AustralieFrV1, PascalFrancis, Corpus, bibRecord, 001109

Constraint augmentation in pseudo-singularly perturbed linear programs

Identifieur interne : 001109 ( PascalFrancis/Corpus ); précédent : 001108; suivant : 001110

Constraint augmentation in pseudo-singularly perturbed linear programs

Auteurs : K. Avrachenkov ; R. S. Burachik ; J. A. Filar ; V. Gaitsgory

Source :

Mathematical programming [ 0025-5610 ] ; 2012.

RBID : Pascal:12-0331839

Descripteurs français

Pascal (Inist)
- Contrainte, Perturbation singulière, Méthode perturbation, Programmation linéaire, Approximation asymptotique, Discontinuité, Fonction objectif, Optimisation sous contrainte, Multiplicateur Lagrange, Méthode itérative, Analyse sensibilité, Modélisation, ..

English descriptors

KwdEn :
- Asymptotic approximation, Constrained optimization, Constraint, Discontinuity, Iterative method, Lagrange multiplier, Linear programming, Modeling, Objective function, Perturbation method, Sensitivity analysis, Singular perturbation.

Abstract

In this paper we study a linear programming problem with a linear perturbation introduced through a parameter ε > 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.

Notice en format standard (ISO 2709)

Pour connaître la documentation sur le format Inist Standard.

A01	`01`	`1`		`@0 0025-5610`
A02	`01`			`@0 MHPGA4`
A03		`1`		`@0 Math. program.`
A05				`@2 132`
A06				`@2 1-2`
A08	`01`	`1`	`ENG`	`@1 Constraint augmentation in pseudo-singularly perturbed linear programs`
A11	`01`	`1`		`@1 AVRACHENKOV (K.)`
A11	`02`	`1`		`@1 BURACHIK (R. S.)`
A11	`03`	`1`		`@1 FILAR (J. A.)`
A11	`04`	`1`		`@1 GAITSGORY (V.)`
A14	`01`			`@1 INRIA. 2004 route des lucioles-BP 93 @2 06902 Sophia Antipolis @3 FRA @Z 1 aut.`
A14	`02`			`@1 Centre for Industrial and Applied Mathematics, School of Mathematics and Statistics, University of South Australia @2 Mawson Lakes, SA 5095 @3 AUS @Z 2 aut. @Z 3 aut. @Z 4 aut.`
A20				`@1 179-208`
A21				`@1 2012`
A23	`01`			`@0 ENG`
A43	`01`			`@1 INIST @2 15655 @5 354000509607240080`
A44				`@0 0000 @1 © 2012 INIST-CNRS. All rights reserved.`
A45				`@0 8 ref.`
A47	`01`	`1`		`@0 12-0331839`
A60				`@1 P`
A61				`@0 A`
A64	`01`	`1`		`@0 Mathematical programming`
A66	`01`			`@0 DEU`
C01	`01`		`ENG`	@0 In this paper we study a linear programming problem with a linear perturbation introduced through a parameter ε > 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.
C02	`01`	`X`		`@0 001D01A03`
C03	`01`	`X`	`FRE`	`@0 Contrainte @5 06`
C03	`01`	`X`	`ENG`	`@0 Constraint @5 06`
C03	`01`	`X`	`SPA`	`@0 Coacción @5 06`
C03	`02`	`X`	`FRE`	`@0 Perturbation singulière @5 07`
C03	`02`	`X`	`ENG`	`@0 Singular perturbation @5 07`
C03	`02`	`X`	`SPA`	`@0 Perturbación singular @5 07`
C03	`03`	`X`	`FRE`	`@0 Méthode perturbation @5 08`
C03	`03`	`X`	`ENG`	`@0 Perturbation method @5 08`
C03	`03`	`X`	`SPA`	`@0 Método perturbación @5 08`
C03	`04`	`X`	`FRE`	`@0 Programmation linéaire @5 09`
C03	`04`	`X`	`ENG`	`@0 Linear programming @5 09`
C03	`04`	`X`	`SPA`	`@0 Programación lineal @5 09`
C03	`05`	`X`	`FRE`	`@0 Approximation asymptotique @5 10`
C03	`05`	`X`	`ENG`	`@0 Asymptotic approximation @5 10`
C03	`05`	`X`	`SPA`	`@0 Aproximación asintótica @5 10`
C03	`06`	`X`	`FRE`	`@0 Discontinuité @5 11`
C03	`06`	`X`	`ENG`	`@0 Discontinuity @5 11`
C03	`06`	`X`	`SPA`	`@0 Discontinuidad @5 11`
C03	`07`	`X`	`FRE`	`@0 Fonction objectif @5 12`
C03	`07`	`X`	`ENG`	`@0 Objective function @5 12`
C03	`07`	`X`	`SPA`	`@0 Función objetivo @5 12`
C03	`08`	`X`	`FRE`	`@0 Optimisation sous contrainte @5 13`
C03	`08`	`X`	`ENG`	`@0 Constrained optimization @5 13`
C03	`08`	`X`	`SPA`	`@0 Optimización con restricción @5 13`
C03	`09`	`X`	`FRE`	`@0 Multiplicateur Lagrange @5 14`
C03	`09`	`X`	`ENG`	`@0 Lagrange multiplier @5 14`
C03	`09`	`X`	`SPA`	`@0 Multiplicador Lagrange @5 14`
C03	`10`	`X`	`FRE`	`@0 Méthode itérative @5 15`
C03	`10`	`X`	`ENG`	`@0 Iterative method @5 15`
C03	`10`	`X`	`SPA`	`@0 Método iterativo @5 15`
C03	`11`	`X`	`FRE`	`@0 Analyse sensibilité @5 16`
C03	`11`	`X`	`ENG`	`@0 Sensitivity analysis @5 16`
C03	`11`	`X`	`SPA`	`@0 Análisis sensibilidad @5 16`
C03	`12`	`X`	`FRE`	`@0 Modélisation @5 23`
C03	`12`	`X`	`ENG`	`@0 Modeling @5 23`
C03	`12`	`X`	`SPA`	`@0 Modelización @5 23`
C03	`13`	`X`	`FRE`	`@0 . @4 INC @5 82`
N21				`@1 254`
N44	`01`			`@1 OTO`
N82				`@1 OTO`

Format Inist (serveur)

NO :	PASCAL 12-0331839 INIST
ET :	Constraint augmentation in pseudo-singularly perturbed linear programs
AU :	AVRACHENKOV (K.); BURACHIK (R. S.); FILAR (J. A.); GAITSGORY (V.)
AF :	INRIA. 2004 route des lucioles-BP 93/06902 Sophia Antipolis/France (1 aut.); Centre for Industrial and Applied Mathematics, School of Mathematics and Statistics, University of South Australia/Mawson Lakes, SA 5095/Australie (2 aut., 3 aut., 4 aut.)
DT :	Publication en série; Niveau analytique
SO :	Mathematical programming; ISSN 0025-5610; Coden MHPGA4; Allemagne; Da. 2012; Vol. 132; No. 1-2; Pp. 179-208; Bibl. 8 ref.
LA :	Anglais
EA :	In this paper we study a linear programming problem with a linear perturbation introduced through a parameter ε > 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.
CC :	001D01A03
FD :	Contrainte; Perturbation singulière; Méthode perturbation; Programmation linéaire; Approximation asymptotique; Discontinuité; Fonction objectif; Optimisation sous contrainte; Multiplicateur Lagrange; Méthode itérative; Analyse sensibilité; Modélisation; .
ED :	Constraint; Singular perturbation; Perturbation method; Linear programming; Asymptotic approximation; Discontinuity; Objective function; Constrained optimization; Lagrange multiplier; Iterative method; Sensitivity analysis; Modeling
SD :	Coacción; Perturbación singular; Método perturbación; Programación lineal; Aproximación asintótica; Discontinuidad; Función objetivo; Optimización con restricción; Multiplicador Lagrange; Método iterativo; Análisis sensibilidad; Modelización
LO :	INIST-15655.354000509607240080
ID :	12-0331839

Links to Exploration step

Pascal:12-0331839

Le document en format XML

<record><TEI><teiHeader><fileDesc><titleStmt><title xml:lang="en" level="a">Constraint augmentation in pseudo-singularly perturbed linear programs</title>
<author><name sortKey="Avrachenkov, K" sort="Avrachenkov, K" uniqKey="Avrachenkov K" first="K." last="Avrachenkov">K. Avrachenkov</name>
<affiliation><inist:fA14 i1="01"><s1>INRIA. 2004 route des lucioles-BP 93</s1>
<s2>06902 Sophia Antipolis</s2>
<s3>FRA</s3>
<sZ>1 aut.</sZ>
</inist:fA14>
</affiliation>
</author>
<author><name sortKey="Burachik, R S" sort="Burachik, R S" uniqKey="Burachik R" first="R. S." last="Burachik">R. S. Burachik</name>
<affiliation><inist:fA14 i1="02"><s1>Centre for Industrial and Applied Mathematics, School of Mathematics and Statistics, University of South Australia</s1>
<s2>Mawson Lakes, SA 5095</s2>
<s3>AUS</s3>
<sZ>2 aut.</sZ>
<sZ>3 aut.</sZ>
<sZ>4 aut.</sZ>
</inist:fA14>
</affiliation>
</author>
<author><name sortKey="Filar, J A" sort="Filar, J A" uniqKey="Filar J" first="J. A." last="Filar">J. A. Filar</name>
<affiliation><inist:fA14 i1="02"><s1>Centre for Industrial and Applied Mathematics, School of Mathematics and Statistics, University of South Australia</s1>
<s2>Mawson Lakes, SA 5095</s2>
<s3>AUS</s3>
<sZ>2 aut.</sZ>
<sZ>3 aut.</sZ>
<sZ>4 aut.</sZ>
</inist:fA14>
</affiliation>
</author>
<author><name sortKey="Gaitsgory, V" sort="Gaitsgory, V" uniqKey="Gaitsgory V" first="V." last="Gaitsgory">V. Gaitsgory</name>
<affiliation><inist:fA14 i1="02"><s1>Centre for Industrial and Applied Mathematics, School of Mathematics and Statistics, University of South Australia</s1>
<s2>Mawson Lakes, SA 5095</s2>
<s3>AUS</s3>
<sZ>2 aut.</sZ>
<sZ>3 aut.</sZ>
<sZ>4 aut.</sZ>
</inist:fA14>
</affiliation>
</author>
</titleStmt>
<publicationStmt><idno type="wicri:source">INIST</idno>
<idno type="inist">12-0331839</idno>
<date when="2012">2012</date>
<idno type="stanalyst">PASCAL 12-0331839 INIST</idno>
<idno type="RBID">Pascal:12-0331839</idno>
<idno type="wicri:Area/PascalFrancis/Corpus">001109</idno>
</publicationStmt>
<sourceDesc><biblStruct><analytic><title xml:lang="en" level="a">Constraint augmentation in pseudo-singularly perturbed linear programs</title>
<author><name sortKey="Avrachenkov, K" sort="Avrachenkov, K" uniqKey="Avrachenkov K" first="K." last="Avrachenkov">K. Avrachenkov</name>
<affiliation><inist:fA14 i1="01"><s1>INRIA. 2004 route des lucioles-BP 93</s1>
<s2>06902 Sophia Antipolis</s2>
<s3>FRA</s3>
<sZ>1 aut.</sZ>
</inist:fA14>
</affiliation>
</author>
<author><name sortKey="Burachik, R S" sort="Burachik, R S" uniqKey="Burachik R" first="R. S." last="Burachik">R. S. Burachik</name>
<affiliation><inist:fA14 i1="02"><s1>Centre for Industrial and Applied Mathematics, School of Mathematics and Statistics, University of South Australia</s1>
<s2>Mawson Lakes, SA 5095</s2>
<s3>AUS</s3>
<sZ>2 aut.</sZ>
<sZ>3 aut.</sZ>
<sZ>4 aut.</sZ>
</inist:fA14>
</affiliation>
</author>
<author><name sortKey="Filar, J A" sort="Filar, J A" uniqKey="Filar J" first="J. A." last="Filar">J. A. Filar</name>
<affiliation><inist:fA14 i1="02"><s1>Centre for Industrial and Applied Mathematics, School of Mathematics and Statistics, University of South Australia</s1>
<s2>Mawson Lakes, SA 5095</s2>
<s3>AUS</s3>
<sZ>2 aut.</sZ>
<sZ>3 aut.</sZ>
<sZ>4 aut.</sZ>
</inist:fA14>
</affiliation>
</author>
<author><name sortKey="Gaitsgory, V" sort="Gaitsgory, V" uniqKey="Gaitsgory V" first="V." last="Gaitsgory">V. Gaitsgory</name>
<affiliation><inist:fA14 i1="02"><s1>Centre for Industrial and Applied Mathematics, School of Mathematics and Statistics, University of South Australia</s1>
<s2>Mawson Lakes, SA 5095</s2>
<s3>AUS</s3>
<sZ>2 aut.</sZ>
<sZ>3 aut.</sZ>
<sZ>4 aut.</sZ>
</inist:fA14>
</affiliation>
</author>
</analytic>
<series><title level="j" type="main">Mathematical programming</title>
<title level="j" type="abbreviated">Math. program.</title>
<idno type="ISSN">0025-5610</idno>
<imprint><date when="2012">2012</date>
</imprint>
</series>
</biblStruct>
</sourceDesc>
<seriesStmt><title level="j" type="main">Mathematical programming</title>
<title level="j" type="abbreviated">Math. program.</title>
<idno type="ISSN">0025-5610</idno>
</seriesStmt>
</fileDesc>
<profileDesc><textClass><keywords scheme="KwdEn" xml:lang="en"><term>Asymptotic approximation</term>
<term>Constrained optimization</term>
<term>Constraint</term>
<term>Discontinuity</term>
<term>Iterative method</term>
<term>Lagrange multiplier</term>
<term>Linear programming</term>
<term>Modeling</term>
<term>Objective function</term>
<term>Perturbation method</term>
<term>Sensitivity analysis</term>
<term>Singular perturbation</term>
</keywords>
<keywords scheme="Pascal" xml:lang="fr"><term>Contrainte</term>
<term>Perturbation singulière</term>
<term>Méthode perturbation</term>
<term>Programmation linéaire</term>
<term>Approximation asymptotique</term>
<term>Discontinuité</term>
<term>Fonction objectif</term>
<term>Optimisation sous contrainte</term>
<term>Multiplicateur Lagrange</term>
<term>Méthode itérative</term>
<term>Analyse sensibilité</term>
<term>Modélisation</term>
<term>.</term>
</keywords>
</textClass>
</profileDesc>
</teiHeader>
<front><div type="abstract" xml:lang="en">In this paper we study a linear programming problem with a linear perturbation introduced through a parameter ε > 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.</div>
</front>
</TEI>
<inist><standard h6="B"><pA><fA01 i1="01" i2="1"><s0>0025-5610</s0>
</fA01>
<fA02 i1="01"><s0>MHPGA4</s0>
</fA02>
<fA03 i2="1"><s0>Math. program.</s0>
</fA03>
<fA05><s2>132</s2>
</fA05>
<fA06><s2>1-2</s2>
</fA06>
<fA08 i1="01" i2="1" l="ENG"><s1>Constraint augmentation in pseudo-singularly perturbed linear programs</s1>
</fA08>
<fA11 i1="01" i2="1"><s1>AVRACHENKOV (K.)</s1>
</fA11>
<fA11 i1="02" i2="1"><s1>BURACHIK (R. S.)</s1>
</fA11>
<fA11 i1="03" i2="1"><s1>FILAR (J. A.)</s1>
</fA11>
<fA11 i1="04" i2="1"><s1>GAITSGORY (V.)</s1>
</fA11>
<fA14 i1="01"><s1>INRIA. 2004 route des lucioles-BP 93</s1>
<s2>06902 Sophia Antipolis</s2>
<s3>FRA</s3>
<sZ>1 aut.</sZ>
</fA14>
<fA14 i1="02"><s1>Centre for Industrial and Applied Mathematics, School of Mathematics and Statistics, University of South Australia</s1>
<s2>Mawson Lakes, SA 5095</s2>
<s3>AUS</s3>
<sZ>2 aut.</sZ>
<sZ>3 aut.</sZ>
<sZ>4 aut.</sZ>
</fA14>
<fA20><s1>179-208</s1>
</fA20>
<fA21><s1>2012</s1>
</fA21>
<fA23 i1="01"><s0>ENG</s0>
</fA23>
<fA43 i1="01"><s1>INIST</s1>
<s2>15655</s2>
<s5>354000509607240080</s5>
</fA43>
<fA44><s0>0000</s0>
<s1>© 2012 INIST-CNRS. All rights reserved.</s1>
</fA44>
<fA45><s0>8 ref.</s0>
</fA45>
<fA47 i1="01" i2="1"><s0>12-0331839</s0>
</fA47>
<fA60><s1>P</s1>
</fA60>
<fA61><s0>A</s0>
</fA61>
<fA64 i1="01" i2="1"><s0>Mathematical programming</s0>
</fA64>
<fA66 i1="01"><s0>DEU</s0>
</fA66>
<fC01 i1="01" l="ENG"><s0>In this paper we study a linear programming problem with a linear perturbation introduced through a parameter ε > 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.</s0>
</fC01>
<fC02 i1="01" i2="X"><s0>001D01A03</s0>
</fC02>
<fC03 i1="01" i2="X" l="FRE"><s0>Contrainte</s0>
<s5>06</s5>
</fC03>
<fC03 i1="01" i2="X" l="ENG"><s0>Constraint</s0>
<s5>06</s5>
</fC03>
<fC03 i1="01" i2="X" l="SPA"><s0>Coacción</s0>
<s5>06</s5>
</fC03>
<fC03 i1="02" i2="X" l="FRE"><s0>Perturbation singulière</s0>
<s5>07</s5>
</fC03>
<fC03 i1="02" i2="X" l="ENG"><s0>Singular perturbation</s0>
<s5>07</s5>
</fC03>
<fC03 i1="02" i2="X" l="SPA"><s0>Perturbación singular</s0>
<s5>07</s5>
</fC03>
<fC03 i1="03" i2="X" l="FRE"><s0>Méthode perturbation</s0>
<s5>08</s5>
</fC03>
<fC03 i1="03" i2="X" l="ENG"><s0>Perturbation method</s0>
<s5>08</s5>
</fC03>
<fC03 i1="03" i2="X" l="SPA"><s0>Método perturbación</s0>
<s5>08</s5>
</fC03>
<fC03 i1="04" i2="X" l="FRE"><s0>Programmation linéaire</s0>
<s5>09</s5>
</fC03>
<fC03 i1="04" i2="X" l="ENG"><s0>Linear programming</s0>
<s5>09</s5>
</fC03>
<fC03 i1="04" i2="X" l="SPA"><s0>Programación lineal</s0>
<s5>09</s5>
</fC03>
<fC03 i1="05" i2="X" l="FRE"><s0>Approximation asymptotique</s0>
<s5>10</s5>
</fC03>
<fC03 i1="05" i2="X" l="ENG"><s0>Asymptotic approximation</s0>
<s5>10</s5>
</fC03>
<fC03 i1="05" i2="X" l="SPA"><s0>Aproximación asintótica</s0>
<s5>10</s5>
</fC03>
<fC03 i1="06" i2="X" l="FRE"><s0>Discontinuité</s0>
<s5>11</s5>
</fC03>
<fC03 i1="06" i2="X" l="ENG"><s0>Discontinuity</s0>
<s5>11</s5>
</fC03>
<fC03 i1="06" i2="X" l="SPA"><s0>Discontinuidad</s0>
<s5>11</s5>
</fC03>
<fC03 i1="07" i2="X" l="FRE"><s0>Fonction objectif</s0>
<s5>12</s5>
</fC03>
<fC03 i1="07" i2="X" l="ENG"><s0>Objective function</s0>
<s5>12</s5>
</fC03>
<fC03 i1="07" i2="X" l="SPA"><s0>Función objetivo</s0>
<s5>12</s5>
</fC03>
<fC03 i1="08" i2="X" l="FRE"><s0>Optimisation sous contrainte</s0>
<s5>13</s5>
</fC03>
<fC03 i1="08" i2="X" l="ENG"><s0>Constrained optimization</s0>
<s5>13</s5>
</fC03>
<fC03 i1="08" i2="X" l="SPA"><s0>Optimización con restricción</s0>
<s5>13</s5>
</fC03>
<fC03 i1="09" i2="X" l="FRE"><s0>Multiplicateur Lagrange</s0>
<s5>14</s5>
</fC03>
<fC03 i1="09" i2="X" l="ENG"><s0>Lagrange multiplier</s0>
<s5>14</s5>
</fC03>
<fC03 i1="09" i2="X" l="SPA"><s0>Multiplicador Lagrange</s0>
<s5>14</s5>
</fC03>
<fC03 i1="10" i2="X" l="FRE"><s0>Méthode itérative</s0>
<s5>15</s5>
</fC03>
<fC03 i1="10" i2="X" l="ENG"><s0>Iterative method</s0>
<s5>15</s5>
</fC03>
<fC03 i1="10" i2="X" l="SPA"><s0>Método iterativo</s0>
<s5>15</s5>
</fC03>
<fC03 i1="11" i2="X" l="FRE"><s0>Analyse sensibilité</s0>
<s5>16</s5>
</fC03>
<fC03 i1="11" i2="X" l="ENG"><s0>Sensitivity analysis</s0>
<s5>16</s5>
</fC03>
<fC03 i1="11" i2="X" l="SPA"><s0>Análisis sensibilidad</s0>
<s5>16</s5>
</fC03>
<fC03 i1="12" i2="X" l="FRE"><s0>Modélisation</s0>
<s5>23</s5>
</fC03>
<fC03 i1="12" i2="X" l="ENG"><s0>Modeling</s0>
<s5>23</s5>
</fC03>
<fC03 i1="12" i2="X" l="SPA"><s0>Modelización</s0>
<s5>23</s5>
</fC03>
<fC03 i1="13" i2="X" l="FRE"><s0>.</s0>
<s4>INC</s4>
<s5>82</s5>
</fC03>
<fN21><s1>254</s1>
</fN21>
<fN44 i1="01"><s1>OTO</s1>
</fN44>
<fN82><s1>OTO</s1>
</fN82>
</pA>
</standard>
<server><NO>PASCAL 12-0331839 INIST</NO>
<ET>Constraint augmentation in pseudo-singularly perturbed linear programs</ET>
<AU>AVRACHENKOV (K.); BURACHIK (R. S.); FILAR (J. A.); GAITSGORY (V.)</AU>
<AF>INRIA. 2004 route des lucioles-BP 93/06902 Sophia Antipolis/France (1 aut.); Centre for Industrial and Applied Mathematics, School of Mathematics and Statistics, University of South Australia/Mawson Lakes, SA 5095/Australie (2 aut., 3 aut., 4 aut.)</AF>
<DT>Publication en série; Niveau analytique</DT>
<SO>Mathematical programming; ISSN 0025-5610; Coden MHPGA4; Allemagne; Da. 2012; Vol. 132; No. 1-2; Pp. 179-208; Bibl. 8 ref.</SO>
<LA>Anglais</LA>
<EA>In this paper we study a linear programming problem with a linear perturbation introduced through a parameter ε > 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.</EA>
<CC>001D01A03</CC>
<FD>Contrainte; Perturbation singulière; Méthode perturbation; Programmation linéaire; Approximation asymptotique; Discontinuité; Fonction objectif; Optimisation sous contrainte; Multiplicateur Lagrange; Méthode itérative; Analyse sensibilité; Modélisation; .</FD>
<ED>Constraint; Singular perturbation; Perturbation method; Linear programming; Asymptotic approximation; Discontinuity; Objective function; Constrained optimization; Lagrange multiplier; Iterative method; Sensitivity analysis; Modeling</ED>
<SD>Coacción; Perturbación singular; Método perturbación; Programación lineal; Aproximación asintótica; Discontinuidad; Función objetivo; Optimización con restricción; Multiplicador Lagrange; Método iterativo; Análisis sensibilidad; Modelización</SD>
<LO>INIST-15655.354000509607240080</LO>
<ID>12-0331839</ID>
</server>
</inist>
</record>

Pour manipuler ce document sous Unix (Dilib)

EXPLOR_STEP=$WICRI_ROOT/Wicri/Asie/explor/AustralieFrV1/Data/PascalFrancis/Corpus

HfdSelect -h $EXPLOR_STEP/biblio.hfd -nk 001109 | SxmlIndent | more

HfdSelect -h $EXPLOR_AREA/Data/PascalFrancis/Corpus/biblio.hfd -nk 001109 | SxmlIndent | more

Pour mettre un lien sur cette page dans le réseau Wicri

{{Explor lien
   |wiki=    Wicri/Asie
   |area=    AustralieFrV1
   |flux=    PascalFrancis
   |étape=   Corpus
   |type=    RBID
   |clé=     Pascal:12-0331839
   |texte=   Constraint augmentation in pseudo-singularly perturbed linear programs
}}

This area was generated with Dilib version V0.6.33.
Data generation: Tue Dec 5 10:43:12 2017. Site generation: Tue Mar 5 14:07:20 2024

	Serveur d'exploration sur les relations entre la France et l'Australie
	Attention, ce site est en cours de développement ! Attention, site généré par des moyens informatiques à partir de corpus bruts. Les informations ne sont donc pas validées.

Serveur d'exploration sur les relations entre la France et l'Australie

Constraint augmentation in pseudo-singularly perturbed linear programs

Constraint augmentation in pseudo-singularly perturbed linear programs

Source :

Descripteurs français

English descriptors

Abstract

Notice en format standard (ISO 2709)

Format Inist (serveur)

Links to Exploration step

Le document en format XML

Pour manipuler ce document sous Unix (Dilib)

Pour mettre un lien sur cette page dans le réseau Wicri