A Filter-Based Sample Average SQP for Optimization Problems With Highly Nonlinear Probabilistic Constraints

2009 ◽  
Author(s):  
Kai-Hsun Hsu ◽  
Kuei-Yuan Chan
Keyword(s):  
Optimization Problems ◽  
Limit State ◽  
Trust Region ◽  
Probabilistic Constraints ◽  
Iteration Step ◽  
Reliability Based Design ◽  
Sample Average ◽  
Highly Nonlinear ◽  
Low Probability ◽  
Ill Conditioning

In this work we extend a filter-based sequential quadratic programming (SQP) algorithm to solve reliability-based design optimization (RBDO) problems with highly nonlinear constraints. This filter-based SQP uses the approach of average importance sampling (AAIS) in calculating the values and the gradients of probabilistic constraints. AAIS allocates samples at the limit state boundaries such that relatively few samples are required in calculating constraint probability values to achieve high accuracy and low variance. The accuracy of probabilistic constraint gradients using AAIS is improved by a sample filter to eliminate sample outliers that have low probability of occurrence and high gradient values. To ensure convergence, this algorithm replaces the penalty function by an iteration filter to avoid the ill-conditioning problems of the penalty parameters in the acceptance of a design update. A sample-reuse mechanism is introduced to improve the efficiency of the algorithm by avoiding redundant samples. ‘Unsampled’ region, the region that is not covered by previous samples, is identified by the iteration step lengths, the trust region, and constraint reliability levels. As a result, this filter-based sampling SQP can efficiently handle highly nonlinear probabilistic constraints with multiple most probable points or functions without analytical forms. Several examples are demonstrated and compared with FORM/SORM and Monte Carlo simulation. Results show that by integrating the modified AAIS with the filter-based SQP, overall computation cost can be significantly improved in solving RBDO problems.

A Filter-Based Sample Average SQP for Optimization Problems With Highly Nonlinear Probabilistic Constraints

2010 ◽  
Vol 132 (11) ◽  
Author(s):  
Kai-Shian Hsu ◽  
Kuei-Yuan Chan
Keyword(s):  
Optimization Problems ◽  
Limit State ◽  
Trust Region ◽  
Probabilistic Constraints ◽  
Iteration Step ◽  
Reliability Based Design ◽  
Sample Average ◽  
Highly Nonlinear ◽  
Reliability Method ◽  
Low Probability

In this work, we develop a filter-based sequential quadratic programming (SQP) algorithm for solving reliability-based design optimization (RBDO) problems with highly nonlinear constraints. The proposed filter-based SQP uses the approach of average importance sampling (AAIS) in calculating the values and gradients of probabilistic constraints. AAIS allocates samples at the limit state boundaries such that relatively few samples are required in calculating constraint probability values to achieve high accuracy and low variance. The accuracy of probabilistic constraint gradients using AAIS is improved by a sample filter that eliminates sample outliers that have low probability of occurrence and high gradient values. To ensure convergence, the algorithm uses an iteration filter in place of the penalty function to avoid the ill-conditioning problems of the penalty parameters in the acceptance of a design update. A sample reuse mechanism that improves the efficiency of the algorithm by avoiding redundant samples is introduced. The “unsampled” region, the region not covered by previous samples, is identified using iteration step lengths, the trust region, and constraint reliability levels. As a result, the filter-based sampling SQP efficiently handles highly nonlinear probabilistic constraints with multiple most probable points or functions without analytical forms. Several examples are demonstrated, and the results are compared with those from first order reliability method/second order reliability method and Monte Carlo simulations. Results show that by integrating the modified AAIS with the filter-based SQP, the overall computation cost of solving RBDO problems can be significantly reduced.

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.

A Nested Extreme Response Surface Approach for Time-Dependent Reliability-Based Design Optimization

2012 ◽  
Vol 134 (12) ◽  
Author(s):  
Zequn Wang ◽  
Pingfeng Wang
Keyword(s):  
Reliability Analysis ◽  
Response Surface ◽  
Limit State ◽  
Time Dependent ◽  
Probabilistic Constraints ◽  
State Function ◽  
Reliability Based Design Optimization ◽  
Reliability Based Design ◽  
Extreme Response ◽  
Practical Engineering

A primary concern in practical engineering design is ensuring high system reliability throughout a product's lifecycle, which is subject to time-variant operating conditions and component deteriorations. Thus, the capability of dealing with time-dependent probabilistic constraints in reliability-based design optimization (RBDO) is of vital importance in practical engineering design applications. This paper presents a nested extreme response surface (NERS) approach to efficiently carry out time-dependent reliability analysis and determine the optimal designs. This approach employs the kriging model to build a nested response surface of time corresponding to the extreme value of the limit state function. The efficient global optimization (EGO) technique is integrated with the NERS approach to extract the extreme time responses of the limit state function for any given system design. An adaptive response prediction and model maturation (ARPMM) mechanism is developed based on the mean square error (MSE) to concurrently improve the accuracy and computational efficiency of the proposed approach. With the nested response surface of time, the time-dependent reliability analysis can be converted into the time-independent reliability analysis, and existing advanced reliability analysis and design methods can be used. The NERS approach is compared with existing time-dependent reliability analysis approaches and integrated with RBDO for engineered system design with time-dependent probabilistic constraints. Two case studies are used to demonstrate the efficacy of the proposed NERS approach.

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 Modified Efficient Global Optimization Algorithm for Maximal Reliability in a Probabilistic Constrained Space

2010 ◽  
Vol 132 (6) ◽  
Author(s):  
Yen-Chih Huang ◽  
Kuei-Yuan Chan
Keyword(s):  
Global Optimization ◽  
Design Optimization ◽  
Optimization Problems ◽  
High Reliability ◽  
Limit State ◽  
Global Optimum ◽  
Efficient Global Optimization ◽  
Reliability Based Design ◽  
Past Experiences ◽  
Feasible Space

Design optimization problems under random uncertainties are commonly formulated with constraints in probabilistic forms. This formulation, also referred to as reliability-based design optimization (RBDO), has gained extensive attention in recent years. Most researchers assume that reliability levels are given based on past experiences or other design considerations without exploring the constrained space. Therefore, inappropriate target reliability levels might be assigned, which either result in a null probabilistic feasible space or performance underestimations. In this research, we investigate the maximal reliability within a probabilistic constrained space using modified efficient global optimization (EGO) algorithm. By constructing and improving Kriging models iteratively, EGO can obtain a global optimum of a possibly disconnected feasible space at high reliability levels. An infill sampling criterion (ISC) is proposed to enforce added samples on the constraint boundaries to improve the accuracy of probabilistic constraint evaluations via Monte Carlo simulations. This limit state ISC is combined with the existing ISC to form a heuristic approach that efficiently improves the Kriging models. For optimization problems with expensive functions and disconnected feasible space, such as the maximal reliability problems in RBDO, the efficiency of the proposed approach in finding the optimum is higher than those of existing gradient-based and direct search methods. Several examples are used to demonstrate the proposed methodology.

scholarly journals Reliability-Based Design Optimization of Structures Using Complex-Step Approximation with Sensitivity Analysis

2021 ◽  
Vol 11 (10) ◽  
pp. 4708
Author(s):  
Junho Chun
Keyword(s):  
Sensitivity Analysis ◽  
Structural Optimization ◽  
Design Optimization ◽  
Optimization Problems ◽  
Probabilistic Constraints ◽  
Reliability Based Design Optimization ◽  
Step Size ◽  
First Derivative ◽  
Step Approximation ◽  
Reliability Based Design

Structural optimization aims to achieve a structural design that provides the best performance while satisfying the given design constraints. When uncertainties in design and conditions are taken into account, reliability-based design optimization (RBDO) is adopted to identify solutions with acceptable failure probabilities. This paper outlines a method for sensitivity analysis, reliability assessment, and RBDO for structures. Complex-step (CS) approximation and the first-order reliability method (FORM) are unified in the sensitivity analysis of a probabilistic constraint, which streamlines the setup of optimization problems and enhances their implementation in RBDO. Complex-step approximation utilizes an imaginary number as a step size to compute the first derivative without subtractive cancellations in the formula, which have been observed to significantly affect the accuracy of calculations in finite difference methods. Thus, the proposed method can select a very small step size for the first derivative to minimize truncation errors, while achieving accuracy within the machine precision. This approach integrates complex-step approximation into the FORM to compute sensitivity and assess reliability. The proposed method of RBDO is tested on structural optimization problems across a range of statistical variations, demonstrating that performance benefits can be achieved while satisfying precise probabilistic constraints.

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.

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