Arbeitspapier
Analytic Central Path, Sensitivity Analysis and Parametric Linear Programming
In this paper we consider properties of the central path and the analytic center of the optimalface in the context of parametric linear programming. We first show that if the right-hand sidevector of a standard linear program is perturbed, then the analytic center of the optimal face isone-side differentiable with respect to the perturbation parameter. In that case we also showthat the whole analytic central path shifts in a uniform fashion. When the objective vector isperturbed, we show that the last part of the analytic central pathis tangent to a central path defined on the optimal face of the original problem.
- Sprache
-
Englisch
- Erschienen in
-
Series: Tinbergen Institute Discussion Paper ; No. 98-003/4
- Klassifikation
-
Wirtschaft
- Thema
-
Parametric linear programming
sensitivity analysis
analytic central path
Mathematische Optimierung
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Holder, A.G.
Sturm, J.F.
Zhang, S.
- Ereignis
-
Veröffentlichung
- (wer)
-
Tinbergen Institute
- (wo)
-
Amsterdam and Rotterdam
- (wann)
-
1998
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Holder, A.G.
- Sturm, J.F.
- Zhang, S.
- Tinbergen Institute
Entstanden
- 1998
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