Experience with approximate reliability-based optimization methods

Traditional reliability-based design optimization (RBDO) requires a double loop iteration process. The inner optimization loop is to find the most probable point (MPP) and the outer is the regular optimization loop to optimize the RBDO problem with reliability objectives or constraints. It is well known that the computation can be prohibitive when the associated function evaluation is expensive. As a result, many approximate RBDO methods, which convert the double loop to a single loop, have been developed. In this work, several approximate RBDO methods are coded, discussed, and tested against a double loop algorithm through four design problems.     

An inverse-measure-based unilevel architecture for reliability-based design optimization

Reliability-based design optimization (RBDO) is a methodology for finding optimized designs that are characterized with a low probability of failure. Primarily, RBDO consists of optimizing a merit function while satisfying reliability constraints. The reliability constraints are constraints on the probability of failure corresponding to each of the failure modes of the system or a single constraint on the system probability of failure. The probability of failure is usually estimated by performing a reliability analysis. During the last few years, a variety of different formulations have been developed for RBDO. Traditionally, these have been formulated as a double-loop (nested) optimization problem. The upper level optimization loop generally involves optimizing a merit function subject to reliability constraints, and the lower level optimization loop(s) compute(s) the probabilities of failure corresponding to the failure mode(s) that govern(s) the system failure. This formulation is, by nature, computationally intensive. Researchers have provided sequential strategies to address this issue, where the deterministic optimization and reliability analysis are decoupled, and the process is performed iteratively until convergence is achieved. These methods, though attractive in terms of obtaining a workable reliable design at considerably reduced computational costs, often lead to premature convergence and therefore yield spurious optimal designs. In this paper, a novel unilevel formulation for RBDO is developed. In the proposed formulation, the lower level optimization (evaluation of reliability constraints in the double-loop formulation) is replaced by its corresponding first-order Karush–Kuhn–Tucker (KKT) necessary optimality conditions at the upper level optimization. Such a replacement is computationally equivalent to solving the original nested optimization if the lower level optimization problem is solved by numerically satisfying the KKT conditions (which is typically the case). It is shown through the use of test problems that the proposed formulation is numerically robust (stable) and computationally efficient compared to the existing approaches for RBDO.     

Application of reliability-based optimization to earth-moving machine: hydraulic cylinder components design process

Reliability-based design optimization (RBDO) incorporates probabilistic analysis into optimization process so that an optimum design has a great chance of staying in the feasible design space when the inevitable variability in design variables/parameters is considered. One of the biggest drawbacks of applying RBDO to practical problem is its high computational cost that is often impractical to industries. In search of the most suitable RBDO method for industrial applications, we first evaluated several existing RBDO approaches in details such as the double-loop RBDO, the sequential optimization and reliability assessment, and the response surface method. Then, based on industry needs, a platform incorporating/integrating the existing algorithm of optimization and reliability analysis is built for a practical RBDO problem. Effectiveness of the proposed RBDO approach is demonstrated using a simple cantilever beam problem and a more complicated industry problem.     

A cell evolution method for reliability-based design optimization

The reliability-based design optimization (RBDO) presents to be a systematic and powerful approach for process designs under uncertainties. The traditional double-loop methods for solving RBDO problems can be computationally inefficient because the inner reliability analysis loop has to be iteratively performed for each probabilistic constraint. To solve RBDOs in an alternative and more effective way, Deb et al. [1] proposed recently the use of evolutionary algorithms with an incorporated fastPMA. Since the imbedded fastPMA needs the gradient calculations and the initial guesses of the most probable points (MPPs), their proposed algorithm would encounter difficulties in dealing with non-differentiable constraints and the effectiveness could be degraded significantly as the initial guesses are far from the true MPPs. In this paper, a novel population-based evolutionary algorithm, named cell evolution method, is proposed to improve the computational efficiency and effectiveness of solving the RBDO problems. By using the proposed cell evolution method, a family of test cells is generated based on the target reliability index and with these reliability test cells the determination of the MPPs for probabilistic constraints becomes a simple parallel calculation task, without the needs of gradient calculations and any initial guesses. Having determined the MPPs, a modified real-coded genetic algorithm is applied to evolve these cells into a final one that satisfies all the constraints and has the best objective function value for the RBDO. Especially, the nucleus of the final cell contains the reliable solution to the RBDO problem. Illustrative examples are provided to demonstrate the effectiveness and applicability of the proposed cell evolution method in solving RBDOs. Simulation results reveal that the proposed cell evolution method outperforms comparative methods in both the computational efficiency and solution accuracy, especially for multi-modal RBDO problems.     

Performance assessment of a multi-objective parametric optimization algorithm with application to a multi-physical engineering system

The original problem of reliability-based design optimization (RBDO) is mathematically a nested two-level structure that is computationally time consuming for real engineering problems. In order to overcome the computational difficulties, many formulations have been proposed in the literature. These include SORA (sequential optimization and reliability assessment) that decouples the nested problems. SLA (single loop approach) further improves efficiency in that reliability analysis becomes an integrated part of the optimization problem. However, even SLA method can become computationally challenging for real engineering problems involving many reliability constraints. This paper presents an enhanced version of SLA where the first phase is based on approximation at nominal design point. After convergence of first iterative phase is reached the process transitions to a second phase where approximations of reliability constraints are carried out at their respective minimum performance target point (MPTP). The solution is implemented in Altair OptiStruct, where adaptive approximation and constraint screening strategies are utilized in the RBDO process. Examples show that the proposed two-phase approach leads to reduction in finite element analyses while preserving equal solution quality.     

Reliability-based structural design optimization: hybridized conjugate mean value approach

The efficiency and robustness of reliability techniques are important in reliability-based design optimization (RBDO). Commonly, advanced mean value (AMV) is utilized in reliability loop of RBDO but unstable solutions using AMV may be obtained for highly concave performance functions. Owing to the challenges of commonly reliability methods, the conjugate gradient analysis (CGA) is proposed as a robust methodology but it shows inefficient results for convex constraints. In this research, hybrid conjugate mean value (HCMV) method is proposed using sufficient condition for the enhancement of efficiency and robustness of RBDO. The CGA and AMV are dynamically utilized for simple solution of convex/concave constraints using sufficient descent criterion in HCMV. The HCMV is used to evaluate the convergence performances and is compared with numerous existing reliability methods through three reliability problems (two concave/convex mathematical examples and one applicable structure) and four RBDO problems. From the numerical results, the HCMV exhibited the better efficiency, and robustness compared to other studied formulations in reliability and RBDO problems.

     

Single loop single vector approach using the conjugate gradient in reliability based design optimization

Conventional reliability-based design optimization (RBDO) approaches require high computing costs. Among the existing RBDO methods, the single loop single vector approach (SLSV) converts the RBDO problem into a single loop deterministic optimization. Hence, it can efficiently reduce the design cost compared to other methods. However, this method has a weakness in that instability or inaccuracy in convergence can be increased according to the problem characteristics. It often happens when the performance function is highly nonlinear or concave. In this study, a novel method is proposed to overcome the problems. It is an SLSV method using the conjugate gradient that is calculated with the gradient directions at the most probable points (MPP) of the previous cycles. Mathematical examples and structural applications are solved to verify the proposed method. The numerical performances of the proposed method are compared with other RBDO methods such as the RIA, PMA, SORA and SLSV approaches. It is shown that the SLSV method using the conjugate gradient (SLSVCG) is not greatly influenced by problem characteristics and the convergence capability is quite superior. Also, the computational cost of the proposed method is significantly reduced and an excellent solution satisfying the specified reliability is obtained.     

A stability investigation of a simulation- and reliability-based optimization

This study developed a reliability-based design optimization (RBDO) algorithm focusing on the ability of solving problems with nonlinear constraints or system reliability. In this case, a sampling technique is often adopted to evaluate the reliability analyses. However, simulation with an insufficient sample size often possesses statistical randomness resulting in an inaccurate sensitivity calculation. This may cause an unstable RBDO solution. The proposed approach used a set of deterministic variables, called auxiliary design points, to replace the random parameters. Thus, an RBDO is converted into a deterministic optimization (DO, α-problem). The DO and the analysis of finding the auxiliary design points (β-problem) are conducted iteratively until the solution converges. To maintain the stability of the RBDO solution with less computational cost, the proposed approach calculated the sensitivity of reliability (in the β-problem) with respect to the mean value of the pseudo-random parameters rather than the design variables. The stability of the proposed method was compared to that of the double-loop approach, and many factors, such as sample size, starting point and the parameters used in the optimization, were considered. The accuracy of the proposed method was confirmed using Monte Carlo simulation (MCS) with several linear and nonlinear numerical problems.     

A direct decoupling approach for efficient reliability-based design optimization

This paper develops an efficient methodology to perform reliability-based design optimization (RBDO) by decoupling the optimization and reliability analysis iterations that are nested in traditional formulations. This is achieved by approximating the reliability constraints based on the reliability analysis results. The proposed approach does not use inverse first-order reliability analysis as other existing decoupled approaches, but uses direct reliability analysis. This strategy allows a modular approach and the use of more accurate methods, including Monte-Carlo-simulation (MCS)-based methods for highly nonlinear reliability constraints where first-order reliability approximation may not be accurate. The use of simulation-based methods also enables system-level reliability estimates to be included in the RBDO formulation. The efficiency of the proposed RBDO approach is further improved by identifying the potentially active reliability constraints at the beginning of each reliability analysis. A vehicle side impact problem is used to examine the proposed method, and the results show the usefulness of the proposed method.     

An approximate sequential optimization and reliability assessment method for reliability-based design optimization

Sequential optimization and reliability assessment (SORA) is one of the most popular decoupled approaches to solve reliability-based design optimization (RBDO) problem because of its efficiency and robustness. In SORA, the double loop structure is decoupled through a serial of cycles of deterministic optimization and reliability assessment. In each cycle, the deterministic optimization and reliability assessment are performed sequentially and the boundaries of violated constraints are shifted to the feasible direction according to the reliability information obtained in the previous cycle. In this paper, based on the concept of SORA, approximate most probable target point (MPTP) and approximate probabilistic performance measure (PPM) are adopted in reliability assessment. In each cycle, the approximate MPTP needs to be reserved, which will be used to obtain new approximate MPTP in the next cycle. There is no need to evaluate the performance function in the deterministic optimization since the approximate PPM and its sensitivity are used to formulate the linear Taylor expansion of the constraint function. One example is used to illustrate that the approximate MPTP will approach the accurate MPTP with the iteration. The design variables and the approximate MPTP converge simultaneously. Numerical results of several examples indicate the proposed method is robust and more efficient than SORA and other common RBDO methods.     

Extension of optimum safety factor method to nonlinear reliability-based design optimization

In the reliability-based design optimization (RBDO) model, the mean values of uncertain system variables are usually applied as design variables, and the cost is optimized subject to prescribed probabilistic constraints as defined by a nonlinear mathematical programming problem. Therefore, a RBDO solution that reduces the structural weight in uncritical regions does not only provide an improved design but also a higher level of confidence in the design. In this paper, we present recent developments for the RBDO model relative to two points of view: reliability and optimization. Next, we develop several distributions for the hybrid method and the optimum safety factor methods (linear and nonlinear RBDO). Finally, we demonstrate the efficiency of our safety factor approach extended to nonlinear RBDO with application to a tri-material structure.     

Reliability-based design optimization using SORM and SQP

In this work a second order approach for reliability-based design optimization (RBDO) with mixtures of uncorrelated non-Gaussian variables is derived by applying second order reliability methods (SORM) and sequential quadratic programming (SQP). The derivation is performed by introducing intermediate variables defined by the incremental iso-probabilistic transformation at the most probable point (MPP). By using these variables in the Taylor expansions of the constraints, a corresponding general first order reliability method (FORM) based quadratic programming (QP) problem is formulated and solved in the standard normal space. The MPP is found in the physical space in the metric of Hasofer-Lind by using a Newton algorithm, where the efficiency of the Newton method is obtained by introducing an inexact Jacobian and a line-search of Armijo type. The FORM-based SQP approach is then corrected by applying four SORM approaches: Breitung, Hohenbichler, Tvedt and a recent suggested formula. The proposed SORM-based SQP approach for RBDO is accurate, efficient and robust. This is demonstrated by solving several established benchmarks, with values on the target of reliability that are considerable higher than what is commonly used, for mixtures of five different distributions (normal, lognormal, Gumbel, gamma and Weibull). Established benchmarks are also generalized in order to study problems with large number of variables and several constraints. For instance, it is shown that the proposed approach efficiently solves a problem with 300 variables and 240 constraints within less than 20 CPU minutes on a laptop. Finally, a most well-know deterministic benchmark of a welded beam is treated as a RBDO problem using the proposed SORM-based SQP approach.     

Reliability-based design optimization with cooperation between support vector machine and particle swarm optimization

Reliability-based design optimization (RBDO) is concerned with designing an engineering system to minimize a cost function subject to the reliability requirement that failure probability should not exceed a threshold. Conventional RBDO methods are less than satisfactory in dealing with discrete design parameters and complex limit state functions (nonlinear and non-differentiable). Methods that are flexible enough to address the concerns above, however, come at a high computational cost. To enhance computational efficiency without sacrificing model flexibility, we propose a new RBDO framework: PS2, which combines Particle Swarm Optimization (PSO), Support Vector Machine (SVM), and Subset Simulation (SS). SS can efficiently estimate small failure probabilities, based on which SVM is adopted to evaluate the reliability of candidate solutions using binary classification. PSO is employed to solve the discrete optimization problem. Primary emphasis is placed upon the cooperation between SVM and PSO. The cooperation is mutually beneficial since the SVM classifier helps PSO evaluate the feasibility of solutions with high efficiency while the optimal solutions obtained by PSO assist in retraining the SVM classifier to attain better accuracy. The PS2 framework is implemented to find the optimal design of a ten-bar truss, whose component sizes are selected from a commercial standard. The reliability constraints are non-differentiable with two failure modes: yield stress and buckling stress. The interactive process between PSO and SVM contributes greatly to the success of the PS2 framework. It is shown that in various trials the PS2 framework consistently outperforms both the double-loop and single-loop approaches in terms of computational efficiency, solution quality, and model flexibility.     

Response surface single loop reliability-based design optimization with higher-order reliability assessment

Reliability-based design optimization (RBDO) aims at determination of the optimal design in the presence of uncertainty. The available Single-Loop approaches for RBDO are based on the First-Order Reliability Method (FORM) for the computation of the probability of failure, along with different approximations in order to avoid the expensive inner loop aiming at finding the Most Probable Point (MPP). However, the use of FORM in RBDO may not lead to sufficient accuracy depending on the degree of nonlinearity of the limit-state function. This is demonstrated for an extensively studied reliability-based design for vehicle crashworthiness problem solved in this paper, where all RBDO methods based on FORM strongly violates the probabilistic constraints. The Response Surface Single Loop (RSSL) method for RBDO is proposed based on the higher order probability computation for quadratic models previously presented by the authors. The RSSL-method bypasses the concept of an MPP and has high accuracy and efficiency. The method can solve problems with both constant and varying standard deviation of design variables and is particularly well suited for typical industrial applications where general quadratic response surface models can be used. If the quadratic response surface models of the deterministic constraints are valid in the whole region of interest, the method becomes a true single loop method with accuracy higher than traditional SORM. In other cases, quadratic response surface models are fitted to the deterministic constraints around the deterministic solution and the RBDO problem is solved using the proposed single loop method.     

Continuum topology optimization with non-probabilistic reliability constraints based on multi-ellipsoid convex model

Using a quantified measure for non-probab ilistic reliability based on the multi-ellipsoid convex model, the topology optimization of continuum structures in presence of uncertain-but-bounded parameters is investigated. The problem is formulated as a double-loop optimization one. The inner loop handles evaluation of the non-probabilistic reliability index, and the outer loop treats the optimum material distribution using the results from the inner loop for checking feasibility of the reliability constraints. For circumventing the numerical difficulties arising from its nested nature, the topology optimization problem with reliability constraints is reformulated into an equivalent one with constraints on the concerned performance. In this context, the adjoint variable schemes for sensitivity analysis with respect to uncertain variables as well as design variables are discussed. The structural optimization problem is then solved by a gradient-based algorithm using the obtained sensitivity. In the present formulation, the uncertain-but bounded uncertain variations of material properties, geometrical dimensions and loading conditions can be realistically accounted for. Numerical investigations illustrate the applicability and the validity of the present problem statement as well as the proposed numerical techniques. The computational results also reveal that non-probabilistic reliability-based topology optimization may yield more reasonable material layouts than conventional deterministic approaches. The proposed method can be regarded as an attractive supplement to the stochastic reliability-based topology optimization.     

Relaxed performance measure approach for reliability-based design optimization

The efficiency and robustness of reliability analysis methods are important factors to evaluate the probabilistic constraints in reliability-based design optimization (RBDO). In this paper, a relaxed mean value (RMV) approach is proposed in order to evaluate probabilistic constraints including convex and concave functions in RBDO using the performance measure approach (PMA). A relaxed factor is adaptively determined in the range from 0 to 2 using an inequality criterion to improve the efficiency and robustness of the inverse first-order reliability methods. The performance of the proposed RMV is compared with six existing reliability methods, including the advanced mean value (AMV), conjugate mean value (CMV), hybrid mean value (HMV), chaos control (CC), modified chaos control (MCC), and conjugate gradient analysis (CGA) methods, through four nonlinear concave and convex performance functions and three RBDO problems. The results demonstrate that the proposed RMV is more robust than the AMV, CMV, and HMV for highly concave problems, and slightly more efficient than the CC, MCC, and CGA methods. Furthermore, the proposed relaxed mean value guarantees robust and efficient convergence for RBDO problems with highly nonlinear performance functions.     

Bayesian reliability-based design optimization using eigenvector dimension reduction (EDR) method

In practical engineering design, most data sets for system uncertainties are insufficiently sampled from unknown statistical distributions, known as epistemic uncertainty. Existing methods in uncertainty-based design optimization have difficulty in handling both aleatory and epistemic uncertainties. To tackle design problems engaging both epistemic and aleatory uncertainties, reliability-based design optimization (RBDO) is integrated with Bayes theorem. It is referred to as Bayesian RBDO. However, Bayesian RBDO becomes extremely expensive when employing the first- or second-order reliability method (FORM/SORM) for reliability predictions. Thus, this paper proposes development of Bayesian RBDO methodology and its integration to a numerical solver, the eigenvector dimension reduction (EDR) method, for Bayesian reliability analysis. The EDR method takes a sensitivity-free approach for reliability analysis so that it is very efficient and accurate compared with other reliability methods such as FORM/SORM. Efficiency and accuracy of the Bayesian RBDO process are substantially improved after this integration.     

Optimisation of tensile membrane structures under uncertain wind loads using PCE and kriging based metamodels

Tensile membrane structures (TMS) are light-weight flexible structures that are designed to span long distances with structural efficiency. The stability of a TMS is jeopardised under heavy wind forces due to its inherent flexibility and inability to carry out-of-plane moment and shear. A stable TMS under uncertain wind loads (without any tearing failure) can only be achieved by a proper choice of the initial prestress. In this work, a double-loop reliability-based design optimisation (RBDO) of TMS under uncertain wind load is proposed. Using a sequential polynomial chaos expansion (PCE) and kriging based metamodel, this RBDO reduces the cost of inner-loop reliability analysis involving an intensive finite element solver. The proposed general approach is applied to the RBDO of two benchmark TMS and its computational efficiency is demonstrated through these case studies. The method developed here is suggested for RBDO of large and complex engineering systems requiring costly numerical solution.     

An enhanced simulation-based design method coupled with meta-heuristic search algorithm for accurate reliability-based design optimization

The enhanced weighted simulation-based design method in conjunction with particle swarm optimization (PSO) is developed as a pseudo double-loop algorithm for accurate reliability-based design optimization (RBDO). According to this hybrid method, generated samples of weighed simulation method (WSM) are considered as initial population of the PSO. The proposed population is then employed to evaluate the safety level of each PSO swarm (design candidates) during movement. Using this strategy, there is no required to conduct new sampling for reliability assessment of design candidates (PSO swarms). Employing PSO as the search engine of RBDO and WSM as the reliability analyzer provide more accurate results with few samples and also increase the application range of traditional WSM. Besides, a shift strategy is also introduced to increase the capability of the WSM to investigate general RBDO problems including both deterministic and random design variables. Several examples are investigated to demonstrate the accuracy and robustness of the method. Results demonstrate the computational efficiency and superiority of the proposed method for practical engineering problems with highly nonlinear and implicit probabilistic constrains.     

Optimum values of structural safety factors for a predefined reliability level with extension to multiple limit states

In the field of deterministic structural optimization, the designer reduces the structural cost without taking into account uncertainties concerning materials, geometry and loading. This way, the resulting optimum solution may represent a lower level of reliability and thus a higher risk of failure. It is the objective of reliability-based design optimization (RBDO) to design structures that should be both economic and reliable. The coupling between mechanical modeling, reliability analyses and optimization methods leads to very high computational costs and weak convergence stability. Since the traditional RBDO solution is achieved by alternating between reliability and optimization iterations, the structural designers performing deterministic optimization do not consider the RBDO model as a practical tool for the design of real structures. Fortunately, a hybrid method based on simultaneous solution of the reliability and the optimization problem, has successfully reduced the computational time problem. The hybrid method allows us to satisfy a required reliability level, but the vector of variables here contains both deterministic and random variables. The hybrid RBDO problem is thus more complex than that of deterministic design. The major difficulty lies in the evaluation of the structural reliability, which is carried out by a special optimization procedure. In this paper a new methodology is presented with the aim of finding a global solution to RBDO problems without additional computing cost for the reliability evaluation. The safety factor formulation for a single limit state case has been used to efficiently reduce the computational time . This technique is fundamentally based on a study of the sensitivity of the limit state function with respect to the design variables. In order to demonstrate analytically the efficiency of this methodology, the optimality condition is then used. The efficiency of this technique is also extended to multiple limit state cases. Two numerical examples are presented at the end of the paper to demonstrate the applicability of the new methodology.