Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9663818 | European Journal of Operational Research | 2005 | 6 Pages |
Abstract
We extend the concept of ϵ-sensitivity analysis developed for linear programming to that for semidefinite programming. First, the notion of ϵ-optimality for a given semidefinite programming problem is defined, and then a generic ϵ-sensitivity analysis for semidefinite programming is introduced. Based on the definitions, we develop an implementation of the generic ϵ-sensitivity analysis under perturbations of either the cost parameters or the right-hand side.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Sungmook Lim, Sangwook Lee, Soondal Park,