Journal Title
Title of Journal: Optim Eng
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Abbravation: Optimization and Engineering
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Authors: Bijan Mohammadi
Publish Date: 2016/10/18
Volume: 18, Issue: 3, Pages: 561-585
Abstract
The paper addresses the solution of robust momentbased optimization problems after a multipoint reformulation The first four moments are considered ie mean variance skewness and kurtosis going beyond classical engineering optimization based on the control of the mean and variance In particular the impact on the design of a control of the third and fourth moments are discussed The multipoint formulation leads to discrete expressions for the moments linking momentbased and multipoint optimizations The linearity of the sums in the discrete moments permits an easy evaluation of their gradients with respect to the design variables Optimal sampling issues are analyzed and a procedure is proposed to quantify the confidence level on the robustness of the design The proposed formulation is fully parallel and the timetosolution is comparable to singlepoint situations It is applied to three problems an analytical leastsquare minimization problem a shape optimization problem with a reducedorder model and a full aircraft shape optimization robust over a range of transverse winds
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