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Optimization Under Uncertainties

  • Rafael H. LopezEmail author
  • André T. Beck
Chapter
Part of the Advanced Structured Materials book series (STRUCTMAT, volume 43)

Abstract

The goal of this chapter is to present the main approaches to optimization of engineering systems in the presence of uncertainties. That is, the chapter should serve as a guide to those entering in the exciting and challenging subject of optimization under uncertainties. First, the basic concepts of optimization and uncertainty quantification are presented separately. Then, the optimization under uncertainties techniques are described. We begin by giving an insight about the stochastic programming, also known as robust optimization in the engineering fields. Next, we detail how to deal with probabilistic constraints in optimization, the so called the reliability based design. Subsequently, we present the risk optimization approach, which includes the expected costs of failure in the objective function.

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© Springer International Publishing Switzerland 2013

Authors and Affiliations

  1. 1.Civil Engineering DepartmentFederal University of Santa CatarinaFlorianópolisBrazil
  2. 2.Department of Structural Engineering, São Carlos School of EngineeringUniversity of São PauloSão CarlosBrazil

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