Concepts and Applications. Engineering Optimization. Fred van Keulen Matthijs Langelaar CLA H21.1 A.vanKeulen@tudelft.nl. Contents. Sensitivity analysis. Sensitivity of system response (state variables). u constant. s i constant. Sensitivity analysis.
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Very easy Terrible*
Moderate As good
as it gets
Lots of work As good
as it gets
Normalized stress constraint
OriginalresidualNonlinear path-independent case
i.e. subtract original residual from new residual.
a) Analytical differentiation (lots of work)
b) Automated differentiation (code generator programs)
c) Finite difference approachDiscrete derivatives
Sensitivity analysis much cheaper than analysis itself!
DifferentiationDiscrete derivative summary
Points of attention