Robust optimization using a methodology based on cross entropy methods

Siu Lau Ho, Shiyou Yang, Yingying Yao, Weinong Fu

Research output: Journal article publicationJournal articleAcademic researchpeer-review

10 Citations (Scopus)


To address the performance degradations of optimal designs arising from uncertainties using traditional concepts and methodologies, a robust oriented cross entropy method is proposed. To efficiently compute the solutions with robust performances, the normal distribution function is used as the probability density function, and a methodology for evaluating and assigning robust performance to promising solutions is proposed. A statistical model is introduced for the constraint functions to enhance the quality of the final design. To find the global and robust optimal solutions simultaneously in a single run, the original objective rather than the robust performance parameters is used for selecting the elite solutions. Two examples are reported to validate the proposed algorithm.
Original languageEnglish
Article number5754706
Pages (from-to)1286-1289
Number of pages4
JournalIEEE Transactions on Magnetics
Issue number5
Publication statusPublished - 1 May 2011


  • Cross entropy method
  • design optimization
  • inverse problem
  • robust solution

ASJC Scopus subject areas

  • Electrical and Electronic Engineering
  • Electronic, Optical and Magnetic Materials


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