caa a22 4500 463168895 CHVBK 20180406164807.0 cr unu---uuuuu 170326e20070601xx s 000 0 eng 10.1007/s10957-007-9201-5 doi (NATIONALLICENCE)springer-10.1007/s10957-007-9201-5 Active Constraint Set Invariancy Sensitivity Analysis in Linear Optimization [Elektronische Daten] [A. Ghaffari Hadigheh, K. Mirnia, T. Terlaky] Active constraint set invariancy sensitivity analysis is concerned with finding the range of parameter variation so that the perturbed problem has still an optimal solution with the same support set that the given optimal solution of the unperturbed problem has. However, in an optimization problem with inequality constraints, active constraint set invariancy sensitivity analysis aims to find the range of parameter variation, where the active constraints in a given optimal solution remains invariant. For the sake of simplicity, we consider the primal problem in standard form and consequently its dual may have an optimal solution with some active constraints. In this paper, the following question is answered: "what is the range of the parameter, where for each parameter value in this range, a dual optimal solution exists with exactly the same set of positive slack variables as for the current dual optimal solution?”. The differences of the results between the linear and convex quadratic optimization problems are highlighted too. Springer Science+Business Media, LLC, 2007 Parametric optimization nationallicence Sensitivity analysis nationallicence Linear optimization nationallicence Optimal partitions nationallicence Ghaffari Hadigheh A. Department of Mathematics, Faculty of Science, Azarbaijan Tarbiat Moallem University, Tabriz, Iran aut Mirnia K. Department of Applied Mathematics, Mathematical Sciences Faculty, University of Tabriz, Tabriz, Iran aut Terlaky T. Department of Computing and Software, McMaster University, Hamilton, ON, Canada aut Journal of Optimization Theory and Applications Kluwer Academic Publishers-Plenum Publishers; http://www.springer-ny.com 133/3(2007-06-01), 303-315 0022-3239 133:3<303 2007 133 10957 https://doi.org/10.1007/s10957-007-9201-5 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s10957-007-9201-5 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Ghaffari Hadigheh A. Department of Mathematics, Faculty of Science, Azarbaijan Tarbiat Moallem University, Tabriz, Iran aut NATIONALLICENCE 700 1- Mirnia K. Department of Applied Mathematics, Mathematical Sciences Faculty, University of Tabriz, Tabriz, Iran aut NATIONALLICENCE 700 1- Terlaky T. Department of Computing and Software, McMaster University, Hamilton, ON, Canada aut NATIONALLICENCE 773 0- Journal of Optimization Theory and Applications Kluwer Academic Publishers-Plenum Publishers; http://www.springer-ny.com 133/3(2007-06-01), 303-315 0022-3239 133:3<303 2007 133 10957 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer