An Effective Approach to Solve Design Optimization Problems With Arbitrarily Distributed Uncertainties in the Original Design Space Using Ensemble of Gaussian Reliability Analyses

2016 ◽  
Vol 138 (7) ◽  
Author(s):  
Po Ting Lin ◽  
Shu-Ping Lin
Keyword(s):  
Design Optimization ◽  
Reliability Analysis ◽  
Reliability Index ◽  
Design Space ◽  
Optimization Problems ◽  
Performance Measure ◽  
Probabilistic Constraints ◽  
Original Design ◽  
Design Point ◽  
Standard Normal

Reliability-based design optimization (RBDO) algorithms have been developed to solve design optimization problems with existence of uncertainties. Traditionally, the original random design space is transformed to the standard normal design space, where the reliability index can be measured in a standardized unit. In the standard normal design space, the modified reliability index approach (MRIA) measured the minimum distance from the design point to the failure region to represent the reliability index; on the other hand, the performance measure approach (PMA) performed inverse reliability analysis to evaluate the target function performance in a distance of reliability index away from the design point. MRIA was able to provide stable and accurate reliability analysis while PMA showed greater efficiency and was widely used in various engineering applications. However, the existing methods cannot properly perform reliability analysis in the standard normal design space if the transformation to the standard normal space does not exist or is difficult to determine. To this end, a new algorithm, ensemble of Gaussian reliability analyses (EoGRA), was developed to estimate the failure probability using Gaussian-based kernel density estimation (KDE) in the original design space. The probabilistic constraints were formulated based on each kernel reliability analysis for the optimization processes. This paper proposed an efficient way to estimate the constraint gradient and linearly approximate the probabilistic constraints with fewer function evaluations (FEs). Some numerical examples with various random distributions are studied to investigate the numerical performances of the proposed method. The results showed that EoGRA is capable of finding correct solutions in some problems that cannot be solved by traditional methods. Furthermore, experiments of image processing with arbitrarily distributed photo pixels are performed. The lighting of image pixels is maximized subject to the acceptable limit. Our implementation showed that the accuracy of the estimation of normal distribution is poor while the proposed method is capable of finding the optimal solution with acceptable accuracy.

Reliability-Based Design Optimization in X-Space Using Ensemble of Gaussian Reliability Analyses (EoGRA)

2015 ◽  
Author(s):  
Po Ting Lin ◽  
Shu-Ping Lin
Keyword(s):  
Design Optimization ◽  
Reliability Analysis ◽  
Reliability Index ◽  
Design Space ◽  
Performance Measure ◽  
Probabilistic Constraints ◽  
Reliability Based Design Optimization ◽  
Design Point ◽  
Reliability Based Design ◽  
Standard Normal

Reliability-Based Design Optimization (RBDO) algorithms have been developed to solve design optimization problems with existence of uncertainties. Traditionally, the original random design space is transformed to the standard normal design space, where the reliability index can be measured in a standardized unit. In the standard normal design space, the Modified Reliability Index Approach (MRIA) measured the minimum distance from the design point to the failure region to represent the reliability index; on the other hand, the Performance Measure Approach (PMA) performed inverse reliability analysis to evaluate the target function performance in a distance of reliability index away from the design point. MRIA was able to provide stable and accurate reliability analysis while PMA showed greater efficiency and was widely used in various engineering applications. However, the existing methods cannot properly perform reliability analysis in the standard normal design space if the transformation to the standard normal space does not exist or is difficult to determine. To this end, a new algorithm, Ensemble of Gaussian Reliability Analyses (EoGRA), was developed to estimate the failure probability using Gaussian-based Kernel Density Estimation (KDE) in the original design space. The probabilistic constraints were formulated based on each kernel reliability analysis for the optimization processes. This paper proposed an efficient way to estimate the constraint gradient and linearly approximate the probabilistic constraints with fewer function evaluations. Some numerical examples with various random distributions are studied to investigate the numerical performances of the proposed method. The results showed EoGRA is capable of finding correct solutions in some problems that cannot be solved by traditional methods.

An Investigation of Nonlinearity of Reliability-Based Design Optimization Approaches

2002 ◽  
Author(s):  
Kyung K. Choi ◽  
Byeng D. Youn
Keyword(s):  
Design Optimization ◽  
Reliability Analysis ◽  
Probability Distributions ◽  
Performance Measure ◽  
Probabilistic Constraints ◽  
Random Parameters ◽  
Reliability Based Design Optimization ◽  
Reliability Based Design ◽  
Highly Nonlinear ◽  
Standard Normal

Deterministic optimum designs that are obtained without consideration of uncertainty could lead to unreliable designs, which call for a reliability approach to design optimization, using a Reliability-Based Design Optimization (RBDO) method. A typical RBDO process iteratively carries out a design optimization in an original random space (X-space) and reliability analysis in an independent and standard normal random space (U-space). This process requires numerous nonlinear mapping between X- and U-spaces for a various probability distributions. Therefore, the nonlinearity of RBDO problem will depend on the type of distribution of random parameters, since a transformation between X- and U-spaces introduces additional nonlinearity to reliability-based performance measures evaluated during the RBDO process. Evaluation of probabilistic constraints in RBDO can be carried out in two different ways: the Reliability Index Approach (RIA) and the Performance Measure Approach (PMA). Different reliability analysis approaches employed in RIA and PMA result in different behaviors of nonlinearity of RIA and PMA in the RBDO process. In this paper, it is shown that RIA becomes much more difficult to solve for non-normally distributed random parameters because of highly nonlinear transformations involved. However, PMA is rather independent of probability distributions because of little involvement of the nonlinear transformation.

A Hybrid Reliability Approach for Reliability-Based Design Optimization

2010 ◽  
Author(s):  
Po Ting Lin ◽  
Yogesh Jaluria ◽  
Hae Chang Gea
Keyword(s):  
Design Optimization ◽  
Reliability Index ◽  
Optimization Problems ◽  
Performance Measure ◽  
Accurate Solution ◽  
Probabilistic Constraints ◽  
Reliability Based Design Optimization ◽  
Reliability Based Design ◽  
Index Approach ◽  
Hybrid Reliability

Reliability-based Design Optimization problems have been solved by two well-known methods: Reliability Index Approach (RIA) and Performance Measure Approach (PMA). RIA generates first-order approximate probabilistic constraints using the measures of reliability indices. For infeasible design points, the traditional RIA method suffers from inaccurate evaluation of the reliability index. To overcome this problem, the Modified Reliability Index Approach (MRIA) has been proposed. The MRIA provides the accurate solution of the reliability index but also inherits some inefficiency characteristics from the Most Probable Failure Point (MPFP) search when nonlinear constraints are involved. In this paper, the benchmark examples have been utilized to examine the efficiency and stability of both PMA and MRIA. In our study, we found that the MRIA is capable of obtaining the correct optimal solutions regardless of the locations of design points but the PMA is much efficient in the inverse reliability analysis. To take advantages of the strengths of both methods, a Hybrid Reliability Approach (HRA) is proposed. The HRA uses a selection factor that can determine which method to use during optimization iterations. Numerical examples from the proposed method are presented and compared with the MRIA and the PMA.

An Investigation of Nonlinearity of Reliability-Based Design Optimization Approaches

2003 ◽  
Vol 126 (3) ◽  
pp. 403-411 ◽  
Author(s):  
Byeng D. Youn ◽  
Kyung K. Choi
Keyword(s):  
Design Optimization ◽  
Reliability Analysis ◽  
Probability Distributions ◽  
Performance Measure ◽  
Probabilistic Constraints ◽  
Random Parameters ◽  
Reliability Based Design Optimization ◽  
Reliability Based Design ◽  
Highly Nonlinear ◽  
Standard Normal

Because deterministic optimum designs obtained without taking uncertainty into account could lead to unreliable designs, a reliability-based approach to design optimization is preferable using a Reliability-Based Design Optimization (RBDO) method. A typical RBDO process iteratively carries out a design optimization in an original random space (X-space) and a reliability analysis in an independent and standard normal random space (U-space). This process requires numerous nonlinear mappings between X- and U-spaces for various probability distributions. Therefore, the nonlinearity of the RBDO problem will depend on the type of distribution of random parameters, since a transformation between X- and U-spaces introduces additional nonlinearity into the reliability-based performance measures evaluated during the RBDO process. The evaluation of probabilistic constraints in RBDO can be carried out in two ways: using either the Reliability Index Approach (RIA), or the Performance Measure Approach (PMA). Different reliability analysis approaches employed in RIA and PMA result in different behaviors of nonlinearity for RIA and PMA in the RBDO process. In this paper, it is shown that RIA becomes much more difficult to solve for non-normally distributed random parameters because of the highly nonlinear transformations that are involved. However, PMA is rather independent of probability distributions because it only has a small involvement with a nonlinear transformation.

A Comprehensive Investigation of Ensembles of Gaussian-Based and Gradient-Based Transformed Reliability Analyses: When and How to Use Them

2016 ◽  
Author(s):  
Po Ting Lin ◽  
Wei-Hao Lu ◽  
Shu-Ping Lin
Keyword(s):  
Design Optimization ◽  
Design Space ◽  
Optimization Problems ◽  
Nonlinear Problems ◽  
Kernel Functions ◽  
Sensitivity Analyses ◽  
Normal Space ◽  
Highly Nonlinear ◽  
Standard Normal ◽  
Gradient Based

In the past few years, researchers have begun to investigate the existence of arbitrary uncertainties in the design optimization problems. Most traditional reliability-based design optimization (RBDO) methods transform the design space to the standard normal space for reliability analysis but may not work well when the random variables are arbitrarily distributed. It is because that the transformation to the standard normal space cannot be determined or the distribution type is unknown. The methods of Ensemble of Gaussian-based Reliability Analyses (EoGRA) and Ensemble of Gradient-based Transformed Reliability Analyses (EGTRA) have been developed to estimate the joint probability density function using the ensemble of kernel functions. EoGRA performs a series of Gaussian-based kernel reliability analyses and merged them together to compute the reliability of the design point. EGTRA transforms the design space to the single-variate design space toward the constraint gradient, where the kernel reliability analyses become much less costly. In this paper, a series of comprehensive investigations were performed to study the similarities and differences between EoGRA and EGTRA. The results showed that EGTRA performs accurate and effective reliability analyses for both linear and nonlinear problems. When the constraints are highly nonlinear, EGTRA may have little problem but still can be effective in terms of starting from deterministic optimal points. On the other hands, the sensitivity analyses of EoGRA may be ineffective when the random distribution is completely inside the feasible space or infeasible space. However, EoGRA can find acceptable design points when starting from deterministic optimal points. Moreover, EoGRA is capable of delivering estimated failure probability of each constraint during the optimization processes, which may be convenient for some applications.

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.

scholarly journals A decoupling algorithm with first-order asymptotic integration for reliability-based design optimization

2018 ◽  
Vol 10 (9) ◽  
pp. 168781401879333 ◽  
Author(s):  
Zhiliang Huang ◽  
Tongguang Yang ◽  
Fangyi Li
Keyword(s):  
Design Optimization ◽  
Reliability Analysis ◽  
Optimization Problems ◽  
Asymptotic Integration ◽  
Probabilistic Constraints ◽  
Reliability Based Design Optimization ◽  
First Order Reliability Method ◽  
First Order ◽  
Reliability Based Design ◽  
Reliability Method

Conventional decoupling approaches usually employ first-order reliability method to deal with probabilistic constraints in a reliability-based design optimization problem. In first-order reliability method, constraint functions are transformed into a standard normal space. Extra non-linearity introduced by the non-normal-to-normal transformation may increase the error in reliability analysis and then result in the reliability-based design optimization analysis with insufficient accuracy. In this article, a decoupling approach is proposed to provide an alternative tool for the reliability-based design optimization problems. To improve accuracy, the reliability analysis is performed by first-order asymptotic integration method without any extra non-linearity transformation. To achieve high efficiency, an approximate technique of reliability analysis is given to avoid calculating time-consuming performance function. Two numerical examples and an application of practical laptop structural design are presented to validate the effectiveness of the proposed approach.

Discussion of Mathematical Models of Probabilistic Constraints Calculation in Reliability-Based Design Optimization

2011 ◽  
Vol 243-249 ◽  
pp. 5717-5726
Author(s):  
Ping Yi
Keyword(s):  
Mathematical Models ◽  
Reliability Analysis ◽  
Reliability Index ◽  
Mean Value ◽  
Performance Measure ◽  
Probabilistic Constraints ◽  
Probabilistic Constraint ◽  
Reliability Based Design Optimization ◽  
Reliability Based Design ◽  
The Mean

In a reliability-based design optimization (RBDO) problem, most of the computations are used for probabilistic constraints assessment, i.e., reliability analysis. Therefore, the effectiveness, especially the correctness of the reliability analysis is very important. If the probabilistic constraint is misjudged, the optimization iteration would have convergence problems or arrive at erratic solutions. The probabilistic constraint assessment can be carried out using either the conventional reliability index approach (RIA) or the performance measure approach (PMA). In this paper, the mathematical models to calculate the reliability index in RIA and to calculate the probabilistic performance measure (PPM) in PMA are discussed. In RIA, through estimating whether the mean-value point in safe domain or not, we should use a positive or negative reliability index respectively. In PMA, one should always minimize the performance measure to compute PPM whether the performance measure at the mean-value point is positive or negative, which puts right the wrong mathematical model in some literatures and makes it possible to produce effective and efficient approach for RBDO.

scholarly journals An Efficient Integrated Framework of Reliability-Based Robust Design Optimization for Computation-Intensive Structures

2021 ◽  
Author(s):  
xiongming lai ◽  
Ju Huang ◽  
Cheng Wang ◽  
Yong Zhang
Keyword(s):  
Design Optimization ◽  
Robust Design ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Performance Measure ◽  
Robust Design Optimization ◽  
Probabilistic Constraints ◽  
Engineering Structures ◽  
Integrated Framework ◽  
Finite Element Software

Abstract When carrying out robust design optimization for complex engineering structures, they are computed by finite element software and are always computation-intensive. Aim at this problem, the paper proposes an efficient integrated framework of Reliability-based Robust Design Optimization (RBRDO). Firstly, the conventional RBRDO problem is changed as percentile form, that is, the improved percentile formulation of computing the objective robustness and probabilistic constraints is presented by resorting to the employment of Performance Measure Approach (PMA). Secondly, the above improved RBRDO problem is simplified by a series of new approximation methods due to the need of reducing computation. An efficient approximation method is proposed to estimate PMA functions of the RBRDO formulation. Based on it, the above improved RBRDO problem can be transformed into a sequence of approximate deterministic sub-optimization problems, whose objective function and constraints are expressed as the approximate explicit form only in relation to the design variables. Furthermore, use the trust region method to solve the above sequence of sub-optimization. Lastly, several examples are used to demonstrate the effectiveness and efficiency of the proposed method.

scholarly journals Efficient optimum safety factor approach for system reliability-based design optimization with application to composite yarns

2019 ◽  
Vol 19 (3) ◽  
pp. 221-230 ◽  
Author(s):  
Gh. Kharmanda ◽  
I. R. Antypas
Keyword(s):  
Design Optimization ◽  
Safety Factor ◽  
Reliability Index ◽  
Performance Measure ◽  
Alternative Methods ◽  
Reliability Based Design Optimization ◽  
Implementation Framework ◽  
Reliability Level ◽  
Reliability Based Design ◽  
Convergence Stability

Introduction. The integration of reliability and optimization concepts seeks to design structures that should be both economic and reliable. This model is called Reliability-Based Design Optimization (RBDO). In fact, the coupling between the mechanical modelling, the reliability analyses and the optimization methods leads to very high computational cost and weak convergence stability. Materials andMethods. Several methods have been developed to overcome these difficulties. The methods called Reliability Index Approach (RIA) and Performance Measure Approach (PMA) are two alternative methods. RIA describes the probabilistic constraint as a reliability index while PMA was proposed by converting the probability measure to a performance measure. An Optimum Safety Factor (OSF) method is proposed to compute safety factors satisfying a required reliability level without demanding additional computing cost for the reliability evaluation. The OSF equations are formulated considering RIA and PMA and extended to multiple failure case.Research Results. Several linear and nonlinear distribution laws are applied to composite yarns studies and then extended to multiple failure modes. It has been shown that the idea of the OSF method is to avoid the reliability constraint evaluation with a particular optimization process.Discussion and Conclusions. The simplified implementation framework of the OSF strategy consists of decoupling the optimization and the reliability analyses. It provides designers with efficient solutions that should be economic satisfying a required reliability level. It is demonstrated that the RBDO compared to OSF has several advantages: small number of optimization variables, good convergence stability, small computing time, satisfaction of the required reliability levels.

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