Abstract: The optimal design methods of probabilistic constraints is discussed. New method based on Chebyshev moment unequality of probability density function, so call Chebyshev point method, is given. The calculating result show that this approach improves both the accuracy of probability calculation and the robustness of optimum and may overcome the inaccuracy of moment matching method and significant processing time of generalized simulation optimization. The effect is quite satisfaction.

Key words: Moment matching method, Probabilistic optimal design, Stochastic constraint Chebyshev point method