System Design Support by Optimization Method Using Stochastic Process

Abstract

We proposed the new optimization method based on stochastic process. The characteristics of this method are to obtain the approximate solution of the optimum solution as an expected value. In numerical calculation, a kind of Monte Carlo method is used to obtain the solution because of stochastic process. Then, it can obtain the probability distribution of the design variable because it is generated in the probability that design variables were in proportion to the evaluation function value. This probability distribution shows the influence of design variables on the evaluation function value. This probability distribution is the information which is very useful for the system design. In this paper, it is shown the proposed method is useful for not only the optimization but also the system design. The flight trajectory optimization problem for the hang-glider is shown as an example of the numerical calculation.