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Robust Aircraft Conceptual Design Using Automatic Differentiation in Matlab-
incollection
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Area Computational Fluid Dynamics |
Author(s)
Mattia Padulo
, Shaun A. Forth
, Marin D. Guenov
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Published in Advances in Automatic Differentiation
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Editor(s) Christian H. Bischof, H. Martin Bücker, Paul D. Hovland, Uwe Naumann, J. Utke |
Year 2008 |
Publisher Springer |
Abstract The need for robust optimisation in aircraft conceptual design, for which the design parameters are assumed stochastic, is introduced. We highlight two approaches, first-order method of moments and Sigma-Point reduced quadrature, to estimate the mean and variance of the design's outputs. The method of moments requires the design model's differentiation and here, since the model is implemented in Matlab, is performed using the automatic differentiation (ad) tool MAD. Gradient-based constrained optimisation of the stochastic model is shown to be more efficient using ad-obtained gradients than finite-differencing. A post-optimality analysis, performed using ad-enabled third-order method of moments and Monte-Carlo analysis, confirms the attractiveness of the Sigma-Point technique for uncertainty propagation. |
Cross-References Bischof2008AiA |
AD Tools TOMLAB /MAD |
BibTeX
@INCOLLECTION{
Padulo2008RAC,
author = "Mattia Padulo and Shaun A. Forth and Marin D. Guenov",
title = "Robust Aircraft Conceptual Design Using Automatic Differentiation in {M}atlab",
doi = "10.1007/978-3-540-68942-3_24",
pages = "271--280",
abstract = "The need for robust optimisation in aircraft conceptual design, for which the
design parameters are assumed stochastic, is introduced. We highlight two approaches, first-order
method of moments and Sigma-Point reduced quadrature, to estimate the mean and variance of the
design's outputs. The method of moments requires the design model's differentiation and
here, since the model is implemented in Matlab, is performed using the automatic differentiation
(AD) tool MAD. Gradient-based constrained optimisation of the stochastic model is shown to be more
efficient using AD-obtained gradients than finite-differencing. A post-optimality analysis,
performed using AD-enabled third-order method of moments and Monte-Carlo analysis, confirms the
attractiveness of the Sigma-Point technique for uncertainty propagation.",
crossref = "Bischof2008AiA",
booktitle = "Advances in Automatic Differentiation",
publisher = "Springer",
editor = "Christian H. Bischof and H. Martin B{\"u}cker and Paul D. Hovland and Uwe
Naumann and J. Utke",
isbn = "978-3-540-68935-5",
issn = "1439-7358",
year = "2008",
ad_area = "Computational Fluid Dynamics",
ad_tools = "TOMLAB /MAD"
}
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