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arXiv · 2504.15851

Sensitivity analysis for parametric nonlinear programming: A tutorial

François Pacaud
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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.

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François Pacaud. 2025-04-22. Sensitivity analysis for parametric nonlinear programming: A tutorial. https://arxiv.org/abs/2504.15851

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