Matrices pseudo-inverse de Moore-Penrose et variables duales généralisées en programmation mathématique. (Moore-Penrose’s pseudo-inverse matrix and generalized dual variables in mathematical programming). (French. English summary) Zbl 0780.90084

Desplas, M.

RAIRO, Rech. Opér. 26, No. 4, 313-360 (1992).

Summary: This paper extends the definition and usage of dual variables as well as the sensitivity of the parameters of a linear or a nonlinear mathematical program at any point within the feasible set. This extension is of major importance as it provides information beyond that available from either the extreme points of the feasible set or the optimal solution point. The theoretical basis of the proposed approach is proven and numerical examples are provided illustrating its applicability as an analytical tool.

MSC:

90C30	Nonlinear programming
90C31	Sensitivity, stability, parametric optimization

Keywords:

Moore-Penrose pseudo-inverse matrix; sensitivity analysis; envelop theorem; simplex tableaux; dual variables