De Wolf,Daniel
[Université du Littoral Côte d’Opale, 220 avenue de l’Université, F-59140 Dunkerque, France]
Smeers, Yves
[UCL]
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.
Bibliographic reference |
De Wolf,Daniel ; Smeers, Yves. Generalized derivatives of the optimal value of a linear program with respect to matrix coefficients. In: European Journal of Operational Research, Vol. 2, no. 291, p. 491-496 (2021) |
Permanent URL |
http://hdl.handle.net/2078.1/243920 |