Chapter 5 Robust Performance Tailoring with Tuning - SSL - MIT
Chapter 5 Robust Performance Tailoring with Tuning - SSL - MIT
Chapter 5 Robust Performance Tailoring with Tuning - SSL - MIT
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Statistical <strong>Robust</strong>ness<br />
The statistical robustness RPT optimization is run <strong>with</strong> the SA, SQP, and MC SQP<br />
algorithms and two measures of standard deviation. The algorithm performance<br />
metrics and resulting designs for are listed in Table 3.5. For the cases <strong>with</strong> vertex<br />
uncertainty propagation the standard deviation is calculated by solving Equation 3.12<br />
using only the designs at the uncertainty vertices. This method is a conservative<br />
measure of the standard deviation since only the extremes of the distribution are<br />
considered. In the cases labelled “MC,” a Monte Carlo uncertainty analysis <strong>with</strong><br />
500 samples is conducted to obtain an output distribution and then the standard<br />
deviation of that distribution is computed from Equation 3.12 at each iteration. This<br />
method is closer to a true standard deviation measure.<br />
Table 3.5: Algorithm performance: statistical robustness, α =0.5.<br />
Unc. J ∗ iter fevals time x ∗ [m] x ∗ [kg]<br />
Alg. Prop. [µm] # # [min] d1 d2 m1 m2<br />
SA vertex 137.27 72 2223 15.54 0.0415 0.0543 0.0426 0.0477<br />
SQP vertex 137.22 14 30 1.55 0.0423 0.0540 0.0 0.0<br />
MC SQP vertex 137.22 238 895 25.19 0.0423 0.0540 0.0 0.0<br />
SA MC 114.75 68 2043 75.53 0.0344 0.0597 0.0683 0.0197<br />
SQP MC 114.63 16 38 75.83 0.0360 0.0485 0.0 0.0<br />
Recall from Equation 3.11 that the statistical robustness objective function in-<br />
cludes both the nominal performance and its standard deviation over the uncertainty<br />
space. In the results presented here the relative weighting on the nominal perfor-<br />
mance is α =0.5, so that it is as important as the robustness metric. The first three<br />
rows in the table compare the results of the SA, SQP and MC SQP algorithms <strong>with</strong><br />
the vertex standard deviation measure. The results are similar to those seen in the<br />
anti-optimization and multiple model studies in that the performance of all three<br />
algorithms is similar <strong>with</strong> the SA-SQP combination obtaining the optimal design in<br />
less time than MC SQP.<br />
The Monte Carlo standard deviation results for both SQP and SA have optimal<br />
costs that are significantly lower than the vertex method counter-parts. This differ-<br />
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