Enhanced similarity-based metamodel updating strategy for reliability-based design optimization

Metamodels are becoming increasingly popular for handling large-scale optimization problems in product development. Metamodel-based reliability-based design optimization (RBDO) helps to improve the computational efficiency and reliability of optimal design. However, a metamodel in engineering applications is an approximation of a high-fidelity computer-aided engineering model and it frequently suffers from a significant loss of predictive accuracy. This issue must be appropriately addressed before the metamodels are ready to be applied in RBDO. In this article, an enhanced strategy with metamodel selection and bias correction is proposed to improve the predictive capability of metamodels. A similarity-based assessment for metamodel selection (SAMS) is derived from the cross-validation and similarity theories. The selected metamodel is then improved by Bayesian inference-based bias correction. The proposed strategy is illustrated through an analytical example and further demonstrated with a lightweight vehicle design problem. The results show its potential in handling real-world engineering problems.     

Adaptive improved response surface method for reliability-based design optimization

Reliability-based design optimization (RBDO) requires the evaluation of probabilistic constraints (or reliability), which can be very time consuming. Therefore, a practical solution for efficient reliability analysis is needed. The response surface method (RSM) and dimension reduction (DR) are two well-known approximation methods that construct the probabilistic limit state functions for reliability analysis. This article proposes a new RSM-based approximation approach, named the adaptive improved response surface method (AIRSM), which uses the moving least-squares method in conjunction with a new weight function. AIRSM is tested with two simplified designs of experiments: saturated design and central composite design. Its performance on reliability analysis is compared with DR in terms of efficiency and accuracy in multiple RBDO test problems.     

An accurate and efficient reliability-based design optimization using the second order reliability method and improved stability transformation method

The first order reliability method has been extensively adopted for reliability-based design optimization (RBDO), but it shows inaccuracy in calculating the failure probability with highly nonlinear performance functions. Thus, the second order reliability method is required to evaluate the reliability accurately. However, its application for RBDO is quite challenge owing to the expensive computational cost incurred by the repeated reliability evaluation and Hessian calculation of probabilistic constraints. In this article, a new improved stability transformation method is proposed to search the most probable point efficiently, and the Hessian matrix is calculated by the symmetric rank-one update. The computational capability of the proposed method is illustrated and compared to the existing RBDO approaches through three mathematical and two engineering examples. The comparison results indicate that the proposed method is very efficient and accurate, providing an alternative tool for RBDO of engineering structures.     

Post optimization for accurate and efficient reliability‐based design optimization using second‐order reliability method based on importance sampling and its stochastic sensitivity analysis

In this study, a post optimization technique for a correction of inaccurate optimum obtained using first‐order reliability method (FORM) is proposed for accurate reliability‐based design optimization (RBDO). In the proposed method, RBDO using FORM is first performed, and then the proposed second‐order reliability method (SORM) is performed at the optimum obtained using FORM for more accurate reliability assessment and its sensitivity analysis. In the proposed SORM, the Hessian of a performance function is approximated by reusing derivatives information accumulated during previous RBDO iterations using FORM, indicating that additional functional evaluations are not required in the proposed SORM. The proposed SORM calculates a probability of failure and its first‐order and second‐order stochastic sensitivity by applying the importance sampling to a complete second‐order Taylor series of the performance function. The proposed post optimization constructs a second‐order Taylor expansion of the probability of failure using results of the proposed SORM. Because the constructed Taylor expansion is based on the reliability method more accurate than FORM, the corrected optimum using this Taylor expansion can satisfy the target reliability more accurately. In this way, the proposed method simultaneously achieves both efficiency of FORM and accuracy of SORM. Copyright © 2015 John Wiley & Sons, Ltd.     

An accurate penalty-based approach for reliability-based design optimization

A typical reliability-based design optimization (RBDO) problem is usually formulated as a stochastic optimization model where the performance of a system is optimized with the reliability requirements being satisfied. Most existing RBDO methods divide the problem into two sub-problems: one relates to reliability analysis, the other relates to optimization. Traditional approaches nest the two sub-problems with the reliability analysis as the inner loop and the optimization as the outer loop. Such nested approaches face the challenge of prohibitive computational expense that drives recent research focusing on decoupling the two loops or even fundamentally transforming the two-loop structure into one deterministic optimization problem. While promising, the potential issue in these computationally efficient approaches is the lowered accuracy. In this paper, a new decoupled approach, which performs the two loops sequentially, is proposed. First, a deterministic optimization problem is solved to locate the means of the uncertain design variables. After the mean values are determined, the reliability analysis is performed. A new deterministic optimization problem is then restructured with a penalty added to each limit-state function to improve the solution iteratively. Most existing research on decoupled approaches linearizes the limit-state functions or introduces the penalty into the limit-state functions, which may suffer the approximation error. In this research, the penalty term is introduced to change the right hand side (RHS) value of the deterministic constraints. Without linearizing or transforming the formulations of limit-state function, this penalty-based approach effectively improves the accuracy of RBDO. Comparison experiments are conducted to illustrate how the proposed method obtains improved solutions with acceptable computational cost when compared to other RBDO approaches collected from literature.     

Reliability-based design optimization with progressive surrogate models

Reliability-based design optimization (RBDO) has traditionally been solved as a nested (bilevel) optimization problem, which is a computationally expensive approach. Unilevel and decoupled approaches for solving the RBDO problem have also been suggested in the past to improve the computational efficiency. However, these approaches also require a large number of response evaluations during optimization. To alleviate the computational burden, surrogate models have been used for reliability evaluation. These approaches involve construction of surrogate models for the reliability computation at each point visited by the optimizer in the design variable space. In this article, a novel approach to solving the RBDO problem is proposed based on a progressive sensitivity surrogate model. The sensitivity surrogate models are built in the design variable space outside the optimization loop using the kriging method or the moving least squares (MLS) method based on sample points generated from low-discrepancy sampling (LDS) to estimate the most probable point of failure (MPP). During the iterative deterministic optimization, the MPP is estimated from the surrogate model for each design point visited by the optimizer. The surrogate sensitivity model is also progressively updated for each new iteration of deterministic optimization by adding new points and their responses. Four example problems are presented showing the relative merits of the kriging and MLS approaches and the overall accuracy and improved efficiency of the proposed approach.     

Second‐order reliability method‐based inverse reliability analysis using Hessian update for accurate and efficient reliability‐based design optimization

First‐order reliability method (FORM) has been mostly utilized for solving reliability‐based design optimization (RBDO) problems efficiently. However, second‐order reliability method (SORM) is required in order to estimate a probability of failure accurately in highly nonlinear performance functions. Despite accuracy of SORM, its application to RBDO is quite challenging due to unaffordable numerical burden incurred by a Hessian calculation. For reducing the numerical efforts, a quasi‐Newton approach to approximate the Hessian is introduced in this study instead of calculating the true Hessian. The proposed SORM with the approximated Hessian requires computations only used in FORM, leading to very efficient and accurate reliability analysis. The proposed SORM also utilizes a generalized chi‐squared distribution in order to achieve better accuracy. Furthermore, SORM‐based inverse reliability method is proposed in this study. An accurate reliability index corresponding to a target probability of failure is updated using the proposed SORM. Two approaches in terms of finding an accurate most probable point using the updated reliability index are proposed. The proposed SORM‐based inverse analysis is then extended to RBDO in order to obtain a reliability‐based optimum design satisfying probabilistic constraints more accurately even for a highly nonlinear system. The numerical study results show that the proposed reliability analysis and RBDO achieve efficiency of FORM and accuracy of SORM at the same time. Copyright © 2014 John Wiley & Sons, Ltd.     

A global single-loop deterministic approach for reliability-based design optimization of truss structures with continuous and discrete design variables

A single-loop deterministic method (SLDM) has previously been proposed for solving reliability-based design optimization (RBDO) problems. In SLDM, probabilistic constraints are converted to approximate deterministic constraints. Consequently, RBDO problems can be transformed into approximate deterministic optimization problems, and hence the computational cost of solving such problems is reduced significantly. However, SLDM is limited to continuous design variables, and the obtained solutions are often trapped into local extrema. To overcome these two disadvantages, a global single-loop deterministic approach is developed in this article, and then it is applied to solve the RBDO problems of truss structures with both continuous and discrete design variables. The proposed approach is a combination of SLDM and improved differential evolution (IDE). The IDE algorithm is an improved version of the original differential evolution (DE) algorithm with two improvements: a roulette wheel selection with stochastic acceptance and an elitist selection technique. These improvements are applied to the mutation and selection phases of DE to enhance its convergence rate and accuracy. To demonstrate the reliability, efficiency and applicability of the proposed method, three numerical examples are executed, and the obtained results are compared with those available in the literature.     

Adaptive accuracy trust region: using cross-validation in the optimization process

This article presents an adaptive accuracy trust region (AATR) optimization strategy where cross-validation is used by the trust region to reduce the number of sample points needed to construct metamodels for each step of the optimization process. Lower accuracy metamodels are initially used for the larger trust regions, and higher accuracy metamodels are used for the smaller trust regions towards the end of optimization. Various metamodelling strategies are used in the AATR algorithm: optimal and inherited Latin hypercube sampling to generate experimental designs; quasi-Newton, kriging and polynomial regression metamodels to approximate the objective function; and the leave-k-out method for validation. The algorithm is tested with two-dimensional single-discipline problems. Results show that the AATR algorithm is a promising method when compared to a traditional trust region method. Polynomial regression in conjunction with a new hybrid inherited-optimal Latin hypercube sampling performed the best.     

An integrated reliability-based design optimization of offshore towers

After recognizing the uncertainty in the parameters such as material, loading, geometry and so on in contrast with the conventional optimization, the reliability-based design optimization (RBDO) concept has become more meaningful to perform an economical design implementation, which includes a reliability analysis and an optimization algorithm. RBDO procedures include structural analysis, reliability analysis and sensitivity analysis both for optimization and for reliability. The efficiency of the RBDO system depends on the mentioned numerical algorithms. In this work, an integrated algorithms system is proposed to implement the RBDO of the offshore towers, which are subjected to the extreme wave loading. The numerical strategies interacting with each other to fulfill the RBDO of towers are as follows: (a) a structural analysis program, SAPOS, (b) an optimization program, SQP and (c) a reliability analysis program based on FORM. A demonstration of an example tripod tower under the reliability constraints based on limit states of the critical stress, buckling and the natural frequency is presented.     

The Design Space Root Finding method for efficient risk optimization by simulation

Reliability-Based Design Optimization (RBDO) is computationally expensive due to the nested optimization and reliability loops. Several shortcuts have been proposed in the literature to solve RBDO problems. However, these shortcuts only apply when failure probability is a design constraint. When failure probabilities are incorporated in the objective function, such as in total life-cycle cost or risk optimization, no shortcuts were available to this date, to the best of the authors knowledge. In this paper, a novel method is proposed for the solution of risk optimization problems. Risk optimization allows one to address the apparently conflicting goals of safety and economy in structural design. In the conventional solution of risk optimization by Monte Carlo simulation, information concerning limit state function behavior over the design space is usually disregarded. The method proposed herein consists in finding the roots of the limit state function in the design space, for all Monte Carlo samples of random variables. The proposed method is compared to the usual method in application to one and n-dimensional optimization problems, considering various degrees of limit state and cost function nonlinearities. Results show that the proposed method is almost twenty times more efficient than the usual method, when applied to one-dimensional problems. Efficiency is reduced for higher dimensional problems, but the proposed method is still at least two times more efficient than the usual method for twenty design variables. As the efficiency of the proposed method for higher-dimensional problems is directly related to derivative evaluations, further investigation is necessary to improve its efficiency in application to multi-dimensional problems.     

遗传算法用于衍射光学元件的优化设计

提出了一种基于遗传算法的衍射光学元件优化设计方法;在衍射光学元件设计中遗传算法运行参数对遗传算法性能有一定的影响:采用较大的群体规模,遗传算法越容易获得最优解;交叉算子越大,遗传算法全局搜索能力越强;选择算子对遗传算法的影响不是太大;如果要进一步提高解的精度,可选取较大的终止代数。数值计算结果表明,用遗传算法优化设计的衍射光学元件,其误差小于 5.2%,衍射效率达到 91.2%。遗传算法很适合衍射光学元件的优化设计。     

An approach for the reliability based design optimization of laminated composites

This article aims at optimizing laminated composite plates taking into account uncertainties in the structural dimensions. As laminated composites require a global optimization tool, the Particle Swarm Optimization (PSO) method is employed. A new Reliability Based Design Optimization (RBDO) methodology based on safety factors is presented and coupled with PSO. Such safety factors are derived from the Karush–Kuhn–Tucker optimality conditions of the reliability index approach and eliminate the need for reliability analysis in RBDO. The plate weight minimization is the objective function of the optimization process. The results show that the coupling of the evolutionary algorithm with the safety-factor method proposed in this article successfully performs the RBDO of laminated composite structures.     

Enhanced modified reliability index approach for efficient and robust reliability-based design optimization

The reliability index approach (RIA) is one of the effective tools for solving the reliability-based design optimization (RBDO) probabilistic model, which models the uncertainties with probability constraints. However, its wide application in engineering is limited due to low efficiency and convergence problems. The RIA-based modified reliability index approach (MRIA) appears to be very robust and accurate than RIA but yields inefficient for the most probable point (MPP) search with highly nonlinear probabilistic constraints. In this study, an enhanced modified reliability index approach (EMRIA) is developed to improve the efficiency and robustness of searching for MPP and is utilized for RBDO. In the EMRIA, an innovative active set using rigorous inequality is applied to construct the region of exploring for MPP, where the unnecessary probabilistic constraint could be eliminated adaptively during the iterative process. Moreover, the double loop strategy (DLS) is integrated into the EMRIA to strengthen the efficiency and robustness of large-scale RBDO problems. Two numerical examples demonstrated that the EMRIA is an efficient and robust method for MPP search in comparison with current first-order reliability methods. Six RBDO problems quoted also indicate that DLS-based EMRIA has good performance to solve complex RBDO problems.     

有限元法和退火进化算法相结合分析结构模糊可靠性

结构的失效除了具有随机性,还应具有模糊性。本文在介绍一种修正的联合概率密度函数的基础上,采用有限元法和退火进化算法相结合来研究结构的模糊可靠度。在每一模糊失效水平下,有限元法用来计算荷载效应项,并将荷载效应项代入原联合概率密度函数形成修正的联合概率密度函数。为了解决进化算法的早熟收敛问题,采用模拟退火算法与进化算法相结合,以保证更有效地搜索到最可能失效点(设计点)。解决不存在显式极限状态方程的大部分实际结构的可靠度研究的困难。数例结果表明该法可直接应用现有的确定性的有限元程序,并且具有很好的效率和精度。     

Multi-objective system reliability-based optimization method for design of a fully parametric concept car body

This article investigates multi-objective optimization under reliability constraints with applications in vehicle structural design. To improve computational efficiency, an improved multi-objective system reliability-based design optimization (MOSRBDO) method is developed, and used to explore the lightweight and high-performance design of a concept car body under uncertainty. A parametric model knowledge base is established, followed by the construction of a fully parametric concept car body of a multi-purpose vehicle (FPCCB-MPV) based on the knowledge base. The structural shape, gauge and topology optimization are then designed on the basis of FPCCB-MPV. The numerical implementation of MOSRBDO employs the double-loop method with design optimization in the outer loop and system reliability analysis in the inner loop. Multi-objective particle swarm optimization is used as the outer loop optimization solver. An improved multi-modal radial-based importance sampling (MRBIS) method is utilized as the system reliability solver for multi-constraint analysis in the inner loop. The accuracy and efficiency of the MRBIS method are demonstrated on three widely used test problems. In conclusion, MOSRBDO has been successfully applied for the design of a full parametric concept car body. The results show that the improved MOSRBDO method is more effective and efficient than the traditional MOSRBDO while achieving the same accuracy, and that the optimized body-in-white structure signifies a noticeable improvement from the baseline model.     

Structural design of high-performance capacitive accelerometers using parametric optimization with uncertainties

Electrostatic or capacitive accelerometers are among the highest volume microelectromechanical systems (MEMS) products nowadays. The design of such devices is a complex task, since they depend on many performance requirements, which are often conflicting. Therefore, optimization techniques are often used in the design stage of these MEMS devices. Because of problems with reliability, the technology of MEMS is not yet well established. Thus, in this work, size optimization is combined with the reliability-based design optimization (RBDO) method to improve the performance of accelerometers. To account for uncertainties in the dimensions and material properties of these devices, the first order reliability method is applied to calculate the probabilities involved in the RBDO formulation. Practical examples of bulk-type capacitive accelerometer designs are presented and discussed to evaluate the potential of the implemented RBDO solver.     

结构可靠性优化求解的解耦融合策略

在工程结构的可靠性优化过程中,求解的效率和精度是优化方法的关键。该文提出一种针对解耦优化的融合策略。所提方法在优化迭代解耦所用的失效概率函数为前几次迭代设计点构建的局部失效概率函数的加权融合形式。在对原可靠性优化问题进行解耦后,结合序列近似优化方法进行迭代求解。相比于常规的仅使用当次局部建立的失效概率函数而言,所提融合策略最大限度利用了各次迭代中产生的信息用于优化解耦求解,能够提高失效概率函数的近似精度,从而间接达到减少迭代次数和计算量的目的。最后给出了屋架和十杆结构的可靠性优化算例,验证该文方法的正确性和可行性。     

基于改进遗传算法的海底地层参数反演计算

为了提高对海底地层参数变量的反演计算能力,设计了一种基于双种群协同进化策略的改进遗传算法。针对标准遗传算法局部搜索能力差且易于出现早熟现象的缺点,在标准遗传算法基础上引入双种群同时进行优化搜索,两个种群分别给予不同的控制参数,实现协同进化,最终给出一个综合的最优解。通过两个算例对遗传算法的寻优能力进行测试,实验结果表明,提出的改进算法不仅提高了搜索性能,并且对遗传控制参数的依靠度大大降低,特别是对大型复合参数反演问题的求解计算更为有效。     

Sensitivity analyses of FORM‐based and DRM‐based performance measure approach (PMA) for reliability‐based design optimization (RBDO)

In gradient‐based design optimization, the sensitivities of the constraint with respect to the design variables are required. In reliability‐based design optimization (RBDO), the probabilistic constraint is evaluated at the most probable point (MPP), and thus the sensitivities of the probabilistic constraints at MPP are required. This paper presents the rigorous analytic derivation of the sensitivities of the probabilistic constraint at MPP for both first‐order reliability method (FORM)‐based performance measure approach (PMA) and dimension reduction method (DRM)‐based PMA. Numerical examples are used to demonstrate that the analytic sensitivities agree very well with the sensitivities obtained from the finite difference method (FDM). However, as the sensitivity calculation at the true DRM‐based MPP requires the second‐order derivatives and additional MPP search, the sensitivity derivation at the approximated DRM‐based MPP, which does not require the second‐order derivatives and additional MPP search to find the DRM‐based MPP, is proposed in this paper. A convergence study illustrates that the sensitivity at the approximated DRM‐based MPP converges to the sensitivity at the true DRM‐based MPP as the design approaches the optimum design. Hence, the sensitivity at the approximated DRM‐based MPP is proposed to be used for the DRM‐based RBDO to enhance the efficiency of the optimization. Copyright © 2009 John Wiley & Sons, Ltd.