Optimal Engineering Design by Means of Stochastic Optimization Methods

  • K. Marti
Conference paper
Part of the International Centre for Mechanical Sciences book series (CISM, volume 425)


The optimization problems arising in engineering design contain many model parameters (material, loading, costs, tolerances, etc.) which are not given, fixed quantities, but must be considered as random variables with a given probability distribution. Evaluating the performance of the system by expected cost functions or taking into account the reliability of designs, the basic optimization problem under stochastic uncertainty is replaced by a certain deterministic substitute problem taking into account random parameter variations. The mathematical properties of the substitute problems are examined and (approximate) solution techniques are provided by applying stochastic optimization methods.


Loss Function Stochastic Program Limit State Function First Order Reliability Method Stochastic Linear Programming 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag Wien 2001

Authors and Affiliations

  • K. Marti
    • 1
  1. 1.Aero—Space Engineering and TechnologyFederal Armed Forces University MunichNeubiberg/MünchenGermany

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