Design optimization using multiple dominance relations

A challenge in engineering design is to choose suitable objectives and constraints from many quantities of interest, while ensuring an optimization is both meaningful and computationally tractable. We propose an optimization formulation that can take account of more quantities of interest than existing formulations, without reducing the tractability of the problem. This formulation searches for designs that are optimal with respect to a binary relation within the set of designs that are optimal with respect to another binary relation. We then propose a method of finding such designs in a single optimization by defining an overall ranking function to use in optimizers, reducing the cost required to solve this formulation. In a design under uncertainty problem, our method obtains the most robust design that is not stochastically dominated faster than a multiobjective optimization. In a car suspension design problem, our method obtains superior designs according to a k-optimality condition than previously suggested multiobjective approaches to this problem. In an airfoil design problem, our method obtains designs closer to the true lift/drag Pareto front using the same computational budget as a multiobjective optimization.     

Horsetail matching: a flexible approach to optimization under uncertainty*

It is important to design engineering systems to be robust with respect to uncertainties in the design process. Often, this is done by considering statistical moments, but over-reliance on statistical moments when formulating a robust optimization can produce designs that are stochastically dominated by other feasible designs. This article instead proposes a formulation for optimization under uncertainty that minimizes the difference between a design's cumulative distribution function and a target. A standard target is proposed that produces stochastically non-dominated designs, but the formulation also offers enough flexibility to recover existing approaches for robust optimization. A numerical implementation is developed that employs kernels to give a differentiable objective function. The method is applied to algebraic test problems and a robust transonic airfoil design problem where it is compared to multi-objective, weighted-sum and density matching approaches to robust optimization; several advantages over these existing methods are demonstrated.     

Robust design using Bayesian Monte Carlo

In this paper, we propose an efficient strategy for robust design based on Bayesian Monte Carlo simulation. Robust design is formulated as a multiobjective problem to allow explicit trade‐off between the mean performance and variability. The proposed method is applied to a compressor blade design in the presence of manufacturing uncertainty. Process capability data are utilized in conjunction with a parametric geometry model for manufacturing uncertainty quantification. High‐fidelity computational fluid dynamics simulations are used to evaluate the aerodynamic performance of the compressor blade. A probabilistic analysis for estimating the effect of manufacturing variations on the aerodynamic performance of the blade is performed and a case for the application of robust design is established. The proposed approach is applied to robust design of compressor blades and a selected design from the final Pareto set is compared with an optimal design obtained by minimizing the nominal performance. The selected robust blade has substantial improvement in robustness against manufacturing variations in comparison with the deterministic optimal blade. Significant savings in computational effort using the proposed method are also illustrated. Copyright © 2007 John Wiley & Sons, Ltd.     

Designing Paper Machine Headbox Using GA

A non-smooth biobjective optimization problem for designing the shape of a slice channel in a paper machine headbox is described. The conflicting goals defining the optimization problem are the ones determining important quality properties of produced paper: 1) basis weight should be even and 2) the wood fibers of paper should mainly be oriented to the machine direction across the width of the whole paper machine. The novelty of the considered approach is that maximum deviations are used instead of least squares when objective functions are formed. For the solution of this problem, a multiobjective genetic algorithm based on nondominated sorting is considered. The numerical results demonstrate the ability to obtain a large set of nondominated designs.     

Efficient robust design via Monte Carlo sample reweighting

A novel probabilistic method for the optimization of robust design problems is presented. The approach is based on an efficient variation of the Monte Carlo simulation method. By shifting most of the computational burden to outside of the optimization loop, optimum designs can be achieved efficiently and accurately. Furthermore by reweighting an initial set of samples the objective function and constraints become smooth functions of changes in the probability distribution of the parameters, rather than the stochastic functions obtained using a standard Monte Carlo method. The approach is demonstrated on a beam truss example, and the optimum designs are verified with regular Monte Carlo simulation. Copyright © 2006 John Wiley & Sons, Ltd.     

ENHANCED MULTIOBJECTIVE OPTIMIZATION TECHNIQUE FOR MULTIDISCIPLINARY DESIGN

An enhanced multiobjective formulation technique, capable of emphasizing specific objective functions during the optimization process, has been demonstrated on a complex multidisciplinary design application. The Kreisselmeier - Steinhauser (K-S) function approach, which has been used successfully in a variety of multiobjective optimization problems, has been modified using weight factors which enables the designer to emphasize specific design objectives during the optimization process. The technique has been implemented in two distinctively different problems. The first is a classical three bar truss problem and the second is a high-speed aircraft (a doubly swept wing-body configuration) application in which the multiobjective optimization procedure simultaneously minimizes the sonic boom and the drag-to-lift ratio (C_D/C_L) of the aircraft while maintaining the lift coefficient within prescribed limits. The results are compared with those of an equally weighted K-S multiobjective optimization. Results demonstrate the effectiveness of the enhanced multiobjective optimization procedure.     

Robust topology optimization under load position uncertainty

The topology optimization problem of a continuum structure on the compliance minimization objective is investigated under consideration of the external load uncertainty in its application position with a nonprobabilistic approach. The load position is defined as the uncertain-but-bounded parameter and is represented by an interval variable with a nominal application point. The structural compliance due to the load position deviation is formulated with the quadratic Taylor series expansion. As a result, the objective gradient information to the topological variables can be evaluated efficiently in a quadratic expression. Based on the maximum design sensitivity value, which corresponds to the most sensitive compliance to the uncertain loading position, a single-level optimization approach is suggested by using a popular gradient-based optimality criteria method. The proposed optimization scheme is performed to gain the robust topology optimizations of three benchmark examples, and the final configuration designs are compared comprehensively with the conventional topology optimizations under the loading point fixation. It can be observed that the present method can provide remarkably different material layouts with auxiliary components to accommodate the load position disturbances. The numerical results of the representative examples also show that the structural performances of the robust topology optimizations appear less sensitive to the load position perturbations than the traditional designs.     

Robust design with imprecise random variables and its application in hydrokinetic turbine optimization

In robust design, uncertainty is commonly modelled with precise probability distributions. In reality, the distribution types and distribution parameters may not always be available owing to limited data. This research develops a robust design methodology to accommodate the mixture of both precise and imprecise random variables. By incorporating the Taguchi quality loss function and the minimax regret criterion, the methodology mitigates the effects of not only uncertain parameters but also uncertainties in the models of the uncertain parameters. Hydrokinetic turbine systems are a relatively new alternative energy technology, and both precise and imprecise random variables exist in the design of such systems. The developed methodology is applied to the robust design optimization of a hydrokinetic turbine system. The results demonstrate the effectiveness of the proposed methodology.     

Reliability and cost optimization of electronic devices considering the component failure rate uncertainty

The objective of this paper is to present an efficient computational methodology to obtain the optimal system structure of electronic devices by using either a single or a multiobjective optimization approach, while considering the constraints on reliability and cost. The component failure rate uncertainty is taken under consideration and it is modeled with two alternative probability distribution functions. The Latin hypercube sampling method is used to simulate the probability distributions. An optimization approach was developed using the simulated annealing algorithm because of its flexibility to be applied in various system types with several constraints and its efficiency in computational time. This optimization approach can handle efficiently either the single or the multiobjective optimization modeling of the system design. The developed methodology was applied to a power electronic device and the results were compared with the results of the complete enumeration of the solution space. The stochastic nature of the best solutions for the single objective optimization modeling of the system design was sampled extensively and the robustness of the developed optimization approach was demonstrated.     

Optimization of structures under material parameter uncertainty using evidence theory

An evidence-based approach is developed for optimization of structural components under material parameter uncertainty. The approach is applied to evidence-based design optimization (EBDO) of externally stiffened circular tubes under axial impact load using an isotropic–elastic–plastic plasticity model to simulate dynamic material behaviour. Uncertainty modelling considers the changes in material parameters that are caused by variability in material properties as well as incertitude and errors in experimental data and procedure to determine the material parameters. Spatial variation of material parameters across the structural component is modelled using a field joint belief structure and propagated for the calculation of evidence-based objective function and design constraints. Surrogate models are used in both uncertainty propagation and solution of the optimization problem. The methodology and the solution to the EBDO example problem are presented and discussed.     

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

Uncertainty considered in robust optimization is usually treated as irreducible since it is not reduced during an optimization procedure. In contrast, uncertainty considered in sensitivity analysis is treated as partially or fully reducible in order to quantify the effect of input uncertainty on the outputs of the system. Considering this, and the usual existence of both reducible and irreducible uncertainty, an approach that can perform robust optimization and sensitivity analysis simultaneously is of much interest. This article presents such an integrated optimization model that can be used for both robust optimization and sensitivity analysis for problems that have irreducible and reducible interval uncertainty, multiple objective functions and mixed continuous-discrete design variables. The proposed model is demonstrated by two engineering examples with differing complexity to demonstrate its applicability.     

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.     

Worst‐case robust design optimization under distributional assumptions

Presented in this paper is a novel robust design optimization (RDO) methodology. The problem is reformulated in order to relax, when required, the assumption of normality of objectives and constraints, which often underlies RDO. In the second place, taking into account engineering considerations concerning the risk associated with constraint violation, suitable estimates of tail conditional expectations are introduced in the set of robustness metrics. A computationally affordable yet accurate implementation of the proposed formulation is guaranteed by the adoption of a reduced quadrature technique to perform the uncertainty propagation. The methodology is successfully demonstrated with the aid of an industrial test case performing the sizing of a mid‐range passenger aircraft. Copyright © 2011 John Wiley & Sons, Ltd.     

Enhanced probabilistic analytical target cascading with application to multi-scale design

Probabilistic analytical target cascading (PATC) is an approach for multi-level multi-disciplinary design optimization under uncertainty. In the original PATC approach, only the mean and variance of each interrelated response and linking variable are matched in a multi-level hierarchy. The ignorance of response correlation introduces difficulties in finding optimal solutions especially when the covariance of interrelated responses has a significant impact. In this article, an enhanced PATC (EPATC) approach is proposed. In addition to matching the first two statistical moments, the covariance between the interrelated responses is also considered by applying a modified updating strategy for estimating the statistical performance of an upper-level subsystem. A mathematical example and a multi-scale design problem are used to demonstrate the effectiveness and efficiency of the proposed EPATC approach. This study shows that the EPATC approach outperforms the original PATC by providing more accurate optimal solutions.     

Robust topology optimization of optical cloaks under uncertainties in wave number and angle of incident wave

This article presents a robust topology optimization method for optical cloaks under uncertainties in the wave number and angle in the incident wave. We first discuss the governing equation derived from Maxwell's equation, and extend it to the entire domain including the dielectric material and air, based on the level set-based topology optimization method. Next, a robust optimization problem is formulated as a minimization problem of the weighted sum of the scattered wave norm and its standard deviation with respect to the wave number and angle of the incident wave. The standard deviation is mathematically expressed by the Taylor series approximation and the use of the adjoint variable method. The design sensitivity of the objective functional is also derived by the adjoint variable method. An optimization algorithm is then constructed, based on the proposed formulation for robust designs of optical cloaks. Several numerical examples are finally provided to demonstrate the validity and utility of the proposed method.     

ASRSM: A Sequential Experimental Design for Response Surface Optimization

Most preset response surface methodology (RSM) designs offer ease of implementation and good performance over a wide range of process and design optimization applications. These designs often lack the ability to adapt the design on the basis of the characteristics of application and experimental space so as to reduce the number of experiments necessary. Hence, they are not cost‐effective for applications where the cost of experimentation is high or when the experimentation resources are limited. In this paper, we present an adaptive sequential response surface methodology (ASRSM) for industrial experiments with high experimentation cost, limited experimental resources, and high design optimization performance requirement. The proposed approach is a sequential adaptive experimentation approach that combines concepts from nonlinear optimization, design of experiments, and response surface optimization. The ASRSM uses the information gained from the previous experiments to design the subsequent experiment by simultaneously reducing the region of interest and identifying factor combinations for new experiments. Its major advantage is the experimentation efficiency such that for a given response target, it identifies the input factor combination (or containing region) in less number of experiments than the classical single‐shot RSM designs. Through extensive simulated experiments and real‐world case studies, we show that the proposed ASRSM method outperforms the popular central composite design method and compares favorably with optimal designs. Copyright © 2012 John Wiley & Sons, Ltd.     

A robust optimization methodology for preliminary aircraft design

This article focuses on a robust optimization of an aircraft preliminary design under operational constraints. According to engineers' know-how, the aircraft preliminary design problem can be modelled as an uncertain optimization problem whose objective (the cost or the fuel consumption) is almost affine, and whose constraints are convex. It is shown that this uncertain optimization problem can be approximated in a conservative manner by an uncertain linear optimization program, which enables the use of the techniques of robust linear programming of Ben-Tal, El Ghaoui, and Nemirovski [Robust Optimization, Princeton University Press, 2009]. This methodology is then applied to two real cases of aircraft design and numerical results are presented.     

Multiobjective Genetic Algorithm Approach to the Economic Statistical Design of Control Charts with an Application to bar and S2 Charts

Control charts are the primary tools of statistical process control. These charts may be designed by using a simple rule suggested by Shewhart, a statistical criterion, an economic criterion, or a joint economic statistical criterion. Each method has its strengths and weaknesses. One weakness of the methods of design listed is their lack of flexibility and adaptability, a primary objective of practical mathematical models. In this article, we explore multiobjective models as an alternative for the methods listed. These provide a set of optimal solutions rather than a single optimal solution and thus allow the user to tailor their solution to the temporal imperative of a specific industrial situation. We present a solution to a well‐known industrial problem and compare optimal multiobjective designs with economic designs, statistical designs, economic statistical designs, and heuristic designs. Copyright © 2012 John Wiley & Sons, Ltd.     

Collaborative Reliability Analysis under the Framework of Multidisciplinary Systems Design

Traditional Multidisciplinary Design Optimization (MDO) generates deterministic optimal designs, which are frequently pushed to the limits of design constraint boundaries, leaving little or no room to accommodate uncertainties in system input, modeling, and simulation. As a result, the design solution obtained may be highly sensitive to the variations of system input which will lead to performance loss and the solution is often risky (high likelihood of undesired events). Reliability-based design is one of the alternative techniques for design under uncertainty. The natural method to perform reliability analysis in multidisciplinary systems is the all-in-one approach where the existing reliability analysis techniques are applied directly to the system-level multidisciplinary analysis. However, the all-in-one reliability analysis method requires a double loop procedure and therefore is generally very time consuming. To improve the efficiency of reliability analysis under the MDO framework, a collaborative reliability analysis method is proposed in this paper. The procedure of the traditional Most Probable Point (MPP) based reliability analysis method is combined with the collaborative disciplinary analyses to automatically satisfy the interdisciplinary consistency when conducting reliability analysis. As a result, only a single loop procedure is required and all the computations are conducted concurrently at the individual discipline-level. Compared with the existing reliability analysis methods in MDO, the proposed method is efficient and therefore provides a cheaper tool to evaluate design feasibility in MDO under uncertainty. Two examples are used for the purpose of verification.     

Gearbox design for uncertain load requirements using active robust optimization

Design and optimization of gear transmissions have been intensively studied, but surprisingly the robustness of the resulting optimal design to uncertain loads has never been considered. Active Robust (AR) optimization is a methodology to design products that attain robustness to uncertain or changing environmental conditions through adaptation. In this study the AR methodology is utilized to optimize the number of transmissions, as well as their gearing ratios, for an uncertain load demand. The problem is formulated as a bi-objective optimization problem where the objectives are to satisfy the load demand in the most energy efficient manner and to minimize production cost. The results show that this approach can find a set of robust designs, revealing a trade-off between energy efficiency and production cost. This can serve as a useful decision-making tool for the gearbox design process, as well as for other applications.