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| DOI | 10.1007/S10107-015-0926-X | ||||
| Año | 2016 | ||||
| Tipo | artículo de investigación |
Citas Totales
Autores Afiliación Chile
Instituciones Chile
% Participación
Internacional
Autores
Afiliación Extranjera
Instituciones
Extranjeras
This paper provides operative point-based formulas (only involving the nominal data, and not data in a neighborhood) for computing or estimating the calmness modulus of the optimal set (argmin) mapping in linear optimization under uniqueness of nominal optimal solutions. Our analysis is developed in two different parametric settings. First, in the framework of canonical perturbations (i.e., perturbations of the objective function and the right-hand-side of the constraints), the paper provides a computationally tractable formula for the calmness modulus, which goes beyond some preliminary results of the literature. Second, in the framework of full perturbations (perturbations of all coefficients), after characterizing the calmness property for the optimal set mapping, the paper provides an operative upper bound for the corresponding calmness modulus, as well as some illustrative examples. We provide two applications related to algorithms traced out from the literature: the first one to a descent method in LP, and the second to a regularization method for linear programs with complementarity constraints.
| Ord. | Autor | Género | Institución - País |
|---|---|---|---|
| 1 | Canovas, M. J. | - |
Miguel Hernandez Univ Elche - España
Universidad Miguel Hernández de Elche - España |
| 2 | Hantoute, Abderrahim | Hombre |
Universidad de Chile - Chile
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| 3 | Parra, Joseph D. | Hombre |
Miguel Hernandez Univ Elche - España
Universidad Miguel Hernández de Elche - España |
| 4 | TOLEDO-MELERO, FRANCISCO JAVIER | Hombre |
Miguel Hernandez Univ Elche - España
Universidad Miguel Hernández de Elche - España |
| Agradecimiento |
|---|
| This research has been partially supported by Grants MTM2011-29064-C03-03 and MTM2014-59179-C2-2-P from MINECO, Spain. The research of the second author is also partially supported by Fondecyt Project No. 1151003, ECOS-Conicyt Project No. C10E08, and Math-Amsud No. 13MATH-01 2013. |