Robust minimax design from costly simulations.

Abstract : Design of complex physical systems most often relies on numerical simulations that may be extremely costly. In this paper, design is formalized as the optimization of a performance index with respect to control variables. Uncertainty is modeled via a vector of environmental variables that can take any value in a known compact set and may have an adverse effect on performance. In this context, the determination of a robust design requires the continuous minimax optimization of black-box functions. An algorithm combining Kriging-based optimization with relaxation is presented, which makes it possible to find approximate solutions to such problems on a limited computational budget. The design of a vibration absorber is presented as an illustrative example.
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H. Piet Lahanier, J. Marzat, E. Walter. Robust minimax design from costly simulations.. 11th International Conference on Structural Safety & Reliability (ICOSSAR 2013), Jun 2013, NEW YORK, United States. ⟨hal-01059620⟩

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