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

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  • 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
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    References listed on IDEAS

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    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.
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    Citations

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    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).

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