Name
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 actual optimized cost functional measures the volume and perimeter of the structure. 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. |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1137/16M108313X | SIAM JOURNAL ON CONTROL AND OPTIMIZATION |
Keywords | Field | DocType |
shape optimization in elasticity,stochastic optimization,risk aversion,stochastic dominance | Discretization,Random variable,Mathematical optimization,Stochastic optimization,Stochastic dominance,Finite element method,Shape optimization,Risk aversion,Stochastic programming,Mathematics | Journal |
Volume | Issue | ISSN |
56 | 4 | 0363-0129 |
Citations | PageRank | References |
0 | 0.34 | 19 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Sergio Conti | 1 | 12 | 3.63 |
| Martin Rumpf | 2 | 230 | 18.97 |
| Rüdiger Schultz | 3 | 699 | 79.50 |
| Sascha Tölkes | 4 | 0 | 0.34 |