Comments on ''Generalized support set invariancy sensitivity analysis in linear optimization''
Abstract: Ghaffari-Hadigheh and Terlaky's methodology for finding support set invariancy sensitivity analysis intervals for general form linear optimization problems needs another condition to correctly identifying those intervals. This condition is complementarity condition. We show that this nonlinear complementarity condition can be eliminated by an extra assumption and the auxiliary problems become linear.
Keywords: Parametric optimization, sensitivity
analysis, interior point method, optimal partition, support set
Received: September 2007; Revised: March 2008; Published: July 2008.
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