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Published in: Optimization and Engineering 4/2018

24-03-2018

Relaxing high-dimensional constraints in the direct solution space method for early phase development

Authors: Volker A. Lange, Johannes Fender, Fabian Duddeck

Published in: Optimization and Engineering | Issue 4/2018

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Abstract

Early phase distributed system design can be accomplished using solution spaces that provide an interval of permissible values for each functional parameter. The feasibility property guarantees fulfillment of all design requirements for all possible realizations. Flexibility denotes the size measure of the intervals, with higher flexibility benefiting the design process. Two methods are available for solution space identification. The direct method solves a computationally cheap optimization problem. The indirect method employs a sampling approach that requires a relaxation of the feasibility property through re-formulation as a chance constraint. Even for high probabilities of fulfillment, \(P>0.99\), this results in substantial increases in flexibility, which offsets the risk of infeasibility. This work implements the chance constraint formulation into the direct method for linear constraints by showing that its problem statement can be understood as a linear robust optimization problem. Approximations of chance constraints from the literature are transferred into the context of solution spaces. From this, we derive a theoretical value for the safety parameter \(\varOmega\). A further modification is presented for use cases, where some intervals are already predetermined. A problem from vehicle safety is used to compare the modified direct and indirect methods and discuss suitable choices of \(\varOmega\). We find that the modified direct method is able to identify solution spaces with similar flexibility, while maintaining its cost advantage.

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Footnotes
1
In problems with mixed units, it is necessary to assign \(\omega _{i}\) the unit of \(x_{i}\) and keep \(\varDelta x\) as a scalar.
 
2
Note that (24) bounds the probability of violating the constraint from above, while the general formulation (19) bounds the probability of fulfilling the constraint from below.
 
3
The names box and ellipsoidal are chosen because problems generally do not have uniform perturbations. Both of these more general shapes can easily be derived from the unit shapes (26) and (28).
 
4
The choice of \(\varTheta =3\) is sufficient for the required probability in this lemma, however, we will keep \(\varTheta\) throughout the proof to facilitate usage in other applications by the reader.
 
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Metadata
Title
Relaxing high-dimensional constraints in the direct solution space method for early phase development
Authors
Volker A. Lange
Johannes Fender
Fabian Duddeck
Publication date
24-03-2018
Publisher
Springer US
Published in
Optimization and Engineering / Issue 4/2018
Print ISSN: 1389-4420
Electronic ISSN: 1573-2924
DOI
https://doi.org/10.1007/s11081-018-9381-x

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