Sensitivity analysis for optimization problems solved by stochastic methods

Author

Takahashi, R.H.C. ; Ramírez, J.A. ; Vasconcelos, J.A. ; Saldanha, R.R.

Author_Institution

Dept. de Eng. Eletrica, Univ. Federal de Minas Gerais, Belo Horizonte, Brazil

Volume

37

Issue

5

fYear

2001

fDate

9/1/2001 12:00:00 AM

Firstpage

3566

Lastpage

3569

Abstract

The problem of obtaining sensitivity analysis information from optimization stochastic methods is addressed in this work, The sensitivity analysis calculation is obtained using the evaluations of the objective function as samples of the behavior of the objective function in the vicinity of the optimum, A linear optimization problem is formulated for the approximation of a contour surface of the objective function in the vicinity of the optimum, The formulation is applied to TEAM benchmark problems 25 and 22. The results, which are in good agreement with the literature, show the applicability of the formulation in practical optimization problems

Keywords

electromagnetism; optimisation; sensitivity analysis; stochastic processes; contour surface; electromagnetics; linear optimization problem; objective function; optimization problems; sensitivity analysis; stochastic methods; Computational efficiency; Costs; Degradation; Electromagnetic devices; Ellipsoids; Fabrication; Optimization methods; Performance evaluation; Sensitivity analysis; Stochastic processes;

fLanguage

English

Journal_Title

Magnetics, IEEE Transactions on

Publisher

ieee

ISSN

0018-9464

Type

jour

DOI

10.1109/20.952663

Filename

952663