Sensitivity analysis in optimization and reliability problems
Author
Abstract
Suggested Citation
DOI: 10.1016/j.ress.2008.03.010
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- E. Castillo & A. J. Conejo & C. Castillo & R. Mínguez & D. Ortigosa, 2006. "Perturbation Approach to Sensitivity Analysis in Mathematical Programming," Journal of Optimization Theory and Applications, Springer, vol. 128(1), pages 49-74, January.
- E. Castillo & A. Conejo & C. Castillo & R. Mínguez, 2007. "Closed formulas in local sensitivity analysis for some classes of linear and non-linear problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(2), pages 355-371, December.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Changcong Zhou & Zhenzhou Lu & Guijie Li, 2013. "A new algorithm for variance-based importance measures and importance kernel sensitivity," Journal of Risk and Reliability, , vol. 227(1), pages 16-27, February.
- Sobey, A.J. & Blake, J.I.R. & Shenoi, R.A., 2013. "Monte Carlo reliability analysis of tophat stiffened composite plate structures under out of plane loading," Reliability Engineering and System Safety, Elsevier, vol. 110(C), pages 41-49.
- Hao, Wenrui & Lu, Zhenzhou & Tian, Longfei, 2012. "Importance measure of correlated normal variables and its sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 99(C), pages 151-160.
- Hao, Wenrui & Lu, Zhenzhou & Wei, Pengfei, 2013. "Uncertainty importance measure for models with correlated normal variables," Reliability Engineering and System Safety, Elsevier, vol. 112(C), pages 48-58.
- Zhang, Xufang & Pandey, Mahesh D., 2014. "An effective approximation for variance-based global sensitivity analysis," Reliability Engineering and System Safety, Elsevier, vol. 121(C), pages 164-174.
- Li, Luyi & Lu, Zhenzhou & Hu, JiXiang, 2014. "A new kind of regional importance measure of the input variable and its state dependent parameter solution," Reliability Engineering and System Safety, Elsevier, vol. 128(C), pages 1-16.
- Li, Luyi & Lu, Zhenzhou, 2013. "Importance analysis for models with correlated variables and its sparse grid solution," Reliability Engineering and System Safety, Elsevier, vol. 119(C), pages 207-217.
- Kim, Taeyong & Song, Junho, 2018. "Generalized Reliability Importance Measure (GRIM) using Gaussian mixture," Reliability Engineering and System Safety, Elsevier, vol. 173(C), pages 105-115.
- Zhai, Qingqing & Yang, Jun & Xie, Min & Zhao, Yu, 2014. "Generalized moment-independent importance measures based on Minkowski distance," European Journal of Operational Research, Elsevier, vol. 239(2), pages 449-455.
- Michael K. McWilliam & Antariksh C. Dicholkar & Frederik Zahle & Taeseong Kim, 2022. "Post-Optimum Sensitivity Analysis with Automatically Tuned Numerical Gradients Applied to Swept Wind Turbine Blades," Energies, MDPI, vol. 15(9), pages 1-19, April.
- Luyi Li & Zhenzhou Lu, 2016. "A new algorithm for importance analysis of the inputs with distribution parameter uncertainty," International Journal of Systems Science, Taylor & Francis Journals, vol. 47(13), pages 3065-3077, October.
- Yishang Zhang & Yongshou Liu & Xufeng Yang & Bin Zhao, 2015. "An efficient Kriging method for global sensitivity of structural reliability analysis with non-probabilistic convex model," Journal of Risk and Reliability, , vol. 229(5), pages 442-455, October.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Enrique Castillo & Roberto Mínguez & Antonio Conejo & Beatriz Pérez & Oscar Fontenla, 2013. "Estimating the parameters of a fatigue model using Benders’ decomposition," Annals of Operations Research, Springer, vol. 210(1), pages 309-331, November.
- Mak, Davye & Choeum, Daranith & Choi, Dae-Hyun, 2020. "Sensitivity analysis of volt-VAR optimization to data changes in distribution networks with distributed energy resources," Applied Energy, Elsevier, vol. 261(C).
- Enrique Castillo & Inmaculada Gallego & José Ureña & José Coronado, 2009. "Timetabling optimization of a single railway track line with sensitivity analysis," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(2), pages 256-287, December.
- Castillo, Enrique & Menéndez, José María & Sánchez-Cambronero, Santos, 2008. "Predicting traffic flow using Bayesian networks," Transportation Research Part B: Methodological, Elsevier, vol. 42(5), pages 482-509, June.
- Michael K. McWilliam & Antariksh C. Dicholkar & Frederik Zahle & Taeseong Kim, 2022. "Post-Optimum Sensitivity Analysis with Automatically Tuned Numerical Gradients Applied to Swept Wind Turbine Blades," Energies, MDPI, vol. 15(9), pages 1-19, April.
- Vasnev, Andrey L., 2010. "Sensitivity of GLS estimators in random effects models," Journal of Multivariate Analysis, Elsevier, vol. 101(5), pages 1252-1262, May.
- Gürkan, G. & Ozdemir, O. & Smeers, Y., 2013. "Generation Capacity Investments in Electricity Markets : Perfect Competition," Discussion Paper 2013-045, Tilburg University, Center for Economic Research.
- Huang, Chunyi & Zhang, Mingzhi & Wang, Chengmin & Xie, Ning & Yuan, Zhao, 2022. "An interactive two-stage retail electricity market for microgrids with peer-to-peer flexibility trading," Applied Energy, Elsevier, vol. 320(C).
- Roberto Mínguez & Antonio Conejo & Enrique Castillo, 2013. "Optimal engineering design via Benders’ decomposition," Annals of Operations Research, Springer, vol. 210(1), pages 273-293, November.
- Sankaranarayanan, Sriram & Feijoo, Felipe & Siddiqui, Sauleh, 2018. "Sensitivity and covariance in stochastic complementarity problems with an application to North American natural gas markets," European Journal of Operational Research, Elsevier, vol. 268(1), pages 25-36.
- Gürkan, G. & Ozdemir, O. & Smeers, Y., 2013. "Generation Capacity Investments in Electricity Markets : Perfect Competition," Other publications TiSEM 97828b2c-3630-4b66-8ac9-f, Tilburg University, School of Economics and Management.
- E. Castillo & A. Conejo & C. Castillo & R. Mínguez, 2007. "Closed formulas in local sensitivity analysis for some classes of linear and non-linear problems," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 15(2), pages 355-371, December.
More about this item
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;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:93:y:2008:i:12:p:1788-1800. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.