Title: Autonomous robust design optimisation with potential clouds

Authors: Martin Fuchs, Arnold Neumaier

Addresses: University of Vienna, Faculty of Mathematics, Nordbergstr 15, 1090 Wien, Austria. ' University of Vienna, Faculty of Mathematics, Nordbergstr 15, 1090 Wien, Austria

Abstract: The task of autonomous and robust design cannot be regarded as a single task, but consists of two tasks that have to be accomplished concurrently. First, the design should be found autonomously; this indicates the existence of a method which is able to find the optimal design choice automatically. Second, the design should be robust; in other words, the design should be safeguarded against uncertain perturbations. Traditional modelling of uncertainties faces several problems. The lack of knowledge about distributions of uncertain variables or about correlations between uncertain data, respectively, typically leads to underestimation of error probabilities. Moreover, in higher dimensions the numerical computation of the error probabilities is very expensive, if not impossible, even provided the knowledge of the multivariate probability distributions. Based on the clouds formalism we have developed new methodologies to gather all available uncertainty information from expert engineers, process it to a reliable worst-case analysis and finally optimise the design seeking the optimal robust design.

Keywords: robust design; design optimisation; potential clouds; confidence regions; higher dimensions; uncertainty modelling; reliability.

DOI: 10.1504/IJRS.2009.026833

International Journal of Reliability and Safety, 2009 Vol.3 No.1/2/3, pp.23 - 34

Published online: 27 Jun 2009 *

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