An Interior-Point Perspective on Sensitivity Analysis in Semidefinite Programming

DOI10.1287/MOOR.28.4.649.20511MaRDI QIDQ5704145zbMATH OpenOpenAlexFDO

Authors E. Alper Yildirim

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

zbMATH Keywords

interior-point methodsMonteiro-Zhang familyNesterov-Todd directionSemidefinite programmingsensitivity analysis

Mathematics Subject Classification ID

Linear programming (90C05) Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31) Interior-point methods (90C51)

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Cited in

(14)

• Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension
• An -sensitivity analysis for semidefinite programming
• Equivalence of two nondegeneracy conditions for semidefinite programs
• Phase recovery, MaxCut and complex semidefinite programming
• An interior-point approach to sensitivity analysis in degenerate linear programs
• A note on semidefinite relaxation for 0-1 quadratic knapsack problems
• A STUDY ON SENSITIVITY ANALYSIS FOR CONVEX QUADRATIC PROGRAMS
• Extreme points of well-posed polytopes
• Matrix Sensitivity Analysis from an Interior Solution of a Linear Program
• Parametric analysis of semidefinite optimization
• Equivalent conditions for Jacobian nonsingularity in linear symmetric cone programming
• On sensitivity of central solutions in semidefinite programming
• Sensitivity analysis in linear programming and semidefinite programming using interior-point methods
• A limiting analysis on regularization of singular SDP and its implication to infeasible interior-point algorithms

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