Computers in Industry 61 (2010) 287–296

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Computers in Industry
journal homepage: www.elsevier.com/locate/compind

Parametric design with neural network relationships and fuzzy relationships

considering uncertainties
Dong Zhao, Deyi Xue *
Department of Mechanical and Manufacturing Engineering, University of Calgary, 2500 University Drive N.W., Calgary, Alberta T2N 1N4, Canada

A R T I C L E I N F O A B S T R A C T

Article history: This research introduces a new parametric design approach with neural network relationships and fuzzy
Received 24 June 2008 relationships considering uncertainties. In this work, parameters are associated by a hybrid parameter
Received in revised form 25 September 2009 relationship network. In addition to deterministic parameters and relationships, non-deterministic
Accepted 26 October 2009
parameters (e.g., random parameters and fuzzy parameters) and non-deterministic relationships (e.g.,
Available online 27 November 2009
neural network relationships and fuzzy relationships) can also be modeled in this network. Changes of
parameter values and their uncertainties are propagated through this network. Two types of
Keywords:
optimization methods, reliability based design optimization and possibility based design optimization,
Parametric design
Neural network
are employed to identify the optimal design considering objective random uncertainties and subjective
Fuzzy logic fuzzy uncertainties. A computer system has been implemented and used for the optimal design of a solid
Probabilistic uncertainties oxide fuel cell (SOFC) system considering uncertainties.
Possibilistic uncertainties ß 2009 Elsevier B.V. All rights reserved.

1. Introduction meters, and neural network relationships and fuzzy relationships

Parametric design serves as the basis of geometric modeling in
modern computer aided design (CAD), computer aided manufac-
turing (CAM) and computer aided engineering (CAE) systems for
design modeling, CNC machining and finite element analysis. In
parametric design, geometric shape is modeled by parameters
which can be changed by users. In addition, these parameters are
associated with a sequence of relationships. When the value of one
parameter (e.g., a dimension) is changed, this change is then
propagated to the other parameters through these relationships. In
modern CAD/CAM/CAE systems such as Pro/Engineer, the relation-
ships among parameters in 3D part models, assembly models, 2D
drawing models, CNC machining models and finite element
analysis models can also be defined.
Despite the progress, the presently developed CAD/CAM/CAE
systems can only model deterministic parameters and relation-
ships. In engineering design, however, non-deterministic para-
meters and non-deterministic relationships are also required to
model engineering problems. In this work, a non-deterministic
parameter is defined as the one whose value provides uncertainty,
while a non-deterministic relationship is the one that leads to a
non-deterministic output parameter even all the input parameters
are deterministic ones. In this research, we consider random
parameters and fuzzy parameters as non-deterministic para-
* Corresponding author. Tel.: +1 403 220 4168; fax: +1 403 282 8406.
E-mail address: dxue@ucalgary.ca (D. Xue).
as non-deterministic relationships.
Prior to this work, a hybrid relationship modeling scheme was
developed to describe both mathematical relationships and neural
network relationships [1]. The research presented in this paper is
to continue the work given in [1] by considering the uncertainties
introduced by both neural network relationships and fuzzy
relationships. In addition to the modeling of objective random
uncertainties and subjective fuzzy uncertainties, propagations of
these uncertainties in parametric design are also investigated.
Optimization is carried out in this research considering these two
different types of uncertainties.
2. Literature review
2.1. Non-deterministic parameter uncertainties
Great efforts have been devoted on the modeling of parameter
uncertainties based on small sample data when these uncertainties
can be precisely described such as to use probability distribution
functions. Zong and Lam developed a method to identify
appropriate 1-dimensional or 2-dimensional probability density
function (PDF) directly from small sample data without any prior
knowledge of its distribution form [2,3]. Gunawan and Papalam-
bros developed a method to estimate the reliability of a design,
which was described by a binomial discrete probability distribu-
tion, from small sample data [4].
When uncertainties of design parameters cannot be precisely
estimated because the relevant information is scarce, vague,

0166-3615/$ – see front matter ß 2009 Elsevier B.V. All rights reserved.
doi:10.1016/j.compind.2009.10.005
288 D. Zhao, D. Xue / Computers in Industry 61 (2010) 287–296
conflicting, or incomplete, imprecise uncertainty representations
are then considered. Rao and Cao used interval based probability
representation to characterize imprecise uncertainties in a
mechanical system [5]. Penmetsa and Grandhi developed a
multi-point approximation method to calculate the reliability of
a design, where the distribution based and the interval based
parameter uncertainties were considered at the same time [6].
In addition to the objective uncertainty modeling based on
probability theory, the subjective uncertainty modeling based on
possibility theory has also been investigated [7]. Although
probability theory and possibility theory were developed based
on different philosophies, some attempts have been tried to
integrate these two theories into a single framework for
uncertainty modeling. In this research area, Langley pointed out
that a wide range of probabilistic and possibilistic methods can be
encompassed by a single mathematical algorithm [8]. Nikolaidis et
al. carried out a comprehensive comparison between probabilistic
theory and possibilistic theory in modeling parameter uncertain-
ties [9]. It was concluded that when sufficient data are available to
build accurate probabilistic models of the uncertain variables,
probability based design is better than possibility based design.
2.2. Non-deterministic relationship uncertainties
In recent years, the researches on metamodeling have been
carried out intensively. A metamodel is an approximation model to
describe the relationship between input and output parameters.
Since a metamodel is achieved from limited input and output data,
uncertainties are usually introduced by the non-deterministic
relationship described by a metamodel. In this research area,
Simpson et al. reviewed some of the most popular non-
deterministic relationship modeling techniques used in solving
engineering problems [10]. These techniques include design of
experiments (DOE), response surface (RS) method, Taguchi
method, neural network, inductive learning, and Kriging method.
Jin et al. used a two-bar structure system design as an example to
test three metamodeling techniques: polynomial regression,
Kriging method and radial basis functions [11]. In their work,
the applicability and accuracy of these techniques in terms of
sample size and computation efficiency were discussed.
The issues for quantifying uncertainties introduced by meta-
models have also been addressed in this research area. A common
practice is to view the response surface as the realization of a
Gaussian random process (GRP) and to use Bayesian methods to
interpolate/extrapolate the response surface by calculating its
posterior distribution. Pacheco et al. developed a covariance based
approach for building multistage metamodel surrogates by using
Bayesian analysis with GRP at different stages of a design [12].
Mehr and Azarm developed an approach to adaptively utilize the
information obtained from previous experiments to build interim
metamodels and then to analyze the response function behavior to
identify local irregular regions where more sample data are needed
[13]. MacKay developed a method to calculate the uncertainties
introduced from a neural network by using Gaussian random
process assumptions and Bayesian method [14].
2.3. Optimization under uncertainties
Optimization under uncertainties is more difficult compared
with the traditional deterministic optimization due to large
uncertain spaces. It can be further complicated if logical decision
variables and other discrete decision variables, in addition to
continuous variables, are considered at the same time. According
to the different non-deterministic parameter types and con-
straints used in the mathematical formulation of optimization
problems, the problems of optimization under uncertainties can
be classified as stochastic programming (e.g., recourse based,
robust stochastic and probabilistic programming), fuzzy pro-
gramming (e.g., flexible and possibilistic programming), and
stochastic dynamic programming.
Sahinidis provided a comprehensive review on the state-of-the-
art theories and methodologies developed for solving the problems
of optimization under uncertainties and compared advantages and
disadvantages of these models through examples [15]. Biegler and
Grossmann summarized the optimization methodologies devel-
oped so far considering continuous and discrete variables and their
extensions to dynamic programming and optimization under
uncertainties [16].
Since a design is usually evaluated considering different aspects
such as performance and cost, multi-criteria optimization under
uncertainties becomes an important research area in recent years.
Datskov et al. discussed the methods for solving multi-criteria
optimization problems under uncertainties [17]. In their research,
new methods were developed to extend the average criteria
method, worse case method and e-constraint method, which are
normally used in the traditional deterministic multi-criteria
optimization problems.
In recent years, the problem of optimization considering
subjective uncertainties, which is usually modeled by using
possibilistic programming, has also been addressed. Zhou and
Mourelatos reviewed the fundamentals of fuzzy set theory and
possibility theory, and applied these theories to characterize
epistemic uncertainties [7]. Du et al. developed a possibility based
design optimization method considering epistemic uncertainties
for solving optimization problems when sufficient data cannot be
obtained due to resource or technical limitations [18].
2.4. Problems in parametric design considering uncertainties
Despite the progress, a number of problems need to be further
addressed for developing better parametric design functions for
the future CAD systems considering uncertainties. These problems
are summarized as follows.
(1) Although deterministic relationships can be modeled in the
present CAD systems, non-deterministic relationships, such as
neural network relationships and fuzzy relationships, are not
yet considered in these CAD systems.
(2) Although considerable researches have been conducted on the
modeling of parameter uncertainties and relationship uncer-
tainties, the propagation of uncertainties in a parametric
design environment has never been investigated.
The research presented in this paper aims at addressing the
above problems by developing a new parametric design method
considering uncertainties.
3. Parametric design with uncertainties
3.1. Parameter relationship network
In this research, a parameter relationship network is developed
to model the relationships among parameters based on the work
given in [1]. Fig. 1 shows a network modeled by 7 parameters and 3
relationships. In this network, a parameter is modeled by a
parameter node, while a relationship is described by a relationship
node. Three types of parameters, including deterministic para-
meters, random parameters and fuzzy parameters, and three types
of relationships, including deterministic relationships, neural
network relationships and fuzzy relationships, are considered in
this research. When the value of an input parameter of a
relationship is changed, the output parameter of this relationship
 D. Zhao, D. Xue / Computers in Industry 61 (2010) 287–296
Fig. 1. Parameters and parameter relationships.
is then checked and updated. This parameter propagation
mechanism is different from the traditional parametric design
by allowing the same propagation result to be achieved even the
relationships are organized in different sequences. For example,
when x1 in Fig. 1 is changed, this change is then propagated to x5
and x7 through the relationships F1 and F3, respectively. The change
of x5 is further propagated to x6 through the relationship F2. The
change of x6 is subsequently propagated to x7 through the
relationship F3.
3.2. Modeling of parameters
3.2.1. Deterministic parameters (d)
A deterministic parameter does not provide uncertainties. A
deterministic parameter is modeled by a parameter name and a
parameter value.
3.2.2. Random parameters (r)
A random parameter provides objective uncertainties. A
random parameter is usually characterized by its probability
distribution which can be either discrete or continuous.
The probability distribution of a discrete random parameter
vector is described by:
ðiÞ ðiÞ ðiÞ
PðX ¼ xðiÞ Þ ¼ PðX 1 ¼ x1 ; X 2 ¼ x2 ; . . . ; X n ¼ xn Þ ¼ PxðiÞ ;
¼ 1; 2; . . . ; m
where P() denotes the probability of the event described in the
bracket, X = [X1, X2, . . ., Xn] is the random parameter vector, xðiÞ ¼
ðiÞ ðiÞ ðiÞ T
½x1 ; x2 ; . . . ; xn  is a probable value of X, m is the number of all
probable values of X, and PxðiÞ is the probability measure for X = x(i).
The probability distribution of a continuous random parameter
vector is described by its probability density function pX(), which
is obtained by:
F X ðxÞ ¼ PðX  xÞ ¼ PðX 1  x1 ; X 2  x2 ; . . . ; X n  xn Þ
@n F X ðxÞ
pX ðxÞ ¼
@x1 @x2 . . . @xn
where FX(x) is the cumulative probability function of X.
3.2.3. Fuzzy parameters (f)
A fuzzy parameter provides subjective uncertainties. A fuzzy
parameter can be characterized by its membership function which
can be either discrete or continuous.
The membership function of a discrete fuzzy parameter is
described by [19]:
Xm
mA ðxðiÞ Þ
x̃A ¼
i¼1
xðiÞ
where A is the fuzzy set, x̃A is its corresponding fuzzy parameter, x(i)
is a possible value of x̃A , m is the number of all possible values of x̃A ,
mA is the membership function, and S is not used as a summation
289
operator, but as a symbol representing the collection of member-
ship function measures.
The membership function of a continuous fuzzy parameter is
described by [19]:
Z
mA ðxÞ
x̃A ¼ (5)
x2U x
R
where U is the value domain of x̃A , and is not used as an
integration operator, but as a symbol representing the collection of
membership function measures in a continuous space.
3.3. Modeling of relationships
3.3.1. Deterministic relationships (D)
When uncertainties are not provided, the relationship between
input and output parameters can be modeled by a deterministic
relationship such as a mathematical function.
3.3.2. Neural network relationships (N)
When a relationship cannot be achieved analytically, approx-
imation methods are usually used to obtain this relationship based
on training by using large amount of input and output data. Among
various approximation methods, neural network has been proved
effective to model the non-linear relationships between input and
output parameters when sufficient data are available [20].
A typical three-layer feed-forward neural network is given in
Fig. 2. In this neural network, {xi j i = 1, 2, . . ., M} are the input layer
parameters, M is the number of parameters on the input layer, {hi j
j = 1, 2, . . ., L} are the hidden layer parameters, L is the number of
parameters on the hidden layer, {yk j k = 1, 2, . . ., N} are the output
layer parameters, N is the number of parameters on the output
layer, {Wij j i = 1, 2, . . ., M; j = 1, 2, . . ., L} are the weighting factors
from the input layer parameters to the hidden layer parameters,
and {Ujk j j = 1, 2, . . ., L; k = 1, 2, . . ., N} are the weighting factors from
the hidden layer parameters to the output layer parameters.
i Although the best neural network structure can be obtained
(1) through a try-and-error process, a three-layer feed-forward neural
network is effective for handling most cases [20].
3.3.3. Fuzzy relationships (F)
When the historical data are not sufficient, approximation
methods are then not effective to model the relationships among
parameters. Since the introduction of fuzzy logic, subjective
knowledge can be used to model relationships among parameters
when only limited data are available [21].
(2)
(3)
(4)
Fig. 2. A feed-forward neural network.
290 D. Zhao, D. Xue / Computers in Industry 61 (2010) 287–296

A fuzzy logic relationship between input and output parameters density function, pY(), are calculated by:
can be described by: Z Z
F Y ðyÞ ¼ PðY  yÞ ¼ Pð f ðXÞ  yÞ ¼ ... pX ðxÞdx (8)
IFðx̃1 is A1 ÞANDðx̃2 is A2 ÞAND . . . ANDðx̃n is An ÞTHENðỹ is BÞ f ðxÞy

(6)
dF Y ðyÞ
where x̃1 ; x̃2 ; . . . are the input fuzzy parameters, A1, A2, . . . are the pY ðyÞ ¼ (9)
corresponding fuzzy sets of the input fuzzy parameters, ỹ is the dy
output fuzzy parameter, and B is the fuzzy set of the output fuzzy
parameter. A number of fuzzy rules can be used to model a fuzzy where y is a probable value of Y, and x is a probable value of X
relationship between the input parameters and the output satisfying the condition f(x)  y.
parameter. These fuzzy rules are associated with a logic-OR
relation. 3.4.3. Propagation cell: f-[D]-f
In this propagation cell with fuzzy input parameters and a
3.4. Propagation of uncertainties deterministic relationship, the uncertainties of the fuzzy input
parameters are propagated to the output parameter through the
In a hybrid parameter relationship network, along with the deterministic relationship. The output parameter achieved from this
parameter value propagations, the uncertainties of parameters are type of propagation cell is also a fuzzy parameter.
also propagated. The uncertainties in the non-deterministic input If the input parameters are defined by a discrete fuzzy
parameters can be propagated to the output parameter through a parameter vector x̃A ¼ ½x̃A1 ; x̃A2 ; . . . ; x̃An T where Aj is the corre-
deterministic relationship, while the uncertainties introduced by sponding fuzzy set for the fuzzy parameter x̃A j , the output
the non-deterministic relationship can also be propagated to the parameter ỹA is then a discrete fuzzy parameter whose member-
output parameter. ship function is calculated by:
In this research, depending on the types of parameters and   
n ð jÞ
relationships among them, propagation mechanisms are classified mA ðyðkÞ Þ ¼  _ ^ mAi xAi ; j ¼ 1; 2; :::m; k
ð jÞ i¼1
into 7 patterns. A pattern with certain input parameters, a f xA ¼yðkÞ

relationship and an output parameter is called a propagation cell. ¼ 1; 2; :::; l (10)

Table 1 provides a summary of the 7 types of propagation cells.
(k)
where y is a possible value of ỹA , f is the deterministic
ð jÞ ð jÞ ð jÞ ð jÞ T
3.4.1. Propagation cell: d-[D]-d relationship, xA ¼ ½xA ; xA ; . . . ; xAn  is a possible value of x̃A
1 2 ð jÞ
In this propagation cell, since both the input parameters and the satisfying the condition of f ðxA Þ ¼ yðkÞ , m is the number of all the
ð jÞ
relationship do not provide uncertainties, the output parameter is possible values of x̃A satisfying the condition of f ðxA Þ ¼ yðkÞ , and l
a deterministic one. is the number of all the possible values of ỹA .
If the input parameters are defined by a continuous fuzzy
3.4.2. Propagation cell: r-[D]-r parameter vector x̃A ¼ ½x̃A1 ; x̃A2 ; . . . ; x̃An T , the output parameter ỹA
In this propagation cell with random input parameters and a is then a continuous fuzzy parameter whose membership function
deterministic relationship, the uncertainties of the random input is calculated by:
parameters are propagated to the output parameter through the 8  
n
deterministic relationship. The output parameter achieved from < _ ^ mAi ðxAi Þ
1
f ðyÞ 6¼ F
this type of propagation cell is also a random parameter. mA ðyÞ ¼ f ðxA Þ¼y i¼1 (11)
: 1
If X is a discrete input random parameter vector, the output 0 f ðyÞ ¼ F
parameter Y is then achieved as a discrete output random
parameter whose probability distribution is calculated by: where xA is a possible value of x̃A satisfying the condition of
X f(xA) = y, and F means void.
PðY ¼ yð jÞ Þ ¼ P xðiÞ ; i ¼ 1; 2; . . . ; m; j ¼ 1; 2; . . . ; l (7)
f ðxðiÞ Þ¼yð jÞ 3.4.4. Propagation cell: d-[N]-r
In this propagation cell with deterministic input parameters
where y(j) is a probable value of Y, f is the deterministic and a neural network relationship, the output parameter is a
relationship, x(i) is a probable value of X satisfying the condition random parameter due to the uncertainties introduced by the
of f(x(i)) = y(j), m is the number of all the probable values of X neural network relationship.
satisfying the condition of f(x(i)) = y(j), and l is the number of all the The uncertainty of the output parameter in a neural network is
probable values of Y. usually unpredictable when this neural network is trained by using
If X is a continuous input random parameter vector, the output the traditional back-propagation method. However, by using the
parameter Y is then achieved as a continuous random parameter Bayesian neural network method [14], the conditional probability
whose cumulative distribution function, FY(), and probability of the output parameter from a neural network, considering the
given training data and the neural network structure, can be
estimated.
Table 1 In the Bayesian neural network method, the prior probability
Seven types of propagation cells.
density function of the weighting vector in a neural network is
Cell type Input parameters Relationship Output parameter assumed to be Gaussian as [14]:
d-[D]-d Deterministic Deterministic Deterministic !
N=2 jwj2
r-[D]-r Random Deterministic Random pW ðwÞ ¼ ð2pv2 Þ exp  (12)
f-[D]-f Fuzzy Deterministic Fuzzy 2v2
d-[N]-r Deterministic Neural network Random
r-[N]-r Random Neural network Random where pW() is the probability density function of the weighting
d-[F]-f Deterministic Fuzzy Fuzzy
vector W, v is the expected scale of weight, and N is the number of
f-[F]-f Fuzzy Fuzzy Fuzzy
weights in the weighting vector of the neural network.
 D. Zhao, D. Xue / Computers in Industry 61 (2010) 287–296 291

The conditional probability density function of the output

parameter Y, with the given input parameter vector x and the
weighting vector w, is also assumed to be Gaussian [14]:
!
2 n=2 jy  f N ðx; wÞj2
pYjx;w ðyÞ ¼ ð2ps Þ exp  (13)
2s 2

where s is the inherent noise level of the training data, n is the

number of output parameters, and fN is the trained neural network
relationship.
According to Bayes’ theorem, the posterior probability density
function of the weighting vector W is calculated by:
Q
pW ðwÞ pDjw ðdÞ pW ðwÞ sh¼1 pY ðhÞ jxðhÞ ;w ðyÞ
pWjD ðwÞ ¼ ¼R Qs (14)
pD ðdÞ RN pW ðwÞ h¼1 pY ðhÞ jxðhÞ ;w ðyÞdw

where D is the training data, s is the number of training data, and

RN is the value domain of the weighting vector W.
The predicted mean of the output parameter Y for a new input
parameter vector x(s+1) is obtained as the mathematical expecta-
tion through:
Z Fig. 3. Fuzzy inference with rules.
EðY ðsþ1Þ Þ ¼ f N ðxðsþ1Þ ; wÞ pWjD ðwÞdw (15)
N
R
When x̃ and ỹ are assigned with values of x0 and y0, the updated
(s+1)
where E(Y ) is the predicted mean of the output parameter. membership functions mC 1l ðzÞ and mC 2l ðzÞ are obtained by cutting
The conditional probability density function of the predicted mC 1 ðzÞ and mC 2 ðzÞ with l1 ¼ mA1 ðx0 Þ ^ mB1 ðy0 Þ and l2 ¼
output parameter is calculated by: mA2 ðx0 Þ ^ mB2 ðy0 Þ, respectively. The aggregate membership func-
Z tion of the output parameter z̃, mC l ðzÞ, is obtained by mC l ðzÞ ¼
pY ðsþ1Þ jxðsþ1Þ ;D ðyÞ ¼ pY ðsþ1Þ jxðsþ1Þ ;w ðyÞ pWjD ðwÞdw (16) mC 1l ðzÞ _ mC2l ðzÞ as shown in Fig. 3.
RN The value of the output parameter z0 is the mean value (i.e.,
centroid) of z̃ calculated by:
3.4.5. Propagation cell: r-[N]-r R zmax
z mC l ðzÞzdz
In this propagation cell with random input parameters and a z0 ¼ R min
zmax (19)
neural network relationship, the achieved output parameter is also zmin mC l ðzÞdz
a random parameter due to the uncertainties introduced by
3.4.7. Propagation cell: f-[F]-f
both the random input parameters and the neural network
In this propagation cell with fuzzy input parameters and a fuzzy
relationship.
relationship, the output parameter is a fuzzy parameter due to the
When the input parameters are associated with discrete
uncertainties introduced by both the fuzzy input parameters and
probability distributions, the overall conditional probability
the fuzzy relationship. In this case, the mean value of each input
density function of the output parameter is calculated by:
fuzzy parameter is achieved first. Then these input parameters are
X treated as deterministic parameters to propagate the fuzzy
pYjX;D ðyÞ ¼ pYjxðiÞ ;D ðyÞPX ðxðiÞ Þ; i ¼ 1; 2; :::; s (17)
xðiÞ 2 S
uncertainties using the d-[F]-f propagation cell described in
Section 3.4.6.
where S is the value domain of X, and s is the number of all the
probable values of X. 4. Optimization under uncertainties
When the input parameters are associated with continuous
probability distribution functions, the overall conditional prob- Since two types of uncertainties, objective uncertainties intro-
ability density function of the output parameter is calculated by: duced by neural network relationships and subjective uncertainties
Z introduced by fuzzy relationships, are considered in the parametric
pYjX;D ðyÞ ¼ pYjx;D ðyÞ pX ðxÞdx (18) design using the hybrid parameter relationship network, the opti-
x2S mization problems considering these two types of uncertainties have
to be investigated. In this research, reliability based design optimi-
3.4.6. Propagation cell: d-[F]-f zation (RBDO) method [4] and possibility based design optimization
In this propagation cell with deterministic input parameters (PBDO) method [18] are employed for design optimization
and a fuzzy relationship, the achieved output parameter is a fuzzy considering objective uncertainties and subjective uncertainties.
parameter due to the uncertainties introduced by the fuzzy
relationship. 4.1. Optimization under probabilistic uncertainties
Suppose, a fuzzy relationship is described by two fuzzy rules:
A reliability based design optimization (RBDO) problem is
Rule 1: IF x̃ is A1 AND ỹ is B1 THEN z̃ is C1 defined as follows [4]:
Rule 2: IF x̃ is A2 AND ỹ is B2 THEN z̃ is C2
min f ðd; mX Þ
where x̃ and ỹ are two input fuzzy parameters, z̃ is the output fuzzy d;mX
parameter, and A1, A2, B1, B2, C1, and C2 are their corresponding fuzzy s:t: Prðg i ðd; XÞ  0Þ  ai ; i ¼ 1; 2; . . . ; m (20)
L U
sets whose membership functions are mA1 ðÞ, mA2 ðÞ, mB1 ðÞ, mB2 ðÞ, d dd
mC1 ðÞ and mC 2 ðÞ. mLX  mX  mUX
292 D. Zhao, D. Xue / Computers in Industry 61 (2010) 287–296
where d is the vector of deterministic design variables, dL
and dU are the lower and upper boundaries of d, X is the vector of
random design variables, mX is the vector with means of
the variables in X, mLX and mUX are the lower and upper boundaries
of mX, f()is the optimization objective function, gi() is a
constraint function, Pr() is the probability for satisfying the
constraint given in the bracket, ai is the probability threshold
value for satisfying the constraint gi()  0, and m is the number of
constrains.
The optimal values of design variables, d and mX in Eq. (20), are
obtained through an iterative process. First d and mX are assigned
with initial values within the boundaries. In each iteration, the
objective function measure is obtained and compared with the
optimal objective function measure achieved in the previous
iteration. When the current one is better, the new values of d and
mX are selected as the optimal values, and the objective function
measure recorded as the optimal objective function measure. In
each iteration, the probabilities of the constraint satisfactions are
also calculated. If some of these probabilities are smaller than their
predefined probability thresholds, the current d and mX are
discarded and new values of d and mX are created. This iteration
process is continued until the objective function measure cannot
be reduced further.
4.2. Optimization under possibilistic uncertainties
A possibility based design optimization (PBDO) problem is
defined as follows [18]:
min f ðd; mx̃ Þ
d;mx̃
s:t:
pðg i ðd; x̃Þ  0Þ  bi ; i ¼ 1; 2; . . . ; m (21)
L U
d dd
mx̃  mx̃  mUx̃
L weighting factors of these evaluation indices for the optimization
where d is the vector of deterministic design variables, dL and dU
are the lower and upper boundaries of d, x̃ is the vector of fuzzy
design variables, mx̃ is the vector of normal points where
membership function of each variable reaches to the maximum
value of 1, mLx̃ and mU
x̃
are the lower and upper boundaries of mx̃ , f()
is the optimization objective function, gi() is a constraint function,
p() denotes the possibility of satisfying the constraint in the
bracket, bi is the possibility threshold value for satisfying the
constraint gi()  0, and m is the number of constraints. The
possibility of the event A is defined by pðAÞ ¼ supy 2 A ½mA ðxÞ, where
mA() is the membership function of x̃.
The possibility based design optimization is conducted in a
similar way as the reliability based design optimization except that
fuzzy set theory is used instead of probability theory, and check of
probability constraints is replaced by the check of possibility
constraints.
5. System implementation
A prototype hybrid parametric design system has been
developed in this research based on the work given in [1]. Fig. 4
shows the architecture of this system. This hybrid parametric
design system is also integrated with the parametric design
functions of the existing computer aided design and engineering
(CAD/CAE) systems. The hybrid parametric design system is
composed of two modules: a hybrid modeling module and a hybrid
optimization module. The hybrid modeling module is used to
define the three types of parameters (i.e., deterministic para-
meters, random parameters and fuzzy parameters) and three types
of relationships (i.e., deterministic relationships, neural network
relationships and fuzzy relationships), and to propagate parameter
Fig. 4. System architecture.
values and their uncertainties. The hybrid optimization module is
employed to solve the optimization problems considering
probabilistic uncertainties and fuzzy uncertainties. By using the
hybrid parametric design system, application oriented design
systems (e.g., the fuel cell design system) can be developed to solve
engineering problems.
Presently the hybrid parametric design system is developed
using Visual C++ and MATLAB. Fig. 5 shows two interface browsers
of this implemented system: Design Model Browser and Optimiza-
tion Browser. The Design Model Browser is used to model a design
using design primitives called artifacts including components and
assemblies. Each artifact is defined by parameters, parameter
relationships, and sub-artifacts. A hybrid parameter relationship
network is built using the relationships in all artifacts. The
Optimization Browser is used to define design variables, evaluation
measures, mapping from evaluation measures to comparable
evaluation indices following the method introduced in [22], and
problem. The optimization result and its uncertainty are also
achieved using this browser.
Functions of the developed hybrid parametric design system
are given in Fig. 6. To implement this system, a descriptive
language scheme has been introduced for modeling the para-
meters and relationships of a product based on XML. In this
scheme, a deterministic parameter is described by its name and
value, while a non-deterministic parameter is defined by its name,
value and uncertainty (i.e., probability distributions or fuzzy
membership functions). In this system, a deterministic relation-
ship is directly defined in the product definition. Since a neural
network relationship is obtained through training using historical
data, and a fuzzy relationship is achieved through fuzzy reasoning,
specific functions are developed to build these non-deterministic
relationships. Propagations of parameter values and their uncer-
tainties are managed by cell propagation functions corresponding
to the 7 types of propagation cells. The optimization tasks are
conducted using the optimization functions. The optimal design
results are plotted using a graphics interface. The main interface is
implemented using C++. Neural network training and fuzzy
reasoning functions, optimization functions, cell propagation
functions, and design result display functions are implemented
using MATLAB which are called by the C++ functions in the main
program.
6. A case study
A case study on the optimal design of a solid oxide fuel cell
(SOFC) system considering uncertainties has been carried out
using the hybrid parametric design system. This case study was
developed based on the work given in [23] where uncertainties
were not considered.
 D. Zhao, D. Xue / Computers in Industry 61 (2010) 287–296 293

Fig. 5. Snapshots of the implemented system.

6.1. Behaviors of a fuel cell tively, hcon,a and hcon,c are the concentration polarization losses at
the anode and cathode, respectively, r is the area-specific ohmic
As an electrical device, a solid oxide fuel cell combines resistance, and i is the average current density.
hydrogen fuel from anode and oxygen in the air from cathode The open circuit Nernst potential, E, is calculated by [24]:
to produce electricity through chemical reactions at the interfaces " #
of the electrolyte with virtually no emission. RT pH2 O = po
E ¼ E0  ln (23)
The behavior of a solid oxide fuel cell is described by the popular 2F ð pH2 = po Þð pO2 = po Þ0:5
i-V performance curve [24]:
where E0 is the Nernst potential of the reaction at the standard
V ¼ E  hact;a  hact;c  hcon;a  hcon;c  ri (22) condition, R is the gas constant, T is the temperature, F is the
Faraday’s constant, pH2 , pO2 and P H2 O are the partial pressures of
where E is the open circuit Nernst potential, hact,a and hact,c are the hydrogen, oxygen and water vapor, respectively, and po is the
activation polarization losses at the anode and cathode, respec- standard pressure.

Fig. 6. Functions of the hybrid parametric design system.

294 D. Zhao, D. Xue / Computers in Industry 61 (2010) 287–296

The activation polarization losses at the anode and cathode relationship between the operating conditions (i.e., pH2 and T) and
sides are calculated by [24]: the 8 coefficients in Eq. (29).
 
RT i
hact;a ¼ sinh1 (24) 6.3. Four evaluation measures
F 2i0;a
  Four evaluation measures are considered in this case study: (1)
RT 1 i the maximum net power output of the system, Pnet,max; (2) the
hact;c ¼ sinh (25)
F 2i0;c average working efficiency, h; (3) the material cost of cell per
where i0,a and i0,c are the exchange current densities at equilibrium kilowatt, Cm; and (4) the fuel utilization, Uf [22].
state for anode and cathode. The measures of i0,a and i0,c are The maximum net power output of the system Pnet,max is
influenced by the gas pressures, the temperature and the electrode calculated by using the following equations:
materials. pcell ¼ V  i (30)
The concentration polarization losses at the anode and cathode
sides are calculated by [24]: 2
P system ¼ pcell  z  l  ncell  nstack (31)
 
RT i
hcon;a ¼ ln 1  (26)
2F ic;a P c ¼ 0:4ie0:004ðT900Þ (32)
 
RT i P net;max ¼ maxðPsystem  Pc Þ (33)
hcon;c ¼ ln 1  (27)
4F ic;c
where pcell is the power density of a cell, z is the active area
where ic,a and ic,c are the limiting current densities when the coefficient, l is the edge length of a square-shaped cell, ncell is
electrical reactions at anode or cathode approach to the maximum/ the number of cells in a stack, nstack is the number of stacks in a
limiting rates. The limiting current density of a species is system, Psystem is the net power output from a system, and Pc is the
influenced by its diffusivity in the surrounding gas mixture, the power consumption of the system which is approximated from
porosity and torosity of the material, the thickness of the electrode experiments.
and so on. The solid oxide fuel cell system is usually used under different
The area-specific ohmic resistance, r, is calculated by: load conditions requiring different current densities in a day.
r ¼ da ra þ dc rc þ de re (28) Suppose m current densities, ij (j = 1, 2, . . ., m), are considered. For
the jth load condition, the percentage of working hours is rj, the
where da, dc and de are the thickness measures of the anode, power of the system is Psystem,j and the net power output is Pnet,j, the
cathode and electrolyte, and ra, rc and re are the effective ohmic average working efficiency, h, is then calculated by:
resistance of the anode, cathode and electrolyte calculated from
Xm  
the working temperature. P net; j
h¼ rj (34)
j¼1
Psystem; j
6.2. Two types of relationships
The material cost of a cell per kilowatt, Cm, is calculated by:
In the performance function (i-V curve) of the solid oxide fuel ma ca þ me ce þ mc cc
cell given in Eq. (22), the open circuit Nernst potential, E, and the Cm ¼ l (35)
pnet;cell;max Sact
area-specific ohmic resistance, r, are usually calculated by
deterministic mathematical relationships given in Eqs. (23) and where ma, me and mc are the weights of the anode, the electrolyte
(28). The activation polarization losses and the concentration and the cathode of a cell, ca, ce and cc are the unit costs of the anode,
polarization losses, however, cannot be calculated by using the the electrolyte and the cathode of a cell, pnet,cell,max is the
deterministic mathematical relationships due to the difficulties in maximum net power output density of a cell, Sact is the active
estimating the exchange current densities and the limiting current area of a cell, and l is the coefficient considering other cost
densities. Instead, these terms are usually estimated based on contributions.
approximation using experimental data. In this work, the For a stack, the fuel utilization is calculated by:
activation polarization losses and the concentration polarization !
losses are achieved using a neural network based approximation. pH2
U f ¼ 2 1  in (36)
The new performance function modified from Eq. (22) is given pH2
as:
2 3 where Uf is the fuel utilization, pH2 is the arithmetic mean of the
X7
j
hydrogen partial pressure through a stack, pin H2 is the inlet partial
V ¼ ðE  riÞ  4C 0 þ ðC j i e Þ5
i
(29) pressure of hydrogen.
j¼1

The first term at the right side of Eq. (29) can be calculated by 6.4. Design optimization
using deterministic relationships. The second term, representing
the activation polarization losses and the concentration polariza- At first, the four evaluation measures are converted into
tion losses, is approximated by a function of the current density i evaluation indices, I1, I2, I3 and I4, representing levels of satisfaction
with 8 coefficients of C0, C1,. . ., C7. in these aspects based on the method introduced in [23]. The
For a given operating condition defined by the partial pressure optimization objective function considering two design variables
of hydrogen ( pH2 ), the partial pressure of oxygen ( pO2 ¼ 0:21), the of pH2 and T is defined by:
partial pressure of water vapor (1  pH2 ), and the working
1
temperature (T), the i-V curve can be obtained from experiments. IðT; pH2 Þ ¼ ½w1 I1 ðT; pH2 Þ þ w2 I2 ðT; pH2 Þ
w1 þ w2 þ w3 þ w4
The 8 coefficients in Eq. (29), C0, C1, . . ., C7, can be obtained by using
the least squares method. A neural network is built to record the þ w3 I3 ðT; pH2 Þ þ w4 I4 ðT; pH2 Þ (37)
 D. Zhao, D. Xue / Computers in Industry 61 (2010) 287–296
where w1 , w2 , w3 and w4 are the four weighting factors selected as
6.67%, 53.33%, 16.67% and 23.33%, respectively.
6.4.1. Optimization with deterministic relationships
When only deterministic relationships are used, the optimiza-
tion objective function defined in Eq. (37) considering two design
variables (i.e., the partial pressures of hydrogen, pH2 , and the
operating temperature, T) is achieved as shown in Fig. 7. The
optimal design parameters are identified as (820 8C, 0.85 atm).
When multiple peaks are provided in the optimization objective
function, either optimization with different initial points or global
optimization method (e.g., genetic algorithm or simulated
annealing) then needs to be investigated.
6.4.2. Optimization with a neural network relationship
When a trained neural network is used to calculate the 8
coefficients given in Eq. (29), uncertainty of the objective function
introduced by the neural network relationship has to be
considered. In this research, an evaluation measure, called
confidence, representing the probability that the true optimal
result is in the neighbor of the calculated optimal result is
developed considering probabilistic uncertainty. The confidence, C,
is defined by
Z IþDI
C¼ pðIÞdI
IDI
where p(I) is the probability density function of the objective
function calculated by using Eq. (16) or Eq. (18), I is the objective
function measure, and DI is the variation of the I. In this work, DI is
selected as 0.3% of the I. The optimal design is identified at (820 8C,
0.81 atm), which is very close to the true optimal design identified
in Section 6.4.1. The deviation of the achieved optimal design from
the true optimal design is caused by errors introduced by the
neural network approximation. Confidence of the optimal design
by using the neural network relationships is calculated as 0.90,
which is considered good.
6.4.3. Optimization with fuzzy relationships
When the non-linear relationships between the four evaluation
measures, Pnet,max, h, Cm and Uf, and their satisfaction measures, I1,
I2, I3 and I4, are not available, fuzzy logic relationships are then
used. In this research, fuzzy rules are developed to model the fuzzy
relationships between the four evaluation measures of Psystem, h, Cm
Fig. 7. Optimization with deterministic relationships.
295
and Uf and the optimization objective function of I. For each of the 4
evaluation measures, 5 fuzzy sets, including Extreme Low, Low,
Average, High and Extreme High representing the magnitudes of
these evaluation measures, are considered in these fuzzy rules.
Nine fuzzy sets, including Extreme Poor, Very Poor, Poor, Less Than
Fair, Fair, More Than Fair, Good, Very Good, Extreme Good, are used
for modeling the optimization objective function I. Some of the
fuzzy rules are listed as:
IF Psystem is Extreme Low AND h is Extreme Low AND Cm is
Extreme High AND Uf is Extreme Low THEN I is Extreme Poor
. . .. . .
IF Psystem is Extreme High AND h is Extreme High AND Cm is
Extreme Low AND Uf is Extreme High THEN I is Extreme Good
In this research, the possibilistic uncertainty of the optimization
result is evaluated by a measure called degree of belief, D. D is the
measure of the aggregate fuzzy membership function of the output
parameter at the centroid point. The degree of belief, D, is
calculated by:
D ¼ mC l ðz0 Þ (39)
where mC l is the aggregate fuzzy membership function of the
output parameter, and z0 is the centroid point, as shown in Fig. 3.
(38)
The optimal design is identified at (830 8C, 0.81 atm), which is very
close to the true optimal design. The degree of belief is achieved as
0.78, which is considered acceptable.
7. Conclusions
A new parametric design method considering uncertainties
introduced by the non-deterministic relationships of neural
network and fuzzy logic was developed in this research. In this
method, probabilistic uncertainties introduced by neural net-
work relationships and possibilistic uncertainties introduced by
fuzzy relationships are propagated through 7 types of propaga-
tion cells. This new parametric design scheme was also
integrated with optimization algorithms and used in the design
of a solid oxide fuel cell system considering these two types of
uncertainties. The results achieved from this research are
summarized as follows.
(1) In parametric design, both the probabilistic uncertainties and
the possibilistic uncertainties introduced by non-deterministic
relationships need to be modeled. When sufficient data of input
and output can be achieved, the objective non-deterministic
relationships, such as neural network relationship, are effective
to model relationships between input parameters and output
parameters considering probabilistic uncertainties. When only
limited input and output data are available, the subjective non-
deterministic relationships, such as fuzzy relationship, can
then be selected to model relationships between input
parameters and output parameters considering possibilistic
uncertainties.
(2) The 7 types of propagation cells are effective for propagating
changes of parameter values as well as changes of their
uncertainties in parametric design. The Bayesian neural
network can be used to estimate the probabilistic uncertainties
introduced by neural network relationships, and the fuzzy logic
can be used to estimate the possibilistic uncertainties
introduced by fuzzy relationships. In addition, the optimal
design can be achieved through either the reliability based
design optimization (RBDO) considering probabilistic uncer-
tainties or the possibility based design optimization (PBDO)
considering possibilistic uncertainties.
296 D. Zhao, D. Xue / Computers in Industry 61 (2010) 287–296
Despite the progress, a number of issues need to be further
addressed to improve the currently developed method. Our future
work will focus on the following two aspects: (1) development of
efficient and effective optimization methods, and (2) study of
robust design considering both the optimization objective function
and its noise in the optimal design.
Acknowledgments
This research was supported by Natural Sciences and Engineer-
ing Research Council (NSERC) of Canada, Alberta Energy Research
Institute (AERI), Canada and Western Economic Diversification
(WED), Canada through their research programs. Research
collaboration with Versa Power Systems, Calgary, Canada on the
design of the fuel cell system is also acknowledged.
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Dong Zhao received his B.Sc. (1998) and M.Sc. (2001) in
Automotive Engineering from Tongji University, P.R.
China. He is currently a Ph.D. student at the Department
of Mechanical and Manufacturing Engineering, Uni-
versity of Calgary. His research primarily focuses on the
design theory and methodology. His other research
interests include geometric modeling, optimization,
artificial intelligence and software engineering.
Deyi Xue is a Professor at the Department of Mechan-
ical and Manufacturing Engineering, University of
Calgary, Canada. He received his Ph.D. and M.Sc.
degrees from Department of Precision Machinery
Engineering, University of Tokyo in 1992 and 1989,
respectively, and his B.Sc. degree from Department of
Precision Instrumentation Engineering, Tianjin Univer-
sity in 1985. His research interests include CAD/CAM,
product life-cycle modeling and integrated concurrent
design, production planning, scheduling, and control,
design theory and methodology, mass customization,
engineering optimization, fuel cell system design, and
orthotics and prosthetic device design. He has published around 140 research
papers, including over 40 papers in refereed international journals. He is an editorial
board member of an international journal—Advanced Engineering Informatics. He
also worked as a chair and member of program/organizing committees for over 30
international conferences.