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An [epsilon]-sensitivity analysis for semidefinite programming

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  • Lim, Sungmook
  • Lee, Sangwook
  • Park, Soondal

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  • Lim, Sungmook & Lee, Sangwook & Park, Soondal, 2005. "An [epsilon]-sensitivity analysis for semidefinite programming," European Journal of Operational Research, Elsevier, vol. 164(2), pages 417-422, July.
    • Handle: RePEc:eee:ejores:v:164:y:2005:i:2:p:417-422
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    References listed on IDEAS

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    1. E. A. Yıldırım, 2003. "An Interior-Point Perspective on Sensitivity Analysis in Semidefinite Programming," Mathematics of Operations Research, INFORMS, vol. 28(4), pages 649-676, November.
    2. Yu. E. Nesterov & M. J. Todd, 1997. "Self-Scaled Barriers and Interior-Point Methods for Convex Programming," Mathematics of Operations Research, INFORMS, vol. 22(1), pages 1-42, February.
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