Integrated multi-objective robust optimization and sensitivity analysis with irreducible and reducible interval uncertainty

2009 ◽  
Vol 41 (10) ◽  
pp. 889-908 ◽  
Author(s):  
M. Li ◽  
S. Azarm ◽  
N. Williams ◽  
S. Al Hashimi ◽  
A. Almansoori ◽  
...  
Keyword(s):  
Sensitivity Analysis ◽  
Robust Optimization ◽  
Interval Uncertainty ◽  
Multi Objective

scholarly journals Multi-Objective Robust Optimization Using a Postoptimality Sensitivity Analysis Technique: Application to a Wind Turbine Design

2015 ◽  
Vol 137 (1) ◽  
Author(s):  
Weijun Wang ◽  
Stéphane Caro ◽  
Fouad Bennis ◽  
Ricardo Soto ◽  
Broderick Crawford
Keyword(s):  
Sensitivity Analysis ◽  
Robust Optimization ◽  
Wind Turbine ◽  
Optimization Design ◽  
Optimization Problems ◽  
Design Environment ◽  
Multi Objective ◽  
Pareto Ranking ◽  
Analysis Technique ◽  
Robust Optimization Design

Toward a multi-objective optimization robust problem, the variations in design variables (DVs) and design environment parameters (DEPs) include the small variations and the large variations. The former have small effect on the performance functions and/or the constraints, and the latter refer to the ones that have large effect on the performance functions and/or the constraints. The robustness of performance functions is discussed in this paper. A postoptimality sensitivity analysis technique for multi-objective robust optimization problems (MOROPs) is discussed, and two robustness indices (RIs) are introduced. The first one considers the robustness of the performance functions to small variations in the DVs and the DEPs. The second RI characterizes the robustness of the performance functions to large variations in the DEPs. It is based on the ability of a solution to maintain a good Pareto ranking for different DEPs due to large variations. The robustness of the solutions is treated as vectors in the robustness function space (RF-Space), which is defined by the two proposed RIs. As a result, the designer can compare the robustness of all Pareto optimal solutions and make a decision. Finally, two illustrative examples are given to highlight the contributions of this paper. The first example is about a numerical problem, whereas the second problem deals with the multi-objective robust optimization design of a floating wind turbine.

Interval Uncertainty Reduction and Single-Disciplinary Sensitivity Analysis With Multi-Objective Optimization

2009 ◽  
Author(s):  
M. Li ◽  
N. Williams ◽  
S. Azarm
Keyword(s):  
Sensitivity Analysis ◽  
Parameter Uncertainty ◽  
Uncertainty Reduction ◽  
Interval Uncertainty ◽  
Multi Objective Optimization ◽  
Multi Objective ◽  
Limited Budget ◽  
Output Entropy ◽  
Global Uncertainty ◽  
Significant Attention

Sensitivity analysis has received significant attention in engineering design. While sensitivity analysis methods can be global, taking into account all variations, or local, taking into account small variations, they generally identify which uncertain parameters are most important and to what extent their effect might be on design performance. The extant methods do not, in general, tackle the question of which ranges of parameter uncertainty are most important or how to best allocate investments to partial uncertainty reduction in parameters under a limited budget. More specifically, no previous approach has been reported that can handle single-disciplinary multi-output global sensitivity analysis for both a single design and multiple designs under interval uncertainty. Two new global uncertainty metrics, i.e., radius of output sensitivity region and multi-output entropy performance, are presented. With these metrics, a multi-objective optimization model is developed and solved to obtain fractional levels of parameter uncertainty reduction that provide the greatest payoff in system performance for the least amount of “investment”. Two case studies of varying difficulty are presented to demonstrate the applicability of the proposed approach.

Design Improvement by Sensitivity Analysis (DISA) Under Interval Uncertainty Using Multi-Objective Optimization

2009 ◽  
Author(s):  
J. Hamel ◽  
M. Li ◽  
S. Azarm
Keyword(s):  
Sensitivity Analysis ◽  
Interval Uncertainty ◽  
Minimal Amount ◽  
Engineering System ◽  
Objective Functions ◽  
Multi Objective Optimization ◽  
New Approach ◽  
Design Improvement ◽  
Multi Objective ◽  
System A

Uncertainty in the input parameters to an engineering system may not only degrade the system’s performance, but may also cause failure or infeasibility. This paper presents a new sensitivity analysis based approach called Design Improvement by Sensitivity Analysis (DISA). DISA analyzes the interval parameter uncertainty of a system and, using multi-objective optimization, determines an optimal combination of design improvements required to enhance performance and ensure feasibility. This is accomplished by providing a designer with options for both uncertainty reduction and, more importantly, slight design adjustments. The approach can provide improvements to a design of interest that will ensure a minimal amount of variation in the objective functions of the system while also ensuring the engineering feasibility of the system. A two stage sequential framework is used in order to effectively employ metamodeling techniques to approximate the analysis function of an engineering system and greatly increase the computational efficiency of the approach. This new approach has been applied to two engineering examples of varying difficulty to demonstrate its applicability and effectiveness.

A Multi-Objective Robust Optimization Approach Under Interval Uncertainty Based on Kriging and Support Vector Machine

2018 ◽  
Author(s):  
Tingli Xie ◽  
Ping Jiang ◽  
Qi Zhou ◽  
Leshi Shu ◽  
Yang Yang
Keyword(s):  
Support Vector Machine ◽  
Robust Optimization ◽  
Kriging Model ◽  
Interval Uncertainty ◽  
Support Vector ◽  
Optimization Approach ◽  
Multi Objective ◽  
Large Numbers ◽  
Design Alternatives ◽  
Engineering Design Problems

Interval uncertainty can cause uncontrollable variations in the objective and constraint values, which could seriously deteriorate the performance or even change the feasibility of the optimal solutions. Robust optimization is to obtain solutions that are optimal and minimally sensitive to uncertainty. Because large numbers of complex engineering design problems depend on time-consuming simulations, the robust optimization approaches might become computationally intractable. To address this issue, a multi-objective robust optimization approach based on Kriging and support vector machine (MORO-KS) is proposed in this paper. Firstly, the feasible domain of main problem in MORO-KS is iteratively restricted by constraint cuts formed in the subproblem. Secondly, each objective function is approximated by a Kriging model to predict the response value. Thirdly, a Support Vector Machine (SVM) model is constructed to replace all constraint functions classifying design alternatives into two categories: feasible and infeasible. A numerical example and the design optimization of a microaerial vehicle fuselage are adopted to test the proposed MORO-KS approach. Compared with the results obtained from the MORO approach based on Constraint Cuts (MORO-CC), the effectiveness and efficiency of the proposed MORO-KS approach are illustrated.

Design Improvement by Sensitivity Analysis Under Interval Uncertainty Using Multi-Objective Optimization

2010 ◽  
Vol 132 (8) ◽  
Author(s):  
J. Hamel ◽  
M. Li ◽  
S. Azarm
Keyword(s):  
Sensitivity Analysis ◽  
Degrees Of Freedom ◽  
Interval Uncertainty ◽  
Engineering System ◽  
Multi Objective Optimization ◽  
New Approach ◽  
Design Improvement ◽  
Multi Objective ◽  
Original Analysis ◽  
Input Parameters

Uncertainty in the input parameters to an engineering system may not only degrade the system’s performance but may also cause failure or infeasibility. This paper presents a new sensitivity analysis based approach called design improvement by sensitivity analysis (DISA). DISA analyzes the interval uncertainty of input parameters and using multi-objective optimization, determines an optimal combination of design improvements that will ensure a minimal variation in the objective functions of the system, while also ensuring the feasibility. The approach provides a designer with options for both uncertainty reduction and, more importantly, slight design adjustments. A two-stage sequential framework is used that can employ either the original analysis functions or their metamodels to greatly increase the computational efficiency of the approach. This new approach has been applied to two engineering examples of varying difficulty to demonstrate its applicability and effectiveness. The results produced by these examples show the ability of the approach to ensure the feasibility of a preexisting design under interval uncertainty by effectively adjusting available degrees of freedom in the system without the need to completely redesign the system.

A New Hybrid Algorithm for Multi-Objective Robust Optimization With Interval Uncertainty

2015 ◽  
Vol 137 (2) ◽  
Author(s):  
Shuo Cheng ◽  
Jianhua Zhou ◽  
Mian Li
Keyword(s):  
Robust Optimization ◽  
Optimization Problems ◽  
Hybrid Approach ◽  
Interval Uncertainty ◽  
Engineering Optimization ◽  
Objective Functions ◽  
Robust Solutions ◽  
Multi Objective ◽  
And Performance

Uncertainty is a very critical but inevitable issue in design optimization. Compared to single-objective optimization problems, the situation becomes more difficult for multi-objective engineering optimization problems under uncertainty. Multi-objective robust optimization (MORO) approaches have been developed to find Pareto robust solutions. While the literature reports on many techniques in MORO, few papers focus on using multi-objective differential evolution (MODE) for robust optimization (RO) and performance improvement of its solutions. In this article, MODE is first modified and developed for RO problems with interval uncertainty, formulating a new MODE-RO algorithm. To improve the solutions’ quality of MODE-RO, a new hybrid (MODE-sequential quadratic programming (SQP)-RO) algorithm is proposed further, where SQP is incorporated into the procedure to enhance the local search. The proposed hybrid approach takes the advantage of MODE for its capability of handling not-well behaved robust constraint functions and SQP for its fast local convergence. Two numerical and one engineering examples, with two or three objective functions, are tested to demonstrate the applicability and performance of the proposed algorithms. The results show that MODE-RO is effective in solving MORO problems while, on the average, MODE-SQP-RO improves the quality of robust solutions obtained by MODE-RO with comparable numbers of function evaluations.

A multi-objective robust optimization approach for engineering design under interval uncertainty

2018 ◽  
Vol 35 (2) ◽  
pp. 580-603 ◽  
Author(s):  
Qi Zhou ◽  
Xinyu Shao ◽  
Ping Jiang ◽  
Tingli Xie ◽  
Jiexiang Hu ◽  
...  
Keyword(s):  
Robust Optimization ◽  
Engineering Design ◽  
Optimization Problems ◽  
Interval Uncertainty ◽  
Optimization Approach ◽  
Content Type ◽  
Computational Burden ◽  
Multi Objective ◽  
Design Alternatives ◽  
Kriging Metamodel

Purpose Engineering system design and optimization problems are usually multi-objective and constrained and have uncertainties in the inputs. These uncertainties might significantly degrade the overall performance of engineering systems and change the feasibility of the obtained solutions. This paper aims to propose a multi-objective robust optimization approach based on Kriging metamodel (K-MORO) to obtain the robust Pareto set under the interval uncertainty. Design/methodology/approach In K-MORO, the nested optimization structure is reduced into a single loop optimization structure to ease the computational burden. Considering the interpolation uncertainty from the Kriging metamodel may affect the robustness of the Pareto optima, an objective switching and sequential updating strategy is introduced in K-MORO to determine (1) whether the robust analysis or the Kriging metamodel should be used to evaluate the robustness of design alternatives, and (2) which design alternatives are selected to improve the prediction accuracy of the Kriging metamodel during the robust optimization process. Findings Five numerical and engineering cases are used to demonstrate the applicability of the proposed approach. The results illustrate that K-MORO is able to obtain robust Pareto frontier, while significantly reducing computational cost. Practical implications The proposed approach exhibits great capability for practical engineering design optimization problems that are multi-objective and constrained and have uncertainties. Originality/value A K-MORO approach is proposed, which can obtain the robust Pareto set under the interval uncertainty and ease the computational burden of the robust optimization process.

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