title: Multi-objective reliability-based optimization with stochastic metamodels.
abstract: This paper addresses continuous optimization problems with multiple objectives and parameter uncertainty defined by probability distributions. First, a reliability-based formulation is proposed, defining the nondeterministic Pareto set as the minimal solutions such that user-defined probabilities of nondominance and constraint satisfaction are guaranteed. The formulation can be incorporated with minor modifications in a multiobjective evolutionary algorithm (here: the nondominated sorting genetic algorithm-II). Then, in the perspective of applying the method to large-scale structural engineering problems--for which the computational effort devoted to the optimization algorithm itself is negligible in comparison with the simulation--the second part of the study is concerned with the need to reduce the number of function evaluations while avoiding modification of the simulation code. Therefore, nonintrusive stochastic metamodels are developed in two steps. First, for a given sampling of the deterministic variables, a preliminary decomposition of the random responses (objectives and constraints) is performed through polynomial chaos expansion (PCE), allowing a representation of the responses by a limited set of coefficients. Then, a metamodel is carried out by kriging interpolation of the PCE coefficients with respect to the deterministic variables. The method has been tested successfully on seven analytical test cases and on the 10-bar truss benchmark, demonstrating the potential of the proposed approach to provide reliability-based Pareto solutions at a reasonable computational cost.
authors.affiliation: BATir Department, Université Libre de Bruxelles, Brussels, B-1050, Belgium. rfilomen@@batir.ulb.ac.be
authors.forename: Rajan Filomeno
authors.initials: RF
authors.lastname: Coelho
authors.forename: Philippe
authors.initials: P
authors.lastname: Bouillard
mesh_terms: D000465:Algorithms; D003198:Computer Simulation; D015233:Models, Statistical; D013269:Stochastic Processes