Sensitivity analysis in convex quadratic optimization: invariant support set interval

DOI10.1080/02331930412331323854zbMath1087.90074OpenAlexW2067859236WikidataQ58226752 ScholiaQ58226752MaRDI QIDQ5466704

Alireza Ghaffari-Hadigheh, Tamás Terlaky

Publication date: 25 August 2005

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930412331323854

zbMATH Keywords

parametric optimizationsensitivity analysisoptimal partitionquadratic optimizationinterior point methodinvariancy intervalinvariant support set

Mathematics Subject Classification ID

Convex programming (90C25) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Interior-point methods (90C51)

Related Items (4)

Unnamed Item ⋮ Identifying the optimal partition in convex quadratic programming ⋮ Active constraint set invariancy sensitivity analysis in linear optimization ⋮ Support set expansion sensitivity analysis in convex quadratic optimization

Cites Work

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