Stability of the optimal basis of a linear program under uncertainty

Stability of the optimal basis of a linear program under uncertainty

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Article ID: iaor1994721
Country: Netherlands
Volume: 13
Issue: 1
Start Page Number: 9
End Page Number: 12
Publication Date: Feb 1993
Journal: Operations Research Letters
Authors:
Abstract:

The paper proves that the set of optimal basic variables of a linear program remains stable under mutually independent variations of all data within prescribed tolerances if and only if it is stable for a finite subset of explicitly described linear programs from this family. The cardinality of this subset is exponential in the number of constraints.

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