Optimization Under Uncertainty with Applications to Aerospace Engineering

Optimization Under Uncertainty with Applications to Aerospace Engineering PDF Author: Massimiliano Vasile
Publisher: Springer Nature
ISBN: 3030601668
Category : Science
Languages : en
Pages : 573

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Book Description
In an expanding world with limited resources, optimization and uncertainty quantification have become a necessity when handling complex systems and processes. This book provides the foundational material necessary for those who wish to embark on advanced research at the limits of computability, collecting together lecture material from leading experts across the topics of optimization, uncertainty quantification and aerospace engineering. The aerospace sector in particular has stringent performance requirements on highly complex systems, for which solutions are expected to be optimal and reliable at the same time. The text covers a wide range of techniques and methods, from polynomial chaos expansions for uncertainty quantification to Bayesian and Imprecise Probability theories, and from Markov chains to surrogate models based on Gaussian processes. The book will serve as a valuable tool for practitioners, researchers and PhD students.

Optimization Under Uncertainty with Applications to Aerospace Engineering

Optimization Under Uncertainty with Applications to Aerospace Engineering PDF Author: Massimiliano Vasile
Publisher: Springer Nature
ISBN: 3030601668
Category : Science
Languages : en
Pages : 573

Get Book

Book Description
In an expanding world with limited resources, optimization and uncertainty quantification have become a necessity when handling complex systems and processes. This book provides the foundational material necessary for those who wish to embark on advanced research at the limits of computability, collecting together lecture material from leading experts across the topics of optimization, uncertainty quantification and aerospace engineering. The aerospace sector in particular has stringent performance requirements on highly complex systems, for which solutions are expected to be optimal and reliable at the same time. The text covers a wide range of techniques and methods, from polynomial chaos expansions for uncertainty quantification to Bayesian and Imprecise Probability theories, and from Markov chains to surrogate models based on Gaussian processes. The book will serve as a valuable tool for practitioners, researchers and PhD students.

Introduction to Applied Optimization

Introduction to Applied Optimization PDF Author: Urmila Diwekar
Publisher: Springer Science & Business Media
ISBN: 1475737459
Category : Mathematics
Languages : en
Pages : 342

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Book Description
This text presents a multi-disciplined view of optimization, providing students and researchers with a thorough examination of algorithms, methods, and tools from diverse areas of optimization without introducing excessive theoretical detail. This second edition includes additional topics, including global optimization and a real-world case study using important concepts from each chapter. Introduction to Applied Optimization is intended for advanced undergraduate and graduate students and will benefit scientists from diverse areas, including engineers.

Optimization and Anti-Optimization of Structures Under Uncertainty

Optimization and Anti-Optimization of Structures Under Uncertainty PDF Author: Isaac Elishakoff
Publisher: World Scientific
ISBN: 190897818X
Category : Technology & Engineering
Languages : en
Pages : 424

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Book Description
The volume presents a collaboration between internationally recognized experts on anti-optimization and structural optimization, and summarizes various novel ideas, methodologies and results studied over 20 years. The book vividly demonstrates how the concept of uncertainty should be incorporated in a rigorous manner during the process of designing real-world structures. The necessity of anti-optimization approach is first demonstrated, then the anti-optimization techniques are applied to static, dynamic and buckling problems, thus covering the broadest possible set of applications. Finally, anti-optimization is fully utilized by a combination of structural optimization to produce the optimal design considering the worst-case scenario. This is currently the only book that covers the combination of optimization and anti-optimization. It shows how various optimization techniques are used in the novel anti-optimization technique, and how the structural optimization can be exponentially enhanced by incorporating the concept of worst-case scenario, thereby increasing the safety of the structures designed in various fields of engineering. Contents:Optimization or Making the Best in the Presence of Certainty/UncertaintyGeneral Formulation of Anti-OptimizationAnti-Optimization in Static ProblemsAnti-Optimization in BucklingAnti-Optimization in VibrationAnti-Optimization via FEM-Based Interval AnalysisAnti-Optimization and Probabilistic DesignHybrid Optimization with Anti-Optimization under Uncertainty or Making the Best Out of the Worst Readership: Graduate students, professionals and academics in the field of mechanical engineering. Keywords:Anti-Optimization;Structural Optimization;Convex Model;Worst-Case Scenario;Ellipsoidal Model;Worst Excitation;Worst Imperfection;Homology Design;Interval AnalysisKey Features:This is the first book on optimization and anti-optimization Tackles two of the most important facets of engineering — safety and optimality — in a unified manner; the book may prove to be a turning point in both optimization and uncertainty studies by the suggested hybrid treatmentReviews:“Many applications to the optimal structural design are presented. Since some of the criteria are based on worst case scenarios, nested or two-stage optimization problems have to be considered. The book contains many examples and a large number of references.”Zentralblatt MATH

Robust Optimization

Robust Optimization PDF Author: Aharon Ben-Tal
Publisher: Princeton University Press
ISBN: 1400831059
Category : Mathematics
Languages : en
Pages : 576

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Book Description
Robust optimization is still a relatively new approach to optimization problems affected by uncertainty, but it has already proved so useful in real applications that it is difficult to tackle such problems today without considering this powerful methodology. Written by the principal developers of robust optimization, and describing the main achievements of a decade of research, this is the first book to provide a comprehensive and up-to-date account of the subject. Robust optimization is designed to meet some major challenges associated with uncertainty-affected optimization problems: to operate under lack of full information on the nature of uncertainty; to model the problem in a form that can be solved efficiently; and to provide guarantees about the performance of the solution. The book starts with a relatively simple treatment of uncertain linear programming, proceeding with a deep analysis of the interconnections between the construction of appropriate uncertainty sets and the classical chance constraints (probabilistic) approach. It then develops the robust optimization theory for uncertain conic quadratic and semidefinite optimization problems and dynamic (multistage) problems. The theory is supported by numerous examples and computational illustrations. An essential book for anyone working on optimization and decision making under uncertainty, Robust Optimization also makes an ideal graduate textbook on the subject.

Theory and Practice of Uncertain Programming

Theory and Practice of Uncertain Programming PDF Author: Baoding Liu
Publisher: Springer
ISBN: 3540894845
Category : Technology & Engineering
Languages : en
Pages : 205

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Book Description
Real-life decisions are usually made in the state of uncertainty such as randomness and fuzziness. How do we model optimization problems in uncertain environments? How do we solve these models? In order to answer these questions, this book provides a self-contained, comprehensive and up-to-date presentation of uncertain programming theory, including numerous modeling ideas, hybrid intelligent algorithms, and applications in system reliability design, project scheduling problem, vehicle routing problem, facility location problem, and machine scheduling problem. Researchers, practitioners and students in operations research, management science, information science, system science, and engineering will find this work a stimulating and useful reference.

Aerospace System Analysis and Optimization in Uncertainty

Aerospace System Analysis and Optimization in Uncertainty PDF Author: Loïc Brevault
Publisher: Springer Nature
ISBN: 3030391264
Category : Mathematics
Languages : en
Pages : 477

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Book Description
Spotlighting the field of Multidisciplinary Design Optimization (MDO), this book illustrates and implements state-of-the-art methodologies within the complex process of aerospace system design under uncertainties. The book provides approaches to integrating a multitude of components and constraints with the ultimate goal of reducing design cycles. Insights on a vast assortment of problems are provided, including discipline modeling, sensitivity analysis, uncertainty propagation, reliability analysis, and global multidisciplinary optimization. The extensive range of topics covered include areas of current open research. This Work is destined to become a fundamental reference for aerospace systems engineers, researchers, as well as for practitioners and engineers working in areas of optimization and uncertainty. Part I is largely comprised of fundamentals. Part II presents methodologies for single discipline problems with a review of existing uncertainty propagation, reliability analysis, and optimization techniques. Part III is dedicated to the uncertainty-based MDO and related issues. Part IV deals with three MDO related issues: the multifidelity, the multi-objective optimization and the mixed continuous/discrete optimization and Part V is devoted to test cases for aerospace vehicle design.

Planning Under Uncertainty

Planning Under Uncertainty PDF Author: Gerd Infanger
Publisher: Boyd & Fraser Publishing Company
ISBN:
Category : Business & Economics
Languages : en
Pages : 168

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Book Description


Uncertain Optimal Control

Uncertain Optimal Control PDF Author: Yuanguo Zhu
Publisher: Springer
ISBN: 9811321345
Category : Technology & Engineering
Languages : en
Pages : 208

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Book Description
This book introduces the theory and applications of uncertain optimal control, and establishes two types of models including expected value uncertain optimal control and optimistic value uncertain optimal control. These models, which have continuous-time forms and discrete-time forms, make use of dynamic programming. The uncertain optimal control theory relates to equations of optimality, uncertain bang-bang optimal control, optimal control with switched uncertain system, and optimal control for uncertain system with time-delay. Uncertain optimal control has applications in portfolio selection, engineering, and games. The book is a useful resource for researchers, engineers, and students in the fields of mathematics, cybernetics, operations research, industrial engineering, artificial intelligence, economics, and management science.

Stochastic Programming

Stochastic Programming PDF Author: Willem K. Klein Haneveld
Publisher: Springer Nature
ISBN: 3030292193
Category : Business & Economics
Languages : en
Pages : 249

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Book Description
This book provides an essential introduction to Stochastic Programming, especially intended for graduate students. The book begins by exploring a linear programming problem with random parameters, representing a decision problem under uncertainty. Several models for this problem are presented, including the main ones used in Stochastic Programming: recourse models and chance constraint models. The book not only discusses the theoretical properties of these models and algorithms for solving them, but also explains the intrinsic differences between the models. In the book’s closing section, several case studies are presented, helping students apply the theory covered to practical problems. The book is based on lecture notes developed for an Econometrics and Operations Research course for master students at the University of Groningen, the Netherlands - the longest-standing Stochastic Programming course worldwide.

Hybrid Offline/Online Methods for Optimization Under Uncertainty

Hybrid Offline/Online Methods for Optimization Under Uncertainty PDF Author: A. De Filippo
Publisher: IOS Press
ISBN: 1643682636
Category : Computers
Languages : en
Pages : 126

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Book Description
Balancing the solution-quality/time trade-off and optimizing problems which feature offline and online phases can deliver significant improvements in efficiency and budget control. Offline/online integration yields benefits by achieving high quality solutions while reducing online computation time. This book considers multi-stage optimization problems under uncertainty and proposes various methods that have broad applicability. Due to the complexity of the task, the most popular approaches depend on the temporal granularity of the decisions to be made and are, in general, sampling-based methods and heuristics. Long-term strategic decisions that may have a major impact are typically solved using these more accurate, but expensive, sampling-based approaches. Short-term operational decisions often need to be made over multiple steps within a short time frame and are commonly addressed via polynomial-time heuristics, with the more advanced sampling-based methods only being applicable if their computational cost can be carefully managed. Despite being strongly interconnected, these 2 phases are typically solved in isolation. In the first part of the book, general methods based on a tighter integration between the two phases are proposed and their applicability explored, and these may lead to significant improvements. The second part of the book focuses on how to manage the cost/quality trade-off of online stochastic anticipatory algorithms, taking advantage of some offline information. All the methods proposed here provide multiple options to balance the quality/time trade-off in optimization problems that involve offline and online phases, and are suitable for a variety of practical application scenarios.