Augmented Space Integral Approach for Structural Reliability-Based Optimization

Decoupled reliability-based optimization using Markov chain Monte Carlo in augmented space

The design of reinforced concrete (RC) structures involves several kinds of uncertainties, which are usually considered through the partial safety factors prescribed in the codes of practice. The traditional design optimization of RC structures uses deterministic information of the problem. The partial safety factors are used to consider loading fluctuation and the variability of material properties. The use of these safety factors in deterministic optimization usually leads to over-designing structures, as these safety factors are calibrated for a large class of structures. In the deterministic optimization procedure the reliability cannot be controlled. For this reason, the Reliability-Based Design Optimization (RBDO) is devoted to design economical and reliable structures. However, the RBDO problem involves the evaluation of probabilistic constraints performed by the reliability analysis. The most common RBDO formulations are based on a nested optimization problem, with an outer loop for the design optimization and an inner loop for the reliability analysis. Therefore, an expensive computation effort is required to solve the RBDO problem. In this paper, a new RBDO method of RC structures is proposed. The RBDO problem is decomposed to several cycles of deterministic design optimization (DDO) based on new safety factors called Optimal System Safety Factors (OSSF). At each cycle of the DDO, the system reliability analysis is performed to verify the reliability of the optimal design, the OSSF are computed by a probabilistic method on the basis of the previous system reliability analysis, then the updated OSSF are provided for the next cycle of the DDO. The application to the design of an RC structure shows the interest and the efficiency of the proposed method.

Estimation of the failure probability function plays a crucial role in reliability-based optimization design. However, efficiently and accurately estimating the failure probability function remains a challenge. Compared to the traditional double-loop Monte Carlo simulation(DMCS) method, the single-loop probabilistic reanalysis (PRA) method can alleviate the computational dependence of the failure probability function on the distribution parameters of input variables. Nevertheless, for problems involving small failure probabilities, the computational cost of PRA is still impractical for engineering applications. Therefore, to further improve the computational efficiency of the failure probability function, this paper combines importance sampling-based subset simulation(SS-IS) with the PRA method, and proposes a novel SS-IS-based PRA(SS-IS-PRA) method. The proposed method transforms the final small failure probability function into a product of a series of larger conditional failure probability functions and then estimates all conditional failure probability functions simultaneously with a set of input-output samples by virtue of the advantages of the PAR method. Furthermore, considering that the design points under different distribution parameters are normally different, a new strategy for constructing the importance sampling density function in the SS-IS-PAR method is proposed based on the idea of mixed importance sampling. Finally, two examples verify the effectiveness and efficiency of the proposed SS-IS-PRA method.

Enhanced sequential approximate programming using second order reliability method for accurate and efficient structural reliability-based design optimization

This paper presents a new method for performing reliability-based design optimization (RBDO) of structures based on sequential optimization and reliability assessment (SORA). SORA is an effective method for solving RBDO that separates uncertainty analysis from optimization loops for reducing computational cost. However, SORA has some limitations, such as an inability to deal with problems involving discrete design variables or discontinuity in a domain, the dependency of solutions on the starting point of numerical solutions, and the lack of guarantee that global optimum solutions will be found. In this paper, a global decoupling method is proposed to tackle these limitations and improve the performance of SORA. This method links SORA enhanced with modified chaos control (ESORA) to an improved differential evolution (IDE) to perform RBDO. To deal with RBDO problems with discrete design variables, a rounding method is integrated into IDE. IDE also utilizes an adaptive selection scheme in a mutation step and an elitist strategy in the selection phase. To improve the efficiency of the method for RBDO problems with highly nonlinear performance functions and nonnormal random variables, a modified chaos control is employed to assess reliability constraints. Five numerical examples are considered to investigate the strength of the proposed method, illustrating its appropriate efficiency and accuracy. The proposed method is also extendable to more complex problems such as system reliability-based structural optimization and RBDO of nonlinear structures.

ABSTRACTThe evaluation of the probabilistic constraints in reliability-based design optimization (RBDO) problems has always been significant and challenging work, which strongly affects the performance of RBDO methods. This article deals with RBDO problems using a recently developed generalized subset simulation (GSS) method and a posterior approximation approach. The posterior approximation approach is used to transform all the probabilistic constraints into ordinary constraints as in deterministic optimization. The assessment of multiple failure probabilities required by the posterior approximation approach is achieved by GSS in a single run at all supporting points, which are selected by a proper experimental design scheme combining Sobol’ sequences and Bucher’s design. Sequentially, the transformed deterministic design optimization problem can be solved by optimization algorithms, for example, the sequential quadratic programming method. Three optimization problems are used to demonstrate the efficiency and accuracy of the proposed method.

Reliability-based design optimization (RBDO) is a technique used for engineering design when uncertainty is being considered. A typical RBDO problem can be formulated as a stochastic optimization model where the performance of a system is optimized and the reliability requirements are treated as constraints. One major challenge of RBDO research has been the prohibitive computational expenses. In this research, a new approximation approach, termed the single-loop deterministic method for RBDO (SLDM_RBDO), is proposed to reduce the computational effort of RBDO without sacrificing much accuracy. Based on the first order reliability method, the SLDM_RBDO method converts the probabilistic constraints to approximate deterministic constraints so that the RBDO problems can be transformed to deterministic optimization problems in one step. Three comparison experiments are conducted to show the performance of the SLDM_RBDO. In addition, a reliable forearm crutch design is studied to demonstrate the applicability of SLDM_RBDO to a real industry case.

DSLC-FOA : Improved fruit fly optimization algorithm for application to structural engineering design optimization problems

SummaryIn this study, a post optimization technique for a correction of inaccurate optimum obtained using first‐order reliability method (FORM) is proposed for accurate reliability‐based design optimization (RBDO). In the proposed method, RBDO using FORM is first performed, and then the proposed second‐order reliability method (SORM) is performed at the optimum obtained using FORM for more accurate reliability assessment and its sensitivity analysis. In the proposed SORM, the Hessian of a performance function is approximated by reusing derivatives information accumulated during previous RBDO iterations using FORM, indicating that additional functional evaluations are not required in the proposed SORM. The proposed SORM calculates a probability of failure and its first‐order and second‐order stochastic sensitivity by applying the importance sampling to a complete second‐order Taylor series of the performance function. The proposed post optimization constructs a second‐order Taylor expansion of the probability of failure using results of the proposed SORM. Because the constructed Taylor expansion is based on the reliability method more accurate than FORM, the corrected optimum using this Taylor expansion can satisfy the target reliability more accurately. In this way, the proposed method simultaneously achieves both efficiency of FORM and accuracy of SORM. Copyright © 2015 John Wiley & Sons, Ltd.

<p>The primary objective of this study is to develop new computational methods for robust design optimization (RDO) and reliability-based design optimization (RBDO) of high-dimensional, complex engineering systems. Four major research directions, all anchored in polynomial dimensional decomposition (PDD), have been defined to meet the objective. They involve: (1) development of new sensitivity analysis methods for RDO and RBDO; (2) development of novel optimization methods for solving RDO problems; (3) development of novel optimization methods for solving RBDO problems; and (4) development of a novel scheme and formulation to solve stochastic design optimization problems with both distributional and structural design parameters.</p> <p>The major achievements are as follows. Firstly, three new computational methods were developed for calculating design sensitivities of statistical moments and reliability of high-dimensional complex systems subject to random inputs. The first method represents a novel integration of PDD of a multivariate stochastic response function and score functions, leading to analytical expressions of design sensitivities of the first two moments. The second and third methods, relevant to probability distribution or reliability analysis, exploit two distinct combinations built on PDD: the PDD-SPA method, entailing the saddlepoint approximation (SPA) and score functions; and the PDD-MCS method, utilizing the embedded Monte Carlo simulation (MCS) of the PDD approximation and score functions. For all three methods developed, both the statistical moments or failure probabilities and their design sensitivities are both determined concurrently from a single stochastic analysis or simulation. Secondly, four new methods were developed for RDO of complex engineering systems. The methods involve PDD of a high-dimensional stochastic response for statistical moment analysis, a novel integration of PDD and score functions for calculating the second-moment sensitivities with respect to the design variables, and standard gradient-based optimization algorithms. The methods, depending on how statistical moment and sensitivity analyses are dovetailed with an optimization algorithm, encompass direct, single-step, sequential, and multi-point single-step design processes. Thirdly, two new methods were developed for RBDO of complex engineering systems. The methods involve an adaptive-sparse polynomial dimensional decomposition (AS-PDD) of a high-dimensional stochastic response for reliability analysis, a novel integration of AS-PDD and score functions for calculating the sensitivities of the failure probability with respect to design variables, and standard gradient-based optimization algorithms, resulting in a multi-point, single-step design process. The two methods, depending on how the failure probability and its design sensitivities are evaluated, exploit two distinct combinations built on AS-PDD: the AS-PDD-SPA method, entailing SPA and score functions; and the AS-PDD-MCS method, utilizing the embedded MCS of the AS-PDD approximation and score functions. In addition, a new method, named as the augmented PDD method, was developed for RDO and RBDO subject to mixed design variables, comprising both distributional and structural design variables. The method comprises a new augmented PDD of a high-dimensional stochastic response for statistical moment and reliability analyses; an integration of the augmented PDD, score functions, and finite-difference approximation for calculating the sensitivities of the first two moments and the failure probability with respect to distributional and structural design variables; and standard gradient-based optimization algorithms, leading to a multi-point, single-step design process.</p> <p>The innovative formulations of statistical moment and reliability analysis, design sensitivity analysis, and optimization algorithms have achieved not only highly accurate but also computationally efficient design solutions. Therefore, these new methods are capable of performing industrial-scale design optimization with numerous design variables.</p>

<div class="htmlview paragraph">This paper presents an enriched performance measure approach (PMA+) for reliability-based design optimization (RBDO) to substantially improve computational efficiency when applied to large-scale applications. Three aspects of PMA+ are presented: as a way to launch RBDO at a deterministic optimum design, as an efficient probabilistic feasibility check, and as a fast reliability analysis under the condition of design closeness. It is found that deterministic design optimization helps improve numerical efficiency by reducing some RBDO iterations. Unlike deterministic design optimization, a significant computational burden is imposed on the feasibility check of constraints in the RBDO process due to the costs of a reliability analysis. Such difficulties can be effectively resolved by using a mean value (MV) first-order method with an allowable accuracy for the purpose of feasibility identification, and by carrying out the refined reliability analysis using the hybrid mean value (HMV) first-order method for <i>ε</i>-active and violate constraints in the RBDO process. In addition, the fast reliability analysis method is proposed by reusing some of the information obtained at the previous RBDO iteration to efficiently evaluate probabilistic constraints at the current design iteration under the condition of design closeness. Other RBDO methods have recently been developed to enhance numerical efficiency of RBDO while maintaining numerical accuracy and stability. Thus, the PMA+ is compared to existing RBDO methods from a numerical efficiency and stability point of view. For a numerical understanding of the RBDO process, several numerical examples are provided, including a large-scale multi-crash application.</div>

In the engineering problems, the randomness and the uncertainties of the distribution of the structural parameters are a crucial problem. In the case of reliability-based design optimization (RBDO), it is the objective to play a dominant role in the structural optimization problem introducing the reliability concept. The RBDO problem is often formulated as a minimization of the initial structural cost under constraints imposed on the values of elemental reliability indices corresponding to various limit states. The classical RBDO leads to high computing time and weak convergence, but a Hybrid Method (HM) has been proposed to overcome these two drawbacks. As the hybrid method successfully reduces the computing time, we can increase the number of variables by introducing the standard deviations as optimization variables to minimize the error values in the probabilistic model. The efficiency of the hybrid method has been demonstrated on static and dynamic cases with extension to the variability of the probabilistic model. In this paper, we propose a modification on the formulation of the hybrid method to improve the optimal solutions. The proposed method is called, Improved Hybrid Method (IHM). The main benefit of this method is to improve the structure performance by much more minimizing the objective function than the hybrid method. It is also shown to demonstrate the optimality conditions. The improved hybrid method is next applied to two numerical examples, with consideration of the standard deviations as optimization variables (for linear and nonlinear distributions). When integrating the improved hybrid method within the probabilistic model variability, we minimize the objective function more and more.

To obtain reliable designs, aleatory and epistemic uncertainties are considered recently in the structural analysis and design optimization. The reliability based de-sign optimization (RBDO) method [1] is used when the amount of input data is sufficient enough to create accurate statistical distribution. On the other hand, when the sufficient input data are not available due to limitations in time, human, and facility resources, the optimum design may not be reliable if RBDO method is used. To deal with the situation that input uncertainties have insufficient information, a possibility (or fuzzy set) method can be used for structural analysis and possibility based design optimization (PBDO) [2]. However, in many industry design problems, we may have to deal with design problems that involve with the mixed input statistical random and fuzzy variables simultaneously. For these problems, RBDO may yield unreliable optimum designs because of insufficient data. On the other hand, treating the random variables as fuzzy variables and invoking PBDO to solve the mixed design variable problem may yield too conservative designs with higher optimum costs. This paper proposes a new mixed variable design optimization (MVDO) problem based on the performance measure approach (PMA) [1]. To evaluate the possibilistic constraint in MVDO, a sub-optimization problem for inverse analysis is carried out using a hyper-cylinder domain. To solve this sub-problem efficiently and effectively, a new numerical algorithm, maximum failure search (MFS) method, is proposed in this paper by combining the enhanced hybrid mean value (HMV+) method [3] for the inverse reliability analysis in RBDO and the maximal possibility search (MPS) method [2] for the inverse possibility analysis in PBDO. Some mathematical examples are used to demonstrate the efficiency and effectiveness of the proposed numerical MFS method. Some physical design examples are used to compare the proposed MVDO results with RBDO and PBDO results.

PurposeIn order to solve the problems faced by First Order Reliability Method (FORM) and First Order Saddlepoint Approximation (FOSA) in structural reliability optimization, this paper aims to propose a new Reliability-based Design Optimization (RBDO) strategy for offshore engineering structures based on Original Probabilistic Model (OPM) decoupling strategy. The application of this innovative technique to other maritime structures has the potential to substantially improve their design process by optimizing cost and enhancing structural reliability.Design/methodology/approachIn the strategy proposed by this paper, sequential optimization and reliability assessment method and surrogate model are used to improve the efficiency for solving RBDO. The strategy is applied to the analysis of two marine engineering structure cases of ship cargo hold structure and frame ring of underwater skirt pile gripper. The effectiveness of the method is proved by comparing the original design and the optimized results.FindingsIn this paper, the proposed new RBDO strategy is used to optimize the design of the ship cargo hold structure and the frame ring of the underwater skirt pile gripper. According to the results obtained, compared with the original design, the structure of optimization design has better reliability and stability, and reduces the risk of failure. This optimization can also better balance the relationship between performance and cost. Therefore, it is recommended for related RBDO problems in the field of marine engineering.Originality/valueIn view of the limitations of FORM and FOSA that may produce multiple MPPs for a single performance function, the new RBDO strategy proposed in this study provides valuable insights and robust methods for the optimization design of offshore engineering structures. It emphasizes the importance of combining advanced MPP search technology and integrating SORA and surrogate models to achieve more economical and reliable design.

A simulation-based method for reliability based design optimization problems with highly nonlinear constraints