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