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Constraint augmentation in pseudo-singularly perturbed linear programs
Abstract : In this paper we study a linear programming problem with a linear perturbation introduced through a parameter $\epsilon > 0$. We identify and analyze an unusual asymptotic phenomenon in such a linear program. Namely, discontinuous limiting behavior of the optimal objective function value of such a linear program may occur even when the rank of the coefficient matrix of the constraints is unchanged by the perturbation. We show that, under mild conditions, this phenomenon is a result of the classical Slater constraint qualification being violated at the limit and propose an iterative, constraint augmentation approach for resolving this problem.
https://hal.inria.fr/hal-00764284
Contributor : Konstantin Avrachenkov <>
Submitted on : Wednesday, December 12, 2012 - 4:33:38 PM
Last modification on : Thursday, September 24, 2020 - 10:22:03 AM
Contributor : Konstantin Avrachenkov <>
Submitted on : Wednesday, December 12, 2012 - 4:33:38 PM
Last modification on : Thursday, September 24, 2020 - 10:22:03 AM
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