Title
Sensitivity analysis in optimization and reliability problems
Abstract
The paper starts giving the main results that allow a sensitivity analysis to be performed in a general optimization problem, including sensitivities of the objective function, the primal and the dual variables with respect to data. In particular, general results are given for non-linear programming, and closed formulas for linear programming problems are supplied. Next, the methods are applied to a collection of civil engineering reliability problems, which includes a bridge crane, a retaining wall and a composite breakwater. Finally, the sensitivity analysis formulas are extended to calculus of variations problems and a slope stability problem is used to illustrate the methods.
Year
DOI
Venue
2008
10.1016/j.ress.2008.03.010
Reliability Engineering & System Safety
Keywords
DocType
Volume
Failure modes,Non-linear programming,Optimization,Reliability analysis,Safety factors,Sensitivity analysis,Bridge crane design,Retaining wall,Composite breakwaters,Calculus of variations,Slope stability
Journal
93
Issue
ISSN
Citations 
12
0951-8320
24
PageRank 
References 
Authors
1.48
2
3
Name
Order
Citations
PageRank
Enrique Castillo155559.86
Roberto Mínguez2439.56
Carmen Castillo3577.43