2014/07/07 by Eric Dow, Dow, Eric, Qiqi Wang +1
Computer Science · Decision Sciences · #Advanced Multi-Objective Optimization Algorithms #FOS: Mathematics #Optimal Experimental Design Methods #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design
paper · pdf · doi:10.48550/arxiv.1407.1857
openalex publication_date 2014/07/07 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Many engineering systems are subject to spatially distributed uncertainty, i.e. uncertainty that can be modeled as a random field. Altering the mean or covariance of this uncertainty will in general change the statistical distribution of the system outputs. We present an approach for computing the sensitivity of the statistics of system outputs with respect to the parameters describing the mean and covariance of the distributed uncertainty. This sensitivity information is then incorporated into a gradient-based optimizer to optimize the structure of the distributed uncertainty to achieve desired output statistics. This framework is applied to perform variance optimization for a model problem and to optimize the manufacturing tolerances of a gas turbine compressor blade.