Two Optimal Value Functions in Parametric Conic Linear Programming
Người báo cáo: Nguyễn Ngọc Luân (Đại học Sư phạm Hà Nội)

Thời gian: 9h-11h, Thứ 4, ngày 10/03/2021

Địa điểm: Phòng 302 nhà A5 Viện Toán học.

Tóm tắt: We consider the conic linear program given by a closed convex cone in an Euclidean space and a matrix, where vector on the right-hand-side of the constraint system and the vector defining the objective function are subject to change. Using the strict feasibility condition, we prove the locally Lipschitz continuity and obtain some differentiability properties of the optimal value function of the problem under right-hand-side perturbations. For the optimal value function under linear perturbations of the objective function, similar differentiability properties are obtained under the assumption saying that both primal problem and dual problem are strictly feasible.

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