Download or read book Sensitivity Analysis for Parametric Non Linear Programming Using Penalty Methods written by Robert L. Armacost and published by . This book was released on 1976 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt: Recently, it has been shown that a class of penalty function algorithms can readily be adapted to generate sensitivity analysis information for a large class of parametric nonlinear programming problems. In particular, estimates of the partial derivatives (with respect to the problem parameters) of the components of a solution vector and the optimal value function have been successfully calculated for a number of nontrivial examples. The approach has been implemented using the well known Sequential Unconstrained Minimization Technique (SUMT) computer program. This paper, a continuation and amplification of a recent paper by Armacost, gives a detailed summary of the significant underlying theoretical results, reviews recent additions to the computer program that include Lagrange multiplier sensitivity calculations, and elaborates on the kind of information that can be generated by further analyzing and interpreting results obtained in applying the techique to a well known inventory model. (Author).

Download or read book Sensitivity Analysis for Nonlinear Programming Using Penalty Methods written by Anthony V. Fiacco and published by . This book was released on 1973 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the paper the author establishes a theoretical basis for using a penalty-function method to estimate sensitivity information (i.e., the partial derivatives) of a local solution and its associated Lagrange multipliers of a large class of nonlinear programming problems with respect to a general parametric variation in the problem functions. The local solution is assumed to satisfy the second order sufficient conditions for a strict minimum. Although theoretically valid for higher order derivatives, tha analysis concentrates on the estimation of the first order (first partial derivative) sensitivity information, which can be explicitly expressed in terms of the problem functions. For greater clarity, the results are given in terms of the mixed logarithmic-barrier quadratic-loss function. However, the approach is clearly applicable to any twice-differentiable penalty-function algorithm. (Author).

Download or read book Second Order Parametric Sensitivity Analysis in NLP and Estimates by Penalty Function Methods written by Robert L. Armacost and published by . This book was released on 1975 with total page 59 pages. Available in PDF, EPUB and Kindle. Book excerpt: Pursuing a number of theoretical results recently obtained by Fiacco, this paper continues the development of a basis for calculating first-order changes in a Kuhn-Tucker triple and second-order changes in the optimal value function of a class of general parametric nonlinear programming problems, with respect to a perturbation of the problem parameters. Exploiting problem structure, specific formulas are derived for calculating the first partial derivatives of a Kuhn-Tucker triple. Approximations to these quantities are obtained in parallel throughout, by way of an associated logarithmic-quadratic penalty function. Applications are indicated.

Download or read book Advances in Sensitivity Analysis and Parametric Programming written by Tomas Gal and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 595 pages. Available in PDF, EPUB and Kindle. Book excerpt: The standard view of Operations Research/Management Science (OR/MS) dichotomizes the field into deterministic and probabilistic (nondeterministic, stochastic) subfields. This division can be seen by reading the contents page of just about any OR/MS textbook. The mathematical models that help to define OR/MS are usually presented in terms of one subfield or the other. This separation comes about somewhat artificially: academic courses are conveniently subdivided with respect to prerequisites; an initial overview of OR/MS can be presented without requiring knowledge of probability and statistics; text books are conveniently divided into two related semester courses, with deterministic models coming first; academics tend to specialize in one subfield or the other; and practitioners also tend to be expert in a single subfield. But, no matter who is involved in an OR/MS modeling situation (deterministic or probabilistic - academic or practitioner), it is clear that a proper and correct treatment of any problem situation is accomplished only when the analysis cuts across this dichotomy.

Download or read book Introduction to Sensitivity and Stability Analysis in Nonlinear Programming written by Fiacco and published by Academic Press. This book was released on 1983-11-02 with total page 381 pages. Available in PDF, EPUB and Kindle. Book excerpt: Introduction to Sensitivity and Stability Analysis in Nonlinear Programming

Download or read book Sensitivity Stability and Parametric Analysis written by Anthony V. Fiacco and published by North Holland. This book was released on 1984 with total page 252 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Sensitivity Analysis in Parametric Nonlinear Programming written by Robert Leo Armacost and published by . This book was released on 1976 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Model Parametric Sensitivity Analysis and Nonlinear Parameter Estimation written by Malamas Caracotsios and published by . This book was released on 1986 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Non Linear Parametric Optimization written by BANK and published by Birkhäuser. This book was released on 2013-12-21 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Mathematical Programming with Data Perturbations II Second Edition written by Fiacco and published by CRC Press. This book was released on 2020-09-24 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents theoretical results, including an extension of constant rank and implicit function theorems, continuity and stability bounds results for infinite dimensional problems, and the interrelationship between optimal value conditions and shadow prices for stable and unstable programs.

Download or read book Parametric Optimization and Approximation written by PARAMETRIC and published by Birkhäuser. This book was released on 2013-11-21 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Computers and Mathematical Programming written by William Wallace White and published by . This book was released on 1978 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Lectures on Global Optimization written by Thomas Frederick Coleman and published by American Mathematical Soc.. This book was released on 2009 with total page 257 pages. Available in PDF, EPUB and Kindle. Book excerpt: A large number of mathematical models in many diverse areas of science and engineering have lead to the formulation of optimization problems where the best solution (globally optimal) is needed. This book covers a small subset of important topics in global optimization with emphasis on theoretical developments and scientific applications.

Download or read book Sensitivity Analysis in Linear Systems written by Assem Deif and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 235 pages. Available in PDF, EPUB and Kindle. Book excerpt: A text surveying perturbation techniques and sensitivity analysis of linear systems is an ambitious undertaking, considering the lack of basic comprehensive texts on the subject. A wide-ranging and global coverage of the topic is as yet missing, despite the existence of numerous monographs dealing with specific topics but generally of use to only a narrow category of people. In fact, most works approach this subject from the numerical analysis point of view. Indeed, researchers in this field have been most concerned with this topic, although engineers and scholars in all fields may find it equally interesting. One can state, without great exaggeration, that a great deal of engineering work is devoted to testing systems' sensitivity to changes in design parameters. As a rule, high-sensitivity elements are those which should be designed with utmost care. On the other hand, as the mathematical modelling serving for the design process is usually idealized and often inaccurately formulated, some unforeseen alterations may cause the system to behave in a slightly different manner. Sensitivity analysis can help the engineer innovate ways to minimize such system discrepancy, since it starts from the assumption of such a discrepancy between the ideal and the actual system.

Download or read book Suggested Research Topics in Sensitivity and Stability Analysis for Semi Infinite Programming Problems written by Anthony V. Fiacco and published by . This book was released on 1990 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt: We suggest several important research topics for semi-infinite programs whose problem functions and index sets contain parameters that are subject to perturbation. These include optimal value and optimal solution sensitivity and stability properties and penalty function approximation techniques. The approaches proposed are a natural carryover from parametric nonlinear programming, with emphasis on practical applicability and computability. Keywords: Semi-infinite programming, Perturbation analysis, Sensitivity analysis, Stability, Parametric non-linear programming, Penalty functions, Mathematical equations. (cp).

Download or read book Mathematical Programming with Data Perturbations written by Anthony V. Fiacco and published by CRC Press. This book was released on 2020-09-24 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents research contributions and tutorial expositions on current methodologies for sensitivity, stability and approximation analyses of mathematical programming and related problem structures involving parameters. The text features up-to-date findings on important topics, covering such areas as the effect of perturbations on the performance of algorithms, approximation techniques for optimal control problems, and global error bounds for convex inequalities.

Download or read book Numerical Methods in Sensitivity Analysis and Shape Optimization written by Emmanuel Laporte and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sensitivity analysis and optimal shape design are key issues in engineering that have been affected by advances in numerical tools currently available. This book, and its supplementary online files, presents basic optimization techniques that can be used to compute the sensitivity of a given design to local change, or to improve its performance by local optimization of these data. The relevance and scope of these techniques have improved dramatically in recent years because of progress in discretization strategies, optimization algorithms, automatic differentiation, software availability, and the power of personal computers. Numerical Methods in Sensitivity Analysis and Shape Optimization will be of interest to graduate students involved in mathematical modeling and simulation, as well as engineers and researchers in applied mathematics looking for an up-to-date introduction to optimization techniques, sensitivity analysis, and optimal design.