An Optimization Method of Stochastic Variable to Solve Uncertain Models in Engineering Design

摘要: The radical concepts of engineering stochastic optimization are introduced and a method for solving uncertain problems is developed according to the satisfied estimation of probabilistic values to stochastic constraints and the use of a quasi-gradient searching direction. The method is applied to engineering designs with linear or nonlinear stochastic constraints.

Abstract: The radical concepts of engineering stochastic optimization are introduced and a method for solving uncertain problems is developed according to the satisfied estimation of probabilistic values to stochastic constraints and the use of a quasi-gradient searching direction. The method is applied to engineering designs with linear or nonlinear stochastic constraints.