Template-Type: ReDIF-Paper 1.0
Author-Name: Holder, A.G.
Author-Name-Last: Holder
Author-Name: Sturm, J.F.
Author-Name-Last: Sturm
Author-Name: Zhang, S.
Author-Name-Last: Zhang
Author-Name-First: Shuzhong
Title: Analytic central path, sensitivity analysis and parametric linear programming
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.
Creation-Date: 1998-01-19
File-URL: https://repub.eur.nl/pub/1557/1557_ps.pdf
File-Format: application/pdf
Series: RePEc:ems:eureir
Number: EI 9801
Keywords: Parametric linear programming, analytic central path, sensitivity analysis
Handle: RePEc:ems:eureir:1557