ISSN:
1436-4646
Keywords:
Second-order sensitivity analysis
;
high-order methods
;
Nth-order derivatives
;
polyads
;
tensors
;
factorable functions
;
nonlinear optimization
;
Lagrangian analysis
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract Second-order sensitivity analysis methods are developed for analyzing the behavior of a local solution to a constrained nonlinear optimization problem when the problem functions are perturbed slightly. Specifically, formulas involving third-order tensors are given to compute second derivatives of components of the local solution with respect to the problem parameters. When in addition, the problem functions are factorable, it is shown that the resulting tensors are polyadic in nature.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01580751
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