New Approximation Assisted Multi-objective collaborative Robust Optimization (new AA-McRO) under interval uncertainty

Existing collaborative optimization techniques with multiple coupled subsystems are predominantly focused on single-objective deterministic optimization. However, many engineering optimization problems have system and subsystems that can each be multi-objective, constrained and with uncertainty. The literature reports on a few deterministic Multi-objective Multi-Disciplinary Optimization (MMDO) techniques. However, these techniques in general require a large number of function calls and their computational cost can be exacerbated when uncertainty is present. In this paper, a new Approximation-Assisted Multi-objective collaborative Robust Optimization (New AA-McRO) under interval uncertainty is presented. This new AA-McRO approach uses a single-objective optimization problem to coordinate all system and subsystem multi-objective optimization problems in a Collaborative Optimization (CO) framework. The approach converts the consistency constraints of CO into penalty terms which are integrated into the system and subsystem objective functions. The new AA-McRO is able to explore the design space better and obtain optimum design solutions more efficiently. Also, the new AA-McRO obtains an estimate of Pareto optimum solutions for MMDO problems whose system-level objective and constraint functions are relatively insensitive (or robust) to input uncertainties. Another characteristic of the new AA-McRO is the use of online approximation for objective and constraint functions to perform system robustness evaluation and subsystem-level optimization. Based on the results obtained from a numerical and an engineering example, it is concluded that the new AA-McRO performs better than previously reported MMDO methods.