We provide a new perspective on the study of parameterized optimization problems. Our approach combines methods for post-optimal sensitivity analysis and ordinary differential equations to quantify uncertainty in minimizer due uncertain parameters problem. illustrate proposed with simple analytic example an inverse problem governed by advection diffusion equation.

A confidence interval is an interval (i.e., a range of values) estimate of a parameter of a population (e.g., a mean) calculated from a sample drawn from the population. A confidence interval has an associated confidence level, which is frequency with which a calculated confidence interval is expected to contain the population parameter. Confidence intervals are of interest in modeling and simu...