Simultaneous Data Perturbations and Analytic Center Convergence

DOI10.1137/S1052623402409319MaRDI QIDQ4651972zbMATH OpenFDO

Authors

Publication date 23 February 2005

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/S1052623402409319

zbMATH Keywords

central pathinterior point methodslinear programmingsensitivity analysis

Mathematics Subject Classification ID

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

Recommendations

• Convergence results of the analytic center estimator
• Convergence of finite difference scheme and analytic data
• scientific article; zbMATH DE number 3966637
• On convergence of simultaneous multipoint approximations
• scientific article; zbMATH DE number 4210028
• Convergence Properties of Infinitesimal Perturbation Analysis Estimates
• Applications of the notion of analytic center in approximation (estimation) problems
• scientific article; zbMATH DE number 4157807
• Convergence of a centering procedure
• Convergence of perturbation analysis estimates for discontinuous sample functions: a general approach

Cited in

(1)

• Marginal And Parametric Analysis Of The Central Optimal Solution

This page was built for publication: Simultaneous Data Perturbations and Analytic Center Convergence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4651972)