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Optimum Sensitivity of Objective Function Using Equality Constraint

등제한조건을 이용한 목적함수에 대한 최적민감도

  • 신정규 (한양대학교 최적설계신기술연구센터) ;
  • 이상일 (한양대학교 대학원 기계설계학과) ;
  • 박경진 (한양대학교 기계정보경영공학부)
  • Published : 2005.12.01

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.

Keywords

References

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