Simultaneous Primal-Dual Right-Hand-Side Sensitivity Analysis from a Strictly Complementary Solution of a Linear Program.
Harvey J. GreenbergPublished in: SIAM J. Optim. (2000)
Keyphrases
- linear program
- primal dual
- sensitivity analysis
- variational inequalities
- linear programming
- linear programming problems
- optimal solution
- simplex method
- mixed integer linear program
- interior point methods
- mixed integer
- interior point algorithm
- search direction
- simplex algorithm
- integer program
- nonlinear programming
- semidefinite programming
- dual formulation
- algorithm for linear programming
- decision variables
- dual feasible
- interior point
- column generation
- quadratic program
- extreme points
- np hard
- convex optimization
- dynamic programming
- quadratic programming
- approximation algorithms
- integer programming
- convex optimization problems
- objective function
- convex programming
- lagrangian relaxation
- duality gap
- convergence rate
- knapsack problem
- lagrange multipliers
- lower bound
- lp relaxation
- semidefinite