Sensitivity analysis in linear semi-infinite programming: Perturbing cost and right-hand-side coefficients
This paper analyzes the effect on the optimal value of a given linear semi-infinite programming problem of the kind of perturbations which more frequently arise in practical applications: those which affect the objective function and the right-hand-side coefficients of the constraints. In particular, we give formulae which express the exact value of a perturbed problem as a linear function of the perturbation.
linear semi-infinite programming robustness and sensitivity analysis value function