Reliable, risk-averse design of complex engineering systems with optimized performance requires dealing with uncertainties. A conventional approach is to add safety margins to a design that was obtained from deterministic optimization. Safer engineering designs require appropriate cost and constraint function definitions that capture the risk associated with unwanted system behavior in the presence of uncertainties. The paper proposes two notions of certifiability. The first is based on accounting for the magnitude of failure to ensure data-informed conservativeness. The second is the ability to provide optimization convergence guarantees by preserving convexity. Satisfying these notions leads to certifiable risk-based design optimization (CRiBDO). In the context of CRiBDO, risk measures based on superquantile (a.k.a. conditional value-at-risk) and buffered probability of failure are analyzed. CRiBDO is contrasted with reliability-based design optimization (RBDO), where uncertainties are accounted for via the probability of failure, through a structural and a thermal design problem. A reformulation of the short column structural design problem leading to a convex CRiBDO problem is presented. The CRiBDO formulations capture more information about the problem to assign the appropriate conservativeness, exhibit superior optimization convergence by preserving properties of underlying functions, and alleviate the adverse effects of choosing hard failure thresholds required in RBDO.
翻译:一种常规做法是,在从确定性优化中获得的设计中增加安全边际; 更安全的工程设计需要适当的成本和制约功能定义,在不确定性存在的情况下反映与不想要的系统行为有关的风险; 本文提出了两种可验证性概念; 一种是计算无法确保数据知情的保守性的程度; 第二种是能够通过保存凝固性来提供优化趋同保证; 满足这些概念会导致基于风险的设计优化(CRIBDO)。 在CRIBDO方面,根据超Qantile(a.k.a.有条件值-风险)和缓冲性故障概率来分析基于超Qantile(a.k.a.有条件值-风险)和缓冲性故障概率的风险评估措施。 CRIBDO与基于可靠性的设计优化(RBDO)相比,后者的不确定性通过结构与热度设计问题来说明失败的可能性。 重新确定导致CRIBDO问题的短列结构设计问题,从而导致基于风险的设计优化的优化性设计(CRIBDO)的优化性、选择关于稳定性稳定性、降低性要求的升级性要求的升级性(RBDO)的模型的特性,从而确定关于稳定性要求的升级性能的特性的升级性能的特性的特性的特性,以适当展示性能。