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Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients
- Source :
- European Journal of Operational Research, Vol. 2, no. 291, p. 491-496 (2021)
- Publication Year :
- 2021
-
Abstract
- 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.
Details
- Database :
- OAIster
- Journal :
- European Journal of Operational Research, Vol. 2, no. 291, p. 491-496 (2021)
- Notes :
- English
- Publication Type :
- Electronic Resource
- Accession number :
- edsoai.on1288282513
- Document Type :
- Electronic Resource