Variable screening method using statistical sensitivity analysis in RBDO

A variable screening method is introduced to reduce the computational cost caused by the curse of dimension of high dimensional problem in RBDO. The screening method considers the output variance of the constraint functions and uses test-of-hypothesis to filter necessary variables. Also, the method is applicable to implicit functions as well as explicit functions. Suitable number of samples to obtain consistent test result is calculated. 3 examples are demonstrated with detailed variable screening procedure and RBDO result.