Linear Algebra and Its Applications
The purpose of this paper is to derive the sharp Lipschitz constants for the feasible solutions and optimal solutions of a linear program with respect to right-hand-side perturbations. The Lipschitz constants are given in terms of pseudoinverses of submatrices of the matrices involved and are proven to be sharp.
Original Publication Citation
Li, W. (1993). The sharp lipschitz-constants for feasible and optimal-solutions of a perturbed linear program. Linear Algebra and Its Applications, 187, 15-40. doi:10.1016/0024-3795(93)90125-8
Li, Wu, "The Sharp Lipschitz-Constants for Feasible and Optimal-Solutions of a Perturbed Linear Program" (1993). Mathematics & Statistics Faculty Publications. 89.