Document Type
Post-Print
Publication Date
11-2001
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.
Identifier
10.1080/03155986.2001.11732450
Publisher
Taylor & Francis
Repository Citation
Holder, A.G., Sturm, J.F., & Zhang, S. (2001). Marginal and parametric analysis of the central optimal solution. Infor, 39, 394-415. doi:10.1080/03155986.2001.11732450
Publication Information
Infor