An investigation of new methods for estimating parameter sensitivities

The method proposed for estimating sensitivity derivatives is based on the Recursive Quadratic Programming (RQP) method and in conjunction a differencing formula to produce estimates of the sensitivities. This method is compared to existing methods and is shown to be very competitive in terms of the number of function evaluations required. In terms of accuracy, the method is shown to be equivalent to a modified version of the Kuhn-Tucker method, where the Hessian of the Lagrangian is estimated using the BFS method employed by the RQP algorithm. Initial testing on a test set with known sensitivities demonstrates that the method can accurately calculate the parameter sensitivity