Optimal design problems with probabilistic constraints, often referred to as reliability-based design optimization problems, have been the subject of extensive recent studies. Solution methods to date have focused more on improving efficiency rather than accuracy and the global convergence behavior of the solution. A new strategy utilizing an adaptive sequential linear programming (SLP) algorithm is proposed as a promising approach to balance accuracy, efficiency, and convergence. The strategy transforms the nonlinear probabilistic constraints into equivalent deterministic ones using both first order and second order approximations, and applies a filter-based SLP algorithm to reach the optimum. Simple numerical examples show promise for increased accuracy without sacrificing efficiency.
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e-mail: chanky@mail.ncku.edu.tw
e-mail: skerlos@umich.edu
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February 2007
Research Papers
An Adaptive Sequential Linear Programming Algorithm for Optimal Design Problems With Probabilistic Constraints
Kuei-Yuan Chan,
Kuei-Yuan Chan
Assistant Professor
Department of Mechanical Engineering,
e-mail: chanky@mail.ncku.edu.tw
National Cheng Kung University
, Tainan, Taiwan
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Steven J. Skerlos,
Steven J. Skerlos
Department of Mechanical Engineering,
e-mail: skerlos@umich.edu
University of Michigan
, G.G. Brown Bldg., Ann Arbor, MI 48109
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Panos Papalambros
Panos Papalambros
Professor
Department of Mechanical Engineering,
e-mail: pyp@umich.edu
University of Michigan
, G.G. Brown Bldg., Ann Arbor, MI 48109
Search for other works by this author on:
Kuei-Yuan Chan
Assistant Professor
Department of Mechanical Engineering,
National Cheng Kung University
, Tainan, Taiwane-mail: chanky@mail.ncku.edu.tw
Steven J. Skerlos
Department of Mechanical Engineering,
University of Michigan
, G.G. Brown Bldg., Ann Arbor, MI 48109e-mail: skerlos@umich.edu
Panos Papalambros
Professor
Department of Mechanical Engineering,
University of Michigan
, G.G. Brown Bldg., Ann Arbor, MI 48109e-mail: pyp@umich.edu
J. Mech. Des. Feb 2007, 129(2): 140-149 (10 pages)
Published Online: January 23, 2006
Article history
Received:
June 20, 2005
Revised:
January 23, 2006
Citation
Chan, K., Skerlos, S. J., and Papalambros, P. (January 23, 2006). "An Adaptive Sequential Linear Programming Algorithm for Optimal Design Problems With Probabilistic Constraints." ASME. J. Mech. Des. February 2007; 129(2): 140–149. https://doi.org/10.1115/1.2337312
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