Publication: A Parametric Sensitivity Analysis for the Solution of Extrema Evaluation Problems via a Dimensionality Reducing Approximation Method
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Publisher
Wiley
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Abstract
AbstractThis 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)
Description
Journal or Series
Applied Numerical Analysis & Computational Mathematics
ISSN
1611-8170
ISBN
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CLOSED
Keywords
Numerical computation of eigenvalues and eigenvectors of matrices, numerical examples, Numerical mathematical programming methods, extrema finding, Nonlinear programming, matrix eigenvalue, high-dimensional model representation, matrix inversion