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optimal design; stochastic programming; chance constrained optimization; probabilistic robust design; geometric programming
In this paper, we are concerned with a civil engineering application of optimization, namely the optimal design of a loaded beam. The developed optimization model includes ODE-type constraints and chance constraints. We use the finite element method (FEM) for the approximation of the ODE constraints. We derive a convex reformulation that transforms the problem into a linear one and find its analytic solution. Afterwards, we impose chance constraints on the stress and the deflection of the beam. These chance constraints are handled by a sampling method (Probabilistic Robust Design).
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