Sensitivity and Uncertainty Analysis in Optimization Programs Using an Evolutionary Approach

Authors:
Claudio M. Rocco Sanseverino;A. J. Miller;José Ali Moreno;N. Carrasquero;M. Medina
Affiliations:
-;-;-;-;-
Venue:
IBERAMIA-SBIA '00 Proceedings of the International Joint Conference, 7th Ibero-American Conference on AI: Advances in Artificial Intelligence
Year:
2000

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Methods and Applications of Interval Analysis (SIAM Studies in Applied and Numerical Mathematics) (Siam Studies in Applied Mathematics, 2.)

Methods and Applications of Interval Analysis (SIAM Studies in Applied and Numerical Mathematics) (Siam Studies in Applied Mathematics, 2.)

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Abstract

Many practical problems require the calculation of an optimum (global) according to a general program P. However the model on which the optimal is based may be incomplete in the sense that important uncertainties have not been considered. In order to evaluate the effects of the uncertainty of the parameters, the decision-maker needs to evaluate the range of variation of program P. In this work a two-step evolutionary approach to analyze uncertainties in optimization programs is presented. The proposed approach combines the two proven techniques of Cellular Evolutionary Strategies (CES) and Evolutionary Strategies (ES).