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I performed an optimization for a formula with 3 inputs and 5 outputs. But I want to perform a sensitivity analysis. I have two questions:

1-I want to know that what is the sensitivity analysis and what is its formulation.

2- Is it related to the optimization results or it is independent from the optimization results?

3-In my optimization problem the input variables (3 inputs) were restricted between the lower bounds and upper bounds. With respect to these bounds, does the sensitivity analyses procedure change?

I would be thankful if you could help me. Regards

Nima
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1 Answers1

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those references may be very useful : 

  Prieur C , Tarantola S . Variance-based sensitivity analysis: theory and estimation al- gorithms. In: Ghanem R, Higdon D, Owhadi H, editors. Springer Handbook on un- certainty quantification. Springer; 2017. p. 1217–39 .

  Sobol I . Sensitivity estimates for non linear mathematical models. Math Model Com- put Exp 1993;1:407–14 .

  Gamboa F , Janon A , Klein T , Lagnoux A . Sensitivity analysis for multidimensional and functional outputs. Electron J Stat 2014;8(1):575–603 .

  Hesterberg T . Estimates and confidence intervals for importance sampling sensitivity analysis. Math Comput Model 1996;23:79–85
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