Sensitivity Analysis

Giorgio Giorgi (), Bienvenido Jiménez () and Vicente Novo ()
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Giorgio Giorgi: University of Pavia
Bienvenido Jiménez: National University of Distance Education
Vicente Novo: National University of Distance Education

Chapter Chapter 7 in Basic Mathematical Programming Theory, 2023, pp 225-242 from Springer

Abstract: Abstract An important area of applications of optimality conditions is concerned with questions arising from sensitivity analysis of nonlinear programming problems. In many applications, the objective function f, as well as the constraints $$g_{i},$$ g i , $$i=1,\dots ,m,$$ i = 1 , ⋯ , m , and $$h_{j},$$ h j , $$j=1,\dots ,p,$$ j = 1 , ⋯ , p , may depend also on certain number of parameters. For some of these applications the optimal solution $$x^{*}$$ x ∗ of the unperturbed problem (i.e. with fixed values of the parameters) may be of less interest than its sensitivity with respect to changes in the parameters. In other words, one may ask: how does the solution of the problem change as a function of the changes in the values of the parameters?

Date: 2023
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DOI: 10.1007/978-3-031-30324-1_7

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