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A study using Monte Carlo Simulation for failure probability calculation in Reliability-Based Optimization
Ist Teil von
Optimization and engineering, 2006-09, Vol.7 (3), p.297-316
Ort / Verlag
Dordrecht: Springer Nature B.V
Erscheinungsjahr
2006
Link zum Volltext
Quelle
Alma/SFX Local Collection
Beschreibungen/Notizen
Issue Title: Special Issue on Optimization Under Uncertainty In this study, a Reliability-Based Optimization (RBO) methodology that uses Monte Carlo Simulation techniques, is presented. Typically, the First Order Reliability Method (FORM) is used in RBO for failure probability calculation and this is accurate enough for most practical cases. However, for highly nonlinear problems it can provide extremely inaccurate results and may lead to unreliable designs. Monte Carlo Simulation (MCS) is usually more accurate than FORM but very computationally intensive. In the RBO methodology presented in this paper, limit state approximations are used in conjunction with MCS techniques in an approximate MCS-based RBO that facilitates the efficient calculation of the probabilities of failure. A FORM-based RBO is first performed to obtain the initial limit state approximations. A Symmetric Rank-1 (SR1) variable metric algorithm is used to construct and update the quadratic limit state approximations. The approximate MCS-based RBO uses a conditional-expectation-based MCS, that was chosen over indicator-based MCS because of the smoothness of the probability of failure estimates and the availability of analytic sensitivities. The RBO methodology was implemented for an analytic test problem and a higher-dimensional, control-augmented-structure test problem. The results indicate that the SR1 algorithm provides accurate limit state approximations (and therefore accurate estimates of the probabilities of failure) for these test problems. It was also observed that the RBO methodology required two orders of magnitude fewer analysis calls than an approach that used exact limit state evaluations for both test problems.[PUBLICATION ABSTRACT]