Goberna M.A., López M.A. Post-Optimal Analysis in Linear Semi-Infinite Optimization

Springer, 2014. — 128 p. — ISBN: 9781489980434Post-Optimal Analysis in Linear Semi-Infinite Optimization examines the following topics in regards to linear semi-infinite optimization: modeling uncertainty, qualitative stability analysis, quantitative stability analysis and sensitivity analysis. Linear semi-infinite optimization (LSIO) deals with linear optimization problems where the dimension of the decision space or the number of constraints is infinite. The authors compare the post-optimal analysis with alternative approaches to uncertain LSIO problems and provide readers with criteria to choose the best way to model a given uncertain LSIO problem depending on the nature and quality of the data along with the available software. This work also contains open problems which readers will find intriguing a challenging. Post-Optimal Analysis in Linear Semi-Infinite Optimization is aimed toward researchers, graduate and post-graduate students of mathematics interested in optimization, parametric optimization and related topics.
Keywords » Linear optimization - Parametric optimization - Semi-infinite optimization - Sensitivity analysis - Stability analysis - Uncertain optimizationPreliminaries on Linear Semi-Infinite Optimization.
Modeling uncertain Linear Semi-Infinite Optimization problems.
Robust Linear Semi-infinite Optimization.
Sensitivity analysis.
Qualitative stability analysis.
Quantitative stability analysis.