Abstract
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
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