A general parametric analysis approach and its implication to sensitivity analysis in interior point methods
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Publication:1919814
DOI10.1007/BF02592332zbMATH Open0853.90083MaRDI QIDQ1919814FDOQ1919814
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 analysisinterior point methodsLU factorizationaffine scalingparametric analysismarginal analysisrange analysispost-optimalityalternative geometric approach
Cites Work
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- A brief description of ALPO
- Ouelques Precisions Sur Les Prix Marginaux En Programmation Lineaire*
Cited In (11)
- An exact method for balancing efficiency and equity in the liver allocation hierarchy
- An Interior-Point Perspective on Sensitivity Analysis in Semidefinite Programming
- Unifying optimal partition approach to sensitivity analysis in conic optimization
- A Parametric Sensitivity Analysis for the Solution of Extrema Evaluation Problems via a Dimensionality Reducing Approximation Method
- Multiparametric demand transportation problem
- An easy way to teach interior-point methods.
- Geometric measures of convex sets and bounds on problem sensitivity and robustness for conic linear optimization
- Interior Point Methods for Nonlinear Optimization
- Sensitivity analysis in linear semi-infinite programming: perturbing cost and right-hand-side coefficients
- Partitioning multiple objective optimal solutions with applications in radiotherapy design
- The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
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