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Optimal design under uncertainty has gained much attention in the past ten years due to the ever increasing need for manufacturers to build robust systems at the lowest cost. Reliability-based design optimization (RBDO) allows the analyst…

Methodology · Statistics 2017-04-13 V. Dubourg , J. -M. Bourinet , B. Sudret

The aim of the present paper is to develop a strategy for solving reliability-based design optimization (RBDO) problems that remains applicable when the performance models are expensive to evaluate. Starting with the premise that…

Methodology · Statistics 2011-04-20 V. Dubourg , B. Sudret , J. -M. Bourinet

The optimal and robust design of structures has gained much attention in the past ten years due to the ever increasing need for manufacturers to build robust systems at the lowest cost. Reliability-based design optimization (RBDO) allows…

Applications · Statistics 2017-04-12 Vincent Dubourg , Jean-Marc Bourinet , Bruno Sudret

Reliability-based design optimization (RBDO) is traditionally formulated as a nested optimization and reliability problem. Although surrogate models are generally employed to improve efficiency, the approach remains computationally…

Computation · Statistics 2026-04-08 M. Moustapha , B. Sudret

Explicitly accounting for uncertainties is paramount to the safety of engineering structures. Optimization which is often carried out at the early stage of the structural design offers an ideal framework for this task. When the…

Methodology · Statistics 2022-12-14 M. Moustapha , A. Galimshina , G. Habert , B. Sudret

Engineering design involves demanding models encompassing many decision variables and uncontrollable parameters. In addition, unavoidable aleatoric and epistemic uncertainties can be very impactful and add further complexity. The…

Systems and Control · Electrical Eng. & Systems 2026-02-27 Enrico Ampellio , Blazhe Gjorgiev , Giovanni Sansavini

Reliability-based design optimization (RBDO) is an active field of research with an ever increasing number of contributions. Numerous methods have been proposed for the solution of RBDO, a complex problem that combines optimization and…

Methodology · Statistics 2019-01-11 M. Moustapha , B. Sudret

Several methods have been proposed in the literature to solve reliability-based optimization problems, where failure probabilities are design constraints. However, few methods address the problem of life-cycle cost or risk optimization,…

Computation · Statistics 2020-07-09 H. M. Kroetz , M. Moustapha , A. T. Beck , B. Sudret

Reliability-based design optimization (RBDO) approaches aim to identify the best design of an engineering problem, whilst the probability of failure (PoF) remains below an acceptable value. Thus, the incorporation of the sharpest bounds on…

Computational Engineering, Finance, and Science · Computer Science 2025-03-18 Niklas Miska , Daniel Balzani

Kriging-based surrogate models have become very popular during the last decades to approximate a computer code output from few simulations. In practical applications, it is very common to sequentially add new simulations to obtain more…

Statistics Theory · Mathematics 2012-10-31 Loic Le Gratiet , Claire Cannamela

In reliability engineering, conventional surrogate models encounter the "curse of dimensionality" as the number of random variables increases. While the active learning Kriging surrogate approaches with high-dimensional model representation…

Machine Learning · Computer Science 2025-09-10 Wenxiong Li , Hanyu Liao , Suiyin Chen

Quantile is a popular performance measure for a stochastic system to evaluate its variability and risk. To reduce the risk, selecting the actions that minimize the tail quantiles of some loss distributions is typically of interest for…

Optimization and Control · Mathematics 2019-01-18 Songhao Wang , Szu Hui Ng , William Benjamin Haskell

Surrogate models are extensively employed for forward and inverse uncertainty quantification in complex, computation-intensive engineering problems. Nonetheless, constructing high-accuracy surrogate models for complex dynamical systems with…

Dynamical Systems · Mathematics 2025-03-20 Zhouzhou Song , Weiyun Xu , Marcos A. Valdebenito , Matthias G. R. Faes

Computer experiments have become an indispensable alternative to complex physical and engineering experiments. The Kriging model is the most widely used surrogate model, with the core goal of minimizing the discrepancy between the surrogate…

Methodology · Statistics 2026-01-26 Ruonan Zheng , Min-Qian Liu , Yongdao Zhou , Xuan Chen

Robust optimization is a method for optimization under uncertainties in engineering systems and designs for applications ranging from aeronautics to nuclear. In a robust design process, parameter variability (or uncertainty) is incorporated…

Computation · Statistics 2022-10-17 Richa Verma , Dinesh Kumar , Kazuma Kobayashi , Syed Alam

Decision-making in manufacturing often involves optimizing key process parameters using data collected from simulation experiments. Gaussian processes are widely used to surrogate the underlying system and guide optimization. Uncertainty…

Applications · Statistics 2025-07-30 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

High-dimensional complex multi-parameter problems are prevalent in engineering, exceeding the capabilities of traditional surrogate models designed for low/medium-dimensional problems. These models face the curse of dimensionality,…

Methodology · Statistics 2023-07-06 Yili Zhang , Hanyan Huang , Mei Xiong , Zengquan Yao

The computational effort for the evaluation of numerical simulations based on e.g. the finite-element method is high. Metamodels can be utilized to create a low-cost alternative. However the number of required samples for the creation of a…

Machine Learning · Statistics 2019-05-15 Jan N. Fuhg

At the initial design stage engineers often rely on low-fidelity models that have high epistemic uncertainty. Traditional safety-margin-based deterministic design resorts to testing (e.g. prototype experiment, evaluation of high-fidelity…

We introduce kernel-QA, a black-box optimization (BBO) method that constructs surrogate models analytically using low-order polynomial kernels within a quadratic unconstrained binary optimization (QUBO) framework, enabling efficient…

Optimization and Control · Mathematics 2025-11-07 Yuki Minamoto , Yuya Sakamoto
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