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Sensitivity analysis in optimization and reliability problems

Enrique Castillo, Mínguez, Roberto and Carmen Castillo

Reliability Engineering and System Safety, 2008, vol. 93, issue 12, 1788-1800

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.

Keywords: Failure modes; Non-linear programming; Optimization; Reliability analysis; Safety factors; Sensitivity analysis; Bridge crane design; Retaining wall; Composite breakwaters; Calculus of variations; Slope stability (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (13)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:93:y:2008:i:12:p:1788-1800

DOI: 10.1016/j.ress.2008.03.010

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