Asymptotic Analysis of Perturbed Mathematical Programs

An asymptotic simplex method for singularly perturbed linear programs

Asymptotic Analysis of Stochastic Programs

In this paper we discuss a general approach to studying asymptotic properties of statistical estimators in stochastic programming. The approach is based on an extended delta method and appears to be particularly suitable for deriving asymptotics of the optimal value of stochastic programs. Asymptotic analysis of the optimal value will be presented in detail. Asymptotic properties of the corresp...

On the Asymptotic Behaviour of Perturbed Semigroups

We give conditions on a strongly continuous semigroup T and a bounded perturbation B such that the perturbed semigroup S preserves asymptotic properties as boundedness, asymptotic almost periodicity, uniform ergodicity and total uniform ergodicity. In the rst systematic treatise on perturbation of semigroups, R.S.Phillips 10] proved in 1953 that, if A is the innnitesimal generator of a strongly...

Calmness modulus of fully perturbed linear programs

This paper provides operative point-based formulas (only involving the nominal data, andnot data in a neighborhood) for computingor estimating the calmness modulus of the optimal set (argmin) mapping in linear optimization under uniqueness of nominal optimal solutions. Our analysis is developed in two different parametric settings. First, in the framework of canonical perturbations (i.e., pertu...

A Common Mathematical Framework for Asymptotic Complexity Analysis and Denotational Semantics for Recursive Programs Based on Complexity Spaces