Sensitivity analysis for optimization problems solved by stochastic methods

被引：8

作者：

Takahashi, RHC ^{[1
]}

Ramírez, JA ^{[1
]}

Vasconcelos, JA ^{[1
]}

Saldanha, RR ^{[1
]}

机构：

[1] Univ Fed Minas Gerais, Escola Engn, Dept Elect Engn, BR-31270010 Belo Horizonte, MG, Brazil

来源：

IEEE TRANSACTIONS ON MAGNETICS | 2001年 / 37卷 / 05期

关键词：

electromagnetics; optimization; sensitivity analysis; stochastic methods;

D O I：

10.1109/20.952663

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

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.

引用

页码：3566 / 3569

页数：4

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