The feasibility of eliminating second derivatives from the input of optimum sensitivity analyses of optimization problems is demonstrated. This elimination restricts the sensitivity analysis to the first-order sensitivity derivatives of the objective function. It is also shown that when a complete first-order sensitivity analysis is performed, second-order sensitivity derivatives of the objective function are available at little additional cost. An expression is derived whose application to linear programming is presented.


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    Titel :

    Optimum sensitivity derivatives of objective functions in nonlinear programming


    Beteiligte:

    Erschienen in:

    Erscheinungsdatum :

    01.06.1983



    Medientyp :

    Sonstige


    Format :

    Keine Angabe


    Sprache :

    Englisch


    Schlagwörter :


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