A STUDY ON SENSITIVITY ANALYSIS FOR CONVEX QUADRATIC PROGRAMS

DOI10.1142/S0217595906001078zbMath1202.90248MaRDI QIDQ3421859

Sungmook Lim

Publication date: 8 February 2007

Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

sensitivity analysisinterior-point methodconvex quadratic programming\(\varepsilon\)-sensitivity analysis

Mathematics Subject Classification ID

Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Interior-point methods (90C51)

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Cites Work

• Convergence behavior of interior-point algorithms
• A geometric view of parametric linear programming
• Sensitivity analysis in linear programming: Just be careful!
• The use of the optimal partition in a linear programming solution for postoptimal analysis
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• An Interior-Point Approach to Sensitivity Analysis in Degenerate Linear Programs
• ON THE PROPERTIES OF ∊-SENSITIVITY ANALYSIS FOR LINEAR PROGRAMMING
• An Interior-Point Perspective on Sensitivity Analysis in Semidefinite Programming