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

DOI10.1007/BF02592332zbMath0853.90083MaRDI QIDQ1919814

Sanjay Mehrotra, Renato D. C. Monteiro

Publication date: 28 July 1996

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

sensitivity analysisLU factorizationinterior point methodsparametric analysisaffine scalingmarginal analysisrange analysispost-optimalityalternative geometric approach

Mathematics Subject Classification ID

Linear programming (90C05)

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Cites Work

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• A brief description of ALPO
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• Ouelques Precisions Sur Les Prix Marginaux En Programmation Lineaire^*
• On Finding Primal- and Dual-Optimal Bases
• Convex Analysis
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