Accession Number:

ADA110545

Title:

Algorithmic Approximation of Optimal Value Differential Stability Bounds in Nonlinear Programming,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CA

Personal Author(s):

Report Date:

1981-08-01

Pagination or Media Count:

27.0

Abstract:

The data needed to calculate the sensitivity to data perturbations of the solution and optimal value of a mathematical program are available as by-products of many solution. Fiacco demonstrated this is developing a penalty function technque for approximating the parameter derivatives of a solution for quite general perturbed non-linear programs. Armacost and Mylander used this to advantage in making available the routine calculation of sensitivity information as part of a computer code for the Sequential Unconstrained Minimization Technique SUMT.

Subject Categories:

  • Theoretical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE