Accession Number : ADA110545


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


Corporate Author : RAND CORP SANTA MONICA CA


Personal Author(s) : Hutzler,William P


Full Text : http://www.dtic.mil/get-tr-doc/pdf?AD=ADA110545


Report Date : Aug 1981


Pagination or Media Count : 27


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).


Descriptors :   *ALGORITHMS , *MATHEMATICAL PROGRAMMING , *VALUE , *NONLINEAR PROGRAMMING , OPTIMIZATION , COMPUTATIONS , SENSITIVITY , SEQUENCES , PROBLEM SOLVING , APPROXIMATION(MATHEMATICS) , DATA ACQUISITION , DIFFERENTIAL EQUATIONS , PERTURBATIONS , INFORMATION PROCESSING


Subject Categories : Theoretical Mathematics


Distribution Statement : APPROVED FOR PUBLIC RELEASE