Introduction to Sensitivity and Stability Analysis in Nonlinear Programming PDF Download

Author: Fiacco
Publisher: Academic Press
ISBN: 0080956718
Category : Computers
Languages : en
Pages : 381

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Book Description
Introduction to Sensitivity and Stability Analysis in Nonlinear Programming

Author: Anthony V. Fiacco
Publisher:
ISBN:
Category : Nonlinear programming
Languages : en
Pages : 367

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Book Description

Author: Makoto Ohsaki
Publisher: Springer Science & Business Media
ISBN: 0387681841
Category : Technology & Engineering
Languages : en
Pages : 276

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Book Description
This book focuses on the optimization of a geometrically-nonlinear structure under stability constraint. It presents a deep insight into optimization-based and computer-assisted stability design of discrete structures. Coverage combines design sensitivity analysis developed in structural optimization and imperfection-sensitivity analysis developed in stability analysis.

Author: Luis A. Godoy
Publisher: CRC Press
ISBN: 9781560328575
Category : Science
Languages : en
Pages : 454

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Book Description
This book gives a unified presentation of the field of stability. Buckling and post-buckling states are studied on the basis of total potential energy of structural systems. Emphasis is placed throughout the text on post-buckling analysis and behaviour. The sensitivity of buckling and post-buckling states to changes in design parameters is also discussed as well as changes due to imperfections and damage.

Author: Mansour Eslami
Publisher: Springer Science & Business Media
ISBN: 366201632X
Category : Technology & Engineering
Languages : en
Pages : 618

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Book Description
This book provides a comprehensive treatment of the development and present state of the theory of sensitivity of dynamic systems. It is intended as a textbook and reference for researchers and scientists in electrical engineering, control and information theory as well as for mathematicians. The extensive and structured bibliography provides an overview of the literature in the field and points out directions for further research.

Author: Agency for Health Care Research and Quality (U.S.)
Publisher: Government Printing Office
ISBN: 1587634236
Category : Medical
Languages : en
Pages : 236

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Book Description
This User’s Guide is a resource for investigators and stakeholders who develop and review observational comparative effectiveness research protocols. It explains how to (1) identify key considerations and best practices for research design; (2) build a protocol based on these standards and best practices; and (3) judge the adequacy and completeness of a protocol. Eleven chapters cover all aspects of research design, including: developing study objectives, defining and refining study questions, addressing the heterogeneity of treatment effect, characterizing exposure, selecting a comparator, defining and measuring outcomes, and identifying optimal data sources. Checklists of guidance and key considerations for protocols are provided at the end of each chapter. The User’s Guide was created by researchers affiliated with AHRQ’s Effective Health Care Program, particularly those who participated in AHRQ’s DEcIDE (Developing Evidence to Inform Decisions About Effectiveness) program. Chapters were subject to multiple internal and external independent reviews. More more information, please consult the Agency website: www.effectivehealthcare.ahrq.gov)

Author: Andrea Saltelli
Publisher: John Wiley & Sons
ISBN: 0471998923
Category : Mathematics
Languages : en
Pages : 515

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Book Description
Sensitivity analysis is used to ascertain how a given model output depends upon the input parameters. This is an important method for checking the quality of a given model, as well as a powerful tool for checking the robustness and reliability of its analysis. The topic is acknowledged as essential for good modelling practice, and is an implicit part of any modelling field. · Offers an accessible introduction to sensitivity analysis · Covers all the latest research · Illustrates concepts with numerous examples, applications and case studies · Includes contributions form the leading researchers active in developing strategies for sensitivity analysis The principles of sensitivity analysis area carefully described, and suitable methods for approaching many types of problems are given. The book introduces the modeller to the entire causal assessment chain, from data to predictions, whilst explaining the impact of source uncertainties and framing assumptions. A 'hitch-hiker's guide' is included to allow the more experienced reader to readily access specific applications. Modellers from a wide range of disciplines, including biostatistics, economics, environmental impact assessment, chemistry and engineering will benefit greatly form the numerous examples and applications.

Author: Sébastien Da Veiga
Publisher: SIAM
ISBN: 1611976693
Category : Mathematics
Languages : en
Pages : 307

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Book Description
This book provides an overview of global sensitivity analysis methods and algorithms, including their theoretical basis and mathematical properties. The authors use a practical point of view and real case studies as well as numerous examples, and applications of the different approaches are illustrated throughout using R code to explain their usage and usefulness in practice. Basics and Trends in Sensitivity Analysis: Theory and Practice in R covers a lot of material, including theoretical aspects of Sobol’ indices as well as sampling-based formulas, spectral methods, and metamodel-based approaches for estimation purposes; screening techniques devoted to identifying influential and noninfluential inputs; variance-based measures when model inputs are statistically dependent (and several other approaches that go beyond variance-based sensitivity measures); and a case study in R related to a COVID-19 epidemic model where the full workflow of sensitivity analysis combining several techniques is presented. This book is intended for engineers, researchers, and undergraduate students who use complex numerical models and have an interest in sensitivity analysis techniques and is appropriate for anyone with a solid mathematical background in basic statistical and probability theories who develops and uses numerical models in all scientific and engineering domains.

Author: Emanuele Borgonovo
Publisher: Springer
ISBN: 3319522590
Category : Business & Economics
Languages : en
Pages : 291

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Book Description
This book is an expository introduction to the methodology of sensitivity analysis of model output. It is primarily intended for investigators, students and researchers that are familiar with mathematical models but are less familiar with the techniques for performing their sensitivity analysis. A variety of sensitivity methods have been developed over the years. This monograph helps the analyst in her/his first exploration of this world. The main goal is to foster the recognition of the crucial role of sensitivity analysis methods as the techniques that allow us to gain insights from quantitative models. Also, exercising rigor in performing sensitivity analysis becomes increasingly relevant both to decision makers and modelers. The book helps the analyst in structuring her/his sensitivity analysis quest properly, so as to obtain the correct answer to the corresponding managerial question. The first part of the book covers Deterministic Methods, including Tornado Diagrams; One-Way Sensitivity Analysis; Differentiation-Based Methods and Local Sensitivity Analysis with Constraints. The second part looks at Probabilistic Methods, including Regression-Based methods, Variance-Based Methods, and Distribution-Based methods. The final section looks at Applications, including capital budgeting, sensitivity analysis in climate change modelling and in the risk assessment of a lunar space mission.

Author: Andrea Saltelli
Publisher: John Wiley & Sons
ISBN: 9780470725177
Category : Mathematics
Languages : en
Pages : 304

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Book Description
Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to controversial themes in domains such as health, the environment or the economy. More stringent standards of proofs are demanded from model-based numbers, especially when these numbers represent potential financial losses, threats to human health or the state of the environment. Quantitative sensitivity analysis is generally agreed to be one such standard. Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications. The book: Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials. Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls. Features numerous exercises and solved problems to help illustrate the applications. Is authored by leading sensitivity analysis practitioners, combining a range of disciplinary backgrounds. Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.