Non-parametric stochastic subset optimization for optimal-reliability design problems

被引:25
作者
Jia, Gaofeng [1 ]
Taflanidis, Alexandros A. [1 ]
机构
[1] Univ Notre Dame, Dept Civil & Environm Engn & Earth Sci, Notre Dame, IN 46556 USA
基金
美国国家科学基金会;
关键词
Stochastic subset optimization; Reliability-based optimization; Kernel density estimation; Stochastic simulation; KERNEL DENSITY-ESTIMATION; BANDWIDTH SELECTION; GROUND MOTIONS; SYSTEM-DESIGN; SIMULATION; SENSITIVITY; DAMPERS; SCHEME;
D O I
10.1016/j.compstruc.2012.12.009
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
The stochastic subset optimization (SSO) algorithm has been recently proposed for design problems that use the system reliability as objective function. It is based on simulation of samples of the design variables from an auxiliary probability density function, and uses this information to identify subsets for the optimal solution. This paper presents an extension, termed Non-Parametric SSO, that adopts kernel density estimation (KDE) to approximate the objective function through these samples. It then uses this approximation to identify candidate points for the global minimum. To reduce the computational effort an iterative approach is established whereas efficient reflection methodologies are implemented for the KDE. (C) 2012 Elsevier Ltd. All rights reserved.
引用
收藏
页码:86 / 99
页数:14
相关论文
共 43 条
[1]  
[Anonymous], 1998, DENSITY ESTIMATION S, DOI DOI 10.1201/9781315140919
[2]  
[Anonymous], 2004, Springer Texts in Statistics
[3]  
[Anonymous], 2003, Stochastic programming, handbook in operations research and management science
[4]  
[Anonymous], 2005, Statistical Methodology, DOI DOI 10.1016/J.STAMET.2005.04.001
[5]   Reliability-based design sensitivity by efficient simulation [J].
Au, SK .
COMPUTERS & STRUCTURES, 2005, 83 (14) :1048-1061
[6]   A new adaptive importance sampling scheme for reliability calculations [J].
Au, SK ;
Beck, JL .
STRUCTURAL SAFETY, 1999, 21 (02) :135-158
[7]  
Beirlant J, 1997, International Journal of Mathematical and Statistical Sciences, V6, P17
[8]   Simulation of ground motion using the stochastic method [J].
Boore, DM .
PURE AND APPLIED GEOPHYSICS, 2003, 160 (3-4) :635-676
[9]   Characterization of forward-directivity ground motions in the near-fault region [J].
Bray, JD ;
Rodriguez-Marek, A .
SOIL DYNAMICS AND EARTHQUAKE ENGINEERING, 2004, 24 (11) :815-828
[10]  
Hartigan JA, 1979, J R STAT SOC C-APPL, V28, P100