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An implementation of some implicit function theorems with applications to sensitivity analysis

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Abstract

This paper presents an implementation of some recent results of Bigelow and Shapiro [1]. These implicit function theorems are shown to provide a convenient means of performing certain types of sensitivity analysis, in particular updating the lagrange multipliers, associated with particular classes of problems. As a result we extend the usual sensitivity analysis results to include improving estimates of the effect of changing the right-hand sides of constraints. Examples of chemical equilibrium and entropy maximization models are used to illustrate the results.

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Authors and Affiliations

  1. The Pennsylvania State University, University Park, PA, USA

    J. J. Dinkel & G. A. Kochenberger

Authors
  1. J. J. Dinkel
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  2. G. A. Kochenberger
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Dinkel, J.J., Kochenberger, G.A. An implementation of some implicit function theorems with applications to sensitivity analysis. Mathematical Programming 15, 261–267 (1978). https://doi.org/10.1007/BF01609031

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  • DOI: https://doi.org/10.1007/BF01609031

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