An Interior-Point Perspective on Sensitivity Analysis in Semidefinite Programming
DOI10.1287/MOOR.28.4.649.20511zbMATH Open1082.90118OpenAlexW2145810101MaRDI QIDQ5704145FDOQ5704145
Publication date: 11 November 2005
Published in: Mathematics of Operations Research (Search for Journal in Brave)
Full work available at URL: https://hdl.handle.net/1813/9169
sensitivity analysisinterior-point methodsSemidefinite programmingNesterov-Todd directionMonteiro-Zhang family
Linear programming (90C05) Interior-point methods (90C51) Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31)
Cited In (10)
- Matrix Sensitivity Analysis from an Interior Solution of a Linear Program
- Extreme points of well-posed polytopes
- Equivalence of two nondegeneracy conditions for semidefinite programs
- An \(\epsilon\)-sensitivity analysis for semidefinite programming
- Sensitivity analysis in linear programming and semidefinite programming using interior-point methods
- Equivalent conditions for Jacobian nonsingularity in linear symmetric cone programming
- Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension
- Phase recovery, MaxCut and complex semidefinite programming
- A note on semidefinite relaxation for 0-1 quadratic knapsack problems
- A STUDY ON SENSITIVITY ANALYSIS FOR CONVEX QUADRATIC PROGRAMS
Recommendations
- An Interior-Point Method for Semidefinite Programming 👍 👎
- Aspects of semidefinite programming. Interior point algorithms and selected applications 👍 👎
- Interior point techniques in optimization. Complementarity, sensitivity and algorithms 👍 👎
- A general parametric analysis approach and its implication to sensitivity analysis in interior point methods 👍 👎
- Sensitivity analysis in linear programming and semidefinite programming using interior-point methods 👍 👎
- An \(\epsilon\)-sensitivity analysis for semidefinite programming 👍 👎
- A sensitivity result for semidefinite programs. 👍 👎
- An interior-point approach to sensitivity analysis in degenerate linear programs 👍 👎
- An interior-point algorithm for semidefinite least-squares problems. 👍 👎
- An \(\varepsilon\)-sensitivity analysis in the primal-dual interior point method 👍 👎
This page was built for publication: An Interior-Point Perspective on Sensitivity Analysis in Semidefinite Programming
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5704145)
