Question

Can you use sensitivity analysis for optimization problems? Explain your answer.

Answer 1

• Before optimization — Determine the influence of the parameters of a Simulink model on the output. Use sensitivity analysis to rank parameters in order of influence, and obtain initial guesses for parameters for estimation or optimization.

• After optimization — Test how robust the cost function is to small changes in the values of optimized parameters.

Sensitivity analysis discusses “how” and “how much” changes in the parameters of an optimization problem modify the optimal objective function value and the point where the optimum is attained. Therefore, we can use sensitivity analysis for optimization problems.