dc.creatorCánovas, M. J.
dc.creatorHantoute, A.
dc.creatorParra, J.
dc.creatorToledo, F. J.
dc.date.accessioned2016-11-22T20:22:45Z
dc.date.available2016-11-22T20:22:45Z
dc.date.created2016-11-22T20:22:45Z
dc.date.issued2016
dc.identifierMath. Program., Ser. A (2016) 158:267–290
dc.identifier0025-5610
dc.identifier10.1007/s10107-015-0926-x
dc.identifierhttps://repositorio.uchile.cl/handle/2250/141353
dc.description.abstractThis paper provides operative point-based formulas (only involving the nominal data, and not data in a neighborhood) for computing or estimating the calmness modulus of the optimal set (argmin) mapping in linear optimization under uniqueness of nominal optimal solutions. Our analysis is developed in two different parametric settings. First, in the framework of canonical perturbations (i.e., perturbations of the objective function and the right-hand-side of the constraints), the paper provides a computationally tractable formula for the calmness modulus, which goes beyond some preliminary results of the literature. Second, in the framework of full perturbations (perturbations of all coefficients), after characterizing the calmness property for the optimal set mapping, the paper provides an operative upper bound for the corresponding calmness modulus, as well as some illustrative examples. We provide
dc.languageen
dc.publisherSpringer-Verlag Berlin Heidelberg and Mathematical Optimization Society
dc.rightshttp://creativecommons.org/licenses/by-nc-nd/3.0/cl/
dc.rightsAttribution-NonCommercial-NoDerivs 3.0 Chile
dc.sourceMath. Program.
dc.subjectVariational analysis
dc.subjectCalmness
dc.subjectLinear programming
dc.subjectCalmness modulus
dc.subjectDescent methods
dc.subjectComplementarity
dc.titleCalmness modulus of fully perturbed linear programs
dc.typeArtículo de revista


Este ítem pertenece a la siguiente institución