Facilitating probabilistic multidisciplinary design optimization using Kriging approximation models

Patrick N. Koch, Brett Wujek, Oleg Golovidov, Timothy W. Simpson

Research output: Contribution to conferencePaperpeer-review

51 Scopus citations


All engineering design problems can be characterized by the underlying assumptions around which the problem is formulated. The effect of these assumptions - including everything from general assumptions defining an operating environment to detailed assumptions regarding material properties - is variability in system performance, and resulting deviations from expected performance. Assumptions are made to eliminate uncertainties that would prevent the quantification of design performance. Probabilistic methods have been developed in recent decades to convert such deterministic problem formulations into probabilistic formulations to model and assess the effects of these known uncertainties and thus relax restrictive assumptions. Until very recently, however, the computational expense of probabilistic analysis of a single design has made its application impractical for all but very simplistic design problems. Consequently, probabilistic optimization has been considered prohibitively expensive, particularly for complex multidisciplinary systems. Today a number of enabling technologies are available to support probabilistic design analysis and optimization for complex engineering design problems, including: flexible software frameworks that allow integration and automation of a complex multidisciplinary process; probabilistic analysis and optimization tools that allow uncertainty to be modeled and performance variation to be measured and reduced; large scale parallel processing capabilities leading to greatly increased efficiency; and advanced surrogate modeling capabilities to replace complex nonlinear analyses with computationally efficient approximation models. Along with steady increases in computing power, the combination of these enabling technologies can facilitate effective probabilistic analysis and optimization for complex design problems. In this paper we focus primarily on two of these enabling technologies. We present a comprehensive probabilistic design optimization formulation, a six sigma based approach that incorporates variability within all elements of the formulation - input design variable bound formulation, output constraint formulation, and robust objective formulation. We discuss the applicability of kriging, one surrogate modeling approach that supports the approximation of complex nonlinear analyses, for facilitating probabilistic multidisciplinary design optimization. These enabling technologies, as implemented within the commercial software framework provided by iSIGHT, including capability to facilitate parallel processing, are demonstrated for a multidisciplinary conceptual ship design problem.

Original languageEnglish (US)
StatePublished - 2002
Event9th AIAA/ISSMO Symposium on Multidisciplinary Analysis and Optimization 2002 - Atlanta, GA, United States
Duration: Sep 4 2002Sep 6 2002


Other9th AIAA/ISSMO Symposium on Multidisciplinary Analysis and Optimization 2002
Country/TerritoryUnited States
CityAtlanta, GA

All Science Journal Classification (ASJC) codes

  • Aerospace Engineering
  • Mechanical Engineering


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