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Article: Sensitivity analysis in parametrised optimization: a geometric exegesis

TitleSensitivity analysis in parametrised optimization: a geometric exegesis
Authors
Issue Date1995
PublisherTaylor & Francis Ltd. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/0020739X.asp
Citation
International Journal of Mathematical Education in Science and Technology, 1995, v. 26 n. 6, p. 920-922 How to Cite?
AbstractThis note explores the geometric properties of the sensitivity theorem in parametrized optimization. Interpreting the analysis in terms of directional derivatives and simple projection, we show that it is possible to explain simply and clearly the subtle reasoning underlying the theorem, that a parameter change and the resulting optimal adjustments in the instruments give rise to a change in the objective function which is exactly equal to the change in the objective function brought about by the parameter change without any change in the instruments.
Persistent Identifierhttp://hdl.handle.net/10722/85686
ISSN
2015 SCImago Journal Rankings: 0.365

 

DC FieldValueLanguage
dc.contributor.authorYeung, DWKen_HK
dc.contributor.authorCheung, MTen_HK
dc.date.accessioned2010-09-06T09:08:01Z-
dc.date.available2010-09-06T09:08:01Z-
dc.date.issued1995en_HK
dc.identifier.citationInternational Journal of Mathematical Education in Science and Technology, 1995, v. 26 n. 6, p. 920-922en_HK
dc.identifier.issn0020-739Xen_HK
dc.identifier.urihttp://hdl.handle.net/10722/85686-
dc.description.abstractThis note explores the geometric properties of the sensitivity theorem in parametrized optimization. Interpreting the analysis in terms of directional derivatives and simple projection, we show that it is possible to explain simply and clearly the subtle reasoning underlying the theorem, that a parameter change and the resulting optimal adjustments in the instruments give rise to a change in the objective function which is exactly equal to the change in the objective function brought about by the parameter change without any change in the instruments.-
dc.languageengen_HK
dc.publisherTaylor & Francis Ltd. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/0020739X.aspen_HK
dc.relation.ispartofInternational Journal of Mathematical Education in Science and Technologyen_HK
dc.rightsPREPRINT This is a preprint of an article whose final and definitive form has been published in the [JOURNAL TITLE] [year of publication] [copyright Taylor & Francis]; [JOURNAL TITLE] is available online at: http://www.informaworld.com/smpp/ with the open URL of your article POSTPRINT This is an Accepted Manuscript of an article published by Taylor & Francis in [JOURNAL TITLE] on [date of publication], available online: http://wwww.tandfonline.com/[Article DOI]-
dc.titleSensitivity analysis in parametrised optimization: a geometric exegesisen_HK
dc.typeArticleen_HK
dc.identifier.openurlhttp://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0020-739X&volume=20&spage=3pp&epage=&date=1995&atitle=Sensitivity+analysis+in+parametrised+optimization:+a+geometric+exegesisen_HK
dc.identifier.emailYeung, DWK: dwkyeung@econ.hku.hken_HK
dc.identifier.emailCheung, MT: tmcheung@hkucc.hku.hken_HK
dc.identifier.authorityCheung, MT=rp01054en_HK
dc.identifier.doi10.1080/0020739950260611-
dc.identifier.hkuros4502en_HK
dc.identifier.volume26-
dc.identifier.issue6-
dc.identifier.spage920-
dc.identifier.epage922-
dc.publisher.placeUnited Kingdom-

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