Comparison study between probabilistic and possibilistic methods for problems under a lack of correlated input statistical information

In most industrial applications, only limited statistical information is available to describe the input uncertainty model due to expensive experimental testing costs. It would be unreliable to use the estimated input uncertainty model obtained from insufficient data for the design optimization. Furthermore, when input variables are correlated, we would obtain non-optimum design if we assume that they are independent. In this paper, two methods for problems with a lack of input statistical information—possibility-based design optimization (PBDO) and reliability-based design optimization (RBDO) with confidence level on the input model—are compared using mathematical examples and an Abrams M1A1 tank roadarm example. The comparison study shows that PBDO could provide an unreliable optimum design when the number of samples is very small. In addition, PBDO provides an optimum design that is too conservative when the number of samples is relatively large. Furthermore, the obtained PBDO designs do not converge to the optimum design obtained using the true input distribution as the number of samples increases. On the other hand, RBDO with confidence level on the input model provides a conservative and reliable optimum design in a stable manner. The obtained RBDO designs converge to the optimum design obtained using the true input distribution as the number of samples increases.     

Projection-based two-phase minimum and maximum length scale control in topology optimization

The objective of this paper is a tradeoff between changing design and controlling sampling uncertainty in reliability-based design optimization (RBDO). The former is referred to as ‘living with uncertainty’, while the latter is called ‘shaping uncertainty’. In RBDO, a conservative estimate of the failure probability is defined using the mean and the upper confidence limit, which are obtained from samples and from the normality assumption. Then, the sensitivity of the conservative probability of failure is derived with respect to design variables as well as the number of samples. It is shown that the proposed sensitivity is much more accurate than that of the finite difference method and close to the analytical sensitivity. A simple RBDO example showed that once the design variables reach near the optimum point, the number of samples is adjusted to satisfy the conservative reliability constraints. This example showed that not only shifting design but also shaping uncertainty plays a critical role in the optimization process.     

Extensions of design potential concept for reliability-based design optimization to nonsmooth and extreme cases

The reliability-based design optimization (RBDO) can be described by the design potential concept in a unified system space, where the probabilistic constraint is identified by the design potential surface of the reliability target that is obtained analytically from the first-order reliability method (FORM). This paper extends the design potential concept to treat nonsmooth probabilistic constraints and extreme case design in RBDO. In addition, refinement of the design potential surface, which yields better optimum design, can be obtained using more accurate second-order reliability method (SORM). By integrating performance probability analysis into the iterative design optimization process, the design potential concept leads to a very effective design potential method (DPM) for robust system parameter design. It can also be applied effectively to extreme case design (ECD) by directly representing a probabilistic constraint in terms of the system performance function. Received July 25, 2000     

Reliability-based design optimization of wind turbine drivetrain with integrated multibody gear dynamics simulation considering wind load uncertainty

This study aims to develop an integrated computational framework for the reliability-based design optimization (RBDO) of wind turbine drivetrains to assure the target reliability under wind load and gear manufacturing uncertainties. Gears in wind turbine drivetrains are subjected to severe cyclic loading due to highly variable wind loads that are stochastic in nature. Thus, the failure rate of drivetrain systems is reported to be higher than the other wind turbine components, and improving drivetrain reliability is critically important in reducing downtime caused by gear failures. In the numerical procedure developed in this study, a wide spatiotemporal variability for wind loads is considered using 249 sets of wind data to evaluate probabilistic contact fatigue life in the sampling-based RBDO. To account for wind load uncertainty in evaluation of the tooth contact fatigue, multiple drivetrain dynamics simulations need to be run under various wind load scenarios in the RBDO process. For this reason, a numerical procedure based on the multivariable tabular contact search algorithm is applied to the modeling of wind turbine drivetrains to reduce the overall computational time while retaining the precise contact geometry required for considering the gear tooth profile optimization. An integrated computational framework for the wind turbine drivetrain RBDO is then developed by incorporating the wind load uncertainty, the rotor blade aerodynamics model, the drivetrain dynamics model, and the probabilistic contact fatigue failure model. It is demonstrated that the RBDO optimum for a 750 kW wind turbine drivetrain obtained using the procedure developed in this study can achieve the target 97.725% reliability (2 sigma quality level) with only a 1.4% increase in the total weight from the baseline design, which had a reliability of 8.3%. Furthermore, it is shown that the tooth profile optimization, tip relief introduced as a design variable, prevents a large increase of the face width that would result in a large increase in the weight (cost) of the drivetrain in order to satisfy the target reliability against the tooth contact fatigue failure.     

Reliability-based design optimization with confidence level under input model uncertainty due to limited test data

For obtaining a correct reliability-based optimum design, the input statistical model, which includes marginal and joint distributions of input random variables, needs to be accurately estimated. However, in most engineering applications, only limited data on input variables are available due to expensive testing costs. The input statistical model estimated from the insufficient data will be inaccurate, which leads to an unreliable optimum design. In this paper, reliability-based design optimization (RBDO) with the confidence level for input normal random variables is proposed to offset the inaccurate estimation of the input statistical model by using adjusted standard deviation and correlation coefficient that include the effect of inaccurate estimation of mean, standard deviation, and correlation coefficient.     

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.     

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.     

Model uncertainty approximation using a copula-based approach for reliability based design optimization

Reliability-based design optimization (RBDO) has been widely used to design engineering products with minimum cost function while meeting reliability constraints. Although uncertainties, such as aleatory uncertainty and epistemic uncertainty, have been well considered in RBDO, they are mainly considered for model input parameters. Model uncertainty, i.e., the uncertainty of model bias indicating the inherent model inadequacy for representing the real physical system, is typically overlooked in RBDO. This paper addresses model uncertainty approximation in a product design space and further integrates the model uncertainty into RBDO. In particular, a copula-based bias modeling approach is proposed and results are demonstrated by two vehicle design problems.     

Reliability-based and deterministic design optimization of a FSAE brake pedal: a risk allocation analysis

While probabilistic designs can translate into significant weight savings through better risk allocation, deterministic design optimization remains widely used in industry. To promote the use of probabilistic designs among engineering students and practitioners, this work solves reliability based design optimization (RBDO) and deterministic design optimization (DDO) models of a FSAE brake pedal with multiple failure modes (stress and buckling) with their relative performance evaluated through a risk allocation analysis. The problems of interest were systematically solved through the following steps: i) topology optimization to specify the brake-pedal shape, ii) numerical 3D brake-pedal modeling under uncertainty for stress and buckling analysis, iii) mass (M), maximum von Mises stress (S_max) and buckling load factor (f_buck) surrogate modeling, iv) global sensitivity analysis and surrogate model selection, and v) surrogate-based RBDO and DDO with risk allocation analysis. Results show that when compared to DDO with alternative safety factors, for the same probability of system failure, the RBDO brake pedal designs were significantly lighter and more robust (less mass variability).     

Multi-model reliability-based design optimization of structures considering the intact configuration and several partial collapses

Some structures require keeping a specific safety level even if part of their elements have collapsed. The aim of this paper is to obtain the optimum design of these structures when uncertainty in some parameters that affects to the structural response is also considered. A Reliability-Based Design Optimization (RBDO) problem is formulated in order to minimize the mass of the structure fulfilling probabilistic constraints in both intact and damaged configurations. The proposed methodology combines the formulation of multi-model optimization with RBDO techniques programmed in a Matlab code. Two application examples are presented consisting of a two-dimensional truss structure with stress constraints as well as a curved stiffened panel of an aircraft fuselage subjected to buckling constraints.     

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.     

Application of bootstrap method in conservative estimation of reliability with limited samples

Accurate estimation of reliability of a system is a challenging task when only limited samples are available. This paper presents the use of the bootstrap method to safely estimate the reliability with the objective of obtaining a conservative but not overly conservative estimate. The performance of the bootstrap method is compared with alternative conservative estimation methods, based on biasing the distribution of system response. The relationship between accuracy and conservativeness of the estimates is explored for normal and lognormal distributions. In particular, detailed results are presented for the case when the goal has a 95% likelihood to be conservative. The bootstrap approach is found to be more accurate for this level of conservativeness. We explore the influence of sample size and target probability of failure on the quality of estimates, and show that for a given level of conservativeness, small sample sizes and low probabilities of failure can lead to a high likelihood of large overestimation. However, this likelihood can be reduced by increasing the sample size. Finally, the conservative approach is applied to the reliability-based optimization of a composite panel under thermal loading.     

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.     

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.     

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 robust Pareto design of linear state feedback controllers using a multi-objective uniform-diversity genetic algorithm (MUGA)

In this paper, fuzzy threshold values, instead of crisp threshold values, have been used for optimal reliability-based multi-objective Pareto design of robust state feedback controllers for a single inverted pendulum having parameters with probabilistic uncertainties. The objective functions that have been considered are, namely, the normalized summation of rising time and overshoot of cart (S_RO–C) and the normalized summation of rising time and overshoot of pendulum (S_RO–P) in the deterministic approach. Accordingly, the probabilities of failure of those objective functions are also considered in the reliability-based design optimization (RBDO) approach. A new multi-objective uniform-diversity genetic algorithm (MUGA) is presented and used for Pareto optimum design of linear state feedback controllers for single inverted pendulum problem. In this way, Pareto front of optimum controllers is first obtained for the nominal deterministic single inverted pendulum using the conflicting objective functions in time domain. Such Pareto front is then obtained for single inverted pendulum having probabilistic uncertainties in its parameters using the statistical moments of those objective functions through a Monte Carlo simulation (MCS) approach. It is shown that multi-objective reliability-based Pareto optimization of the robust state feedback controllers using MUGA with fuzzy threshold values includes those that may be obtained by various crisp threshold values of probability of failures and, thus, remove the difficulty of selecting suitable crisp values. Besides, the multi-objective Pareto optimization of such robust feedback controllers using MUGA unveils some very important and informative trade-offs among those objective functions. Consequently, some optimum robust state feedback controllers can be compromisingly chosen from the Pareto frontiers.     

Reliability based design optimization of wire bonding in power microelectronic devices

This paper presents a numerical investigation of the probabilistic approach in estimating the reliability of wire bonding, and develops a reliability-based design optimization Methodology (RBDO) for microelectronic device structures. The objective of the RBDO method is to design structures which should be both economical and reliable where the solution reduces the structural weight in uncritical regions. It does not only provide an improved design, but also a higher level of confidence in the design. The Finite element simulation model intends to analyze the sequence of the failure events in power microelectronic devices. This numerical model is used to estimate the probability of failure of power module regarding the wire bonding connection. However, due to time-consuming of the multiphysics finite element simulation, a response surface method is used to approximate the response output of the limit state, in this way the reliability analysis is performed directly to the response surface by using the First and the Second Order Reliability Methods FORM/SORM. Subsequently the reliability analysis is integrated in the optimization process to improve the performance and reliability of structural design of wire bonding. The sequential RBDO algorithm is used to solve this problem and to find the best structural designs which realize the best compromise between cost and safety.     

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.     

An adaptive local range sampling method for reliability-based design optimization using support vector machine and Kriging model

Kriging model is an effective method to overcome huge computational cost for reliability-based design optimization (RBDO) problems. However, the results of RBDO usually depend on constraint boundaries within the local range that contains the RBDO optimum. Determining this local range and building adaptive response surfaces within it can avoid selecting samples in unrelated areas. In this research, a new RBDO process is proposed. In the first phase, Kriging models of constraints are built based on Latin Hypercube sampling method, and updated by two new samples in each iteration. One of these two samples is selected based on SVM and mean squared error to make sure it is located near constraint boundaries. Another one is the deterministic optimum point (DOP) of current Kriging models, which is obtained based on the deterministic optimization and specifies the direction to the RBDO optimum. And the RBDO design point is obtained by SORA. When consecutive RBDO design points are close enough to each other, the local range is determined based on the current RBDO design point and the current DOP. In the second phase, new samples are located on constraint boundaries within the local range to refine Kriging models. The location and the size of the local range is adaptively defined by the RBDO design point and the DOP during each iteration. Several optimization examples are selected to test the computation capability of the proposed method. The results indicate that the new method is more efficient and more accurate.     

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.