An evolutionary based Bayesian design optimization approach under incomplete information

Abstract

Design optimization in the absence of complete information about uncertain quantities has been recently gaining consideration, as expensive repetitive computation tasks are becoming tractable due to the invention of faster and parallel computers. This work uses Bayesian inference to quantify design reliability when only sample measurements of the uncertain quantities are available. A generalized Bayesian reliability based design optimization algorithm has been proposed and implemented for numerical as well as engineering design problems. The approach uses an evolutionary algorithm (EA) to obtain a trade-off front between design objectives and reliability. The Bayesian approach provides a well-defined link between the amount of available information and the reliability through a confidence measure, and the EA acts as an efficient optimizer for a discrete and multi-dimensional objective space. Additionally, a GPU-based parallelization study shows computational speed-up of close to 100 times in a simulated scenario wherein the constraint qualification checks may be time consuming and could render a sequential implementation that can be impractical for large sample sets. These results show promise for the use of a parallel implementation of EAs in handling design optimization problems under uncertainties.