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27
Abstract: Reliability-based design optimization (RBDO) is intrinsically a double-loop procedure since it involves an overall
optimization and an iterative reliability assessment at each search point. Due to the double-loop procedure, the computational expense of
RBDO is normally very high. Current RBDO research focuses on problems with explicitly expressed performance functions and readily
available gradients. This paper addresses a more challenging type of RBDO problem in which the performance functions are
computation intensive. These computation intensive functions are often considered as a black-box and their gradients are not available
or not reliable. On the basis of the reliable design space (RDS) concept proposed earlier by the authors, this paper proposes a Reliable
Space Pursuing (RSP) approach, in which RDS is first identified and then gradually refined while optimization is performed. It
fundamentally avoids the nested optimization and probabilistic assessment loop. Three well known RBDO problems from the literature
are used for testing and demonstrating the effectiveness of the proposed RSP method.
Key words: Reliability based design optimization, black-box function, reliable design space
Notations
f() Objective function
gi() The ith constraint function
gi* Boundary constraints of the reliable
design space
k Number of deterministic design variables
m Number of random design variables
n Number of constraints
q Number of random parameters
rdi Desired reliability of satisfying
the ith constraint
Sr Reliable design space
u Standard normal distribution space
v uj Standard normal distribution variable
x Deterministic variable or a realization of
random variable X
x Vector of deterministic variables
X Random variable
m
X Vector of random design variables, X R
j Direction cosine along the axis x j
di Index of the desired reliability of satisfying
the ith constraint
si Index of the success probability of satisfying
the ith constraint
gi
x u Partial derivative at the most probable point
j *
(MPP) in the standard normal distribution
space
d Lower Lower limit of deterministic design
variables
d Upper Upper limit of deterministic design
variables
d Vector of deterministic design variables,
d Rk
FX,P ( X , P ) Joint probability density function of all
random variables and random parameters
Prob() Probability function
X Mean vector of X
P Mean vector of P
V Mean vector of V
X Standard deviation vector of X
P Standard deviation vector of P
V Standard deviation vector of V
1 Inverse transformation of
Standard normal distribution function
Values evaluated at MPP
YSHAN Songqing, et al: Reliable Space Pursuing for Reliability-based Design Optimization
Y with Black-box Performance FunctionsY
28
Introduction
min f (d , X , P ),
d , x
s.t. Prob ( gi (d , X , P ) > 0) > rdi , i = 1, , n ,
Lower
d d Upper , XLower X XUpper .
d
Fig. 1.
(1)
min f (d , X , P ),
d , x
s.t. g*i (d , X , P ) > 0, i = 1, , n,
d Lower d d Upper ,
Lower
X XUpper .
X
x j = x *j + di x2j
x
j
(2)
(3)
X = ( X , P ) = ( x1 , x2 ,, xm , p1 , p2 , , pq )
includes all random variables and parameters (refer to Fig.
2 for an illustration of a two-variable problem with one
constraint g(x1, x2)).
Fig. 2.
As
revealed
in
Ref.
[6],
the
evaluation
gi
x j *
The vector
gi
x j
29
of
point X .
In this work all constraint functions, or performance
functions, are assumed to be black-box functions whose
gradients are not available. It is thus impossible to directly
solve Eq. (3) at each design point X . The proposed
approach applies metamodeling to approximate the limit
state function, gi ( x) = 0 , and its partial derivates, gi x j ,
on the deterministic feasible space boundary. Then we use
Eq. (3) to obtain functions of X , denoted by function
g*i = 0 , which form the boundaries of the reliable design
space. Then a deterministic optimization problem can be
formed as described in Eq. (2), which is used for locating
the optima and in the mean time improve the accuracy of
the metamodel. The kriging model is chosen in this work
for the metamodel.
2.2 Kriging model
For a computational intensive problem or black-box
function, metamodeling is commonly used to approximate
the expensive or black-box function. The metamodel
chosen to construct the constraint functions in this work is
the kriging model as defined below [1214]:
y( X ) =
i f i ( X ) + z ( X ).
i =1
(4)
30
YSHAN Songqing, et al: Reliable Space Pursuing for Reliability-based Design Optimization
Y with Black-box Performance FunctionsY
gi ( x1 , x2 ) g i ( x1 , x2 )
max
gi ( x1 , x2 )
0.000 1
31
min f = 1 + 2 ,
1 , 2
s.t. P( gi ( X ) 0) Ri , i = 1 3,
X 12 X 2
g
(
X
)
=
1,
1
20
( X 1 + X 2 5)2 ( X 1 X 2 12) 2
g
X
(
)
=
+
1,
2
30
120
80
g3 ( X ) = 2
1,
X1 + 8 X 2 + 5
0 j 10, j = 1 2,
1 = 2 = 0.3,
i = 3 for i = 1, 2,3.
(5)
3.2
Numerical Studies
Fig. 3.
YSHAN Songqing, et al: Reliable Space Pursuing for Reliability-based Design Optimization
Y with Black-box Performance FunctionsY
32
*X
f ( *X )
1
2
3
4
5
6
7
8
9
10
[3.440 6, 3.280 0]
[3.440 5, 3.280 0]
[3.440 6, 3.280 0]
[3.440 6, 3.280 0]
[3.440 6, 3.280 0]
[3.440 6, 3.280 0]
[3.440 6, 3.280 0]
[3.440 6, 3.280 0]
[3.440 6, 3.280 0]
[3.440 6, 3.280 0]
6.720 5
6.720 5
6.720 5
6.720 5
6.720 5
6.720 5
6.720 5
6.720 5
6.720 5
6.720 5
gi
g1
g2
g3
g1*
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.000 0
0.511 7
0.511 7
0.511 7
0.511 8
0.511 8
0.511 8
0.511 8
0.511 8
0.511 8
0.511 8
0
0
0
0
0
0
0
0
0
0
Fig. 4.
includes all evaluations in two stages (nfe is the same for all
constraints). As can be seen from Table 1, the proposed
method robustly captures the same RBDO optimum with
ten independent runs, which is almost identical to the
theoretical optimum at (3.44, 3.28) with the minimum
objective function value 6.720 5 [11]. The computational
expense, as indicated by nfe, is modest.
4.2 Problem 2
A cantilever beam in vertical and lateral bending was
used in Refs. [25, 9, 21]. The beam is loaded at its tip by
the vertical and lateral loads FY and FZ, respectively. Its
length L is equal to 100 in (2.54 m). The width w and
thickness t of the cross-section are random design
variables. The objective is to minimize the weight of the
nit
nfe
g*2
g*3
First stage
Second stage
gi
0
0
0
0
0
0
0
0
0
0
>0
>0
>0
>0
>0
>0
>0
>0
>0
>0
6
4
7
4
9
5
8
9
6
10
2
3
3
3
2
3
2
2
3
2
13
16
16
16
12
15
12
12
15
12
45
38
55
37
64
43
59
65
50
71
min f = wt ,
w,t
s.t. P( g i 0) R j , i = 1 2,
600
600
g1 ( S , FZ , FY , w, t ) = S 2 FY + 2 FZ ,
wt
wt
4 L3
g 2 ( E , FZ , FY , w, t ) = D0
i
Ewt
2
2
FY FZ
+
2 2 ,
t w
1 w, t 5.
(6)
33
*X
f ( *X )
nit
g1
g2
g1*
g*2
nfe
First stage
Second stage
gi
[2.457 1, 3.871 5]
9.512 9
0.825 3
0.301 1
0.000 0
0.310 2
72
64
320
[2.439 2, 3.902 5]
9.518 9
0.713 5
0.257 7
0.000 8
0.254 3
160
76
673
[2.385 9, 3.981 8]
9.500 4
1.332 3
0.233 3
0.000 0
0.310 2
100
53
427
[2.450 7, 3.884 4]
9.519 3
1.184 4
0.260 3
0.000 0
0.310 2
146
65
610
[2.450 7, 3.884 4]
9.519 3
1.184 4
0.260 3
0.000 0
0.310 2
146
65
610
[2.465 6, 3.860 9]
9.519 4
0.713 5
0.275 9
0.000 8
0.252 2
146
64
610
[2.377 6, 4.004 6]
9.521 2
9.112 9
0.196 8
0.000 9
0.280 8
44
56
206
[2.411 8, 3.940 8]
9.504 5
1.606 8
0.260 4
0.000 9
0.240 3
115
69
489
[2.461 1, 3.861 7]
9.504 1
0.803 7
0.315 7
0.000 0
0.310 2
82
80
365
10
[2.449 5, 3.882 8]
9.515 9
0.707 9
0.254 4
0.000 8
0.250 0
103
74
465
5
Fig. 5.
Conclusions
4.3 Problem 3
A vehicle crashworthiness study has been extensively
used to test the accuracy and efficiency of RBDO methods
in the past a few years [4,67, 10]. Regarding to its engineering
background, please refer to the references. Here omitting
the engineering background, the RBDO vehicle model for
crashworthiness is given as follows:
2.73 x7 ,
s.t. gi ( X ) Ri , i = 1 10.
(7)
YSHAN Songqing, et al: Reliable Space Pursuing for Reliability-based Design Optimization
Y with Black-box Performance FunctionsY
34
Table 3.
nit
Run
No.
10
*X
(0.801 8
0.714 7
0.875 0
0.400 0
0.192 0
(0.800 8
0.715 2
0.875 0
0.400 0
0.192 0
(0.801 8
0.714 7
0.875 0
0.400 0
0.192 0
(0.800 8
0.715 2
0.875 0
0.400 0
0.192 0
(0.802 8
0.716 4
0.875 0
0.400 0
0.192 0
(0.801 8
0.714 7
0.875 0
0.400 0
0.192 0
(0.800 8
0.715 2
0.875 0
0.400 0
0.192 0
(0.802 8
0.716 4
0.875 0
0.400 0
0.192 0
(0.801 8
0.714 7
0.875 0
0.400 0
0.192 0
(0.801 8
0.714 7
0.875 0
0.400 0
0.192 0
f ( X* )
1.350 0
1.500 0
1.200 0
0.345 0
0 0)
1.350 0
1.500 0
1.200 0
0.345 0
0 0)
1.350 0
1.500 0
1.200 0
0.345 0
0 0)
1.350 0
1.500 0
1.200 0
0.345 0
0 0)
1.350 0
1.500 0
1.200 0
0.345 0
0 0)
1.350 0
1.500 0
1.200 0
0.345 0
0 0)
1.350 0
1.500 0
1.200 0
0.345 0
0 0)
1.350 0
1.500 0
1.200 0
0.345 0
0 0)
1.350 0
1.500 0
1.200 0
0.345 0
0 0)
1.350 0
1.500 0
1.200 0
0.345 0
0 0)
28.566 4
28.564 9
28.566 4
28.564 9
28.583 3
28.566 4
28.564 9
28.583 3
28.566 4
28.566 4
gi
(0.436 4
4.335 9
0.090 0
0.027 5
0.557 7
(0.436 4
4.335 9
0.090 0
0.027 5
0.557 7
(0.436 4
4.335 9
0.090 0
0.027 5
0.557 7
(0.436 4
4.335 9
0.090 0
0.027 5
0.557 7
(0.436 4
4.335 9
0.090 0
0.027 5
0.557 7
(0.436 4
4.335 9
0.090 0
0.027 5
0.557 7
(0.436 4
4.335 9
0.090 0
0.027 5
0.557 7
(0.436 4
4.335 9
0.090 0
0.027 5
0.557 7
(0.436 4
4.335 9
0.090 0
0.027 5
0.557 7
(0.436 4
4.335 9
0.090 0
0.027 5
0.557 7
0.000 0
3.591 5
0.090 0
0.000 0
0.013 3)
0.000 0
3.591 5
0.090 0
0.000 0
0.013 3)
0.000 0
3.591 5
0.090 0
0.000 0
0.013 3]
0.000 0
3.591 5
0.090 0
0.000 0
0.013 3)
0.000 0
3.591 5
0.090 0
0.000 0
0.013 3)
0.000 0
3.591 5
0.090 0
0.000 0
0.013 3)
0.000 0
3.591 5
0.090 0
0.000 0
0.013 3)
0.000 0
3.591 5
0.090 0
0.000 0
0.013 3)
0.000 0
3.591 5
0.090 0
0.000 0
0.013 3)
0.000 0
3.591 5
0.090 0
0.000 0
0.013 3)
References
ANG A, TANG W H. Risk and reliability[M]. New York: Wiley,
1984.
[2] TU Jan, CHOI K K, PARK Y H. A new study on reliability-based
design optimization[J]. Transactions of ASME, Journal of
Mechanical Design, 1999, 121: 557564.
[3] YOUN B D, CHOI K K, DU L. Enriched performance measure
approach (PMA+) and its numerical method for reliability-based
[1]
g*i
nfe
First
stage
Second
stage
gi
51
140
1 030
51
150
1 035
51
140
1 030
51
150
1 035
51
150
1 071
51
140
1 030
51
150
1 035
51
150
1 071
51
140
1 030
51
140
1 030
[7]
[8]
[9]
[10]
[11]
[12]
[13]
[14]
[15]
[16]
[17]
[18]
[19]
[20]
[21]
35
Biographical notes
SHAN Songqing obtained his M.Sc. degree in mechanical
engineering from Southeast University, in China, and M.Sc.
degree in electrical engineering from the University of Manitoba
(UM), Canada. He is currently a research assistant working in
design optimization for complex problems at UM. He is a
recipient of the prestigious 2007 Canadian Graduate Scholarship.
Tel: +1-204-272-1561; E-mail: shans@cc.umanitoba.ca
WANG G Gary obtained his B.Sc. and M.Sc. from Huazhong
University of Science and Technology, China and PhD degree
from University of Victoria, Canada. He is currently an associate
professor in Simon Fraser University, Canada. His research
interests include design optimization & advanced manufacturing.
Tel: +1-778-782-8495
Appendix
gi ( x)
g1 ( FAL 1 kN)
Function
1.16 0.371 7 x2 x4 0.009 31x2 x10 0.484 x3 x9 + 0.013 43 x6 x10
g 2 (Dlow 32 mm)
g3 ( Dmid 32 mm)
33.86 + 2.95 x3 + 0.179 2 x10 5.057 x1 x2 11.0 x2 x8 0.021 5 x5 x10 9.98 x7 x8 + 22.0 x8 x9
g 4 ( Dup 32 mm)
g5 (Vlow 32 m/s)
g6 (Vmid 32 m/s)
g7 (Vup 32 m/s)
2
4.72 0.5 x4 0.19 x2 x3 0.012 2 x4 x10 + 0.009 325 x6 x10 + 0.000 191x11
2
16.45 0.489 x3 x7 0.843 x5 x6 + 0.043 2 x9 x10 0.055 6 x9 x11 0.000 786 x11
Note: (1) FAL is the dummy abdomen load; Dup , Dmid and Dlow are the dummy upper rib, middle rib, and lower rib deflections; Vup , Vmid
and Vlow are the dummy upper chest, middle chest, and lower chest viscous criterion values, respectively; Fps is the dummy public symphysis
force; vB Pillar is the velocity at the middle B-pillar position; vdoor is the B-pillar velocity at door belt line.
(2
iL i iU , i = 1 7,
(3) All random variables and parameters are assumed normally distributed with standard deviations 1 4,6,7 = 0.03, 5 = 0.05, 8 ,9 = 0.006