A STUDY ON SENSITIVITY ANALYSIS FOR CONVEX QUADRATIC PROGRAMS

Sungmook Lim ()
Additional contact information
Sungmook Lim: College of Economics and Commerce, Korea University, 208, Seochang-Ri, Jochiwon-Eup, Yeongi-Gun, Chungcheongnam-Do, 339 700, Republic of Korea

Asia-Pacific Journal of Operational Research (APJOR), 2006, vol. 23, issue 04, 439-452

Abstract: We extend the two similar interior-point approaches to sensitivity analysis originally developed for linear programs to those for convex quadratic programs, where the first approach is the ∊-sensitivity analysis and the other is Yildirim and Todd's. We study the relationship between the bounds on perturbation of the input parameters arising from the extension of Yildirim and Todd's approach and those from the ∊-sensitivity analysis. Furthermore, we prove that Yildirim and Todd's bounds are asymptotically the same as the symmetrized optimal tripartition bounds in the case of a special type of nondegeneracy.

Keywords: Convex quadratic programming; sensitivity analysis; interior-point method; ∊-sensitivity analysis (search for similar items in EconPapers)
Date: 2006
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.worldscientific.com/doi/abs/10.1142/S0217595906001078
Access to full text is restricted to subscribers

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wsi:apjorx:v:23:y:2006:i:04:n:s0217595906001078

Ordering information: This journal article can be ordered from

DOI: 10.1142/S0217595906001078

Access Statistics for this article

Asia-Pacific Journal of Operational Research (APJOR) is currently edited by Gongyun Zhao

More articles in Asia-Pacific Journal of Operational Research (APJOR) from World Scientific Publishing Co. Pte. Ltd.
Bibliographic data for series maintained by Tai Tone Lim ().