Work by Robert Kalaba on automated sensitivity analysis

摘要

This paper reviews work by Robert Kalaba on the development of a program NASA for the automated sensitivity analysis of parametrized nonlinear systems over parameter intervals. NASA incorporates a fast and efficient algorithm FEED for higher-order partial derivative evaluation, as well as an adaptive homotopy continuation procedure for obtaining all required initial conditions. Applications are envisioned for fields such as economics and the biological sciences where models tend to be complex and closed-form solutions are difficult to obtain.