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A PENALTY FUNCTION PROCEDURE FOR SENSITIVITY ANALYSIS OF CONCAVE PROGRAMS.
- Source :
- Management Science; Nov74, Vol. 21 Issue 3, p341-347, 7p
- Publication Year :
- 1974
-
Abstract
- Given a concave program, consider its optimal objective value as a function of the right-hand side. The behavior of this optimal response function reflects the sensitivity of the objective value to changes in the right-hand side. A scheme involving the optimization of a penalty function is developed for determining the value and gradient of the optimal response function at points within a region of interest. This scheme is then applied to a simple example to illustrate its potential usefulness. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00251909
- Volume :
- 21
- Issue :
- 3
- Database :
- Complementary Index
- Journal :
- Management Science
- Publication Type :
- Academic Journal
- Accession number :
- 7160174
- Full Text :
- https://doi.org/10.1287/mnsc.21.3.341