An Interior-Point Perspective on Sensitivity Analysis in Semidefinite Programming

DOI10.1287/moor.28.4.649.20511zbMath1082.90118OpenAlexW2145810101MaRDI QIDQ5704145

E. Alper Yıldırım

Publication date: 11 November 2005

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://hdl.handle.net/1813/9169

zbMATH Keywords

sensitivity analysisinterior-point methodsSemidefinite programmingNesterov-Todd directionMonteiro-Zhang family

Mathematics Subject Classification ID

Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31) Linear programming (90C05) Interior-point methods (90C51)

Related Items (8)

Extreme points of well-posed polytopes ⋮ An \(\epsilon\)-sensitivity analysis for semidefinite programming ⋮ Equivalent conditions for Jacobian nonsingularity in linear symmetric cone programming ⋮ Equivalence of two nondegeneracy conditions for semidefinite programs ⋮ Phase recovery, MaxCut and complex semidefinite programming ⋮ Implementation of warm-start strategies in interior-point methods for linear programming in fixed dimension ⋮ A STUDY ON SENSITIVITY ANALYSIS FOR CONVEX QUADRATIC PROGRAMS ⋮ A note on semidefinite relaxation for 0-1 quadratic knapsack problems

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