Skip to main content
SpringerLink
Log in

A derivative-free trust-region algorithm for reliability-based optimization

  • BRIEF NOTE
  • Published:
Structural and Multidisciplinary Optimization Aims and scope Submit manuscript

Abstract

In this note, we present a derivative-free trust-region (TR) algorithm for reliability based optimization (RBO) problems. The proposed algorithm consists of solving a set of subproblems, in which simple surrogate models of the reliability constraints are constructed and used in solving the subproblems. Taking advantage of the special structure of the RBO problems, we employ a sample reweighting method to evaluate the failure probabilities, which constructs the surrogate for the reliability constraints by performing only a single full reliability evaluation in each iteration. With numerical experiments, we illustrate that the proposed algorithm is competitive against existing methods.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Log in via an institution

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Institutional subscriptions

References

  • Aoues Y, Chateauneuf A (2010) Benchmark study of numerical methods for reliability-based design optimization. Struct Multidiscip Optim 41(2):277–294

    Article  MathSciNet  MATH  Google Scholar 

  • Augustin F, Marzouk Y (2014) NOWPAC: a provably convergent derivative-free nonlinear optimizer with path-augmented constraints. arXiv:1403.1931

  • Conn AR, Scheinberg K, Vicente LN (2009) Introduction to derivative-free optimization. Siam

  • Eldred MS, Giunta AA, Wojtkiewicz S, Trucano TG (2002) Formulations for surrogate-based optimization under uncertainty. In: 9th AIAA/ISSMO symposium on multidisciplinary analysis and optimization

  • Rahman S (2009) Stochastic sensitivity analysis by dimensional decomposition and score functions. Probab Eng Mech 24(3):278–287

    Article  Google Scholar 

  • Rubinstein RY, Shapiro A (1993) Discrete event systems: sensitivity analysis and stochastic optimization by the score function method. Wiley

  • Valdebenito MA, Schuëller GI (2010) A survey on approaches for reliability-based optimization. Struct Multidiscip Optim 42(5):645–663

    Article  MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

  1. Department of Mathematics, Shanghai Jiao Tong University, 800 Dongchuan Rd, Shanghai, 200240, China

    Tian Gao

  2. Institute of Natural Sciences, Department of Mathematics, and the MOE Key Laboratory of Scientific and Engineering Computing, Shanghai Jiao Tong University, 800 Dongchuan Rd, Shanghai, 200240, China

    Jinglai Li

Authors
  1. Tian Gao
    View author publications

    You can also search for this author in PubMed Google Scholar

  2. Jinglai Li
    View author publications

    You can also search for this author in PubMed Google Scholar

Corresponding author

Correspondence to Jinglai Li.

Additional information

This work was supported by the NSFC under grant number 11301337 and by the National Basic Research Program (973 Program) of China under grant number 2014CB744900.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Gao, T., Li, J. A derivative-free trust-region algorithm for reliability-based optimization. Struct Multidisc Optim 55, 1535–1539 (2017). https://doi.org/10.1007/s00158-016-1587-y

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00158-016-1587-y

Keywords

Search

Navigation