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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...
Persistent link: https://www.econbiz.de/10005282021
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...
Persistent link: https://www.econbiz.de/10010324498
In this paper we study the properties of the analytic central path of asemidefinite programming problem under perturbation of a set of inputparameters. Specifically, we analyze the behavior of solutions on the centralpath with respect to changes on the right hand side of the...
Persistent link: https://www.econbiz.de/10010324706
A dual problem for convex generalized fractional programs with no duality gap is presented and it is shown how this dual program can be efficiently solved using a parametric approach. The resulting algorithm can be seen as "dual" to the Dinkelbach-type algorithm for generalized fractional...
Persistent link: https://www.econbiz.de/10005619141
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In this paper we consider optimization problems defined by a quadratic objective function and a finite number of quadratic inequality constraints. Given that the objective function is bounded over the feasible set, we present a comprehensive study of the conditions under which the optimal...
Persistent link: https://www.econbiz.de/10008484076
How to initialize an algorithm to solve an optimization problem is of great theoretical and practical importance. In the simplex method for linear programming this issue is resolved by either the two-phase approach or using the so-called big M technique. In the interior point method, there is a...
Persistent link: https://www.econbiz.de/10008484081