Sensitivity analysis in linear programming and semidefinite programming using interior-point methods

DOI10.1007/S101070100215MaRDI QIDQ5935708zbMATH OpenFDO

Authors E. Alper Yildirim, Michael J. Todd

Publication date 26 June 2001

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S101070100215

zbMATH Keywords

cost parametersinterior-point methodlinear programmingperturbationssemidefinite programming

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

(17)

• Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension
• A sensitivity result for semidefinite programs.
• An \(\varepsilon\)-sensitivity analysis in the primal-dual interior point method
• Perturbation analysis of singular semidefinite programs and its applications to control problems
• Two optimal value functions in parametric conic linear programming
• An -sensitivity analysis for semidefinite programming
• Phase recovery, MaxCut and complex semidefinite programming
• Sensitivity analysis in bilevel linear programming
• An interior-point approach to sensitivity analysis in degenerate linear programs
• Maximum divert for planetary landing using convex optimization
• scientific article; zbMATH DE number 764459 (Why is no real title available?)
• Matrix Sensitivity Analysis from an Interior Solution of a Linear Program
• Some observations on the perturbation of the vectors b and c in a linear programming problem.
• Parametric analysis of semidefinite optimization
• An Interior-Point Perspective on Sensitivity Analysis in Semidefinite Programming
• On sensitivity of central solutions in semidefinite programming
• Post-optimality analysis of the optimal solution of a degenerate linear program using a pivoting algorithm

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