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Robust Optimization with Gaussian Process Models

  • Krzysztof MarchlewskiEmail author
  • Łukasz Łaniewski-Wołłk
  • Sławomir Kubacki
  • Jacek Szumbarski
Chapter
Part of the Notes on Numerical Fluid Mechanics and Multidisciplinary Design book series (NNFM, volume 140)

Abstract

In this chapter, the application of the Gaussian regression models in the robust design and uncertainty quantification is demonstrated. The computationally effective approach based on the Kriging method and relative expected improvement concept is described in detail. The new sampling criterion is proposed which leads to localization of the robust optimum in a limited number of steps. The methodology is employed to the optimal design process of the intake channel of the small turboprop engine.

Keywords

Kriging Gaussian process Robust design Uncertainty quantification (UQ) Relative expected improvement (REI) 

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Copyright information

© Springer International Publishing AG, part of Springer Nature 2019

Authors and Affiliations

  • Krzysztof Marchlewski
    • 1
    Email author
  • Łukasz Łaniewski-Wołłk
    • 1
  • Sławomir Kubacki
    • 1
  • Jacek Szumbarski
    • 1
  1. 1.The Faculty of Power and Aeronautical EngineeringWarsaw University of TechnologyWarsawPoland

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