Sensitivity Analysis in Quadratic Programming

  • Benjamin Jansen
Part of the Applied Optimization book series (APOP, volume 6)


In this chapter the topic of sensitivity analysis in convex quadratic programming (CQP) is investigated, as an extension of the approach in the previous section. As will become clear, the quadratic case is more involved, but opens a wider area of application.


Sensitivity Analysis Interior Point Quadratic Programming Linear Programming Problem Efficient Frontier 
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Copyright information

© Springer Science+Business Media Dordrecht 1997

Authors and Affiliations

  • Benjamin Jansen
    • 1
  1. 1.Centre for Quantitative Methods CQM B.V.EindhovenThe Netherlands

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