The Use of Metamodeling Techniques for Optimization under Uncertainty

Abstract

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.

Department(s)

Mechanical and Aerospace Engineering

Sponsor(s)

National Science Foundation (U.S.)

Keywords and Phrases

Metamodeling; Optimization; under Uncertainty

International Standard Serial Number (ISSN)

1615-147X

Document Type

Article - Journal

Document Version

Citation

File Type

text

Language(s)

English

Rights

© 2003 Springer Verlag, All rights reserved.

Publication Date

01 Jul 2003

Share

 
COinS