Non-Gradient Based Parameter Sensitivity Estimation for Single Objective Robust Design Optimization

We present a method for estimating the parameter sensitivity of a design alternative for use in single objective robust design optimization. The method is non-gradient based: it is applicable even when the objective function of an optimization problem is non-differentiable and/or discontinuous with respect to the parameters. Also, the method does not require a presumed probability distribution for parameters, and is still valid when parameter variations are large. The sensitivity estimate is developed based on the concept that associated with each design alternative there is a region in the parameter variation space whose properties can be used to predict that design’s sensitivity. Our method estimates such a region using a worst-case scenario analysis and uses that estimate in a bi-level robust optimization approach. We present a numerical and an engineering example to demonstrate the applications of our method.