Sequential optimization with particle splitting-based reliability assessment for engineering design under uncertainties

Xiaotian Zhuang, Rong Pan, Qing Sun

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

The evaluation of probabilistic constraints plays an important role in reliability-based design optimization. Traditional simulation methods such as Monte Carlo simulation can provide highly accurate results, but they are often computationally intensive to implement. To improve the computational efficiency of the Monte Carlo method, this article proposes a particle splitting approach, a rare-event simulation technique that evaluates probabilistic constraints. The particle splitting-based reliability assessment is integrated into the iterative steps of design optimization. The proposed method provides an enhancement of subset simulation by increasing sample diversity and producing a stable solution. This method is further extended to address the problem with multiple probabilistic constraints. The performance of the particle splitting approach is compared with the most probable point based method and other approximation methods through examples.

Original languageEnglish (US)
Pages (from-to)1074-1093
Number of pages20
JournalEngineering Optimization
Volume46
Issue number8
DOIs
StatePublished - Aug 3 2014

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Probabilistic Constraints
Reliability Assessment
Engineering Design
Uncertainty
Optimization
Computational efficiency
Rare Event Simulation
Monte Carlo methods
Stable Solution
Probable
Approximation Methods
Simulation Methods
Computational Efficiency
Monte Carlo method
Monte Carlo Simulation
Enhancement
Subset
Evaluate
Evaluation
Design optimization

Keywords

  • design optimization under uncertainty
  • Markov chain Monte Carlo
  • Probabilistic constraints
  • rare-event simulation
  • target probable point

ASJC Scopus subject areas

  • Control and Optimization
  • Industrial and Manufacturing Engineering
  • Applied Mathematics
  • Computer Science Applications
  • Management Science and Operations Research

Cite this

Sequential optimization with particle splitting-based reliability assessment for engineering design under uncertainties. / Zhuang, Xiaotian; Pan, Rong; Sun, Qing.

In: Engineering Optimization, Vol. 46, No. 8, 03.08.2014, p. 1074-1093.

Research output: Contribution to journalArticle

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