What people are saying - Write a review
We haven't found any reviews in the usual places.
New method for Estimating Parameter Sensitivity
5 other sections not shown
Other editions - View all
accuracy active constraints active set changes algorithm parameters BFS update Central Difference Approximations central differencing constraint enters CONSTRAINT EVALUATIONS constraint gradients constraint leaves data file design variables Difference Approximations AP directional derivatives discontinuity discussed dx^dp dxi/dp enters the active equality constraints estimating parameter sensitivities exact line searches extrapolations Fiacco formulation Forward Difference Approximations Hessian approximation Hessian matrix INDEX X(I iterations to solve Kuhn Tucker Method Kuhn-Tucker method Kuhn-Tucker sensitivity equations Lagrange multiplier estimates Lagrangian leaves the active linearly dependent nonlinear programming number of function objective function parameter 2 Kuhn penalty function performed perturbed problem plots problem parameters QP subproblem quadratic quadratic programming relative error AP=0.1 reoptimization RQCRE program RQOPT RQP algorithm RQP method RQP sensitivity algorithm RQSEN system search direction Sensitivities for problem sensitivity analysis sensitivity derivatives set of constraints solution solve the perturbed SR1 update step test problems Tucker Method df/dp Vanderplaats variable metric update variant