Second-order cone programming for distributionally robust compliance optimization of trusses considering input distribution uncertainty

Abstract

Reliability-based design optimization (RBDO) is a methodology for designing systems and components under the consideration of probabilistic uncertainty. In practical engineering, the number of input data is often limited, which can damage the validity of the optimal results obtained by RBDO. Confidence-based design optimization (CBDO) has been proposed to account for the uncertainty of the input distribution. However, this approach faces challenges, computational cost and accuracy when dealing with highly nonlinear performance constraints. In this paper, we consider the compliance minimization problem of truss structures with uncertain external forces. Armed with the advanced risk measure, conditional Value-at-Risk (CVaR), we formulate a bi-objective optimization problem for the worst-case expected value and the worst-case CVaR of compliance, which allows us to account for the tail risk of performance functions not addressed in CBDO. Employing kernel density estimation for estimation of the input distribution allows us to eliminate the need for modeling the input distribution. We show that this problem reduces to a second-order cone programming when assigning either uniform kernel or triangular kernel. Finally, through numerical experiments, we obtain the Pareto front for the bi-objective optimization problem of the worst-case expected value and CVaR of compliance of truss structures, and confirm the changes in the Pareto solutions.