In this paper, the minimization of computational cost on evaluating multi-dimensional integrals is explored. More specifically, a method based on an adaptive scheme for error variance selection in Monte Carlo integration (MCI) is presented. It uses a stochastic Efficient Global Optimization (sEGO) framework to guide the optimization search. The MCI is employed to approximate the integrals, because it provides the variance of the error in the integration. In the proposed approach, the variance of the integration error is included into a Stochastic Kriging framework by setting a target variance in the MCI. We show that the variance of the error of the MCI may be controlled by the designer and that its value strongly influences the computational cost and the exploration ability of the optimization process. Hence, we propose an adaptive scheme for automatic selection of the target variance during the sEGO search. The robustness and efficiency of the proposed adaptive approach were evaluated on global optimization stochastic benchmark functions as well as on a tuned mass damper design problem. The results showed that the proposed adaptive approach consistently outperformed the constant approach and a multi-start op-timization method. Moreover, the use of MCI enabled the method application in problems with high number of stochastic dimensions. On the other hand, the main limitation of the method is inherited from sEGO coupled with the Kriging metamodel: the efficiency of the approach is reduced when the number of design variables increases.
Bridge weight in motion (BWIM) consists in the use of sensors on bridges to assess the loads of passing vehicles. Probabilistic Bridge Weight in Motion (pBWIM) is an approach for solving the inverse problem of finding vehicle axle weights based on deformation information. The pBWIM approach uses a probabilistic influence line and seeks the most probable axle weights, given in-situ measurements. To compute such weights, the original pBWIM employed a grid search, which may lead to computational complexity, specially when applied to vehicles with high number of axles. Hence, this note presents an improved version of pBWIM, modifying how the most probable weights are sough. Here, a gradient based optimization procedure is proposed for replacing the computationally expensive grid-search of the original algorithm. The required gradients are fully derived and validated in numerical examples. The proposed modification is shown to highly decrease the computational complexity of the problem.
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