A stability investigation of a simulation- and reliability-based optimization

  • Authors:
  • Kuo-Wei Liao;Hu-Jhong Lu

  • Affiliations:
  • Department of Construction Engineering, National Taiwan University of Science & Technology, Taipei, Taiwan;Department of Construction Engineering, National Taiwan University of Science & Technology, Taipei, Taiwan

  • Venue:
  • Structural and Multidisciplinary Optimization
  • Year:
  • 2012

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Abstract

This study developed a reliability-based design optimization (RBDO) algorithm focusing on the ability of solving problems with nonlinear constraints or system reliability. In this case, a sampling technique is often adopted to evaluate the reliability analyses. However, simulation with an insufficient sample size often possesses statistical randomness resulting in an inaccurate sensitivity calculation. This may cause an unstable RBDO solution. The proposed approach used a set of deterministic variables, called auxiliary design points, to replace the random parameters. Thus, an RBDO is converted into a deterministic optimization (DO, 驴-problem). The DO and the analysis of finding the auxiliary design points (β-problem) are conducted iteratively until the solution converges. To maintain the stability of the RBDO solution with less computational cost, the proposed approach calculated the sensitivity of reliability (in the β-problem) with respect to the mean value of the pseudo-random parameters rather than the design variables. The stability of the proposed method was compared to that of the double-loop approach, and many factors, such as sample size, starting point and the parameters used in the optimization, were considered. The accuracy of the proposed method was confirmed using Monte Carlo simulation (MCS) with several linear and nonlinear numerical problems.