Publication: Projection-Based Local and Global Lipschitz Moduli of the Optimal Value in Linear Programming
Projection-Based Local and Global Lipschitz Moduli of the Optimal Value in Linear Programming
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Canovas, M. J., Gisbert, M. J., Klatte, D., & Parra, J. (2022). Projection-Based Local and Global Lipschitz Moduli of the Optimal Value in Linear Programming. Journal of Optimization Theory and Applications, 193(1–3), 280–299. https://doi.org/10.1007/s10957-021-01948-2
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In this paper, we use a geometrical approach to sharpen a lower bound given in [5] for the Lipschitz modulus of the optimal value of (finite) linear programs under tilt perturbations of the objective function. The key geometrical idea comes from orthogonally projecting general balls on linear subspaces. Our new lower bound provides a computable expression for the exact modulus (as far as it only depends on the nominal data) in two important cases: when the feasible set has extreme points and when we deal with the Euclidean norm. In th
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Citations
Canovas, M. J., Gisbert, M. J., Klatte, D., & Parra, J. (2022). Projection-Based Local and Global Lipschitz Moduli of the Optimal Value in Linear Programming. Journal of Optimization Theory and Applications, 193(1–3), 280–299. https://doi.org/10.1007/s10957-021-01948-2