Sensitivity analysis in linear programming and semidefinite programming using interior-point methods.

E. Alper Yildirim Michael J. Todd

Published in: Math. Program. (2001)

Keyphrases

sensitivity analysis
linear programming
semidefinite programming
interior point methods
primal dual
interior point
linear program
semidefinite
linear programming problems
objective function
variational inequalities
np hard
dynamic programming
quadratic programming
optimal solution