An approximate sequential optimization and reliability assessment method for reliability-based design optimization

Sequential optimization and reliability assessment (SORA) is one of the most popular decoupled approaches to solve reliability-based design optimization (RBDO) problem because of its efficiency and robustness. In SORA, the double loop structure is decoupled through a serial of cycles of deterministic optimization and reliability assessment. In each cycle, the deterministic optimization and reliability assessment are performed sequentially and the boundaries of violated constraints are shifted to the feasible direction according to the reliability information obtained in the previous cycle. In this paper, based on the concept of SORA, approximate most probable target point (MPTP) and approximate probabilistic performance measure (PPM) are adopted in reliability assessment. In each cycle, the approximate MPTP needs to be reserved, which will be used to obtain new approximate MPTP in the next cycle. There is no need to evaluate the performance function in the deterministic optimization since the approximate PPM and its sensitivity are used to formulate the linear Taylor expansion of the constraint function. One example is used to illustrate that the approximate MPTP will approach the accurate MPTP with the iteration. The design variables and the approximate MPTP converge simultaneously. Numerical results of several examples indicate the proposed method is robust and more efficient than SORA and other common RBDO methods.     

A sequential approximate programming strategy for reliability-based structural optimization

Although reliability-based structural optimization (RBSO) is recognized as a rational structural design philosophy that is more advantageous to deterministic optimization, most common RBSO is based on straightforward two-level approach connecting algorithms of reliability calculation and that of design optimization. This is achieved usually with an outer loop for optimization of design variables and an inner loop for reliability analysis. A number of algorithms have been proposed to reduce the computational cost of such optimizations, such as performance measure approach, semi-infinite programming, and mono-level approach. Herein the sequential approximate programming approach, which is well known in structural optimization, is extended as an efficient methodology to solve RBSO problems. In this approach, the optimum design is obtained by solving a sequence of sub-programming problems that usually consist of an approximate objective function subjected to a set of approximate constraint functions. In each sub-programming, rather than direct Taylor expansion of reliability constraints, a new formulation is introduced for approximate reliability constraints at the current design point and its linearization. The approximate reliability index and its sensitivity are obtained from a recurrence formula based on the optimality conditions for the most probable failure point (MPP). It is shown that the approximate MPP, a key component of RBSO problems, is concurrently improved during each sub-programming solution step. Through analytical models and comparative studies over complex examples, it is illustrated that our approach is efficient and that a linearized reliability index is a good approximation of the accurate reliability index. These unique features and the concurrent convergence of design optimization and reliability calculation are demonstrated with several numerical examples.     

An efficient method of solving design optimization problems with arbitrary random distributions in gradient-based design spaces

Reliability-Based Design Optimization (RBDO) algorithms, such as Reliability Index Approach (RIA) and Performance Measure Approach (PMA), have been developed to solve engineering optimization problems under design uncertainties. In some existing methods, the random design space is transformed to standard normal design space and the reliability assessment, such as reliability index from RIA or performance measure from PMA, is estimated in order to evaluate the failure probability. When the random variable is arbitrarily distributed and cannot be properly fitted to any known form of probability density function, the existing RBDO methods cannot perform reliability analysis in the original design space. This paper proposes a novel Ensemble of Gradient-based Transformed Reliability Analyses (EGTRA) to evaluate the failure probability of any arbitrarily distributed random variables in the original design space. The arbitrary distribution of the random variable is approximated by a merger of multiple Gaussian kernel functions in a single-variate coordinate that is directed toward the gradient of the constraint function. The failure probability is then estimated using the ensemble of each kernel reliability analysis. This paper further derives a linearly approximated probabilistic constraint at the design point with allowable reliability level in the original design space using the aforementioned fundamentals and techniques. Numerical examples with generated random distributions show that existing RBDO algorithms can improperly approximate the uncertainties as Gaussian distributions and provide solutions with poor assessments of reliabilities. On the other hand, the numerical results show EGTRA is capable of efficiently solving the RBDO problems with arbitrarily distributed uncertainties.     

Reliability-based structural optimization with probability and convex set hybrid models

For structural systems exhibiting both probabilistic and bounded uncertainties, it may be suitable to describe these uncertainties with probability and convex set models respectively in the design optimization problem. Based on the probabilistic and multi-ellipsoid convex set hybrid model, this paper presents a mathematical definition of reliability index for measuring the safety of structures in presence of parameter or load uncertainties. The optimization problem incorporating such reliability constraints is then mathematically formulated. By using the performance measure approach, the optimization problem is reformulated into a more tractable one. Moreover, the nested double-loop optimization problem is transformed into an approximate single-loop minimization problem by considering the optimality conditions and linearization of the limit-state function, which further facilitates efficient solution of the design problem. Numerical examples demonstrate the validity of the proposed formulation as well as the efficiency of the presented numerical techniques.     

A hybrid sufficient performance measure approach to improve robustness and efficiency of reliability-based design optimization

The stable convergence and efficiency of reliability-based design optimization (RBDO) using performance measure approach (PMA) are the major issue to develop the reliability methods based on modified chaos control (MCC), hybrid chaos control (HCC) and finite-step length adjustment (FSL). However, these methods may be inefficient for RBDO problems with convex and concave probabilistic constraints. In this paper, an adaptive modified chaos control (AMC) is proposed to provide the robust and efficient results in RBDO. The proposed AMC is adjusted using dynamical chaos control factor, which is extracted using sufficient descent condition for PMA. Using sufficient criterion, the proposed AMC is adaptively combined with advanced mean value (AMV) to improve the performance of PMA, named as hybrid adaptive modified chaos control (HAMC). Considering the robustness and efficiency, the proposed HAMC is compared with several existing reliability methods by three nonlinear structural/mathematical performance functions and two RBDO problems. The results indicate that the proposed HAMC with sufficient descent condition provides superior convergences in terms of both robustness and efficiency, compared to existing PMA methods using AMV, MCC, HCC and FSL.

     

Relaxed performance measure approach for reliability-based design optimization

The efficiency and robustness of reliability analysis methods are important factors to evaluate the probabilistic constraints in reliability-based design optimization (RBDO). In this paper, a relaxed mean value (RMV) approach is proposed in order to evaluate probabilistic constraints including convex and concave functions in RBDO using the performance measure approach (PMA). A relaxed factor is adaptively determined in the range from 0 to 2 using an inequality criterion to improve the efficiency and robustness of the inverse first-order reliability methods. The performance of the proposed RMV is compared with six existing reliability methods, including the advanced mean value (AMV), conjugate mean value (CMV), hybrid mean value (HMV), chaos control (CC), modified chaos control (MCC), and conjugate gradient analysis (CGA) methods, through four nonlinear concave and convex performance functions and three RBDO problems. The results demonstrate that the proposed RMV is more robust than the AMV, CMV, and HMV for highly concave problems, and slightly more efficient than the CC, MCC, and CGA methods. Furthermore, the proposed relaxed mean value guarantees robust and efficient convergence for RBDO problems with highly nonlinear performance functions.     

Component and system reliability-based topology optimization using a single-loop method

We perform reliability-based topology optimization by combining reliability analysis and material distribution topology design methods to design linear elastic structures subject to random inputs, such as random loadings. Both component reliability and system reliability are considered. In component reliability, we satisfy numerous probabilistic constraints which quantify the failure of different events. In system reliability, we satisfy a single probabilistic constraint which encompasses the component events. We adopt the first-order reliability method to approximate the component reliabilities and the inclusion-exclusion rule to approximate the system reliability. To solve the probabilistic optimization problem, we use a variant of the single loop method, which eliminates the need for an inner reliability analysis loop. The proposed method is amenable to implementation with existing deterministic topology optimization software, and hence suitable for practical applications. Designs obtained from component and system reliability-based topology optimization are compared to those obtained from traditional deterministic topology optimization and validated via Monte Carlo simulation.     

An adaptive hybrid single-loop method for reliability-based design optimization using iterative control strategy

Single-loop approach (SLA) is one of the most promising methods for solving linear and weakly nonlinear reliability-based design optimization (RBDO) problems. However, since SLA locates the current approximate most probable point (MPP) by using the gradient information of the previous one to reduce the computational cost, it may lead to inaccuracy when the nonlinearity of probabilistic constraints becomes relatively high. To overcome this limitation, a new adaptive hybrid single-loop method (AH-SLM) that can automatically choose to search for the approximate MPP or accurate MPP is proposed in this paper. Moreover, to get the accurate MPP more efficiently and alleviate the oscillation in the search process, an iterative control strategy (ICS) with two iterative control criteria is developed. In each iterative step, the KKT-condition of performance measure approach (PMA) is introduced to check the validity of the approximate MPP. If the approximate MPP is infeasible, ICS will be further carried out to search for the accurate MPP. The two iterative control criteria are used to update the oscillation control step length, then ICS can converge fast for both weakly and highly nonlinear performance functions. Besides, numerical examples are presented to verify the efficiency and robustness of our proposed method.     

A gradient-based uncertainty optimization framework utilizing dimensional adaptive polynomial chaos expansion

To improve the efficiency of solving uncertainty design optimization problems, a gradient-based optimization framework is herein proposed, which combines the dimension adaptive polynomial chaos expansion (PCE) and sensitivity analysis. The dimensional adaptive PCE is used to quantify the quantities of interest (e.g., reliability, robustness metrics) and the sensitivity. The dimensional adaptive property is inherited from the dimension adaptive sparse grid, which is used to evaluate the PCE coefficients. Robustness metrics, referred to as statistical moments, and their gradients with respect to design variables are easily derived from the PCE, whereas the evaluation of the reliability and its gradient require integrations. To quantify the reliability, the framework uses the Heaviside step function to eliminate the failure domain and calculates the integration by Monte Carlo simulation with the function replaced by PCE. The PCE is further combined with Taylor’s expansion and the finite difference to compute the reliability sensitivity. Since the design vector may affect the sample set determined by dimension adaptive sparse grid, the update of the sample set is controlled by the norm variations of the design vector. The optimization framework is formed by combining reliability, robustness quantification and sensitivity analysis, and the optimization module. The accuracy and efficiency of the reliability quantification, as well as the reliability sensitivity, are verified through a mathematical example, a system of springs, and a cantilever beam. The effectiveness of the framework in solving optimization problems is validated by multiple limit states example, a truss optimization example, an airfoil optimization example, and an ONERA M6 wing optimization problem. The results demonstrate that the framework can obtain accurate solutions at the expense of a manageable computational cost.

     

An efficient framework for optimal robust stochastic system design using stochastic simulation

The knowledge about a planned system in engineering design applications is never complete. Often, a probabilistic quantification of the uncertainty arising from this missing information is warranted in order to efficiently incorporate our partial knowledge about the system and its environment into their respective models. This leads to a robust stochastic design framework where probabilistic models of excitation uncertainties and system modeling uncertainties can be introduced; the design objective is then typically related to the expected value of a system performance measure, such as reliability or expected life-cycle cost. For complex system models, this expected value can rarely be evaluated analytically and so it is often calculated using stochastic simulation techniques, which involve an estimation error and significant computational cost. An efficient framework, consisting of two stages, is presented here for the optimization in such robust stochastic design problems. The first stage implements a novel approach, called stochastic subset optimization (SSO), for iteratively identifying a subset of the original design space that has high plausibility of containing the optimal design variables. The second stage adopts some other stochastic optimization algorithm to pinpoint the optimal design variables within that subset. The focus is primarily on the theory and implementation issues for SSO but also on topics related to the combination of the two different stages for overall enhanced efficiency. An illustrative example is presented that shows the efficiency of the proposed methodology; it considers the optimization of the reliability of a base-isolated structure considering future near-fault ground motions.     

Extensions of design potential concept for reliability-based design optimization to nonsmooth and extreme cases

The reliability-based design optimization (RBDO) can be described by the design potential concept in a unified system space, where the probabilistic constraint is identified by the design potential surface of the reliability target that is obtained analytically from the first-order reliability method (FORM). This paper extends the design potential concept to treat nonsmooth probabilistic constraints and extreme case design in RBDO. In addition, refinement of the design potential surface, which yields better optimum design, can be obtained using more accurate second-order reliability method (SORM). By integrating performance probability analysis into the iterative design optimization process, the design potential concept leads to a very effective design potential method (DPM) for robust system parameter design. It can also be applied effectively to extreme case design (ECD) by directly representing a probabilistic constraint in terms of the system performance function. Received July 25, 2000     

Chaos control of performance measure approach for evaluation of probabilistic constraints

Performance measure approach (PMA) is a recently proposed method for evaluation of probabilistic constraints in reliability-based design optimization of structure. The advanced mean-value (AMV) method is well suitable for PMA due to its simplicity and efficiency. However, when the AMV iterative scheme is applied to search for the minimum performance target point for some nonlinear performance functions, the iterative sequences could fall into the periodic oscillation and even chaos. In the present paper, the phenomena of numerical instabilities of AMV iterative solutions are illustrated firstly. And the chaotic dynamics analysis on the iterative procedure of AMV method is performed. Then, the stability transformation method of chaos feedback control is suggested for the convergence control of AMV procedure in the parameter interval in which the iterative scheme fails. Numerical results of several nonlinear performance functions demonstrate that the control of periodic oscillation, bifurcation and chaos for AMV iterative procedure is achieved, and the stable convergence solutions are obtained.     

Structural optimization of linear dynamical systems under stochastic excitation: a moving reliability database approach

A method to carry out structural synthesis of deterministic linear dynamical systems under stochastic excitation is introduced. The structural optimization problem is written as a nonlinear mathematical programming problem with reliability constraints. Probability that design conditions are satisfied within a given time period is used as a measure of system reliability. The solution of the original optimization problem is replaced by the solution of a sequence of approximate sub-optimization problems. An explicit approximation of the system reliability in terms of the design variables is constructed in each sub-optimization problem. The approximations are locally adjusted to a reliability database, which is obtained by an efficient importance sampling technique. Each approximate optimization problem is solved in an efficient manner due to the availability of the system reliability in explicit form. Numerical examples are presented to illustrate the performance and efficiency of the proposed methodology.     

Comparison of global and local response surface techniques in reliability-based optimization of composite structures

This paper discusses the development and application of two alternative strategies, in the form of global and sequential local response surface (RS) techniques, for the solution of reliability-based optimization (RBO) problems. The problem of a thin-walled composite circular cylinder under axial buckling instability is used as a demonstrative example. In this case, the global technique uses a single second-order RS model to estimate the axial buckling load over the entire feasible design space (FDS), whereas the local technique uses multiple first-order RS models, with each applied to a small subregion of the FDS. Alternative methods for the calculation of unknown coefficients in each RS model are explored prior to the solution of the optimization problem. The example RBO problem is formulated as a function of 23 uncorrelated random variables that include material properties, the thickness and orientation angle of each ply, the diameter and length of the cylinder, as well as the applied load. The mean values of the 8 ply thicknesses are treated as independent design variables. While the coefficients of variation of all random variables are held fixed, the standard deviations of the ply thicknesses can vary during the optimization process as a result of changes in the design variables. The structural reliability analysis is based on the first-order reliability method with the reliability index treated as the design constraint. In addition to the probabilistic sensitivity analysis of the reliability index, the results of the RBO problem are presented for different combinations of cylinder length and diameter and laminate ply patterns. The two strategies are found to produce similar results in terms of accuracy, with the sequential local RS technique having a considerably better computational efficiency.     

Reliability based design optimization of wire bonding in power microelectronic devices

This paper presents a numerical investigation of the probabilistic approach in estimating the reliability of wire bonding, and develops a reliability-based design optimization Methodology (RBDO) for microelectronic device structures. The objective of the RBDO method is to design structures which should be both economical and reliable where the solution reduces the structural weight in uncritical regions. It does not only provide an improved design, but also a higher level of confidence in the design. The Finite element simulation model intends to analyze the sequence of the failure events in power microelectronic devices. This numerical model is used to estimate the probability of failure of power module regarding the wire bonding connection. However, due to time-consuming of the multiphysics finite element simulation, a response surface method is used to approximate the response output of the limit state, in this way the reliability analysis is performed directly to the response surface by using the First and the Second Order Reliability Methods FORM/SORM. Subsequently the reliability analysis is integrated in the optimization process to improve the performance and reliability of structural design of wire bonding. The sequential RBDO algorithm is used to solve this problem and to find the best structural designs which realize the best compromise between cost and safety.     

Two-level multipoint constraint approximation concept for structural optimization

A two-level multipoint approximation concept is proposed. Based upon the values and the first-order derivatives of the critical constraint functions at the points obtained in the procedure of optimization, explicit functions approximating the primal constraint functions have been created. The nonlinearities of the approximate functions are controlled to be near those of the constraint functions in their expansion domains. Based on the principle above, the first-level sequence of explicitly approximate problems used to solve the primarily structural optimization problem are constructed. Each of them is approximated again by the second-level sequence of approximate problems, which are formed by using the linear Taylor series expansion and then solved efficiently with dual theory. Typical numerical examples including optimum design for trusses and frames are solved to illustrate the power of the present method. The computational results show that the method is very efficient and no intermediate/generalized design variable is required to be selected. It testifies to the adaptability and generality of the method for complex problems.     

An efficient strategy for reliability-based multidisciplinary design optimization using BLISS

This paper presents an efficient reliability-based multidisciplinary design optimization (RBMDO) strategy. The conventional RBMDO has tri-level loops: the first level is an optimization in the deterministic space, the second one is a reliability analysis in the probabilistic space, and the third one is the multidisciplinary analysis. Since it is computationally inefficient when high-fidelity simulation methods are involved, an efficient strategy is proposed. The strategy [named probabilistic bi-level integrated system synthesis (ProBLISS)] utilizes a single-level reliability-based design optimization (RBDO) approach, in which the reliability analysis and optimization are conducted in a sequential manner by approximating limit state functions. The single-level RBDO is associated with the BLISS formulation to solve RBMDO problems. Since both the single-level RBDO and BLISS are mainly driven by approximate models, the accuracy of models can be a critical issue for convergence. The convergence of the strategy is guaranteed by employing the trust region–sequential quadratic programming framework, which validates approximation models in the trust region radius. Two multidisciplinary problems are tested to verify the strategy. ProBLISS significantly reduces the computational cost and shows stable convergence while maintaining accuracy.     

Simultaneous parameter and tolerance optimization of structures via probability-interval mixed reliability model

Both structural sizes and dimensional tolerances strongly influence the manufacturing cost and the functional performance of a practical product. This paper presents an optimization method to simultaneously find the optimal combination of structural sizes and dimensional tolerances. Based on a probability-interval mixed reliability model, the imprecision of design parameters is modeled as interval uncertainties fluctuating within allowable tolerance bounds. The optimization model is defined as to minimize the total manufacturing cost under mixed reliability index constraints, which are further transformed into their equivalent formulations by using the performance measure approach. The optimization problem is then solved with the sequential approximate programming. Meanwhile, a numerically stable algorithm based on the trust region method is proposed to efficiently update the target performance points (TPPs) and the worst case points (WCPs), which shows better performance than traditional approaches for highly nonlinear problems. Numerical results reveal that reasonable dimensions and tolerances can be suggested for the minimum manufacturing cost and a desirable structural safety.     

Data-driven performance-based topology optimization of uncertain wind-excited tall buildings

Topology optimization is traditionally framed in a static and deterministic setting notwithstanding the uncertain dynamic nature of many problems. This paper presents a new data-driven simulation-based framework for the effective topology optimization of uncertain and dynamic wind-excited tall buildings. The performance of the system is described through probabilistic performance integrals that encapsulate state-of-the-art performance-based design driven by climatological, aerodynamic and fragility data sets for describing the site-specific hazard, aerodynamic response and damage susceptibility of the system. To solve the resulting probabilistic topology optimization problem, a sequential optimization strategy is developed that is based on solving a series of high quality approximate sub-problems. A suite of case studies demonstrate the effectiveness of the approach.