Sensitivity analysis in linear optimization: invariant support set intervals

DOI10.1016/j.ejor.2004.09.058zbMath1079.90132OpenAlexW2009563842WikidataQ58226750 ScholiaQ58226750MaRDI QIDQ2572886

Alireza Ghaffari-Hadigheh, Tamás Terlaky

Publication date: 4 November 2005

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2004.09.058

zbMATH Keywords

Linear optimizationSensitivity analysisParametric optimizationInterior point methodOptimal partition

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05)

Related Items (14)

Sensitivity analysis of linear programming in the presence of correlation among right-hand side parameters or objective function coefficients ⋮ Optimal Information Blending with Measurements in the L² Sphere ⋮ Limit laws for empirical optimal solutions in random linear programs ⋮ Sensitivity analysis in linear semi-infinite programming: perturbing cost and right-hand-side coefficients ⋮ Calmness of the Optimal Value in Linear Programming ⋮ Local smooth representations of parametric semiclosed polyhedra with applications to sensitivity in piecewise linear programs ⋮ Determining type II sensitivity ranges of the fractional assignment problem ⋮ A labeling algorithm for the sensitivity ranges of the assignment problem ⋮ Unnamed Item ⋮ Inverse linear programming with interval coefficients ⋮ Active constraint set invariancy sensitivity analysis in linear optimization ⋮ Support set expansion sensitivity analysis in convex quadratic optimization ⋮ Tolerance analysis in linear systems and linear programming ⋮ Multiparametric linear programming: support set and optimal partition invariancy

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• A Strongly Polynomial Rounding Procedure Yielding a Maximally Complementary Solution for $P_*(\kappa)$ Linear Complementarity Problems
• Simultaneous Primal-Dual Right-Hand-Side Sensitivity Analysis from a Strictly Complementary Solution of a Linear Program

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