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

Xiukai Yuan and Zhenzhou Lu

Reliability Engineering and System Safety, 2014, vol. 132, issue C, 107-114

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.

Keywords: Reliability-based optimization; Decoupling; Importance sampling; Monte Carlo simulation (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (11)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:reensy:v:132:y:2014:i:c:p:107-114

DOI: 10.1016/j.ress.2014.06.015

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