Abstract / Description of output
We analyze perturbations of the right-hand side and the cost parameters in linear programming (LP) and semidefinite programming (SDP). We obtain tight bounds on the perturbations that allow interior-point method:, to recover feasible and near-optimal solutions in a single interior-point iteration. For the unique. nondegenerate solution case in LP, we show that the bounds obtained using interior-point methods compare nicely with the hounds arising from using the optimal basis. We also present explicit bounds for SDP using the Monteiro-Zhang family of search directions and specialize them to the AHO, H..K..M, and NT directions.
Original language | English |
---|---|
Pages (from-to) | 229-261 |
Number of pages | 33 |
Journal | Mathematical programming |
DOIs | |
Publication status | Published - 1 Apr 2001 |
Keywords / Materials (for Non-textual outputs)
- Sensitivity analysis
- interior point methods
- linear programming
- Semidefinite programming