Efficiency of reliability-based design optimization (RBDO) methods is a critical criterion as to whether they are viable for real-world problems. Early RBDO methods are thus based primarily on the first-order reliability method (FORM) due to its efficiency. Recently, several first-order RBDO methods have been proposed, and their efficiency is significantly improved through problem reformulation and/or the use of inverse FORM. Our goal is to present these RBDO methods from a mathematical optimization perspective by formalizing FORM, inverse FORM, and associated RBDO reformulations. Through the formalization, their relationships are revealed. Using reported numerical studies, we discuss their numerical efficiency, convergence, and accuracy.
1.
Frangopol
, D.
, and Corotis
, R.
, 1996, “Reliability-based structural system optimization: State-of-the-art versus state-of-the-practice
,” In Proceedings of the 12th Conference on Analysis and Computation
, Chicago, IL, F.
Cheng
, ed., pp. 67
–78
.2.
Madsen
, H.
, and Hansen
, P.
, 1992, “A comparison of some algorithms for reliability based structural optimization and sensitivity analysis
,” In Reliability and Optimization of Structural Systems: Proceedings of the 4th IFIP WG 7.5 Conference, Munich, Germany, 11-13 September 1991
, R.
Rackwitz
and P.
Thoft-Christensen
, eds. Springer-Verlag
, Berlin, pp. 443
–451
.3.
Ditlevsen
, O.
, and Madsen
, H.
, 1996, Structural Reliability Methods
, Wiley
, New York.4.
Haldar
, A.
, and Mahadevan
, S.
, 2001, Probability, Reliability and Statistical Methods in Engineering Design
, John Wiley and Sons
, New York.5.
Royset
, J.
, Kiureghian
, A.
, and Polak
, E.
, 2001, “Reliability-based optimal design of series structural systems
,” J. Eng. Mech.
0733-9399, 127
, pp. 607
–614
.6.
Tu
, J.
, Choi
, K.
, and Park
, Y.
, 1999, “A new study on reliability-based design optimization
,” J. Mech. Des.
1050-0472, 121
, pp. 557
–564
.7.
Kibzun
, A.
, and Kan
, Y.
, 1996, Stochastic Programming Problems
, John Wiley and Sons
, New York.8.
Hasofer
, A.
, and Lind
, N.
, 1974, “Exact and invariant second moment code format
,” J. Eng. Mech.
0733-9399, 100
, pp. 111
–121
.9.
Kuschel
, N.
, and Rackwitz
, R.
, 1997, “Two basic problems in reliability-based structural optimization
,” Math. Methods Oper. Res.
0209-6137, 46
, pp. 309
–333
.10.
Bazarra
, M.
, Sherali
, H.
, and Shetty
, C.
, 1993, Nonlinear Programming Theory and Algorithms
, second ed., Wiley Interscience
, New York.11.
Ang
, A.-S.
, and Tang
, W.
, 1984, Probability Concepts in Engineering Planning and Design
, Volume II
, John Wiley and Sons
, New York.12.
Abdo
, T.
, and Rackwitz
, R.
, 1991, “A new β-point algorithm for large time-invariant and time-variant reliability problems
,” in Reliability and Optimization of Structural Systems: Proceedings of the 3rd IFIP WG 7.5 Conference, Berkeley, 1990
, A.
Kiureghian
and P.
Thoft-Christensen
, eds., Springer
, New York, pp. 1
–12
.13.
Du
, X.
, and Chen
, W.
, 2001, “A most probable point based method for uncertainty analysis
,” J. Design Manuf. Autom.
1532-0375, 4
, pp. 47
–66
.14.
Du
, X.
, Sudjianto
, A.
, and Chen
, W.
, 2003, “An integrated framework for optimization using inverse reliability strategy
,” J. Mech. Des.
1050-0472 (in press).15.
Youn
, B.
, Choi
, K.
, and Park
, Y.
, 2003, “Hybrid analysis method for reliability-based design optimization
,” J. Mech. Des.
1050-0472, 125
, pp. 221
–232
.16.
Tu
, J.
, Choi
, K.
, and Park
, Y.
, 2001, “Design potential method for robust system parameter design
,” AIAA J.
0001-1452, 39
, pp. 667
–677
.17.
Breitung
, K.
, 1984, “Asymptotic approximations for multinormal integrals
,” J. Eng. Mech.
0733-9399, 110
, pp. 357
–366
.18.
Youn
, B.
, Choi
, K.
, and Du
, L.
, 2004, “Enriched performance measure approach (PMA+) for reliability-based design optimization
,” in Proceedings of 10th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference
, AIAA-2004
–4401
.19.
Kuschel
, N.
, and Rackwitz
, R.
, 2000, “Time-variant reliability-based structural optimization using SORM
,” Optim.
0233-1934, 47
, pp. 349
–368
.20.
Torng
, T.
, and Yang
, R.
, 1993, “Robust structural system design using a system reliability-based design optimization method
,” in Probabilistic structural mechanics: Advances in structural reliability method
, P.
Spanos
and Y.
Wu
, eds. Springer-Verlag
, Berlin, pp. 534
–549
.21.
Zou
, T.
, Mahadevan
, S.
, and Sopory
, A.
, 2004, “A reliability-based design method using simulation techniques and efficient optimization approach
,” in Proceedings of the ASME Design Engineering Technical Conferences
.22.
Bjerager
, P.
, and Krenk
, S.
, 1989, “Parametric sensitivity in first order reliability theory
,” J. Eng. Mech.
0733-9399, 115
, pp. 1577
–1582
.23.
Enevoldsen
, I.
, 1994, “Sensitivity analysis of reliability-based optimal solution
,” J. Eng. Mech.
0733-9399, 120
, pp. 198
–205
.24.
Agarwal
, H.
, and Renaud
, J.
, 2004, “A unilevel method for reliability based design optimization
,” in Proceedings of 45th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics and Material Conference
, AIAA-2004
–2029
.25.
Chen
, X.
, Hasselman
, T.
, and Neill
, D.
, 1997, “Reliability based structural design optimization for practical applications
,” in 38th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics and Materials Conference
. AIAA-97
–1403
.26.
Liang
, J.
, Mourelatos
, Z.
, and Tu
, J.
, 2004, “A single-loop method for reliability-based design optimization
,” in Proceedings of the ASME Design Engineering Technical Conferences
.27.
Wu
, Y.
, Shin
, Y.
, Sues
, R.
, and Cesare
, M.
, 2001, “Safety factor based approach for probabilistic-based design optimization
,” in Proceedings of 42th AIAA Structural Dynamics and Materials Conference
. AIAA-2001
–1522
.28.
Wu
, Y.
, and Wang
, W.
, 1998, “Efficient probabilistic design by converting reliability constraints to approximately equivalent deterministic constraints
,” J. Integr. Des. Process Sci.
1092-0617, 2
, pp. 13
–21
.29.
Du
, X.
, and Chen
, W.
, 2004, “Sequential optimization and reliability assessment method for efficient probabilistic design
,” J. Mech. Des.
1050-0472, 126
, pp. 225
–233
.30.
Polak
, E.
, 1997, Optimization: Algorithms and Consistent Approximations
, Springer
, New York.31.
Kirjner-Neto
, C.
, Polak
, E.
, and Kiureghian
, A.
, 1998, “An outer approximations approach to reliability-based optimal design of structures
,” J. Optim. Theory Appl.
0022-3239, 98
, pp. 1
–16
.32.
Royset
, J.
, Kiureghian
, A.
, and Polak
, E.
, 2001, “Reliability-based optimal structural design by the decoupling approach
,” Reliability Eng. Sys. Safety
0951-8320, 73
, pp. 213
–221
.33.
Yang
, R.
, and Gu
, L.
, 2004, “Experience with approximate reliability-based optimization methods
,” Struct. Multidiscip. Optim.
1615-147X, 26
, pp. 152
–159
.34.
Yang
, R.
, Chuang
, C.
, Gu
, L.
, and Li
, G.
, 2004, “Experience with approximate reliability-based optimization methods II: An exhaust system problem
,” in Proceedings of 45th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics and Materials Conference
. AIAA-2004
–2032
.35.
Kuschel
, N.
, and Rackwitz
, R.
, 2000, “Optimal design under time-variant reliability constraints
,” Struct. Safety
0167-4730, 22
, pp. 113
–127
.36.
Youn
, B.
, and Choi
, K.
, 2004, “An investigation of nonlinearity of reliability-based design optimization approaches
,” J. Mech. Des.
1050-0472, 126
, pp. 403
–411
.37.
GAMS Development Corporation
, The General Algebraic Modeling System
, 1217 Potomac Street, NW, WA, DC 20007.38.
The Mathworks
, 2002, MATLAB: The Language of Technical Computing, Version 6. User’s Manual
, Natick, MA.Copyright © 2005
by American Society of Mechanical Engineers
You do not currently have access to this content.