• Title/Summary/Keyword: Robust Optimization

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OPTIMALITY CONDITIONS AND DUALITY IN FRACTIONAL ROBUST OPTIMIZATION PROBLEMS

  • Kim, Moon Hee;Kim, Gwi Soo
    • East Asian mathematical journal
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    • 제31권3호
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    • pp.345-349
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    • 2015
  • In this paper, we consider a fractional robust optimization problem (FP) and give necessary optimality theorems for (FP). Establishing a nonfractional optimization problem (NFP) equivalent to (FP), we formulate a Mond-Weir type dual problem for (FP) and prove duality theorems for (FP).

휴대폰 카메라용 렌즈 시스템의 강건최적설계 (Robust Optimization of a Lens System for a Mobile Phone Camera)

  • 정상진;민준홍;최동훈;김주호
    • 한국CDE학회논문집
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    • 제15권5호
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    • pp.325-332
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    • 2010
  • A lens system for mobile phone cameras is comprised of various lenses and designed so as to satisfy design requirements for responses such as a modular transfer function (MTF). However, it is difficult to manufacture and assemble camera modules to maintain the same performance compared with the designed camera modules, because of uncertainty. We should always design a lens system by considering uncertainty that can be caused by errors in the manufacturing and assembly process of mobile phone cameras. The robust optimization offers tools of making robust decisions with the consideration of design parameters, uncontrollable parameters, and the variance of the system. Using an efficient reliability analysis method and an optimization algorithm, we obtained robust optimization results that maximize the mean of MTF and minimize the standard deviation and proposed a new robust design process for a lens system.

원형 확장 휜 열 교환기의 치수 강건최적설계 (Design of Annular Finned Heat Transfer Tube Using Robust Optimization)

  • 윤지원;이종수;정우진
    • 대한기계학회논문집A
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    • 제27권9호
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    • pp.1437-1443
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    • 2003
  • Most optimization problems do not consider tolerance of design variables and design parameters. Ignorance of these tolerances may not fit for the practical problems and can lead to an unexpected conclusion. That is why we suggest robust optimization considering tolerances in both design variables and problem parameters. Using robust optimization, we designed minimum weight annular finned heat transfer tube subject to constraints on limitation of pressure difference and minimum value of total heat transfer. Consequently, robust optimization satisfies tolerance considered practical problems.

ON SUFFICIENCY AND DUALITY FOR ROBUST OPTIMIZATION PROBLEMS INVOLVING (V, ρ)-INVEX FUNCTIONS

  • Kim, Moon Hee;Kim, Gwi Soo
    • East Asian mathematical journal
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    • 제33권3호
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    • pp.265-269
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    • 2017
  • In this paper, we formulate a sufficient optimality theorem for the robust optimization problem (UP) under (V, ${\rho}$)-invexity assumption. Moreover, we formulate a Mond-Weir type dual problem for the robust optimization problem (UP) and show that the weak and strong duality hold between the primal problems and the dual problems.

ROBUST RELIABILITY DESIGN OF VEHICLE COMPONENTS WITH ARBITRARY DISTRIBUTION PARAMETERS

  • Zhang, Y.;He, X.;Liu, Q.;Wen, B.
    • International Journal of Automotive Technology
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    • 제7권7호
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    • pp.859-866
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    • 2006
  • This study employed the perturbation method, the Edgeworth series, the reliability optimization, the reliability sensitivity technique and the robust design to present a practical and effective approach for the robust reliability design of vehicle components with arbitrary distribution parameters on the condition of known first four moments of original random variables. The theoretical formulae of the robust reliability design for vehicle components with arbitrary distribution parameters are obtained. The reliability sensitivity is added to the reliability optimization design model and the robust reliability design is described as a multi-objection optimization. On the condition of known first four moments of original random variables, the respective program can be used to obtain the robust reliability design parameters of vehicle components with arbitrary distribution parameters accurately and quickly.

Simultaneous Optimization Using Loss Functions in Multiple Response Robust Designs

  • Kwon, Yong Man
    • 통합자연과학논문집
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    • 제14권3호
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    • pp.73-77
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    • 2021
  • Robust design is an approach to reduce the performance variation of mutiple responses in products and processes. In fact, in many experimental designs require the simultaneous optimization of multiple responses. In this paper, we propose how to simultaneously optimize multiple responses for robust design when data are collected from a combined array. The proposed method is based on the quadratic loss function. An example is illustrated to show the proposed method.

부정확한 데이터를 가지는 자료포락분석을 위한 로버스트 최적화 모형의 적용 (Data Envelopment Analysis with Imprecise Data Based on Robust Optimization)

  • 임성묵
    • 산업경영시스템학회지
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    • 제38권4호
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    • pp.117-131
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    • 2015
  • Conventional data envelopment analysis (DEA) models require that inputs and outputs are given as crisp values. Very often, however, some of inputs and outputs are given as imprecise data where they are only known to lie within bounded intervals. While a typical approach to addressing this situation for optimization models such as DEA is to conduct sensitivity analysis, it provides only a limited ex-post measure against the data imprecision. Robust optimization provides a more effective ex-ante measure where the data imprecision is directly incorporated into the model. This study aims to apply robust optimization approach to DEA models with imprecise data. Based upon a recently developed robust optimization framework which allows a flexible adjustment of the level of conservatism, we propose two robust optimization DEA model formulations with imprecise data; multiplier and envelopment models. We demonstrate that the two models consider different risks regarding imprecise efficiency scores, and that the existing DEA models with imprecise data are special cases of the proposed models. We show that the robust optimization for the multiplier DEA model considers the risk that estimated efficiency scores exceed true values, while the one for the envelopment DEA model deals with the risk that estimated efficiency scores fall short of true values. We also show that efficiency scores stratified in terms of probabilistic bounds of constraint violations can be obtained from the proposed models. We finally illustrate the proposed approach using a sample data set and show how the results can be used for ranking DMUs.

강인 포화 제어기의 LMI 최적 설계를 이용한 구조물의 능동 진동 제어 (Active Vibration Control of Structure Using LMI Optimization Design of Robust Saturation Controller)

  • 박영진;문석준;임채욱
    • 한국소음진동공학회논문집
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    • 제16권3호
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    • pp.298-306
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    • 2006
  • In our previous paper, we developed a robust saturation controller for the linear time-invariant (LTI) system involving both actuator's saturation and structured real parameter uncertainties. This controller can only guarantee the closed-loop robust stability of the system in the presence of actuator's saturation. But we cannot analytically make any comment on control performance of this controller. In this paper, we suggest a method to use linear matrix inequality (LMI) optimization problem which can analytically explain control performance of this robust saturation controller only in nominal system. The availability of design method using LMI optimization problem for this robust saturation controller is verified through a numerical example for the building with an active mass damper (AMD) system.

불확정성을 고려한 적층판 결합공정의 강건최적설계 (A Study on Robust Design Optimization of Layered Plates Bonding Process Considering Uncertainties)

  • 이우혁;박정진;최주호;이수용
    • 대한기계학회논문집A
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    • 제31권1호
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    • pp.113-120
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    • 2007
  • Design optimization of layered plates bonding process is conducted by considering uncertainties in a manufacturing process, in order to reduce the crack failure arising due to the residual stress at the surface of the adherent which is caused by different thermal expansion coefficients. Robust optimization is peformed to minimize the mean as well as its variance of the residual stress, while constraining the distortion as well as the instantaneous maximum stress under the allowable reliability limits. In this optimization, the dimension reduction (DR) method is employed to quantify the reliability such as mean and variance of the layered plate bonding. It is expected that the DR method benefits the optimization from the perspectives of efficiency, accuracy, and simplicity. The obtained robust optimal solution is verified by the Monte Carlo simulation.

보수적 근사모델을 적용한 신뢰성 기반 강건 최적설계 방법 (Study of Reliability-Based Robust Design Optimization Using Conservative Approximate Meta-Models)

  • 심형민;송창용;이종수;최하영
    • 한국해양공학회지
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    • 제26권6호
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    • pp.80-85
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    • 2012
  • The methods of robust design optimization (RDO) and reliability-based robust design optimization (RBRDO) were implemented in the present study. RBRDO is an integrated method that accounts for the design robustness of an objective function and for the reliability of constraints. The objective function in RBRDO is expressed in terms of the mean and standard deviation of an original objective function. Thus, a multi-objective formulation is employed. The regressive approximate models are generated via the moving least squares method (MLSM) and constraint-feasible moving least squares method (CF-MLSM), which make it possible to realize the feasibility regardless of the multimodality/nonlinearity of the constraint function during the approximate optimization processes. The regression model based RBRDO is newly devised and its numerical characteristics are explored using the design of an actively controlled ten bar truss structure.