An Interior-Point Approach to Sensitivity Analysis in Degenerate
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.