An Interior-Point Approach to Sensitivity Analysis in Degenerate Linear Programs

We consider the interior-point approach to sensitivity analysis in linear programming developed by the authors. We investigate the quality of the interior-point bounds under degeneracy. In the case of a special degeneracy, we show that these bounds have the same nice asymptotic relationship with the optimal partition bounds as in the nondegenerate case. We prove a weaker relationship for general degenerate linear programs. Key words. sensitivity analysis, degeneracy, interior-point methods, linear programming AMS subject classifications. 90C31,90C51,90C05

• Type: Journal
• Year: 2002
• Where: SIAMJO
• Authors: E. Alper Yildirim, Michael J. Todd
• Keywords: Interior-point Approach, Interior-point Bounds, Linear Programming, SIAMJO 2002