Robust optimization

The methods

Several robust optimization methods was implementrd in Numpress System :

  • Safety Margin approach
  • Basic
  • Dual response surface
  • Total approximation

Analysis parameters

Robust optimization management is very similar to deterministic Optimization. so parameters dialogs will be presented only. Left side of dialogs allows to select method type and its parameters. Right side list consists of two list placet int tabs. One list is used to select objective function with it's parameters second. Second list constraints with parameters can be choosen. Booth tabs are presented below:

"Deterministic optimization"
"Deterministic optimization"

Variable selection

Determination of set of variables is curcial for optimization problem statement. Often fast reduction of random variables set is needed. Excluded variable is replaced by constant. Doe exclude variable form analysis click on "variables" tree subitem. Desribed below dialog box will apear:

"Random variables table"

if particular variable is selected it will be used in the analysis. If not constant value will be used taken from secong column.Note that: Set of dependent variables is setermined automatically by selecting function. This window will be empty if no function is selected. So user can eliminate a variable only. To add a variable, definition of limit state function have to be enriched. Variable selection is applicable to all reliability methods.

Starting point

Starting point gives possibility to determine point algorithms starts. It is importand especially in deterministic optimization algorithm used in robust optimization. In some cases (complex shape of response function) it may help to determine minimum if starting point is entered manually by user. Coordinates of starting point user can ender in dialog box showed below:

"Random variables table"

Dialog box gives also possibility to choose space for starting point: oryginal (X) or standard normal (U).

Optimization parameters

To select optimization algorithm proper tab should be clicked in dialog box depicted below:

"Random variables table"

Each tab consist of method parameters