A new perspective on parameter study of optimization problems

2022/09/23 by Alen Alexanderian, Alexanderian, Alen, Joseph Hart +3 · 1 citation
Decision Sciences · #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design

paper · pdf · doi:10.48550/arxiv.2209.11580

openalex publication_date 2022/09/23 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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.

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