Robust design with MLMC

Abstract

In this chapter, we present a robust optimization approach based on the combination of evolutionary algorithms and the Continuation Multi-Level Monte Carlo (C-MLMC) methodology, presented in Chap. https://doi.org/Continuation Multi-level Monte Carlo, to estimate robust designs, without relying on derivatives and meta-models. We present numerical studies for the 2D RAE-2822 transonic airfoil design affected by operating uncertainties. The performance of a robust optimal designs is compared to the deterministic optimal solutions to underline the improvements in robustness that can be achieved.