Second-order sensitivity analysis in factorable programming: Theory and applications
Second-order sensitivity analysis in factorable programming: Theory and applications
复制标题
可因式规划中的二阶敏感性分析：理论与应用
DOI：
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发表时间：
1988
影响因子：
2.7
通讯作者：
G. McCormick
中科院分区：
文献类型：
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作者：
R. Jackson;G. McCormick
建立了二阶灵敏度分析方法，用于分析约束非线性优化问题的局部解在微摄动情况下的行为。具体地说，给出了涉及三阶张量的公式来计算局部解的分量对问题参数的二阶导数。另外，当问题函数是可因式的时，证明了所得到的张量在本质上是多进的。
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.