Optimal design of non-deterministic systems utilizing min-max formulation

Abstract

Optimizing non-deterministic systems is known to pose a computational challenge because of the complexity added from uncertainty in the independent variables. In this paper, the problem is posed as a mathematical program in which the objective function is to minimize the probability of failure. The mathematical program is then reformulated as minimax problem utilizing a reliability index approach (Madsen et al., 1986 and Cruse et al., 1989). The resulting min-max problem is shown to provide faster results compared with coupling Monte-Carlo with optimization techniques. The aim of this paper is to review the mathematical basis behind the new formulation and solve a simple example to demonstrate its applicability. Ongoing work is aimed at solving more complex problems.

Publication Title

Collection of Technical Papers - AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics and Materials Conference

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