Confidence structural robust optimization by non‐linear semidefinite programming‐based single‐level formulation

Abstract

AbstractStructural robust optimization problems are often solved via the so‐called Bi‐level approach. This solution procedure often involves large computational efforts and sometimes its convergence properties are not so good because of the non‐smooth nature of the Bi‐level formulation. Another problem associated with the traditional Bi‐level approach is that the confidence of the robustness of the obtained solutions cannot be fully assured at least theoretically. In the present paper, confidence single‐level non‐linear semidefinite programming (NLSDP) formulations for structural robust optimization problems under stiffness uncertainties are proposed. This is achieved by using some tools such as S‐procedure and quadratic embedding for convex analysis. The resulted NLSDP problems are solved using the modified augmented Lagrange multiplier method which has sound mathematical properties. Numerical examples show that confidence robust optimal solutions can be obtained with the proposed approach effectively. Copyright © 2010 John Wiley & Sons, Ltd.