Browsing by Subject "Worst case analysis"
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Item Open Access Bounds on the opportunity cost of neglecting reoptimization in mathematical programming(INFORMS, 2000) Oğuz, O.Postoptimality or sensitivity analysis are well-developed subjects in almost all branches of mathematical programming. In this note, we propose a simple formula which can be used to get preliminary bounds on the value of this type of analysis for a specific class of mathematical programming problems. We also show that our bounds are tight.