Accession Number:

AD0729277

Title:

On the Rate of Change in the Solution Set of a Perturbed Linear Program.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1971-06-01

Pagination or Media Count:

25.0

Abstract:

The paper finds bounds for the displacement in the solution set of a system of linear inequalities caused by perturbations in the coefficient matrix andor the right-hand side, and these are applied to estimate the error in the optimal variables of a perturbed linear program. The main result is that if a superconsistent linear program is subjected to a sequence of perturbations approaching zero, for which a uniformly bounded sequence of primal solutions to the perturbed programs exists, then the distances from those solutions to the solution set of the unperturbed program are of the large order of the perturbations. Author

Subject Categories:

  • Operations Research

Distribution Statement:

APPROVED FOR PUBLIC RELEASE