The Sharp Lipschitz-Constants for Feasible and Optimal-Solutions of a Perturbed Linear Program

Authors

Wu Li, Old Dominion University

Document Type

Article

Publication Date

1993

DOI

10.1016/0024-3795(93)90125-8

Publication Title

Linear Algebra and Its Applications

Volume

187

Pages

15-40

Abstract

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.

Comments

Elsevier open archive. © Elsevier Science Publishing Co., Inc.,1993. All Rights Reserved.

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

Repository Citation

Li, Wu, "The Sharp Lipschitz-Constants for Feasible and Optimal-Solutions of a Perturbed Linear Program" (1993). Mathematics & Statistics Faculty Publications. 89.
https://digitalcommons.odu.edu/mathstat_fac_pubs/89