Computational experience in sensitivity analysis for nonlinear programming

DOI10.1007/BF01580247zbMath0284.90074MaRDI QIDQ4770792

Robert L. Armacost, Anthony V. Fiacco

Publication date: 1974

Published in: Mathematical Programming (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04)

Related Items

Sensitivity analysis in economics, Global optimization of multi-parametric MILP problems, Applications of stochastic programming under incomplete information, Second-order sensitivity analysis in factorable programming: Theory and applications, Stochastic programming with incomplete information:a surrey of results on postoptimization and sensitivity analysis, Sensitivity analysis in geometric programming, Perturbed Kuhn-Tucker points and rates of convergence for a class of nonlinear-programming algorithms, The use of augmented lagrangian functions for sensitivity analysis in nonlinear programming, Sensitivity analysis for nonlinear programming using penalty methods, Stability and sensitivity-analysis for stochastic programming, Mixed coordination method for non-linear programming problems with separable structures

Cites Work

• Sensitivity analysis for nonlinear programming using penalty methods
• Penalty function versus non-penalty function methods for constrained nonlinear programming problems
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