An Interior-Point Approach to Sensitivity Analysis in Degenerate Linear Programs

E. Alper Yildirim and Michael J. Todd

We consider the interior-point approach to sensitivity analysis in linear programming (LP) developed by the authors. We investigate the quality of the interior-point bounds under degeneracy. In the case of a special degeneracy, we show that these bounds have the same nice relationship with the optimal partition bounds as in the nondegenerate case. We prove a weaker relationship for general degenerate LPs.

Technical Report No. 1268, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NY 14853-3801, December 2000.