Convergence control of single loop approach for reliability-based design optimization

For solution of reliability-based design optimization (RBDO) problems, single loop approach (SLA) shows high efficiency. Thus SLA is extensively used in RBDO. However, the iteration solution procedure by SLA is often oscillatory and non-convergent for RBDO with nonlinear performance function. This prevents the application of SLA to engineering design problems. In this paper, the chaotic single loop approach (CLSA) is proposed to achieve the convergence control of original iterative algorithm in SLA. The modification involves automated selection of the chaos control factor by solving a novel one-dimensional optimization model. Additionally, a new oscillation-checking method is constructed to detect the oscillation of iterative process of design variables. The computational capability of CLSA is demonstrated through five benchmark examples and one stiffened shell application. The comparison of numerical results indicates that CSLA is more efficient than the double loop approach and the decoupled approach. CSLA also solves the RBDO problems with highly nonlinear performance function and non-normal random variables stably.     

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.     

A new method for reliability analysis and reliability-based design optimization

Structural and Multidisciplinary Optimization - We present a novel method for reliability-based design optimization, which is based on the approximation of the safe region in the random space by a...     

Conservative reliability index for epistemic uncertainty in reliability-based design optimization

In this paper, a simple but efficient concept of epistemic reliability index (ERI) is introduced for sampling uncertainty in input random variables under conditions where the input variables are independent Gaussian, and samples are unbiased. The increased uncertainty due to the added epistemic uncertainty requires a higher level of target reliability, which is called the conservative reliability index (CRI). In this paper, it is assumed that CRI can additively be decomposed into the aleatory part (the target reliability index) and the epistemic part (the ERI). It is shown theoretically and numerically that ERI remains same for different designs, which is critically important for computational efficiency in reliability-based design optimization. Novel features of the proposed ERI include: (a) it is unnecessary to have a double-loop uncertainty quantification for handling both aleatory and epistemic uncertainty; (b) the effect of two different sources of uncertainty can be separated so that designers can better understand the optimization outcome; and (c) the ERI needs to be calculated once and remains the same throughout the design process. The proposed method is demonstrated with two analytical and one numerical examples.     

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.     

Response analysis and reliability-based design optimization of structural-acoustic system under evidence theory

Structural and Multidisciplinary Optimization - Evidence theory has a strong ability to deal with epistemic uncertainties whose precise probability distributions cannot be determined according to...     

A probabilistic design system for reliability-based design optimization

A probabilistic design system for reliability-based design optimization problems called ADAPRES_NET is presented in this paper. ADAPRES_NET includes two main features, one of which is the use of an adaptive response surface method by which the probabilistic constraints are replaced with response functions, the other a distributed computing environment by which the computational applications are distributed on a network. The proposed system is presented with an example in which the well-known mechanical part, the connecting rod, is selected. Finally, the evaluation of the probabilistic constraints is also compared with that of the classical reliability methods, and the results indicate the benefit of using ADAPRES_NET.     

Conservative reliability-based design optimization method with insufficient input data

Reliability analysis and reliability-based design optimization (RBDO) require an exact input probabilistic model to obtain accurate probability of failure (PoF) and RBDO optimum design. However, often only limited input data is available to generate the input probabilistic model in practical engineering problems. The insufficient input data induces uncertainty in the input probabilistic model, and this uncertainty forces the PoF to be uncertain. Therefore, it is necessary to consider the PoF to follow a probability distribution. In this paper, the probability of the PoF is obtained with consecutive conditional probabilities of input distribution types and parameters using the Bayesian approach. The approximate conditional probabilities are obtained under reasonable assumptions, and Monte Carlo simulation is applied to calculate the probability of the PoF. The probability of the PoF at a user-specified target PoF is defined as the conservativeness level of the PoF. The conservativeness level, in addition to the target PoF, will be used as a probabilistic constraint in an RBDO process to obtain a conservative optimum design, for limited input data. Thus, the design sensitivity of the conservativeness level is derived to support an efficient optimization process. Using numerical examples, it is demonstrated that the conservativeness level should be involved in RBDO when input data is limited. The accuracy and efficiency of the proposed design sensitivity method is verified. Finally, conservative RBDO optimum designs are obtained using the developed methods for limited input data problems.     

Matrix formulation of reliability analysis and reliability-based design

To further the application of reliability concepts in structural design, considerable improvement is needed in the methods to evaluate structural safety. The exact evaluation of the reliability, or the probability of survival, of structural systems having several statistically inter-dependent failure modes, requires lengthy numerical integration. Commonly used approximations of system reliability are based either on the assumption of probabilistic independence of the mode failure events, or on that of their complete statistical dependence. For large systems, the resulting upper and lower bounds may be widely different, however. In this paper, a matrix formulation of the reliability analysis and reliability-based design of structures is developed. This approach seems necessary if reliability computations are to become practical for full-scale structures. The correlation between failure modes is conservatively accounted for by using a newly developed approximation which incorporates the effect of the dependence between any two modes through the coefficient of correlation between their modal safety margins (i.e. modal resistance minus modal load effect).The paper also outlines a method to design structural systems for minimum weight based on reliability constraint. Its principal feature is that at each stage of the design process a feasible upper bound and an unfeasible lower bound to the minimum weight are generated. One may, at any time, decide to terminate the procedure if these bounds are sufficiently close. Upper and lower bounds can be calculated relatively inexpensively; it involves the selection, from the set of possible failure modes, of a subset of ‘basic’ failure modes. If one selects those modes that actually dominate or govern the design as the basic ones, then close upper and lower bounds will result. Otherwise it is necessary to reassess the decomposition of the modes by choosing a new set of basic failure modes. The entire design procedure can be linded to any existing structural analysis program.The above described method allows safety and performance considerations to enter into design decisions in a quantitative way, and can be used by designers (i) to choose among alternative designs that satisfy all existing code regulations, (ii) to design systems in the absence of formal code regulations, e.g. when new structural systems or materials are introduced, and (iii) to serve as a mechanism for detecting inconsistencies in various existing codes and resolving conflicts between them. Through a feedback process, widespread use of probabilistic design schemes to supplement deterministic code requirements, can lead to relatively rapid improvement of deterministic design codes.     

Threshold shift method for reliability-based design optimization

Structural and Multidisciplinary Optimization - We present a novel approach, referred to as the “threshold shift method” (TSM), for reliability-based design optimization (RBDO). The...     

A new efficient decoupled reliability-based design optimization method with quantiles

Structural and Multidisciplinary Optimization - The problems of reliability-based design optimization (RBDO) can generally be solved by double-loop methods, single-loop methods or decoupled...     

Sequential optimization and reliability assessment for multidisciplinary systems design

With higher reliability and safety requirements, reliability-based design has been increasingly applied in multidisciplinary design optimization (MDO). A direct integration of reliability-based design and MDO may present tremendous implementation and numerical difficulties. In this work, a methodology of sequential optimization and reliability assessment for MDO is proposed to improve the efficiency of reliability-based MDO. The central idea is to decouple the reliability analysis from MDO with sequential cycles of reliability analysis and deterministic MDO. The reliability analysis is based on the first-order reliability method (FORM). In the proposed method, the reliability analysis and the deterministic MDO use two MDO strategies, the multidisciplinary feasible approach and the individual disciplinary feasible approach. The effectiveness of the proposed method is illustrated with two example 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.     

Time-variant reliability-based design optimization using sequential kriging modeling

This paper presents a sequential Kriging modeling approach (SKM) for time-variant reliability-based design optimization (tRBDO) involving stochastic processes. To handle the temporal uncertainty, time-variant limit state functions are transformed into time-independent domain by converting the stochastic processes and time parameter to random variables. Kriging surrogate models are then built and enhanced by a design-driven adaptive sampling scheme to accurately identify potential instantaneous failure events. By generating random realizations of stochastic processes, the time-variant probability of failure is evaluated by the surrogate models in Monte Carlo simulation (MCS). In tRBDO, the first-order score function is employed to estimate the sensitivity of time-variant reliability with respect to design variables. Three case studies are introduced to demonstrate the efficiency and accuracy of the proposed approach.     

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.     

Iterative reliable design space approach for efficient reliability-based design optimization

Engineering with Computers - Reliability-based design optimization has gained much attention in many engineering design problems with the consideration of uncertainties. Nevertheless, the...     

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.     

A reliability-based optimization technique for automatic plastic design

The purpose of this paper is to present a reliability-based computational technique to design optimal plastic structures. In this computation, the correlation between loads and the correlation between plastic moments is accounted for by using a technique which incorporates the effect of the statistical dependence between any two collapse mechanisms. Based on this technique, a computer program was developed which automatically designs optimal plastic structures with up to two hundred collapse mechanisms. Some of the investigation in this paper is concerned also with the sensitivity of the plastic optimal solutions to load and to resistance correlations.     

Novel decoupling method for time-dependent reliability-based design optimization

Structural and Multidisciplinary Optimization - Time-dependent reliability-based design optimization (RBDO) can provide the optimal design parameter solutions for the time-dependent structure, and...