Improving multi-objective robust optimization under interval uncertainty using worst possible point constraint cuts

W. Hu, M. Li, S. Azarm, S. Al Hashimi, A. Almansoori, N. Al-Qasas

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

7 Scopus citations

Abstract

Many real-world engineering design optimization problems are multi-objective and have uncertainty in their parameters. For such problems it is useful to obtain design solutions that are both multi-objectively optimum and robust. A robust design is one whose objective and constraint function variations under uncertainty are within an acceptable range. While the literature reports on many techniques in robust optimization for single objective optimization problems, very few papers report on methods in robust optimization for multiobjective optimization problems. The Multi-Objective Robust Optimization (MORO) technique with interval uncertainty proposed in this paper is a significant improvement, with respect to computational effort, over a previously reported MORO technique. In the proposed technique, a master problem solves a relaxed optimization problem whose feasible domain is iteratively confined by constraint cuts determined by the solutions from a sub-problem. The proposed approach and the synergy between the master problem and sub-problem are demonstrated by three examples. The results obtained show a general agreement between the solutions from the proposed MORO and the previous MORO technique. Moreover, the number of function calls for obtaining solutions from the proposed technique is an order of magnitude less than that from the previous MORO technique.

Original languageBritish English
Title of host publicationASME 2009 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference, IDETC/CIE2009
Pages1193-1203
Number of pages11
EditionPARTS A AND B
DOIs
StatePublished - 2009
EventASME 2009 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference, IDETC/CIE2009 - San Diego, CA, United States
Duration: 30 Aug 20092 Sep 2009

Publication series

NameProceedings of the ASME Design Engineering Technical Conference
NumberPARTS A AND B
Volume5

Conference

ConferenceASME 2009 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference, IDETC/CIE2009
Country/TerritoryUnited States
CitySan Diego, CA
Period30/08/092/09/09

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