An Interior-Point Approach to Sensitivity Analysis in Degenerate Linear Programs
نویسندگان
چکیده
We consider the interior-point approach to sensitivity analysis in linear programming developed by the authors. We investigate the quality of the interior-point bounds under degeneracy. In the case of a special degeneracy, we show that these bounds have the same nice asymptotic relationship with the optimal partition bounds as in the nondegenerate case. We prove a weaker relationship for general degenerate linear programs.
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عنوان ژورنال:
- SIAM Journal on Optimization
دوره 12 شماره
صفحات -
تاریخ انتشار 2002