CUED Publications database

Horsetail matching: a flexible approach to optimization under uncertainty<sup>*</sup>

Cook, LW and Jarrett, JP (2017) Horsetail matching: a flexible approach to optimization under uncertainty<sup>*</sup>. Engineering Optimization. pp. 1-19. ISSN 0305-215X

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Abstract

© 2017 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group 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.

Item Type: Article
Subjects: UNSPECIFIED
Divisions: Div C > Engineering Design
Depositing User: Cron Job
Date Deposited: 17 Jul 2017 19:11
Last Modified: 23 Nov 2017 04:00
DOI: