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作者机构:UNIV FED RIO DE JANEIROCOPPEDEPT SYST ENGN & COMP SCIBR-21945 RIO JANEIROBRAZIL
出 版 物:《APPLIED MATHEMATICS AND OPTIMIZATION》 (应用数学和优化)
年 卷 期:1997年第35卷第2期
页 面:139-144页
核心收录:
学科分类:07[理学] 070104[理学-应用数学] 0701[理学-数学]
主 题:analytic center proximity logarithmic barrier function sensitivity
摘 要:In this work we consider a region R in R(n) given by a finite number of linear inequalities and having nonempty interior. We assume a point x degrees is given, which is close in certain norm to the analytic center of R, and that a new linear inequality is added to those defining R. It is constructively shown how to obtain a perturbation of the right-hand side of this inequality such that the point x degrees is still close, in the same norm, to the analytic center of this perturbed polytope. This fact plays a central role in interior point postoptimality techniques for linear programming involving methods of centers.