β Scribed by Do Hyun Jung; Byung Chai Lee
No coin nor oath required. For personal study only.
Robust optimization problems are newly formulated and an efficient computational scheme is proposed. Both design variables and design parameters are considered as random variables about their nominal values. To ensure the robustness of objective performance, we introduce a new performance index bounding the performance together with a constraint limiting the performance variation. The constraint variations are regulated by considering the probability of feasibility. Each probability constraint is transformed into a subβoptimization problem by the advanced firstβorder second moment (AFOSM) method for computational efficiency. The proposed robust optimization method has the advantages that the mean value and the variation of the performance function are controlled simultaneously and rationally and the secondβorder sensitivity information is not required even in case of gradientβbased optimization process. The suggested method is examined by solving three examples and the results are compared with those for the deterministic case and those available in the literature. Copyright Β© 2002 John Wiley & Sons, Ltd.
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