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...     

A sequential approximate programming strategy for reliability-based structural optimization

Although reliability-based structural optimization (RBSO) is recognized as a rational structural design philosophy that is more advantageous to deterministic optimization, most common RBSO is based on straightforward two-level approach connecting algorithms of reliability calculation and that of design optimization. This is achieved usually with an outer loop for optimization of design variables and an inner loop for reliability analysis. A number of algorithms have been proposed to reduce the computational cost of such optimizations, such as performance measure approach, semi-infinite programming, and mono-level approach. Herein the sequential approximate programming approach, which is well known in structural optimization, is extended as an efficient methodology to solve RBSO problems. In this approach, the optimum design is obtained by solving a sequence of sub-programming problems that usually consist of an approximate objective function subjected to a set of approximate constraint functions. In each sub-programming, rather than direct Taylor expansion of reliability constraints, a new formulation is introduced for approximate reliability constraints at the current design point and its linearization. The approximate reliability index and its sensitivity are obtained from a recurrence formula based on the optimality conditions for the most probable failure point (MPP). It is shown that the approximate MPP, a key component of RBSO problems, is concurrently improved during each sub-programming solution step. Through analytical models and comparative studies over complex examples, it is illustrated that our approach is efficient and that a linearized reliability index is a good approximation of the accurate reliability index. These unique features and the concurrent convergence of design optimization and reliability calculation are demonstrated with several numerical examples.     

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.     

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.     

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...     

Sequential approximate reliability-based design optimization for structures with multimodal random variables

Structural and Multidisciplinary Optimization - For practical engineering design problems, random variables tend to follow multimodal probability distributions when working at multiple operating...     

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.     

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.     

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.     

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...     

An interior-point sequential approximate optimization methodology

The use of optimization in a simulation-based design environment has become a common trend in industry today. Computer simulation tools are commonplace in many engineering disciplines, providing the designers with tools to evaluate a designs performance without building a physical prototype. This has triggered the development of optimization techniques suitable for dealing with such simulations. One of these approaches is known as sequential approximate optimization. In sequential approximate minimization a sequence of optimizations are performed over local response surface approximations of the system. This paper details the development of an interior-point approach for trust-region-managed sequential approximate optimization. The interior-point approach will ensure that approximate feasibility is maintained throughout the optimization process. This facilitates the delivery of a usable design at each iteration when subject to reduced design cycle time constraints. In order to deal with infeasible starting points, homotopy methods are used to relax constraints and push designs toward feasibility. Results of application studies are presented, illustrating the applicability of the proposed algorithm.     

An efficient multi-objective optimization method for black-box functions using sequential approximate technique

Multi-objective optimization problems in practical engineering usually involve expensive black-box functions. How to reduce the number of function evaluations at a good approximation of Pareto frontier has been a crucial issue. To this aim, an efficient multi-objective optimization method based on a sequential approximate technique is suggested in this paper. In each iteration, according to the prediction of radial basis function with a micro multi-objective genetic algorithm, an extended trust region updating strategy is adopted to adjust the design region, a sample inheriting strategy is presented to reduce the number of new function evaluations, and then a local-densifying strategy is proposed to improve the accuracy of approximations in concerned regions. At the end of each iteration, the obtained actual Pareto optimal points are stored in an external archive and are updated as the iteration process. The effect of the present method is demonstrated by eight test functions. Finally, it is employed to perform the structure optimization of a vehicle door.     

An efficient variable screening method for effective surrogate models for reliability-based design optimization

In the reliability-based design optimization (RBDO) process, surrogate models are frequently used to reduce the number of simulations because analysis of a simulation model takes a great deal of computational time. On the other hand, to obtain accurate surrogate models, we have to limit the dimension of the RBDO problem and thus mitigate the curse of dimensionality. Therefore, it is desirable to develop an efficient and effective variable screening method for reduction of the dimension of the RBDO problem. In this paper, requirements of the variable screening method for deterministic design optimization (DDO) and RBDO are compared, and it is found that output variance is critical for identifying important variables in the RBDO process. An efficient approximation method based on the univariate dimension reduction method (DRM) is proposed to calculate output variance efficiently. For variable screening, the variables that induce larger output variances are selected as important variables. To determine important variables, hypothesis testing is used in this paper so that possible errors are contained in a user-specified error level. Also, an appropriate number of samples is proposed for calculating the output variance. Moreover, a quadratic interpolation method is studied in detail to calculate output variance efficiently. Using numerical examples, performance of the proposed method is verified. It is shown that the proposed method finds important variables efficiently and effectively     

Experience with approximate reliability-based optimization methods

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

An 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.     

An efficient method for reliability-based design optimization of nonlinear inelastic steel space frames

This paper proposes an effective numerical procedure for reliability-based design optimization (RBDO) of nonlinear inelastic steel frames by integrating a harmony search technique (HS) for optimization and a robust method for failure probability analysis. The practical advanced analysis using the beam-column approach is used for capturing the nonlinear inelastic behaviors of frames, while a detail implement of HS for discrete optimization of steel frames is introduced. The failure probability of structures is evaluated by using the combination of the improved Latin Hypercube (IHS) and a new effective importance sampling (EIS). The efficiency and accuracy of the proposed procedure are demonstrated through three mathematical examples and five steel frames. The results obtained in this paper prove that the proposed procedure is computationally efficient and can be applied in practical design. Furthermore, it is shown that the use of nonlinear inelastic analysis in the optimization of steel frames yields more realistic results.     

Framework for sequential approximate optimization

An object-oriented framework for sequential approximate optimization (SAO) is proposed. The framework aims to provide an open environment for the specification and implementation of SAO strategies. The framework is based on the Python programming language and contains a toolbox of Python classes, methods, and interfaces to external software. The framework distinguishes modules related to the optimization problem, the SAO sequence, and the numerical routines used in the SAO approach. The problem-related modules specify the optimization problem, including the simulation model for the evaluation of the objective function and constraints. The sequence-related modules specify the sequence of SAO steps. The routine-related modules represent numerical routines used in the SAO steps as black-box functions with predefined input and output, e.g., from external software libraries. The framework enables the user to (re-) specify or extend the SAO dependent modules, which is generally impossible in most available SAO implementations. This is highly advantageous since many SAO approaches are application-domain specific due to the type of approximation functions used. A ten-bar truss design problem with fixed loads as well as uncertain loads is used as an illustration and demonstrates the flexibility of the framework.     

An adaptive hybrid single-loop method for reliability-based design optimization using iterative control strategy

Single-loop approach (SLA) is one of the most promising methods for solving linear and weakly nonlinear reliability-based design optimization (RBDO) problems. However, since SLA locates the current approximate most probable point (MPP) by using the gradient information of the previous one to reduce the computational cost, it may lead to inaccuracy when the nonlinearity of probabilistic constraints becomes relatively high. To overcome this limitation, a new adaptive hybrid single-loop method (AH-SLM) that can automatically choose to search for the approximate MPP or accurate MPP is proposed in this paper. Moreover, to get the accurate MPP more efficiently and alleviate the oscillation in the search process, an iterative control strategy (ICS) with two iterative control criteria is developed. In each iterative step, the KKT-condition of performance measure approach (PMA) is introduced to check the validity of the approximate MPP. If the approximate MPP is infeasible, ICS will be further carried out to search for the accurate MPP. The two iterative control criteria are used to update the oscillation control step length, then ICS can converge fast for both weakly and highly nonlinear performance functions. Besides, numerical examples are presented to verify the efficiency and robustness of our proposed method.