Limited descent-based mean value method for inverse reliability analysis

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.

Reliability-based design optimization (RBDO) is an effective method for structural optimization due to its ability to take into consideration uncertainties in design variables. Performance measure approach (PMA) based methods are commonly utilized to evaluate the probabilistic constraints of RBDO problems. The advanced mean value (AMV) method is a very commonly used due to its simpleness and effectiveness. However, the AMV method sometimes produces unstable and inefficient results for concave and highly nonlinear limit-state functions. In order to improve robustness and efficiency, many methods have been developed, for example, chaos control based and conjugate gradient-based methods. These methods lead to more stable results as compared with the AMV approach but they are inefficient for use in complex and convex limit-state functions. The RBDO of structural components is often a difficult issue due to complicated constraints. In this paper, a novel hybrid approach, referred to as “hybrid gradient analysis (HGA)” is introduced for the evaluation of both convex and concave constraint functions in RBDO. The HGA method combines AMV and conjugate gradient analysis (CGA). The robustness, simpleness and effectiveness of the proposed HGA method are compared with various PMA methods aimed at reliability such as AMV, chaos control (CC), conjugate mean value (CMV), modified chaos control (MCC), hybrid mean value (HMV) and CGA methods by means of several nonlinear convex/concave limit-state functions and structural RBDO problems. Reliability analysis and RBDO results point out that the HGA approach introduced here is more effective and robust than the well-known approaches.

Due to the limited joint position space and the consideration of reducing the moment of inertia and vibration for industrial robot, the design optimization for rotate vector (RV) reducer is becoming a new and urgent problem in industry. Currently, the existing researches focus on deterministic design optimization, which may cause unreliable designs without considering uncertainties. Therefore, the study focuses on the implementation of reliability-based design optimization (RBDO) to the RV reducer. The aim is to make the RV reducer smaller in size while ensuring a higher reliability. Firstly, a modified advanced mean value (MAMV) method is proposed to improve efficiency and robustness of the advanced mean value method, which encounters inefficiency and numerical instability for the concave or highly nonlinear performance measure functions. Secondly, a mathematical model of RBDO for the RV reducer is established. Thirdly, the proposed MAMV method is integrated into double-loop method to optimize the established mathematical model of RBDO with different target reliability. The results show that the proposed MAMV method is efficient compared with other methods. In addition, the volume of the RV reducer is correspondingly reduced by 9.44%, 7.89%, and 5.66% compared with that before optimization when the target reliabilities are 99.38%, 99.87%, and 99.98%.

In probabilistic structural analysis, the performance or response functions usually are implicitly defined and must be solved by numerical analysis methods such as finite element methods. In such cases, the most commonly used probabilistic analysis tool is the mean-based, second-moment method which provides only the first two statistical moments. This paper presents a generalized advanced mean value (AMV) method which is capable of establishing the distributions to provide additional information for reliability design. The method requires slightly more computations than the second-moment method but is highly efficient relative to the other alternative methods. In particular, the examples show that the AMV method can be used to solve problems involving non-monotonic functions that result in truncated distributions.

Structural analysis and design optimization have recently been extended to stochastic approach to take various uncertainties into account. However in areas whwew it is not possible to produce accurate statistical information, the probabilistic method is not appropriate for stochastic structural analysis and design optimization, since improper modeling of uncertainty could cause greater degree of statistical uncertainty than those of physical uncertainty. For uncertainty with insufficient information, possibility-based (or fuzzy set) methods have recently been introduced in stochastic structural analysis and design optimization. The main advantage of the fuzzy analysis is that it preserves the intrinsic random nature of physical variables through their membership functions and, when used for evaluation of designs, yields more conservative design than those from the probabilistic methods. There are two computational aspects in the fuzzy analysis compared to the probability analysis. First, the input fuzzy variables can be defined easier than the input random variables when no or very limited statistical data are available. Secondly, extended fuzzy operations are much simpler than those required to use probability, especially when a number of variables are involved. For possibility-based design optimization (PBDO), like for reliability-based design optimization (RBDO), the performance measure approach (PMA) with an inverse fuzzy analysis is more appropriate than other approaches, such as a possibility index approach. This paper proposes a new formulation of PBDO using PMA. It is also found that PBDO is more desirable than RBDO, since PBDO can inherently handle a system level possibility unlike RBDO. For the inverse fuzzy analysis, the maximal possibility search (MPS) method is proposed to improve numerical efficiency and accuracy comparing with the vertex method and the

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.

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

An enriched performance measure approach is presented for reliability-based design optimization to substantially improve computational efficiency when applied to large-scale applications. In the enriched performance measure approach, four improvements are made over the original performance measure approach: as a way to launch reliability-based design optimization at a deterministic optimum design, as a new enhanced hybrid-mean value method, 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 reliability-based design optimization iterations. In reliability-based design optimization, a computational burden on the feasibility check of constraints can be significantly reduced by using a mean value first-order method and by carrying out the refined reliability analysis using the enhanced hybrid-mean value method for e-active and violated constraints. The enhanced hybrid-mean value method is developed to handle nonlinear and/or nonmonotonic constraints in reliability analysis. The fast reliability analysis method is proposed to efficiently evaluate probabilistic constraints under the condition of design closeness. Moreover, two numerical examples are provided to compare the enriched performance measure approach to existing reliability-based design optimization methods from a numerical efficiency and stability point of view.

A Broyden–Fletcher–Goldfarb–Shanno algorithm for reliability-based design optimization

In this paper, an efficient approach is presented for probabilistic power flow analysis of complex structures with parameter uncertainties. A component-based technique is used to generate Reduced-Order Models (ROMs) of low- to mid-frequency vibration and power flow. Using this framework, two techniques are employed for probabilistic vibration power flow analysis: (1) a Locally Linear Interpolation (LLI) method, which is a new response surface construction method that has been specifically developed for probabilistic vibration analysis and (2) the Advanced Mean Value (AMV) method, which is a more general technique from the reliability literature. The advantages and limitations of the LLI method are examined and compared to those of the AMV method with respect to probabilistic power flow analysis. Numerical results are shown for a simple example system, an L-shaped plate, and for an important engineering application, a ground vehicle structure.

This paper proposes an adaptive probability analysis method that can effectively generate the probability distribution of the output performance function by identifying the propagation of input uncertainty to output uncertainty. The method is based on an enhanced hybrid mean value (HMV+) analysis in the performance measure approach (PMA) for numerical stability and efficiency in search of the most probable point (MPP). The HMV+ method improves numerical stability and efficiency especially for highly nonlinear output performance functions by providing steady convergent behavior in the MPP search. The proposed adaptive probability analysis method approximates the MPP locus, and then adaptively refines this locus using an a posteriori error estimator. Using the fact that probability levels can be easily set a priori in PMA, the MPP locus is approximated using the interpolated moving least-squares method. For refinement of the approximated MPP locus, additional probability levels are adaptively determined through an a posteriori error estimator. The adaptive probability analysis method will determine the minimum number of necessary probability levels, while ensuring accuracy of the approximated MPP locus. Several examples are used to show the effectiveness of the proposed adaptive probability analysis method using the enhanced HMV+ method.

<div class="htmlview paragraph">In this investigation a robotic system's dynamic performance is optimized for high reliability under uncertainty. The dynamic capability equations allow designers to predict the dynamic performance of a robotic system for a particular configuration (i.e.,point design). While the dynamic capability equations are a powerful tool, they can not account for performance variations due to aleatory uncertainties inherent in the system. To account for the inherent aleatory uncertainties, a reliability-based design optimization (RBDO) strategy is employed to design robotic systems with robust dynamic performance. RBDO has traditionally been implemented as a nested multilevel optimization process in which reliability constraints require solution to an optimization problem (i.e., reliability analysis). In this work a robust unilevel performance measure approach(PMA) is developed for performing reliability-based design optimization which eliminates the lower level problem in RBDO. A robotic test problem is used to illustrate the efficacy of the approach.</div>

ABSTRACTProbabilistic and non-probabilistic methods have been proposed to deal with design problems under uncertainties. Reliability-based design and robust design are probabilistic strategies traditionally used for this purpose. In the present contribution, reliability-based robust design optimization (RBRDO) is formulated as a multi-objective problem considering the interaction of both approaches. The proposed methodology is based on the differential evolution algorithm associated with two strategies to deal with reliability and robustness, respectively, namely inverse reliability analysis and the effective mean concept. This multi-objective optimization problem considers the maximization of reliability and robustness coefficients as additional objective functions. The effectiveness of the methodology is illustrated by two classical test cases and a rotor-dynamics application. The results demonstrate that the proposed methodology is an alternative method to solve RBRDO problems.

Uncertainties in parameters such as materials, loading, and geometry are inevitable in designing metallic structures for cranes. When considering these uncertainty factors, reliability-based design optimization (RBDO) offers a more reasonable design approach. However, existing RBDO methods for crane metallic structures are prone to low convergence speed and high computational cost. A unilevel RBDO method, combining a discrete imperialist competitive algorithm with an inverse reliability strategy based on the performance measure approach, is developed. Application of the imperialist competitive algorithm at the optimization level significantly improves the convergence speed of this RBDO method. At the reliability analysis level, the inverse reliability strategy is used to determine the feasibility of each probabilistic constraint at each design point by calculating its α-percentile performance, thereby avoiding convergence failure, calculation error, and disproportionate computational effort encountered using conventional moment and simulation methods. Application of the RBDO method to an actual crane structure shows that the developed RBDO realizes a design with the best tradeoff between economy and safety together with about one-third of the convergence speed and the computational cost of the existing method. This paper provides a scientific and effective design approach for the design of metallic structures of cranes.

A novel reliability-based design optimization (RBDO) method using simulation-based techniques for reliability assessments and efficient optimization approach is presented in this paper. In RBDO, model-based reliability analysis needs to be performed to calculate the probability of not satisfying a reliability constraint and the gradient of this probability with respect to each design variable. Among model-based methods, the most widely used in RBDO is the first-order reliability method (FORM). However, FORM could be inaccurate for nonlinear problems and is not applicable for system reliability problems. This paper develops an efficient optimization methodology to perform RBDO using simulation-based techniques. By combining analytical and simulation-based reliability methods, accurate probability of failure and sensitivity information is obtained. The use of simulation also enables both component and system-level reliabilities to be included in RBDO formulation. Instead of using a traditional RBDO formulation in which optimization and reliability computations are nested, a sequential approach is developed to greatly reduce the computational cost. The efficiency of the proposed RBDO approach is enhanced by using a multi-modal adaptive importance sampling technique for simulation-based reliability assessment; and by treating the inactive reliability constraints properly in optimization. A vehicle side impact problem is used to demonstrate the capabilities of the proposed method.