2025/04/22 by Pacaud, François
#FOS: Mathematics #Optimization and Control (math.OC)
paper · doi:10.48550/arxiv.2504.15851
This tutorial provides an overview of the current state-of-the-art in the sensitivity analysis for nonlinear programming. Building upon the fundamental work of Fiacco, it derives the sensitivity of primal-dual solutions for regular nonlinear programs and explores the extent to which Fiacco's framework can be extended to degenerate nonlinear programs with non-unique dual solutions. The survey ends with a discussion on how to adapt the sensitivity analysis for conic programs and approximate solutions obtained from interior-point algorithms.