The adjoint method for sensitivity analysis is based on exploiting the adjoint identity given an objective functional to derive and solve a set of adjoint equations. The adjoint solution is then used to compute the functional sensitivity with respect to sensitivity parameters.
The control variables parameterize the optimization or sensitivity problem. The objective function and constraint are expressed in the terms of the control variables. In the mathematical and engineering literature, the control variables are sometimes also referred to as
optimization variables, design variables, or
decision variable.
The forward method for sensitivity analysis is based on solving the equations obtained by applying the chain rule of differentiation, with respect to sensitivity parameters, to the original DAEs.
The optimization problem is to find values of the control variables, belonging to a given feasible set, such that the objective function attains its minimum (or maximum) value.
A variable is superbasic if it is not currently at one of its bounds.