Sensitivity of optimum solutions to problem parameters

Abstract

Derivation of the sensitivity equations that yield the sensitivity derivatives directly, which avoids the costly and inaccurate perturb-and-reoptimize approach, is discussed and solvability of the equations is examined. The equations apply to optimum solutions obtained by direct search methods as well as those generated by procedures of the sequential unconstrained minimization technique class. Applications are discussed for the use of the sensitivity derivatives in extrapolation of the optimal objective function and design variable values for incremented parameters, optimization with multiple objectives, and decomposition of large optimization problems.