Skip to main content
Log in

Robust design optimization by polynomial dimensional decomposition

  • Research Paper
  • Published:
Structural and Multidisciplinary Optimization Aims and scope Submit manuscript

Abstract

This paper introduces four new methods for robust design optimization (RDO) of complex engineering systems. The methods involve polynomial dimensional decomposition (PDD) of a high-dimensional stochastic response for statistical moment analysis, a novel integration of PDD and score functions for calculating the second-moment sensitivities with respect to the design variables, and standard gradient-based optimization algorithms. New closed-form formulae are presented for the design sensitivities that are simultaneously determined along with the moments. The methods depend on how statistical moment and sensitivity analyses are dovetailed with an optimization algorithm, encompassing direct, single-step, sequential, and multi-point single-step design processes. Numerical results indicate that the proposed methods provide accurate and computationally efficient optimal solutions of RDO problems, including an industrial-scale lever arm design.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9

Similar content being viewed by others

References

  • Browder A (1996) Mathematical analysis: an introduction. Undergraduate texts in mathematics. Springer, New York

    Book  Google Scholar 

  • Busbridge I (1948) Some integrals involving hermite polynomials. J Lond Math Soc 23:135–141

    Article  MathSciNet  MATH  Google Scholar 

  • Chen W, Allen J, Tsui K, Mistree F (1996) Procedure for robust design: minimizing variations caused by noise factors and control factors. J Mech Des, Trans ASME 118(4):478–485

    Article  Google Scholar 

  • DOT (2001) Dot—designoptimization tools, user’s manual. Vanderplaats Research and Development, Inc., Colorado Springs, CO

    Google Scholar 

  • Du XP, Chen W (2000) Towards a better understanding of modeling feasibility robustness in engineering design. J Mech Des 122(4):385–394

    Article  Google Scholar 

  • Efron B, Stein C (1981) The jackknife estimate of variance. Ann Stat 9(3):586–596

    Article  MathSciNet  MATH  Google Scholar 

  • Gautschi W (2004) Orthogonal polynomials: computation and approximation. Numerical mathematics and scientific computation. Oxford University Press, Oxford

    Google Scholar 

  • Huang B, Du X (2007) Analytical robustness assessment for robust design. Struct Multidisc Optim 34(2):123–137

    Article  MathSciNet  Google Scholar 

  • Lee I, Choi KK, Du L, Gorsich D (2008) Dimension reduction method for reliability-based robust design optimization. Comput Struct 86(13–14):1550–1562

    Article  Google Scholar 

  • Lee S, Chen W, Kwak B (2009) Robust design with arbitrary distributions using gauss-type quadrature formula. Struct Multidisc Optim 39(3):227–243

    Article  MathSciNet  Google Scholar 

  • Mourelatos Z, Liang J (2006) A methodology for trading-off performance and robustness under uncertainty. J Mech Des 128(4):856–863

    Article  Google Scholar 

  • Park G, Lee T, Kwon H, Hwang K (2006) Robust design: an overview. AIAA J 44(1):181–191

    Article  Google Scholar 

  • Rahman S (2008) A polynomial dimensional decomposition for stochastic computing. Int J Numer Methods Eng 76(13):2091–2116

    Article  MATH  Google Scholar 

  • Rahman S (2009a) Extended polynomial dimensional decomposition for arbitrary probability distributions. J Eng Mech ASCE 135(12):1439–1451

    Article  Google Scholar 

  • Rahman S (2009b) Stochastic sensitivity analysis by dimensional decomposition and score functions. Probab Eng Mech 24(3):278–287

    Article  Google Scholar 

  • Rahman S (2010) Statistical moments of polynomial dimensional decomposition. J Eng Mech ASCE 136(7):923–927

    Article  Google Scholar 

  • Rahman S (2011) Decomposition methods for structural reliability analysis revisited. Probab Eng Mech 26(2):357–363

    Article  Google Scholar 

  • Rahman S (2012) Approximation errors in truncated dimensional decompositions. Math Comput, submitted

  • Rahman S, Xu H (2004) A univariate dimension-reduction method for multi-dimensional integration in stochastic mechanics. Probab Eng Mech 19(4):393–408

    Article  Google Scholar 

  • Ramakrishnan B, Rao S (1996) A general loss function based optimization procedure for robust design. Eng Optim 25(4):255–276

    Article  Google Scholar 

  • Rubinstein R, Shapiro A (1993) Discrete event systems: sensitivity analysis and stochastic optimization by the score function method. Wiley series in probability and mathematical statistics. Wiley, New York

    Google Scholar 

  • Sobol I (2003) Theorems and examples on high dimensional model representation. Reliab Eng Syst Saf 79(2):187–193

    Article  MathSciNet  Google Scholar 

  • Stephens R, Fuchs H (2001) Metal fatigue in engineering. Wiley-Interscience, New York

    Google Scholar 

  • Taguchi G (1993) Taguchi on robust technology development: bringing quality engineering upstream. ASME Press series on international advances in design productivity. ASME Press, New York

    Book  Google Scholar 

  • Toropov V, Filatov A, Polynkin A (1993) Multiparameter structural optimization using FEM and multipoint explicit approximations. Struct Multidisc Optim 6(1):7–14

    Article  Google Scholar 

  • Wang H, Kim N (2006) Robust design using stochastic response surface and sensitivities. In: 11th AIAA/ISSMO multidisciplinary analysis and optimization conference

  • Xu H, Rahman S (2004) A generalized dimension-reduction method for multidimensional integration in stochastic mechanics. Int J Numer Methods Eng 61(12):1992–2019

    Article  MATH  Google Scholar 

  • Youn B, Xi Z, Wang P (2008) Eigenvector dimension reduction (EDR) method for sensitivity-free probability analysis. Struct Multidisc Optim 37(1):13–28

    Article  MathSciNet  Google Scholar 

  • Zaman K, McDonald M, Mahadevan S, Green L (2011) Robustness-based design optimization under data uncertainty. Struct Multidisc Optim 44(2):183–197

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Sharif Rahman.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Ren, X., Rahman, S. Robust design optimization by polynomial dimensional decomposition. Struct Multidisc Optim 48, 127–148 (2013). https://doi.org/10.1007/s00158-013-0883-z

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00158-013-0883-z

Keywords

Navigation