Proceedings of the Korean Society of Precision Engineering Conference (한국정밀공학회:학술대회논문집)
- 2005.10a
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- Pages.464-469
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- 2005
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- 2005-8446(pISSN)
Optimum Sensitivity of Objective Function using Equality Constraint
등제한조건을 이용한 목적함수에 대한 최적민감도
Abstract
Optimum sensitivity analysis (OSA) is the process to find the sensitivity of optimum solution with respect to the parameter in the optimization problem. The prevalent OSA methods calculate the optimum sensitivity as a post-processing. In this research, a simple technique is proposed to obtain optimum sensitivity as a result of the original optimization problem, provided that the optimum sensitivity of objective function is required. The parameters are considered as additional design variables in the original optimization problem. And then, it is endowed with equality constraints to penalize the additional variables. When the optimization problem is solved, the optimum sensitivity of objective function is simultaneously obtained as Lagrange multiplier. Several mathematical and engineering examples are solved to show the applicability and efficiency of the method compared to other OSA ones.