Abonnement à la biblothèque: Guest
Portail numérique Bibliothèque numérique eBooks Revues Références et comptes rendus Collections
International Journal for Uncertainty Quantification
Facteur d'impact: 3.259 Facteur d'impact sur 5 ans: 2.547 SJR: 0.417 SNIP: 0.8 CiteScore™: 1.52

ISSN Imprimer: 2152-5080
ISSN En ligne: 2152-5099

Ouvrir l'accès

International Journal for Uncertainty Quantification

DOI: 10.1615/Int.J.UncertaintyQuantification.2016017305
pages 487-500

A CROSS-ENTROPY METHOD ACCELERATED DERIVATIVE-FREE RBDO ALGORITHM

Tian Gao
Department of Mathematics, Shanghai Jiao Tong University, Shanghai 200240, China
Jinglai Li
Institute of Natural Sciences and School of Mathematical Sciences Shanghai Jiaotong University, Shanghai 200240, China

RÉSUMÉ

Many engineering applications require optimization of the system performance subject to reliability constraints, which are commonly referred to as the reliability based design and optimization (RBDO) problems. In this work we propose a derivative-free algorithm to solve the RBDO problems. In particular, we focus on the type of RBDO problems where the objective function is deterministic and easy to evaluate, whereas the reliability constraints involve very small failure probabilities. The 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. Moreover, we employ a cross-entropy (CE) method with sample reweighting to evaluate the rare failure probabilities, which constructs the surrogate for the reliability constraints by performing only a single full CE simulation in each iteration. Finally we demonstrate the performance of the proposed method with both academic and practical examples.


Articles with similar content:

A NOVEL GLOBAL METHOD FOR RELIABILITY ANALYSIS WITH KRIGING
International Journal for Uncertainty Quantification, Vol.6, 2016, issue 5
Zhengming Wang, Xiaojun Duan, Zigan Zhao
CROSS-ENTROPY MEASURES OF MULTIVALUED NEUTROSOPHIC SETS AND ITS APPLICATION IN SELECTING MIDDLE-LEVEL MANAGER
International Journal for Uncertainty Quantification, Vol.7, 2017, issue 2
Jian-Qiang Wang, Xiao-Hui Wu
TIME AND FREQUENCY DOMAIN METHODS FOR BASIS SELECTION IN RANDOM LINEAR DYNAMICAL SYSTEMS
International Journal for Uncertainty Quantification, Vol.8, 2018, issue 6
John D. Jakeman, Roland Pulch
ANALYSIS OF THE QUASI-NONLOCAL QUASICONTINUUM APPROXIMATION OF THE EMBEDDED ATOM MODEL
International Journal for Multiscale Computational Engineering, Vol.10, 2012, issue 1
Mitchell Luskin, Xingjie Helen Li
ON THE ROBUSTNESS OF STRUCTURAL RISK OPTIMIZATION WITH RESPECT TO EPISTEMIC UNCERTAINTIES
International Journal for Uncertainty Quantification, Vol.2, 2012, issue 1
W. J. S. Gomes, F. A. V. Bazan, Andre T. Beck