摘要
分析了概率约束的优化设计方法。提出了一种基于概率密度函数矩不等式的契贝雪夫点法。计算结果表明,该方法既保证了概率计算的精度,同时又克服了矩匹配法的不精确性和广义模拟优化方法计算量过大的缺点。效果是十分满意的。
The optimal design methods of probabilistic constraints is discussed. New method based on Chebyshev moment unequality of probability density function, so call Chebyshev point method, is given. The calculating results show that this approach improves both the accuracy of probability calculation and the robustness of optimum and may overcome the inaccuracy of moment matching method and significicant processing time of generalized simulation optimization. The effect is quite satisfaction.
出处
《机械工程学报》
EI
CAS
CSCD
北大核心
1998年第5期7-12,共6页
Journal of Mechanical Engineering
基金
国家自然科学基金
关键词
概率优化设计
随机约束
契贝雪夫点法
矩匹配法
Probabilistic optimal design Stochastic constraint Chebyshev point method Moment matching method