An Interior-Point Approach to Sensitivity Analysis in Degenerate Linear Programs.
E. Alper YildirimMichael J. ToddPublished in: SIAM J. Optim. (2002)
Keyphrases
- sensitivity analysis
- interior point
- linear program
- linear programming
- interior point methods
- primal dual
- linear programming problems
- simplex method
- dynamic programming
- integer program
- column generation
- variational inequalities
- simplex algorithm
- optimal solution
- mixed integer
- np hard
- semidefinite programming
- lp relaxation
- feasible solution
- quadratic programming
- decision variables
- integer programming
- dynamical systems