2013
DOI: 10.2514/1.j051847
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Optimizations Under Uncertainty Using Gradients, Hessians, and Surrogate Models

Abstract: In this paper a first-order moment method and a Kriging surrogate model are used for optimizations under uncertainty applied to two-bar truss designs and two-dimensional lift-constrained drag minimizations. Given uncertainties in statistically independent, random, normally distributed input variables, the two approaches are used to propagate these uncertainties through the mathematical model and to approximate output statistics of interest. In order to assess the validity of the approximations, the results are… Show more

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Cited by 31 publications
(11 citation statements)
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“…The steps involved in robust optimization under mixed uncertainties [20][21][22]25 are detailed here (see Figure 5). Surrogate models are built to propagate aleatory uncertainties and bound-constrained optimizations are used to propagate epistemic uncertainties.…”
Section: Iic3 Robust Optimization Frameworkmentioning
confidence: 99%
See 2 more Smart Citations
“…The steps involved in robust optimization under mixed uncertainties [20][21][22]25 are detailed here (see Figure 5). Surrogate models are built to propagate aleatory uncertainties and bound-constrained optimizations are used to propagate epistemic uncertainties.…”
Section: Iic3 Robust Optimization Frameworkmentioning
confidence: 99%
“…The employed IMCS-BCO framework has been developed by Lockwood et al [20][21][22] and Rumpfkeil. 25 A detailed discussion of all the steps involved is given in Section II.C.3. The computational requirements in Table 1 are given for just one iteration of the numerical solution of the robust optimization problem.…”
Section: Iib3 Propagation Of Mixed Uncertaintiesmentioning
confidence: 99%
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“…For instance, uncertainties on the geometric parameters [17][18][19] and on the operating conditions [20,21] fall into this category. Other research focused more on epistemic uncertainties, which represent a lack of knowledge associated with the modeling process, that are reducible through the introduction of additional information [22].…”
Section: Introductionmentioning
confidence: 99%
“…These discrepancies can for instance be caused by manufacturing tolerances [77] or approximations in the numerical model. The existence of these discrepancies can be taken into account by applying an optimization under uncertainty [87,149] approach. By using such an approach, the result of solving an optimization problem is more likely to show optimal performance in reality as well.…”
Section: Optimization Methodsmentioning
confidence: 99%