A Parametric Sensitivity Analysis for the Solution of Extrema Evaluation Problems via a Dimensionality Reducing Approximation Method

Abstract

This work aims to apply High Dimensional Model Representation (HDMR) to the sensitivity coefficient determination of the solutions of a multivariate extrema problem. The derivations are made for general functional structure and the illustrative applications are related to structures where the resulting extrema equations are matrix eigenvalue problems. (© 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)