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A Note on Directional Differentiability of Flow Network Equilibria with Respect to a Parameter

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Optimization and Operations Research

Part of the book series: Lecture Notes in Economics and Mathematical Systems ((LNE,volume 157))

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Abstract

Let (N, A) be a weakly connected directed graph, N denoting its set of nodes and A its set of arcs (both sets being finite). The node-arc incidence matrix of (N, A) will be denoted by D, and column α of D by Dα. (D has exactly one +1 and one -1 in each column, the rest of its entries being zero.) With each arc α ∈ A, we associate a oneparameter family of arc characteristics fα (α;π), the parameter π varying between −\( \hat{\pi }\) and \( \hat{\pi }\) > o. This provides us with a one-parameter family of networks (N, A, f(…;π)). (For details on arc characteristics see e.g. IRI [1], who by the way speaks of branch instead of arc characteristics.)

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Literature

  1. M. Iri: Network Flow, Transportation and Scheduling. Academic Press, New York and London (1969).

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  2. G.B. Dantzig, J.Folkman, N.Shapiro: On the continuity of the minimum set of a continuous function. J. Math. Anal. Appl. 17 (1967), 519–548.

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  3. R. Janin: Sensitivity for non convex optimization problems, in A.Auslender (ed.): Convex analysis and its applications. Springer-Verlag, Berlin-Heidelberg-New York (1977), p. 115–119.

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© 1978 Springer-Verlag Berlin Heidelberg

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Dejon, B. (1978). A Note on Directional Differentiability of Flow Network Equilibria with Respect to a Parameter. In: Henn, R., Korte, B., Oettli, W. (eds) Optimization and Operations Research. Lecture Notes in Economics and Mathematical Systems, vol 157. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-95322-4_8

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  • DOI: https://doi.org/10.1007/978-3-642-95322-4_8

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-08842-4

  • Online ISBN: 978-3-642-95322-4

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