A robust optimization based on adjoint variable method

A Robust Knapsack Based Constrained Portfolio Optimization

Many portfolio optimization problems deal with allocation of assets which carry a relatively high market price. Therefore, it is necessary to determine the integer value of assets when we deal with portfolio optimization. In addition, one of the main concerns with most portfolio optimization is associated with the type of constraints considered in different models. In many cases, the resulted p...

Aerodynamic Shape Optimization Using the Adjoint Method

These Lecture Notes review the formulation and application of optimization techniques based on control theory for aerodynamic shape design in both inviscid and viscous compressible flow. The theory is applied to a system defined by the partial differential equations of the flow, with the boundary shape acting as the control. The Frechet derivative of the cost function is determined via the solu...

Towards Adjoint Based Constrained Optimization

Wing Planform Optimization via an Adjoint Method

This dissertation focuses on the problem of wing planform optimization for transonic aircraft based on flow simulation using Computational Fluid Dynamics(CFD) combined with an adjoint-gradient based numerical optimization procedure. The adjoint method, traditionally used for wing section design has been extended to cover planform variations and to compute the sensitivities of the structural wei...

Design Optimization for Structural-Acoustic Problems Using FEA-BEA With Adjoint Variable Method

A noise-vibration-harshness (NVH) design optimization of a complex vehicle structure is presented using finite element and boundary element analyses. The steady-state dynamic behavior of the vehicle is calculated from the frequency response finite element analysis, while the sound pressure level within the acoustic cavity is calculated from the boundary element analysis. A reverse solution proc...