Efficient calculation of optimum design sensitivity

Abstract

Two methods for obtaining the sensitivity of an optimized design to changes in problem parameters are presented. The first-order method uses gradient information to estimate the required sensitivity. The second-order method uses second derivatives of the design objective and constraint functions to provide a quadratic approximation to the new design which results from changing the specified parameter. It is shown that the sensitivity of the optimized design may be discontinuous with respect to the new parameter. This discontinuity is accounted for in the present methods. These methods are compared to a previous approach based on the Kuhn-Tucker necessary conditions for optimality. It is shown that the present methods provide the appropriate sensitivity information in an efficient manner. The methods are demonstrated by a structural synthesis example.