This chapter introduces the concept of Evidence-Based Robust Optimisation (EBRO) and a few computational methods that allow calculating a robust solution when uncertainty is modelled with Dempster–Shafer Theory of evidence (DST). The chapter provides the basic elements of DST and the framework in which DST can be introduced in the robust optimisation of engineering systems. The main interest is in using DST to quantify extreme cases of epistemic uncertainty. EBRO inserts DST within an optimisation loop to generate a solution that maximises a given performance index (the quantity of interest) and the belief in its value at the same time. The chapter introduces also a decomposition approach that allows one to calculate an approximation to Belief and Plausibility in polynomial time.
Introduction to Evidence-Based Robust Optimisation
Optimization Under Uncertainty with Applications to Aerospace Engineering ; Kapitel : 17 ; 541-573
2020-09-10
33 pages
Aufsatz/Kapitel (Buch)
Elektronische Ressource
Englisch
Robust optimisation , Epistemic uncertainty , Evidence theory , Network model , Efficient approximation Physics , Astronomy, Astrophysics and Cosmology , Aerospace Technology and Astronautics , Optimization , Mathematical and Computational Engineering , Computational Science and Engineering , Physics and Astronomy
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