An interior-point approach to sensitivity analysis in degenerate linear programs

SIAM Journal on Optimization

Volumn 12, Issue 3, 2002, Pages 692-714

  Yildirim, E Alper ^a   Todd, Michael J ^a  

^a STONY BROOK UNIVERSITY   (United States)

Author keywords

Degeneracy; Interior point methods; Linear programming; Sensitivity analysis

Indexed keywords

EID: 0036351706     PISSN: 10526234     EISSN: None     Source Type: Journal    
DOI: 10.1137/S1052623400382455     Document Type: Article

References (13)

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2. Theory of linear programming
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5. On approximate solutions of systems of linear inequalities
6. Sensitivity analysis in linear programming: Just be careful!
7. An ε-sensitivity analysis in the primal-dual interior point method
8. A general parametric analysis approach and its implication to sensitivity analysis in interior point methods
9. Theory and algorithms for linear optimization: An interior point approach
10. Sensitivity analysis in linear programming and semidefinite programming using interior-point methods