Second-order sensitivity analysis for parametric equilibrium problems in set-valued optimization

2019 ◽  
Vol 53 (4) ◽  
pp. 1245-1260
Author(s):  
Nguyen Le Hoang Anh

In the paper, we first establish relationships between second-order contingent derivatives of a given set-valued map and that of the weak perturbation map. Then, these results are applied to sensitivity analysis for parametric equilibrium problems in set-valued optimization.

2020 ◽  
Vol 37 (02) ◽  
pp. 2050002
Author(s):  
Zhenhua Peng ◽  
Zhongping Wan

In view of the structural advantage of second-order composed derivatives, the purpose of this paper is to analyze quantitatively the behavior of perturbation maps for the first time by using this concept. First, new concepts of the second-order composed adjacent derivative and the second-order composed lower Dini derivative are introduced. Some relationships among the second-order composed contingent derivative, the second-order composed adjacent derivative and the second-order composed lower Dini derivative are discussed. Second, the relationships between second-order composed lower Dini derivable and Aubin property are provided. Third, by virtue of second-order composed contingent derivatives and the above relationships, some results concerning second-order sensitivity analysis are established without the assumption of the locally Lipschitz property or the locally Hölder continuity. Finally, we give some complete characterizations of second-order composed contingent derivatives of the perturbation maps.


2020 ◽  
Vol 37 (04) ◽  
pp. 2040011
Author(s):  
Qilin Wang ◽  
Xiaoyan Zhang

In this paper, we introduce second-order composed radial derivatives of set-valued maps and establish some of its properties. By applying this second-order derivative, we obtain second-order sensitivity results for parametric multi-objective optimization problems under the Benson proper efficiency without assumptions of cone-convexity and Lipschitz continuity. Some of our results improve and derive the recent corresponding ones in the literature.


Author(s):  
Javier Urruzola ◽  
José Manuel Jiménez

Abstract This paper presents a new approach to second order sensitivity analysis of multibody dynamics. Adjoint variables together with direct differentiation are used to derive first- and second-order derivatives of measures of dynamic response with respect to design variables. It is shown that the proposed method can be compared advantageously to the fully adjoint variable method proposed by Haug in terms of simplicity and numerical cost. In order to validate the algorithm, a simple oscillator example proposed by Haug is solved analytically and by the mixed method, with identical results.


Author(s):  
Phạm Lê Bạch Ngọc ◽  
Nguyen Thanh Tung ◽  
Nguyen Huynh Nghia

In the paper, we study the generalized differentiability in set-valued optimization, namely stydying the second-order composed radial derivative of a given set-valued mapping. Inspired by the adjacent cone and the higher-order radial con in Anh NLH et al. (2011), we introduce the second-order composed radial derivative.  Then, its basic properties are investigated and relationships between the second-order compsoed radial derivative of a given set-valued mapping and that of its profile are obtained. Finally, applications of this derivative to sensitivity analysis are studied. In detail, we work on a parametrized set-valued optimization problem concerning Pareto solutions.  Based on the above-mentioned results, we find out sensitivity analysis for Pareto solution mapping of the problem. More precisely, we establish the second-order composed radial derivative for the perturbation mapping (here, the perturbation means the Pareto solution mapping concerning some parameter). Some examples are given to illustrate our results. The obtained results are new and improve the existing ones in the literature.


Author(s):  
V. Calisti ◽  
A. Lebée ◽  
A. A. Novotny ◽  
J. Sokolowski

AbstractThe multiscale elasticity model of solids with singular geometrical perturbations of microstructure is considered for the purposes, e.g., of optimum design. The homogenized linear elasticity tensors of first and second orders are considered in the framework of periodic Sobolev spaces. In particular, the sensitivity analysis of second order homogenized elasticity tensor to topological microstructural changes is performed. The derivation of the proposed sensitivities relies on the concept of topological derivative applied within a multiscale constitutive model. The microstructure is topologically perturbed by the nucleation of a small circular inclusion that allows for deriving the sensitivity in its closed form with the help of appropriate adjoint states. The resulting topological derivative is given by a sixth order tensor field over the microstructural domain, which measures how the second order homogenized elasticity tensor changes when a small circular inclusion is introduced at the microscopic level. As a result, the topological derivatives of functionals for multiscale models can be obtained and used in numerical methods of shape and topology optimization of microstructures, including synthesis and optimal design of metamaterials by taking into account the second order mechanical effects. The analysis is performed in two spatial dimensions however the results are valid in three spatial dimensions as well.


2014 ◽  
Vol 986-987 ◽  
pp. 377-382 ◽  
Author(s):  
Hui Min Gao ◽  
Jian Min Zhang ◽  
Chen Xi Wu

Heuristic methods by first order sensitivity analysis are often used to determine location of capacitors of distribution power system. The selected nodes by first order sensitivity analysis often have virtual high by first order sensitivities, which could not obtain the optimal results. This paper presents an effective method to optimally determine the location and capacities of capacitors of distribution systems, based on an innovative approach by the second order sensitivity analysis and hierarchical clustering. The approach determines the location by the second order sensitivity analysis. Comparing with the traditional method, the new method considers the nonlinear factor of power flow equation and the impact of the latter selected compensation nodes on the previously selected compensation location. This method is tested on a 28-bus distribution system. Digital simulation results show that the reactive power optimization plan with the proposed method is more economic while maintaining the same level of effectiveness.


1986 ◽  
Vol 16 (2) ◽  
pp. 221-224 ◽  
Author(s):  
Donald E. Carlson ◽  
Anne Hoger

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