Reliability-based optimization using bridge importance sampling

被引：34

作者：

Beaurepaire, P. ^{[1
]}

Jensen, H. A. ^{[2
]}

Schueller, G. I.

Valdebenito, M. A. ^{[2
]}

机构：

[1] Univ Liverpool, Virtual Engn Ctr, Warrington WA4 4AD, Cheshire, England

[2] Federico Santa Maria Univ, Dept Civil Engn, Valparaiso, Chile

来源：

PROBABILISTIC ENGINEERING MECHANICS | 2013年 / 34卷

基金：

奥地利科学基金会; 英国科学技术设施理事会;

关键词：

Reliability-based optimization; Importance sampling; Markov chain Monte Carlo; Advanced simulation techniques; DESIGN OPTIMIZATION; NORMALIZING CONSTANTS; SIMULATION; MINIMIZATION; FRAMEWORK;

D O I：

10.1016/j.probengmech.2013.04.001

中图分类号：

TH [机械、仪表工业];

学科分类号：

0802 ;

摘要：

This paper introduces an efficient reliability estimation approach to be used in the framework of reliability-based optimization. The key feature of the procedure consists of reusing during the optimization procedure the results of the previous iterations. The reliability analysis is performed subsequently with a reduced number of samples which greatly decreases the computational efforts associated with the reliability-based optimization process. The validity and the advantages of the procedure are demonstrated by means of two reliability-based optimization problems. (C) 2013 The Authors. Published by Elsevier Ltd. All rights reserved.

引用

页码：48 / 57

页数：10

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