CODES / rbdo / dbl

Double loop RBDO using RIA or PMA

Contents

Syntax

Description

Solves the RBDO problem defined as:

Parameters

param value Description
'ra' 'RIA', {'PMA'} The realiability technique to use, RIA or PMA.
'T' function_handle Transformation function.
'Tinv' function_handle Inverse transformation function.
'z_lb', 'z_ub', 'theta_lb', 'theta_ub' real floats Lower and upper bounds on z and theta.
'MultiStart' {'CODES'}, 'MATLAB' Defines whether MATLAB or CODES multistart fmincon should be used.
'Display' {'off'}, 'iter', 'final' Defines the verbose level.
'sign' {'both'}, 'plus', 'minus' Search generalized "max-min" using all samples, only +1 samples or -1 samples

In addition, options from MultiStart can be used as well, when 'MultiStart' is set to 'MATLAB'.

Example

Compute and plot a generalized "max-min" sample

DOE=CODES.sampling.cvt(20,2,'lb',[-5 -5],'ub',[5 5]);
svm=CODES.fit.svm(DOE,DOE(:,1)-DOE(:,2));
x_gmm=CODES.sampling.gmm(svm,@(x)sum(log(normpdf(x)),2),@(N)normrnd(0,1,N,2));
figure('Position',[200 200 500 500])
svm.isoplot('lb',[-5 -5],'ub',[5 5])
plot(x_gmm(1),x_gmm(2),'ms')

Mini Tutorial

A mini tutorial of the capabilities of the gmm function.

References

Copyright © 2015 Computational Optimal Design of Engineering Systems (CODES) Laboratory. University of Arizona.

Computational Optimal Design of
Engineering Systems