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A Modified Reliability Index Approach

for Reliability-Based Design


Optimization
Po Ting Lin
e-mail: potinglin223@gmail.com

Hae Chang Gea


e-mail: gea@rci.rutgers.edu

Yogesh Jaluria
e-mail: jaluria@jove.rutgers.edu
Department of Mechanical and Aerospace Engineering,
Rutgers, The State University of New Jersey,
Piscataway, NJ 08854

Reliability-based design optimization (RBDO) problems have


been intensively studied for many decades. Since Hasofer and
Lind [1974, Exact and Invariant Second-Moment Code Format,
J. Engrg. Mech. Div., 100(EM1), pp. 111121] defined a measure
of the second-moment reliability index, many RBDO methods utilizing the concept of reliability index have been introduced as the
reliability index approach (RIA). In the RIA, reliability analysis
problems are formulated to find the reliability indices for each
performance constraint and the solutions are used to evaluate the
failure probability. However, the traditional RIA suffers from inefficiency and convergence problems. In this paper, we revisited the
definition of the reliability index and revealed the convergence
problem in the traditional RIA. Furthermore, a new definition of
the reliability index is proposed to correct this problem and a
modified reliability index approach is developed based on this definition. The strategies to solve RBDO problems with non-normally
distributed design variables by the modified RIA are also investigated. Numerical examples using both the traditional and modified RIAs are compared and discussed. [DOI: 10.1115/1.4003842]

Traditional Reliability Index Approach (TRIA)

Consider N random design variables, X, the jth random design


variable, Xj , has an expected value of dj and a standard deviation
of rj . A probabilistic design optimization is then formulated as
follows
Min zd

Introduction

Optimization techniques have been well developed and widely


utilized to seek for better engineering designs in terms of reducing
the system cost and enhancing the performance or the quality.
Traditionally, engineering design problems are formulated as a
deterministic optimization problem while neglecting the uncertainties of design variables. Under the deterministic optimization
formulation, the optimal designs are selected based on the feasibility and optimality. However, the existence of uncertainties on
the design variables will lead to the violations of constraints and
destroy the optimality. To this end, reliability-based design optimization (RBDO) has been developed to provide a much better
design of which the probability of system failures is reduced to an
acceptable level.
RBDO problems have been intensively studied for many decades. Since Hasofer and Lind [1] defined a measure of the secondmoment reliability index as the shortest distance from the origin
to the failure region in the standardly normalized variable space to
quantify the failure probability, many RBDO methods utilizing
the concept of reliability index have been introduced as the reliability index approach (RIA) [29]. In the RIA, a reliability analysis problem is formulated to find the reliability index for each performance constraint, and the solutions are used to evaluate the
Manuscript received November 17, 2010; final manuscript received March 14,
2011; published online May 2, 2011. Assoc. Editor: Wei Chen.

Journal of Mechanical Design

failure probability. Tu et al. [10] pointed out a convergence problem associated with the numerical singularities in the traditional
RIA and developed a new approach called the performance measure approach (PMA) where an inverse reliability analysis problem is formulated to evaluate the probability performance instead
of using the reliability index. Since the numerical singularity only
exists in some numerical extreme cases such as the standard deviation is very close to zero, it is not a major issue in engineering
practices. Other than the numerical singularity associated with the
tight standard deviations, the traditional RIA still often mysteriously fails to converge under the general setting. This convergence problem of the traditional RIA prompts many researchers to
select the PMA as a more efficient and robust choice for general
nonlinear performance functions [11,12].
In this paper, we revisited the definition of the reliability index
and discovered the convergence problem in the traditional RIA.
We have found that the definition of the reliability index leads to
incorrect evaluations of the failure probabilities and causes the
convergence problem. Furthermore, we proposed a new definition of the reliability index to correct this problem, and a modified reliability index approach was developed. In the remainder
of this paper, we will first review the traditional RIA and illustrate the problem of the original definition of the reliability
index. Then, we will present a new definition of the reliability
index and the modified RIA. Not only can the modified RIA be
used to solve RBDO problems with normally distributed random
variables in most engineering practices but also the strategies to
solve the ones with non-normally distributed random variables
by the modified RIA are investigated. Finally, the solutions of
linear and nonlinear examples generated from the modified RIA
are presented and compared with the traditional RIA to demonstrate the efficiency and robustness of the proposed new method.
Other numerical examples demonstrate how the RBDO problems
with lognormally distributed random variables are solved by the
modified RIA.

s:t:

Pgi X > 0  Pf ;i

i 1; :::; n

(1)

where z is the cost function, gi is the ith constraint, gi > 0 represents the failure region, and Pf ;i is the ith allowable probability of
the system failure. Mathematically, Pgi X > 0 can be calculated
by an integral of its joint probability density function (JPDF), fi x,
with in the infeasible domain. However, this process is very computationally expensive.

2.1 Reliability Analysis in the TRIA. To quantify the probability of the system failure, a reliability index was introduced by
Hasofer and Lind [1] in terms of the shortest distance from the origin to the failure region in the standard normal space. A simple
RBDO example shown in Fig. 1 is used to illustrate this concept
and the following relation holds

f xdx
(2)
Pg X > 0
g>0

where f x is the probability density function (PDF) of X. Using a


mapping factor of x d ru and assuming the random variables
are normally distributed and uncorrelated [1], the corresponding
standard normal PDF is illustrated in Fig. 2, where u is the most
probable point (MPP) and has the shortest distance from the

C 2011 by ASME
Copyright V

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Fig. 1 PDF of normal distribution X(d, r); xa is the active point

constraint to the origin. Hasofer and Lind [1] defined this distance
as the reliability index, bHL , which is given as

1=2
bHL up up
(3)
where the Einstein notation is used and p is the dummy index.
The determination of the MPP often comes from a subproblem

1=2
Min up up
s:t: gu 0
(4)

nately, the numerical singularity originated from very small standard deviations in an RBDO problem is not a critical issue in most
practical engineering problems because variables with very small
standard deviations can be treated as deterministic variables and
the singularity can be removed. However, numerical results
showed that the TRIA sometimes still fails to converge even with
not so small standard deviations [12].
The real problem that leads to the convergence problems of the
TRIA resides on the definition of the reliability index. The original reliability index is defined as the shortest distance from the origin to the failure region. If the origin is within the failure region,
the current definition becomes invalid. However, the MPP suboptimization problem of the TRIA will still return a MPP solution.
As shown in Figs. 2 and 3, both u are considered as the MPP solutions even though u is negative in Fig. 2 but positive in Fig. 3.
Therefore, the optimization iteration of the TRIA may arrive at erratic solutions and cause convergence problems. One possible solution to avoid the convergence problem is to evaluate the failure
probability of the design in each iteration. If the failure probability
is larger than 50%, the current design is considered as a failed
design and the reliability index can be assigned as a negative
value. However, the evaluation of the failure probability is computationally costly. To this end, a more efficient and robust solution is presented in Sec. 3.

3


where the optimal solution, u , has the shortest distance from the
equality constraint to the origin. From Eq. (2), the failure probability can then be rewritten as
Pg X > 0 UbHL

(5)

where U is the standard normal cumulative distribution function


(CDF). Similarly, the failure probability, Pf , can be evaluated by
the standard normal CDF as follows


Pf  U bf

(6)

where bf is the allowable reliability index. Applying an inverse


standard normal CDF operator, U1 , the probabilistic formulation
(1) now becomes the solvable deterministic formulation as follows
Min zd s:t: bHL d  bf
d

(7)

where bHL is a function of d because u varies with respect to d.


2.2 Convergence Problem of the TRIA. As discussed in Tu
et al. [10], the TRIA has a convergence problem during the MPPsearching in Eq. (4) because it may not have any solution as the
standard deviation is very small and bHL becomes infinity. Fortu-

Fig. 2
mean

PDF of standard normal distribution U with feasible

044501-2 / Vol. 133, APRIL 2011

A New Reliability Index

3.1 Definition of the Modified Reliability Index. As described


in Sec. 2, the root of the convergence problems in the TRIA
comes from the definition of the reliability index. The current
definition of the reliability index fails to find the true MPP if the
origin is within the failure region. To overcome this problem, a
new reliability index is proposed in this section.
A new reliability index, bM , is defined as follows
bM u  ru gu kru gu k1

(8)

This definition makes use of the gradient of the constraint at the


MPP to differentiate whether the current design is safe or failed,
i.e., the origin is within the failure region or not. To this end, we
will examine the MPP subproblem in Eq. (4) to understand the
relationship between u and ru gu .
Using the method of Lagrangian multiplier to solve the MPP
subproblem in Eq. (4), an auxiliary function is introduced as
follows

1=2
kgu
(9)
Lu; k up up
where k is the Lagrangian multiplier. The optimal solution is
given by solving rLu; k 0, which gives
h
i
1=2
kgu 0
(10)
eq ruq up up

Fig. 3
mean

PDF of standard normal distribution U with infeasible

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and gu 0 as eq stands for the qth normal basis of u.


Equation (10) can be rewritten as
h
i
(11)
eq dpq up ur ur 1=2 kruq gu 0

Equation (16) now becomes a deterministic optimization problem


with linear constraints as follows
Min
d

s:t:
where dpq is the Kronecker delta. From Eq. (11), the MPP is given
by


 1

u kku k ru gu

(12)

The relation indicates that ru gu has whether the same direction or the opposite one with the direction of u . Therefore, we
can take advantages of this collinear relationship between u and
ru gu to modify the original definition of the reliability index
as the new definition of bM in Eq. (8). The new definition, bM , is
identical to the original bHL in Eq. (3) when the origin is outside
the failure region and bM becomes a negative quantity when the
current design leads to system failure, i.e., the origin is within the
failure region. In this way, the new reliability index can provide
the correct solution.
3.2 A Simple Illustrative Example. To illustrate the definition of the new reliability index, a simple linear probabilistic constraint is used here. Consider the failure probability of a linear
constraint is given by
Pg X X 10 > 0  0:13%

(13)

where X  Nd; 1 and ru gu equals to a negative unit vector.


Two different values of the design variable are selected for comparison, d 13 and 7. The MPPs are found to be u 3 for the
first case and u 3 for the second one. However, the traditional
reliability index, bHL , gives the same values as 3. Then, the probability of failure in Eq. (5) results in the same answer as
U3 0:13% that implies satisfactory for both cases that is
obviously a wrong answer for the second case. Using the new definition of reliability index, bM , u  ru gu becomes 3 and -3 for
the first and second cases, respectively. Therefore, the probabilities of failures are evaluated correctly as U3 0:13% for the
first case and U3 99:87% for the second case.
Using the new definition in Eq. (8), Eq. (5) is rewritten as
Pg X > 0 UbM

(14)

and the allowable failure probability, Pf , can be converted as


 
(15)
bf U1 Pf
In this way, the original probabilistic formulation becomes the
deterministic formulation
Min zd s:t: bM d  bf
d

(16)

where bM d varies with respect to d because Eq. (8) is a function


of u , which alters with d.

Modified Reliability Index Approach (MRIA)

4.1 First-Order Approximation of the Probabilistic


Constraint in MRIA. After the original probabilistic optimization formulation in the Eq. (1) is transformed into the deterministic formulation in Eq. (16) using the new reliability index, we can
apply the MRIA to solve RBDO problems.
In the MRIA, we first express bM d in terms of d using the
first-order Taylors expansion at the current design, d k . At the
kth iteration, bM d can be written as the following
  

 
bM d bM d k d  d k  rd bM d k
(17)
Journal of Mechanical Design

zd
  

 
bM d k  d  d k  rd bM d k  bf

(18)

where bM d k can be evaluated by solving the MPP subproblem


and applying the obtained u d k to Eq. (8). By taking the first
derivative of bd d k with respect to d, rd bM d k is obtained as
 
rd bM d k rd u  ru gu kru gu k1
(19)
Given the fact from the transformation between the normally distributed and the standard-normally distributed design space, we
have




rd gu ; d rd u  ru g um ; d k rd g um ; d k
(20)
The feasibility of the MPP problem requires rd gu ; d 0;
therefore, at the optimal solution of the MPP problem, we have
rd u  ru gu rd gu
Equation (19) then becomes
 
rd bM d k rd gu kru gu k1

(21)

(22)

and the final deterministic optimization formulation of Eq. (18),


using the Eqs. (8) and (22), is obtained as follows
Min

zd

s:t:

 r gu
u  ru gu 
d
d  d k 
 bf

kru gu k
kru gu k

(23)

The main difference between the MRIA and the TRIA is in the
first constant term of the constraint equation. In the MRIA, the
constant term is obtained from the new definition of reliability
index, bM , while the TRIA uses the bHL . In the beginning of the
optimization, the initial designs, d 0 and u0 , are given. For the
kth iteration, the MPP subproblems are solved first. Equation (18)
is updated from the solution of the MPP and solved until solution
convergence. The typical convergence criterion can be the quantitative evaluation of the absolute difference, jd k  d k1 j, or a
weighted sum of jd k  d k1 j and jzd k  zd k1 j. The iteration stops when the differential measure is less than a reasonably
small value; otherwise, it terminates when k is larger than the
allowable iteration number.
It is worth noting that the derived first-order formulation of the
probabilistic constraint in Eq. (23) is capable of finding the optimal solution with the desired failure probability when the original
constraint g is linear or is very close to linear near the optimal solution using the first-order reliability method (FORM). However,
the solution accuracy will decrease when the original constraint
becomes highly nonlinear. The inaccuracy caused by the nonlinearity has been studied and improved by methods proposed in
the literature [1320].
4.2 MRIA With Non-Normally Distributed Random
Variables. Similar to the TRIA, MRIA also requires a transformation from X-space to U-space. Although many non-normal distributions such as lognormal, Weibull, Gumbel, and uniform distributions can be transformed to the standard normal space, these
transformations will introduce two problems to MRIA. First,
some parts of the original design domain may be mapped to infinity. If any constraint falls into these regions, the MPP-search process in Eq. (4) may fail. Under this circumstance, the other RBDO
methods based on inverse reliability analysis [10,21,22] are
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capable of finding the inverse MPP to evaluate the failure probability. Only one exception for MRIA is the lognormally distributed variable because it can be easily transformed to U-space
without mapping to infinity. A simple derivation of variables with
lognormal distribution is presented in this section.
Second, function nonlinearity will be introduced after statistical
transformations. This nonlinearity will decrease the solution accuracy the same way as the problems caused by the nonlinearity in
the original constraints. Lee et al. [20] has presented accuracy
improvement on examples of normally distributed variables. Other
approaches in the literature [1319] may also be used to solve the
inaccuracy problem here. Therefore, further investigation is needed.
To demonstrate the MRIA with lognormal distribution, we consider the random variable, X, be independent and lognormally distributed and its jth component follows Xj  LogNdj ; rj . Using
the transformation of X exp Y, an independent and normally
distributed random variable, Y, is obtained where its jth component follows Yj  NdY;j ; rY;j and these two equations
r


rY;j ln 1 r2j dj2
(24)
dY;j ln dj  0:5r2Y;j

(25)

Using Y d Y rY  U, the transformation from the lognormal


space to the standard normal space is established as
X expd Y rY  U. The subproblem in Eq. (4) is then solved
to obtain the MPP and the modified reliability index is given by
the Eq. (8). Using the Eqs. (14) and (15), the original probabilistic
optimization problem with lognormally distributed random variables now becomes a solvable deterministic optimization problem
as follows
Min zd Y s:t: bM d Y  bf
dY

(26)

Notice that the nonlinear conversion from the lognormal design


space to the standard normal space includes design-dependent parameters in Eqs. (24) and (25). These two parameters should be
updated prior to the MPP-searching subproblem using the following two iterative schemes

s


 
 
k
k1 2
k1 2
dj
(27)
rY;j ln 1 rj
k

k1

dY;j ln dj

 2
k
 0:5 rY;j

Fig. 4

Iteration process of example 1 using MRIA; d(0) 5 (5,5)

tion as shown in Fig. 4. This is because the definition of bHL in


Eq. (3) gives the same evaluation of Eq. (8) for a feasible
solution.
0 0
If an infeasible solution, d1 ; d2  2:5; 2:5, is chosen as the
starting point, the TRIA will use Eq. (3) to formulate an incorrect
subproblem and have difficulty in finding the solution; however,
the MRIA can reach the converged solution quickly. Fortunately,
in this example, the TRIA can return to the feasible region gradually and eventually reaches the correct optimal solution.
Figure 5 shows the iteration process of another different point,
0 0
d1 ; d2  2; 2, using the TRIA. The iteration process converges at a wrong design of d1 ; d2  1; 1. The same starting
point is used in the MRIA and the optimal solution is obtained in
two iterations as shown in Fig. 6.
The first example with three different starting points shows that
the TRIA suffers from inefficiency and convergence problems

(28)

These updating schemes do not cost any additional function evaluations of the performance constraints; however, the varying standard deviations do decrease the convergence efficiency of the
MRIA. In Sec. 5, the optimization processes of solving the mathematical problems with lognormally distributed random variables
are demonstrated.

Numerical Examples

5.1 Example 1: Mathematical Problem. A simple linear


mathematical RBDO problem is solved in the first example. The
problem has been studied and found unstable if the TRIA is used
in [10]. The math problem is shown as follows
Min zd d1 d2
d

s:t:

Pg1 X X1  2X2 10 > 0  2%


Pg2 X 2X1  X2 10 > 0  3%
p
d1 ; d2 2 1 ; 10; r1 ; r2 1= 3
0

(29)

If a feasible solution, d1 ; d2  5; 5, is used as the starting


point, both the TRIA and MRIA arrive at the exactly same solu044501-4 / Vol. 133, APRIL 2011

Fig. 5 Iteration process of example 1 using TRIA; d(0) 5 (2,2)

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Table 2 Results of example 1 using TRIA and MRIA


Initial
TRIA

Cost

[5, 5]
[2.5, 2.5]
[2, 2]
MRIA
[5, 5]
[2.5, 2.5]
[2, 2]

Fig. 6

Iteration process of example 1 using MRIA; d(0) 5 (2,2)

while the MRIA with the new reliability index, bM , can arrive at
the optimal solution quickly without any problem.
Table 1 lists the comparison of TRIA and MRIA with different
initial design points, indicating TRIA may provide wrong optimal
solutions or have inefficient optimization process with infeasible
starting points. The detailed optimization information is listed in
Table 2. The Monte Carlo simulations (MCS) confirm TRIA can
find the correct solutions with the initial designs 5; 5 and
2:5; 2:5 but fail to find the correct solution for design 1; 1.
MRIA is capable of finding the correct solutions for all conditions
with linear constraints.
5.2 Example 2: Mathematical Problem. The second example is also a very well-known benchmark mathematical example
that has been solved by many RBDO methods [10,19,2327]. The
problem has three probabilistic constraints as follows

8.36
8.36
2
8.36
8.36
8.36

Optimal

FEs Iter. Failure prob. (%)a

[4.0683, 4.2917] 66
[4.0683, 4.2917] 360
[1, 1]
96
[4.0683, 4.2917] 66
[4.0683, 4.2917] 66
[4.0683, 4.2917] 66

2
12
2
2
2
2

1.9950=3.0013
2.0061=3.0056
100=100
1.9963=3.0026
2.0012=3.0055
1.9932=2.9951

Probabilities evaluated by MCS (1st=2nd constraints).

function is less than 0.001. This problem is first solved by both


TRIA and MRIA; both methods generated the same solution and
have identical iteration history as shown in Fig. 7. Both methods
reach the optimal solution in 4 iterations (Iter.) and need 248 function evaluations (FEs).
Then, an infeasible starting point 1:5; 3:5 is used and other
conditions are kept as the same. As a result, the TRIA stops at the
fifth iteration due to the termination criterion in Ref. [23] with
297 FEs. The final solution is located at 1:8758; 1:926 and the
cost function equals to 3.8017. The MCS shows the failure probability for the first constraint almost equal to 99.990%, which is
totally not acceptable. The MRIA under the same settings
achieves the convergence with only 247 FEs and 4 iterations. The
optimal solution, 3:439; 3:2866, is the same as that from the previous initial design, which indicates that the proposed algorithm
provides the same optimal results despite the choice of initial
design variables. The results using both methods are listed in
Table 3 for comparison.
Finally, the same problem with an infeasible starting point 1; 4
is solved by the TRIA and the MRIA. The TRIA leads the design
points to their lower bounds and the failure probability of the first
constraint is found 100%, as the MRIA is capable of finding the
correct optimal solution.
Table 3 lists the contrastive results between the TRIA and the
MRIA with infeasible starting points. The detailed optimization
information and the MCS results are shown in Table 4. As a
result, the TRIA fails to provide a desired optimal solution when
the infeasible starting points are utilized; on the contrary, the
MRIA does not have such limitation from which the TRIA is suffered and is able to find correct solutions despite the locations of

Min zd d1 d2
d




s:t: P g1 1  X12 X2 20 > 0  Pf


X1 X2  52 X1  X2  122
P g2 1 

> 0  Pf
30
120




P g3 1  80 X12 8X2 5 > 0  Pf
d1 ; d2 2 0:1 ; 10; r1 ; r2 0:3; Pf 0:13%
(30)
The initial design 5; 5. The termination criteria in [23] are used
where both the maximum iteration numbers of the MPP subproblem and the global iteration loop cannot exceed five. The optimization process stops when the relative difference of the objective
Table 1 Comparison of TRIA and MRIA in example 1
TRIA
Initial design
[5, 5]
[2.5, 2.5]
[2, 2]
a

MRIA

Converged

Efficient

Converged

Efficient

Yes
Yes
No

Yes
Noa

Yes
Yes
Yes

Yes
Yes
Yes

10 more iterations than MRIA.

Journal of Mechanical Design

Fig. 7

Iteration process of example 2; d(0) 5 (5,5)

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Table 3 Comparison of TRIA and MRIA in example 2


TRIA
Initial design

MRIA

Converged

Efficient

Converged

Efficient

Yes
No
No

Yes

Yes
Yes
Yes

Yes
Yes
Yes

[5, 5]
[1.5, 3.5]
[1, 4]

the starting points. The failure probabilities evaluated by MCS are


very close to the desired probability due to the error in the firstorder reliability method. The methods to resolve the inaccuracy due
to the nonlinear constraints have been studied in Refs. [1320].
5.3 Example 3: Mathematical Problem With Lognormally
Distributed Random Variables. The third example follows
example 2 but the variables are lognormally distributed. Besides
the distributions of the random variables, the problem settings are
the same as Eq. (30) while the allowable failure probabilities, the
initial designs, the standard deviations, and the termination criteria have no differences as well.
In the case of the feasible design 5; 5, TRIA and MRIA are
identical where totally 5 iterations and 582 FEs are used to satisfy
the convergence criteria. The iteration history is shown in Fig. 8.
The approximate probabilistic constraints are nonlinear due to
transformation from the normal design space to the lognormal
design space. The details about the optimal solutions with lognormally distributed random variables are shown in Table 6. The
MCS shows the failure probabilities of the optimal solutions are
of acceptance. Compared with the optimization process with the
normally distributed initial design 5; 5, more iterations and function evaluations are required because the mapping coefficients in
Eqs. (27) and (28) vary with the design points for the lognormally
distributed random variables.
In the other case of an infeasible design point 1:5; 3:5, both
the TRIA and the MRIA can find optimal solutions with acceptable failure probabilities. However, when an infeasible design
point 1:5; 4 is used, the TRIA leads the optimal solution to
0:8638; 0:4821 where the failure property of the first constraint
is 100%. The MRIA still can find the optimal solution with acceptable failure probabilities. Table 5 shows that the unstableness
and inconsistency in which the TRIA finds an acceptable solution
for one of the case with the infeasible starting point 1:5; 3:5 but
leads to 100% of failure probability for the other one with the
starting point 1; 4. Unlike the unstableness in the TRIA, the
MRIA provides the optimal solutions with acceptable failure
probabilities in spite of the feasibility of the starting point. The
detailed optimization information is listed in Table 6.

Fig. 8

Iteration process of example 3; d(0) 5 (5,5)

probabilities, which may happen at the initial design as well as


during the optimization iteration. The convergence problem of the
latter kind in the TRIA is from the definition of the traditional
reliability index. The original reliability index is defined as the
shortest distance between the origin and the failure region in the
normalized space. If any design is within the failure region, this
definition of reliability index becomes invalid. However, the MPP
suboptimization problem of the TRIA will still return a MPP solution. Consequently, the TRIA may generate erratic solutions.
To correct this problem, a new definition of the reliability index
is proposed to correct this problem and a modified reliability
index approach using the new definition is developed. Numerical
examples using both the TRIA and the MRIA are compared and
discussed. The results show that the TRIA may provide incorrect
constraint approximations and lead to the unstableness of the optimization process, while the MRIA can always reach the optimal
solution efficiently.
The MRIA has only been implemented to problems with normally distributed and=or lognormally distributed variables. This is
Table 5 Comparison of TRIA and MRIA in example 3
TRIA

MRIA

Initial design

Converged

Efficient

Converged

Efficient

The TRIA suffers from inefficiency and convergence problems.


Since the convergence problems from numerical singularities
associated with very small standard deviations are not very common in engineering practice, the focus of this paper is on the convergence problems from the incorrect evaluations of the failure

[5, 5]
[1.5, 3.5]
[1, 4]

Yes
Accepteda
No

Yes
Yes

Yes
Yes
Yes

Yes
Yes
Yes

Table 4 Results of example 2 using TRIA and MRIA

Table 6 Results of example 3 using TRIA and MRIA

Conclusions

Initial
TRIA

[5, 5]
[1.5, 3.5]
[1, 4]
MRIA [5, 5]
[1.5, 3.5]
[1, 4]

Cost

Optimal

6.7256
3.8017
0.2
6.7256
6.7256
6.7256

[3.439, 3.2866]
[1.8758, 1.926]
[0.1, 0.1]
[3.439, 3.2866]
[3.439, 3.2866]
[3.439, 3.2866]

30% of violation of the desired failure probability.

FEs Iter. Failure Prob. (%)a


248
297
284
248
247
254

4
5
4
4
4
4

0.1454=0.1182=0
99.990=0.1067=0
100=0=0.711
0.1483=0.1065=0
0.1513=0.1085=0
0.1432=0.1134=0

Probabilities evaluated by MCS (1st=2nd=3rd constraints).

044501-6 / Vol. 133, APRIL 2011

Initial
TRIA

[5, 5]
[1.5, 3.5]
[1, 4]
MRIA [5, 5]
[1.5, 3.5]
[1, 4]

FEs Iter. Failure Prob. (%)a

Cost

Optimal

6.5855
6.5955
1.3459
6.5855
6.5826
6.5904

[3.4009, 3.1846]
[3.4364, 3.159]
[0.8638, 0.4821]
[3.4009, 3.1846]
[3.3997, 3.1829]
[3.3989, 3.1915]

321
344
384
321
340
375

5
5
5
5
5
5

0.3339=0.1102=0
0.1044=0.1743=0
100=0.072=0
0.1342=0.1111=0
0.1444=0.1194=0
0.1356=0.0996=0

Probabilities evaluated by MCS (1st=2nd=3rd constraints).

Transactions of the ASME

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because parts of the original design space may be mapped into infinity during statistical transformations. If any constraint falls into
these regions, the MPP-search process may fail. Solution to this
important issue may require a new formulation and it is currently
under further investigation.

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