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Parametric sensitivity analysis for optimization problems.
Given a parameterized problem where the objective and/or constraints
depend on parameters p, compute dx*/dp by finite differences:
for each parameter p_j, perturb p_j, re-solve, and compute
(x*(p+h) - x*(p-h)) / (2h).
Author: Moussa Leblouba Date: 8 February 2026 Modified: 2 May 2026
Functionsยง
- compute_
param_ sensitivity - Compute parametric sensitivity of an optimization problem.