IDEAS home Printed from https://ideas.repec.org/a/eee/reensy/v132y2014icp107-114.html
   My bibliography  Save this article

Efficient approach for reliability-based optimization based on weighted importance sampling approach

Author

Listed:
  • Yuan, Xiukai
  • Lu, Zhenzhou

Abstract

An efficient methodology is presented to perform the reliability-based optimization (RBO). It is based on an efficient weighted approach for constructing an approximation of the failure probability as an explicit function of the design variables which is referred to as the ‘failure probability function (FPF)’. It expresses the FPF as a weighted sum of sample values obtained in the simulation-based reliability analysis. The required computational effort for decoupling in each iteration is just single reliability analysis. After the approximation of the FPF is established, the target RBO problem can be decoupled into a deterministic one. Meanwhile, the proposed weighted approach is combined with a decoupling approach and a sequential approximate optimization framework. Engineering examples are given to demonstrate the efficiency and accuracy of the presented methodology.

Suggested Citation

  • Yuan, Xiukai & Lu, Zhenzhou, 2014. "Efficient approach for reliability-based optimization based on weighted importance sampling approach," Reliability Engineering and System Safety, Elsevier, vol. 132(C), pages 107-114.
    • Handle: RePEc:eee:reensy:v:132:y:2014:i:c:p:107-114
    DOI: 10.1016/j.ress.2014.06.015
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0951832014001458
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.ress.2014.06.015?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Huang, Beiqing & Du, Xiaoping, 2008. "Probabilistic uncertainty analysis by mean-value first order Saddlepoint Approximation," Reliability Engineering and System Safety, Elsevier, vol. 93(2), pages 325-336.
    2. Norbert Kuschel & Rüdiger Rackwitz, 1997. "Two basic problems in reliability-based structural optimization," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 46(3), pages 309-333, October.
    3. Markus Gasser & Gerhart Schuëller, 1997. "Reliability-Based Optimization of structural systems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 46(3), pages 287-307, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Byun, Ji-Eun & de Oliveira, Welington & Royset, Johannes O., 2023. "S-BORM: Reliability-based optimization of general systems using buffered optimization and reliability method," Reliability Engineering and System Safety, Elsevier, vol. 236(C).
    2. Ling, Chunyan & Lu, Zhenzhou & Zhu, Xianming, 2019. "Efficient methods by active learning Kriging coupled with variance reduction based sampling methods for time-dependent failure probability," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 23-35.
    3. Yoon, Joung Taek & Youn, Byeng D. & Yoo, Minji & Kim, Yunhan, 2017. "A newly formulated resilience measure that considers false alarms," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 417-427.
    4. Yang, Meide & Zhang, Dequan & Jiang, Chao & Han, Xu & Li, Qing, 2021. "A hybrid adaptive Kriging-based single loop approach for complex reliability-based design optimization problems," Reliability Engineering and System Safety, Elsevier, vol. 215(C).
    5. Lin, Zu-Liang & Huang, Yeu-Shiang & Fang, Chih-Chiang, 2015. "Non-periodic preventive maintenance with reliability thresholds for complex repairable systems," Reliability Engineering and System Safety, Elsevier, vol. 136(C), pages 145-156.
    6. Rocchetta, Roberto & Crespo, Luis G., 2021. "A scenario optimization approach to reliability-based and risk-based design: Soft-constrained modulation of failure probability bounds," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    7. Song, Zhouzhou & Zhang, Hanyu & Liu, Zhao & Zhu, Ping, 2023. "A two-stage Kriging estimation variance reduction method for efficient time-variant reliability-based design optimization," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
    8. Ma, Yuan-Zhuo & Jin, Xiang-Xiang & Wu, Xi-Long & Xu, Chang & Li, Hong-Shuang & Zhao, Zhen-Zhou, 2023. "Reliability-based design optimization using adaptive Kriging-A single-loop strategy and a double-loop one," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
    9. Zhao, Zhao & Zhao, Yan-Gang & Li, Pei-Pei, 2023. "A novel decoupled time-variant reliability-based design optimization approach by improved extreme value moment method," Reliability Engineering and System Safety, Elsevier, vol. 229(C).
    10. Jiang, Chen & Qiu, Haobo & Yang, Zan & Chen, Liming & Gao, Liang & Li, Peigen, 2019. "A general failure-pursuing sampling framework for surrogate-based reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 183(C), pages 47-59.
    11. Guo, Tiexin & Wang, Hongji & Li, Jinglai & Wang, Hongqiao, 2024. "Sampling-based adaptive design strategy for failure probability estimation," Reliability Engineering and System Safety, Elsevier, vol. 241(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Karadeniz, Halil & ToÄŸan, Vedat & Vrouwenvelder, Ton, 2009. "An integrated reliability-based design optimization of offshore towers," Reliability Engineering and System Safety, Elsevier, vol. 94(10), pages 1510-1516.
    2. Ling, Chunyan & Lu, Zhenzhou & Zhang, Xiaobo, 2020. "An efficient method based on AK-MCS for estimating failure probability function," Reliability Engineering and System Safety, Elsevier, vol. 201(C).
    3. Rocchetta, Roberto & Crespo, Luis G., 2021. "A scenario optimization approach to reliability-based and risk-based design: Soft-constrained modulation of failure probability bounds," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    4. Li, Junxiang & Chen, Jianqiao, 2019. "Solving time-variant reliability-based design optimization by PSO-t-IRS: A methodology incorporating a particle swarm optimization algorithm and an enhanced instantaneous response surface," Reliability Engineering and System Safety, Elsevier, vol. 191(C).
    5. Okoro, Aghatise & Khan, Faisal & Ahmed, Salim, 2023. "Dependency effect on the reliability-based design optimization of complex offshore structure," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    6. Rong Yuan & Debiao Meng & Haiqing Li, 2016. "Multidisciplinary reliability design optimization using an enhanced saddlepoint approximation in the framework of sequential optimization and reliability analysis," Journal of Risk and Reliability, , vol. 230(6), pages 570-578, December.
    7. Yuan, Xiukai & Qian, Yugeng & Chen, Jingqiang & Faes, Matthias G.R. & Valdebenito, Marcos A. & Beer, Michael, 2023. "Global failure probability function estimation based on an adaptive strategy and combination algorithm," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
    8. Yiwei Wang & Christian Gogu & Nicolas Binaud & Christian Bes & Raphael T Haftka & Nam-Ho Kim, 2018. "Predictive airframe maintenance strategies using model-based prognostics," Journal of Risk and Reliability, , vol. 232(6), pages 690-709, December.
    9. Jensen, H.A. & Muñoz, A. & Papadimitriou, C. & Millas, E., 2016. "Model-reduction techniques for reliability-based design problems of complex structural systems," Reliability Engineering and System Safety, Elsevier, vol. 149(C), pages 204-217.
    10. Rocchetta, Roberto & Crespo, Luis G. & Kenny, Sean P., 2020. "A scenario optimization approach to reliability-based design," Reliability Engineering and System Safety, Elsevier, vol. 196(C).
    11. Jiang, Zhiyuan & Huang, Xianzhen & Wang, Bingxiang & Liao, Xin & Liu, Huizhen & Ding, Pengfei, 2024. "Time-dependent reliability-based design optimization of main shaft bearings in wind turbines involving mixed-integer variables," Reliability Engineering and System Safety, Elsevier, vol. 243(C).
    12. Zhou, Di & Pan, Ershun & Zhang, Xufang & Zhang, Yimin, 2020. "Dynamic Model-based Saddle-point Approximation for Reliability and Reliability-based Sensitivity Analysis," Reliability Engineering and System Safety, Elsevier, vol. 201(C).
    13. Zhang, Xiaobo & Lu, Zhenzhou & Cheng, Kai, 2021. "Reliability index function approximation based on adaptive double-loop Kriging for reliability-based design optimization," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    14. Liu, Wang-Sheng & Cheung, Sai Hung, 2017. "Reliability based design optimization with approximate failure probability function in partitioned design space," Reliability Engineering and System Safety, Elsevier, vol. 167(C), pages 602-611.
    15. ToÄŸan, Vedat & Karadeniz, Halil & DaloÄŸlu, AyÅŸe T., 2010. "An integrated framework including distinct algorithms for optimization of offshore towers under uncertainties," Reliability Engineering and System Safety, Elsevier, vol. 95(8), pages 847-858.
    16. Huang, Xianzhen & Jin, Sujun & He, Xuefeng & He, David, 2019. "Reliability analysis of coherent systems subject to internal failures and external shocks," Reliability Engineering and System Safety, Elsevier, vol. 181(C), pages 75-83.
    17. SakallI, Ümit Sami & Baykoç, Ömer Faruk, 2011. "An optimization approach for brass casting blending problem under aletory and epistemic uncertainties," International Journal of Production Economics, Elsevier, vol. 133(2), pages 708-718, October.
    18. Ning-Cong Xiao & Yan-Feng Li & Le Yu & Zhonglai Wang & Hong-Zhong Huang, 2014. "Saddlepoint approximation-based reliability analysis method for structural systems with parameter uncertainties," Journal of Risk and Reliability, , vol. 228(5), pages 529-540, October.
    19. Zhang, Zheng & Wang, Pan & Hu, Huanhuan & Li, Lei & Li, Haihe & Yue, Zhufeng, 2022. "Efficient reliability-based design optimization for hydraulic pipeline with adaptive sampling region," Reliability Engineering and System Safety, Elsevier, vol. 226(C).
    20. Xianzhen Huang & Yimin Zhang, 2014. "A probability estimation method for reliability analysis using mapped Gegenbauer polynomials," Journal of Risk and Reliability, , vol. 228(1), pages 72-82, February.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:reensy:v:132:y:2014:i:c:p:107-114. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/reliability-engineering-and-system-safety .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.