Parametric analysis of semidefinite optimization
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Publication:5207741
DOI10.1080/02331934.2019.1671382zbMATH Open1434.90218arXiv1808.00587OpenAlexW2983117714MaRDI QIDQ5207741FDOQ5207741
Authors: Ali Mohammad Nezhad, Tamás Terlaky 
Publication date: 13 January 2020
Published in: Optimization (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1808.00587
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optimal partitionmaximally complementary solutionnonlinearity intervalparametric semidefinite optimization
Convex programming (90C25) Interior-point methods (90C51) Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31)
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Cited In (7)
- Unifying optimal partition approach to sensitivity analysis in conic optimization
- On the sensitivity of the optimal partition for parametric second-order conic optimization
- Semidefinite programming for approximate maximum likelihood sinusoidal parameter estimation
- On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization
- Two optimal value functions in parametric conic linear programming
- Perturbation analysis of singular semidefinite programs and its applications to control problems
- Parametric conic optimization problems over semidefinite plus nonnegative cone
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