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

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.


SIAM Journal on Optimization 12 (2002), 692--714. Available electronically at