Probabilistic analytical target cascading - A moment matching formulation for multilevel optimization under uncertainty

Huibin Liu, Wei Chen*, Michael Kokkolaras, Panos Y. Papalambros, Harrison M. Kim

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Scopus citations

Abstract

Analytical target cascading (ATC) is a methodology for hierarchical multilevel system design optimization. In previous work, the deterministic ATC formulation was extended to account for uncertainties using a probabilistic approach. Random quantities were represented by their expected values, which were required to match among subproblems to ensure design consistency. In this work, the probabilistic formulation is augmented to allow introduction and matching of additional probabilistic characteristics. Applying robust design principles, a particular probabilistic analytic target cascading (PATC) formulation is proposed by matching the first two moments of random quantities. Several implementation issues are addressed, including representation of probabilistic design targets, matching interrelated responses and linking variables under uncertainty, and coordination strategies for multilevel optimization. Analytical and simulation-based optimal design examples are used to illustrate the new PATC formulation. Design consistency is achieved by matching the first two moments of interrelated responses and linking variables. The effectiveness of the approach is demonstrated by comparing PATC results to those obtained using a probabilistic all-in-one (PAIO) formulation.

Original languageEnglish (US)
Title of host publicationProceedings of the ASME International Design Engineering Technical Conferences and Computers and Information in Engineering Conferences - DETC2005
Subtitle of host publication31st Design Automation Conference
PublisherAmerican Society of Mechanical Engineers
Pages1173-1182
Number of pages10
ISBN (Print)079184739X, 9780791847398
DOIs
StatePublished - Jan 1 2005
EventDETC2005: ASME International Design Engineering Technical Conferences and Computers and Information in Engineering Conference - Long Beach, CA, United States
Duration: Sep 24 2005Sep 28 2005

Publication series

NameProceedings of the ASME International Design Engineering Technical Conferences and Computers and Information in Engineering Conference - DETC2005
Volume2 B

Other

OtherDETC2005: ASME International Design Engineering Technical Conferences and Computers and Information in Engineering Conference
CountryUnited States
CityLong Beach, CA
Period9/24/059/28/05

Keywords

  • Analytical target cascading
  • Coordination strategy
  • Design targets and consistency
  • Hierarchical multilevel optimization
  • Moments
  • Probabilistic approach
  • Uncertainty

ASJC Scopus subject areas

  • Engineering(all)

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  • Cite this

    Liu, H., Chen, W., Kokkolaras, M., Papalambros, P. Y., & Kim, H. M. (2005). Probabilistic analytical target cascading - A moment matching formulation for multilevel optimization under uncertainty. In Proceedings of the ASME International Design Engineering Technical Conferences and Computers and Information in Engineering Conferences - DETC2005: 31st Design Automation Conference (pp. 1173-1182). (Proceedings of the ASME International Design Engineering Technical Conferences and Computers and Information in Engineering Conference - DETC2005; Vol. 2 B). American Society of Mechanical Engineers. https://doi.org/10.1115/detc2005-84928