Finding Robust Solution to Multi-objective Optimisation

Problems Using Polynomial Chaos

A Molina-Cristobal, G T Parks , P J Clarkson.

Proceedings of the 6th ASMO UK/ISSMO Conference on Engineering Design Optimization

(CD-ROM), Oxford, UK, July 3-4, 2006

Abstract: If an optimal solution is very sensitive to perturbations, then it may
not be the most appropriate solution to use. In situations where natural
variation is inevitable, it is therefore necessary to find a
robust optimal solution. This paper examines emerging techniques
for finding robust solutions to multi-objective optimisation
problems. One of the major concerns in robust optimisation is that
accounting for the robustness of solutions makes the problem much
more computationally expensive. It is shown that the polynomial chaos

approach addresses this key issue by decomposing the stochastic process

into its deterministic and random process parts. A practical problem,

design of an electrical RLC circuit, is used to illustrate the effectiveness of the approach.

A. Molina-Cristobal - am664@eng.cam.ac.uk