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Holder, A.G.
Sturm, J.F.
Zhang, S.
Year of Publication: 
Series/Report no.: 
Tinbergen Institute Discussion Paper 98-003/4
In this paper we consider properties of the central path and the analytic center of the optimalface in the context of parametric linear programming. We first show that if the right-hand sidevector of a standard linear program is perturbed, then the analytic center of the optimal face isone-side differentiable with respect to the perturbation parameter. In that case we also showthat the whole analytic central path shifts in a uniform fashion. When the objective vector isperturbed, we show that the last part of the analytic central pathis tangent to a central path defined on the optimal face of the original problem.
Parametric linear programming
sensitivity analysis
analytic central path
Document Type: 
Working Paper

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