English, Article edition: A STUDY ON SENSITIVITY ANALYSIS FOR CONVEX QUADRATIC PROGRAMS SUNGMOOK LIM

User activity

Share to:
 
Bookmark: http://trove.nla.gov.au/version/131428
Physical Description
  • article
Language
  • English

Edition details

Title
  • A STUDY ON SENSITIVITY ANALYSIS FOR CONVEX QUADRATIC PROGRAMS
Author
  • SUNGMOOK LIM
Physical Description
  • article
Notes
  • We extend the two similar interior-point approaches to sensitivity analysis originally developed for linear programs to those for convex quadratic programs, where the first approach is the â-sensitivity analysis and the other is Yildirim and Todd's. We study the relationship between the bounds on perturbation of the input parameters arising from the extension of Yildirim and Todd's approach and those from the â-sensitivity analysis. Furthermore, we prove that Yildirim and Todd's bounds are asymptotically the same as the symmetrized optimal tripartition bounds in the case of a special type of nondegeneracy.
  • Convex quadratic programming, sensitivity analysis, interior-point method, â-sensitivity analysis
  • RePEc:wsi:apjorx:v:23:y:2006:i:04:p:439-452
Language
  • English
Contributed by
OAIster

Get this edition

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • Unknown (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment