Manual Page for Command >>>> SENSITIVITY


Syntax
>>>> SENSITIVITY: (-)rsens

Parent Command
>>> SELECT

Subcommand
-

Description
This command defines one of the criteria used for automatic parameter selection. It examines the potential of a parameter to reduce the objective function based on the sensitivity coefficient:

dD = |delta S|

where |delta S| is the change of the objective function if the parameter is perturbed by a certain, small value (see command >>> PERTURB).

The sensitivities are normalized to the maximum sensitivity:

omega = dD / dDmax

Those parameters with an omega-value larger than |rsens|, i.e., the most sensitive parameters, are selected. Parameters which are unlikely to significantly reduce the objective function are (temporarily) excluded from the optimization process. If a negative value is given for rsens, the selection criterion is relaxed with each iteration k, and reaches zero for the last iteration max_iter, i.e., all parameters specified in block > PARAMETER are selected for the final step.

rsensk = |rsens| (1 - k/max_iter)

Example
> COMPUTATION
>> OPTION
>>> SELECT parameter automatically every
>>>> : 3 ITERATIONS
>>>> based on the SENSITIVITY criterion with rsens : -0.10
<<<<
<<<
<<

See Also
>>>> ITERATION (s) | >>>> CORRELATION


Back to Command Index

Page updated: July 29, 1997