Sensitivity analysis for parametric nonlinear programming: A tutorial
Optimization and Control
2025-04-23 v1
Abstract
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.
Cite
@article{arxiv.2504.15851,
title = {Sensitivity analysis for parametric nonlinear programming: A tutorial},
author = {François Pacaud},
journal= {arXiv preprint arXiv:2504.15851},
year = {2025}
}