TY  - EJOU
AU  - Jiang, C.  
AU  - Zhang, Q.F.  
AU  - Han, X.  
AU  - Li, D.  
AU  - Liu, J.  

TI  - An Interval Optimization Method Considering the Dependence between Uncertain Parameters
T2  - Computer Modeling in Engineering \& Sciences

PY  - 2011
VL  - 74
IS  - 1
SN  - 1526-1506

AB  - In this paper, an interval optimization method is developed to deal with a class of problems that there exists dependence between the interval parameters. An ellipsoidal convex model is used to model the uncertainty domain, in which the parameter dependence can be well reflected through the shape of a multi-dimensional ellipsoid. Based on an order relation and a reliability-based possibility degree of interval, the uncertain optimization can be transformed to a deterministic nesting optimization. An efficient algorithm is then constructed to solve the created nesting optimization, in which a sequence of approximate interval optimizations are created and the optimal design is obtained through an iteration process. Two numerical examples are investigated to demonstrate the effectiveness of the present method.
KW  - interval optimization
KW  -  uncertain optimization
KW  -  non-probability
KW  -  convex model
KW  -  multi-dimensional ellipsoid
KW  -  dependence

DO  - 10.3970/cmes.2011.074.065