A User's Manual for SENSUMT: A Penalty Function Computer Program for Solution, Sensitivity Analysis, and Optimal Value Bound Calculation in Parametric Nonlinear Programs

摘要

This manual is intended to serve as a guide for coding, solving, and conducting sensitivity and optimal value bound analysis for parametric nonlinear programming problems with the computer programming model SENSUMT. The basic sensitivity results and bound calculation techniques are briefly reviewed and the algorithms implementing them are presented. A procedure for coding problems for SENSUMT and detailed illustrations of the computer output is included. For completeness, the computer listing and a brief description of all the subroutines comprising SENSUMT, many of which are taken intact from a previously developed program SUMT-Version 4, are also provided. (Author)