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High order sensitivity analysis of complex, coupled systems

The Sobieszczanski-Sobieski (1988) algorithm is extended to include second- and higher-order derivatives while retaining the obviation of finite-differencing of the system analysis. This is accomplished by means of a recursive application of the same implicit function theorem as in the original algo...

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Bibliographic Details
Published in:AIAA journal 1990-04, Vol.28 (4), p.756-758
Main Author: Sobieszczanski-Sobieski, Jaroslaw
Format: Article
Language:English
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Summary:The Sobieszczanski-Sobieski (1988) algorithm is extended to include second- and higher-order derivatives while retaining the obviation of finite-differencing of the system analysis. This is accomplished by means of a recursive application of the same implicit function theorem as in the original algorithm. In optimization, the computational cost of the higher-order derivatives is relative to the aggregate cost of analysis together with a repetition of the first-order sensitivity analysis as often as is required to produce the equivalent information by successive linearizations within move limits.
ISSN:0001-1452
1533-385X
DOI:10.2514/3.10458