A Nonlinear Programming Perspective on Sensitivity Calculations for Systems Governed by State Equations

@inproceedings{Lewis1997ANP,
  title={A Nonlinear Programming Perspective on Sensitivity Calculations for Systems Governed by State Equations},
  author={Robert Michael Lewis},
  year={1997}
}
This paper discusses the calculation of sensitivities, or derivatives, for optimization problems involving systems governed by differential equations and other state relations. The subject is examined from the point of view of nonlinear programming, beginning with the analytical structure of the first and second derivatives associated with such problems and the relation of these derivatives to implicit differentiation and equality constrained optimization. We also outline an error analysis of… CONTINUE READING
6 Citations
23 References
Similar Papers

References

Publications referenced by this paper.
Showing 1-10 of 23 references

LEwis, A trust region framework for managing approximation models in engineering optimization

  • R M.
  • Proceedings of the Sixth AIAA/NASA/ISSMO…
  • 1996
1 Excerpt

SYMES, On the relation between the velocity coefficient and boundary value for solutions of the one-dimensional wave equation

  • W.W.R.M. LEWlS
  • Inverse Problems,
  • 1991
1 Excerpt

A variational method for parameter identification

  • R. V. KOHN, B. D. LOWE
  • Mathematical Modelling and Numerical Analysis, 22
  • 1988
1 Excerpt

Generahzed conjugate directions

  • J. E. DENNIS, JR., K. TURNER
  • Journal for Linear Algebra and Applications. 88…
  • 1987
1 Excerpt

MCCORMICK, ed.,Multigrid Methods, Frontiers in Applied Mathematics, Society for Industrial and Applied

  • S F.
  • 1987
1 Excerpt

Review of parameter estimation procedures in groundwater hydrology: The inverse problem

  • W.W.-G. YEn
  • Water Resources Review, 22
  • 1986
1 Excerpt

Similar Papers

Loading similar papers…