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
Hauptverfasser: Kaveh, Ali, Javadi, Seyed Mohammad, Mahdipour Moghanni, Roya
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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.
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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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