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Calculation of Stability Radii for Combinatorial Optimization Problems

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Author Info
Nilotpal Chakravarti (Indian Institute of Management)
Albert P.M. Wagelmans () (Erasmus University Rotterdam)
Abstract

We present algorithms to calculate the stability radius of optimal or approximate solutions of binary programming problems with a min-sum or min-max objective function. Our algorithms run in polynomial time if the optimization problem itself is polynomially solvable. We also extend our results to the tolerance approach to sensitivity analysis.

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File URL: http://www.tinbergen.nl/discussionpapers/97106.pdf
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Publisher Info
Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 97-106/4.

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Date of creation: 09 Oct 1997
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Handle: RePEc:dgr:uvatin:19970106

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Web page: http://www.tinbergen.nl/

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Related research
Keywords: stability radius sensitivity analysis postoptimal analysis tolerance approach binary programming computational complexity

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