1 | getbound_per(obj, Acons, bcons, pervar, verb = 1)
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obj |
defines the linear coefficients of the linear objective function |
Acons |
defines the linear constraints in the form of Acons \itempervardefines the perturbation as in Cho and Russell (2020). |
optimal value of the objective functions for the lower_minus, lower_plus, upper_minus, upper_plus LP problems. Definition see Cho and Russell (2020). phat are the associated optimal solutions and status is the solution status of the optimization problem. #' @examples Suppose the original LP is min/max_x c'x s.t. A Use Rmosek to solve four perturbed LP problems as proposed in Cho and Russell (2020) to get bias-corrected estimator for the identified set.
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