• Title/Summary/Keyword: 불확실성: Probability Constraint

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Development of an Efficient Optimization Technique for Robust Design by Approximating Probability Constratints (확률조건의 근사화를 통한 효율적인 강건 최적설계 기법의 개발)

  • Jeong, Do-Hyeon;Lee, Byeong-Chae
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.12
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    • pp.3053-3060
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    • 2000
  • Alternative formulation is presented for robust optimization problems and an efficient computational scheme for reliability estimation is proposed. Both design variables and design parameters considered as random variables about their nominal values. To ensure the robustness of objective performance a new cost function bounding the performance and a new constraint limiting the performance variation are introduced. The constraint variations are regulated by considering the probability of feasibility. Each probability constraint is transformed into a sub-optimization problem and then is resolved with the modified advanced first order second moment(AFOSM) method for computational efficiency. The proposed robust optimization method has advantages that the mean value and the variation of the performance function are controlled simultaneously and the second order sensitivity information is not required even in case of gradient based optimization. The suggested method is examined by solving three examples and the results are compared with those for deterministic case and those available in literature.

Development of an Optimization Technique for Robust Design of Mechanical Structures (기계 구조의 강건 설계를 위한 최적화 기법의 개발)

  • Jeong, Do-Hyeon;Lee, Byeong-Chae
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.24 no.1 s.173
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    • pp.215-224
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    • 2000
  • In order to reduce the variation effects of uncertainties in the engineering environments, new robust optimization method, which considers the uncertainties in design process, is proposed. Both design variables and system parameters are considered as random variables about their nominal values. To ensure the robustness of performance function, a new objective is set to minimize the variance of that function. Constraint variations are handled by introducing probability constraints. Probability constraints are solved by the advanced first order second moment (AFOSM) method based on the reliability theory. The proposed robust optimization method has an advantage that the second derivatives of the constraints are not required. The suggested method is examined by solving three examples and the results are compared with those for deterministic case and those available in literature.

Reliability-Based Design Optimization of Electromagnetic Devices by Evaluating Probabilistic Constraints Based on Performance Measure Approach (목표 성능치 기반의 확률구속조건 평가 기법을 이용한 전자기 장치의 신뢰도 기반 최적설계)

  • Kim, Dong-Wook;Kim, Dong-Hun
    • Journal of the Korean Magnetics Society
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    • v.23 no.2
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    • pp.62-67
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    • 2013
  • This paper introduces an effective methodology for reliability-based design optimization of electromagnetic products, where a performance measure approach is adopted to accurately assess probabilistic constrains. Two design problems consisting of a loudspeaker and a superconducting magnetic energy storage system are considered. The efficiency of the proposed method in evaluating the failure probability of performances during the optimization process are compared with the existing method based on the reliability index approach. Moreover, in term of the accuracy of probability failure values, optimized design results are examined with reference values obtained from the Monte Carlo simulation.

Expansion of Sensitivity Analysis for Statistical Moments and Probability Constraints to Non-Normal Variables (비정규 분포에 대한 통계적 모멘트와 확률 제한조건의 민감도 해석)

  • Huh, Jae-Sung;Kwak, Byung-Man
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.34 no.11
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    • pp.1691-1696
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    • 2010
  • The efforts of reflecting the system's uncertainties in design step have been made and robust optimization or reliabilitybased design optimization are examples of the most famous methodologies. The statistical moments of a performance function and the constraints corresponding to probability conditions are involved in the formulation of these methodologies. Therefore, it is essential to effectively and accurately calculate them. The sensitivities of these methodologies have to be determined when nonlinear programming is utilized during the optimization process. The sensitivity of statistical moments and probability constraints is expressed in the integral form and limited to the normal random variable; we aim to expand the sensitivity formulation to nonnormal variables. Additional functional calculation will not be required when statistical moments and failure or satisfaction probabilities are already obtained at a design point. On the other hand, the accuracy of the sensitivity results could be worse than that of the moments because the target function is expressed as a product of the performance function and the explicit functions derived from probability density functions.

Reliability-based Structural Design Optimization Considering Probability Model Uncertainties - Part 1: Design Method (확률모델 불확실성을 고려한 구조물의 신뢰도 기반 최적설계 - 제1편: 설계 방법)

  • Ok, Seung-Yong;Park, Wonsuk
    • Journal of the Korean Society of Safety
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    • v.27 no.5
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    • pp.148-157
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    • 2012
  • Reliability-based design optimization (RBDO) problem is usually formulated as an optimization problem to minimize an objective function subjected to probabilistic constraint functions which may include deterministic design variables as well as random variables. The challenging task is that, because the probability models of the random variables are often assumed based on limited data, there exists a possibility of selecting inappropriate distribution models and/or model parameters for the random variables, which can often lead to disastrous consequences. In order to select the most appropriate distribution model from the limited observation data as well as model parameters, this study takes into account a set of possible candidate models for the random variables. The suitability of each model is then investigated by employing performance and risk functions. In this regard, this study enables structural design optimization and fitness assessment of the distribution models of the random variables at the same time. As the first paper of a two-part series, this paper describes a new design method considering probability model uncertainties. The robust performance of the proposed method is presented in Part 2. To demonstrate the effectiveness of the proposed method, an example of ten-bar truss structure is considered. The numerical results show that the proposed method can provide the optimal design variables while guaranteeing the most desirable distribution models for the random variables even in case the limited data are only available.

Advance Probabilistic Design and Reliability-Based Design Optimization for Composite Sandwich Structure (복합재 샌드위치 구조의 개선된 확률론적 설계 및 신뢰성 기반 최적설계)

  • Lee, Seokje;Kim, In-Gul;Cho, Wooje;Shul, Changwon
    • Composites Research
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    • v.26 no.1
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    • pp.29-35
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    • 2013
  • Composite sandwich structure can improve the specific bending stiffness significantly and save the weight nearly 30 percent compared with the composite laminates. However, it has more inherent uncertainties of the material property caused by manufacturing process than metals. Therefore, the reliability-based probabilistic design approach is required. In this paper, the PMS(Probabilistic Margin of Safety) is calculated for the simplified fuselage structure made of composite sandwich to provide the probabilistic reasonable evidence that the classical design method based on the safety factor cannot ensure the structural safety. In this phase, the probability density function estimated by CMCS(Crude Monte-Carlo Simulation) is used. Furthermore, the RBDO(Reliability-Based Design Optimization) under the probabilistic constraint are performed, and the RBDO-MPDF(RBDO by Moving Probability Density Function) is proposed for an efficient computation. The examined results in this paper can be helpful for advanced design techniques to ensure the reliability of structures under the uncertainty and computationally inexpensive RBDO methods.

Estimation of Life Expectancy and Budget Demands based on Maintenance Strategy (도로포장 유지보수 전략에 따른 기대수명과 보수비용산정)

  • Han, Dae-Seok;Do, Myung-Sik
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.32 no.4D
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    • pp.345-356
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    • 2012
  • Road pavement requires repetitive maintenance works to maintain satisfactory service level to the public. However, the repetitive maintenance works upon deteriorated pavement structure make negative effects to deterioration speed. It often leads to inefficient use of limited budget. For that reason, the pavements require reconstruction work to recover their original performance. Recently, construction demands in the Korean national highway have already been reached to maximum level, and the aged pavements start to demand much more reconstruction works. However, in the real world, road agencies have often been confused when they determine maintenance design for such aged road sections due to budget constraint. It is because there is no reliable long-term maintenance strategy that supports their decision making. To support their decision making, this paper aimed to suggest the best maintenance strategy considering changing process of pavement performance by repetitive maintenance works. As an analysis method, probability distribution and hazard function to estimate the life expectancy were adopted, and then the results were used for long-term life cycle cost analysis with deterministic or Monte-Carlo method under various scenarios. As an empirical study, the Korean national highway data that has long-maintenance history data since 1986 has been applied. Last, this paper considered quality assurance of maintenance work to improve maintenance quality. These could be important information as a part of long-term maintenance strategy of pavement.