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Analytic central path, sensitivity analysis and parametric linear programming

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  • Holder, A.G.
  • Sturm, J.F.
  • Zhang, S.
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    Abstract

    In this paper we consider properties of the central path and the analytic center of the optimal face in the context of parametric linear programming. We first show that if the right-hand side vector of a standard linear program is perturbed, then the analytic center of the optimal face is one-side differentiable with respect to the perturbation parameter. In that case we also show that the whole analytic central path shifts in a uniform fashion. When the objective vector is perturbed, we show that the last part of the analytic central path is tangent to a central path defined on the optimal face of the original problem.

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    File URL: http://hdl.handle.net/1765/1557
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    Bibliographic Info

    Paper provided by Erasmus University Rotterdam, Econometric Institute in its series Econometric Institute Report with number EI 9801.

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    Date of creation: 19 Jan 1998
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    Handle: RePEc:dgr:eureir:1765001557

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    Web page: http://www.few.eur.nl/few

    Related research

    Keywords: sensitivity analysis; Parametric linear programming; analytic central path;

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