Uniform bounds on the limiting and marginal derivatives of the analytic center solution over a set of normalized weights

DOI10.1016/S0167-6377(99)00073-5zbMath0946.90045OpenAlexW2013414552MaRDI QIDQ1977257

Richard J. Caron, Allen G. Holder

Publication date: 9 May 2000

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6377(99)00073-5

zbMATH Keywords

sensitivity analysisanalytic central pathcomputational economics

Mathematics Subject Classification ID

Nonlinear programming (90C30) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Interior-point methods (90C51)

Related Items

The asymptotic optimal partition and extensions of the nonsubstitution theorem, Analyticity of the central path at the boundary point in semidefinite programming

Cites Work

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• A Surface of Analytic Centers and Primal-Dual Infeasible-Interior-Point Algorithms for Linear Programming
• On the Relationship Between the Curvature Integral and the Complexity of Path-Following Methods in Linear Programming
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