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Robust Optimization Using a Methodology Based on Cross Entropy Methods

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4 Author(s)
Ho, S.L. ; Dept. of Electr. Eng., Hong Kong Polytech. Univ., Hong Kong, China ; Shiyou Yang ; Yingying Yao ; Fu, W.N.

To address the performance degradations of optimal designs arising from uncertainties using traditional concepts and methodologies, a robust oriented cross entropy method is proposed. To efficiently compute the solutions with robust performances, the normal distribution function is used as the probability density function, and a methodology for evaluating and assigning robust performance to promising solutions is proposed. A statistical model is introduced for the constraint functions to enhance the quality of the final design. To find the global and robust optimal solutions simultaneously in a single run, the original objective rather than the robust performance parameters is used for selecting the elite solutions. Two examples are reported to validate the proposed algorithm.

Published in:

Magnetics, IEEE Transactions on  (Volume:47 ,  Issue: 5 )

Date of Publication:

May 2011

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