Improved calculation of optimum design sensitivity

Optimum design parameter sensitivity analysis has become an important topic in recent years. The principal reasons for obtaining optimum design sensitivity information with respect to various problem parameters are (l) to predict revised optimum designs, associated with specified perturbations of the problem parameters, without re-optimizing the problem and, (2) to provide sensitivity information in multilevel optimization strategies. Methods for calculating these derivatives were proposed by several authors. The most important drawback in estimating parameter sensitivities by the current methods is that they do not allow for changes in the active constraint set. Changes in the active constraint set produce discontinuities in the optimum design sensitivities, and therefore, a correct formulation has to be cast in terms of directional derivatives. Optimum design parameter sensitivity analysis is addressed in terms of directional derivatives so as to include possible discontinuities and it also presents a method for estimating optimum design sensitivities using finite differences.