SENSITIVITY ANALYSIS FOR NONLINEAR PROGRAMMING USING GENERALIZED REDUCED GRADIENT METHOD

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 .