Parametric programming

Parametric programming is a type of mathematical optimization, where the optimization problem is solved as a function of one or multiple parameters.^[1] Developed in parallel to sensitivity analysis, its earliest mention can be found in a thesis from 1952.^[2] Since then, there have been considerable developments for the cases of multiple parameters, presence of integer variables as well as nonlinearities.

^ Gal, Tomas (1995). Postoptimal Analyses, Parametric Programming, and Related Topics: Degeneracy, Multicriteria Decision Making, Redundancy (2nd ed.). Berlin: W. de Gruyter. ISBN 978-3-11-087120-3.
^ Gal, Tomas; Greenberg, Harvey J. (1997). Advances in Sensitivity Analysis and Parametric Programming. International Series in Operations Research & Management Science. Vol. 6. Boston: Kluwer Academic Publishers. doi:10.1007/978-1-4615-6103-3. ISBN 978-0-7923-9917-9.

[1] Gal, Tomas (1995). Postoptimal Analyses, Parametric Programming, and Related Topics: Degeneracy, Multicriteria Decision Making, Redundancy (2nd ed.). Berlin: W. de Gruyter. ISBN 978-3-11-087120-3.

[2] Gal, Tomas; Greenberg, Harvey J. (1997). Advances in Sensitivity Analysis and Parametric Programming. International Series in Operations Research & Management Science. Vol. 6. Boston: Kluwer Academic Publishers. doi:10.1007/978-1-4615-6103-3. ISBN 978-0-7923-9917-9.

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