Adaptive gradient-assisted robust design optimization under interval uncertainty

Robust optimization techniques attempt to find a solution that is both optimum and relatively insensitive to input uncertainty. In general, these techniques are computationally more expensive than their deterministic counterparts. In this article two new robust optimization methods are presented. The first method is called gradient-assisted robust optimization (GARO). In GARO, a robust optimization problem is first converted to a deterministic one by using a gradient-based approximation technique. After solving this deterministic problem, the solution robustness and the accuracy of the approximation are checked. If the accuracy meets a threshold, a robust optimum solution is found; otherwise, the approximation is adaptively modified until the threshold is met and a solution, if it exists, is obtained. The second method is a faster version of GARO called quasi-concave gradient-assisted robust optimization (QC-GARO). QC-GARO is for problems with quasi-concave objective and constraint functions. The difference between GARO and QC-GARO is in the way that they check the approximation accuracy. Both GARO and QC-GARO methods are applied to a set of six engineering design test problems and the results are compared with a few related previous methods. It was found that, compared to the methods considered, GARO could solve all test problems but with a higher computational effort compared to QC-GARO. However, QC-GARO was computationally much faster when it was able to solve the problems.