克里金
多项式混沌
混沌(操作系统)
数学优化
多项式的
计算机科学
数学
机器学习
统计
蒙特卡罗方法
数学分析
计算机安全
作者
Chaolin Song,Abdollah Shafieezadeh,Rucheng Xiao,Bin Sun
标识
DOI:10.1016/j.ress.2024.110286
摘要
In robust design optimization, statistical moments of performance are widely adopted in formulating robustness metrics. To address the high computational costs stemming from the many-query nature of such optimizations with respect to robustness metrics, analytical formulas of the statistical moments have been developed based on surrogate models. However, existing methods consider random variables as the sole model input, which excludes, from the application scope, problems that also involve deterministic design variables. To remedy this issue, this paper proposes a new Polynomial Chaos Kriging-based methodology for efficient and accurate analytical robust design optimization. The analytical solutions for the statistical moments of performance are developed considering that the Polynomial Chaos Kriging model is established in the augmented space of the deterministic design and random variables. This is achieved by systematically decoupling associations with deterministic input from random input, providing effective solutions even when the orthonormality of the basis function is not applicable in the augmented space. This work also presents an active-learning framework enabling seamless implementation of various numerical optimization methods. Several numerical examples and a practical application illustrate the performance and superiority of the proposed method.
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