An approximate sequential optimization and reliability assessment method for reliability-based design optimization

Sequential optimization and reliability assessment (SORA) is one of the most popular decoupled approaches to solve reliability-based design optimization (RBDO) problem because of its efficiency and robustness. In SORA, the double loop structure is decoupled through a serial of cycles of deterministic optimization and reliability assessment. In each cycle, the deterministic optimization and reliability assessment are performed sequentially and the boundaries of violated constraints are shifted to the feasible direction according to the reliability information obtained in the previous cycle. In this paper, based on the concept of SORA, approximate most probable target point (MPTP) and approximate probabilistic performance measure (PPM) are adopted in reliability assessment. In each cycle, the approximate MPTP needs to be reserved, which will be used to obtain new approximate MPTP in the next cycle. There is no need to evaluate the performance function in the deterministic optimization since the approximate PPM and its sensitivity are used to formulate the linear Taylor expansion of the constraint function. One example is used to illustrate that the approximate MPTP will approach the accurate MPTP with the iteration. The design variables and the approximate MPTP converge simultaneously. Numerical results of several examples indicate the proposed method is robust and more efficient than SORA and other common RBDO methods.