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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    Title :

    Optimum sensitivity derivatives of objective functions in nonlinear programming



    Published in:

    Publication date :

    1983-06-01



    Type of media :

    Miscellaneous


    Type of material :

    No indication


    Language :

    English


    Keywords :


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