Reliability-based optimization using bridge importance sampling

被引：30
|
作者：
Beaurepaire, P. [1 ]
Jensen, H. A. [2 ]
Schueller, G. I.
Valdebenito, M. A. [2 ]
机构：
[1] Univ Liverpool, Virtual Engn Ctr, Warrington WA4 4AD, Cheshire, England
[2] Federico Santa Maria Univ, Dept Civil Engn, Valparaiso, Chile
来源：
PROBABILISTIC ENGINEERING MECHANICS | 2013年 / 34卷
基金：
奥地利科学基金会; 英国科学技术设施理事会;
关键词：
Reliability-based optimization; Importance sampling; Markov chain Monte Carlo; Advanced simulation techniques; DESIGN OPTIMIZATION; NORMALIZING CONSTANTS; SIMULATION; MINIMIZATION; FRAMEWORK;
D O I：
10.1016/j.probengmech.2013.04.001
中图分类号：
TH [机械、仪表工业];
学科分类号：
0802 ;
摘要：
This paper introduces an efficient reliability estimation approach to be used in the framework of reliability-based optimization. The key feature of the procedure consists of reusing during the optimization procedure the results of the previous iterations. The reliability analysis is performed subsequently with a reduced number of samples which greatly decreases the computational efforts associated with the reliability-based optimization process. The validity and the advantages of the procedure are demonstrated by means of two reliability-based optimization problems. (C) 2013 The Authors. Published by Elsevier Ltd. All rights reserved.
引用
收藏
页码：48 / 57
页数：10
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