Some properties of multiple parameters linear programming

Maoqin Li, Shanlin Li, Hong Yan

Research output: Journal article publicationJournal articleAcademic researchpeer-review

Abstract

We consider a linear programming problem in which the right-hand side vector depends on multiple parameters. We study the characters of the optimal value function and the critical regions based on the concept of the optimal partition. We show that the domain of the optimal value function f can be decomposed into finitely many subsets with disjoint relative interiors, which is different from the result based on the concept of the optimal basis. And any directional derivative of f at any point can be computed by solving a linear programming problem when only an optimal solution is available at the point.
Original languageEnglish
Article number204263
JournalJournal of Inequalities and Applications
Volume2010
DOIs
Publication statusPublished - 11 Aug 2010

ASJC Scopus subject areas

  • Analysis
  • Applied Mathematics
  • Discrete Mathematics and Combinatorics

Fingerprint

Dive into the research topics of 'Some properties of multiple parameters linear programming'. Together they form a unique fingerprint.

Cite this