Optimizing Industrial Design and Operations - Impacts of Uncertainty
Albert Gilg
Coporate Research and Technologies, Siemens AG, Germany
Abstract:
Mathematical optimization is still dominated by deterministic models and
corresponding algorithms. But many engineering and industrial optimization
challenges demand for more realistic modelling including stochastic effects.
Common Monte-Carlo methods are too expensive for engineering applications.
Polynomial chaos expansions have found to be an efficient mathematical approach
for several industrial applications, like turbomachinery design and production
failure reduction.