Saturation in linear optimization

Saturation in linear optimization

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Article ID: iaor20032988
Country: Netherlands
Volume: 117
Issue: 2
Start Page Number: 327
End Page Number: 348
Publication Date: May 2003
Journal: Journal of Optimization Theory and Applications
Authors: , ,
Abstract:

In a solvable linear optimization problem, a constraint is saturated if it is binding at a certain optimal solution and it is weakly saturated if it is bindiing at a proper subset of the optimal set. Nonsaturation and weak saturation can be seen as redundancy phenomena in the sense that the elimination of a finite number of these constraints preserves the value of the given problem. We consider also the effect of sufficiently small perturbations of the cost coefficients in the classification of a given constraint as either saturated or nonsaturated.

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