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Lipschitz Modulus of the Optimal Value in Linear Programming

  • María Jesús Gisbert
  • María Josefa Cánovas
  • Juan ParraEmail author
  • Fco. Javier Toledo
Article
  • 98 Downloads

Abstract

The present paper is devoted to the computation of the Lipschitz modulus of the optimal value function restricted to its domain in linear programming under different types of perturbations. In the first stage, we study separately perturbations of the right-hand side of the constraints and perturbations of the coefficients of the objective function. Secondly, we deal with canonical perturbations, i.e., right-hand side perturbations together with linear perturbations of the objective. We advance that an exact formula for the Lipschitz modulus in the context of right-hand side perturbations is provided, and lower and upper estimates for the corresponding moduli are also established in the other two perturbation frameworks. In both cases, the corresponding upper estimates are shown to provide the exact moduli when the nominal (original) optimal set is bounded. A key strategy here consists in taking advantage of the background on calmness in linear programming and providing the aimed Lipschitz modulus through the computation of a uniform calmness constant.

Keywords

Lipschitz modulus Optimal value Linear programming Variational analysis Calmness 

Mathematics Subject Classification

90C31 49J53 49K40 90C05 

Notes

Acknowledgements

This research has been partially supported by project MTM2014-59179-C2-2-P and its associated grant BES-2015-073220, both from MINECO, Spain and FEDER, “Una manera de hacer Europa”, European Union. The authors wish to thank the referees for their suggestions and comments, which have improved the original version of the paper.

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Copyright information

© Springer Science+Business Media, LLC, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Center of Operations ResearchMiguel Hernández University of ElcheElche, AlicanteSpain

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