A characterization of the optimal set of linear programs based on the augmented lagrangian
Date
1999Source Title
Journal of Information and Optimization Sciences
Print ISSN
0252-2667
Publisher
Taylor & Francis
Volume
20
Issue
2
Pages
299 - 308
Language
English
Type
ArticleItem Usage Stats
200
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179
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Abstract
It is proved that in a certain neighborhood of the optimal set of multipliers, the set of minimizers of the augmented lagrangian nmction generates a new characterization of the optimal solution set of the linear program.
Keywords
Operations researchMathematical programming
Sensitivity
Stability
Parametric optimization
Operations research
Linear programming