What is it about?

This paper presents a comparative study between a large number of different existing sequential quadrature schemes suitable for Robust Design Optimization (RDO), with the inclusion of two partly original approaches.

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Why is it important?

Efficiency of the different integration strategies is evaluated in terms of accuracy and computational effort: main goal of this paper is the identification of an integration strategy able to provide the integral value with a prescribed accuracy using a limited number of function samples. Identification of the different qualities of the various integration schemes is obtained utilizing both algebraic and practical test cases. Differences in the computational effort needed by the different schemes is evidenced, and the implications on their application to practical RDO problems is highlighted.

Perspectives

A time saving of about 40% can be obtained by adopting an appropriate quadrature scheme during the RDO optimization problem solution, while the saving becomes close to 60% if we apply an interpolation/approximation integration scheme.

Dr Daniele Peri
National Research Council of Italy - CNR

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This page is a summary of: Sequential quadrature methods for RDO, Communications in Applied and Industrial Mathematics, January 2016, De Gruyter,
DOI: 10.1515/caim-2016-0017.
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