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math.OC2026
Analyzing changes in optimal variables in linear programming with uncertain parameters
Baptiste Istace, Guillaume Derval, Bardhyl Miftari +1
Linear problems often include many parameters that may be uncertain. Sensitivity analysis studies how these parameters impact optimal values. Instead of analyzing the objective fun…
math.OC2025
Efficient LP warmstarting for linear modifications of the constraint matrix
Guillaume Derval, Bardhyl Miftari, Damien Ernst +1
We consider the problem of computing the optimal solution and objective of a linear program under linearly changing linear constraints. The problem studied is given by $\min c^t x…