Sensitivity and Approximation in Optimization

SA

Sensitivity Analysis

X Y

dy/dx

Start

System Analysis

Xo

X

new

A

Optimization

Converge

Stop

No

Yes

Min F(X,Y)

SA

Sensitivity Analysis

X Y

dy/dx

Start

System Analysis

Xo

X

new

A

Optimization

Converge

Stop

No

Yes

Min F(X,Y)

Approximation

F=F

0

+ F.(x-x

o

)

Converge

Sensitivity- Based

Approximation usage

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