Structural optimization of uncertain dynamical systems considering mixed-design variables

In this paper attention is directed to the reliability-based optimization of uncertain structural systems under stochastic excitation involving discrete-continuous sizing type of design variables. The reliability-based optimization problem is formulated as the minimization of an objective function subject to multiple reliability constraints. The probability that design conditions are satisfied within a given time interval is used as a measure of system reliability. The problem is solved by a sequential approximate optimization strategy cast into the framework of conservative convex and separable approximations. To this end, the objective function and the reliability constraints are approximated by using a hybrid form of linear, reciprocal and quadratic approximations. The approximations are combined with an effective sensitivity analysis of the reliability constraints in order to generate explicit expressions of the constraints in terms of the design variables. The explicit approximate sub-optimization problems are solved by an appropriate discrete optimization technique. The optimization scheme exhibits monotonic convergence properties. Two numerical examples showing the effectiveness of the approach reported herein are presented.     

Decoupled approach to multidisciplinary design optimization under uncertainty

We propose solution methods for multidisciplinary design optimization (MDO) under uncertainty. This is a class of stochastic optimization problems that engineers are often faced with in a realistic design process of complex systems. Our approach integrates solution methods for reliability-based design optimization (RBDO) with solution methods for deterministic MDO problems. The integration is enabled by the use of a deterministic equivalent formulation and the first order Taylor’s approximation in these RBDO methods. We discuss three specific combinations: the RBDO methods with the multidisciplinary feasibility method, the all-at-once method, and the individual disciplinary feasibility method. Numerical examples are provided to demonstrate the procedure. Anukal Chiralaksanakul is currently a full-time lecturer in the Graduate School of Business Administration at National Institute of Development Administration (NIDA), Bangkok, Thailand.     

Structural reliability optimization using an efficient safety index calculation procedure

The objective of this paper is to conduct reliability-based structural optimization in a multidisciplinary environment. An efficient reliability analysis is developed by expanding the limit functions in terms of intermediate design variables. The design constraints are approximated using multivariate splines in searching for the optimum. The reduction in computational cost realized in safety index calculation and optimization are demonstrated through several structural problems. This paper presents safety index computation, analytical sensitivity analysis of reliability constraints and optimization using truss, frame and plate examples.     

An uncertain multidisciplinary design optimization method using interval convex models

This article proposes an uncertain multi-objective multidisciplinary design optimization methodology, which employs the interval model to represent the uncertainties of uncertain-but-bounded parameters. The interval number programming method is applied to transform each uncertain objective function into two deterministic objective functions, and a satisfaction degree of intervals is used to convert both the uncertain inequality and equality constraints to deterministic inequality constraints. In doing so, an unconstrained deterministic optimization problem will be constructed in association with the penalty function method. The design will be finally formulated as a nested three-loop optimization, a class of highly challenging problems in the area of engineering design optimization. An advanced hierarchical optimization scheme is developed to solve the proposed optimization problem based on the multidisciplinary feasible strategy, which is a well-studied method able to reduce the dimensions of multidisciplinary design optimization problems by using the design variables as independent optimization variables. In the hierarchical optimization system, the non-dominated sorting genetic algorithm II, sequential quadratic programming method and Gauss–Seidel iterative approach are applied to the outer, middle and inner loops of the optimization problem, respectively. Typical numerical examples are used to demonstrate the effectiveness of the proposed methodology.     

IMMUNE NETWORK SIMULATION WITH MULTIOBJECTIVE GENETIC ALGORITHMS FOR MULTIDISCIPLINARY DESIGN OPTIMIZATION

The paper presents a method called MOGA-INS for Multidisciplinary Design Optimization (MDO) of systems that involve multiple competing objectives with a mix of continuous and discrete variables. The method is based on the Immune Network Simulation ( INS) approach that has been extended by combining it with a Multi-Objective Genetic Algorithm ( MOGA). MOGA obtains Pareto solutions for multiple objective optimization problems in an all-at-once manner. INS provides a coordination strategy for subsystems in MDO to interact and is naturally suited for genetic algorithm-based optimization methods. The MOGA-INS method is demonstrated with a speed-reducer example, formulated as a two-level two-objective design optimization problem.     

Reliability-based design optimization with frequency constraints using a new safest point approach

In the reliability-based design optimization (RBDO) model, the mean values of uncertain variables are usually applied as design variables, and the cost is optimized subject to prescribed probabilistic constraints as defined by a nonlinear mathematical programming problem. Therefore, an RBDO solution that reduces the structural weight in non-critical regions provides not only an improved design, but also a higher level of confidence in the design. Solving such nested optimization problems is extremely expensive for large-scale multidisciplinary systems that are likewise computationally intensive. This article focuses on the study of a particular problem representing the failure mode of structural vibration analysis. A new method is proposed, called safest point, that can efficiently give the reliability-based optimum solution under frequency constraints, and then several probability distributions are developed, which are mathematically nonlinear functions, for the proposed method. Finally, the efficiency of the extended approach is demonstrated for probability distributions such as log-normal and uniform distributions, and its applicability to the design of structures undergoing fluid–structure interaction phenomena, especially the design process of aeroelastic structures, is also demonstrated.     

Combining stochastic programming and optimal control to decompose multistage stochastic optimization problems

The paper suggests a possible cooperation between stochastic programming and optimal control for the solution of multistage stochastic optimization problems. We propose a decomposition approach for a class of multistage stochastic programming problems in arborescent form (i.e. formulated with implicit non-anticipativity constraints on a scenario tree). The objective function of the problem can be either linear or nonlinear, while we require that the constraints are linear and involve only variables from two adjacent periods (current and lag 1). The approach is built on the following steps. First, reformulate the stochastic programming problem into an optimal control one. Second, apply a discrete version of Pontryagin maximum principle to obtain optimality conditions. Third, discuss and rearrange these conditions to obtain a decomposition that acts both at a time stage level and at a nodal level. To obtain the solution of the original problem we aggregate the solutions of subproblems through an enhanced mean valued fixed point iterative scheme.     

Reliability based design optimization using response surfaces in application to multidisciplinary systems

Traditionally, reliability based design optimization (RBDO) is formulated as a nested optimization problem. For these problems the objective is to minimize a cost function while satisfying the reliability constraints. The reliability constraints are usually formulated as constraints on the probability of failure corresponding to each of the failure modes or a single constraint on the system probability of failure. The probability of failure is usually estimated by performing a reliability analysis. The difficulty in evaluating reliability constraints comes from the fact that modern reliability analysis methods are themselves formulated as an optimization problem. Solving such nested optimization problems is extremely expensive for large scale multidisciplinary systems which are likewise computationally intensive. In this research, a framework for performing reliability based multidisciplinary design optimization using approximations is developed. Response surface approximations (RSA) of the limit state functions are used to estimate the probability of failure. An outer loop is incorporated to ensure that the approximate RBDO converges to the actual most probable point of failure. The framework is compared with the exact RBDO procedure. In the proposed methodology, RSAs are employed to significantly reduce the computational expense associated with traditional RBDO. The proposed approach is implemented in application to multidisciplinary test problems, and the computational savings and benefits are discussed.     

Reliability-based optimization of trusses with random parameters under dynamic loads

In this work, a reliability-based optimization technique is addressed to obtain the minimum mean value of random mass of the structures with random parameters under stationary stochastic process excitation. The challenge of the problem lies in randomness involved from both structural parameters and dynamic load, which renders the structural reliability becoming the random dynamic reliability of the first passage problem. In order to obtain minimum mean value of random gross mass, element and system dynamic reliability constraints are constructed, respectively, and the structural sizing and shape optimization models based on the dynamic reliability are then presented. Moreover, among two optimal strategies proposed for optimization models, the second one can effectively reduce the workload by avoiding the computation of the variance of the dynamic response during the iterative process. Finally, the implementation of three examples is discussed to display the feasibility and validity of optimization technique given.     

Structural optimization of non-linear systems under stochastic excitation

This work concentrates on the structural optimization of a class of non-linear systems with deterministic structural parameters subject to stochastic excitation. The optimization problem is formulated as the minimization of an objective function subject to constraints on the response level. The stochastic response is characterized by its first two statistical moments, which are computed by a statistical equivalent linearization technique. The implicit structural optimization problem is replaced by a sequence of explicit sub-optimization problems. The sub-problems are constructed by using a conservative first-order approximation of the objective and constraint functions. The applicability of the proposed design process is demonstrated in three numerical examples where the methodology is applied to systems with nonlinearity of hardening and hysteretic type. The effects of the nonlinearity on the general performance of the final designs are discussed. At the same time, some engineering implications of the results obtained in this work are addressed.     

A parallel bi-level multidisciplinary design optimization architecture with convergence proof for general problem

Quite a number of distributed Multidisciplinary Design Optimization (MDO) architectures have been proposed for the optimal design of large-scale multidisciplinary systems. However, just a few of them have available numerical convergence proof. In this article, a parallel bi-level MDO architecture is presented to solve the general MDO problem with shared constraints and a shared objective. The presented architecture decomposes the original MDO problem into one implicit nonlinear equation and multiple concurrent sub-optimization problems, then solves them through a bi-level process. In particular, this architecture allows each sub-optimization problem to be solved in parallel and its solution is proven to converge to the Karush–Kuhn–Tucker (KKT) point of the original MDO problem. Finally, two MDO problems are introduced to perform a comprehensive evaluation and verification of the presented architecture and the results demonstrate that it has a good performance both in convergence and efficiency.     

Reliability-based design optimization under stationary stochastic process loads

Time-dependent reliability-based design ensures the satisfaction of reliability requirements for a given period of time, but with a high computational cost. This work improves the computational efficiency by extending the sequential optimization and reliability analysis (SORA) method to time-dependent problems with both stationary stochastic process loads and random variables. The challenge of the extension is the identification of the most probable point (MPP) associated with time-dependent reliability targets. Since a direct relationship between the MPP and reliability target does not exist, this work defines the concept of equivalent MPP, which is identified by the extreme value analysis and the inverse saddlepoint approximation. With the equivalent MPP, the time-dependent reliability-based design optimization is decomposed into two decoupled loops: deterministic design optimization and reliability analysis, and both are performed sequentially. Two numerical examples are used to show the efficiency of the proposed method.     

An efficient approach for reliability-based topology optimization

This article presents an efficient approach for reliability-based topology optimization (RBTO) in which the computational effort involved in solving the RBTO problem is equivalent to that of solving a deterministic topology optimization (DTO) problem. The methodology presented is built upon the bidirectional evolutionary structural optimization (BESO) method used for solving the deterministic optimization problem. The proposed method is suitable for linear elastic problems with independent and normally distributed loads, subjected to deflection and reliability constraints. The linear relationship between the deflection and stiffness matrices along with the principle of superposition are exploited to handle reliability constraints to develop an efficient algorithm for solving RBTO problems. Four example problems with various random variables and single or multiple applied loads are presented to demonstrate the applicability of the proposed approach in solving RBTO problems. The major contribution of this article comes from the improved efficiency of the proposed algorithm when measured in terms of the computational effort involved in the finite element analysis runs required to compute the optimum solution. For the examples presented with a single applied load, it is shown that the CPU time required in computing the optimum solution for the RBTO problem is 15–30% less than the time required to solve the DTO problems. The improved computational efficiency allows for incorporation of reliability considerations in topology optimization without an increase in the computational time needed to solve the DTO problem.     

Optimal structural design under stochastic uncertainty by stochastic linear programming methods

In the optimal plastic design of mechanical structures one has to minimize a certain cost function under the equilibrium equation, the yield condition and some additional simple constraints, like box constraints. A basic problem is that the model parameters and the external loads are random variables with a certain probability distribution. In order to get reliable/robust optimal designs with respect to random parameter variations, by using stochastic optimization methods, the original random structural optimization problem must be replaced by an appropriate deterministic substitute problem. Starting from the equilibrium equation and the yield condition, the problem can be described in the framework of stochastic (linear) programming problems with ‘complete fixed recourse’. The main properties of this class of substitute problems are discussed, especially the ‘dual decomposition’ data structure which enables the use of very efficient special purpose LP-solvers.     

A global single-loop deterministic approach for reliability-based design optimization of truss structures with continuous and discrete design variables

A single-loop deterministic method (SLDM) has previously been proposed for solving reliability-based design optimization (RBDO) problems. In SLDM, probabilistic constraints are converted to approximate deterministic constraints. Consequently, RBDO problems can be transformed into approximate deterministic optimization problems, and hence the computational cost of solving such problems is reduced significantly. However, SLDM is limited to continuous design variables, and the obtained solutions are often trapped into local extrema. To overcome these two disadvantages, a global single-loop deterministic approach is developed in this article, and then it is applied to solve the RBDO problems of truss structures with both continuous and discrete design variables. The proposed approach is a combination of SLDM and improved differential evolution (IDE). The IDE algorithm is an improved version of the original differential evolution (DE) algorithm with two improvements: a roulette wheel selection with stochastic acceptance and an elitist selection technique. These improvements are applied to the mutation and selection phases of DE to enhance its convergence rate and accuracy. To demonstrate the reliability, efficiency and applicability of the proposed method, three numerical examples are executed, and the obtained results are compared with those available in the literature.     

Efficiency for multiobjective multidisciplinary optimization problems with quasiseparable subproblems

Multidisciplinary optimization (MDO) has proved to be a useful tool for engineering design problems. Multiobjective optimization has been introduced to strengthen MDO techniques and deal with non-comparable and conflicting design objectives. A large majority of papers on multiobjective MDO have been applied in nature. This paper develops theory of multiobjective MDO and examines relationships between efficient solutions of a quasi-separable multiobjective multidisciplinary optimization problem and efficient solutions of its separable counterpart. Equivalence of the original and separable problems in the context of the Kuhn-Tucker constraint qualification and efficiency conditions are proved. Two decomposition approaches are proposed and offer a possibility of finding efficient solutions of the original problem by only finding efficient solutions of the subproblems. The presented results are related to algorithms published in the engineering literature on multiobjective MDO.     

An Artificial Intelligence Approach for Solving Stochastic Transportation Problems

Recent years witness a great deal of interest in artificial intelligence (AI) tools in the area of optimization. AI has developed a large number of tools to solve the most difficult search-and-optimization problems in computer science and operations research. Indeed, metaheuristic-based algorithms are a sub-field of AI. This study presents the use of the metaheuristic algorithm, that is, water cycle algorithm (WCA), in the transportation problem. A stochastic transportation problem is considered in which the parameters supply and demand are considered as random variables that follow the Weibull distribution. Since the parameters are stochastic, the corresponding constraints are probabilistic. They are converted into deterministic constraints using the stochastic programming approach. In this study, we propose evolutionary algorithms to handle the difficulties of the complex high-dimensional optimization problems. WCA is influenced by the water cycle process of how streams and rivers flow toward the sea (optimal solution). WCA is applied to the stochastic transportation problem, and obtained results are compared with that of the new metaheuristic optimization algorithm, namely the neural network algorithm which is inspired by the biological nervous system. It is concluded that WCA presents better results when compared with the neural network algorithm.     

Decomposition of multidisciplinary optimization problems: formulations and application to a simplified wing design

Several formulations for solving multidisciplinary design optimization (MDO) problems are presented and applied to a test case. Two bi-level hierarchical decomposition approaches are compared with two classical single-level approaches without decomposition of the optimization problem. A methodology to decompose MDO problems and a new formulation based on this decomposition are proposed. The problem considered here for validation of the different formulations involves the shape and structural optimization of a conceptual wing model. The efficiency of the design strategies are compared on the basis of optimization results.     

Shape optimization of uncemented hip prostheses

A computational model to obtain optimized geometries for the femoral component of hip prosthesis is presented. Using structural optimization techniques, the objective is to determine the shape of uncemented stems that maximize initial stability and improve performance. To accomplish this, the optimization problem is formulated by the minimization of the contact stresses and relative displacement on bone-stem interface. Design variables are geometric parameters that characterize selected cross sections. These parameters are subject to a set of linear geometric constraints in order to obtain clinically admissible geometries. Furthermore, a multiple load formulation is used to incorporate different daily life activities. Optimization results are useful to design new stems or, if integrated in an appropriate computer-aided design (CAD) system, to design custom-made hip prostheses. In the later case, the model is able to include personalized information such as patient's femur geometry and therefore personalized geometric constraints and optimization parameters.     

压杆稳定可靠性优化设计

在稳定可靠性设计理论和优化设计方法的基础上,讨论了压杆稳定可靠性优化设计问题,提出了压 杆稳定可靠性优化设计的计算方法。在基本随机参数的前两阶矩已知的情况下,通过计算机程序可以实现压杆 稳定可靠性优化设计,迅速准确地得到压杆稳定可靠性优化设计信息。