Template-Type: ReDIF-Paper 1.0
Series: Tinbergen Institute Discussion Papers
Creation-Date: 1998-01-09
Number: 98-003/4
Author-Name: A.G. Holder
Author-Workplace-Name: University of Colorado at Denver
Author-Name: J.F. Sturm
Author-Workplace-Name: Erasmus University Rotterdam
Author-Name: S. Zhang
Author-Workplace-Name: Erasmus University Rotterdam
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 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
File-Url: https://papers.tinbergen.nl/98003.pdf
File-Format: application/pdf
File-Size: 330498 bytes
Handle: RePEc:tin:wpaper:19980003