Parametric analysis of semidefinite optimization
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Publication:5207741
Abstract: In this paper, we study parametric analysis of semidefinite optimization problems w.r.t. the perturbation of the objective function. We study the behavior of the optimal partition and optimal set mapping on a so-called nonlinearity interval. Furthermore, we investigate the sensitivity of the approximation of the optimal partition in a nonlinearity interval, which has been recently studied by Mohammad-Nezhad and Terlaky. The approximation of the optimal partition was obtained from a bounded sequence of interior solutions on, or in a neighborhood of the central path. We derive an upper bound on the distance between the approximations of the optimal partitions of the original and perturbed problems. Finally, we examine the theoretical bounds by way of experimentation.
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Cited in
(8)- Unifying optimal partition approach to sensitivity analysis in conic optimization
- Parametric conic optimization problems over semidefinite plus nonnegative cone
- Semidefinite programming for approximate maximum likelihood sinusoidal parameter estimation
- On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization
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