On the dimension of the set of rim perturbations for optimal partition invariance

SIAM Journal on Optimization

Volumn 9, Issue 1, 1998, Pages 207-216

  Greenberg, Harvey J ^a   Holder, Allen G ^a   Roos, Kees ^b   Terlaky, Tamás ^b  

^a UNIVERSITY OF COLORADO   (United States)

^b DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

Computational economics; Linear programming; Optimal partition; Polyhedral combinatorics; Polyhedron; Quadratic programming

Indexed keywords

EID: 0032245742     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623497316798     Document Type: Article

References (6)

1. A. BERKELAAR, C. ROOS, AND T. TERLAKY, The optimal set and optimal partition approach to linear and quadratic programming, in Advances in Sensitivity Analysis and Parametric Programming, T. Gal and H. Greenberg, eds., Kluwer Academic Publishers, Boston, MA, 1997, Chapter 6.
2. H. GREENBERG, Mathematical Programming Glossary, http://www-math.cudenver.edu/ ~hgreenbe/glossary /glossary.html, 1996.
3. H. GREENBERG, Rim Sensitivity Analysis from an Interior Solution, Technical report CCM 86, Center for Computational Mathematics, Mathematics Department, University of Colorado at Denver, Denver, CO, 1996.
4. B. JANSEN, Interior Point Techniques in Optimization: Complexity, Sensitivity, and Algorithms, Kluwer Academic Publishers, Boston, MA, 1997.
5. O. GÜLER AND Y. YE, Convergence behavior of interior-point algorithms, Math. Programming, 60 (1993), pp. 215-228.
6. C. ROOS, T. TERLAKY, AND J.-P. VIAL, Theory and Algorithms for Linear Optimization: An Interior Point Approach, John Wiley and Sons, Chichester, UK, 1997.