Single loop single vector approach using the conjugate gradient in reliability based design optimization

Abstract

Conventional reliability-based design optimization (RBDO) approaches require high computing costs. Among the existing RBDO methods, the single loop single vector approach (SLSV) converts the RBDO problem into a single loop deterministic optimization. Hence, it can efficiently reduce the design cost compared to other methods. However, this method has a weakness in that instability or inaccuracy in convergence can be increased according to the problem characteristics. It often happens when the performance function is highly nonlinear or concave. In this study, a novel method is proposed to overcome the problems. It is an SLSV method using the conjugate gradient that is calculated with the gradient directions at the most probable points (MPP) of the previous cycles. Mathematical examples and structural applications are solved to verify the proposed method. The numerical performances of the proposed method are compared with other RBDO methods such as the RIA, PMA, SORA and SLSV approaches. It is shown that the SLSV method using the conjugate gradient (SLSVCG) is not greatly influenced by problem characteristics and the convergence capability is quite superior. Also, the computational cost of the proposed method is significantly reduced and an excellent solution satisfying the specified reliability is obtained.