Accession Number : AD0765720

Title :   A Guide to a SUMT-Version 4 Computer Subroutine for Implementing Sensitivity Analysis in Nonlinear Programming,

Corporate Author : GEORGE WASHINGTON UNIV WASHINGTON D C INST FOR MANAGEMENT SCIENCE AND ENGINEERING

Personal Author(s) : Armacost,Robert L. ; Mylander,W. Charles

Report Date : 09 JUL 1973

Pagination or Media Count : 28

Abstract : A computer program is presented which implements a procedure for conducting a sensitivity analysis of a nonlinear programming problem in conjunction with the sequential unconstrained minimization technique for nonlinear programming. The algorithm used in the procedure is also presented. The method of incorporating the sensitivity analysis subroutines in the SUMT-Version 4 computer code is described. The user can direct the code to execute the sensitivity analysis procedure either along the minimizing trajectory or at the final subproblem. Annotated listings and flow charts of the subroutines are included. (Author)

Descriptors :   (*NONLINEAR PROGRAMMING, SENSITIVITY), (*COMPUTER PROGRAMS, NONLINEAR PROGRAMMING), ALGORITHMS, APPROXIMATION(MATHEMATICS)

Subject Categories : Operations Research
      Computer Programming and Software

Distribution Statement : APPROVED FOR PUBLIC RELEASE