Analytic Central Path, Sensitivity Analysis and Parametric Linear Programming

A.G. Holder, J.F. Sturm and S. Zhang
Additional contact information
A.G. Holder: University of Colorado at Denver
J.F. Sturm: Erasmus University Rotterdam
S. Zhang: Erasmus University Rotterdam

No 98-003/4, Tinbergen Institute Discussion Papers from Tinbergen Institute

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

Keywords: Parametric linear programming; sensitivity analysis; analytic central path (search for similar items in EconPapers)
Date: 1998-01-09
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Citations: View citations in EconPapers (1)

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