Enhanced sequential optimization and reliability assessment method for changing design variance

Xiaolei Yin, Wei Chen*

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

The Sequential Optimization and Reliability Assessment (SORA) method is a single loop method containing a sequence of cycles of decoupled deterministic optimization and reliability assessment for improving the efficiency of probabilistic optimization. However, the original SORA method as well as some other existing single loop methods is not efficient for solving problems with changing variance. In this paper, to enhance the SORA method, three formulations are proposed by taking the effect of changing variance into account. These formulations are distinguished by the different strategies of Inverse Most Probable Point (IMPP) approximation. Mathematical examples and a pressure vessel design problem are used to test and compare the effectiveness of the proposed formulations. The "Direct Linear Estimation Formulation" is shown to be the most effective and efficient approach for dealing with problems with changing variance. The gained insight can be extended and utilized to other optimization strategies that require MPP or IMPP estimations.

Original languageEnglish (US)
Title of host publicationProceedings of the ASME International Design Engineering Technical Conferences and Computers and Information in Engineering Conferences - DETC2005
Subtitle of host publication31st Design Automation Conference
PublisherAmerican Society of Mechanical Engineers
Pages1163-1172
Number of pages10
ISBN (Print)079184739X, 9780791847398
DOIs
StatePublished - 2005
EventDETC2005: ASME International Design Engineering Technical Conferences and Computers and Information in Engineering Conference - Long Beach, CA, United States
Duration: Sep 24 2005Sep 28 2005

Publication series

NameProceedings of the ASME International Design Engineering Technical Conferences and Computers and Information in Engineering Conference - DETC2005
Volume2 B

Other

OtherDETC2005: ASME International Design Engineering Technical Conferences and Computers and Information in Engineering Conference
CountryUnited States
CityLong Beach, CA
Period9/24/059/28/05

Keywords

  • Changing variance
  • Most probable point
  • Probabilistic optimization
  • Single loop method

ASJC Scopus subject areas

  • Engineering(all)

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