Title page for ETD etd-03302010-020045


Type of Document Master's Thesis
Author Esteban, Jaime
URN etd-03302010-020045
Title A reliability-based method for optimization programming problems
Degree Master of Science
Department Engineering Mechanics
Advisory Committee
Advisor Name Title
Thangjitham, Surot Committee Chair
Heller, Robert A. Committee Member
Morton, John Committee Member
Keywords
  • Mathematical optimization see documentsee document
Date of Defense 1992-12-01
Availability restricted
Abstract

In this study, a method is developed to solve general stochastic programming problems. The method is applicable to both linear and nonlinear optimization. Based on a proper linearization, a set of probabilistic constraints (performance functions) can be transformed into a corresponding set of deterministic constraints. this is accomplish by expanding all the constraints about the most probable failure point. The use of the proposed method allows the simplification of any stochastic programming problems into a standard linear programming problem. Numerical examples are applied to the area of probability- based optimum structural design.

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