An efficient polynomial chaos-enhanced radial basis function approach for reliability-based design optimization

2021 ◽  
Author(s):  
Xiaobing Shang ◽  
Ping Ma ◽  
Ming Yang ◽  
Tao Chao
Keyword(s):  
Radial Basis Function ◽  
Design Optimization ◽  
Basis Function ◽  
Polynomial Chaos ◽  
Function Approach ◽  
Reliability Based Design Optimization ◽  
Reliability Based Design ◽  
Radial Basis

Reliability Based Design Optimization by Using a SLP Approach and Radial Basis Function Networks

2016 ◽  
Author(s):  
Niclas Strömberg
Keyword(s):  
Radial Basis Function ◽  
Design Optimization ◽  
Basis Function ◽  
Physical Space ◽  
Normal Space ◽  
Radial Basis Function Networks ◽  
Reliability Based Design Optimization ◽  
Reliability Based Design ◽  
Reliability Method ◽  
Radial Basis

In this paper reliability based design optimization by using radial basis function networks (RBFN) as surrogate models is presented. The RBFN are treated as regression models. By taking the center points equal to the sampling points an interpolation is obtained. The bias of the network is taken to be known a priori or posteriori. In the latter case, the well-known orthogonality constraint between the weights of the RBFN and the polynomial basis functions of the bias is adopted. The optimization is performed by using a first order reliability method (FORM)-based sequential linear programming (SLP) approach, where the Taylor expansions are generated in intermediate variables defined by the iso-probabilistic transformation. In addition, the reliability constraints are expanded at the most probable points which are found by using Newton’s method. The Newton algorithm is derived by proposing an in-exact Jacobian. In such manner, a FORM-based LP-formulation in the standard normal space of problems with non-Gaussian variables is suggested. The solution from the LP-problem is mapped back to the physical space and the suggested procedure continues in a sequence until convergence is reached. This is implemented for five different distributions: normal, lognormal, Gumbel, gamma and Weibull. It is also presented how the FORM-based SLP approach can be corrected by using second order reliability methods (SORM) and Monte Carlo simulations. In particular, the SORM approach of Hohenbichler is studied. The outlined methodology is both efficient and robust. This is demonstrated by solving established benchmarks as well as finite element problems.

A New Stable Local Radial Basis Function Approach for Option Pricing

2016 ◽  
Vol 49 (2) ◽  
pp. 271-288 ◽  
Author(s):  
A. Golbabai ◽  
E. Mohebianfar
Keyword(s):  
Option Pricing ◽  
Radial Basis Function ◽  
Basis Function ◽  
Function Approach ◽  
Radial Basis

scholarly journals Time-Dependent Reliability-Based Design Optimization Utilizing Nonintrusive Polynomial Chaos

2013 ◽  
Vol 2013 ◽  
pp. 1-16 ◽  
Author(s):  
Yao Wang ◽  
Shengkui Zeng ◽  
Jianbin Guo
Keyword(s):  
Design Optimization ◽  
Structural Reliability ◽  
Polynomial Chaos ◽  
Time Dependent ◽  
Fe Model ◽  
Reliability Based Design Optimization ◽  
Wear Process ◽  
Reliability Based Design ◽  
Optimization Methodology ◽  
Wear Law

Time-dependent reliability-based design optimization (RBDO) has been acknowledged as an advance optimization methodology since it accounts for time-varying stochastic nature of systems. This paper proposes a time-dependent RBDO method considering both of the time-dependent kinematic reliability and the time-dependent structural reliability as constrains. Polynomial chaos combined with the moving least squares (PCMLS) is presented as a nonintrusive time-dependent surrogate model to conduct uncertainty quantification. Wear is considered to be a critical failure that deteriorates the kinematic reliability and the structural reliability through the changing kinematics. According to Archard’s wear law, a multidiscipline reliability model including the kinematics model and the structural finite element (FE) model is constructed to generate the stochastic processes of system responses. These disciplines are closely coupled and uncertainty impacts are cross-propagated to account for the correlationship between the wear process and loads. The new method is applied to an airborne retractable mechanism. The optimization goal is to minimize the mean and the variance of the total weight under both of the time-dependent and the time-independent reliability constraints.

Sequential Radial Basis Function-Based Optimization Method Using Virtual Sample Generation

2020 ◽  
Vol 142 (11) ◽  
Author(s):  
Yifan Tang ◽  
Teng Long ◽  
Renhe Shi ◽  
Yufei Wu ◽  
G. Gary Wang
Keyword(s):  
Radial Basis Function ◽  
Design Optimization ◽  
Basis Function ◽  
Optimization Problem ◽  
Optimization Method ◽  
Support Vector ◽  
Virtual Sample ◽  
Real Samples ◽  
Virtual Samples ◽  
Radial Basis

Abstract To further reduce the computational expense of metamodel-based design optimization (MBDO), a novel sequential radial basis function (RBF)-based optimization method using virtual sample generation (SRBF-VSG) is proposed. Different from the conventional MBDO methods with pure expensive samples, SRBF-VSG employs the virtual sample generation mechanism to improve the optimization efficiency. In the proposed method, a least squares support vector machine (LS-SVM) classifier is trained based on expensive real samples considering the objective and constraint violation. The classifier is used to determine virtual points without evaluating any expensive simulations. The virtual samples are then generated by combining these virtual points and their Kriging responses. Expensive real samples and cheap virtual samples are used to refine the objective RBF metamodel for efficient space exploration. Several numerical benchmarks are tested to demonstrate the optimization capability of SRBF-VSG. The comparison results indicate that SRBF-VSG generally outperforms the competitive MBDO methods in terms of global convergence, efficiency, and robustness, which illustrates the effectiveness of virtual sample generation. Finally, SRBF-VSG is applied to an airfoil aerodynamic optimization problem and a small Earth observation satellite multidisciplinary design optimization problem to demonstrate its practicality for solving real-world optimization problems.

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