sensitivity analysis

An Interior-Point Perspective on Sensitivity Analysis in Semidefinite Programming

  • E. Alper Yildirim
    • Categories Semi-definite Programming Tags , ,

    We study the asymptotic behavior of the interior-point bounds arising from the work of Yildirim and Todd on sensitivity analysis in semidefinite programming in comparison with the optimal partition bounds. For perturbations of the right-hand side vector and the cost matrix, we show that the interior-point bounds evaluated on the central path using the Monteiro-Zhang … Read more

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

  • Michael J. Todd
  • E. Alper Yildirim
    • Categories Linear Programming Tags , ,

    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 … Read more