Interior Point Techniques in Optimization pp 57-69 | Cite as
Sensitivity Analysis in Quadratic Programming
Chapter
Abstract
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.
Keywords
Sensitivity Analysis Interior Point Quadratic Programming Linear Programming Problem Efficient Frontier
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Copyright information
© Springer Science+Business Media Dordrecht 1997