76

Int. J. Product Development, Vol. 5, Nos. 1/2, 2008

A single-loop method for reliability-based design optimisation Jinghong Liang and Zissimos P. Mourelatos*
Mechanical Engineering Department, Oakland University, Rochester, MI 48309, USA Fax: +1-248-370-4416 E-mail: jliang@oakland.edu E-mail: mourelat@oakland.edu * Corresponding author

Jian Tu
Vehicle Development Research Lab, General Motors Research and Development Center, M/C: 480-106-256, 30500 Mound Road, Warren, MI 48090-9055, USA E-mail: jian.tu@gm.com
Abstract: Reliability-based design optimisation (RBDO) can provide optimum designs in the presence of uncertainty. It can, therefore, be a powerful tool for design under uncertainty. The traditional, double-loop RBDO algorithm requires nested optimisation loops, where the design optimisation (outer) loop repeatedly calls a series of reliability (inner) loops. Due to the nested optimisation loops, the computational effort can be prohibitive for practical problems. A single-loop RBDO algorithm is proposed in this paper. Its accuracy is comparable with the double-loop approach and its efficiency is almost equivalent to deterministic optimisation. It collapses the nested optimisation loops into an equivalent single-loop optimisation process by using the KarushKuhnTucker optimality conditions of the inner reliability loops in the outer design optimisation loop, converting therefore the probabilistic optimisation problem into a deterministic optimisation problem. Two numerical applications, including an automotive vehicle side impact example, demonstrate the accuracy and superior efficiency of the proposed single-loop RBDO algorithm. Keywords: reliability-based design optimisation; design; optimisation; probabilistic methods; reliability analysis. Reference to this paper should be made as follows: Liang, J., Mourelatos, Z.P. and Tu, J. (2008) A single-loop method for reliability-based design optimisation, Int. J. Product Development, Vol. 5, Nos. 1/2, pp.7692. Biographical notes: Mrs. Jinghong Liang is a PhD candidate in the Department of Mechanical Engineering at Oakland University in Rochester, MI. Her research is in the area of reliability-based design optimisation. She holds an MSE degree in Computer Science from Wright State University and an MSE degree from Beijing University of Aeronautics and Astronautics, Beijing, China. Her BS degree is in Manufacturing Engineering from Shenyang Aeronautical Engineering College, China. Copyright 2008 Inderscience Enterprises Ltd.

A single-loop method for reliability-based design optimisation

Dr. Zissimos P. Mourelatos is an Associate Professor of Mechanical Engineering at Oakland University in Rochester, MI. He conducts research in the general areas of structural dynamics and reliability methods in engineering design. Before joining Oakland University, he spent 18 years at the General Motors Research and Development Center and was concurrently an Adjunct Associate Professor at The University of Michigan for 17 years. He has published over 80 journal and conference publications. He is an Associate Editor of the ASME Journal of Mechanical Design and the Editor-in-Chief of the newly formed International Journal of Reliability and Safety. Dr. Jian Tu is a Staff Research Engineer at the General Motors Research and Development Center. He conducts research in the areas of reliability-based design optimisation, surrogate modelling and customer-driven quality methods. He holds a PhD from the University of Iowa.

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Introduction

In deterministic design we assume that there is no uncertainty in the design variables and/or modelling parameters. Therefore, there is no variability in the simulation outputs. However, there exists inherent input and parameter variation that results in output variation. Deterministic optimisation typically yields optimal designs that are pushed to the limits of design constraint boundaries resulting in optimal designs that are usually unreliable. Input variation is fully accounted for in reliability-based design optimisation (RBDO), which can be a powerful tool in design under uncertainty. For this reason, it has been extensively studied (Lee et al., 2002; Reddy et al., 1994; Tu et al., 1999; Wu, 1994; Wu et al., 2001; Youn et al., 2003, 2004; Zou et al., 2003). A conventional RBDO formulation is a nested, double-loop approach consisting of a design optimisation loop which repeatedly calls reliability analyses in a series of inner loops. Each reliability analysis is a separate optimisation loop in the standard normal space. The reliability index approach (RIA) (Lee et al., 2002; Reddy et al., 1994) or performance measure approach (PMA) (Lee et al., 2002; Tu et al., 1999) can be used in each reliability analysis. In general, PMA is more efficient and stable than RIA. Both PMA and RIA are based on the first-order reliability method (FORM) (Rackwitz and Fiessler, 1978) which is widely used in structural reliability due to its simplicity and computational speed. Second-order reliability methods (SORMs) have also been developed (Cai and Elishakoff, 1994; Tvedt, 1990). The computational effort of the double-loop approach may be prohibitive especially for large-scale applications. For this reason, two new classes of RBDO formulations have been recently proposed (Agarwal et al., 2004; Chen et al., 1997; Du and Chen, 2004; Gu and Yang, 2003; Kuschel and Rackwitz, 2000; Royset et al., 2001; Streicher and Rackwitz, 2004; Thanedar and Kodiyalam, 1992; Wang and Kodiyalam, 2002; Yang and Gu, 2003). The first class decouples the RBDO process into a sequence of a deterministic design optimisation followed by a set of reliability assessment loops (Du and Chen, 2004; Royset et al., 2001). The sequential optimisation and reliability assessment (SORA) (Du and Chen, 2004) method uses the reliability information from the previous cycle to shift the violated deterministic constraints in the feasible domain. SORA appears to be similar to the safety-factor approach reported in Wu et al. (2001). Another decoupled approach has also been proposed in Royset et al. (2001). However, it is restricted to deterministic design variables in the design optimisation loop.

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The second class of RBDO methods converts the problem into a single-loop deterministic optimisation (Agarwal et al., 2004; Chen et al., 1997; Gu and Yang, 2003; Kuschel and Rackwitz, 2000; Streicher and Rackwitz, 2004; Thanedar and Kodiyalam, 1992; Wang and Kodiyalam, 2002; Yang and Gu, 2003). The approach in Thanedar and Kodiyalam (1992) uses a mean value FORM. However, it is numerically inaccurate or unstable due to a wrong estimation of the probabilistic constraints. The single-loop, single-vector (SLSV) approach (Chen et al., 1997; Gu and Yang, 2003; Wang and Kodiyalam, 2002; Yang and Gu, 2003) provides the first attempt in a truly single-loop approach. It improves the RBDO computational efficiency by eliminating the inner reliability loops. However, it requires a probabilistic active set strategy for identifying the active constraints, which may hinder its practicality. A single-level RBDO approach has also been reported in Agarwal et al. (2004), Kuschel and Rackwitz (2000) and Streicher and Rackwitz (2004). It collapses the nested optimisation loops by enforcing the KarushKuhnTucker (KKT) optimality conditions of the inner loop as equality constraints in the outer design optimisation loop. In doing so however, it increases the number of design variables because it uses the standard normal variates for each constraint as additional design variables. This can increase the computational cost substantially, especially for practical problems with a large number of design variables and a large number of constraints. Furthermore, the approach in Agarwal et al. (2004), Kuschel and Rackwitz (2000) and Streicher and Rackwitz (2004) requires second-order derivatives which are computationally costly and difficult to calculate accurately. The present work enhances the SLSV method providing an accurate, efficient and computationally stable single-loop RBDO algorithm. It does not increase the number of design variables. Also, it does not explicitly add equality constraints as in Agarwal et al. (2004), Kuschel and Rackwitz (2000) and Streicher and Rackwitz (2004) and does not require second-order derivatives. The KKT optimality conditions of the inner reliability loops are explicitly used to move from the standard normal U-space to the original X-space, where the inequality constraints of the outer design optimisation loop are evaluated. It converts the probabilistic optimisation formulation into a deterministic optimisation formulation. The proposed method estimates the most probable point (MPP) for each active probabilistic constraint using gradient information from the previous iteration. It therefore, eliminates the reliability optimisation loop of the conventional double-loop RBDO approach. If needed, the MPPs can be easily calculated after the successful termination of the single-loop process. In general, the proposed single-loop RBDO approach has efficiency comparable with that of a deterministic optimisation and accuracy comparable with that of the conventional double-loop RBDO method.

Overview of RBDO methods

A typical RBDO problem is formulated as

min f ( d, X , P )
d, X

s.t. P Gi ( d, X, P ) 0 R, i = 1, , n

(1)

d L d dU ,

L X X U X

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79

where d R k is the vector of deterministic design variables, X R m is the vector of random design variables, P R q is the vector of random parameters, f ( ) is the objective function, n is the number of constraints, k is the number of deterministic design variables, m is the number of random design variables and q is the number random parameters. According to the used notation, a bold letter indicates a vector, an upper-case letter indicates a random variable or a random parameter and a lower-case letter indicates a realisation of a random variable or random parameter. The actual reliability level for the ith deterministic constraint, is denoted by
Ri = 1 p fi , i = 1, , n

(2)

where
p fi = P Gi ( d, X, P ) < 0

(3)

is the probability of violating the ith deterministic constraint, which is usually very small. In RBDO, the actual probability of failure must be less than the target probability of failure, which is usually approximated by the following first-order relation (Haldar and Mahadevan, 2000)
p f ( t )

(4)

where t is the target reliability index and is the standard normal cumulative distribution function. The optimisation problem (1) constitutes the so-called double-loop RBDO method. It employs two nested optimisation loops: the design optimisation loop (outer) and the reliability assessment loop (inner). The latter is needed for the evaluation of each probabilistic constraint. Every time the design optimisation loop calls for a constraint evaluation, a reliability assessment loop is executed which searches for the MPP in the standard normal space, based on FORM. If the random variables are not normal, a non-linear transformation maps the original space to the standard normal space. If the RIA-based approach is used, the general RBDO problem (1) is stated as (Lee et al., 2002)
min f ( d, X , P )
d, X

s.t. i = 1 FGi (0) ti , i = 1, , n

d L d dU ,
L X X U X

(5)

where FGi and ti are the cumulative distribution function and target reliability index, minimum distance of a point U on the limit state G ( U ) = 0 from the origin of respectively, of constraint Gi . The reliability index = 1 [ FG (0)] is equivalently the

the standard normal space. Similarly, the PMA-based RBDO problem, which is practically the inverse of the RIA-based RBDO problem, is stated as (Tu et al., 1999; Youn et al., 2003)

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J. Liang, Z.P. Mourelatos and J. Tu

min f ( d, X , P )
d, X

s.t. G pi = FGi 1 ( ti ) 0, i = 1, , n
d L d dU ,
L X X U X

(6)

where the performance measure G p is calculated from the following reliability minimisation problem:
G p = min G (U)
U

s.t. U = t

(7)

A single-loop RBDO method

A proposed single-loop RBDO algorithm is presented in this section based on a deterministic optimisation formulation, which eliminates the need for inner reliability loops without increasing the number of design variables as is the case with some other single-loop algorithms (Agarwal et al., 2004; Streicher and Rackwitz, 2004). Using an R-percentile formulation, the RBDO problem (1) can be expressed as,
min f ( d, X , P )
d, X

s.t. Gi (d, X, P)
d L d dU ,

0,

i = 1, 2, ..., n

(8)

L X X U X

where the vectors X and P are evaluated at the MPP. For simplicity reasons, GiR (d, X, P)

0 will be denoted by Gi (d, X, P)

0 in the remainder of this

paper. The mean objective function is minimised subject to constraints which are evaluated in the X-space. It is therefore necessary to have a consistent relationship between vectors d, X , P and vectors d, X, P. The traditional double-loop, PMA-based (DLP/PMA) method of problem (6), calculates the MPP of each constraint in the U-space and, subsequently, transfers these MPPs into the X-space in order to calculate the d, X, P vectors. The proposed single-loop method uses the KKT optimality conditions of the reliability loops in the design optimisation loop in order to relate the d, X , P and d, X, P vectors. Using the PMA method, an inner reliability loop solves the optimisation problem (7) in the standard normal space U. At the optimal point, the following KKT optimality condition (Papalambros and Wilde, 2000) is satisfied
G (U) + H (U) = 0

(9)

where H (U ) = || U || t is an equality constraint and is the corresponding Lagrange multiplier. Equation (9) states that the gradients G (U) and H (U) are collinear at the

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81

optimum. The Lagrange multiplier must be non-negative (i.e. 0 ), indicating that the gradients of G (U) and H (U) are collinear and they point in opposite directions. Considering that H (U) = 2* U , equation (9) yields
U = [|| G || /(2 * )]*(G / || G ||)

(10)

where G is the length of G. Since the length of vector U is equal to the beta hyper-sphere radius t and G / || G || is a unit vector, the positive quantity || G || /(2 * ) in equation (10) must be equal to t . Therefore, equation (10) becomes
U = t *

(11)

where
= GU (d, X, P) / || GU (d, X, P) ||

(12)

is the constraint normalised gradient in U-space. For normal random variables, the X-space and U-space variates are related by
X = * U + X , P = * U + P

(13)

Also, according to the chain rule,

GU (d, X, P ) = * GX , P (d, X, P )

(14)

Combining equations (11) through (14) yields the following relationship between X, P and X , P for each constraint:
X = X * t , P = P * t

(15)

where = GX,P (d, X, P ) / || GX,P (d, X, P ) || . Using equations (15), the double-loop RBDO problem (8) is transformed to the following single-loop, deterministic optimisation problem
min f (d, X , P )
d, x

s.t. Gi (d, Xi , Pi ) 0, i = 1, 2, , n

(16)

where
Xi = X * ti * i ; Pi = P * ti * i

i = Gi X,P (d, Xi , Pi ) / || Gi X,P (d, Xi , Pi ) ||

d L d dU ,

L X X U X

and ti is the target reliability index for the ith constraint, i is the normalised gradient of the ith constraint and is the standard deviation vector of random variables X and random parameters P.

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In the single-loop RBDO problem (16), the objective function is evaluated at the mean point d, X , P and the constraints are calculated at the d, X, P point. The relationship of equations (15) is used to evaluate the constraints consistently with the values of the design variables. The single-loop method does not search for the MPP of each constraint at each iteration. Instead, the MPPs of the active constraints are correctly identified at the optimum. This dramatically improves the efficiency of the proposed single-loop method without compromising the accuracy.

3.1 Single-loop method flowchart

Figure 1 shows the flowchart of the proposed single-loop method. The initial point d 0 , 0 , P is first specified, and the target reliability index vector t is then assigned for X all constraints. Note that the standard deviation vector is known for the random variables and random parameters. Also the upper and lower bound vectors (ub and lb, respectively) are known for all deterministic and probabilistic design variables. The initial point d0, X0, P0 needed to evaluate the constraints is taken equal to d 0 , 0 , P ; that X is, X0 = 0 and P0 = P. At this point, the initial normalised gradient vector for the ith x constraint is calculated as
i 0 = Gi ( X , P ) (d 0 , X0 , P 0 ) / || Gi ( X , P ) (d 0 , X 0 , P 0 ) ||

(17)

At the kth iteration of the optimisation loop, the objective function is calculated at the d k , k , P point. For the evaluation of the constraints, the algorithm checks if the X optimiser has changed the design vector k compared with the previous iteration; if not, X the current gradient vector k is used to calculate
k k k X

X k = k * t k X

and

P = p * t for each constraint. If has changed from the previous iteration, k the normalised gradient vector k is updated before it is used to calculate X and P k which are needed for the constraint evaluation. This is an essential step for keeping the design variable vector X and the X, P vectors consistent, having therefore a robust and stable algorithm. Furthermore, it greatly improves the efficiency since the algorithm avoids unnecessary gradient evaluations. N N When non-normal variables are used, equivalent X and X are calculated every time the optimiser updates the mean values during the optimisation process.

3.2 Advantages of the single-loop method

The main advantage of the single-loop method is the elimination of the repeated reliability loops without increasing the number of design variables or adding equality constraints. Instead of performing nested design optimisation and reliability loops, it solves a single-loop deterministic optimisation problem. The proposed single-loop RBDO algorithm has excellent efficiency because it is reduced to a deterministic optimisation. The consistency between the design variable vector d, X , P and the vector d, X, P needed to evaluate the constraints makes the

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83

single-loop algorithm robust. A variety of numerical examples have been easily solved with different initial points without any problem. This is not, however, the case with earlier attempts to develop a robust single-loop RBDO algorithm (Chen et al., 1997; Gu and Yang, 2003; Wang and Kodiyalam, 2002; Yang and Gu, 2003) due to inconsistent initial X and X vectors. Sensitivity of the SLSV algorithm performance and the final optimum to the initial point has been reported in Yang and Gu (2003).
Figure 1 Flowchart of the single-loop RBDO method

Initialize d 0 , 0X , P , , , lb , ub
Assign X 0 = 0X , P 0 = P

Calculate i 0 = Gi ( X,P) (d 0 , X 0 , P 0 ) / || Gi (X, P) (d 0 , X 0 , P 0 ) ||

k=0

Calculate f ( d

, X , P )

X Change?
k

No

Yes, k=k+1

Calculate

k i

= Gi ( X, P ) (d , X i , Pi ) / || Gi ( X, P ) (d k , X i , Pi ) ||
k

k 1

k 1

k 1

k 1

Calculate X i k

= X k t i k , Pi k = P t i k
i i

Calculate G i ( d k , X ik , P ik )

No

Is f minimized?

Yes

Stop

Finally, the proposed single-loop RBDO algorithm does not require an active constraint set as is the case with the SLSV algorithm. The active constraint set is simply identified by the algorithm. These are the major advantages that simplify the implementation of the proposed single-loop algorithm and enhance its robustness and efficiency. Furthermore, the single-loop method does not update the constraint gradients unnecessarily. The gradients are updated only when the design mean values have changed.

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J. Liang, Z.P. Mourelatos and J. Tu

Applications

This section demonstrates the performance, accuracy and efficiency of the proposed single-loop RBDO method using a non-linear mathematical example and a vehicle side impact problem. Comparisons are made with the DLP/PMA method and deterministic optimisation. In all cases, the same initial point and similar convergence criteria are used.

4.1 A mathematical example

A non-linear mathematical example is used with two normally distributed random variables x1, x2 and three non-linear constraints G1 , G2 , G3 . The objective function is the sum of the means of the two random variables. This simple problem allows us to show graphically the key characteristics of the proposed single-loop algorithm. The RBDO problem is stated as
min f = 1 + 2
1 , 2

s.t. P G j ( X) 0 R j , G1 ( X) = x12 x2 / 20 1

j =1~ 3

G2 ( X) = ( x1 + x2 5) 2 / 30 + ( x1 x2 12) 2 /120 1 G3 ( X) = 80 /( x12 + 8 x2 + 5) 1 0 i 10 i = 1 ~ 2

1 = 2 = 0.3,

j = 3 for j = 1, 2,3

where 1 , 2 and 1 , 2 are the mean values and standard deviations, respectively, of

x1 and x2 . For demonstration purposes, the same target reliability index = 3 is used
for all three constraints. Figure 2 shows the progress of the single-loop RBDO process in the X-space. The algorithm starts with an initial point 0 = (1, 2) = (5, 5). The corresponding initial X -circle is also shown. It should be noted that the -circle in the X-space retains its circular shape because the two random variables are normally distributed. Initially, it is assumed that (x1, x2) = (5, 5) for all three constraints and the initial normalised gradient vector 0 is calculated using equation (17). For the initial constraint evaluation, three points X = (x1, x2), one for each constraint, are calculated using the relation X0 = 0 t*0* and are shown with open-circle symbols on the initial -circle. X Figure 2 shows the position of the -circle for the first three iterations. The centre of each -circle indicates the value of the design vector X = (1, 2). Also, on each -circle the three X = (x1, x2) points are indicated with open-circle symbols. At the optimum, these points are the MPPs of the corresponding active constraints. As shown, the optimum X = (3.4391, 3.2864) has been practically reached after three iterations. Constraints G1 and G2 are active and constraint G3 is inactive.

A single-loop method for reliability-based design optimisation

Figure 2 Progress of optimisation process for the mathematical example in X space

85

x2
10
G = 0

Increasing Increasing G 1

G3

G1 = 0

Initial M ean pt Beta C ircle

O pt. M ean pt Final X pt for G 1

G2 = 0

Increasing

G2

10

Figure 3 and Table 1 illustrate the accuracy and efficiency of the proposed single-loop RBDO method. Figure 3 compares the efficiency of the single-loop method against deterministic optimisation. Both need four iterations to converge. The final value of the objective function is 5.1765 and 6.7255 for the deterministic and single-loop methods, respectively. As indicated in Table 1, both the deterministic and the single-loop methods required 19 function evaluations. In comparison, the DLP/PMA method required 1566 function evaluations. The evaluation of the objective function and all constraints is considered as a single function evaluation.
Figure 3 Comparison of single-loop method with deterministic optimisation
7.5 7 6.5

Obj. Function

6 5.5 5 4.5 4 1 2 3 4 5
Single -Loop De t. Opt

Iteration No.

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J. Liang, Z.P. Mourelatos and J. Tu

The last two columns of Table 1 compare the double-loop and single-loop optimal results for a non-normal distribution case. Both optima are similar while the single-loop is considerably more efficient. The design variables x1 and x2 are lognormally and normally distributed, respectively. The initial point is equal to (4, 5). The slight differences in the optimum between the double-loop and the single-loop approaches are due to the added non-linearities from the lognormal distribution which make convergence more challenging.
Table 1 Comparison of RBDO methods for the mathematical example Det. Opt. Design variables x1 x2 Objective f(X) Constraints G1 (X) G2 (X) G3 (X) No. of iterations No. of Function Evaluations 0 0 1.5643 4 19 0 0 0.5 4 (Outer) 1566 0 0 0.5097 4 19 0 0 0.4625 3 (Outer) 1177 0 0.0214 0.5141 3 15 5.1765 6.7257 6.7255 6.8903 6.67 3.1139 2.0626 DLP/ PMA x1 =5, Normal x2 =5, Normal 3.4391 3.2866 3.4391 3.2864 Single loop DLP/ PMA Single loop

x1 =4, Lognormal x2 =5, Normal 3.5614 3.3289 3.3397 3.3302

4.2 Vehicle side impact example

Here, a vehicle crashworthiness study is performed under a variety of side impact constraints. Uncertainties in structural design variables, material properties and operating conditions, among others, are very important in automotive vehicle side impact studies. For this reason, RBDO of vehicle crashworthiness has recently gained considerable attention (Youn et al., 2004). The side impact is one of the safety requirements an automotive vehicle design must meet, according to the National Highway Traffic Safety Administration (NHTSA). The side impact procedure based on the European Enhanced Vehicle-Safety Committee (EEVC) is used in this example. The performance of the dummy in side impact, in terms of head injury criterion (HIC), chest VC (viscous criterion) values and rib deflections (upper, middle and lower) must meet EEVC requirements. The finite element model of the vehicle used in this study and the moving deformable barrier are shown in Figure 4. The total number of nodes and shell elements of the model are approximately 96000 and 86000, respectively. A finite element model of the dummy

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87

is also used. The velocity of B-Pillar at middle point and the velocity of front door at B-Pillar are considered. The position of the moving deformable barrier is specified according to the EEVC side impact procedure. All nodes of the moving barrier are assigned an initial velocity of 31 mph.
Figure 4 Finite element model for the vehicle side impact example

In side impact design, the increase of gage design variables tends to improve the dummy performance. However, the vehicle weight is simultaneously increased, which is undesirable. For this reason, an optimisation problem is formed by minimising the vehicle weight subject to a number of safety constraints on the dummy according to the EEVC procedure. They include HIC, abdomen load, rib deflection or V C, and pubic symphysis force. A total of seven random variables and four random parameters are used. The seven random variables ( x1 ~ x7 ) represent dimensions of some vehicle structural parts including thickness of B-Pillar (inner and reinforcement), thickness of floor side, thickness of cross member, thickness of door beam, thickness of door belt line reinforcement and thickness of roof rail. The four random parameters include the material of B-Pillar (inner) x8 and floor side (inner) x9 as well as the barrier height x10 and barrier hitting position x11 . Table 2 shows sequentially the description of the random

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J. Liang, Z.P. Mourelatos and J. Tu

variables and parameters and their lower and upper bounds. The objective is to reduce the vehicle weight. The vehicle weight is a function f ( X , P ) of the random variable vector X and the random parameter vector P. The RBDO problem is stated as
min f ( X , P )
X

s.t. P ( FAL 1KN) R1

P ( Dup 32 cm) R2 P ( Dmid 32 cm) R3 P ( Dlow 32 cm) R4 P (VC up 0.32 cm) R5 P (VCmid 0.32 cm) R6 P (VClow 0.32 cm) R7 P ( Fps 4.0 KN) R8 P (VB-Pillar 9.9 m/s) R9 P (Vdoor 15.69 m/s) R10

iL i U , i = 1 ~ 7 i
and

8 , 9 = 0.345 or 0.192 (material properties) 10 , 11 = 0.0 (barrier height and position)

where Ri (i = 1 ~ 10) are the desired reliabilities for each constraint, FAL is the dummy abdomen load, Dup, Dmid and Dlow are the dummy upper rib, middle rib and lower rib deflections and VCup, VCmid and VClow are the dummy upper chest, middle chest and lower chest VC values, respectively. Also, Fps is the dummy pubic symphysis force, VB-Pillar is the velocity at the middle B-Pillar position and Vdoor is the B-Pillar velocity at door belt line. A 99.87% reliability ( = 3) is used for all ten constraints. All random variables and parameters are assumed normally distributed with standard deviations 14,6,7 = 0.03, 5 = 0.05, 8,9 = 0.006 and 10,11 = 10.0. The deterministic optimisation reduced the vehicle weight to 23.5 (see Table 3). However, the reliability of the frontdoor velocity (G2), lower rib deflection (G9) and pubic force (G10) constraints were found to be unacceptably low. To the contrary, the RBDO increases slightly the vehicle weight to 28.6 but satisfies all probabilistic constraints with at least a 99.87% reliability. The RBDO problem was solved with the DLP/PMA and single-loop methods. Due to the excessive computational cost associated with vehicle crashworthiness, a set of response surfaces was used.

A single-loop method for reliability-based design optimisation

Table 2 Description and range of design variables for the vehicle side impact example Range Minimum 0.5 0.45 0.5 0.5 0.875 0.4 0.4 Mild steel Mild steel 30 30 Nominal 1.0 0.9 1.0 1.0 1.75 0.8 0.8 Mild steel Mild steel 0 0 Maximum 1.5 1.35 1.5 1.5 2.625 1.2 1.2 HS steel HS steel +30 +30

89

Random design variables and prameters Description Thickness (mm) B-Pillar inner B-Pillar reinforcement Floor side inner Cross members 1 and 2 Door beam Door belt line reinforcement Roof rail Material of B-Pillar inner Material of floor side inner Barrier height (mm) Barrier hitting position (mm) Figure 5

Comparison of single-loop method with deterministic optimisation with the side impact example

30 28

Obj. Function

26 24 22 20 18 16 14 1 2 3
De t. Opt.
Single -Loop

Iteration No.

Figure 5 and Table 3 compare the single-loop method with deterministic optimisation for 99.87% reliability ( = 3) for all constraints. Both single-loop and deterministic optimisation calculate their respective optimum design in three iterations and 35 function evaluations. This is another indication of the excellent efficiency of the single-loop method. The deterministic and single-loop optima are 23.58 and 28.69, respectively. The number of function evaluations for single-loop and DLP/PMA are 35 and 13846, respectively. Both RBDO methods have given comparable optimum solutions.

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Table 3

J. Liang, Z.P. Mourelatos and J. Tu

Comparison of RBDO methods for the side impact example Det. Opt. 0.5 1.2257 0.5 1.2071 0.875 0.9352 0.4 23.5856 0.4364 0 4.3359 3.5668 0.0897 0.1163 0.0275 0 0.5577 0.0276 3 35 DLP/PMA 0.9436 1.35 0.9127 0.9913 0.9026 1.2 0.4 28.6528 0.2911 0 2.0127 1.8895 0.1268 0.1284 0.0455 0.0001 0.0881 0.0003 8 (outer) 13846 Single loop 0.81 1.35 0.7277 1.5 0.875 1.2 0.4 28.6977 0.5222 0 0.0512 0.0582 0.239 0.3179 0.0512 0 0.0378 0.0371 3 35

Design variables

x1 x2 x3 x4 x5 x6 x7
Objective
G1 ( X ) G2 (X )
G3 (X ) G4 (X ) G5 (X ) G5 (X ) G7 (X ) G8 (X ) G9 (X ) G10 ( X )

No. of iterations No. of F.E.

Summary and conclusions

A robust single-loop RBDO algorithm for both normal and non-normal random variables has been presented which greatly improves on the existing SLSV algorithm. The algorithm collapses the nested optimisation loops into an equivalent single-loop optimisation process by using the KKT optimality conditions of the reliability loops in the outer design optimisation loop. It, therefore, converts the probabilistic optimisation problem into a deterministic optimisation problem, eliminating the need for calculating the MPP in repeated reliability assessments. Also, the algorithm does not increase the number of design variables and does not add any equality constraints. Furthermore, it does not require second-order derivatives. Its accuracy is comparable with the double-loop approach and its efficiency is almost equivalent to deterministic optimisation. Two numerical applications, including an automotive vehicle side impact example, demonstrated the accuracy and superior efficiency of the proposed single-loop RBDO algorithm.

A single-loop method for reliability-based design optimisation

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Acknowledgement
The present study was performed with funding from the General Motors Research and Development Center. The support is gratefully acknowledged.

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