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 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.

     

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.

     

Chaos control of performance measure approach for evaluation of probabilistic constraints

Performance measure approach (PMA) is a recently proposed method for evaluation of probabilistic constraints in reliability-based design optimization of structure. The advanced mean-value (AMV) method is well suitable for PMA due to its simplicity and efficiency. However, when the AMV iterative scheme is applied to search for the minimum performance target point for some nonlinear performance functions, the iterative sequences could fall into the periodic oscillation and even chaos. In the present paper, the phenomena of numerical instabilities of AMV iterative solutions are illustrated firstly. And the chaotic dynamics analysis on the iterative procedure of AMV method is performed. Then, the stability transformation method of chaos feedback control is suggested for the convergence control of AMV procedure in the parameter interval in which the iterative scheme fails. Numerical results of several nonlinear performance functions demonstrate that the control of periodic oscillation, bifurcation and chaos for AMV iterative procedure is achieved, and the stable convergence solutions are obtained.     

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.     

A direct decoupling approach for efficient reliability-based design optimization

This paper develops an efficient methodology to perform reliability-based design optimization (RBDO) by decoupling the optimization and reliability analysis iterations that are nested in traditional formulations. This is achieved by approximating the reliability constraints based on the reliability analysis results. The proposed approach does not use inverse first-order reliability analysis as other existing decoupled approaches, but uses direct reliability analysis. This strategy allows a modular approach and the use of more accurate methods, including Monte-Carlo-simulation (MCS)-based methods for highly nonlinear reliability constraints where first-order reliability approximation may not be accurate. The use of simulation-based methods also enables system-level reliability estimates to be included in the RBDO formulation. The efficiency of the proposed RBDO approach is further improved by identifying the potentially active reliability constraints at the beginning of each reliability analysis. A vehicle side impact problem is used to examine the proposed method, and the results show the usefulness of the proposed method.     

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.     

A new directional stability transformation method of chaos control for first order reliability analysis

The HL-RF iterative algorithm of the first order reliability method (FORM) is popularly applied to evaluate reliability index in structural reliability analysis and reliability-based design optimization. However, it sometimes suffers from non-convergence problems, such as bifurcation, periodic oscillation, and chaos for nonlinear limit state functions. This paper derives the formulation of the Lyapunov exponents for the HL-RF iterative algorithm in order to identify these complicated numerical instability phenomena of discrete chaotic dynamic systems. Moreover, the essential cause of low efficiency for the stability transform method (STM) of convergence control of FORM is revealed. Then, a novel method, directional stability transformation method (DSTM), is proposed to reduce the number of function evaluations of original STM as a chaos feedback control approach. The efficiency and convergence of different reliability evaluation methods, including the HL-RF algorithm, STM and DSTM, are analyzed and compared by several numerical examples. It is indicated that the proposed DSTM method is versatile, efficient and robust, and the bifurcation, periodic oscillation, and chaos of FORM is controlled effectively.     

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.     

Inverse analysis method using MPP-based dimension reduction for reliability-based design optimization of nonlinear and multi-dimensional systems

There are two commonly used analytical reliability analysis methods: linear approximation - first-order reliability method (FORM), and quadratic approximation - second-order reliability method (SORM), of the performance function. The reliability analysis using FORM could be acceptable in accuracy for mildly nonlinear performance functions, whereas the reliability analysis using SORM may be necessary for accuracy of nonlinear and multi-dimensional performance functions. Even though the reliability analysis using SORM may be accurate, it is not as much used for probability of failure calculation since SORM requires the second-order sensitivities. Moreover, the SORM-based inverse reliability analysis is rather difficult to develop.This paper proposes an inverse reliability analysis method that can be used to obtain accurate probability of failure calculation without requiring the second-order sensitivities for reliability-based design optimization (RBDO) of nonlinear and multi-dimensional systems. For the inverse reliability analysis, the most probable point (MPP)-based dimension reduction method (DRM) is developed. Since the FORM-based reliability index (β) is inaccurate for the MPP search of the nonlinear performance function, a three-step computational procedure is proposed to improve accuracy of the inverse reliability analysis: probability of failure calculation using constraint shift, reliability index update, and MPP update. Using the three steps, a new DRM-based MPP is obtained, which estimates the probability of failure of the performance function more accurately than FORM and more efficiently than SORM. The DRM-based MPP is then used for the next design iteration of RBDO to obtain an accurate optimum design even for nonlinear and/or multi-dimensional system. Since the DRM-based RBDO requires more function evaluations, the enriched performance measure approach (PMA+) with new tolerances for constraint activeness and reduced rotation matrix is used to reduce the number of function evaluations.     

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.     

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.     

Optimisation of tensile membrane structures under uncertain wind loads using PCE and kriging based metamodels

Tensile membrane structures (TMS) are light-weight flexible structures that are designed to span long distances with structural efficiency. The stability of a TMS is jeopardised under heavy wind forces due to its inherent flexibility and inability to carry out-of-plane moment and shear. A stable TMS under uncertain wind loads (without any tearing failure) can only be achieved by a proper choice of the initial prestress. In this work, a double-loop reliability-based design optimisation (RBDO) of TMS under uncertain wind load is proposed. Using a sequential polynomial chaos expansion (PCE) and kriging based metamodel, this RBDO reduces the cost of inner-loop reliability analysis involving an intensive finite element solver. The proposed general approach is applied to the RBDO of two benchmark TMS and its computational efficiency is demonstrated through these case studies. The method developed here is suggested for RBDO of large and complex engineering systems requiring costly numerical solution.     

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.     

一种结合混沌和逃逸的自适应粒子群优化方法

考虑到粒子群早熟收敛现象,提出了一种基于逃逸和混沌的自适应粒子群优化算法。该算法引入一个新的惯性系数来改进原有的速度更新公式,并在粒子陷入早熟之后,调整相应的速度参数。同时,选取适应度最差的10%的粒子,利用混沌的方法对它们的位置进行更新,并且格栅化。产生了充分多的点,使粒子群跳出了当前的局部最优并获得更优的群体最优值。数值仿真表明,该算法粒子群能有效地跳出局部极值,获得精度更高的优化值。     

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.     

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.     

A general RBDO decoupling approach for different reliability analysis methods

There are available in the literature several papers on the development of methods to decouple the reliability analysis and the structural optimization to solve RBDO problems. Most of them focused on strategies that employ the First Order Reliability Method (FORM) to approximate the reliability constraints. Despite of all these developments, one limitation prevailed: the lack of accuracy in the approximation of the reliability constraints due to the use of FORM. Thus, in this paper, a novel approach for RBDO is presented in order to overcome such a limitation. In this approach, we use the concept of shifting vectors, originally developed in the context of the Sequential Optimization and Reliability Assessment (SORA). However, the shifting vectors are found and updated based on a novel strategy. The resulting framework is able to use any technique for the reliability analysis stage, such as Monte Carlo simulation, second order reliability methods, stochastic polynomials, among others. Thus, the proposed approach overcomes the aforementioned limitation of most of RBDO decoupling techniques, which required the use of FORM for reliability analysis. Several examples are analyzed in order to show the effectiveness of the methodology. Focus is given on examples that are poorly solved or even cannot be tackled by FORM based approaches, such as highly nonlinear limit state functions comprised by a maximum operator or problems with discrete random variables. It should be remarked that the proposed approach was not developed to be more computationally efficient than RBDO decoupling strategies based FORM, but to allow the utilization of any, including more accurate, reliability analysis method.     

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.     

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.