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A Surrogate Based Multi-fidelity Approach for Robust Design Optimization
Souvik Chakraborty,
Tanmoy Chatterjee,
Rajib Chowdhury,
Sondipon Adhikari
Applied Mathematical Modelling
Swansea University Author: Sondipon Adhikari
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DOI (Published version): 10.1016/j.apm.2017.03.040
Abstract
Robust design optimization (RDO) is a field of optimization in which certain measure of robustness is sought against uncertainty. Unlike conventional optimization, the number of function evaluations in RDO is significantly more which often renders it time consuming and computationally cumbersome. Th...
| Published in: | Applied Mathematical Modelling |
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| ISSN: | 0307-904X |
| Published: |
2017
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| Online Access: |
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa32636 |
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| Abstract: |
Robust design optimization (RDO) is a field of optimization in which certain measure of robustness is sought against uncertainty. Unlike conventional optimization, the number of function evaluations in RDO is significantly more which often renders it time consuming and computationally cumbersome. This paper presents two new methods for solving the RDO problems. The proposed methods couple differential evolution algorithm (DEA) with polynomial correlated function expansion (PCFE). While DEA is utilized for solving the optimization problem, PCFE is utilized for calculating the statistical moments. Three examples have been presented to illustrate the performance of the proposed approaches. Results obtained indicate that the proposed approaches provide accurate and computationally efficient estimates of the RDO problems. Moreover, the proposed approaches outperforms popular RDO techniques such as tensor product quadrature, Taylor’s series and Kriging. Finally, the proposed approaches have been utilized for robust hydroelectric flow optimization, demonstrating its capability in solving large scale problems. |
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| Keywords: |
Robust design optimization; Polynomial correlated function expansion; Differential evolution algorithm; Stochastic computation |
| College: |
Faculty of Science and Engineering |