A general parametric analysis approach and its implication to sensitivity analysis in interior point methods

Mathematical Programming, Series B

Volumn 72, Issue 1, 1996, Pages 65-82

  Monteiro, Renato D C ^a   Mehrotra, Sanjay ^b  

^a Georgia Institute of Technology   (United States)

^b NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Interior point method; Linear programming; Marginal analysis; Parametric analysis; Post optimality; Range analysis; Sensitivity analysis

Indexed keywords

EID: 0002760301     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02592332     Document Type: Article

References (13)

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