A new perspective on parameter study of optimization problems

We provide a new perspective on the study of parameterized optimization problems. Our approach combines methods for post-optimal sensitivity analysis and ordinary differential equations to quantify the uncertainty in the minimizer due to uncertain parameters in the optimization problem. We illustrat...

Full description

Saved in:
Bibliographic Details
Published in:Applied mathematics letters 2023-06, Vol.140, p.108548, Article 108548
Main Authors: Alexanderian, Alen, Hart, Joseph, Stevens, Mason
Format: Article
Language:English
Subjects:
Inverse problems
Optimization
Post-optimal sensitivity analysis
Citations: Items that this one cites
Online Access:Get full text
Tags: Add Tag
No Tags, Be the first to tag this record!
Description
Summary:We provide a new perspective on the study of parameterized optimization problems. Our approach combines methods for post-optimal sensitivity analysis and ordinary differential equations to quantify the uncertainty in the minimizer due to uncertain parameters in the optimization problem. We illustrate the proposed approach with a simple analytic example and an inverse problem governed by an advection diffusion equation.
ISSN:0893-9659
1873-5452
DOI:10.1016/j.aml.2022.108548