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  • The purpose of the paper is to discuss the applicability of stochastic programming models and methods to civil engineering design problems. In cooperation with experts in civil engineering, the problem concerning an optimal design of beam dimensions has been chosen. The corresponding mathematical model involves an ODE-type constraint, uncertain parameter related to the material characteristics and multiple criteria. As a result, a multi-criteria stochastic nonlinear optimization model is obtained. It has been shown that two-stage stochastic programming offers a promising approach to solving similar problems. A computational scheme for this type of problems is proposed, including discretization methods for random elements and ODE constraint. An approximation is derived to implement the mathematical model and solve it in GAMS. The solution quality is determined by an interval estimate of the optimality gap computed by a Monte Carlo bounding technique. The parametric analysis of a multi-criteria model re
  • The purpose of the paper is to discuss the applicability of stochastic programming models and methods to civil engineering design problems. In cooperation with experts in civil engineering, the problem concerning an optimal design of beam dimensions has been chosen. The corresponding mathematical model involves an ODE-type constraint, uncertain parameter related to the material characteristics and multiple criteria. As a result, a multi-criteria stochastic nonlinear optimization model is obtained. It has been shown that two-stage stochastic programming offers a promising approach to solving similar problems. A computational scheme for this type of problems is proposed, including discretization methods for random elements and ODE constraint. An approximation is derived to implement the mathematical model and solve it in GAMS. The solution quality is determined by an interval estimate of the optimality gap computed by a Monte Carlo bounding technique. The parametric analysis of a multi-criteria model re (en)
Title
  • Optimum Beam Design via Stochastic Programming
  • Optimum Beam Design via Stochastic Programming (en)
skos:prefLabel
  • Optimum Beam Design via Stochastic Programming
  • Optimum Beam Design via Stochastic Programming (en)
skos:notation
  • RIV/00216305:26210/10:PU87578!RIV11-GA0-26210___
http://linked.open...avai/riv/aktivita
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  • P(1M06047), P(GA103/08/1658)
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  • 3
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  • 277435
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  • RIV/00216305:26210/10:PU87578
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  • optimum engineering design, stochastic programming, multi-objective programming, Monte Carlo methods, progressive hedging algorithm (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • CZ - Česká republika
http://linked.open...ontrolniKodProRIV
  • [9C8B36FFB30F]
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  • Kybernetika
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  • 46
http://linked.open...iv/tvurceVysledku
  • Popela, Pavel
  • Žampachová, Eva
  • Mrázek, Michal
issn
  • 0023-5954
number of pages
http://localhost/t...ganizacniJednotka
  • 26210
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