Back to Search
Start Over
Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients
- Source :
- European Journal of Operational Research, European Journal of Operational Research, Elsevier, 2019, European Journal of Operational Research, 291 (2), pp.Pages 491-496. ⟨10.1016/j.ejor.2019.11.020⟩, European Journal of Operational Research, Vol. 2, no. 291, p. 491-496 (2021), European Journal of Operational Research, Elsevier, 2021, 291, pp.491-496. ⟨10.1016/j.ejor.2019.11.020⟩, European Journal of Operational Research, (2019), European Journal of Operational Research, 2021, 291 (2), pp.491-496. ⟨10.1016/j.ejor.2019.11.020⟩, European Journal of Operational Research, 2019, 291 (2), pp.491-496. ⟨10.1016/j.ejor.2019.11.020⟩, European Journal of Operational Research, Elsevier, 2019, ⟨10.1016/j.ejor.2019.11.020⟩
- Publication Year :
- 2019
- Publisher :
- HAL CCSD, 2019.
-
Abstract
- International audience; We present here a characterization of the Clarke subdifferential of the optimal value function of a linear program as a function of matrix coefficients. We generalize the result of Freund (1985) to the cases where derivatives may not be defined because of the existence of multiple primal or dual solutions.
- Subjects :
- Information Systems and Management
General Computer Science
Linear programming
Non- differentiable programming
0211 other engineering and technologies
Mathematics::Optimization and Control
02 engineering and technology
Subderivative
Management Science and Operations Research
Characterization (mathematics)
Parametric linear programming
Industrial and Manufacturing Engineering
[SHS]Humanities and Social Sciences
Matrix (mathematics)
Statistics::Machine Learning
Bellman equation
0502 economics and business
Applied mathematics
Mathematics
050210 logistics & transportation
021103 operations research
05 social sciences
Nondifferentiable programming
Function (mathematics)
[INFO.INFO-RO]Computer Science [cs]/Operations Research [cs.RO]
16. Peace & justice
Dual (category theory)
non-differentiable programming
Modeling and Simulation
[SHS.GESTION]Humanities and Social Sciences/Business administration
Value (mathematics)
Subjects
Details
- Language :
- English
- ISSN :
- 03772217 and 18726860
- Database :
- OpenAIRE
- Journal :
- European Journal of Operational Research, European Journal of Operational Research, Elsevier, 2019, European Journal of Operational Research, 291 (2), pp.Pages 491-496. ⟨10.1016/j.ejor.2019.11.020⟩, European Journal of Operational Research, Vol. 2, no. 291, p. 491-496 (2021), European Journal of Operational Research, Elsevier, 2021, 291, pp.491-496. ⟨10.1016/j.ejor.2019.11.020⟩, European Journal of Operational Research, (2019), European Journal of Operational Research, 2021, 291 (2), pp.491-496. ⟨10.1016/j.ejor.2019.11.020⟩, European Journal of Operational Research, 2019, 291 (2), pp.491-496. ⟨10.1016/j.ejor.2019.11.020⟩, European Journal of Operational Research, Elsevier, 2019, ⟨10.1016/j.ejor.2019.11.020⟩
- Accession number :
- edsair.doi.dedup.....172157c0e6a0332e324fae7f873b3488
- Full Text :
- https://doi.org/10.1016/j.ejor.2019.11.020⟩