Reliability Based Design

Optimization
Outline
RBDO problem definition
Reliability Calculation
Transformation from X-space to u-space
RBDO Formulations
Methods for solving inner loop (RIA , PMA)
Methods of MPP estimation
Terminologies
X : vector of uncertain variables
: vector of certain variables
: vector of distribution parameters of
uncertain variable X( means , s.d.)
d : consists of and whose values can be
changed
p : consists of and whose values can not
be changed

Terminologies(contd..)
Soft constraint: depends upon only.
Hard constraint: depends upon both X()
and
[,] = [d,p]
Reliability = 1 probability of failure
RBDO problem
Optimization problem
min F (X,) objective
f
i
() > 0
g
j
(X, ) > 0

RBDO formulation
min F (d,p) objective
f
i
(d,p) > 0 soft constraints
P (g
j
(d,p ) > 0) > P
t
hard constraints


Comparison b/w RBDO and Deterministic
Optimization

Deterministic Optimum
Reliability Based Optimum
Feasible Region
Basic reliability problem
f
R
( x
R
) f
S
( x
S
) = const.
x
S
X
S X
S
x
R
f
R
( x
R
)
f
S
( x
S
)
failure domain : x
R
< x
S
O
f
O
S
safe domain : x
R
> x
S
limit state surface
g = x
R
x
S
= 0
Probability of failure
Reliabilty Calculation
Reliability index
Reliability Index
Formulation of structural reliability problem
x
1
x
2
0
O
s
O
f
g ( x) = 0
f
X
( x ) = const.
Vector of basic random variables
represents basic uncertain quantities that define the state of the
structure, e.g., loads, material property constants, member sizes.
Limit state function
Safe domain
Failure domain
Limit state surface
Geometrical interpretation
u
R

failure domain
A
f

A
S

safe domain
u
S

0
limit state surface
Transformation to the
standard normal space
Distance from the origin [u
R
, u
S
] to the
linear limit state surface
Cornell reliability index
Hasofer-Lind reliability index
Lack of invariance, characteristic for the Cornell reliability
index, can be resolved by expanding the Taylor series
around a point on the limit state surface. Since alternative
formulation of the limit state function correspond to the same
surface, the linearization remains invariant of the formulation.
The point chosen for the linearization is one which has the
minimum distance from the origin in the space of transformed
standard random variables . The point is known as the
design point or most probable point since it has the highest
likelihood among all points in the failure domain.
For the linear limit state function, the absolute value of the
reliability index, defined as , is equal to the distance
from the origin of the space (standard normal space) to
the limit state surface.
Geometrical interpretation
o

-
=

|


u
*
G
1
(

u

) = 0
G
2
(

u

) = 0
G
3
(

u

) = 0
A
f
A
S
failure domain
safe domain
0
u
1
u
2
Hasofer-Lind reliability index
RBDO formulations
RBDO Methods
Double Loop Decoupled Single Loop
Double loop Method
Objective
function
Reliability
Evaluation
For 1
st
constraint
Reliability
Evaluation
For m
th
constraint
Decoupled method(SORA)


Deterministic optimization loop
Objective function : min F(d,
x
)
Subject to : f(d,
x
) < 0
g(d,p,
x
-s
i,
) < 0

Inverse reliability analysis for
Each limit state
d
k
,
x
k

k = k+1
s
i
=
x
k
x
k
mpp

x
k
mpp
,p
mpp

Single Loop Method
Lower level loop does not exist.
min { F(
x
) }
f
i
(
x
) 0 deterministic constraints
g
i
(x) 0
where
x-
x
= -
t
**
=grad(g
u
(d,x))/||grad(g
u
(d,x))||

xl

x

xu


Inner Level Optimization
(Checking Reliability Constraints)

Reliability Index
Approach(RIA)

min ||u||
subject to g
i
(u,
x
)=0

if min ||u|| >
t
(feasible)

Performance Measure
Approach(PMA)

min g
i
( u,
x
)
subject to ||u|| =
t


If g(u*,
x
)>0(feasible)

Most Probable Point(MPP)
The probability of failure is maximum corresponding
to the mpp.
For the PMA approach , -grad(g) at mpp is parallel
to the vector from the origin to that point.
MPP lies on the -circle for PMA approach and on
the curve boundary in RIA approach.
Exact MPP calculation is an optimization problem.
MPP esimation methods have been developed.

MPP estimation





inactive
constraint
active
constraint
RIA
MPP
PMA MPP
PMA MPP
RIA MPP
U Space
Methods for reliability computation
First Order Reliability Method (FORM)
Second Order Reliability Method (SORM)
Simulation methods: Monte Carlo, Importance
Sampling
Numerical computation of the integral in definition for
large number of random variables (n > 5) is extremely difficult
or even impossible. In practice, for the probability of failure
assessment the following methods are employed:
u
2
G (

u

) = 0
A
s
A
f
l

(

u

) = 0
o
*
u
*
0 u
1
o
region of most
contribution to
probability integral

n
(

u,0,I

) = const
FORM First Order Reliability Method
u
2
G
v
(v) = f
v
( v) v
n
= 0
A
s
A
f
0
u
1
v
n
v
n
v
~
~
v
n
= s
v
( v)
v
*
'
~
SORM Second Order Reliability Method
Gradient Based Method for finding MPP
find = -grad(u
k
)/||grad(u
k
)||
u
k+1
=
t
*
If |u
k+1
-u
k
|<, stop
u
k+1
is the mpp point
else goto start
If g(u
k+1
)>g(u
k
), then perform an arc search
which is a uni-directional optimization

Abdo-Rackwitz-Fiessler algorithm
Rackwitz-Fiessler iteration formula
find
subject to
Gradient vector in the standard space:
where is a constant < 1, is the other indication
of the point in the RF formula.
for every and
Convergence criterion
Very often to improve the effectiveness of the RF algorithm
the line search procedure is employed
Merit function proposed by Abdo
Abdo-Rackwitz-Fiessler algorithm
Alternate Problem Model
solution to :
min f s.t
atleast 1 of the reliability constraint is exactly
tangent to the beta circle and all others are satisfied.
Assumptions:
minimum of f occurs at the aforesaid point


Alternate Problem Model

Reliability based
optimum
1
2

x1
x2
Scope for Future Research
Developing computationally inexpensive
models to solve RBDO problem
The methods developed thus far are not
sufficiently accurate
Including robustness along with reliability
Developing exact methods to calculate
probability of failure