为解决复杂系统多学科可靠性设计优化过程中由于存在多源不确定性和多层嵌套而导致的计算效率低的问题,将近似灵敏度技术与两级集成系统综合策略(Bi-level integrated system synthesis,BLISS)和功能测度法集成,提出一种能同时处理随机...为解决复杂系统多学科可靠性设计优化过程中由于存在多源不确定性和多层嵌套而导致的计算效率低的问题,将近似灵敏度技术与两级集成系统综合策略(Bi-level integrated system synthesis,BLISS)和功能测度法集成,提出一种能同时处理随机和区间不确定性的序列化多学科可靠性设计优化方法。基于概率论和凸模型对混合不确定性进行量化,提出一种随机和区间不确定性下的混合可靠性评价指标,并基于功能测度法建立多学科可靠性设计优化模型。采用近似灵敏度信息替代实际灵敏度值,将近似灵敏度技术同时嵌入多级多学科设计优化策略和多学科可靠性分析方法中,避免每轮循环都进行全局灵敏度信息的分析与迭代,提高了计算效率。基于序列化思想同时将四层嵌套的多学科可靠性设计优化循环和三层嵌套的多学科可靠性分析过程进行解耦,形成一个单循环顺序执行的多学科可靠性设计优化过程,避免了每轮循环对整个可靠性分析模型进行迭代分析的过程,减少灵敏度分析和多学科分析次数。以汽车侧撞工程设计为例,验证了该法具有同时处理随机和区间不确定性的能力,并且计算效率较传统方法分别提高了10.98%和23.63%,表明该法具有一定工程实用价值。展开更多
The problems of online pricing with offline data,among other similar online decision making with offline data problems,aim at designing and evaluating online pricing policies in presence of a certain amount of existin...The problems of online pricing with offline data,among other similar online decision making with offline data problems,aim at designing and evaluating online pricing policies in presence of a certain amount of existing offline data.To evaluate pricing policies when offline data are available,the decision maker can either position herself at the time point when the offline data are already observed and viewed as deterministic,or at the time point when the offline data are not yet generated and viewed as stochastic.We write a framework to discuss how and why these two different positions are relevant to online policy evaluations,from a worst-case perspective and from a Bayesian perspective.We then use a simple online pricing setting with offline data to illustrate the constructions of optimal policies for these two approaches and discuss their differences,especially whether we can decompose the searching for the optimal policy into independent subproblems and optimize separately,and whether there exists a deterministic optimal policy.展开更多
In uncertainty analysis and reliability-based multidisciplinary design and optimization(RBMDO)of engineering structures,the saddlepoint approximation(SA)method can be utilized to enhance the accuracy and efficiency of...In uncertainty analysis and reliability-based multidisciplinary design and optimization(RBMDO)of engineering structures,the saddlepoint approximation(SA)method can be utilized to enhance the accuracy and efficiency of reliability evaluation.However,the random variables involved in SA should be easy to handle.Additionally,the corresponding saddlepoint equation should not be complicated.Both of them limit the application of SA for engineering problems.The moment method can construct an approximate cumulative distribution function of the performance function based on the first few statistical moments.However,the traditional moment matching method is not very accurate generally.In order to take advantage of the SA method and the moment matching method to enhance the efficiency of design and optimization,a fourth-moment saddlepoint approximation(FMSA)method is introduced into RBMDO.In FMSA,the approximate cumulative generating functions are constructed based on the first four moments of the limit state function.The probability density function and cumulative distribution function are estimated based on this approximate cumulative generating function.Furthermore,the FMSA method is introduced and combined into RBMDO within the framework of sequence optimization and reliability assessment,which is based on the performance measure approach strategy.Two engineering examples are introduced to verify the effectiveness of proposed method.展开更多
针对现有的多学科可靠性分析方法只进行系统级优化,使系统级优化器的工作负担过重、求解效率低下的问题,提出一种基于性能策略法(Performance Measure Approach,PMA)的多学科遗传协同(Collaborative Optimization Based On Genetic Algo...针对现有的多学科可靠性分析方法只进行系统级优化,使系统级优化器的工作负担过重、求解效率低下的问题,提出一种基于性能策略法(Performance Measure Approach,PMA)的多学科遗传协同(Collaborative Optimization Based On Genetic Algorithm,GA-CO)可靠性分析方法(PMA-GA-CO)。该方法将PMA方法与多学科协同优化算法结合进行复杂系统工程可靠性分析。同时,采用遗传算法求解系统级可靠性优化问题,克服多学科协同优化算法中拉格朗日乘子不存在的缺陷。在PMA-GA-CO方法中所有的学科能够独立的进行优化,这样不仅解除了所有学科之间的耦合,提高了搜索最大可能点(Most Probable Point,MPP)的效率,而且学科级能进行优化,系统级优化器的负担可显著地降低。通过散货船概念设计多学科可靠性分析的工程例子证明了文中提出方法的效率和精度,这个优点在大规模的复杂工程系统的设计中能够更好地体现出来。展开更多
文摘为解决复杂系统多学科可靠性设计优化过程中由于存在多源不确定性和多层嵌套而导致的计算效率低的问题,将近似灵敏度技术与两级集成系统综合策略(Bi-level integrated system synthesis,BLISS)和功能测度法集成,提出一种能同时处理随机和区间不确定性的序列化多学科可靠性设计优化方法。基于概率论和凸模型对混合不确定性进行量化,提出一种随机和区间不确定性下的混合可靠性评价指标,并基于功能测度法建立多学科可靠性设计优化模型。采用近似灵敏度信息替代实际灵敏度值,将近似灵敏度技术同时嵌入多级多学科设计优化策略和多学科可靠性分析方法中,避免每轮循环都进行全局灵敏度信息的分析与迭代,提高了计算效率。基于序列化思想同时将四层嵌套的多学科可靠性设计优化循环和三层嵌套的多学科可靠性分析过程进行解耦,形成一个单循环顺序执行的多学科可靠性设计优化过程,避免了每轮循环对整个可靠性分析模型进行迭代分析的过程,减少灵敏度分析和多学科分析次数。以汽车侧撞工程设计为例,验证了该法具有同时处理随机和区间不确定性的能力,并且计算效率较传统方法分别提高了10.98%和23.63%,表明该法具有一定工程实用价值。
文摘The problems of online pricing with offline data,among other similar online decision making with offline data problems,aim at designing and evaluating online pricing policies in presence of a certain amount of existing offline data.To evaluate pricing policies when offline data are available,the decision maker can either position herself at the time point when the offline data are already observed and viewed as deterministic,or at the time point when the offline data are not yet generated and viewed as stochastic.We write a framework to discuss how and why these two different positions are relevant to online policy evaluations,from a worst-case perspective and from a Bayesian perspective.We then use a simple online pricing setting with offline data to illustrate the constructions of optimal policies for these two approaches and discuss their differences,especially whether we can decompose the searching for the optimal policy into independent subproblems and optimize separately,and whether there exists a deterministic optimal policy.
基金support from the Key R&D Program of Shandong Province(Grant No.2019JZZY010431)the National Natural Science Foundation of China(Grant No.52175130)+1 种基金the Sichuan Science and Technology Program(Grant No.2022YFQ0087)the Sichuan Science and Technology Innovation Seedling Project Funding Projeet(Grant No.2021112)are gratefully acknowledged.
文摘In uncertainty analysis and reliability-based multidisciplinary design and optimization(RBMDO)of engineering structures,the saddlepoint approximation(SA)method can be utilized to enhance the accuracy and efficiency of reliability evaluation.However,the random variables involved in SA should be easy to handle.Additionally,the corresponding saddlepoint equation should not be complicated.Both of them limit the application of SA for engineering problems.The moment method can construct an approximate cumulative distribution function of the performance function based on the first few statistical moments.However,the traditional moment matching method is not very accurate generally.In order to take advantage of the SA method and the moment matching method to enhance the efficiency of design and optimization,a fourth-moment saddlepoint approximation(FMSA)method is introduced into RBMDO.In FMSA,the approximate cumulative generating functions are constructed based on the first four moments of the limit state function.The probability density function and cumulative distribution function are estimated based on this approximate cumulative generating function.Furthermore,the FMSA method is introduced and combined into RBMDO within the framework of sequence optimization and reliability assessment,which is based on the performance measure approach strategy.Two engineering examples are introduced to verify the effectiveness of proposed method.
文摘针对现有的多学科可靠性分析方法只进行系统级优化,使系统级优化器的工作负担过重、求解效率低下的问题,提出一种基于性能策略法(Performance Measure Approach,PMA)的多学科遗传协同(Collaborative Optimization Based On Genetic Algorithm,GA-CO)可靠性分析方法(PMA-GA-CO)。该方法将PMA方法与多学科协同优化算法结合进行复杂系统工程可靠性分析。同时,采用遗传算法求解系统级可靠性优化问题,克服多学科协同优化算法中拉格朗日乘子不存在的缺陷。在PMA-GA-CO方法中所有的学科能够独立的进行优化,这样不仅解除了所有学科之间的耦合,提高了搜索最大可能点(Most Probable Point,MPP)的效率,而且学科级能进行优化,系统级优化器的负担可显著地降低。通过散货船概念设计多学科可靠性分析的工程例子证明了文中提出方法的效率和精度,这个优点在大规模的复杂工程系统的设计中能够更好地体现出来。
