Sensitivity analysis in optimization and reliability problems Articles uri icon

publication date

  • January 2008


  • 12


  • 93


  • The paper starts giving the main results that allow a sensitivity analysis to be performed in a general optimization problem, including sensitivities of the objective function, the primal and the dual variables with respect to data. In particular, general results are given for non-linear programming, and closed formulas for linear programming problems are supplied. Next, the methods are applied to a collection of civil engineering reliability problems, which includes a bridge crane, a retaining wall and a composite breakwater. Finally, the sensitivity analysis formulas are extended to calculus of variations problems and a slope stability problem is used to illustrate the methods. (copyright) 2008 Elsevier Ltd. All rights reserved.


  • bridge crane design; calculus of variations; composite breakwaters; failure modes; non-linear programming; optimization; probabilistic models; reliability analysis; retaining wall; safety factors; sensitivity analysis; slope stability