On sensitivity of central solutions in semidefinite programming
نویسندگان
چکیده
منابع مشابه
On sensitivity of central solutions in semidefinite programming
In this paper we study the properties of the analytic central path of a semidefinite programming problem under perturbation of the right hand side of the constraints, including the limiting behavior when the central optimal solution, namely the analytic center of the optimal set, is approached. Our analysis assumes the primal-dual Slater condition and the strict complementarity condition. Our f...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2001
ISSN: 0025-5610
DOI: 10.1007/pl00011422