TECHNICAL PAPERS
Jan 1, 2006

Optimal Design with Probabilistic Objective and Constraints

Publication: Journal of Engineering Mechanics
Volume 132, Issue 1

Abstract

Significant challenges are associated with solving optimal structural design problems involving the failure probability in the objective and constraint functions. In this paper, we develop gradient-based optimization algorithms for estimating the solution of three classes of such problems in the case of continuous design variables. Our approach is based on a sequence of approximating design problems, which is constructed and then solved by a semiinfinite optimization algorithm. The construction consists of two steps: First, the failure probability terms in the objective function are replaced by auxiliary variables resulting in a simplified objective function. The auxiliary variables are determined automatically by the optimization algorithm. Second, the failure probability constraints are replaced by a parametrized first-order approximation. The parameter values are determined in an adaptive manner based on separate estimations of the failure probability. Any computational reliability method, including first-order reliability and second-order reliability methods and Monte Carlo simulation, can be used for this purpose. After repeatedly solving the approximating problem, an approximate solution of the original design problem is found, which satisfies the failure probability constraints at a precision level corresponding to the selected reliability method. The approach is illustrated by a series of examples involving optimal design and maintenance planning of a reinforced concrete bridge girder.

Get full access to this article

View all available purchase options and get full access to this article.

Acknowledgments

Financial support from the Taisei Chair in Civil Engineering at the University of California Berkeley, the National Science Foundation under Grant No. NSFECS-9900985, and the University of California Berkeley Space Sciences Laboratory and Lockheed Martin Advanced Technology Center Mini-Grant Program is acknowledged. The writers thank doctoral student Morteza Mahyari for assistance in computing the examples.

References

Agarwal, H., Renaud, J. E., and Mack, J. D. (2003). “A decomposition approach for reliability-based multidisciplinary design optimization.” Proc., 44th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics and Materials (SDM) Conf., Norfolk, Va.
American Association of State Highway and Transportation Officials (AASHTO). (1992). Standard specifications for highway bridges, 15th Ed., Washington, D.C.
Beck, J. L., Chan, E., Irfanoglu, A., and Papadimitriou, C. (1999). “Multi-criteria optimal structural design under uncertainty.” Earthquake Eng. Struct. Dyn., 28(7), 741–761.
Conn, A. R., Gould, N. I. M., and Toint, P. (1992). LANCELOT: A Fortran package for large-scale nonlinear optimization (Release A), Springer Series in Computational Mathematics, Vol. 17, Springer Heidelberg, Germany.
Ditlevsen, O., and Madsen, H. O. (1996). Structural reliability methods. Wiley, New York.
Eldred, M. S., Giunta, A. A., Wojtkiewicz, S. F., and Trucano, T. G. (2002). “Formulations for surrogate-based optimization under uncertainty.” Proc., 9th AIAA/ISSMO Symp. on Multidisciplinary Analysis and Optimization, Paper AIAA-2002-5585, Atlanta.
Enevoldsen, I., and Sorensen, J. D. (1994). “Reliability-based optimization in structural engineering.” Struct. Safety, 15(3), 169–196.
Frangopol, D. M., Lin, K. Y., and Estes, A. C. (1997). “Life-cycle cost design of deteriorating structures.” J. Struct. Eng., 123(10), 1390–1401.
Gasser, M., and Schueller, G. I. (1998). “Some basic principles in reliability-based optimization (RBO) of structures and mechanical components.” Stochastic programming methods and technical applications, K. Marti and P. Kall, Eds., Lecture Notes in Economics and Mathematical Systems 458, Springer, Berlin.
Gill, P., Murray, W., Saunders, M., and Wright, M. H. (1998). “User’s guide to NPSOL 5.0: A Fortran package for nonlinear programming.” Rep. No. SOL-86-1, System Optimization Laboratory, Stanford University, Stanford, Calif.
Gonzaga, C., and Polak, E. (1979). “On constraint dropping schemes and optimality functions for a class of outer approximations algorithms.” SIAM J. Control Optim., 17(4), 477–493.
Igusa, T., and Wan, Z. (2003). “Response surface methods for optimization under uncertainty.” Proc., 9th Int. Conf. on Application of Statistics and Probability, A. Der Kiureghian, S. Madanat, and J. Pestana, eds., San Francisco.
Itoh, Y., and Liu, C. (1999). “Multiobjective optimization of bridge deck maintenance.” Proc., Case Studies in Optimal Design and Maintenance Planning if Civil Infrastructure Systems, D. M. Frangopol, ed., ASCE, Reston, Va. 136–151.
Kirjner-Neto, C., Polak, E., and Der Kiureghian, A. (1998). “An outer approximations approach to reliability-based optimal design of structures.” J. Optim. Theory Appl., 98(1), 1–17.
Kuschel, N., and Rackwitz, R. (2000). “Optimal design under time-variant reliability constraints.” Struct. Safety, 22(2), 113–127.
Lin, K. Y., and Frangopol, D. M. (1996). “Reliability-based optimum design of reinforced concrete girders.” Struct. Safety, 18(2–3), 239–258.
Liu, Y. W., and Moses, F. (1992). “Truss optimization including reserve and residual reliability constraints.” Comput. Struct., 42(3), 355–363.
Madsen, H. O., and Friis Hansen, P. (1992). “A comparison of some algorithms for reliability-based structural optimization and sensitivity analysis.” Reliability and Optimization of Structural Systems, Proc., IFIP WG 7.5, R. Rackwitz and P. Thoft-Christensen, eds., Springer, Berlin.
Mahadevan, S. (1992). “Probabilistic optimum design of framed structures.” Comput. Struct., 42(3), 365–374.
Nakamura, H., Miyamoto, A., and Kawamura, K. (2000). “Optimization of bridge maintenance strategies using GA and IA techniques.” Reliability and Optimization of Structural Systems, Proc., IFIP WG 7.5, A. S. Nowak and M. M. Szerszen, eds., Ann Arbor, Mich.
Polak, E. (1997). Optimization. Algorithms and consistent approximations, Springer, New York.
Polak, E., Wets, R. J.-B., and Der Kiureghian, A. (2000). “On the approach to optimization of problems with probabilistic cost and constraints.” Nonlinear optimization and related topics, G. Di Pillo and F. Gianessi, eds., Kluwer Academic, 299–316.
Royset, J. O., Der Kiureghian, A., and Polak, E. (2004). “Algorithms for reliability-based optimal design.” AMAS course on reliability-based design and optimization, September 2003, Warsaw, Poland, 177–206.
Royset, J. O., Der Kiureghian, A., and Polak, E. (2002). “Reliability-based design optimization of series structural systems.” Rep. No. UCB/SEMM-2002/15, Department of Civil and Environmental Engineering, University of California, Berkeley, Berkeley, Calif.
Royset, J. O., Der Kiureghian, A., and Polak, E. (2001a). “Reliability-based optimal design of series structural systems.” J. Eng. Mech., 127(6), 607–614.
Royset, J. O., Der Kiureghian, A., and Polak, E. (2001b). “Reliability-based optimal structural design by the decoupling approach.” Reliab. Eng. Syst. Saf., 73(3), 213–221.
Schittkowski, K. (1985). User’s guide to nonlinear programming code, handbook to optimization program package NLPQL, University of Stuttgart, Stuttgart, Germany.
Thoft-Christensen, P. (1991). “On reliability-based structural optimization.” Reliability and Optimization of Structural Systems, Proc., IFIP WG 7.5, A. Der Kiureghian and P. Thoft-Christensen, eds., Lecture Notes in Engineering, Vol. 61, Springer, New York.
Torczon, V., and Trosset, M. W. (1998). “Using approximations to accelerate engineering design optimization.” Proc., 7th AIAA/USAF/NASA/ISSMO Symp. on Multidisciplinary Analysis and Optimization, AIAA Paper 98-4800, St. Louis.
Tu, J., and Choi, K. K. (1997). “A performance measure approach in reliability based structural optimization.” Technical Rep. 97-02, Center for Computer-Aided Design, University of Iowa, Iowa City, Iowa.
Tu, J., Choi, K. K., and Park, Y. H. (1999). “A new study on reliability-based design optimization.” ASME J. Mech. Des., 121(4), 557–564.

Information & Authors

Information

Published In

Go to Journal of Engineering Mechanics
Journal of Engineering Mechanics
Volume 132Issue 1January 2006
Pages: 107 - 118

History

Received: Jun 17, 2003
Accepted: Apr 14, 2005
Published online: Jan 1, 2006
Published in print: Jan 2006

Permissions

Request permissions for this article.

Notes

Note. Associate Editor: Gerhart I. Schueller

Authors

Affiliations

Johannes O. Royset, A.M.ASCE [email protected]
Research Assistant Professor, Dept. of Operations Research, Naval Postgraduate School, 239 Glasgow Hall, Monterey, CA 93943. E-mail: [email protected]
Armen Der Kiureghian, M.ASCE [email protected]
Taisei Professor, Dept. of Civ. and Environmental Engineering, Univ. of California, 721 Davis Hall, Berkeley, CA 94720. E-mail: [email protected]
Elijah Polak [email protected]
Emeritus Professor, Dept. of Electrical Engineering and Computer Sciences, Univ. of California, Berkeley, CA 94720. E-mail: [email protected]

Metrics & Citations

Metrics

Citations

Download citation

If you have the appropriate software installed, you can download article citation data to the citation manager of your choice. Simply select your manager software from the list below and click Download.

Cited by

View Options

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Get Access

Access content

Please select your options to get access

Log in/Register Log in via your institution (Shibboleth)
ASCE Members: Please log in to see member pricing

Purchase

Save for later Information on ASCE Library Cards
ASCE Library Cards let you download journal articles, proceedings papers, and available book chapters across the entire ASCE Library platform. ASCE Library Cards remain active for 24 months or until all downloads are used. Note: This content will be debited as one download at time of checkout.

Terms of Use: ASCE Library Cards are for individual, personal use only. Reselling, republishing, or forwarding the materials to libraries or reading rooms is prohibited.
ASCE Library Card (5 downloads)
$105.00
Add to cart
ASCE Library Card (20 downloads)
$280.00
Add to cart
Buy Single Article
$35.00
Add to cart

Media

Figures

Other

Tables

Share

Share

Copy the content Link

Share with email

Email a colleague

Share