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.     

Reliability-based design optimization using a generalized subset simulation method and posterior approximation

The evaluation of the probabilistic constraints in reliability-based design optimization (RBDO) problems has always been significant and challenging work, which strongly affects the performance of RBDO methods. This article deals with RBDO problems using a recently developed generalized subset simulation (GSS) method and a posterior approximation approach. The posterior approximation approach is used to transform all the probabilistic constraints into ordinary constraints as in deterministic optimization. The assessment of multiple failure probabilities required by the posterior approximation approach is achieved by GSS in a single run at all supporting points, which are selected by a proper experimental design scheme combining Sobol’ sequences and Bucher’s design. Sequentially, the transformed deterministic design optimization problem can be solved by optimization algorithms, for example, the sequential quadratic programming method. Three optimization problems are used to demonstrate the efficiency and accuracy of the proposed method.     

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.     

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.     

Decoupled approach to multidisciplinary design optimization under uncertainty

We propose solution methods for multidisciplinary design optimization (MDO) under uncertainty. This is a class of stochastic optimization problems that engineers are often faced with in a realistic design process of complex systems. Our approach integrates solution methods for reliability-based design optimization (RBDO) with solution methods for deterministic MDO problems. The integration is enabled by the use of a deterministic equivalent formulation and the first order Taylor’s approximation in these RBDO methods. We discuss three specific combinations: the RBDO methods with the multidisciplinary feasibility method, the all-at-once method, and the individual disciplinary feasibility method. Numerical examples are provided to demonstrate the procedure. Anukal Chiralaksanakul is currently a full-time lecturer in the Graduate School of Business Administration at National Institute of Development Administration (NIDA), Bangkok, Thailand.     

Reliability‐based design optimization with equality constraints

Equality constraints have been well studied and widely used in deterministic optimization, but they have rarely been addressed in reliability‐based design optimization (RBDO). The inclusion of an equality constraint in RBDO results in dependency among random variables. Theoretically, one random variable can be substituted in terms of remaining random variables given an equality constraint; and the equality constraint can then be eliminated. However, in practice, eliminating an equality constraint may be difficult or impossible because of complexities such as coupling, recursion, high dimensionality, non‐linearity, implicit formats, and high computational costs. The objective of this work is to develop a methodology to model equality constraints and a numerical procedure to solve a RBDO problem with equality constraints. Equality constraints are classified into demand‐based type and physics‐based type. A sequential optimization and reliability analysis strategy is used to solve RBDO with physics‐based equality constraints. The first‐order reliability method is employed for reliability analysis. The proposed method is illustrated by a mathematical example and a two‐member frame design problem. Copyright © 2007 John Wiley & Sons, Ltd.     

Reliability-based design optimization with frequency constraints using a new safest point approach

In the reliability-based design optimization (RBDO) model, the mean values of uncertain 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, an RBDO solution that reduces the structural weight in non-critical regions provides not only an improved design, but also a higher level of confidence in the design. Solving such nested optimization problems is extremely expensive for large-scale multidisciplinary systems that are likewise computationally intensive. This article focuses on the study of a particular problem representing the failure mode of structural vibration analysis. A new method is proposed, called safest point, that can efficiently give the reliability-based optimum solution under frequency constraints, and then several probability distributions are developed, which are mathematically nonlinear functions, for the proposed method. Finally, the efficiency of the extended approach is demonstrated for probability distributions such as log-normal and uniform distributions, and its applicability to the design of structures undergoing fluid–structure interaction phenomena, especially the design process of aeroelastic structures, is also demonstrated.     

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.     

An inverse reliability analysis method for reliability-based design optimization with random and dependent interval variables constrained within ellipsoids

In practical design problems, interval variables exist. Many existing methods can handle only independent interval variables. Some interval variables, however, are dependent. In this work, dependent interval variables constrained within a multi-ellipsoid convex set are considered and incorporated into reliability-based design optimization (RBDO). An efficient RBDO method is proposed by employing the sequential single-loop procedure, which separates the coupled reliability analysis procedure from the deterministic optimization procedure. In the reliability analysis procedure, a single-loop optimization for the inverse reliability analysis is performed, and an efficient inverse reliability analysis method for searching for the worst-case most probable point (WMPP) is developed. The search method contains two stages. The first stage deals the situation where the WMPP is on the boundary of the feasible region, while the second stage accommodates the situation where the WMPP is inside the feasible region by interpolation. Three examples are used for a demonstration.     

A system methodology for optimization design of the structural crashworthiness of a vehicle subjected to a high-speed frontal crash

The structural crashworthiness design of vehicles has become an important research direction to ensure the safety of the occupants. To effectively improve the structural safety of a vehicle in a frontal crash, a system methodology is presented in this study. The surrogate model of Online support vector regression (Online-SVR) is adopted to approximate crashworthiness criteria and different kernel functions are selected to enhance the accuracy of the model. The Online-SVR model is demonstrated to have the advantages of solving highly nonlinear problems and saving training costs, and can effectively be applied for vehicle structural crashworthiness design. By combining the non-dominated sorting genetic algorithm II and Monte Carlo simulation, both deterministic optimization and reliability-based design optimization (RBDO) are conducted. The optimization solutions are further validated by finite element analysis, which shows the effectiveness of the RBDO solution in the structural crashworthiness design process. The results demonstrate the advantages of using RBDO, resulting in not only increased energy absorption and decreased structural weight from a baseline design, but also a significant improvement in the reliability of the design.     

Reliability-based design optimization using a moment method and a kriging metamodel

Reliability-based design optimization (RBDO) has been used for optimizing engineering systems with uncertainties in design variables and system parameters. RBDO involves reliability analysis, which requires a large amount of computational effort, so it is important to select an efficient method for reliability analysis. Of the many methods for reliability analysis, a moment method, which is called the fourth moment method, is known to be less expensive for moderate size problems and requires neither iteration nor the computation of derivatives. Despite these advantages, previous research on RBDO has been mainly based on the first-order reliability method and relatively little attention has been paid to moment-based RBDO. This article considers difficulties in implementing the moment method into RBDO; they are solved using a kriging metamodel with an active constraint strategy. Three numerical examples are tested and the results show that the proposed method is efficient and accurate.     

Reliability based design optimization using response surfaces in application to multidisciplinary systems

Traditionally, reliability based design optimization (RBDO) is formulated as a nested optimization problem. For these problems the objective is to minimize a cost function while satisfying the reliability constraints. The reliability constraints are usually formulated as constraints on the probability of failure corresponding to each of the failure modes or a single constraint on the system probability of failure. The probability of failure is usually estimated by performing a reliability analysis. The difficulty in evaluating reliability constraints comes from the fact that modern reliability analysis methods are themselves formulated as an optimization problem. Solving such nested optimization problems is extremely expensive for large scale multidisciplinary systems which are likewise computationally intensive. In this research, a framework for performing reliability based multidisciplinary design optimization using approximations is developed. Response surface approximations (RSA) of the limit state functions are used to estimate the probability of failure. An outer loop is incorporated to ensure that the approximate RBDO converges to the actual most probable point of failure. The framework is compared with the exact RBDO procedure. In the proposed methodology, RSAs are employed to significantly reduce the computational expense associated with traditional RBDO. The proposed approach is implemented in application to multidisciplinary test problems, and the computational savings and benefits are discussed.     

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.     

A multiple-design-point approach for reliability-based design optimization

The application of design-point-based reliability-based design optimization (RBDO) methods is hindered by the challenge of multiple-design-point problems. In this article, to improve the commonality of design-point-based RBDO methods, a novel multiple-design-point (MDP) approach is developed. The MDP approach uses the trace of the design points from consequent reliability analysis iterations to identify whether there are multiple design points, then all of the design points are used to calculate shifting vectors for the sequential optimization and reliability assessment method, and the corresponding probabilistic constraints are moved to the feasible region along these multiple shifting vectors at the same time. With multiple shifted probabilistic constraints, the design feasibility associated with this probabilistic constraint will be satisfied. Two mathematical examples, a speed reducer design and a honeycomb crashworthiness design, are presented to validate the effectiveness of the MDP method. The results show that the MDP approach is effective for handling multiple-design-point problems.     

Reliability-based design optimization of knuckle component using conservative method of moving least squares meta-models

This paper discusses reliability-based design optimization (RBDO) of an automotive knuckle component under bump and brake loading conditions. The probabilistic design problem is to minimize the weight of a knuckle component subject to stresses, deformations, and frequency constraints in order to meet the given target reliability. The initial design is generated based on an actual vehicle specification. The finite element analysis is conducted using ABAQUS, and the probabilistic optimal solutions are obtained via the moving least squares method (MLSM) in the context of approximate optimization. For the meta-modeling of inequality constraint functions, a constraint-feasible moving least squares method (CF-MLSM) is used in the present study. The method of CF-MLSM based RBDO has been shown to not only ensure constraint feasibility in a case where the meta-model-based RBDO process is employed, but also to require low expense, as compared with both conventional MLSM and non-approximate RBDO methods.     

An uncertain multidisciplinary design optimization method using interval convex models

This article proposes an uncertain multi-objective multidisciplinary design optimization methodology, which employs the interval model to represent the uncertainties of uncertain-but-bounded parameters. The interval number programming method is applied to transform each uncertain objective function into two deterministic objective functions, and a satisfaction degree of intervals is used to convert both the uncertain inequality and equality constraints to deterministic inequality constraints. In doing so, an unconstrained deterministic optimization problem will be constructed in association with the penalty function method. The design will be finally formulated as a nested three-loop optimization, a class of highly challenging problems in the area of engineering design optimization. An advanced hierarchical optimization scheme is developed to solve the proposed optimization problem based on the multidisciplinary feasible strategy, which is a well-studied method able to reduce the dimensions of multidisciplinary design optimization problems by using the design variables as independent optimization variables. In the hierarchical optimization system, the non-dominated sorting genetic algorithm II, sequential quadratic programming method and Gauss–Seidel iterative approach are applied to the outer, middle and inner loops of the optimization problem, respectively. Typical numerical examples are used to demonstrate the effectiveness of the proposed methodology.     

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.     

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.     

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.     

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.