An ?-sensitivity analysis for semidefinite programming
We extend the concept of ?-sensitivity analysis developed for linear programming to that for semidefinite programming. First, the notion of ?-optimality for a given semidefinite programming problem is defined, and then a generic ?-sensitivity analysis for semidefinite programming is introduced. Based on the definitions, we develop an implementation of the generic ?-sensitivity analysis under perturbations of either the cost parameters or the right-hand side.
?-sensitivity analysis semidefinite programming sensitivity analysis interior-point method