广义既约梯度法解非线性规划问题的灵敏度分析

SENSITIVITY ANALYSIS FOR NONLINEAR PROGRAMMING USING GENERALIZED REDUCED GRADIENT METHOD

  • 摘要: 使用广义既约梯度法(GRG法)解非线性规划问题并进行了灵敏度分析。局部最优解满足二阶充分条件,问题满足非退化假设的前提下,给出带参数问题的局部最优解关于参数的连续性质。在适当的条件下建立了灵敏度信息的估计,并在后面部分中提供了使用GRG算法解非线性规划,产生灵敏度信息的计算过程。

     

    Abstract: A sensitivity analysis for nonlinear programming using generalized reduced gradient method (GRG) is made . The continuity of local solutions for the problems with parameters is established when the solutions satisfy the second order sufficient conditions and the problems meet the non - degeneracy assumptions . Under proper conditions , the estimation of sensitivity information is obtained . Finally , a computational procedure of sensitivity analysis in solving a NLP problem is given .

     

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