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: | Goberna M.A., Jornet V., Molina M. |
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.