Title :
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
fDate :
9/1/2001 12:00:00 AM
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;
Journal_Title :
Magnetics, IEEE Transactions on
