Article ID: | iaor20032519 |
Country: | Canada |
Volume: | 39 |
Issue: | 4 |
Start Page Number: | 394 |
End Page Number: | 415 |
Publication Date: | Nov 2001 |
Journal: | INFOR |
Authors: | Zhang Shuzhong, Sturm Jos F., Holder Allen G. |
Keywords: | programming: parametric |
In this paper, the sensitivity analysis of the parameterized central path is investigated. 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. It is also shown that the marginal derivatives are uniformly bounded. Second, three conditions are presented 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.