Publication detail

CHANCE CONSTRAINED STOCHASTIC PROGRAMMING IN DESIGN OF A FRAME STRUCTURE

MRÁZKOVÁ, E.

English title

CHANCE CONSTRAINED STOCHASTIC PROGRAMMING IN DESIGN OF A FRAME STRUCTURE

Type

WoS Article

Language

en

Original abstract

A civil engineering problem concerning the optimal design of a loaded frame structure with a random Young's modulus is discussed. The developed multi-criteria optimization model involves ODE-type constraints and also one chance constraint related to the structure's reliability. A computational scheme for this type of problem is proposed using the finite difference method for the approximation of the ODE constraint and the scenario-based approach for random variable approximation. The chance constraint is handled by two approaches-the analytical approach and penalty reformulation. A posteriori check of satisfying the chance constraint is made, and the upper bounds of the obtainable reliability are computed.

Keywords in English

Optimal engineering design, Stochastic programming, Chance constrained optimization, Ordinary differential equations

Released

2025-04-30

Volume

1

Number

34

Pages from–to

1–11

Pages count

11

BIBTEX


@article{BUT199031,
  author="{} and Eva {Mrázková}",
  title="CHANCE CONSTRAINED STOCHASTIC PROGRAMMING IN DESIGN OF A FRAME STRUCTURE",
  journal="Civil Engineering Journal-Stavebni Obzor",
  year="2025",
  volume="1",
  number="34",
  pages="1--11",
  doi="10.14311/CEJ.2025.01.0001",
  issn="1210-4027",
  url="https://ojs.cvut.cz/ojs/index.php/cej/article/view/9836/7351"
}