An Interior-Point Approach to Sensitivity Analysis in Degenerate Linear Programs

  • Michael J. Todd
  • E. Alper Yildirim
    • Categories Linear Programming Tags , , Short URL: https://optimization-online.org/?p=8546

    We consider the interior-point approach to sensitivity analysis in linear programming (LP) developed by the authors. We investigate the quality of the interior-point bounds under degeneracy. In the case of a special degeneracy, we show that these bounds have the same nice relationship with the optimal partition bounds as in the nondegenerate case. We prove a weaker relationship for general degenerate LPs.

    Citation

    SIAM Journal on Optimization 12 (2002), 692--714. Available electronically at http://www.ams.sunysb.edu/~yildirim