CUED Publications database

Chance-constrained optimization approach based on density matching and active subspaces

Hu, X and Zhou, Z and Chen, X and Parks, GT (2017) Chance-constrained optimization approach based on density matching and active subspaces. AIAA Journal, 56. pp. 1158-1169. ISSN 0001-1452

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Copyright © 2017 by the authors. Published by the American Institute of Aeronautics and Astronautics, Inc., with permission. Chance-constrained optimization has recently been receiving much attention from the engineering community. Uncertainties are being incorporatedinincreasingly large numbersto ensure reliability and robustness. However, the efficiency and accuracy of chance-constrained optimization under multiple uncertainties remains challenging. In this study, a constrained density-matching optimization methodology is established to address these pressing issues in chance-constrained optimization. The methodology employsanalternative objective metric betweena designer-given target and system response, enables more uncertainties in design variables and random parameters to be handled, and accommodates multiple chance constraints with an adaptive penalty function. An active subspace identification strategy and a dynamic response surface are given to overcome the curse of uncertainty dimensionality and to guarantee sufficient samples for kernel density estimation in anuncertainty analysis. The efficacy is demonstrated on three optimization examples: a response function problem, a standard NASA test, and a practical application in the conceptual designofasatellite system. Different quadrature points, penalty functions, and target forms are discussed, respectively. The methodology exhibits high accuracy and strong adaptabilityat considerably reduced computational cost, thus providing a potential template for tackling a wide variety of chance-constrained optimization problems.

Item Type: Article
Divisions: Div A > Energy
Depositing User: Cron Job
Date Deposited: 16 Mar 2018 20:22
Last Modified: 22 Apr 2021 07:23
DOI: 10.2514/1.J056262