The Use of Metamodeling Techniques for Optimization under Uncertainty
Metamodeling techniques have been widely used in engineering design to improve efficiency in the simulation and optimization of design systems that involve computationally expensive simulation programs. Many existing applications are restricted to deterministic optimization. Very few studies have been conducted on studying the accuracy of using metamodels for optimization under uncertainty. In this paper, using a two-bar structure system design as an example, various metamodeling techniques are tested for different formulations of optimization under uncertainty. Observations are made on the applicability and accuracy of these techniques, the impact of sample size, and the optimization performance when different formulations are used to incorporate uncertainty. Some important issues for applying metamodels to optimization under uncertainty are discussed.
R. Jin et al., "The Use of Metamodeling Techniques for Optimization under Uncertainty," Structural and Multidisciplinary Optimization, Springer Verlag, Jul 2003.
The definitive version is available at http://dx.doi.org/10.1007/s00158-002-0277-0
Mechanical and Aerospace Engineering
National Science Foundation (U.S.)
Keywords and Phrases
Metamodeling; Optimization; under Uncertainty
Article - Journal
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