A new perspective on parameter study of optimization problems
Optimization and Control
2022-09-26 v1 Numerical Analysis
Numerical Analysis
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.
Cite
@article{arxiv.2209.11580,
title = {A new perspective on parameter study of optimization problems},
author = {Alen Alexanderian and Joseph Hart and Mason Stevens},
journal= {arXiv preprint arXiv:2209.11580},
year = {2022}
}
Comments
7 pages