• Title/Summary/Keyword: Probabilistic optimization

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Probabilistic Structure Design of Automatic Salt Collector Using Reliability Based Robust Optimization (신뢰성 기반 강건 최적화를 이용한 자동채염기의 확률론적 구조설계)

  • Song, Chang Yong
    • Journal of the Korean Society of Industry Convergence
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    • v.23 no.5
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    • pp.799-807
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    • 2020
  • This paper deals with identification of probabilistic design using reliability based robust optimization in structure design of automatic salt collector. The thickness sizing variables of main structure member in the automatic salt collector were considered the random design variables including the uncertainty of corrosion that would be an inevitable hazardousness in the saltern work environment. The probabilistic constraint functions were selected from the strength performances of the automatic salt collector. The reliability based robust optimum design problem was formulated such that the random design variables were determined by minimizing the weight of the automatic salt collector subject to the probabilistic strength performance constraints evaluating from reliability analysis. Mean value reliability method and adaptive importance sampling method were applied to the reliability evaluation in the reliability based robust optimization. The three sigma level quality was considered robustness in side constraints. The probabilistic optimum design results according to the reliability analysis methods were compared to deterministic optimum design results. The reliability based robust optimization using the mean value reliability method showed the most rational results for the probabilistic optimum structure design of the automatic salt collector.

Reliability-based Shape Optimization Using Growth Strain Method (성장-변형률법을 이용한 신뢰성 기반 형상 최적화)

  • Oh, Young-Kyu;Park, Jae-Yong;Im, Min-Gyu;Park, Jae-Yong;Han, Seog-Young
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.19 no.5
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    • pp.637-644
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    • 2010
  • This paper presents a reliability-based shape optimization (RBSO) using the growth-strain method. An actual design involves uncertain conditions such as material property, operational load, Poisson's ratio and dimensional variation. The purpose of the RBSO is to consider the variations of probabilistic constraint and performances caused by uncertainties. In this study, the growth-strain method was applied to shape optimization of reliability analysis. Even though many papers for reliability-based shape optimization in mathematical programming method and ESO (Evolutionary Structural Optimization) were published, the paper for the reliability-based shape optimization using the growth-strain method has not been applied yet. Growth-strain method is applied to performance measure approach (PMA), which has probabilistic constraints that are formulated in terms of the reliability index, is adopted to evaluate the probabilistic constraints in the change of average mises stress. Numerical examples are presented to compare the DO with the RBSO. The results of design example show that the RBSO model is more reliable than deterministic optimization. It was verified that the reliability-based shape optimization using growth-strain method are very effective for general structure. The purpose of this study is to improve structure's safety considering probabilistic variable.

Probabilistic multi-objective optimization of a corrugated-core sandwich structure

  • Khalkhali, Abolfazl;Sarmadi, Morteza;Khakshournia, Sharif;Jafari, Nariman
    • Geomechanics and Engineering
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    • v.10 no.6
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    • pp.709-726
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    • 2016
  • Corrugated-core sandwich panels are prevalent for many applications in industries. The researches performed with the aim of optimization of such structures in the literature have considered a deterministic approach. However, it is believed that deterministic optimum points may lead to high-risk designs instead of optimum ones. In this paper, an effort has been made to provide a reliable and robust design of corrugated-core sandwich structures through stochastic and probabilistic multi-objective optimization approach. The optimization is performed using a coupling between genetic algorithm (GA), Monte Carlo simulation (MCS) and finite element method (FEM). To this aim, Prob. Design module in ANSYS is employed and using a coupling between optimization codes in MATLAB and ANSYS, a connection has been made between numerical results and optimization process. Results in both cases of deterministic and probabilistic multi-objective optimizations are illustrated and compared together to gain a better understanding of the best sandwich panel design by taking into account reliability and robustness. Comparison of results with a similar deterministic optimization study demonstrated better reliability and robustness of optimum point of this study.

Shape Optimization of HDD Head Slider for Enhancing Reliabilities (신뢰성 향상을 위한 HDD용 헤드 슬라이더의 형상최적설계)

  • 윤상준;최병렬;최동훈
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2004.05a
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    • pp.753-758
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    • 2004
  • This study is to suggest a probabilistic design determining configurations of slider air bearings with the dimensional manufacturing tolerances of the ABS. The probabilistic design problem is formulated to minimize the variation in flying height from a target value while satisfying the desired probabilities keeping the pitch and roll angles within suitable range. The proposed approach first solves the deterministic optimization problem. Then, beginning with this solution, the RBDO is continued with the probabilistic constraints affected by the random variables with a fixed standard deviation in normal distribution. The RBDO results are directly compared with the values of the initial design and the results of the deterministic optimization, respectively. The reliability analyses are performed by the descriptive sampling (DS) to show the effectiveness and accuracy of the proposed approach. It is demonstrated that the proposed RBDO approach can efficiently obtain an optimum solution satisfying all the desired probabilistic constraints.

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Shape Optimization of HDD Head Slider for Enhancing Reliabilities (신뢰성 향상을 위한 HDD용 헤드 슬라이더의 형상최적설계)

  • 최병렬;최동훈;윤상준
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.14 no.8
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    • pp.695-701
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    • 2004
  • This study is to suggest a Probabilistic design determining configurations of slider air bearings with the dimensional manufacturing tolerances of the ABS. The probabilistic design problem is formulated to minimize the variation in flying height from a target value while satisfying the desired probabilities keeping the pitch and roll angles within a suitable range. The proposed approach first selves the deterministic optimization problem. Then, beginning with this solution, the RBDO is continued with the probabilistic constraints affected by the random variables with a fixed standard deviation in normal distribution. The RBDO results are directly compared with the values of the initial design and the results of the deterministic optimization, respectively. The reliability analyses are performed by the descriptive sampling (DS) to show the effectiveness and accuracy of the proposed approach. It is demonstrated that the Proposed RBDO approach can efficiently obtain an optimum solution satisfying all the desired probabilistic constraints.

A Comparative Study on Reliability Index and Target Performance Measure Based Probabilistic Structural Design Optimizations (신뢰도지수와 목표성능치에 기반한 확률론적 구조설계 최적화기법에 대한 비교연구)

  • 양영순;이재옥
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 2000.10a
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    • pp.32-39
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    • 2000
  • Probabilistic structural design optimization, which is characterized by the so-called probabilistic. constraints which introduce permissible probability of violation, is preferred to deterministic design optimization since unpredictable inherent uncertainties and randomness in structural and environmental properties are to be taken quantitatively into account by probabilistic design optimization. In this paper, the well-known reliability index based MPFP(Most Probable Failure Point) search approach and the newly introduced target performance measure based MPTP(Minimum Performance Target Point) search approach are summarized and compared. The present comparison focuses on the number of iterations required for the estimation of probabilistic constraints and a technique for improvement which removes exhaustive iterations is presented as well. A 10 bar truss problem is examined for this.

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Modern Probabilistic Machine Learning and Control Methods for Portfolio Optimization

  • Park, Jooyoung;Lim, Jungdong;Lee, Wonbu;Ji, Seunghyun;Sung, Keehoon;Park, Kyungwook
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.14 no.2
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    • pp.73-83
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    • 2014
  • Many recent theoretical developments in the field of machine learning and control have rapidly expanded its relevance to a wide variety of applications. In particular, a variety of portfolio optimization problems have recently been considered as a promising application domain for machine learning and control methods. In highly uncertain and stochastic environments, portfolio optimization can be formulated as optimal decision-making problems, and for these types of problems, approaches based on probabilistic machine learning and control methods are particularly pertinent. In this paper, we consider probabilistic machine learning and control based solutions to a couple of portfolio optimization problems. Simulation results show that these solutions work well when applied to real financial market data.

Reliability-Based Shape Optimization Under the Displacement Constraints (변위 제한 조건하에서의 신뢰성 기반 형상 최적화)

  • Oh, Young-Kyu;Park, Jae-Yong;Im, Min-Gyu;Park, Jae-Yong;Han, Seog-Young
    • Journal of the Korean Society of Manufacturing Technology Engineers
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    • v.19 no.5
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    • pp.589-595
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    • 2010
  • This paper presents a reliability-based shape optimization (RBSO) using the evolutionary structural optimization (ESO). An actual design involves uncertain conditions such as material property, operational load, poisson's ratio and dimensional variation. The deterministic optimization (DO) is obtained without considering of uncertainties related to the uncertainty parameters. However, the RBSO can consider the uncertainty variables because it has the probabilistic constraints. In order to determine whether the probabilistic constraint is satisfied or not, simulation techniques and approximation methods are developed. In this paper, the reliability-based shape design optimization method is proposed by utilization the reliability index approach (RIA), performance measure approach (PMA), single-loop single-vector (SLSV), adaptive-loop (ADL) are adopted to evaluate the probabilistic constraint. In order to apply the ESO method to the RBSO, a sensitivity number is defined as the change of strain energy in the displacement constraint. Numerical examples are presented to compare the DO with the RBSO. The results of design example show that the RBSO model is more reliable than deterministic optimization.

Probabilistic optimization of nailing system for soil walls in uncertain condition

  • Mitra Jafarbeglou;Farzin Kalantary
    • Geomechanics and Engineering
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    • v.34 no.6
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    • pp.597-609
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    • 2023
  • One of the applicable methods for the stabilization of soil walls is the nailing system which consists of tensile struts. The stability and safety of soil nail wall systems are influenced by the geometrical parameters of the nailing system. Generally, the determination of nailing parameters in order to achieve optimal performance of the nailing system for the safety of soil walls is defined in the framework of optimization problems. Also, according to the various uncertainty in the mechanical parameters of soil structures, it is necessary to evaluate the reliability of the system as a probabilistic problem. In this paper, the optimal design of the nailing system is carried out in deterministic and probabilistic cases using meta-heuristic and reliability-based design optimization methods. The colliding body optimization algorithm and first-order reliability method are used for optimization and reliability analysis problems, respectively. The objective function is defined based on the total cost of nails and safety factors and reliability index are selected as constraints. The mechanical properties of the nailing system are selected as design variables and the mechanical properties of the soil are selected as random variables. The results show that the reliability of the optimally designed soil nail system is very sensitive to uncertainty in soil mechanical parameters. Also, the design results are affected by uncertainties in soil mechanical parameters due to the values of safety factors. Reliability-based design optimization results show that a nailing system can be designed for the expected level of reliability and failure probability.

Reliability-Based Topology Optimization for Structures with Stiffness Constraints (강성구속 조건을 갖는 구조물의 신뢰성기반 위상최적설계)

  • Kim, Sang-Rak;Park, Jae-Yong;Lee, Won-Goo;Yu, Jin-Shik;Han, Seog-Young
    • Transactions of the Korean Society of Machine Tool Engineers
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    • v.17 no.6
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    • pp.77-82
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    • 2008
  • This paper presents a Reliability-Based Topology Optimization(RBTO) using the Evolutionary Structural Optimization(ESO). An actual design involves some uncertain conditions such as material property, operational load and dimensional variation. The Deterministic Topology Optimization(DTO) is obtained without considering the uncertainties related to the uncertainty parameters. However, the RBTO can consider the uncertainty variables because it has the probabilistic constraints. In order to determine whether the probabilistic constraints are satisfied or not, simulation techniques and approximation methods are developed. In this paper, the reliability index approach(RIA) is adopted to evaluate the probabilistic constraints. In order to apply the ESO method to the RBTO, sensitivity number is defined as the change in the reliability index due to the removal of the ith element. Numerical examples are presented to compare the DTO with the RBTO.