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Some Differential Estimates in Linear Programming
Nguyen Nang Thieu

 

Abstract

This paper proposes two sets of formulas for the sensitivity analysis of the optimal value function of a parametric linear programming problem. The first one evaluates the changes of the optimal value with respect to perturbations of the right-hand side vector in the constraint system and of the cost vector. The second one gives a lower bound and an upper bound for the Dini directional derivative of the optimal value function.

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