Simultaneous Primal-Dual Right-Hand-Side Sensitivity Analysis from a Strictly Complementary Solution of a Linear Program

DOI10.1137/S1052623496310333zbMath0997.90045OpenAlexW1966502512MaRDI QIDQ4943938

Publication date: 19 March 2000

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623496310333

zbMATH Keywords

linear programming parametric programming sensitivity analysis optimal partition interior point methods computational economics

Mathematics Subject Classification ID

Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Interior-point methods (90C51) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Sensitivity analysis for optimization problems on manifolds (49Q12)

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