Sensitivity analysis of nonlinear optimization problem via differential equations approach

Abstract EN

In this paper, a new method for obtaining sensitivity information for the parameters of the nonlinear optimization problems (OP)v is presented.

These parameters appear in the objective function as well as the constraints.

This method depends on using differential equations approach for solving nonlinear programming problem with equality and inequality constraints, the behavior for the local solution for slight perturbation of the parameters in the neighborhood of their chosen initial values is presented by using the technique of trajectory continuation.

Finally, an example is given to show the efficiency of the proposed method.