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Structural and Multidisciplinary Optimization

, Volume 59, Issue 2, pp 351–372 | Cite as

Multi-objective optimization for design under uncertainty problems through surrogate modeling in augmented input space

  • J. Zhang
  • A. A. TaflanidisEmail author
Research Paper
  • 247 Downloads

Abstract

Multi-objective design under uncertainty problems that adopt probabilistic quantities as performance objectives and consider their estimation through stochastic simulation are examined in this paper, focusing on development of a surrogate modeling framework to reduce computational burden for the numerical optimization. The surrogate model is formulated to approximate the system response with respect to both the design variables and the uncertain model parameters, so that it can simultaneously support both the uncertainty propagation and the identification of the Pareto optimal solutions. Kriging is chosen as the metamodel, and its probabilistic nature (its ability to offer a local estimate of the prediction error) is leveraged within different aspects of the framework. To reduce the number of simulations for the expensive system model, an iterative approach is established with adaptive characteristics for controlling the metamodel accuracy. At each iteration, a new metamodel is developed utilizing all available training points. A new Pareto front is then identified utilizing this surrogate model and is compared, for assessing stopping criteria, to the front that was identified in the previous iteration. This comparison utilizes explicitly the potential error associated with the metamodel predictions. If stopping criteria are not achieved, a set of refinement experiments (new training points) is identified and process proceeds to the next iteration. A hybrid design of experiments is considered for this refinement, with a dual goal of global coverage and local exploitation of regions of interest, separately identified for the design variables and the uncertain model parameters.

Keywords

Design under uncertainty Multi-objective design Augmented input space Adaptive metamodels Kriging Iterative optimization 

Notes

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Copyright information

© Springer-Verlag GmbH Germany, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Department of Civil & Environmental Engineering & Earth SciencesUniversity of Notre DameNotre DameUSA
  2. 2.Department of Aerospace and Mechanical EngineeringUniversity of Notre DameNotre DameUSA

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