A Methodology for Trading-Off Performance and Robustness Under Uncertainty

2005 ◽  
Vol 128 (4) ◽  
pp. 856-863 ◽  
Author(s):  
Zissimos P. Mourelatos ◽  
Jinghong Liang
Keyword(s):  
Design Optimization ◽  
Pareto Frontier ◽  
Mathematical Optimization ◽  
Optimization Method ◽  
Mean Value ◽  
Preference Aggregation ◽  
Efficient Design ◽  
Reliability Based Design ◽  
Advanced Mean Value ◽  
Reliability And Robustness

Mathematical optimization plays an important role in engineering design, leading to greatly improved performance. Deterministic optimization, however, may result in undesired choices because it neglects uncertainty. Reliability-based design optimization (RBDO) and robust design can improve optimization by considering uncertainty. This paper proposes an efficient design optimization method under uncertainty, which simultaneously considers reliability and robustness. A mean performance is traded-off against robustness for a given reliability level of all performance targets. This results in a probabilistic multiobjective optimization problem. Variation is expressed in terms of a percentile difference, which is efficiently computed using the advanced mean value method. A preference aggregation method converts the multiobjective problem to a single-objective problem, which is then solved using an RBDO approach. Indifference points are used to select the best solution without calculating the entire Pareto frontier. Examples illustrate the concepts and demonstrate their applicability.

A Methodology for Trading-Off Performance and Robustness Under Uncertainty

2005 ◽  
Author(s):  
Zissimos P. Mourelatos ◽  
Jinghong Liang
Keyword(s):  
Design Optimization ◽  
Pareto Frontier ◽  
Mathematical Optimization ◽  
Optimization Method ◽  
Mean Value ◽  
Preference Aggregation ◽  
Efficient Design ◽  
Multi Objective ◽  
Reliability Based Design ◽  
Reliability And Robustness

Mathematical optimization plays an important role in engineering design, leading to greatly improved performance. Deterministic optimization however, may result in undesired choices because it neglects uncertainty. Reliability-based design optimization (RBDO) and robust design can improve optimization by considering uncertainty. This paper proposes an efficient design optimization method under uncertainty, which simultaneously considers reliability and robustness. A mean performance is traded-off against robustness for a given reliability level of all performance targets. This results in a probabilistic multi-objective optimization problem. Variation is expressed in terms of a percentile difference, which is efficiently computed using the Advanced Mean Value (AMV) method. A preference aggregation method converts the multi-objective problem to a single-objective problem, which is then solved using an RBDO approach. Indifference points are used to select the best solution without calculating the entire Pareto frontier. Examples illustrate the concepts and demonstrate their applicability.

Design Optimization of Hierarchically Decomposed Multilevel Systems Under Uncertainty

2004 ◽  
Author(s):  
Michael Kokkolaras ◽  
Zissimos P. Mourelatos ◽  
Panos Y. Papalambros
Keyword(s):  
Design Optimization ◽  
Probability Distributions ◽  
Mean Value ◽  
Design Problems ◽  
Propagation Of Uncertainty ◽  
Reliability Based Design ◽  
Multilevel Systems ◽  
Simulation Based Design ◽  
Engine Design ◽  
Advanced Mean Value

This paper presents a methodology for design optimization of decomposed systems in the presence of uncertainties. We extend the analytical target cascading (ATC) formulation to probabilistic design by treating stochastic quantities as random variables and parameters and posing reliability-based design constraints. We model the propagation of uncertainty throughout the multilevel hierarchy of elements that comprise the decomposed system by using the advanced mean value (AMV) method to generate the required probability distributions of nonlinear responses. We utilize appropriate metamodeling techniques for simulation-based design problems. A simple yet illustrative hierarchical bi-level engine design problem is used to demonstrate the proposed methodology.

Hybrid Analysis Method for Reliability-Based Design Optimization

2003 ◽  
Vol 125 (2) ◽  
pp. 221-232 ◽  
Author(s):  
Byeng D. Youn ◽  
Kyung K. Choi ◽  
Young H. Park
Keyword(s):  
Design Optimization ◽  
Mean Value ◽  
Performance Measure ◽  
Equality Constraint ◽  
Probabilistic Constraints ◽  
Probabilistic Constraint ◽  
Reliability Based Design Optimization ◽  
Performance Function ◽  
Reliability Based Design ◽  
Advanced Mean Value

Reliability-based design optimization (RBDO) involves evaluation of probabilistic constraints, which can be done in two different ways, the reliability index approach (RIA) and the performance measure approach (PMA). It has been reported in the literature that RIA yields instability for some problems but PMA is robust and efficient in identifying a probabilistic failure mode in the optimization process. However, several examples of numerical tests of PMA have also shown instability and inefficiency in the RBDO process if the advanced mean value (AMV) method, which is a numerical tool for probabilistic constraint evaluation in PMA, is used, since it behaves poorly for a concave performance function, even though it is effective for a convex performance function. To overcome difficulties of the AMV method, the conjugate mean value (CMV) method is proposed in this paper for the concave performance function in PMA. However, since the CMV method exhibits the slow rate of convergence for the convex function, it is selectively used for concave-type constraints. That is, once the type of the performance function is identified, either the AMV method or the CMV method can be adaptively used for PMA during the RBDO iteration to evaluate probabilistic constraints effectively. This is referred to as the hybrid mean value (HMV) method. The enhanced PMA with the HMV method is compared to RIA for effective evaluation of probabilistic constraints in the RBDO process. It is shown that PMA with a spherical equality constraint is easier to solve than RIA with a complicated equality constraint in estimating the probabilistic constraint in the RBDO process.

Hybrid Analysis Method for Reliability-Based Design Optimization

2001 ◽  
Author(s):  
Kyung K. Choi ◽  
Byeng D. Youn
Keyword(s):  
Design Optimization ◽  
Mean Value ◽  
Performance Measure ◽  
Equality Constraint ◽  
Probabilistic Constraints ◽  
Probabilistic Constraint ◽  
Reliability Based Design Optimization ◽  
Performance Function ◽  
Reliability Based Design ◽  
Advanced Mean Value

Abstract Reliability-Based Design Optimization (RBDO) involves evaluation of probabilistic constraints, which can be done in two different ways, the Reliability Index Approach (RIA) and the Performance Measure Approach (PMA). It has been reported in the literature that RIA yields instability for some problems but PMA is robust and efficient in identifying a probabilistic failure mode in the RBDO process. However, several examples of numerical tests of PMA have also shown instability and inefficiency in the RBDO process if the Advanced Mean Value (AMV) method, which is a numerical tool for probabilistic constraint evaluation in PMA, is used, since it behaves poorly for a concave performance function, even though it is effective for a convex performance function. To overcome difficulties of the AMV method, the Conjugate Mean Value (CMV) method is proposed in this paper for the concave performance function in PMA. However, since the CMV method exhibits the slow rate of convergence for the convex function, it is selectively used for concave-type constraints. That is, once the type of the performance function is identified, either the AMV method or the CMV method can be adaptively used for PMA during the RBDO iteration to evaluate probabilistic constraints effectively. This is referred to as the Hybrid Mean Value (HMV) method. The enhanced PMA with the HMV method is compared to RIA for effective evaluation of probabilistic constraints in the RBDO process. It is shown that PMA with a spherical equality constraint is easier to solve than RIA with a complicated equality constraint in estimating the probabilistic constraint in the RBDO process.

Design Optimization of Hierarchically Decomposed Multilevel Systems Under Uncertainty

2005 ◽  
Vol 128 (2) ◽  
pp. 503-508 ◽  
Author(s):  
Michael Kokkolaras ◽  
Zissimos P. Mourelatos ◽  
Panos Y. Papalambros
Keyword(s):  
Design Optimization ◽  
Uncertainty Propagation ◽  
Mean Value ◽  
Multilevel Systems ◽  
System A ◽  
Engine Design ◽  
Advanced Mean Value ◽  
Mean Value Method ◽  
Propagation Technique ◽  
Bottom To Top

This paper presents a methodology for design optimization of hierarchically decomposed systems under uncertainty. We propose an extended, probabilistic version of the deterministic analytical target cascading (ATC) formulation by treating uncertain quantities as random variables and posing probabilistic design constraints. A bottom-to-top coordination strategy is used for the ATC process. Given that first-order approximations may introduce unacceptably large errors, we use a technique based on the advanced mean value method to estimate uncertainty propagation through the multilevel hierarchy of elements that comprise the decomposed system. A simple yet illustrative hierarchical bilevel engine design problem is used to demonstrate the proposed methodology. The results confirm the applicability of the proposed probabilistic ATC formulation and the accuracy of the uncertainty propagation technique.

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