Solving stochastic structural optimization problems by RSM-based stochastic approximation methods — gradient estimation in case of intermediate variables

Kurt Marti ()

Mathematical Methods of Operations Research, 1997, vol. 46, issue 3, 409-434

Abstract: Reliability-based structural optimization methods use mostly the following basic design criteria: I) Minimum weight (volume or costs) and II) high strength of the structure. Since several parameters of the structure, e.g. material parameters, loads, manufacturing errors, are not given, fixed quantities, but random variables having a certain probability distribution P,stochastic optimization problems result from criteria (I), (II), which can be represented by $$\mathop {\min }\limits_{x \in D} F(x)withF(x):=Ef(\omega ,x).$$ Here,f=f(ω,x) is a function on ℛ r depending on a random element ω, “E” denotes the expectation operator andD is a given closed, convex subset of ℛ r . Stochastic approximation methods are considered for solving (1), where gradient estimators are obtained by means of the response surface methodology (RSM). Moreover, improvements of the RSM-gradient estimator by using “intermediate” or “intervening” variables are examined. Copyright Physica-Verlag 1997

Keywords: Reliability-based structural optimization; stochastic optimization; stochastic approximation; response surface method; intermediate variables (search for similar items in EconPapers)
Date: 1997
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DOI: 10.1007/BF01194863

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