Probabilistic Design Using Numerical Optimization.
NAVAL POSTGRADUATE SCHOOL MONTEREY CA
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A FORTRAN program has been developed to allow for the use of probabilistic design methods in the numerical optimization process. The program was written as a set of subroutines for COPES Control Program For Engineering Synthesis. COPES maximizes or minimizes a numerically defined objective function subject to a set of inequality constraints using the optimization program CONMIN A Fortran Program for Constrained Function Minimization. The program developed here allows for the use of both the normal and lognormal distribution models. Design examples are presented to demonstrate the program capabilities. User instructions are provided for inclusion in the COPES users manual. Author
- Statistics and Probability
- Computer Programming and Software
- Computer Hardware