Local sensitivity analysis for linear programs based on semismooth equations

MaRDI QIDQ5320533zbMATH OpenFDO

Authors Liu Yang, Xiaojiao Tong

Publication date 22 July 2009

zbMATH Keywords

sensitivity analysislinear programsKKT systemNCP function

Mathematics Subject Classification ID

Linear programming (90C05) Sensitivity, stability, parametric optimization (90C31)

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Cited in

(4)

• Sensitivity analysis in linear programming and semidefinite programming using interior-point methods
• Closed formulas in local sensitivity analysis for some classes of linear and non-linear problems
• A united method for sensitivity analysis of the locational marginal price based on the optimal power flow
• A note on local sensitivity analysis for parametric optimization problem

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