Sensitivity Analysis, Multidisciplinary Optimization, Robustness Evaluation, and Robust Design Optimization with optiSLang 3.2.

Slides:



Advertisements
Similar presentations
Tutorial 1: Sensitivity analysis of an analytical function
Advertisements

Managerial Economics Estimation of Demand
Engineering Optimization
Model calibration using. Pag. 5/3/20152 PEST program.
Chapter 6 Feature-based alignment Advanced Computer Vision.
Tutorial 2, Part 1: Optimization of a damped oscillator.
Classification and Prediction: Regression Via Gradient Descent Optimization Bamshad Mobasher DePaul University.
Developments on Shape Optimization at CIMNE October Advanced modelling techniques for aerospace SMEs.
Model calibration and validation
Summary 1 l The Analytical Problem l Data Handling.
Statistics for Managers Using Microsoft® Excel 5th Edition
Statistics for Managers Using Microsoft® Excel 5th Edition
Simultaneous Equations Models
Statistics 350 Lecture 16. Today Last Day: Introduction to Multiple Linear Regression Model Today: More Chapter 6.
1 Reliability and Robustness in Engineering Design Zissimos P. Mourelatos, Associate Prof. Jinghong Liang, Graduate Student Mechanical Engineering Department.
Efficient Methodologies for Reliability Based Design Optimization
Planning operation start times for the manufacture of capital products with uncertain processing times and resource constraints D.P. Song, Dr. C.Hicks.
Data Handling l Classification of Errors v Systematic v Random.
Connecting Microsoft Excel as a solver to optiSLang Tutorial: Using MS Excel as a solver to fit true stress / true strain curves of metallic materials.
Advanced Topics in Optimization
An Introduction to Optimization Theory. Outline Introduction Unconstrained optimization problem Constrained optimization problem.
Nonlinear Stochastic Programming by the Monte-Carlo method Lecture 4 Leonidas Sakalauskas Institute of Mathematics and Informatics Vilnius, Lithuania EURO.
Survival Analysis for Risk-Ranking of ESP System Performance Teddy Petrou, Rice University August 17, 2005.
Normal and Sampling Distributions A normal distribution is uniquely determined by its mean, , and variance,  2 The random variable Z = (X-  /  is.
Spreadsheet Modeling & Decision Analysis A Practical Introduction to Management Science 5 th edition Cliff T. Ragsdale.
Quiz 12  Nonparametric statistics. 1. Which condition is not required to perform a non- parametric test? a) random sampling of population b) data are.
Collaborative Filtering Matrix Factorization Approach
Chapter 6 Feature-based alignment Advanced Computer Vision.
L Berkley Davis Copyright 2009 MER301: Engineering Reliability Lecture 13 1 MER301: Engineering Reliability LECTURE 13 Chapter 6: Multiple Linear.
Part 1 Introduction to optiSLang
1 Hybrid methods for solving large-scale parameter estimation problems Carlos A. Quintero 1 Miguel Argáez 1 Hector Klie 2 Leticia Velázquez 1 Mary Wheeler.
Optimization of a bearing angle Dipl.-Ing. (FH) Andreas Veiz
dynamic software & engineering GmbH
Example II: Linear truss structure
Part 5 Parameter Identification (Model Calibration/Updating)
11 CSE 4705 Artificial Intelligence Jinbo Bi Department of Computer Science & Engineering
Stochastic Linear Programming by Series of Monte-Carlo Estimators Leonidas SAKALAUSKAS Institute of Mathematics&Informatics Vilnius, Lithuania
MANAGERIAL ECONOMICS 11 th Edition By Mark Hirschey.
PROCESS MODELLING AND MODEL ANALYSIS © CAPE Centre, The University of Queensland Hungarian Academy of Sciences Statistical Model Calibration and Validation.
Linear Models for Classification
University of Electronic Science and Technology of China
Particle Swarm Optimization by Dr. Shubhajit Roy Chowdhury Centre for VLSI and Embedded Systems Technology, IIIT Hyderabad.
ZEIT4700 – S1, 2015 Mathematical Modeling and Optimization School of Engineering and Information Technology.
Data Modeling Patrice Koehl Department of Biological Sciences National University of Singapore
Statistics for Managers Using Microsoft Excel, 4e © 2004 Prentice-Hall, Inc. Chap 14-1 Chapter 14 Multiple Regression Model Building Statistics for Managers.
Review of fundamental 1 Data mining in 1D: curve fitting by LLS Approximation-generalization tradeoff First homework assignment.
Robust Design Optimization (RDO) easy and flexible to use Introduction Dynardo Services.
Tutorial 3, Part 1: Optimization of a linear truss structure
Written by Changhyun, SON Chapter 5. Introduction to Design Optimization - 1 PART II Design Optimization.
Digital Image Processing
Chapter 16 Multiple Regression and Correlation
Multifidelity Optimization Using Asynchronous Parallel Pattern Search and Space Mapping Techniques Genetha Gray*, Joe Castro i, Patty Hough*, and Tony.
Tutorial 2, Part 2: Calibration of a damped oscillator.
Anders Nielsen Technical University of Denmark, DTU-Aqua Mark Maunder Inter-American Tropical Tuna Commission An Introduction.
Structural & Multidisciplinary Optimization Group Deciding How Conservative A Designer Should Be: Simulating Future Tests and Redesign Nathaniel Price.
The University of SydneySlide 1 Simulation Driven Biomedical Optimisation Andrian Sue AMME4981/9981 Week 5 Semester 1, 2016 Lecture 5.
Statistics and probability Dr. Khaled Ismael Almghari Phone No:
Regression and Correlation of Data Summary
Questions from lectures
Adnan Quadri & Dr. Naima Kaabouch Optimization Efficiency
Particle Swarm Optimization
PSO -Introduction Proposed by James Kennedy & Russell Eberhart in 1995
3.1 Examples of Demand Functions
Part Three. Data Analysis
OPTIMAL DESIGN OF CLUTCH FRICTION PAD
BUS 308 MENTOR Perfect Education/ bus308mentor.com.
Multi-band impedance matching using an evolutionary algorithm
Collaborative Filtering Matrix Factorization Approach
Multi-Objective Optimization
Instructor :Dr. Aamer Iqbal Bhatti
Presentation transcript:

Sensitivity Analysis, Multidisciplinary Optimization, Robustness Evaluation, and Robust Design Optimization with optiSLang 3.2

Outline Introduction Process Integration Parametrize editor Interfaces to common solvers Post processing Sensitivity analysis Design of experiments Coefficient of correlation Simple regression, quadratic & rank order correlation Multiple regression, Coefficient of Determination (CoD) Coefficient of Importance (CoI) Significance filter Moving Least Squares approximation Coefficient of Prognosis (CoP) Meta-model of Optimal Prognosis (MOP) Applications Accompanying example: Sensitivity analysis of an analytical function (Tutorial 1) 1.Tag Vormittags Intro, Prozesintegration, Parametrisierung Nachmittags Sensi Outline & Flowcharts

Outline Multidisciplinary Optimization Single objective, constraint optimization Gradient based optimization Global and adaptive response surface methods Evolutionary algorithm (EA) Particle swarm optimization (PSO) Multi objective optimization Pareto optimization with evolutionary algorithm Applications Accompanying example: Optimization of a damped oscillator (Tutorial 2, Part 1) Model calibration/identification Parametrization of characteristic curves as signals Sensitivity analysis Definition of objective functions Dependent parameters Accompanying example: Calibration of a damped oscillator (Tutorial 2, Part 2) 2. Tag Optimierung bis ca. 15 Uhr Abschließend Identifikation ca 2h Outline & Flowcharts

Outline Robustness analysis Definition of robustness Random variables Definition of uncertainties Variance-based robustness analysis Statistical measures Applications Reliability analysis Accompanying example: Robust design optimization of a damped oscillator (Tutorial 2, Part 3) Robust design optimization Definition of robust design optimization (RDO) Design for Six-Sigma Iterative RDO procedure Simultaneous RDO procedure 3. Tag Reliability optional, je nach Zeit und Bedarf Outline & Flowcharts

Standard optimization Optimizer Gradient ARSM EA/GA Sensitivity analysis DOE MOP Solver Solver Full design variable space X for sensitivity analysis Scanning the design space with DOE by direct solver calls Generating MOP on DOE samples Sensitivity analysis gives reduced design variable space Xred Optimization requires start value x0, objective function f(x) and constraint conditions gj(x) Optimizer determines optimal design xopt by direct solver calls oS sensitivity studies scan the design space and evaluate the sensitivities with statistical measurements. That is in contrast to traditional (mathematical) sensitivity analysis using functional analysis (gradient, differentiation,..). The advantage of oS sensitivity analysis is that we can handle a large number of variables and all kind of non linearity's or other ugly things. Some customers gain more advantage from verifying and understanding their design space then from optimizing the parameter sets. Outline & Flowcharts

Optimization with MOP pre-search Optimizer Gradient ARSM EA/GA Optimizer Gradient ARSM EA/GA Sensitivity analysis DOE MOP Solver MOP Solver Full optimization is performed on MOP by approximating the solver response Optimal design on MOP can be used as final design (verification with solver is required!) as start value for second optimization step with direct solver Good approximation quality of MOP is necessary for objective and constraints (CoP ≥ 90%) oS sensitivity studies scan the design space and evaluate the sensitivities with statistical measurements. That is in contrast to traditional (mathematical) sensitivity analysis using functional analysis (gradient, differentiation,..). The advantage of oS sensitivity analysis is that we can handle a large number of variables and all kind of non linearity's or other ugly things. Some customers gain more advantage from verifying and understanding their design space then from optimizing the parameter sets. Outline & Flowcharts

Optimization with MOP using external DOE Sensitivity analysis Optimizer Gradient ARSM EA/GA External DOE Excel plugin MOP MOP External DOE exists from experiments or other sources Excel plugin is used to generate optiSLang binary file MOP uses external DOE scheme to generate approximation and to perform sensitivity analysis Optimization is performed on MOP to obtain approximate optimum oS sensitivity studies scan the design space and evaluate the sensitivities with statistical measurements. That is in contrast to traditional (mathematical) sensitivity analysis using functional analysis (gradient, differentiation,..). The advantage of oS sensitivity analysis is that we can handle a large number of variables and all kind of non linearity's or other ugly things. Some customers gain more advantage from verifying and understanding their design space then from optimizing the parameter sets. Outline & Flowcharts

Optimization + Robustness evaluation Optimizer Gradient ARSM EA/GA Robustness Variance Sigma-level Reliability Sensitivity analysis DOE MOP Solver Solver Solver oS sensitivity studies scan the design space and evaluate the sensitivities with statistical measurements. That is in contrast to traditional (mathematical) sensitivity analysis using functional analysis (gradient, differentiation,..). The advantage of oS sensitivity analysis is that we can handle a large number of variables and all kind of non linearity's or other ugly things. Some customers gain more advantage from verifying and understanding their design space then from optimizing the parameter sets. Full optimization variable space X for sensitivity analysis Sensitivity analysis gives reduced optimization variable space Xred Optimizer determines optimal design xopt by direct solver calls Robustness evaluation (varianced-based or reliability-based) in the random variable space Xrob at optimal design xopt Outline & Flowcharts

Iterative Robust Design Optimization Robustness Optimizer Gradient ARSM EA/GA Robustness Variance Sigma-level Reliability Sensitivity analysis DOE MOP Solver Solver Solver No Yes Update constraints End oS sensitivity studies scan the design space and evaluate the sensitivities with statistical measurements. That is in contrast to traditional (mathematical) sensitivity analysis using functional analysis (gradient, differentiation,..). The advantage of oS sensitivity analysis is that we can handle a large number of variables and all kind of non linearity's or other ugly things. Some customers gain more advantage from verifying and understanding their design space then from optimizing the parameter sets. Sensitivity analysis gives reduced optimization variable space Xred Optimizer determines optimal design xopt by direct solver calls Robustness evaluation Robust optimum – end of iteration Non-robust optimum - update constraints and repeat optimization + robustness evaluation Outline & Flowcharts

Simultaneous Robust Design Optimization Sensitivity analysis Optimizer DOE MOP Solver Solver Robustness Solver oS sensitivity studies scan the design space and evaluate the sensitivities with statistical measurements. That is in contrast to traditional (mathematical) sensitivity analysis using functional analysis (gradient, differentiation,..). The advantage of oS sensitivity analysis is that we can handle a large number of variables and all kind of non linearity's or other ugly things. Some customers gain more advantage from verifying and understanding their design space then from optimizing the parameter sets. Sensitivity analysis gives reduced optimization variable space Xred Optimizer determines optimal design xopt by direct solver calls with simultaneous robustness evaluation for every design Each robustness evaluation determines robustness values by direct solver calls Outline & Flowcharts