A general parametric analysis approach and its implication to sensitivity analysis in interior point methods
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Publication:1919814
DOI10.1007/BF02592332zbMath0853.90083MaRDI QIDQ1919814
Sanjay Mehrotra, Renato D. C. Monteiro
Publication date: 28 July 1996
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
sensitivity analysisLU factorizationinterior point methodsparametric analysisaffine scalingmarginal analysisrange analysispost-optimalityalternative geometric approach
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Cites Work
- Convergence behavior of interior-point algorithms
- A brief description of ALPO
- A geometric view of parametric linear programming
- Finding an interior point in the optimal face of linear programs
- Solving symmetric indefinite systems in an interior-point method for linear programming
- Ouelques Precisions Sur Les Prix Marginaux En Programmation Lineaire*
- On Finding Primal- and Dual-Optimal Bases
- Convex Analysis
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