Marginal and parametric analysis of the central optimal solution

Allen G. Holder, Jos F. Sturm, Shuzhong Zhang

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Abstract

In this paper we investigate the sensitivity analysis of the parameterized central path. First, a complete marginal analysis of the central optimal solution is developed. This analysis explains the differential properties of the central optimal solution with respect to both the cost coefficients and the right-hand side components. We also show that the marginal derivatives are uniformly bounded. Second, we present three conditions for which the parameterized central path converges. Two of these results allow the difficult situation of simultaneous perturbations in the cost coefficients and right-hand side levels.

Original languageEnglish (US)
Pages (from-to)394-415
Number of pages22
JournalINFOR
Volume39
Issue number4
DOIs
StatePublished - Nov 2001

Bibliographical note

Copyright:
Copyright 2017 Elsevier B.V., All rights reserved.

Keywords

  • Analytic central path
  • Parametric linear programming
  • Sensitivity analysis

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