Local sensitivity analysis for linear programs based on semismooth equations

zbMATH Open1174.90697MaRDI QIDQ5320533FDOQ5320533

Authors: Liu Yang, Xiaojiao Tong 

Publication date: 22 July 2009

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zbMATH Keywords

sensitivity analysislinear programsKKT systemNCP function

Mathematics Subject Classification ID

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

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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