Development of a simple and efficient method for robust optimization

Robust optimization problems are newly formulated and an e,cient computational scheme is proposed. Both design variables and design parameters are considered as random variables about their nominal values. To ensure the robustness of objective performance, we introduce a new performance index bounding the performance together with a constraint limiting the performance variation. The constraint variations are regulated by considering the probability of feasibility. Each probability constraint is transformed into a sub-optimization problem by the advanced