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.

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.

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.

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.

Reliability-Based Design Optimization of Complex Problems With Multiple Design Points via Narrowed Search Region

2019 ◽  
Vol 142 (6) ◽  
Author(s):  
Yutian Wang ◽  
Peng Hao ◽  
Zhendong Guo ◽  
Dachuan Liu ◽  
Qiang Gao
Keyword(s):  
Design Optimization ◽  
Risk Function ◽  
Computational Cost ◽  
Reliability Based Design Optimization ◽  
Search Region ◽  
Complex Problems ◽  
Reliability Based Design ◽  
Training Samples ◽  
Gradient Based ◽  
Similar Accuracy

Abstract The expensive computational cost is always a major concern for reliability-based design optimization (RBDO) of complex problems. The performance of RBDO can be lowered by the inaccuracy of reliability analysis (RA) which is caused by multiple local optimums and multiple design points in highly non-linear space. In order to reduce the computational burden and guarantee the accuracy of RA (and thus to improve the RBDO performance), a global RBDO algorithm by adopting an improved constraint boundary sampling (GRBDO-ICBS) method is proposed. Specifically, the GRBDO-ICBS method first narrows the concerned search region by using a Kriging-based global search. The accuracies of the design points are verified by the expected risk function (ERF), and the corresponding inaccurate design points are added into training samples to update Kriging. Then a multi-start gradient-based sequential RBDO is carried out, which tries to find out all multiple design points in the concerned search region. The performance of GRBDO-ICBS is demonstrated by four examples. All results have shown that the proposed method can achieve similar accuracy as Monte Carlo simulation (MCS)-based RBDO but with a much lower computational cost.

Reliability-based design optimization of fluid–solid interaction problems

2013 ◽  
Vol 228 (10) ◽  
pp. 1724-1742 ◽  
Author(s):  
Hong-Lae Jang ◽  
Hyunkyoo Cho ◽  
Kyung K Choi ◽  
Seonho Cho
Keyword(s):  
Design Optimization ◽  
Incompressible Flows ◽  
Variational Equation ◽  
Optimization Method ◽  
Programming Algorithm ◽  
Reliability Based Design Optimization ◽  
Reliability Based Design ◽  
Highly Nonlinear ◽  
Fluid Solid Interaction ◽  
Interaction Problem

Using a sampling-based reliability-based design optimization method, we present a shape reliability-based design optimization method for coupled fluid–solid interaction problems. For the fluid–solid interaction problem in arbitrary Lagrangian–Eulerian formulation, a coupled variational equation is derived from a steady state Navier–Stokes equation for incompressible flows, an equilibrium equation for geometrically nonlinear solids, and a traction continuity condition at interfaces. The fluid–solid interaction problem is solved using the finite element method and the Newton–Raphson scheme. For the fluid mesh movement, we formulated and solved a pseudo-structural sub-problem. The shape of the solid is modeled using the Non-Uniform Rational B-Spline (NURBS) surface, and the coordinate components of the control points are selected as random design variables. The sensitivity of the probabilistic constraint is calculated using the first-order score functions obtained from the input distributions and from the Monte Carlo simulation on the surrogate model constructed by using the Dynamic Kriging method. The sequential quadratic programming algorithm is used for the optimization. In two numerical examples, the proposed optimization method is applied to the shape design problems of solid structure which is loaded by prescribed fluid flow, and this proves that the sampling-based reliability-based design optimization can be successfully utilized for obtaining a reliable optimum design in highly nonlinear multi-physics problems.

Development of a Multistage Reliability-Based Design Optimization Method

2013 ◽  
Vol 136 (1) ◽  
Author(s):  
Eric J. Paulson ◽  
Ryan P. Starkey
Keyword(s):  
Objective Function ◽  
Design Optimization ◽  
Technology Development ◽  
Computational Cost ◽  
Optimization Method ◽  
Comparison Method ◽  
Reliability Based Design Optimization ◽  
Numerical Example ◽  
Reliability Based Design ◽  
System Acquisition

Complex system acquisition and its associated technology development have a troubled recent history. The modern acquisition timeline consists of conceptual, preliminary, and detailed design followed by system test and production. The evolving nature of the estimates of system performance, cost, and schedule during this extended process may be a significant contribution to recent issues. The recently proposed multistage reliability-based design optimization (MSRBDO) method promises improvements over reliability-based design optimization (RBDO) in achieved objective function value. In addition, its problem formulation more closely resembles the evolutionary nature of epistemic design uncertainties inherent in system design during early system acquisition. Our goal is to establish the modeling basis necessary for applying this new method to the engineering of early conceptual/preliminary design. We present corrections in the derivation and solutions to the single numerical example problem published by the original authors, Nam and Mavris, and examine the error introduced under the reduced-order reliability sampling used in the original publication. MSRBDO improvements over the RBDO solution of 10–36% for the objective function after first-stage optimization are shown for the original second-stage example problem. A larger 26–40% improvement over the RBDO solution is shown when an alternative comparison method is used than in the original. The specific implications of extending the method to arbitrary m-stage problems are presented, together with a solution for a three-stage numerical example. Several approaches are demonstrated to mitigate the computational cost increase of MSRBDO over RBDO, resulting in a net decrease in calculation time of 94% from an initial MSRBDO baseline algorithm.

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.

Mode-Pursuing Sampling Method Using Discriminative Coordinate Perturbation for High-Dimensional Expensive Black-Box Optimization

2020 ◽  
Vol 143 (4) ◽  
Author(s):  
Yufei Wu ◽  
Teng Long ◽  
Renhe Shi ◽  
G. Gary Wang
Keyword(s):  
Design Optimization ◽  
Sampling Method ◽  
Sequential Sampling ◽  
Computational Cost ◽  
Optimization Methods ◽  
Black Box ◽  
High Dimensional ◽  
Beam Design ◽  
Convergence Performance ◽  
Coordinate Perturbation

Abstract This article presents a novel mode-pursuing sampling method using discriminative coordinate perturbation (MPS-DCP) to further improve the convergence performance of solving high-dimensional, expensive, and black-box (HEB) problems. In MPS-DCP, a discriminative coordinate perturbation strategy is integrated into the original mode-pursuing sampling (MPS) framework for sequential sampling. During optimization, the importance of variables is defined by approximated global sensitivities, while the perturbation probabilities of variables are dynamically adjusted according to the number of optimization stalling iterations. Expensive points considering both optimality and space-filling property are selected from cheap points generated by perturbing the current best point, which balances between global exploration and local exploitation. The convergence property of MPS-DCP is theoretically analyzed. The performance of MPS-DCP is tested on several numerical benchmarks and compared with state-of-the-art metamodel-based design optimization methods for HEB problems. The results indicate that MPS-DCP generally outperforms the competitive methods regarding convergence and robustness performances. Finally, the proposed MPS-DCP is applied to a stepped cantilever beam design optimization problem and an all-electric satellite multidisciplinary design optimization (MDO) problem. The results demonstrate that MPS-DCP can find better feasible optima with the same or less computational cost than the competitive methods, which demonstrates its effectiveness and practicality in solving real-world engineering problems.

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