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math.OC2026
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…
math.OC2026
Sensitivity analysis for linear changes of the constraint matrix of a (mixed-integer) linear program
Guillaume Derval, Damien Ernst, Quentin Louveaux +1
Understanding how the optimal value of an optimisation problem changes when its input data is modified is an old question in mathematical optimisation. This paper investigates the…