Abstract
A novel probabilistic method for the optimisation of robust design problems is presented. The approach is based on an efficient variation of the Monte Carlo simulation method. By shifting most of the computational burden to outside of the optimisation loop, optimum designs can be achieved efficiently and accurately. The method is applied to a numerical example, and the obtained designs are verified with regular Monte Carlo simulation.
| Translated title of the contribution | Efficient robust design via Monte Carlo sample reweighting |
|---|---|
| Original language | English |
| Pages (from-to) | 2279 - 2301 |
| Number of pages | 23 |
| Journal | International Journal for Numerical Methods in Engineering |
| Volume | 69 (11) |
| DOIs | |
| Publication status | Published - Mar 2007 |