Resumen de Un algoritmo para "reparar" instancias infactibles de problemas con restricciones lineales: aplicación al problema de la cartera

Vicente Liern Carrión, Enriqueta Vercher González, Teresa León

• In this talk we deal with infeasible instances of linearly constrained problems.

  We propose an algorithm to repair infeasibility and we illustrate its performance on some portfolio selection problems. Given an infeasible instance the method determines how much the right hand side coefficients must be perturbed in order to attain feasibility.