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  2. Sensitivity analysis - Wikipedia

    en.wikipedia.org/wiki/Sensitivity_analysis

    Sensitivity analysis. Sensitivity analysis is the study of how the uncertainty in the output of a mathematical model or system (numerical or otherwise) can be divided and allocated to different sources of uncertainty in its inputs. [1][2] This involves estimating sensitivity indices that quantify the influence of an input or group of inputs on ...

  3. List of optimization software - Wikipedia

    en.wikipedia.org/wiki/List_of_optimization_software

    MIDACO – a software package for numerical optimization based on evolutionary computing. MINTO – integer programming solver using branch and bound algorithm; freeware for personal use. MOSEK – a large scale optimization software. Solves linear, quadratic, conic and convex nonlinear, continuous and integer optimization.

  4. HiGHS optimization solver - Wikipedia

    en.wikipedia.org/wiki/HiGHS_optimization_solver

    Website. www.highs.dev. HiGHS is open-source software to solve linear programming (LP), mixed-integer programming (MIP), and convex quadratic programming (QP) models. [1] Written in C++ and published under an MIT license, HiGHS provides programming interfaces to C, Python, Julia, Rust, JavaScript, Fortran, and C#. It has no external dependencies.

  5. Variance-based sensitivity analysis - Wikipedia

    en.wikipedia.org/wiki/Variance-based_sensitivity...

    Variance-based sensitivity analysis. Variance-based sensitivity analysis (often referred to as the Sobol’ method or Sobol’ indices, after Ilya M. Sobol’) is a form of global sensitivity analysis. [1][2] Working within a probabilistic framework, it decomposes the variance of the output of the model or system into fractions which can be ...

  6. Neyer d-optimal test - Wikipedia

    en.wikipedia.org/wiki/Neyer_d-optimal_test

    Unlike previous methods that have been developed, this method requires the use of a computer program to calculate the test levels. Although not directly related to the test method, the likelihood ratio analysis method is often used to analyze the results of tests conducted with the Neyer D-Optimal test. The combined test and analysis methods ...

  7. AMPL - Wikipedia

    en.wikipedia.org/wiki/AMPL

    AMPL. AMPL (A Mathematical Programming Language) is an algebraic modeling language to describe and solve high-complexity problems for large-scale mathematical computing (e.g. large-scale optimization and scheduling -type problems). [1] It was developed by Robert Fourer, David Gay, and Brian Kernighan at Bell Laboratories.

  8. Monte Carlo method - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_method

    Monte Carlo methods are widely used in engineering for sensitivity analysis and quantitative probabilistic analysis in process design. The need arises from the interactive, co-linear and non-linear behavior of typical process simulations. For example,

  9. OptiY - Wikipedia

    en.wikipedia.org/wiki/OptiY

    Operating system. Windows. Type. Technical computing. License. Proprietary. Website. www .optiy .eu. OptiY is a design environment software that provides modern optimization strategies and state of the art probabilistic algorithms for uncertainty, reliability, robustness, sensitivity analysis, data-mining and meta-modeling.