TY - JOUR
T1 - An ∈-sensitivity analysis for semidefinite programming
AU - Lim, Sungmook
AU - Lee, Sangwook
AU - Park, Soondal
PY - 2005/7/16
Y1 - 2005/7/16
N2 - We extend the concept of ∈-sensitivity analysis developed for linear programming to that for semidefinite programming. First, the notion of ∈-optimality for a given semidefinite programming problem is defined, and then a generic ∈-sensitivity analysis for semidefinite programming is introduced. Based on the definitions, we develop an implementation of the generic ∈-sensitivity analysis under perturbations of either the cost parameters or the right-hand side.
AB - We extend the concept of ∈-sensitivity analysis developed for linear programming to that for semidefinite programming. First, the notion of ∈-optimality for a given semidefinite programming problem is defined, and then a generic ∈-sensitivity analysis for semidefinite programming is introduced. Based on the definitions, we develop an implementation of the generic ∈-sensitivity analysis under perturbations of either the cost parameters or the right-hand side.
KW - ∈-Sensitivity analysis
KW - Interior-point method
KW - Semidefinite programming
KW - Sensitivity analysis
UR - http://www.scopus.com/inward/record.url?scp=10444254611&partnerID=8YFLogxK
U2 - 10.1016/j.ejor.2001.11.001
DO - 10.1016/j.ejor.2001.11.001
M3 - Article
AN - SCOPUS:10444254611
SN - 0377-2217
VL - 164
SP - 417
EP - 422
JO - European Journal of Operational Research
JF - European Journal of Operational Research
IS - 2
ER -