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 language | English (US) |
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Pages (from-to) | 394-415 |
Number of pages | 22 |
Journal | INFOR |
Volume | 39 |
Issue number | 4 |
DOIs | |
State | Published - Nov 2001 |
Keywords
- Analytic central path
- Parametric linear programming
- Sensitivity analysis