Equivalent target probability of failure to convert high-reliability model to low-reliability model for efficiency of sampling-based RBDO

This study presents a methodology to convert an RBDO problem requiring very high reliability to an RBDO problem requiring relatively low reliability by appropriately increasing the input standard deviations for efficient computation in sampling-based RBDO. First, for linear performance functions with independent normal random inputs, an exact probability of failure is derived in terms of the ratio of the input standard deviation, which is denoted by $\boldsymbol {\delta } $ . Then, the probability of failure estimation is generalized for other types of random inputs and performance functions. For the generalization of the probability of failure estimation, two types of coefficients need to be determined by equating the probability of failure and its sensitivities with respect to the input standard deviation at the given design point. The sensitivities of the probability of failure with respect to the standard deviation are obtained using the first-order score function for the standard deviation. To apply the proposed method to an RBDO problem, a concept of an equivalent target probability of failure, which is an increased target probability of failure corresponding to the increased input standard deviations, is also introduced. Numerical results indicate that the proposed method can estimate the probability of failure accurately as a function of the input standard deviation compared to the Monte Carlo simulation results. As anticipated, the sampling-based RBDO using equivalent target probability of failure helps find the optimum design very efficiently while yielding reasonably accurate optimum design, which is close to the one obtained using the original target probability of failure.     

Sampling-based approach for design optimization in the presence of interval variables

This paper proposes a methodology for sampling-based design optimization in the presence of interval variables. Assuming that an accurate surrogate model is available, the proposed method first searches the worst combination of interval variables for constraints when only interval variables are present or for probabilistic constraints when both interval and random variables are present. Due to the fact that the worst combination of interval variables for probability of failure does not always coincide with that for a performance function, the proposed method directly uses the probability of failure to obtain the worst combination of interval variables when both interval and random variables are present. To calculate sensitivities of the constraints and probabilistic constraints with respect to interval variables by the sampling-based method, behavior of interval variables at the worst case is defined by the Dirac delta function. Then, Monte Carlo simulation is applied to calculate the constraints and probabilistic constraints with the worst combination of interval variables, and their sensitivities. A merit of using an MCS-based approach in the X-space is that it does not require gradients of performance functions and transformation from X-space to U-space for reliability analysis, thus there is no approximation or restriction in calculating sensitivities of constraints or probabilistic constraints. Numerical results indicate that the proposed method can search the worst case probability of failure with both efficiency and accuracy and that it can perform design optimization with mixture of random and interval variables by utilizing the worst case probability of failure search.     

Single-loop system reliability-based topology optimization considering statistical dependence between limit-states

This paper presents a single-loop algorithm for system reliability-based topology optimization (SRBTO) that can account for statistical dependence between multiple limit-states, and its applications to computationally demanding topology optimization (TO) problems. A single-loop reliability-based design optimization (RBDO) algorithm replaces the inner-loop iterations to evaluate probabilistic constraints by a non-iterative approximation. The proposed single-loop SRBTO algorithm accounts for the statistical dependence between the limit-states by using the matrix-based system reliability (MSR) method to compute the system failure probability and its parameter sensitivities. The SRBTO/MSR approach is applicable to general system events including series, parallel, cut-set and link-set systems and provides the gradients of the system failure probability to facilitate gradient-based optimization. In most RBTO applications, probabilistic constraints are evaluated by use of the first-order reliability method for efficiency. In order to improve the accuracy of the reliability calculations for RBDO or RBTO problems with high nonlinearity, we introduce a new single-loop RBDO scheme utilizing the second-order reliability method and implement it to the proposed SRBTO algorithm. Moreover, in order to overcome challenges in applying the proposed algorithm to computationally demanding topology optimization problems, we utilize the multiresolution topology optimization (MTOP) method, which achieves computational efficiency in topology optimization by assigning different levels of resolutions to three meshes representing finite element analysis, design variables and material density distribution respectively. The paper provides numerical examples of two- and three-dimensional topology optimization problems to demonstrate the proposed SRBTO algorithm and its applications. The optimal topologies from deterministic, component and system RBTOs are compared with one another to investigate the impact of optimization schemes on final topologies. Monte Carlo simulations are also performed to verify the accuracy of the failure probabilities computed by the proposed approach.     

Reliability-based design optimization by adaptive-sparse polynomial dimensional decomposition

This paper puts forward two new methods for reliability-based design optimization (RBDO) of complex engineering systems. The methods involve an adaptive-sparse polynomial dimensional decomposition (AS-PDD) of a high-dimensional stochastic response for reliability analysis, a novel integration of AS-PDD and score functions for calculating the sensitivities of the failure probability with respect to design variables, and standard gradient-based optimization algorithms, encompassing a multi-point, single-step design process. The two methods, depending on how the failure probability and its design sensitivities are evaluated, exploit two distinct combinations built on AS-PDD: the AS-PDD-SPA method, entailing the saddlepoint approximation (SPA) and score functions; and the AS-PDD-MCS method, utilizing the embedded Monte Carlo simulation (MCS) of the AS-PDD approximation and score functions. In both methods, the failure probability and its design sensitivities are determined concurrently from a single stochastic simulation or analysis. When applied in collaboration with the multi-point, single-step framework, the proposed methods afford the ability of solving industrial-scale design problems. Numerical results stemming from mathematical functions or elementary engineering problems indicate that the new methods provide more computationally efficient design solutions than existing methods. Furthermore, shape design of a 79-dimensional jet engine bracket was performed, demonstrating the power of the AS-PDD-MCS method developed to tackle practical RBDO problems.     

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.     

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.     

Probabilistic sensitivity analysis for novel second-order reliability method (SORM) using generalized chi-squared distribution

Reliability-based design optimization (RBDO) requires evaluation of sensitivities of probabilistic constraints. To develop RBDO utilizing the recently proposed novel second-order reliability method (SORM) that improves conventional SORM approaches in terms of accuracy, the sensitivities of the probabilistic constraints at the most probable point (MPP) are required. Thus, this study presents sensitivity analysis of the novel SORM at MPP for more accurate RBDO. During analytic derivation in this study, it is assumed that the Hessian matrix does not change due to the small change of design variables. The calculation of the sensitivity based on the analytic derivation requires evaluation of probability density function (PDF) of a linear combination of non-central chi-square variables, which is obtained by utilizing general chi-squared distribution. In terms of accuracy, the proposed probabilistic sensitivity analysis is compared with the finite difference method (FDM) using the Monte Carlo simulation (MCS) through numerical examples. The numerical examples demonstrate that the analytic sensitivity of the novel SORM agrees very well with the sensitivity obtained by FDM using MCS when a performance function is quadratic in U-space and input variables are normally distributed. It is further shown that the proposed sensitivity is accurate enough compared with FDM results even for a higher order performance function.     

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.     

A hybrid sufficient performance measure approach to improve robustness and efficiency of reliability-based design optimization

The stable convergence and efficiency of reliability-based design optimization (RBDO) using performance measure approach (PMA) are the major issue to develop the reliability methods based on modified chaos control (MCC), hybrid chaos control (HCC) and finite-step length adjustment (FSL). However, these methods may be inefficient for RBDO problems with convex and concave probabilistic constraints. In this paper, an adaptive modified chaos control (AMC) is proposed to provide the robust and efficient results in RBDO. The proposed AMC is adjusted using dynamical chaos control factor, which is extracted using sufficient descent condition for PMA. Using sufficient criterion, the proposed AMC is adaptively combined with advanced mean value (AMV) to improve the performance of PMA, named as hybrid adaptive modified chaos control (HAMC). Considering the robustness and efficiency, the proposed HAMC is compared with several existing reliability methods by three nonlinear structural/mathematical performance functions and two RBDO problems. The results indicate that the proposed HAMC with sufficient descent condition provides superior convergences in terms of both robustness and efficiency, compared to existing PMA methods using AMV, MCC, HCC and FSL.

     

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.     

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.     

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.

     

A local adaptive sampling method for reliability-based design optimization using Kriging model

Reliability-based design optimization (RBDO) in practical applications is hindered by its huge computational cost during structure reliability evaluating process. Kriging-model-based RBDO is an effective method to overcome this difficulty. However, the accuracy of Kriging model depends directly on how to select the sample points. In this paper, the local adaptive sampling (LAS) is proposed to enhance the efficiency of constructing Kriging models for RBDO problems. In LAS, after initialization, new samples for probabilistic constraints are mainly selected within the local region around the current design point from each optimization iteration, and in the local sampling region, sample points are first considered to be located on the limit state constraint boundaries. The size of the LAS region is adaptively defined according to the nonlinearity of the performance functions. The computation capability of the proposed method is demonstrated using three mathematical RBDO problems and a honeycomb crash-worthiness design application. The comparison results show that the proposed method is very efficient.     

Improved hybrid method as a robust tool for reliability-based design optimization

In the engineering problems, the randomness and the uncertainties of the distribution of the structural parameters are a crucial problem. In the case of reliability-based design optimization (RBDO), it is the objective to play a dominant role in the structural optimization problem introducing the reliability concept. The RBDO problem is often formulated as a minimization of the initial structural cost under constraints imposed on the values of elemental reliability indices corresponding to various limit states. The classical RBDO leads to high computing time and weak convergence, but a Hybrid Method (HM) has been proposed to overcome these two drawbacks. As the hybrid method successfully reduces the computing time, we can increase the number of variables by introducing the standard deviations as optimization variables to minimize the error values in the probabilistic model. The efficiency of the hybrid method has been demonstrated on static and dynamic cases with extension to the variability of the probabilistic model. In this paper, we propose a modification on the formulation of the hybrid method to improve the optimal solutions. The proposed method is called, Improved Hybrid Method (IHM). The main benefit of this method is to improve the structure performance by much more minimizing the objective function than the hybrid method. It is also shown to demonstrate the optimality conditions. The improved hybrid method is next applied to two numerical examples, with consideration of the standard deviations as optimization variables (for linear and nonlinear distributions). When integrating the improved hybrid method within the probabilistic model variability, we minimize the objective function more and more.     

Reliability-based design optimization for crashworthiness of vehicle side impact

With the advent of powerful computers, vehicle safety issues have recently been addressed using computational methods of vehicle crashworthiness, resulting in reductions in cost and time for new vehicle development. Vehicle design demands multidisciplinary optimization coupled with a computational crashworthiness analysis. However, simulation-based optimization generates deterministic optimum designs, which are frequently pushed to the limits of design constraint boundaries, leaving little or no room for tolerances (uncertainty) in modeling, simulation uncertainties, and/or manufacturing imperfections. Consequently, deterministic optimum designs that are obtained without consideration of uncertainty may result in unreliable designs, indicating the need for Reliability-Based Design Optimization (RBDO).Recent development in RBDO allows evaluations of probabilistic constraints in two alternative ways: using the Reliability Index Approach (RIA) and the Performance Measure Approach (PMA). The PMA using the Hybrid Mean Value (HMV) method is shown to be robust and efficient in the RBDO process, whereas RIA yields instability for some problems. This paper presents an application of PMA and HMV for RBDO for the crashworthiness of a large-scale vehicle side impact. It is shown that the proposed RBDO approach is very effective in obtaining a reliability-based optimum design.     

An efficient RBDO process using adaptive initial point updating method based on sigmoid function

Using Kriging model in the reliability-based design optimization (RBDO) process can reduce the computational cost effectively. However, the constraints in practical problems are often highly nonlinear and black box functions, and the cost of evaluations at design points is very high, such as the finite element analysis (FEA). So building accurate Kriging models will consume a huge amount of computing resources. Moreover, complex constraint functions will lead to the local minimum in the design space, which makes it difficult to get the global optimum. To cope with this problem, an adaptive sampling method based RBDO process (AS-RBDO) is proposed by introducing two new sampling criterions. The first criterion is built based on the support vector machine (SVM) and the sigmoid function. And the second criterion is built based on the improvement of the constraint boundary sampling (CBS) method. With the use of new strategies, AS-RBDO can not only guide the optimization to the global optimal direction, but also update the Kriging model only in the local range that has the greatest impact on the results of RBDO. Thus the unnecessary sampling and evaluations can be avoided effectively. Several examples are selected to test the computation capability of the proposed method. The results show that AS-RBDO can effectively improve the efficiency of the RBDO process.     

A metaheuristic framework for stochastic combinatorial optimization problems based on GPGPU with a case study on the probabilistic traveling salesman problem with deadlines

In this work we propose a general metaheuristic framework for solving stochastic combinatorial optimization problems based on general-purpose computing on graphics processing units (GPGPU). This framework is applied to the probabilistic traveling salesman problem with deadlines (PTSPD) as a case study. Computational studies reveal significant improvements over state-of-the-art methods for the PTSPD. Additionally, our results reveal the huge potential of the proposed framework and sampling-based methods for stochastic combinatorial optimization problems.     

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.     

A self-adaptive modified chaos control method for reliability-based design optimization

In the reliability-based design optimization (RBDO), the Advanced mean value (AMV) method sometimes yields unstable results such as chaotic and periodic solutions for highly nonlinear probabilistic constraints. The chaos control (CC), modified chaos control (MCC) and adaptive chaos control (ACC) methods are more robust than the AMV but inefficient for some moderately nonlinear performance functions. In this paper, a self-adaptive modified chaos control (SMCC) method is developed based on a dynamical control factor to improve the efficiency of MCC for reliability analysis and RBDO. The self-adaptive control factor is dynamically computed based on the new and previous results. The efficiency and robustness of the proposed SMCC are compared with the AMV, CC, MCC and ACC methods using several nonlinear structural/mathematical performance functions and RBDO problems. The results illustrate that the SMCC is more efficient than CC, MCC, and ACC methods, and also more robust than AMV method for highly nonlinear problems.     

Quantile-based optimization under uncertainties using adaptive Kriging surrogate models

Uncertainties are inherent to real-world systems. Taking them into account is crucial in industrial design problems and this might be achieved through reliability-based design optimization (RBDO) techniques. In this paper, we propose a quantile-based approach to solve RBDO problems. We first transform the safety constraints usually formulated as admissible probabilities of failure into constraints on quantiles of the performance criteria. In this formulation, the quantile level controls the degree of conservatism of the design. Starting with the premise that industrial applications often involve high-fidelity and time-consuming computational models, the proposed approach makes use of Kriging surrogate models (a.k.a. Gaussian process modeling). Thanks to the Kriging variance (a measure of the local accuracy of the surrogate), we derive a procedure with two stages of enrichment of the design of computer experiments (DoE) used to construct the surrogate model. The first stage globally reduces the Kriging epistemic uncertainty and adds points in the vicinity of the limit-state surfaces describing the system performance to be attained. The second stage locally checks, and if necessary, improves the accuracy of the quantiles estimated along the optimization iterations. Applications to three analytical examples and to the optimal design of a car body subsystem (minimal mass under mechanical safety constraints) show the accuracy and the remarkable efficiency brought by the proposed procedure.