On sensitivity of central solutions in semidefinite programming (Q5935707)

The authors study the properties of the analytic central path of a semidefinite programming problem under perturbation of the right hand side of the constraints. Then the limiting behavior when the central optimal solution is approached is considered. The primal-dual Slater condition and the strict complementarity condition are supposed to be fullfiled in the whole analysis. On the one hand it is shown that the central path considered as a function of the right hand side of the constraints is not continuous in general, whereas in the linear case this function is Lipschitz continuous. On the other hand it is proved that on the central path any directional derivative with respect to the right hand side of the constraints is bounded, and even converges as the central optimal solution is approached. Finally, an example is presented where the set of the right hand side parameters for which the strict complementarity condition holds is neither open nor closed. This is remarkable since a similar set of these parameter values for which the primal-dual Slater condition holds is always open.