A comparison between robust and risk-based optimization under uncertainty

• Published in: Structural and multidisciplinary optimization Vol. 52; no. 3; pp. 479 - 492
• Main Authors: Beck, André T., Gomes, Wellison J. S., Lopez, Rafael H., Miguel, Leandro F. F.
• Format: Journal Article
• Language: English
• Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.09.2015; Springer Nature B.V
• Subjects: Computational Mathematics and Numerical Analysis; Constants; Engineering; Engineering Design; Failure; Formulations; Normalizing; Optimization; Research Paper; Risk; Robustness; Theoretical and Applied Mechanics; Uncertainty; Reliability analysis; Optimum design; Robust optimization; Structural optimization; Risk optimization

Robust optimization aims at producing designs which are less sensitive to uncertainties. Risk optimization looks for designs with optimal balance between performance and safety. In spite of the different objectives, robust and risk-based formulations have strong similitude, which has not been thorou...