Unter Verwendung von mengenwertigen Abbildungen geben wir zwei neue Stabilitätsbereiche an.

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Authors and Affiliations

  1. Center for Cybernetic Studies, The University of Texas, 78712, Austin, Texas, USA

    J. Semple

  2. Department of Mathematics and Statistics, McGill University, Burnside Hall, 805 Sherbrooke Street West, H3A 2K6, Montreal, Quebec, Canada

    S. Zlobec

Authors
  1. J. Semple
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  2. S. Zlobec
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Additional information

This research was supported in part by the Natural Sciences and Engineering Council of Canada.

Contribution of this author is part of his M.Sc. thesis in Applied Mathematics at McGill University.

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Semple, J., Zlobec, S. On a necessary condition for stability in perturbed linear and convex programming. Zeitschrift für Operations Research 31, A161–A172 (1987). https://doi.org/10.1007/BF02109595

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  • DOI: https://doi.org/10.1007/BF02109595

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