Analytical and experimental comparison of deterministic and probabilistic optimization

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Virginia Tech

The probabilistic approach to design optimization has received increased attention in the last two decades. It is widely recognized that such an approach should lead to designs that make better use of the resources than designs obtained with the classical deterministic approach by distributing safety onto the different components and/or failure modes of a system in an optimal manner. However, probabilistic models rely on a number of assumptions regarding the magnitude of the uncertainties, their distributions, correlations, etc. In addition, modelling errors and approximate reliability calculations (first order methods for example) introduce uncertainty in the predicted system reliability. Because of these inaccuracies, it is not clear if a design obtained from probabilistic optimization will really be more reliable than a design based on deterministic optimization. The objective of this work is to provide a partial answer to this question through laboratory experiments — such experimental validation is not currently available in the literature.

A cantilevered truss structure is used as a test case. First, the uncertainties in stiffness and mass properties of the truss elements are evaluated from a large number of measurements. The transmitted scatter in the natural frequencies of the truss is computed and compared to experimental estimates obtained from measurements on 6 realizations of the structure. The experimental results are in reasonable agreement with the predictions, although the magnitude of the transmitted scatter is extremely small.

The truss is then equipped with passive viscoelastic tuned dampers for vibration control. The controlled structure is optimized by selecting locations for the dampers and for tuning masses added to the truss. The objective is to satisfy upper limits on the acceleration at given points on the truss for a specified excitation. The properties of the dampers are the primary sources of uncertainties. Two optimal designs are obtained from deterministic and probabilistic optimizations; the deterministic approach maximizes safety margins while the probability of failure (i.e. exceeding the acceleration limit) is minimized in the probabilistic approach. The optimizations are performed with genetic algorithms. The predicted probability of failure of the optimum probabilistic design is less than half that of the deterministic optimum.

Finally, optimal deterministic and probabilistic designs are compared in the laboratory. Because small differences in failure rates between two designs are not measurable with a reasonable number of tests, we use anti-optimization to identify a design problem that maximizes the contrast in probability of failure between the two approaches. The anti-optimization is also performed with a genetic algorithm. For the problem identified by the anti-optimization, the probability of failure of the optimum probabilistic design is 25 times smaller than that of the deterministic design. The rates of failure are then measured by testing 29 realizations of each optimum design. The results agree well with the predictions and confirm the larger reliability of the probabilistic design. However, the probabilistic optimum is shown to be very sensitive to modelling errors. This sensitivity can be reduced by including the modelling errors as additional uncertainties in the probabilistic formulation.