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Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong><br />

<strong>Optimization</strong> <strong>of</strong> a Radial Compressor<br />

concerning Fluid-Structure Interaction<br />

Kevin Cremanns, Dirk Roos<br />

Institute <strong>of</strong> Modelling and High-Performance Computing,<br />

Niederrhein University <strong>of</strong> Applied Sciences<br />

Johannes Einzinger<br />

ANSYS Germany <strong>GmbH</strong><br />

Hochschule Niederrhein<br />

University <strong>of</strong> Applied Sciences<br />

IMH<br />

Institut für Modellbildung<br />

und Hochleistungsrechnen<br />

Institute <strong>of</strong> Modelling<br />

and High-Performance Computing<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 1 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Motivation<br />

CAE process integration<br />

Radial compressor example<br />

<strong>Optimization</strong> concerning uncertainties<br />

Power plant 1000<br />

MW, η ca. 50%<br />

Increasing <strong>of</strong> 2%<br />

results in<br />

additional +20<br />

MW power<br />

Per person, P = 1/6 kW<br />

Electricity for 20 MW / 1/6 kW = 120.000 inhabitants<br />

Maximal efficiency vs. maximal life time<br />

Six Sigma <strong>Design</strong> P(F) ≤ 3.4 · 10−6 Hochschule Niederrhein<br />

University <strong>of</strong> Applied Sciences<br />

IMH<br />

Institut für Modellbildung<br />

und Hochleistungsrechnen<br />

Institute <strong>of</strong> Modelling<br />

and High-Performance Computing<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 2 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Workbench and optiSLang<br />

Motivation<br />

CAE process integration<br />

Radial compressor example<br />

Integration <strong>of</strong> structural, modal and fluid analysis (FSI)<br />

CAD- and CAE-<strong>based</strong> parameterization, automatic meshing<br />

Process integration, stochastic analysis and optimization<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 3 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Workbench and optiSLang<br />

Motivation<br />

CAE process integration<br />

Radial compressor example<br />

Integration <strong>of</strong> structural, modal and fluid analysis (FSI)<br />

CAD- and CAE-<strong>based</strong> parameterization, automatic meshing<br />

Process integration, stochastic analysis and optimization<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 3 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Workbench and optiSLang<br />

Motivation<br />

CAE process integration<br />

Radial compressor example<br />

Integration <strong>of</strong> structural, modal and fluid analysis (FSI)<br />

CAD- and CAE-<strong>based</strong> parameterization, automatic meshing<br />

Process integration, stochastic analysis and optimization<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 3 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Workbench and optiSLang<br />

Motivation<br />

CAE process integration<br />

Radial compressor example<br />

Integration <strong>of</strong> structural, modal and fluid analysis (FSI)<br />

CAD- and CAE-<strong>based</strong> parameterization, automatic meshing<br />

Process integration, stochastic analysis and optimization<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 3 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Workbench and optiSLang<br />

Motivation<br />

CAE process integration<br />

Radial compressor example<br />

Integration <strong>of</strong> structural, modal and fluid analysis (FSI)<br />

CAD- and CAE-<strong>based</strong> parameterization, automatic meshing<br />

Process integration, stochastic analysis and optimization<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 3 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Workbench and optiSLang<br />

Motivation<br />

CAE process integration<br />

Radial compressor example<br />

Integration <strong>of</strong> structural, modal and fluid analysis (FSI)<br />

CAD- and CAE-<strong>based</strong> parameterization, automatic meshing<br />

Process integration, stochastic analysis and optimization<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 3 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Workbench and optiSLang<br />

Motivation<br />

CAE process integration<br />

Radial compressor example<br />

Integration <strong>of</strong> structural, modal and fluid analysis (FSI)<br />

CAD- and CAE-<strong>based</strong> parameterization, automatic meshing<br />

Process integration, stochastic analysis and optimization<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 3 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Workbench and optiSLang<br />

Motivation<br />

CAE process integration<br />

Radial compressor example<br />

Integration <strong>of</strong> structural, modal and fluid analysis (FSI)<br />

CAD- and CAE-<strong>based</strong> parameterization, automatic meshing<br />

Process integration, stochastic analysis and optimization<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 3 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Parametric CAE model with<br />

Motivation<br />

CAE process integration<br />

Radial compressor example<br />

n d = 38 design parameters (geometry), nr = 51 random<br />

variables (geometry, material and process), mu = 71 constraints<br />

(stress and eigenfrequency resonance), objective: efficiency η<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 4 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Optimization</strong> concerning uncertainties<br />

Sigma level vs. failure probability<br />

Iterative robust design optimization<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

f (d1,d2,...dn ,σ d 2 X1 ,σ2 X2 ,...σ2 Xnr<br />

,P(F)) → min<br />

g k(d1,d2,...dn d )=0; k = 1,me<br />

h l(d1,d2,...dn d ) ≥ 0; l = 1,mu<br />

σ 2 X = i 1<br />

N − 1<br />

d i ∈ [d l,du] ⊂ R n d<br />

d l ≤ d i ≤ du<br />

d i = E[X i]<br />

1 − P(F)<br />

Pt ≥ 0;<br />

(F)<br />

N<br />

∑<br />

k=1<br />

σ j<br />

L<br />

σt − 1 ≥ 0<br />

L<br />

fX j (x j)<br />

�<br />

x k i − μX<br />

� �<br />

2<br />

; P(F)=<br />

i<br />

�<br />

nr ...<br />

g j(x)≤0<br />

x j<br />

d j = E[X j]<br />

fX(x)dx<br />

g(x i)=0<br />

unfeasible<br />

domain<br />

f (xi)=const di = E[Xi] fX i (x i)<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 5 / 49<br />

x i


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Optimization</strong> concerning uncertainties<br />

Sigma level vs. failure probability<br />

Iterative robust design optimization<br />

Methods solving PBRDO problems<br />

Coupled PBRDO, e.g. (Choi, Tu, and Park 2001)<br />

Nesting <strong>of</strong> two distinct levels <strong>of</strong> optimization (design level and<br />

reliability level)<br />

Double-loop problem needs sensitivity analysis to analytically<br />

compute the design gradients<br />

Single-loop PBRDO, e.g. (Kharmanda, Mohamed, and Lemaire<br />

2002)<br />

Simultaneously optimization the objective function and searches<br />

for the most probable failure point.<br />

Satisfying the probabilistic constraint only at the optimal solution<br />

Sequential PBRDO, e.g. (Chen, Liu, Sheng, and Gea 2003)<br />

Iteration between optimization and uncertainty quantification<br />

Updating the optimization goals <strong>based</strong> on the most recent<br />

probabilistic assessment results<br />

Quantification <strong>of</strong> the constraints <strong>based</strong> on safety factors<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 6 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Optimization</strong> concerning uncertainties<br />

Sigma level vs. failure probability<br />

Iterative robust design optimization<br />

Sigma level vs. probability <strong>of</strong> (non-)exceedance<br />

Sigma level σL is defined by a<br />

upper and lower limit state value x u,l<br />

g<br />

depending on limit state condition<br />

x u,l<br />

g := {X|g(x)=0}:<br />

E[X] ± σL · σX<br />

symmetrical case<br />

!<br />

≶ x u,l<br />

g<br />

σL ≥ xg − E[X]<br />

σX<br />

fX(x)<br />

x l g<br />

σX<br />

σX<br />

E[X]<br />

x<br />

σL · σX<br />

P(E)/2 P(E)/2<br />

(Non-)exceedance probability as function <strong>of</strong> the sigma level<br />

P(E)=P({X|X≶x u,l<br />

g })=f (σL)<br />

Hochschule Niederrhein<br />

University <strong>of</strong> Applied Sciences<br />

x u g = xg<br />

IMH<br />

Institut für Modellbildung<br />

und Hochleistungsrechnen<br />

Institute <strong>of</strong> Modelling<br />

and High-Performance Computing<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 7 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Optimization</strong> concerning uncertainties<br />

Sigma level vs. failure probability<br />

Iterative robust design optimization<br />

Sigma level vs. probability <strong>of</strong> failure<br />

Failure probability as function <strong>of</strong> the<br />

sigma level, e.g.<br />

P(F)=P({X|X > xg})=f (σL)<br />

probability density function f X(x)<br />

0.4<br />

0.35<br />

0.3<br />

0.25<br />

0.2<br />

0.15<br />

0.1<br />

0.05<br />

0<br />

Gaussian distribution<br />

μ X = 0,σ X = 1<br />

xg<br />

-2 -1 0 1 2 3 4.5 6<br />

value x <strong>of</strong> the random variable X<br />

P(X|X > xg)<br />

10 0<br />

10 −2<br />

10 −4<br />

10 −6<br />

10 −8<br />

10 −10<br />

P T (F)=3.4 · 10 −6<br />

0 1 2 3 4.5 6<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 8 / 49<br />

σ L<br />

σ T L


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Optimization</strong> concerning uncertainties<br />

Sigma level vs. failure probability<br />

Iterative robust design optimization<br />

Sequential robust design optimization<br />

Initial design<br />

Modification <strong>of</strong><br />

constraints g(X) and<br />

safety factors γ<br />

Sensitivity analysis<br />

Sensitive parameters<br />

Iteration 0<br />

<strong>Optimization</strong><br />

Optimal design<br />

Iteration I, II, III, IV, ...<br />

<strong>Robust</strong>ness evaluation<br />

σ L ≶ σ t L<br />

σ L ∼ = σ t L<br />

Reliability analysis<br />

P(F) ≶ P t (F)<br />

P(F) ∼ = P t (F)<br />

σI I<br />

L II<br />

σ II<br />

L<br />

σ III<br />

L<br />

σ t L<br />

gI (X) gt g (X)<br />

II (X)<br />

III<br />

<strong>Robust</strong> and safety<br />

optimal design<br />

= 4.5<br />

g III (X)<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 9 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

σe [Pa]<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

Sensitivity analysis (initial design 0)<br />

3e+08<br />

2.5e+08<br />

2e+08<br />

1.67e+08<br />

1.5e+08<br />

History <strong>of</strong> the von Mises stress σe<br />

5%-quantil <strong>of</strong> the yield strength nominal value σ y,5%<br />

Nominal design stress σ I d<br />

1e+08<br />

5e+07<br />

Sensitivity analysis 0<br />

N = 122<br />

0 20 40 60 80 100 120 140<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 10 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

Sensitivity analysis (initial design 0)<br />

8<br />

INPUT parameter<br />

4 6<br />

2<br />

Coefficients <strong>of</strong> Prognosis (using MoP)<br />

full model: CoP = 69 %<br />

INPUT: ReturnVaneHubThk3<br />

3 %<br />

INPUT: ReturnVaneShdThk2<br />

4 %<br />

INPUT: InletWidth<br />

4 %<br />

INPUT: RImpeller<br />

6 %<br />

INPUT: RotorHubBeta1<br />

7 %<br />

INPUT: ReturnVaneShdBeta1<br />

9 %<br />

INPUT: RotorShdBeta1<br />

18 %<br />

INPUT: ReturnVaneHubBeta1<br />

18 %<br />

20 40 60 80<br />

CoP [%] <strong>of</strong> OUTPUT: myeta<br />

100<br />

Latin hypercube sampling<br />

and<br />

Metamodel and coefficients<br />

<strong>of</strong> optimal prognosis<br />

(MoP) and (CoP) for the<br />

efficiency η<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 11 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

Sensitivity analysis (initial design 0)<br />

8<br />

INPUT parameter<br />

4 6<br />

2<br />

Coefficients <strong>of</strong> Prognosis (using MoP)<br />

full model: CoP = 84 %<br />

INPUT: ExitWidth<br />

1 %<br />

INPUT: RotorHubBeta3<br />

1 %<br />

INPUT: RotorHubBeta2<br />

3 %<br />

INPUT: RImpeller<br />

6 %<br />

INPUT: RotorHubBeta1<br />

7 %<br />

INPUT: RotorShdBeta3<br />

17 %<br />

INPUT: RotorShdBeta2<br />

24 %<br />

INPUT: RotorShdBeta1<br />

31 %<br />

0 20 40 60 80<br />

CoP [%] <strong>of</strong> OUTPUT: Equivalent_Stress_Maximum<br />

Most important multivariate<br />

dependencies and design<br />

parameters for the maximal<br />

von Mises stress σe<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 12 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

Sensitivity analysis (initial design 0)<br />

5<br />

INPUT parameter<br />

2 3 4<br />

1<br />

Coefficients <strong>of</strong> Prognosis (using MoP)<br />

full model: CoP = 96 %<br />

INPUT: RotorHubBeta2<br />

0 %<br />

INPUT: RotorThkHubTE<br />

3 %<br />

INPUT: RotorHubBeta1<br />

6 %<br />

INPUT: RotorShdBeta1<br />

9 %<br />

INPUT: RImpeller<br />

77 %<br />

20 40 60 80 100<br />

CoP [%] <strong>of</strong> OUTPUT: Total_Deformation_Reported_Frequency<br />

Most important multivariate<br />

dependencies<br />

and design parameters<br />

for the first eigenfrequency<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 13 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

η<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

Sensitivity analysis (initial design 0)<br />

0.9<br />

0.893<br />

0.889<br />

0.88<br />

0.87<br />

0.86<br />

0.85<br />

History <strong>of</strong> the efficiency η<br />

Evolutionary optimization on MoP N = 1<br />

Efficiency <strong>of</strong> the initial design<br />

0.84<br />

0.83<br />

Sensitivity analysis 0<br />

N = 122<br />

0 20 40 60 80 100 120 140<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 14 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

η<br />

<strong>Design</strong> optimization I (γ = 1.5)<br />

0.91<br />

0.905<br />

0.893<br />

0.889<br />

Sensitivity<br />

analysis 0<br />

N = 122<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the efficiency η<br />

0.86<br />

0.84<br />

Efficiency <strong>of</strong> the initial design<br />

<strong>Optimization</strong> I<br />

(ARSM)<br />

N = 197<br />

0 123 320 350<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 15 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

σe [Pa]<br />

<strong>Design</strong> optimization I (γ = 1.5)<br />

3e+08<br />

2.5e+08<br />

1.67e+08<br />

1e+08<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the von Mises stress σe<br />

5%-quantil <strong>of</strong> the yield strength nominal value σ y,5%<br />

Nominal design stress σ I d<br />

5e+07<br />

Sensitivity analysis<br />

N = 122<br />

<strong>Optimization</strong> (ARSM)<br />

N = 197<br />

0 123 320 350<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 16 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

η<br />

<strong>Robust</strong>ness evaluation (design I)<br />

0.91<br />

0.905<br />

0.9<br />

0.89<br />

0.88<br />

0.87<br />

Sensitivity<br />

analysis 0<br />

N = 122<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the efficiency η<br />

0.86<br />

Efficiency <strong>of</strong> the initial design<br />

<strong>Optimization</strong> I<br />

(ARSM)<br />

N = 197<br />

<strong>Robust</strong>ness<br />

evaluation I<br />

N = 93<br />

0.84<br />

0 123 320 413 500<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 17 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

σe [Pa]<br />

<strong>Robust</strong>ness evaluation (design I)<br />

3e+08<br />

2.5e+08<br />

1.67e+08<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the von Mises stress σe<br />

5%-quantil <strong>of</strong> the yield strength nominal value σ y,5%<br />

Nominal design stress σ I d<br />

1e+08<br />

5e+07<br />

Sensitivity<br />

analysis 0<br />

N = 122<br />

<strong>Optimization</strong> I<br />

(ARSM)<br />

N = 197<br />

<strong>Robust</strong>ness<br />

evaluation I<br />

N = 93<br />

0 123 320 413 500<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 18 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Stress limit state g(X)=σy − σe<br />

5<br />

4<br />

PDF [1e-8]<br />

2 3<br />

1<br />

0<br />

OUTPUT: Equivalent_Stress_Maximum<br />

Fitted PDF<br />

Histogram<br />

Limit line<br />

1.4 1.6 1.8 2 2.2 2.4<br />

OUTPUT: Equivalent_Stress_Maximum [1e8]<br />

��������������<br />

���� ���������� ���� ����������<br />

����� ���������� ������ ����������<br />

��� �������<br />

��������� ������ ��������� �����<br />

������������������<br />

����� ���������� ������ ����������<br />

�������� �<br />

������������������<br />

��������<br />

�������������������������<br />

�<br />

�������� ������������ �������� ������������<br />

2.5<br />

2<br />

PDF [1e-8]<br />

1 1.5<br />

0.5<br />

0<br />

INPUT: Tensile_Yield_Strength<br />

Defined PDF<br />

Histogram<br />

Limit line<br />

2.4 2.6 2.8 3 3.2<br />

INPUT: Tensile_Yield_Strength [1e8]<br />

��������������<br />

���� ���������� ���� ����������<br />

����� ���������� ������ ����������<br />

��� �������<br />

��������� ������� ��������� �����<br />

�����������������������<br />

����� ���������� ������ ���������<br />

������������������<br />

�������� ��������� �������� ���������<br />

�������������������������<br />

�������� ������������ �������� ������������<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

2<br />

1.5<br />

PDF [1e-8]<br />

1<br />

0.5<br />

0<br />

0<br />

0.25<br />

Fitted PDF<br />

Histogram<br />

Limit line<br />

INEQUAL: lsc<br />

0.5 0.75 1 1.25<br />

INEQUAL: lsc [1e8]<br />

1.5<br />

��������������<br />

���� ���������� ���� ����������<br />

����� ���������� ������ ����������<br />

��� ������<br />

��������� ������ ��������� �����<br />

������������������<br />

����� ���������� ������ ����������<br />

�����������<br />

�������� � �������� ������������<br />

�������������������������<br />

�������� ����������� �������� ������������<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 19 / 49<br />

1.75


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Robust</strong>ness evaluation (design I)<br />

0.06<br />

PDF<br />

0.04<br />

0.02<br />

0<br />

INPUT: myomega<br />

685 690 695 700 705 710<br />

INPUT: myomega<br />

Defined PDF<br />

Histogram<br />

Limit line<br />

���� �����<br />

��������������<br />

���� �����<br />

����� ����� ������ �����<br />

��� ������<br />

��������� ������� ��������� �����<br />

�������������������<br />

����� ����� ������ �����<br />

���������������<br />

�������� �������� �������� ����<br />

�������������������������<br />

�������� ������� �������� ������<br />

715<br />

OUTPUT: Total_Deformation_Reported_Frequency<br />

0.008<br />

0.006<br />

PDF<br />

0.004<br />

0.002<br />

0<br />

Fitted PDF<br />

Histogram<br />

Limit line<br />

800 1000 1200 1400 1600 1800 2000<br />

OUTPUT: Total_Deformation_Reported_Frequency<br />

���� ����<br />

��������������<br />

���� ����<br />

����� ���� ������ �����<br />

��� �������<br />

��������� ������ ��������� �����<br />

������������������<br />

����� ���� ������ �����<br />

���������������<br />

�������� � �������� ��<br />

�������������������������<br />

�������� ������� �������� �������<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

PDF<br />

200<br />

150<br />

100<br />

50<br />

0<br />

0.86<br />

OUTPUT: myeta<br />

Fitted PDF<br />

Histogram<br />

Limit line<br />

0.87 0.88 0.89<br />

OUTPUT: myeta<br />

���� ������<br />

��������������<br />

���� �����<br />

0.9<br />

����� ������ ������ ��������<br />

��� �������<br />

��������� ����� ��������� �����<br />

�����������������������������������������<br />

����� ������ ������ ��������<br />

���������� �����<br />

��������������<br />

�������� � �������� ������������<br />

�������������������������<br />

�������� �������� �������� �������<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 20 / 49


σ L<br />

Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Robust</strong>ness evaluation (design I)<br />

5.13<br />

4.5<br />

Sigma level vs. safety factor<br />

II<br />

1.32 1.5<br />

γ <strong>of</strong> the optimized designs I-II<br />

I<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

Sigma level <strong>of</strong> the optimized<br />

design<br />

σ I L = EI [σe]<br />

σI =<br />

σe<br />

1.106 · 108<br />

= 5.13<br />

2.154 · 107 regarding safety factor used<br />

for the first optimization<br />

γ I = 1.5<br />

Target sigma level σt L = 4.5 to<br />

ensure probability <strong>of</strong> failure<br />

P(F)=3.14 · 10−6 In case <strong>of</strong> lack <strong>of</strong> prior<br />

knowledge “rule <strong>of</strong> proportion”<br />

γ II = γ I · σt L<br />

σI = 1.32<br />

L<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 21 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Design</strong> optimization II (γ = 1.32)<br />

0.908<br />

0.905<br />

0.893<br />

0.889<br />

Sensitivity<br />

analysis 0<br />

N = 122<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the efficiency η<br />

0.86<br />

Efficiency <strong>of</strong> the initial design<br />

<strong>Optimization</strong> I<br />

(ARSM)<br />

N = 197<br />

<strong>Robust</strong>ness<br />

evaluation I<br />

N = 93<br />

Evolutionary<br />

optimization II<br />

N = 208<br />

0.84<br />

0 123 320 413 621 700<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 22 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Design</strong> optimization II (γ = 1.32)<br />

3e+08<br />

2.5e+08<br />

1.89e+08<br />

1.67e+08<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the von Mises stress σe [Pa]<br />

5%-quantil <strong>of</strong> the yield strength nominal value σ y,5%<br />

Nominal design stress σ II<br />

d<br />

1e+08<br />

5e+07<br />

Sensitivity<br />

analysis 0<br />

N = 122<br />

<strong>Optimization</strong> I<br />

(ARSM)<br />

N = 197<br />

<strong>Robust</strong>ness<br />

evaluation I<br />

N = 93<br />

Evolutionary<br />

optimization II<br />

N = 208<br />

0 123 320 413 621 700<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 23 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Robust</strong>ness evaluation (design II)<br />

0.908<br />

0.905<br />

0.893<br />

0.889<br />

Sensitivity<br />

analysis 0<br />

N = 122<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the efficiency η<br />

0.86<br />

Efficiency <strong>of</strong> the initial design<br />

<strong>Optimization</strong> I<br />

(ARSM)<br />

N = 197<br />

<strong>Robust</strong>ness<br />

evaluation I<br />

N = 93<br />

Evolutionary<br />

optimization II<br />

N = 208<br />

RE<br />

II<br />

N = 46<br />

0.84<br />

0 123 320 413 621 667<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 24 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Robust</strong>ness evaluation (design II)<br />

3e+08<br />

2.5e+08<br />

1.89e+08<br />

1.67e+08<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the von Mises stress σe [Pa]<br />

5%-quantil <strong>of</strong> the yield strength nominal value σ y,5%<br />

Nominal design stress σ II<br />

d<br />

1e+08<br />

5e+07<br />

Sensitivity<br />

analysis 0<br />

N = 122<br />

<strong>Optimization</strong> I<br />

(ARSM)<br />

N = 197<br />

<strong>Robust</strong>ness<br />

evaluation I<br />

N = 93<br />

Evolutionary<br />

optimization II<br />

N = 208<br />

RE<br />

II<br />

N = 46<br />

0 123 320 413 621 667<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 25 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Robust</strong>ness evaluation (design II)<br />

3<br />

2.5<br />

2<br />

PDF [1e-8]<br />

1.5<br />

1<br />

0.5<br />

0<br />

OUTPUT: Equivalent_Stress_Maximum<br />

Fitted PDF<br />

Histogram<br />

Limit line<br />

1.6 1.8 2 2.2 2.4<br />

OUTPUT: Equivalent_Stress_Maximum [1e8]<br />

��������������<br />

���� ���������� ���� ����������<br />

����� ���������� ������ ����������<br />

��� ������<br />

��������� ������ ��������� ����<br />

������������������<br />

����� ���������� ������ ����������<br />

������������������<br />

�������� � �������� ��������<br />

�������������������������<br />

�������� ������������ �������� ������������<br />

1.75<br />

1.5<br />

1.25<br />

PDF [1e-8]<br />

0.75 1<br />

0.5<br />

0.25<br />

0<br />

0<br />

0.2<br />

Fitted PDF<br />

Histogram<br />

Limit line<br />

INEQUAL: lsc<br />

0.4 0.6 0.8 1<br />

INEQUAL: lsc [1e8]<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

1.2<br />

1.4<br />

��������������<br />

���� ���������� ���� ����������<br />

����� ���������� ������ ����������<br />

��� ������<br />

��������� �������� ��������� �����<br />

������������������<br />

����� ���������� ������ ����������<br />

�����������<br />

�������� � �������� �����������<br />

�������������������������<br />

�������� ������������ �������� ������������<br />

140<br />

120<br />

100<br />

PDF<br />

80<br />

60<br />

40<br />

20<br />

0<br />

0.86<br />

0.87<br />

OUTPUT: myeta<br />

Fitted PDF<br />

Histogram<br />

Limit line<br />

0.88 0.89<br />

OUTPUT: myeta<br />

0.9<br />

���� ������<br />

��������������<br />

���� ������<br />

����� ������ ������ ��������<br />

��� ��������<br />

��������� ������ ��������� �����<br />

�����������������������������������������<br />

����� ������ ������ ��������<br />

���������� ������<br />

��������������<br />

�������� � �������� ����������<br />

�������������������������<br />

�������� �������� �������� ��������<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 26 / 49


σ L<br />

Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Robust</strong>ness evaluation (design II)<br />

5.13<br />

4.5<br />

3.6<br />

Sigma level vs. safety factor<br />

II<br />

II<br />

III<br />

1.32 1.426 1.5<br />

γ <strong>of</strong> the optimized designs I-III<br />

I<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

Sigma level <strong>of</strong> the optimized<br />

design II is actual<br />

σ II<br />

L = EII [σe]<br />

σII =<br />

σe<br />

9.182 · 107<br />

= 3.6 < 4.5<br />

2.551 · 107 Linear interpolation <strong>of</strong> the new<br />

safety factor<br />

γ III = 1.426<br />

We obtain the nominal design<br />

stress <strong>of</strong> the third optimization<br />

step<br />

σ III<br />

d<br />

σy,0.05 2.5 · 108<br />

= = = 1.75 · 108<br />

γIII 1.426<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 27 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Design</strong> optimization III (γ = 1.43)<br />

0.909<br />

0.905<br />

0.893<br />

0.889<br />

SA<br />

N = 122<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the efficiency η<br />

0.86<br />

Efficiency <strong>of</strong> the initial design<br />

DO I<br />

ARSM<br />

N = 197<br />

RE<br />

I<br />

N = 93<br />

DO II<br />

EA<br />

N = 208<br />

RE<br />

II<br />

N = 46<br />

DO III<br />

EA<br />

N = 206<br />

0.84<br />

0 123 320 413 621 667 873<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 28 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Design</strong> optimization III (γ = 1.43)<br />

3e+08<br />

2.5e+08<br />

1.89e+08<br />

1.75e+08<br />

1.67e+08<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the von Mises stress σe [Pa]<br />

5%-quantil <strong>of</strong> the yield strength nominal value σ y,5%<br />

1e+08<br />

SA DO I RE DO II RE DO III<br />

5e+07<br />

0<br />

N = 122<br />

ARSM<br />

N = 197<br />

I<br />

N = 93<br />

EA<br />

N = 208<br />

II<br />

N = 46<br />

EA<br />

N = 206<br />

0 123 320 413 621667 873<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 29 / 49<br />

σ III<br />

d


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Robust</strong>ness evaluation (design III)<br />

0.909<br />

0.905<br />

0.893<br />

0.889<br />

SA<br />

N = 122<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the efficiency η<br />

0.86<br />

Efficiency <strong>of</strong> the initial design<br />

DO I<br />

ARSM<br />

N = 197<br />

RE<br />

I<br />

N = 93<br />

DO II<br />

EA<br />

N = 208<br />

RE<br />

II<br />

N = 46<br />

DO III<br />

EA<br />

N = 206<br />

RE<br />

III<br />

N = 72<br />

0.84<br />

0 123 320 413 621 667 873 945<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 30 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Robust</strong>ness evaluation (design III)<br />

3e+08<br />

2.5e+08<br />

1.89e+08<br />

1.75e+08<br />

1.67e+08<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the von Mises stress σe [Pa]<br />

5%-quantil <strong>of</strong> the yield strength nominal value σ y,5%<br />

1e+08<br />

SA DO I RE DO II RE DO III RE<br />

5e+07<br />

0<br />

N = 122<br />

ARSM<br />

N = 197<br />

I<br />

N = 93<br />

EA<br />

N = 208<br />

II<br />

N = 46<br />

EA<br />

N = 206<br />

III<br />

N = 72<br />

0 123 320 413 621667 873 945<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 31 / 49<br />

σ III<br />

d


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Robust</strong>ness evaluation (design III)<br />

3<br />

2.5<br />

PDF [1e-8]<br />

1.5 2<br />

1<br />

0.5<br />

0<br />

OUTPUT: Equivalent_Stress_Maximum<br />

Fitted PDF<br />

Histogram<br />

Limit line<br />

1.6 1.8 2 2.2 2.4<br />

OUTPUT: Equivalent_Stress_Maximum [1e8]<br />

��������������<br />

���� ���������� ���� ����������<br />

����� ��������� ������ ����������<br />

��� ������<br />

��������� ������ ��������� �����<br />

������������������<br />

����� ��������� ������ ����������<br />

������������������<br />

�������� � �������� ��������<br />

�������������������������<br />

�������� ������������ �������� ������������<br />

2.5<br />

2<br />

PDF [1e-8]<br />

1 1.5<br />

0.5<br />

0<br />

0<br />

Fitted PDF<br />

Histogram<br />

Limit line<br />

INEQUAL: lsc<br />

0.2 0.4 0.6 0.8 1<br />

INEQUAL: lsc [1e8]<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

1.2<br />

1.4<br />

��������������<br />

���� ���������� ���� ����������<br />

����� ���������� ������ ����������<br />

��� ������<br />

��������� ������ ��������� �����<br />

������������������<br />

����� ���������� ������ ����������<br />

�����������<br />

�������� � �������� ������������<br />

�������������������������<br />

�������� ����������� �������� �����������<br />

200<br />

150<br />

PDF<br />

100<br />

50<br />

0<br />

0.86<br />

0.87<br />

OUTPUT: myeta<br />

Fitted PDF<br />

Histogram<br />

Limit line<br />

0.88 0.89<br />

OUTPUT: myeta<br />

0.9<br />

���� ������<br />

��������������<br />

���� ������<br />

����� ������ ������ ������<br />

��� ��������<br />

��������� ������ ��������� �����<br />

�����������������������������������������<br />

����� ������ ������ ������<br />

���������� ������<br />

��������������<br />

�������� � �������� �����������<br />

�������������������������<br />

�������� �������� �������� ��������<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 32 / 49<br />

0.91


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

6.5<br />

5.13<br />

4.5<br />

4.1<br />

3.6<br />

<strong>Robust</strong>ness evaluation (design III)<br />

6<br />

3<br />

Sigma level σ L vs. safety factor γ<br />

II III IV I<br />

1.32 1.43 1.46 1.5 1.55<br />

γ <strong>of</strong> the optimized designs I-IV<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

Sigma level <strong>of</strong> the optimized<br />

design III is actual<br />

σ III<br />

L = EIII [σe]<br />

σIII =<br />

σe<br />

9.989 · 107<br />

= 4.1 < 4.5<br />

2.415 · 107 Quadratic interpolation <strong>of</strong> the<br />

new safety factor<br />

γ IV = 1.46<br />

We obtain the nominal design<br />

stress <strong>of</strong> the fourth optimization<br />

step<br />

σ IV<br />

d<br />

σy,0.05 2.5 · 108<br />

= = = 1.71 · 108<br />

γIV 1.46<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 33 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Design</strong> optimization IV (γ = 1.46)<br />

0.91<br />

0.905<br />

0.893<br />

0.889<br />

SA<br />

N = 122<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the efficiency η<br />

0.86<br />

Efficiency <strong>of</strong> the initial design<br />

DO I<br />

ARSM<br />

197<br />

RE<br />

I<br />

93<br />

DO II<br />

EA<br />

208<br />

RE<br />

II<br />

46<br />

DO III<br />

EA<br />

206<br />

RE<br />

III<br />

72<br />

DO IV<br />

EA<br />

93<br />

0.84<br />

0 123 320 413 621667 873 945 1038<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 34 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Design</strong> optimization IV (γ = 1.46)<br />

3e+08<br />

2.5e+08<br />

1.89e+08<br />

1.71e+08<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the von Mises stress σe [Pa]<br />

5%-quantil <strong>of</strong> the yield strength nominal value σ y,5%<br />

1e+08<br />

SA DO I RE DO II RE DO III RE DO IV<br />

5e+07<br />

0 ARSM<br />

N = 122 197<br />

I<br />

93<br />

EA<br />

208<br />

II<br />

46<br />

EA<br />

206<br />

III<br />

72<br />

EA<br />

93<br />

0 123 320 413 621667 873 945 1038<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 35 / 49<br />

σ IV<br />

d


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Robust</strong>ness evaluation (design IV)<br />

0.91<br />

0.905<br />

0.893<br />

0.889<br />

SA<br />

N = 122<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the efficiency η<br />

0.86<br />

Efficiency <strong>of</strong> the initial design<br />

DO I<br />

ARSM<br />

197<br />

RE<br />

I<br />

93<br />

DO II<br />

EA<br />

208<br />

RE<br />

II<br />

46<br />

DO III<br />

EA<br />

206<br />

RE<br />

III<br />

72<br />

DO IV RE<br />

EA IV<br />

93 142<br />

0.84<br />

0 123 320 413 621667 873 945 1038 1180<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 36 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Robust</strong>ness evaluation (design IV)<br />

3e+08<br />

2.5e+08<br />

1.71e+08<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the von Mises stress σe [Pa]<br />

5%-quantil <strong>of</strong> the yield strength nominal value σ y,5%<br />

1e+08<br />

SA DO I RE DO II RE DO III RE DO IV RE<br />

5e+07<br />

0 ARSM<br />

N = 122 197<br />

I<br />

93<br />

EA<br />

208<br />

II<br />

46<br />

EA<br />

206<br />

III<br />

72<br />

EA<br />

93<br />

IV<br />

142<br />

0 123 320 413 621667 873 945 1038 1180<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 37 / 49


2<br />

1.5<br />

PDF [1e-8]<br />

1<br />

0.5<br />

0<br />

Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

0<br />

<strong>Robust</strong>ness evaluation IV<br />

Fitted PDF<br />

Histogram<br />

Limit line<br />

INEQUAL: lsc<br />

0.2 0.4 0.6 0.8 1 1.2 1.4<br />

INEQUAL: lsc [1e8]<br />

��������������<br />

���� ���������� ���� ����������<br />

����� ���������� ������ ���������<br />

��� ������<br />

��������� ������ ��������� ���<br />

������������������<br />

����� ���������� ������ ���������<br />

�����������<br />

�������� � �������� ������������<br />

�������������������������<br />

1.6<br />

�������� ������������ �������� ������������<br />

Sigma level <strong>of</strong> the<br />

optimized design IV:<br />

σ IV<br />

L = EIV [σe]<br />

σIV σe<br />

= 1.004 · 108<br />

2.24 · 107 = 4.48 ≈ 4.5<br />

Small standard<br />

deviation <strong>of</strong> the<br />

efficiency and<br />

very small probability<br />

(0.02%) <strong>of</strong> violation<br />

<strong>of</strong> initial efficiency<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

PDF<br />

200<br />

150<br />

100<br />

50<br />

0<br />

0.86<br />

0.87<br />

OUTPUT: myeta<br />

Fitted PDF<br />

Histogram<br />

Limit line<br />

0.88 0.89<br />

OUTPUT: myeta<br />

0.9<br />

���� ������<br />

��������������<br />

���� ������<br />

����� ������ ������ ��������<br />

��� ��������<br />

��������� ������ ��������� �����<br />

�����������������������������������������<br />

����� ������ ������ ��������<br />

���������� ������<br />

��������������<br />

0.91<br />

�������� � �������� �����������<br />

�������������������������<br />

�������� ������� �������� ��������<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 38 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Robust</strong>ness evaluation IV<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

6<br />

INPUT parameter<br />

4<br />

2<br />

Coefficients <strong>of</strong> Prognosis (using MoP)<br />

full model: CoP = 52 %<br />

INPUT: RotorHubBeta1<br />

2 %<br />

INPUT: RotorShdBeta3<br />

2 %<br />

INPUT: myAirR<br />

2 %<br />

INPUT: RotorShdBeta1<br />

9 %<br />

INPUT: myomega<br />

9 %<br />

INPUT: Poissons_Ratio<br />

11 %<br />

INPUT: Density<br />

18 %<br />

0 20 40 60 80 100<br />

CoP [%] <strong>of</strong> OUTPUT: Equivalent_Stress_Maximum<br />

Metamodel and coefficients<br />

<strong>of</strong> optimal prognosis<br />

(MoP) and (CoP) for the<br />

maximal von Mises stress<br />

σe<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 39 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

<strong>Robust</strong>ness evaluation IV<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

6<br />

INPUT parameter<br />

4<br />

2<br />

Coefficients <strong>of</strong> Prognosis (using MoP)<br />

full model: CoP = 52 %<br />

INPUT: RotorHubBeta1<br />

2 %<br />

INPUT: RotorShdBeta3<br />

2 %<br />

INPUT: myAirR<br />

2 %<br />

INPUT: RotorShdBeta1<br />

9 %<br />

INPUT: myomega<br />

9 %<br />

INPUT: Poissons_Ratio<br />

11 %<br />

INPUT: Density<br />

18 %<br />

0 20 40 60 80 100<br />

CoP [%] <strong>of</strong> OUTPUT: Equivalent_Stress_Maximum<br />

Most important multivariate<br />

dependencies and design<br />

parameters for the maximal<br />

von Mises stress σe<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 40 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Multi-domain reliability analysis<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

g(x) ⇒ ˜g(x) Advanced moving<br />

least square<br />

approximation (Roos,<br />

Adam, and Bayer 2006)<br />

<strong>of</strong><br />

highly nonlinear state<br />

and limit state functions<br />

Independency <strong>of</strong> the<br />

probability levels<br />

using directional<br />

sampling<br />

Cluster analysis is<br />

given to detect<br />

multi-domain failure<br />

states (Roos 2011)<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 41 / 49


4<br />

INPUT: Tensile_Yield_Strength [1e8]<br />

2.5<br />

3<br />

3.5<br />

2<br />

Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Reliability analysis design IV<br />

660<br />

INPUT: myomega vs. INPUT: Tensile_Yield_Strength<br />

( 4. Approximation )<br />

<strong>Design</strong> point<br />

Safe domain<br />

Supports<br />

Unsafe domain<br />

680<br />

700<br />

INPUT: myomega<br />

720<br />

740<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

N = 56 design evaluations<br />

failure probability: P(F)=2.5 · 10 −6 < P t (F)=3.4 · 10 −6<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 42 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Reliability analysis design IV<br />

0.91<br />

0.905<br />

0.893<br />

0.889<br />

SA<br />

N = 122<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the efficiency η<br />

0.86<br />

Efficiency <strong>of</strong> the initial design<br />

DO I<br />

ARSM<br />

197<br />

RE<br />

I<br />

93<br />

DO II<br />

EA<br />

208<br />

RE<br />

II<br />

46<br />

DO III<br />

EA<br />

206<br />

RE<br />

III<br />

72<br />

DO IV<br />

EA<br />

93<br />

RE<br />

IV<br />

142<br />

Reliability<br />

analysis<br />

N = 56<br />

0.84<br />

0 123 320 413 621667 873 945 1038 1236<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 43 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Reliability analysis design IV<br />

3e+08<br />

2.5e+08<br />

1.71e+08<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

History <strong>of</strong> the von Mises stress σe [Pa]<br />

5%-quantil <strong>of</strong> the yield strength nominal value σ y,5%<br />

1e+08<br />

SA DO I RE DO II RE DO III RE DO IV RE Reliability<br />

5e+07<br />

0<br />

122<br />

ARSM<br />

197<br />

I<br />

93<br />

EA<br />

208<br />

II<br />

46<br />

EA<br />

206<br />

III<br />

72<br />

EA<br />

93<br />

IV<br />

142<br />

analysis<br />

N = 56<br />

0 123 320 413 621667 873 945 1038 1236<br />

N number <strong>of</strong> design evaluations<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 44 / 49<br />

σ IV<br />

d


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Summary<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

<strong>Probability</strong>- and variance-<strong>based</strong> robust design optimization<br />

n d = 38 design parameters (geometry)<br />

nr = 51 random variables (geometry, material and process)<br />

Adjust the design parameter to maximize the efficiency η<br />

about 5%<br />

Electricity for 5 · 20 MW / 1/6 kW = 600.000 inhabitants<br />

(population <strong>of</strong> Stuttgart)<br />

Optimize the design such that it is insensitive to<br />

uncertainties<br />

Consideration <strong>of</strong> the failure probability (defects per million)<br />

More robust and safety designs<br />

Hochschule Niederrhein<br />

University <strong>of</strong> Applied Sciences<br />

IMH<br />

Institut für Modellbildung<br />

und Hochleistungsrechnen<br />

Institute <strong>of</strong> Modelling<br />

and High-Performance Computing<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 45 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Summary<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

Nonlinear multi-physics analysis (FSI) with N = 1236<br />

design evaluations<br />

ANSYS Workbench (CFX, Mechanical, TurboTools): 4<br />

Parallel Tasks<br />

Calculation time: 2 weeks (on 12 Cores: 2 Intel® Xeon®<br />

X5680 Six Core, 3.33 GHz, 12MB Cache)<br />

Acknowledgement: thanks to Ulrike Adams and Daniela<br />

Ochsenfahrt <strong>of</strong> the DYNARDO <strong>GmbH</strong> (s<strong>of</strong>tware<br />

implementation into the optiSLang s<strong>of</strong>tware package)<br />

Hochschule Niederrhein<br />

University <strong>of</strong> Applied Sciences<br />

IMH<br />

Institut für Modellbildung<br />

und Hochleistungsrechnen<br />

Institute <strong>of</strong> Modelling<br />

and High-Performance Computing<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 46 / 49


Introduction<br />

<strong>Probability</strong>-<strong>based</strong> robust design optimization<br />

Sequential robust design optimization<br />

Are there any questions?<br />

Thank you for your attention!<br />

Sensitivity analysis (initial design 0)<br />

<strong>Optimization</strong> and stochastic analysis I, II, III, IV<br />

Reliability analysis<br />

Hochschule Niederrhein<br />

University <strong>of</strong> Applied Sciences<br />

IMH<br />

Institut für Modellbildung<br />

und Hochleistungsrechnen<br />

Institute <strong>of</strong> Modelling<br />

and High-Performance Computing<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 47 / 49


Literature I<br />

Appendix<br />

References<br />

Chen, W., H. Liu, J. Sheng, and H. C. Gea (2003, September 2–6).<br />

Application <strong>of</strong> the sequential optimization and reliabilty assessment method<br />

to structural design problems.<br />

In Proceedings <strong>of</strong> DETC’03, ASME 2003 <strong>Design</strong> Engineering Technical<br />

Conferences and Computers and Information in Engineering<br />

Conference, Chicao, Illinois USA.<br />

Choi, K. K., J. Tu, and Y. H. Park (2001).<br />

Extensions <strong>of</strong> design potential concept for reliability-<strong>based</strong> design<br />

optimization to nonsmooth and extreme cases.<br />

Structural and Multidisciplinary <strong>Optimization</strong> 22, 335–350.<br />

Kharmanda, G., A. Mohamed, and M. Lemaire (2002).<br />

Efficient reliability-<strong>based</strong> design optimization using a hybrid space<br />

withapplication to finite element analysis.<br />

Structural and Multidisciplinary <strong>Optimization</strong> 24, 233 – 245.<br />

Hochschule Niederrhein<br />

University <strong>of</strong> Applied Sciences<br />

IMH<br />

Institut für Modellbildung<br />

und Hochleistungsrechnen<br />

Institute <strong>of</strong> Modelling<br />

and High-Performance Computing<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 48 / 49


Literature II<br />

Appendix<br />

References<br />

Roos, D. (2011, November 17-18).<br />

Multi-domain adaptive surrogate models for reliability analysis.<br />

In H. Budelmann, A. Holst, and D. Proske (Eds.), Proceedings <strong>of</strong> the 9th<br />

International Probabilistic Workshop, pp. 191 – 207. Braunschweig,<br />

Germany: Technical University Carolo-Wilhelmina zu Braunschweig.<br />

Roos, D., U. Adam, and V. Bayer (2006).<br />

<strong>Design</strong> reliability analysis.<br />

In 24th CAD-FEM USERS’ Meeting 2006. Stuttgart, Schwabenlandhalle,<br />

Germany, October 26-27, 2006: International Congress on FEM<br />

Technology with 2006 German ANSYS Conference.<br />

Wolpert, D. H. and W. G. Macready (1997).<br />

No free lunch theorems for optimization.<br />

IEEE Trans, Evolutionary Computation 1(1), 67 – 82.<br />

Hochschule Niederrhein<br />

University <strong>of</strong> Applied Sciences<br />

IMH<br />

Institut für Modellbildung<br />

und Hochleistungsrechnen<br />

Institute <strong>of</strong> Modelling<br />

and High-Performance Computing<br />

K. Cremanns, D. Roos & J. Einzinger <strong>Probability</strong>-<strong>based</strong> <strong>Robust</strong> <strong>Design</strong> <strong>Optimization</strong> WOST 2012 49 / 49

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