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.     

Sampling-based RBDO using the stochastic sensitivity analysis and Dynamic Kriging method

This paper presents a sampling-based RBDO method using surrogate models. The Dynamic Kriging (D-Kriging) method is used for surrogate models, and a stochastic sensitivity analysis is introduced to compute the sensitivities of probabilistic constraints with respect to independent or correlated random variables. For the sampling-based RBDO, which requires Monte Carlo simulation (MCS) to evaluate the probabilistic constraints and stochastic sensitivities, this paper proposes new efficiency and accuracy strategies such as a hyper-spherical local window for surrogate model generation, sample reuse, local window enlargement, filtering of constraints, and an adaptive initial point for the pattern search. To further improve computational efficiency of the sampling-based RBDO method for large-scale engineering problems, parallel computing is proposed as well. Once the D-Kriging accurately approximates the responses, there is no further approximation in the estimation of the probabilistic constraints and stochastic sensitivities, and thus the sampling-based RBDO can yield very accurate optimum design. In addition, newly proposed efficiency strategies as well as parallel computing help find the optimum design very efficiently. Numerical examples verify that the proposed sampling-based RBDO can find the optimum design more accurately than some existing methods. Also, the proposed method can find the optimum design more efficiently than some existing methods for low dimensional problems, and as efficient as some existing methods for high dimensional problems when the parallel computing is utilized.     

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.     

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.     

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.     

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 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.     

动态分级的并行约束优化进化算法

提出一种动态分级的并行进化算法用于求解约束优化问题。该算法首先利用佳点集方法初始化种群。在进化过程中,将种群个体分为两个子种群,分别用于全局和局部搜索,并根据不同的搜索阶段动态调整各种级别中并行变量的数目。标准测试问题的实验结果表明了该算法的可行性和有效性。     

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.

     

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 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.     

A decoupling approach for evidence-theory-based reliability design optimization

For the problem of evidence-theory-based reliability design optimization (EBDO), this paper presents a decoupling approach which provides an effective tool for the reliability design of some complex structures with epistemic uncertainty. The approach converts the original nested optimization into a sequential iterative process including design optimization and reliability analysis. In each iteration step, through the uniformity algorithm, the original EBDO is firstly transformed to a conventional reliability-based design optimization (RBDO) and an optimal solution is obtained by solving it. At the solution, the first-order approximate reliability analysis method (FARM) is then used to perform the evidence-theory-based reliability analysis for each constraint. In addition, the RBDO solving and the evidence-theory-based reliability analysis are carried out alternately until reaching the convergence. Finally, two numerical examples and a practical engineering application show the effectiveness of the proposed method.     

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 optimal shifting vector approach for efficient probabilistic design

The application of reliability-based design optimization (RBDO) is hindered by the unbearable computational cost in the structure reliability evaluating process. This study proposes an optimal shifting vector (OSV) approach to enhance the efficiency of RBDO. In OSV, the idea of using an optimal shifting vector in the decoupled method and the notation of conducting reliability analysis in the super-sphere design space are proposed. The shifted limit state function, instead of the specific performance function, is used to identify the inverse most probable point (IMPP) and derive the optimal shifting vector for accelerating the optimization process. The super-sphere design space is applied to reduce the number of constraints and design variables for the novel reliability analysis model. OSV is very efficient for highly nonlinear problems, especially when the contour lines of the performance functions vary widely. The computation capability of the proposed method is demonstrated and compared to existing RBDO methods using four mathematical and engineering examples. The comparison results show that the proposed OSV approach is very efficient.     

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.     

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.     

一种改进的约束优化差分进化算法

提出一种改进的差分进化算法用于求解约束优化问题.该算法在处理约束时不引入惩罚因子,使约束处理问题简单化.利用佳点集方法初始化个体以维持种群的多样性.结合差分进化算法两种不同变异策略的特点,对可行个体与不可行个体分别采用DE/best/1变异策略和DE/rand/1策略,以提高算法的全局收敛性能和收敛速率.用几个标准的Benchmark问题进行了测试,实验结果表明该算法是一种求解约束优化问题的有效方法.     

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.     

Differential evolution based on ε-domination and orthogonal design method for power environmentally-friendly dispatch

This paper proposes a differential evolution algorithm based on ε-domination and orthogonal design method (ε-ODEMO) to solve power dispatch problem considering environment protection and saving energy. Besides the operation costs of thermal power plant, contaminative gas emission is also optimized as an objective. In the proposed algorithm, ε-dominance is adopted to make genetic algorithm obtain a good distribution of Pareto-optimal solutions in a small computational time, and the orthogonal design method can generate an initial population of points that are scattered uniformly over the feasible solution space, these modify the differential evolution algorithm (DE) to make it suit for multi-objective optimization (MOO) problems and improve its performance. A test hydrothermal system is used to verify the feasibility and effectiveness of the proposed method. Compared with other methods, the results obtained demonstrate the effectiveness of the proposed algorithm for solving the power environmentally-friendly dispatch problem.