Design Tool Using a New Optimization Method Based on a Stochastic Process

Conventional optimization methods are based on a deterministic approach since their purpose is to find out an exact solution. However, such methods have initial condition dependence and the risk of falling into local solution. In this paper, we propose a new optimization method based on the concept of path integrals used in quantum mechanics. The method obtains a solution as an expected value (stochastic average) using a stochastic process. The advantages of this method are that it is not affected by initial conditions and does not require techniques based on experiences. We applied the new optimization method to a hang glider design. In this problem, both the hang glider design and its flight trajectory were optimized. The numerical calculation results prove that performance of the method is sufficient for practical use.