Open Access. Powered by Scholars. Published by Universities.®
Articles 1 - 1 of 1
Full-Text Articles in Algebra
The Sharp Lipschitz-Constants For Feasible And Optimal-Solutions Of A Perturbed Linear Program, Wu Li
The Sharp Lipschitz-Constants For Feasible And Optimal-Solutions Of A Perturbed Linear Program, Wu Li
Mathematics & Statistics Faculty Publications
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.