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Percentile via Polynomial Chaos Expansion: Bridging Robust Optimization with Reliability

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EVOLVE – A Bridge between Probability, Set Oriented Numerics and Evolutionary Computation VII

Part of the book series: Studies in Computational Intelligence ((SCI,volume 662))

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Abstract

We revise a method recently introduced by the authors for the estimation of robustness and reliability in design optimization problems with uncertainties in the input variable space. Percentile values of system output properties are estimated by means of polynomial chaos expansions used as stochastic response surfaces. The percentiles can be used as objectives or constraints in multiobjective optimization problems. We clarify the theoretical background and motivations of our approach, and we show benchmark results, as well as applications of multiobjective optimization problems solved with evolutionary algorithms. The advantages of the method are also presented.

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Acknowledgements

The authors would like to thank Cristina Belli (ESTECO S.p.A.) for the manuscript revision.

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Authors and Affiliations

  1. ESTECO S.p.A., AREA Science Park, loc. Padriciano 99, 34149, Trieste, Italy

    Mariapia Marchi, Enrico Rigoni, Rosario Russo & Alberto Clarich

Authors
  1. Mariapia Marchi
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  2. Enrico Rigoni
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  3. Rosario Russo
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  4. Alberto Clarich
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Corresponding author

Correspondence to Mariapia Marchi .

Editor information

Editors and Affiliations

  1. Leiden Institute of Advanced Com. Sci., Leiden University Leiden Institute of Advanced Com. Sci., CA Leiden, The Netherlands

    Michael Emmerich

  2. Leiden Institute of Advanced Com. Sci., Leiden University Leiden Institute of Advanced Com. Sci., CA Leiden, The Netherlands

    André Deutz

  3. Depto. de Ingeniería Eléctrica, CINVESTAV-IPN Depto. de Ingeniería Eléctrica, México, D.F., Mexico

    Oliver Schütze

  4. University of Bordeaux, Université Bordeaux Victoire , Bordeaux Cedex, France

    Pierrick Legrand

  5. Luxembourg Centre for Systems Biomedicin, University of Luxembourg Luxembourg Centre for Systems Biomedicin, Belval, Luxembourg

    Emilia Tantar

  6. Computer Science & Comm. Research Unit, University of Luxembourg Computer Science & Comm. Research Unit, Luxembourg, Luxembourg

    Alexandru-Adrian Tantar

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Marchi, M., Rigoni, E., Russo, R., Clarich, A. (2017). Percentile via Polynomial Chaos Expansion: Bridging Robust Optimization with Reliability. In: Emmerich, M., Deutz, A., Schütze, O., Legrand, P., Tantar, E., Tantar, AA. (eds) EVOLVE – A Bridge between Probability, Set Oriented Numerics and Evolutionary Computation VII. Studies in Computational Intelligence, vol 662. Springer, Cham. https://doi.org/10.1007/978-3-319-49325-1_3

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  • DOI: https://doi.org/10.1007/978-3-319-49325-1_3

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-49324-4

  • Online ISBN: 978-3-319-49325-1

  • eBook Packages: EngineeringEngineering (R0)

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