Reliability Analysis via an Optimal Covariance Matrix Adaptation Evolution Strategy: Emphasis on Applications in Civil Engineering
In this paper, a reliability-based optimization approach is applied using a recently proposed CMA-ES with optimal covariance update and storage complexity. Cholesky-CMA-ES gives a significant increase in optimization speed and reduces the runtime complexity of the standard CMA-ES. The reliability in...
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Veröffentlicht in: | Periodica polytechnica. Civil engineering. Bauingenieurwesen 2020-05, Vol.64 (2), p.579 |
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description | In this paper, a reliability-based optimization approach is applied using a recently proposed CMA-ES with optimal covariance update and storage complexity. Cholesky-CMA-ES gives a significant increase in optimization speed and reduces the runtime complexity of the standard CMA-ES. The reliability index is the shortest distance between the surface of Limit-State Function (LSF) and the origin of the standard normal space. Hence, finding the reliability index can be expressed as a constrained optimization problem. To verify the concept and test the feasibility of this algorithm, several numerical examples consisting of mathematical and highly nonlinear civil engineering problems are investigated. The reliability indexes obtained agree reasonably well with reported values from some existing approximation methods and Monte Carlo simulation. |
doi_str_mv | 10.3311/PPci.15793 |
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The reliability indexes obtained agree reasonably well with reported values from some existing approximation methods and Monte Carlo simulation.</description><identifier>ISSN: 0553-6626</identifier><identifier>EISSN: 1587-3773</identifier><identifier>DOI: 10.3311/PPci.15793</identifier><language>eng</language><publisher>Budapest: Periodica Polytechnica, Budapest University of Technology and Economics</publisher><subject>Adaptation ; Algorithms ; Approximation ; Civil engineering ; Complexity ; Computer simulation ; Covariance matrix ; Feasibility studies ; Limit states ; Mathematical analysis ; Matrix methods ; Monte Carlo simulation ; Optimization ; Reliability ; Reliability analysis ; Reliability engineering ; Statistical methods ; Storage</subject><ispartof>Periodica polytechnica. Civil engineering. 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subjects | Adaptation Algorithms Approximation Civil engineering Complexity Computer simulation Covariance matrix Feasibility studies Limit states Mathematical analysis Matrix methods Monte Carlo simulation Optimization Reliability Reliability analysis Reliability engineering Statistical methods Storage |
title | Reliability Analysis via an Optimal Covariance Matrix Adaptation Evolution Strategy: Emphasis on Applications in Civil Engineering |
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