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Miguel A. Goberna (mgobernaua.es) Abstract: This paper provides sufficient conditions for the optimal value function of a given linear semiinfinite programming problem to depend linearly on the size of the perturbations, when these perturbations are directional, involve either the cost coefficients or the righthandside function or both, and they are sufficiently small. Two kinds of partitions are considered. The first one concerns the effective domain of the optimal value as a function of the cost coefficients, and consists of maximal regions on which this value function is linear. The second class of partitions considered in the paper concern the index set of the constraints through a suitable extension of the concept of optimal partition from ordinary to semiinfinte linear programming. These partitions provide convex sets, in particular segments, on which the optimal value is a linear function of the size of the perturbations, for the three types of perturbations considered in this paper. Keywords: Sensitivity analysis, linear semiinfinite programming, linear programming, optimal value function Category 1: Infinite Dimensional Optimization (Semiinfinite Programming ) Category 2: Other Topics (Other ) Citation: Report AdvOL 2006/14, Advanced Optimization Lab., McMaster University, December 2006. http://optlab.mcmaster.ca/ Download: [Postscript][PDF] Entry Submitted: 12/28/2006 Modify/Update this entry  
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