Development of a simple and efficient method for robust optimization

Abstract

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 sub-optimization problem by the advanced first-order 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 second-order sensitivity information is not required even in case of gradient-based 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 (C) 2002 John Wiley Sons, Ltd.