A project Submitted in partial fulfllment of the requirements of the degree of master of science in mathematics
| dc.contributor.advisor | Mitiku, Semu (PhD) | |
| dc.contributor.author | Gizaw, Dejene | |
| dc.date.accessioned | 2018-07-12T11:13:16Z | |
| dc.date.accessioned | 2023-11-04T12:30:46Z | |
| dc.date.available | 2018-07-12T11:13:16Z | |
| dc.date.available | 2023-11-04T12:30:46Z | |
| dc.date.issued | 2014-06 | |
| dc.description.abstract | In this project work a smooth parametric nonlinear optimization problems subject to equality and inequality constraints are considered. Emphasis is given on those conditions under which the optimal solutions are di_erentiable functions of parameters. In theory these conditions are related to regularity conditions and to second order su_cient conditions. The interest in conditions for solution di_erentiability originates in the real-time computation (approximation) of perturbed optimal solutions under parameter changes through _rst order Taylor expansions. We study the explicit formulae and methods for computing for the sensitivity derivatives of the solution vector and the associated multipliers with respect to parameters. We discuss post-optimal evaluations of sensitivity derivatives and their numerical implementation. The purpose of this work is to describe the application of sensitivity analysis to approximate perturbed solutions in view of optimality and admissibility by using Taylor expansion and extend the sensitivity theory to provide a complete map of the optimal solution in the space of varying parameters for the case of multi-parametric quadratic programming(mpQP). Keywords. Nonlinear Optimization, Parametric nonlinear programming, Parametric quadratic programming | en_US |
| dc.identifier.uri | http://etd.aau.edu.et/handle/123456789/8337 | |
| dc.language.iso | en | en_US |
| dc.publisher | Addis Ababa University | en_US |
| dc.subject | Nonlinear Optimization | en_US |
| dc.subject | Parametric Nonlinear Programming | en_US |
| dc.subject | Parametric Quadratic Programming | en_US |
| dc.title | A project Submitted in partial fulfllment of the requirements of the degree of master of science in mathematics | en_US |
| dc.type | Thesis | en_US |