On sensitivity of central solutions in semidefinite programming

DOI10.1007/S101070100226MaRDI QIDQ5935707zbMATH OpenFDO

Authors Jos F. Sturm, Shuzhong Zhang

Publication date 11 May 2002

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S101070100226

zbMATH Keywords

analytic central pathcondition numbersemidefinite programming

Mathematics Subject Classification ID

Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31) Interior-point methods (90C51)

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Cited in

(21)

• On parametric semidefinite programming
• Polynomial primal-dual cone affine scaling for semidefinite programming
• Symmetric primal-dual path-following algorithms for semidefinite programming
• A sensitivity result for semidefinite programs.
• A primal-dual interior point method for parametric semidefinite programming problems
• On weighted centers for semidefinite programming
• Conditioning of semidefinite programs
• Conditions for error bounds of linear complementarity problems over second-order cones with pseudomonotonicity
• Analyticity of the central path at the boundary point in semidefinite programming
• Perturbation analysis of singular semidefinite programs and its applications to control problems
• Two optimal value functions in parametric conic linear programming
• An -sensitivity analysis for semidefinite programming
• Condition-measure bounds on the behavior of the central trajectory of a semidefinite program
• A Lipschitzian error bound for convex quadratic symmetric cone programming
• Parametric analysis of semidefinite optimization
• Limiting behavior of the central path in semidefinite optimization
• Marginal And Parametric Analysis Of The Central Optimal Solution
• Parametric conic optimization problems over semidefinite plus nonnegative cone
• Unifying optimal partition approach to sensitivity analysis in conic optimization
• Nonlinear semidefinite programming: sensitivity, convergence, and an application in passive reduced-order modeling
• Robust portfolio selection based on a multi-stage scenario tree

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