A Sequential Sampling Strategy to Improve Reliability-Based Design Optimization With Implicit Constraint Functions

2012 ◽  
Vol 134 (2) ◽  
Author(s):  
Xiaotian Zhuang ◽  
Rong Pan
Keyword(s):  
Computer Simulation ◽  
Design Optimization ◽  
Sequential Sampling ◽  
Sampling Strategy ◽  
Computer Experiment ◽  
Probabilistic Constraint ◽  
Reliability Based Design Optimization ◽  
Reliability Based Design ◽  
Modern Engineering ◽  
Surrogate Function

Reliability-based design optimization (RBDO) has a probabilistic constraint that is used for evaluating the reliability or safety of the system. In modern engineering design, this task is often performed by a computer simulation tool such as finite element method (FEM). This type of computer simulation or computer experiment can be treated a black box, as its analytical function is implicit. This paper presents an efficient sampling strategy on learning the probabilistic constraint function under the design optimization framework. The method is a sequential experimentation around the approximate most probable point (MPP) at each step of optimization process. Our method is compared with the methods of MPP-based sampling, lifted surrogate function, and nonsequential random sampling. We demonstrate it through examples.

A New Study on Reliability-Based Design Optimization

1999 ◽  
Vol 121 (4) ◽  
pp. 557-564 ◽  
Author(s):  
J. Tu ◽  
K. K. Choi ◽  
Y. H. Park
Keyword(s):  
Design Optimization ◽  
Reliability Index ◽  
Performance Measure ◽  
Probabilistic Constraints ◽  
Probabilistic Constraint ◽  
Reliability Based Design Optimization ◽  
Performance Measure Approach ◽  
Reliability Based Design ◽  
Index Approach ◽  
Special Cases

This paper presents a general approach for probabilistic constraint evaluation in the reliability-based design optimization (RBDO). Different perspectives of the general approach are consistent in prescribing the probabilistic constraint, where the conventional reliability index approach (RIA) and the proposed performance measure approach (PMA) are identified as two special cases. PMA is shown to be inherently robust and more efficient in evaluating inactive probabilistic constraints, while RIA is more efficient for violated probabilistic constraints. Moreover, RBDO often yields a higher rate of convergence by using PMA, while RIA yields singularity in some cases.

Confidence-Based Method for Reliability-Based Design Optimization

2014 ◽  
Author(s):  
Hyunkyoo Cho ◽  
K. K. Choi ◽  
David Lamb
Keyword(s):  
Design Optimization ◽  
Confidence Level ◽  
Probabilistic Model ◽  
Input Data ◽  
Mathematical Problem ◽  
Design Sensitivity ◽  
Conditional Probabilities ◽  
Probabilistic Constraint ◽  
Reliability Based Design Optimization ◽  
Reliability Based Design

An accurate input probabilistic model is necessary to obtain a trustworthy result in the reliability analysis and the reliability-based design optimization (RBDO). However, the accurate input probabilistic model is not always available. Very often only insufficient input data are available in practical engineering problems. When only the limited input data are provided, uncertainty is induced in the input probabilistic model and this uncertainty propagates to the reliability output which is defined as the probability of failure. Then, the confidence level of the reliability output will decrease. To resolve this problem, the reliability output is considered to have a probability distribution in this paper. The probability of the reliability output is obtained as a combination of consecutive conditional probabilities of input distribution type and parameters using Bayesian approach. The conditional probabilities that are obtained under certain assumptions and Monte Carlo simulation (MCS) method is used to calculate the probability of the reliability output. Using the probability of the reliability output as constraint, a confidence-based RBDO (C-RBDO) problem is formulated. In the new probabilistic constraint of the C-RBDO formulation, two threshold values of the target reliability output and the target confidence level are used. For effective C-RBDO process, the design sensitivity of the new probabilistic constraint is derived. The C-RBDO is performed for a mathematical problem with different numbers of input data and the result shows that C-RBDO optimum designs incorporate appropriate conservativeness according to the given input data.

Hybrid Analysis Method for Reliability-Based Design Optimization

2003 ◽  
Vol 125 (2) ◽  
pp. 221-232 ◽  
Author(s):  
Byeng D. Youn ◽  
Kyung K. Choi ◽  
Young H. Park
Keyword(s):  
Design Optimization ◽  
Mean Value ◽  
Performance Measure ◽  
Equality Constraint ◽  
Probabilistic Constraints ◽  
Probabilistic Constraint ◽  
Reliability Based Design Optimization ◽  
Performance Function ◽  
Reliability Based Design ◽  
Advanced Mean Value

Reliability-based design optimization (RBDO) involves evaluation of probabilistic constraints, which can be done in two different ways, the reliability index approach (RIA) and the performance measure approach (PMA). It has been reported in the literature that RIA yields instability for some problems but PMA is robust and efficient in identifying a probabilistic failure mode in the optimization process. However, several examples of numerical tests of PMA have also shown instability and inefficiency in the RBDO process if the advanced mean value (AMV) method, which is a numerical tool for probabilistic constraint evaluation in PMA, is used, since it behaves poorly for a concave performance function, even though it is effective for a convex performance function. To overcome difficulties of the AMV method, the conjugate mean value (CMV) method is proposed in this paper for the concave performance function in PMA. However, since the CMV method exhibits the slow rate of convergence for the convex function, it is selectively used for concave-type constraints. That is, once the type of the performance function is identified, either the AMV method or the CMV method can be adaptively used for PMA during the RBDO iteration to evaluate probabilistic constraints effectively. This is referred to as the hybrid mean value (HMV) method. The enhanced PMA with the HMV method is compared to RIA for effective evaluation of probabilistic constraints in the RBDO process. It is shown that PMA with a spherical equality constraint is easier to solve than RIA with a complicated equality constraint in estimating the probabilistic constraint in the RBDO process.

Stable Evaluation of Probabilistic Constraint in Reliability-Based Design Optimization for Large Deformation Problem

2001 ◽  
Author(s):  
Young H. Park
Keyword(s):  
Design Optimization ◽  
Large Deformation ◽  
Design Sensitivity ◽  
Performance Measure ◽  
Probabilistic Constraint ◽  
Efficient Design ◽  
Reliability Based Design Optimization ◽  
Reliability Based Design ◽  
Deformation Problem ◽  
Large Deformation Problem

Abstract In this paper, Reliability-Based Design Optimization (RBDO) is carried out using two distinct ways, the Reliability Index Approach (RIA) and the Performance Measure Approach (PMA). It has been theoretically explained that RIA shows instability but PMA is stable and efficient in identifying a probabilistic failure mode in the RBDO process. The PMA is compared to RIA with regard to the stable evaluation of a probabilistic constraint in the RBDO using a large deformation problem. In addition, an efficient Design Sensitivity Analysis (DSA) method is developed to support reliability analysis and reliability-based optimization for a hyper-elastic structure with factional contact using a meshfree method. A numerical result is presented to demonstrate the comparative study between RIA and PMA.

Hybrid Analysis Method for Reliability-Based Design Optimization

2001 ◽  
Author(s):  
Kyung K. Choi ◽  
Byeng D. Youn
Keyword(s):  
Design Optimization ◽  
Mean Value ◽  
Performance Measure ◽  
Equality Constraint ◽  
Probabilistic Constraints ◽  
Probabilistic Constraint ◽  
Reliability Based Design Optimization ◽  
Performance Function ◽  
Reliability Based Design ◽  
Advanced Mean Value

Abstract Reliability-Based Design Optimization (RBDO) involves evaluation of probabilistic constraints, which can be done in two different ways, the Reliability Index Approach (RIA) and the Performance Measure Approach (PMA). It has been reported in the literature that RIA yields instability for some problems but PMA is robust and efficient in identifying a probabilistic failure mode in the RBDO process. However, several examples of numerical tests of PMA have also shown instability and inefficiency in the RBDO process if the Advanced Mean Value (AMV) method, which is a numerical tool for probabilistic constraint evaluation in PMA, is used, since it behaves poorly for a concave performance function, even though it is effective for a convex performance function. To overcome difficulties of the AMV method, the Conjugate Mean Value (CMV) method is proposed in this paper for the concave performance function in PMA. However, since the CMV method exhibits the slow rate of convergence for the convex function, it is selectively used for concave-type constraints. That is, once the type of the performance function is identified, either the AMV method or the CMV method can be adaptively used for PMA during the RBDO iteration to evaluate probabilistic constraints effectively. This is referred to as the Hybrid Mean Value (HMV) method. The enhanced PMA with the HMV method is compared to RIA for effective evaluation of probabilistic constraints in the RBDO process. It is shown that PMA with a spherical equality constraint is easier to solve than RIA with a complicated equality constraint in estimating the probabilistic constraint in the RBDO process.

Sensitivity Analyses of FORM-Based and DRM-Based Performance Measure Approach for Reliability-Based Design Optimization

2008 ◽  
Author(s):  
Ikjin Lee ◽  
Kyung K. Choi ◽  
Liu Du ◽  
David Gorsich
Keyword(s):  
Design Optimization ◽  
Performance Measure ◽  
Second Order ◽  
Probabilistic Constraints ◽  
Sensitivity Analyses ◽  
Probabilistic Constraint ◽  
Reliability Based Design Optimization ◽  
Performance Measure Approach ◽  
Reliability Based Design ◽  
Reliability Method

In a gradient-based design optimization, it is necessary to know sensitivities of the constraint with respect to the design variables. In a reliability-based design optimization (RBDO), the constraint is evaluated at the most probable point (MPP) and called the probabilistic constraint, thus it requires the sensitivities of the probabilistic constraints at MPP. This paper presents the rigorous analytic derivation of the sensitivities of the probabilistic constraint at MPP for both First Order Reliability Method (FORM)-based Performance Measure Approach (PMA) and Dimension Reduction Method (DRM)-based PMA. Numerical examples are used to demonstrate that the analytic sensitivities agree very well with the sensitivities obtained from the finite difference method (FDM). However, since the sensitivity calculation at the true DRM-based MPP requires the second-order derivatives and additional MPP search, the sensitivity derivation at the approximated DRM-based MPP, which does not require the second-order derivatives and additional MPP search to find the DRM-based MPP, is proposed in this paper. A convergence study illustrates that the sensitivity at the approximated DRM-based MPP converges to the sensitivity at the true DRM-based MPP as the design approaches the optimum design. Hence, the sensitivity at the approximated DRM-based MPP is proposed to be used for the DRM-based RBDO to enhance the efficiency of the optimization.

High-Dimensional Reliability-Based Design Optimization Involving Highly Nonlinear Constraints and Computationally Expensive Simulations

2019 ◽  
Vol 141 (5) ◽  
Author(s):  
Meng Li ◽  
Mohammadkazem Sadoughi ◽  
Chao Hu ◽  
Zhen Hu ◽  
Amin Toghi Eshghi ◽  
...  
Keyword(s):  
Design Optimization ◽  
Reliability Analysis ◽  
Sequential Sampling ◽  
Computational Cost ◽  
High Dimensional ◽  
Reliability Based Design Optimization ◽  
Reliability Based Design ◽  
Highly Nonlinear ◽  
Modeling Strategy ◽  
Design Cost

Reliability-based design optimization (RBDO) aims at optimizing the design of an engineered system to minimize the design cost while satisfying reliability requirements. However, it is challenging to perform RBDO under high-dimensional uncertainty due to the often prohibitive computational burden. In this paper, we address this challenge by leveraging a recently developed method for reliability analysis under high-dimensional uncertainty. The method is termed high-dimensional reliability analysis (HDRA). The HDRA method optimally combines the strengths of univariate dimension reduction (UDR) and kriging-based reliability analysis to achieve satisfactory accuracy with an affordable computational cost for HDRA problems. In this paper, we improve the computational efficiency of high-dimensional RBDO by pursuing two new strategies: (i) a two-stage surrogate modeling strategy is adopted to first locate a highly probable region of the optimum design and then locally refine the accuracy of the surrogates in this region; and (ii) newly selected samples are updated for all the constraints during the sequential sampling process in HDRA. The results of two mathematical examples and one real-world engineering example suggest that the proposed HDRA-based RBDO (RBDO-HDRA) method is capable of solving high-dimensional RBDO problems with higher accuracy and comparable efficiency than the UDR-based RBDO (RBDO-UDR) and ordinary kriging-based RBDO (RBDO-kriging) methods.

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