Accounting for non-normal distribution of input variables and their correlations in robust optimization

O. Nejadseyfi*, H.J.M. Geijselaers, E.H. Atzema, M. Abspoel, A.H. van den Boogaard

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

2 Citations (Scopus)
24 Downloads (Pure)


In this work, metamodel-based robust optimization is performed using measured scatter of noise variables. Principal component analysis is used to describe the input noise using linearly uncorrelated principal components. Some of these principal components follow a normal probability distribution, others however deviate from a normal probability distribution. In that case, for more accurate description of material scatter, a multimodal distribution is used. An analytical method is implemented to propagate the noise distribution via metamodel and to calculate the statistics of the response accurately and efficiently. The robust optimization criterion as well as the constraints evaluation are adjusted to properly deal with multimodal response. Two problems are presented to show the effectiveness of the proposed approach and to validate the method. A basketball free throw in windy weather condition and forming of B-pillar component are presented. The significance of accounting for non-normal distribution of input variables using multimodal distributions is investigated. Moreover, analytical calculation of response statistics, and adjustment of the robust optimization problem are presented and discussed.

Original languageEnglish
Pages (from-to)1803-1829
JournalOptimization and Engineering
Early online date31 Jul 2021
Publication statusPublished - Dec 2022


  • B-pillar
  • Coil-to-coil variation
  • Multimodal input and output distribution
  • Principal component analysis
  • Robust optimization
  • UT-Hybrid-D


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