Probabilistic optimization via approximate p-efficient points and bundle methods

2017 ◽  
Vol 77 ◽  
pp. 177-193 ◽  
Author(s):  
W. van Ackooij ◽  
V. Berge ◽  
W. de Oliveira ◽  
C. Sagastizábal
Keyword(s):  
Efficient Points ◽  
Bundle Methods ◽  
Probabilistic Optimization

On the problem of probabilistic optimization of time-limited testing

2016 ◽  
Vol 77 (9) ◽  
pp. 1612-1621 ◽  
Author(s):  
A. V. Naumov ◽  
G. A. Mkhitaryan
Keyword(s):  
Probabilistic Optimization ◽  
Limited Testing

Towards a Better Understanding of Modeling Feasibility Robustness in Engineering Design

1999 ◽  
Vol 122 (4) ◽  
pp. 385-394 ◽  
Author(s):  
Xiaoping Du ◽  
Wei Chen
Keyword(s):  
Robust Design ◽  
Optimization Problems ◽  
Practical Significance ◽  
Engineering Practice ◽  
Probabilistic Optimization ◽  
Importance Sampling Method ◽  
Feasibility Evaluation ◽  
Feasibility Robustness ◽  
Computationally Intensive ◽  
Six Sigma Approach

In robust design, it is important not only to achieve robust design objectives but also to maintain the robustness of design feasibility under the effect of variations (or uncertainties). However, the evaluation of feasibility robustness is often a computationally intensive process. Simplified approaches in existing robust design applications may lead to either over-conservative or infeasible design solutions. In this paper, several feasibility-modeling techniques for robust optimization are examined. These methods are classified into two categories: methods that require probability and statistical analyses and methods that do not. Using illustrative examples, the effectiveness of each method is compared in terms of its efficiency and accuracy. Constructive recommendations are made to employ different techniques under different circumstances. Under the framework of probabilistic optimization, we propose to use a most probable point (MPP) based importance sampling method, a method rooted in the field of reliability analysis, for evaluating the feasibility robustness. The advantages of this approach are discussed. Though our discussions are centered on robust design, the principles presented are also applicable for general probabilistic optimization problems. The practical significance of this work also lies in the development of efficient feasibility evaluation methods that can support quality engineering practice, such as the Six Sigma approach that is being widely used in American industry. [S1050-0472(00)00904-1]

scholarly journals Asynchronous level bundle methods

2019 ◽  
Vol 184 (1-2) ◽  
pp. 319-348 ◽  
Author(s):  
Franck Iutzeler ◽  
Jérôme Malick ◽  
Welington de Oliveira
Keyword(s):  
Bundle Methods
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