Stochastic dominance constraints in elastic shape optimization
From MaRDI portal
Publication:4582829
PDEs in connection with control and optimization (35Q93) Optimization of shapes other than minimal surfaces (49Q10) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Control/observation systems governed by partial differential equations (93C20) Control, switches and devices (``smart materials) in solid mechanics (74M05)
Abstract: This paper deals with shape optimization for elastic materials under stochastic loads. It transfers the paradigm of stochastic dominance, which allows for flexible risk aversion via comparison with benchmark random variables, from finite-dimensional stochastic programming to shape optimization. Rather than handling risk aversion in the objective, this enables risk aversion by including dominance constraints that single out subsets of nonanticipative shapes which compare favorably to a chosen stochastic benchmark. This new class of stochastic shape optimization problems arises by optimizing over such feasible sets. The analytical description is built on risk-averse cost measures. The underlying cost functional is of compliance type plus a perimeter term, in the implementation shapes are represented by a phase field which permits an easy estimate of a regularized perimeter. The analytical description and the numerical implementation of dominance constraints are built on risk-averse measures for the cost functional. A suitable numerical discretization is obtained using finite elements both for the displacement and the phase field function. Different numerical experiments demonstrate the potential of the proposed stochastic shape optimization model and in particular the impact of high variability of forces or probabilities in the different realizations.
Recommendations
Cites work
- scientific article; zbMATH DE number 1865939 (Why is no real title available?)
- A deterministic approximation method in shape optimization under random uncertainties
- A level-set method for vibration and multiple loads structural optimization
- A linearized approach to worst-case design in parametric and geometric shape optimization
- A material optimization model to approximate energy bounds for cellular materials under multiload conditions
- A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse
- A phase-field model for compliance shape optimization in nonlinear elasticity
- An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse
- An enhanced model for portfolio choice with SSD criteria: a constructive approach
- Comparison methods for stochastic models and risks
- Conditional value-at-risk in stochastic programs with mixed-integer recourse
- Convexity and decomposition of mean-risk stochastic programs
- Deviation measures in linear two-stage stochastic programming
- Free Material Design via Semidefinite Programming: The Multiload Case with Contact Conditions
- Inverse cutting plane methods for optimization problems with second-order stochastic dominance constraints
- Modeling, measuring and managing risk
- New Formulations for Optimization under Stochastic Dominance Constraints
- On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming
- On the influence of robustness measures on shape optimization with stochastic uncertainties
- Optimality and duality theory for stochastic optimization problems with nonlinear dominance constraints
- Optimization Problems with Second Order Stochastic Dominance Constraints: Duality, Compact Formulations, and Cut Generation Methods
- Optimization with Stochastic Dominance Constraints
- Quantitative stability of fully random mixed-integer two-stage stochastic programs
- Risk averse elastic shape optimization with parametrized fine scale geometry
- Risk averse shape optimization
- Risk aversion for an electricity retailer with second-order stochastic dominance constraints
- Risk management with stochastic dominance models in energy systems with dispersed generation
- Risk preferences on the space of quantile functions
- Robust optimization-methodology and applications
- Shape Optimization Under Uncertainty—A Stochastic Programming Perspective
- Shape optimization for quadratic functionals and states with random right-hand sides
- Stability and Sensitivity of Optimization Problems with First Order Stochastic Dominance Constraints
- Stability and sensitivity of stochastic dominance constrained optimization models
- Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints
- Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
- Stochastic orders
- Time consistency of dynamic risk measures
- Time-consistent approximations of risk-averse multistage stochastic optimization problems
Cited in
(9)- Optimal Neumann boundary control of a vibrating string with uncertain initial data and probabilistic terminal constraints
- Shape Optimization Under Uncertainty—A Stochastic Programming Perspective
- Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters
- Risk averse elastic shape optimization with parametrized fine scale geometry
- Risk averse shape optimization
- Shape optimization under uncertainty from a stochastic programming point of view.
- A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints
- A pessimistic bilevel stochastic problem for elastic shape optimization
- Stochastic approximation for optimization in shape spaces
This page was built for publication: Stochastic dominance constraints in elastic shape optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4582829)
