An on-line Kriging metamodel assisted robust optimization approach under interval uncertainty

2017 ◽  
Vol 34 (2) ◽  
pp. 420-446 ◽  
Author(s):  
Qi Zhou ◽  
Ping Jiang ◽  
Xinyu Shao ◽  
Hui Zhou ◽  
Jiexiang Hu
Keyword(s):  
Robust Optimization ◽  
Optimization Problems ◽  
Computational Cost ◽  
Interval Uncertainty ◽  
Optimization Approach ◽  
Content Type ◽  
Computational Burden ◽  
Design Alternative ◽  
Kriging Metamodel ◽  
On Line

Purpose Uncertainty is inevitable in real-world engineering optimization. With an outer-inner optimization structure, most previous robust optimization (RO) approaches under interval uncertainty can become computationally intractable because the inner level must perform robust evaluation for each design alternative delivered from the outer level. This paper aims to propose an on-line Kriging metamodel-assisted variable adjustment robust optimization (OLK-VARO) to ease the computational burden of previous VARO approach. Design/methodology/approach In OLK-VARO, Kriging metamodels are constructed for replacing robust evaluations of the design alternative delivered from the outer level, reducing the nested optimization structure of previous VARO approach into a single loop optimization structure. An on-line updating mechanism is introduced in OLK-VARO to exploit the obtained data from previous iterations. Findings One nonlinear numerical example and two engineering cases have been used to demonstrate the applicability and efficiency of the proposed OLK-VARO approach. Results illustrate that OLK-VARO is able to obtain comparable robust optimums as to that obtained by previous VARO, while at the same time significantly reducing computational cost. Practical implications The proposed approach exhibits great capability for practical engineering design optimization problems under interval uncertainty. Originality/value The main contribution of this paper lies in the following: an OLK-VARO approach under interval uncertainty is proposed, which can significantly ease the computational burden of previous VARO approach.

A multi-objective robust optimization approach for engineering design under interval uncertainty

2018 ◽  
Vol 35 (2) ◽  
pp. 580-603 ◽  
Author(s):  
Qi Zhou ◽  
Xinyu Shao ◽  
Ping Jiang ◽  
Tingli Xie ◽  
Jiexiang Hu ◽  
...  
Keyword(s):  
Robust Optimization ◽  
Engineering Design ◽  
Optimization Problems ◽  
Interval Uncertainty ◽  
Optimization Approach ◽  
Content Type ◽  
Computational Burden ◽  
Multi Objective ◽  
Design Alternatives ◽  
Kriging Metamodel

Purpose Engineering system design and optimization problems are usually multi-objective and constrained and have uncertainties in the inputs. These uncertainties might significantly degrade the overall performance of engineering systems and change the feasibility of the obtained solutions. This paper aims to propose a multi-objective robust optimization approach based on Kriging metamodel (K-MORO) to obtain the robust Pareto set under the interval uncertainty. Design/methodology/approach In K-MORO, the nested optimization structure is reduced into a single loop optimization structure to ease the computational burden. Considering the interpolation uncertainty from the Kriging metamodel may affect the robustness of the Pareto optima, an objective switching and sequential updating strategy is introduced in K-MORO to determine (1) whether the robust analysis or the Kriging metamodel should be used to evaluate the robustness of design alternatives, and (2) which design alternatives are selected to improve the prediction accuracy of the Kriging metamodel during the robust optimization process. Findings Five numerical and engineering cases are used to demonstrate the applicability of the proposed approach. The results illustrate that K-MORO is able to obtain robust Pareto frontier, while significantly reducing computational cost. Practical implications The proposed approach exhibits great capability for practical engineering design optimization problems that are multi-objective and constrained and have uncertainties. Originality/value A K-MORO approach is proposed, which can obtain the robust Pareto set under the interval uncertainty and ease the computational burden of the robust optimization process.

Feasibility Robust Optimization via Scenario Generation and Reduction

2018 ◽  
Author(s):  
Eliot Rudnick-Cohen ◽  
Jeffrey W. Herrmann ◽  
Shapour Azarm
Keyword(s):  
Robust Optimization ◽  
Optimization Problems ◽  
Computational Cost ◽  
Optimization Techniques ◽  
Scenario Generation ◽  
Test Problems ◽  
Optimization Approach ◽  
Uncertain Parameters ◽  
Worst Case ◽  
Robust Solution

Feasibility robust optimization techniques solve optimization problems with uncertain parameters that appear only in their constraint functions. Solving such problems requires finding an optimal solution that is feasible for all realizations of the uncertain parameters. This paper presents a new feasibility robust optimization approach involving uncertain parameters defined on continuous domains without any known probability distributions. The proposed approach integrates a new sampling-based scenario generation scheme with a new scenario reduction approach in order to solve feasibility robust optimization problems. An analysis of the computational cost of the proposed approach was performed to provide worst case bounds on its computational cost. The new proposed approach was applied to three test problems and compared against other scenario-based robust optimization approaches. A test was conducted on one of the test problems to demonstrate that the computational cost of the proposed approach does not significantly increase as additional uncertain parameters are introduced. The results show that the proposed approach converges to a robust solution faster than conventional robust optimization approaches that discretize the uncertain parameters.

scholarly journals Non-Convex Feasibility Robust Optimization Via Scenario Generation and Local Refinement

2019 ◽  
Vol 142 (5) ◽  
Author(s):  
Eliot Rudnick-Cohen ◽  
Jeffrey W. Herrmann ◽  
Shapour Azarm
Keyword(s):  
Robust Optimization ◽  
Optimization Problems ◽  
Computational Cost ◽  
Optimal Solution ◽  
Optimization Techniques ◽  
Scenario Generation ◽  
Test Problems ◽  
Optimization Approach ◽  
Uncertain Parameters ◽  
Worst Case

Abstract Feasibility robust optimization techniques solve optimization problems with uncertain parameters that appear only in their constraint functions. Solving such problems requires finding an optimal solution that is feasible for all realizations of the uncertain parameters. This paper presents a new feasibility robust optimization approach involving uncertain parameters defined on continuous domains. The proposed approach is based on an integration of two techniques: (i) a sampling-based scenario generation scheme and (ii) a local robust optimization approach. An analysis of the computational cost of this integrated approach is performed to provide worst-case bounds on its computational cost. The proposed approach is applied to several non-convex engineering test problems and compared against two existing robust optimization approaches. The results show that the proposed approach can efficiently find a robust optimal solution across the test problems, even when existing methods for non-convex robust optimization are unable to find a robust optimal solution. A scalable test problem is solved by the approach, demonstrating that its computational cost scales with problem size as predicted by an analysis of the worst-case computational cost bounds.

Multiobjective Collaborative Robust Optimization (McRO) With Interval Uncertainty and Interdisciplinary Uncertainty Propagation

2007 ◽  
Author(s):  
Mian Li ◽  
Shapour Azarm
Keyword(s):  
Robust Optimization ◽  
Design Optimization ◽  
Multidisciplinary Design Optimization ◽  
Optimization Problems ◽  
Uncertainty Propagation ◽  
Multiple Objectives ◽  
Interval Uncertainty ◽  
Optimization Approach ◽  
Collaborative Robust Optimization ◽  
Fully Coupled

Real-world engineering design optimization problems often involve systems that have coupled disciplines with uncontrollable variations in their parameters. No approach has yet been reported for the solution of these problems when there are multiple objectives in each discipline, mixed continuous-discrete variables, and when there is a need to account for uncertainty and also uncertainty propagation across disciplines. We present a Multiobjective collaborative Robust Optimization (McRO) approach for this class of problems that have interval uncertainty in their parameters. McRO obtains Multidisciplinary Design Optimization (MDO) solutions which are as best as possible in a multiobjective and multidisciplinary sense. For McRO solutions, the sensitivity of objective and/or constraint functions is kept within an acceptable range. McRO involves a technique for interdisciplinary uncertainty propagation. The approach can be used for robust optimization of MDO problems with multiple objectives, or constraints, or both together at system and subsystem levels. Results from an application of the approach to a numerical and an engineering example are presented. It is concluded that the McRO approach can solve fully coupled MDO problems with interval uncertainty and can obtain solutions that are comparable to an all-at-once robust optimization approach.

Simulating swing dynamics of a power system model using nonlinear model order reduction

2019 ◽  
Vol 38 (6) ◽  
pp. 1918-1930
Author(s):  
Satyavir Singh ◽  
Mohammad Abid Bazaz ◽  
Shahkar Ahmad Nahvi
Keyword(s):  
Power System ◽  
System Dynamics ◽  
Interpolation Method ◽  
Computational Cost ◽  
Nonlinear Function ◽  
Computational Time ◽  
Reduced Basis ◽  
Power System Dynamics ◽  
Content Type ◽  
On Line

Purpose The purpose of this paper is to demonstrate the applicability of the Discrete Empirical Interpolation method (DEIM) for simulating the swing dynamics of benchmark power system problems. The authors demonstrate that considerable savings in computational time and resources are obtained using this methodology. Another purpose is to apply a recently developed modified DEIM strategy with a reduced on-line computational burden on this problem. Design/methodology/approach On-line computational cost of the power system dynamics problem is reduced by using DEIM, which reduces the complexity of the evaluation of the nonlinear function in the reduced model to a cost proportional to the number of reduced modes. The on-line computational cost is reduced by using an approximate snap-shot ensemble to construct the reduced basis. Findings Considerable savings in computational resources and time are obtained when DEIM is used for simulating swing dynamics. The on-line cost implications of DEIM are also reduced considerably by using approximate snapshots to construct the reduced basis. Originality/value Applicability of DEIM (with and without approximate ensemble) to a large-scale power system dynamics problem is demonstrated for the first time.

A parallel multi-fidelity optimization approach in induction hardening

2019 ◽  
Vol 39 (1) ◽  
pp. 133-143
Author(s):  
Marco Baldan ◽  
Alexander Nikanorov ◽  
Bernard Nacke
Keyword(s):  
Parallel Computing ◽  
Optimization Technique ◽  
Computational Cost ◽  
Induction Hardening ◽  
Computational Time ◽  
High Fidelity ◽  
Optimization Approach ◽  
Content Type ◽  
Fidelity Model ◽  
Hardening System

Purpose Reliable modeling of induction hardening requires a multi-physical approach, which makes it time-consuming. In designing an induction hardening system, combining such model with an optimization technique allows managing a high number of design variables. However, this could lead to a tremendous overall computational cost. This paper aims to reduce the computational time of an optimal design problem by making use of multi-fidelity modeling and parallel computing. Design/methodology/approach In the multi-fidelity framework, the “high-fidelity” model couples the electromagnetic, thermal and metallurgical fields. It predicts the phase transformations during both the heating and cooling stages. The “low-fidelity” model is instead limited to the heating step. Its inaccuracy is counterbalanced by its cheapness, which makes it suitable for exploring the design space in optimization. Then, the use of co-Kriging allows merging information from different fidelity models and predicting good design candidates. Field evaluations of both models occur in parallel. Findings In the design of an induction heating system, the synergy between the “high-fidelity” and “low-fidelity” model, together with use of surrogates and parallel computing could reduce up to one order of magnitude the overall computational cost. Practical implications On one hand, multi-physical modeling of induction hardening implies a better understanding of the process, resulting in further potential process improvements. On the other hand, the optimization technique could be applied to many other computationally intensive real-life problems. Originality/value This paper highlights how parallel multi-fidelity optimization could be used in designing an induction hardening system.

scholarly journals A robust multi response surface approach for optimization of multistage processes

2020 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Amir Moslemi ◽  
Mahmood Shafiee
Keyword(s):  
Robust Optimization ◽  
Response Surface ◽  
Numerical Study ◽  
Ordinary Least Squares ◽  
Response Surfaces ◽  
Estimation Methods ◽  
Design Parameters ◽  
Optimization Approach ◽  
Content Type

PurposeIn a multistage process, the final quality in the last stage not only depends on the quality of the task performed in that stage but is also dependent on the quality of the products and services in intermediate stages as well as the design parameters in each stage. One of the most efficient statistical approaches used to model the multistage problems is the response surface method (RSM). However, it is necessary to optimize each response in all stages so to achieve the best solution for the whole problem. Robust optimization can produce very accurate solutions in this case.Design/methodology/approachIn order to model a multistage problem, the RSM is often used by the researchers. A classical approach to estimate response surfaces is the ordinary least squares (OLS) method. However, this method is very sensitive to outliers. To overcome this drawback, some robust estimation methods have been presented in the literature. In optimization phase, the global criterion (GC) method is used to optimize the response surfaces estimated by the robust approach in a multistage problem.FindingsThe results of a numerical study show that our proposed robust optimization approach, considering both the sum of square error (SSE) index in model estimation and also GC index in optimization phase, will perform better than the classical full information maximum likelihood (FIML) estimation method.Originality/valueTo the best of the authors’ knowledge, there are few papers focusing on quality-oriented designs in the multistage problem by means of RSM. Development of robust approaches for the response surface estimation and also optimization of the estimated response surfaces are the main novelties in this study. The proposed approach will produce more robust and accurate solutions for multistage problems rather than classical approaches.

Surrogate-Assisted Modeling and Robust Optimization of a Micro Gas Turbine Plant With Carbon Capture

2019 ◽  
Author(s):  
Simone Giorgetti ◽  
Diederik Coppitters ◽  
Francesco Contino ◽  
Ward De Paepe ◽  
Laurent Bricteux ◽  
...  
Keyword(s):  
Robust Optimization ◽  
Gas Turbines ◽  
Carbon Capture ◽  
Computational Cost ◽  
Gaussian Process Regression ◽  
Aspen Plus ◽  
Optimization Approach ◽  
Co2 Absorption ◽  
Exhaust Gas ◽  
Nsga Ii

Abstract The growing share of wind and solar power in the total energy mix has caused severe problems in balancing the electrical power production. Consequently, in the future, all fossil fuel-based electricity generation will need to be run on a completely flexible basis. Micro Gas Turbines (mGTs) constitutes a mature technology which can offer such flexibility. Even though their greenhouse gas emissions are already very low, stringent carbon reduction targets will require them to be completely carbon neutral: this constraint implies the adoption of post-combustion Carbon Capture (CC) on these energy systems. To reduce the CC energy penalty, Exhaust Gas Recirculation (EGR) can be applied to the mGTs increasing the CO2 content in the exhaust gas and reducing the mass flow rate of flue gas to be treated. As a result, a lower investment and operational cost of the CC unit can be achieved. In spite of this attractive solution, an in-depth study along with a robust optimization of this system has not yet been carried out. Hence, in this paper, a typical mGT with EGR has been coupled with an amine-based CC plant and simulated using the software Aspen Plus®. A rigorous rate-based simulation of the CO2 absorption and desorption in the CC unit offers an accurate prediction; however, its time complexity and convergence difficulty are severe limitations for a stochastic optimization. Therefore, a surrogate-based optimization approach has been used, which makes use of a Gaussian Process Regression (GPR) model, trained using the Aspen Plus® data, to quickly find operating points of the plant at a very low computational cost. Using the validated surrogate model, a robust optimization using a Non-dominated Sorting Genetic Algorithm II (NSGA II) has been carried out, assessing the influence of each input uncertainty and varying several design variables. As a general result, the analysed power plant proves to be intrinsically very robust, even when the input variables are affected by strong uncertainties.

scholarly journals Shape Design Optimization of a Robot Arm Using a Surrogate-Based Evolutionary Approach

2020 ◽  
Vol 10 (7) ◽  
pp. 2223 ◽  
Author(s):  
J. C. Hsiao ◽  
Kumar Shivam ◽  
C. L. Chou ◽  
T. Y. Kam
Keyword(s):  
Design Optimization ◽  
Optimization Problems ◽  
Computational Cost ◽  
Shape Design ◽  
Optimization Approach ◽  
Robot Arm ◽  
Shape Design Optimization ◽  
Robot Arms ◽  
Conflicting Objectives ◽  
Computer Aided

In the design optimization of robot arms, the use of simulation technologies for modeling and optimizing the objective functions is still challenging. The difficulty is not only associated with the large computational cost of high-fidelity structural simulations but also linked to the reasonable compromise between the multiple conflicting objectives of robot arms. In this paper we propose a surrogate-based evolutionary optimization (SBEO) method via a global optimization approach, which incorporates the response surface method (RSM) and multi-objective evolutionary algorithm by decomposition (the differential evolution (DE ) variant) (MOEA/D-DE) to tackle the shape design optimization problem of robot arms for achieving high speed performance. The computer-aided engineering (CAE) tools such as CAE solvers, computer-aided design (CAD) Inventor, and finite element method (FEM) ANSYS are first used to produce the design and assess the performance of the robot arm. The surrogate model constructed on the basis of Box–Behnken design is then used in the MOEA/D-DE, which includes the process of selection, recombination, and mutation, to optimize the robot arm. The performance of the optimized robot arm is compared with the baseline one to validate the correctness and effectiveness of the proposed method. The results obtained for the adopted example show that the proposed method can not only significantly improve the robot arm performance and save computational cost but may also be deployed to solve other complex design optimization problems.

Advanced Robust Optimization Approach for Design Optimization With Interval Uncertainty Using Sequential Quadratic Programming

2013 ◽  
Author(s):  
Jianhua Zhou ◽  
Mian Li
Keyword(s):  
Robust Optimization ◽  
Linear Equations ◽  
Variable Parameter ◽  
Optimal Solution ◽  
Interval Uncertainty ◽  
Computational Time ◽  
Optimization Approach ◽  
Engineering Optimization ◽  
Loop Optimization ◽  
New Approach

Uncertainty is inevitable in real world. It has to be taken into consideration, especially in engineering optimization; otherwise the obtained optimal solution may become infeasible. Robust optimization (RO) approaches have been proposed to deal with this issue. Most existing RO algorithms use double-looped structures in which a large amount of computational efforts have been spent in the inner loop optimization to determine the robustness of candidate solutions. In this paper, an advanced approach is presented where no optimization run is required to be performed for robustness evaluations in the inner loop. Instead, a concept of Utopian point is proposed and the corresponding maximum variable/parameter variation will be obtained by just solving a set of linear equations. The obtained robust optimal solution from the new approach may be conservative, but the deviation from the true robust optimal solution is very small given the significant improvement in the computational efficiency. Six numerical and engineering examples are tested to show the applicability and efficiency of the proposed approach, whose solutions and computational time are compared with those from a similar but double-looped approach, SQP-RO, proposed previously.

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