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Reliability-based design optimization (RBDO) aims at determination of the optimal design in the presence of uncertainty. The available Single-Loop approaches for RBDO are based on the First-Order Reliability Method (FORM) for the…

Optimization and Control · Mathematics 2021-10-12 Rami Mansour , Mårten Olsson

A scalable problem to benchmark robust multidisciplinary design optimization algorithms (RMDO) is proposed. This allows the user to choose the number of disciplines, the dimensions of the coupling and design variables and the extent of the…

Optimization and Control · Mathematics 2023-03-03 A Aziz-Alaoui , O Roustant , M de Lozzo

Reliability-based design optimization (RBDO) provides a rational and sound framework for finding the optimal design while taking uncertainties into ac-count. The main issue in implementing RBDO methods, particularly stochastic simu-lation…

Applications · Statistics 2020-03-03 Wang-Sheng Liu , Sai Hung Cheung

This paper explores adaptive variance reduction methods for stochastic optimization based on the STORM technique. Existing adaptive extensions of STORM rely on strong assumptions like bounded gradients and bounded function values, or suffer…

Optimization and Control · Mathematics 2024-10-24 Wei Jiang , Sifan Yang , Yibo Wang , Lijun Zhang

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

Reliability based design optimization (RBDO) problems are important in engineering applications, but it is challenging to solve such problems. In this study, a new resolution method based on the directional Bat Algorithm (dBA) is presented.…

Optimization and Control · Mathematics 2018-04-26 Asma Chakri , Xin-She Yang , Rabia Khelif , Mohamed Benouaret

Statistical uncertainties complicate engineering design -- confounding regulated design approaches, and degrading the performance of reliability efforts. The simplest means to tackle this uncertainty is double loop simulation; a nested…

Methodology · Statistics 2018-11-02 Zachary del Rosario , Richard W. Fenrich , Gianluca Iaccarino

Large-scale constrained optimization problems are at the core of many tasks in control, signal processing, and machine learning. Notably, problems with functional constraints arise when, beyond a performance{\nobreakdash-}centric goal…

Optimization and Control · Mathematics 2025-05-15 Antesh Upadhyay , Sang Bin Moon , Abolfazl Hashemi

The simulations indicate that the existing hard thresholding technique independent of the residual function may cause a dramatic increase or numerical oscillation of the residual. This inherit drawback of the hard thresholding renders the…

Information Theory · Computer Science 2019-09-04 Yun-Bin Zhao

Robust topology optimization (RTO) improves the robustness of designs with respect to random sources in real-world structures, yet an accurate sensitivity analysis requires the solution of many systems of equations at each optimization…

Computational Engineering, Finance, and Science · Computer Science 2020-09-01 Weichen Li , Xiaojia Shelly Zhang

In today's uncertain and competitive market, where enterprises are subjected to increasingly shortened product life-cycles and frequent volume changes, reconfigurable manufacturing systems (RMS) applications play a significant role in the…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Carlos Alberto Barrera-Diaz , Amir Nourmohammdi , Henrik Smedberg , Tehseen Aslam , Amos H. C. Ng

This paper addresses the computational challenges in reliability-based topology optimization (RBTO) of structures associated with the estimation of statistics of the objective and constraints using standard sampling methods, and overcomes…

Optimization and Control · Mathematics 2021-07-27 Subhayan De , Kurt Maute , Alireza Doostan

Enhancing the stability of machine learning algorithms under distributional shifts is at the heart of the Out-of-Distribution (OOD) Generalization problem. Derived from causal learning, recent works of invariant learning pursue strict…

Machine Learning · Computer Science 2024-02-15 Jiashuo Liu , Jiayun Wu , Jie Peng , Xiaoyu Wu , Yang Zheng , Bo Li , Peng Cui

Robust topology optimization (RTO), as a class of topology optimization problems, identifies a design with the best average performance while reducing the response sensitivity to input uncertainties, e.g. load uncertainty. Solving RTO is…

Machine Learning · Computer Science 2024-08-22 Rini Jasmine Gladstone , Mohammad Amin Nabian , Vahid Keshavarzzadeh , Hadi Meidani

This paper deals with the scenario approach to robust optimization. This relies on a random sampling of the possibly infinite number of constraints induced by uncertainties in the parameters of an optimization problem. Solving the resulting…

Optimization and Control · Mathematics 2023-03-08 Fabien Lauer

This paper aims at developing a new method by which to build a data-driven portfolio featuring a target risk-return. We first present a comparative study of recurrent neural network models (RNNs), including a simple RNN, long short-term…

Portfolio Management · Quantitative Finance 2018-08-03 Sang Il Lee , Seong Joon Yoo

Optimization-based samplers such as randomize-then-optimize (RTO) [2] provide an efficient and parallellizable approach to solving large-scale Bayesian inverse problems. These methods solve randomly perturbed optimization problems to draw…

Computation · Statistics 2019-10-29 Johnathan Bardsley , Tiangang Cui , Youssef Marzouk , Zheng Wang

This study introduces a novel computational framework for Robust Topology Optimization (RTO) considering imprecise random field parameters. Unlike the worst-case approach, the present method provides upper and lower bounds for the mean and…

Computational Engineering, Finance, and Science · Computer Science 2022-01-28 Kang Gao , Duy Minh Doc , Sheng Chu , Gang Wu , H. Alicia Kim , Carol A. Featherston

Model-free reinforcement learning algorithms have seen remarkable progress, but key challenges remain. Trust Region Policy Optimization (TRPO) is known for ensuring monotonic policy improvement through conservative updates within a trust…

Machine Learning · Computer Science 2025-07-29 Zhengpeng Xie , Qiang Zhang , Fan Yang , Marco Hutter , Renjing Xu

Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this framework, one assumes that the underlying joint…

Optimization and Control · Mathematics 2023-11-01 Shiyi Jiang , Jianqiang Cheng , Kai Pan , Zuo-Jun Max Shen
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