Efficient approach for reliability-based optimization based on weighted importance sampling approach
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 funct...
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| Veröffentlicht in: | Reliability engineering & system safety 2014-12, Vol.132, p.107-114 |
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| container_title | Reliability engineering & system safety |
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| creator | Yuan, Xiukai Lu, Zhenzhou |
| description | 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. |
| doi_str_mv | 10.1016/j.ress.2014.06.015 |
| format | Article |
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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.</description><identifier>ISSN: 0951-8320</identifier><identifier>EISSN: 1879-0836</identifier><identifier>DOI: 10.1016/j.ress.2014.06.015</identifier><language>eng</language><publisher>Oxford: Elsevier Ltd</publisher><subject>Applied sciences ; Approximation ; Decoupling ; Exact sciences and technology ; Failure ; Importance sampling ; Mathematical analysis ; Mathematical models ; Mathematics ; Methodology ; Monte Carlo simulation ; Operational research and scientific management ; Operational research. Management science ; Optimization ; Probability and statistics ; Reliability analysis ; Reliability theory. 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Engineering examples are given to demonstrate the efficiency and accuracy of the presented methodology.</description><subject>Applied sciences</subject><subject>Approximation</subject><subject>Decoupling</subject><subject>Exact sciences and technology</subject><subject>Failure</subject><subject>Importance sampling</subject><subject>Mathematical analysis</subject><subject>Mathematical models</subject><subject>Mathematics</subject><subject>Methodology</subject><subject>Monte Carlo simulation</subject><subject>Operational research and scientific management</subject><subject>Operational research. Management science</subject><subject>Optimization</subject><subject>Probability and statistics</subject><subject>Reliability analysis</subject><subject>Reliability theory. 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| ispartof | Reliability engineering & system safety, 2014-12, Vol.132, p.107-114 |
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| source | ScienceDirect Journals (5 years ago - present) |
| subjects | Applied sciences Approximation Decoupling Exact sciences and technology Failure Importance sampling Mathematical analysis Mathematical models Mathematics Methodology Monte Carlo simulation Operational research and scientific management Operational research. Management science Optimization Probability and statistics Reliability analysis Reliability theory. Replacement problems Reliability-based optimization Sampling theory, sample surveys Sciences and techniques of general use Statistics |
| title | Efficient approach for reliability-based optimization based on weighted importance sampling approach |
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