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

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 1996 English Publisher:Springer Science and Business Media LLCJournal:Mathematical Programming, volume 72, pages 65-82 (issn: 0025-5610, eissn: 1436-4646,

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Authors: Renato D. C. Monteiro; Sanjay Mehrotra;

doi: 10.1007/bf02592332

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

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Abstract

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Related Organizations

Georgia Institute of Technology
United States
Northwestern University
United States
NORTHWESTERN UNIVERSITY
United States

Keywords

post-optimality, affine scaling, sensitivity analysis, interior point methods, range analysis, Linear programming, LU factorization, alternative geometric approach, parametric analysis, marginal analysis

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