A sampling-based RBDO algorithm with local refinement and efficient gradient estimation

Sylvain Lacaze; Samy Missoum; Loïc Brevault; Mathieu Balesdent

A sampling-based RBDO algorithm with local refinement and efficient gradient estimation

Sylvain Lacaze, Samy Missoum, Loïc Brevault, Mathieu Balesdent

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

This article describes a two stage Reliability-Based Design Optimization (RBDO) algorithm. The first stage consists of solving an approximated RBDO problem using meta-models. In order to use gradient-based techniques, the sensitivity of failure probabilities are derived with respect to hyperparameters of random variables as well as, and this is a novelty, deterministic variables. The second stage focuses on the local refinement of the meta-models around the first stage solution using generalized "max-min" samples. The approach is demonstrated on three examples including a crashworthiness problem with 11 random variables and 10 probabilistic constraints.

Original language	English (US)
Title of host publication	12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015
Publisher	University of British Columbia
ISBN (Electronic)	9780888652454
State	Published - 2015
Event	12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2012 - Vancouver, Canada Duration: Jul 12 2015 → Jul 15 2015

Publication series

Name	12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015

Other

Other	12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2012
Country/Territory	Canada
City	Vancouver
Period	7/12/15 → 7/15/15

ASJC Scopus subject areas

Civil and Structural Engineering
Statistics and Probability

Cite this

Lacaze, S., Missoum, S., Brevault, L., & Balesdent, M. (2015). A sampling-based RBDO algorithm with local refinement and efficient gradient estimation. In 12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015 (12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015). University of British Columbia.

A sampling-based RBDO algorithm with local refinement and efficient gradient estimation. / Lacaze, Sylvain; Missoum, Samy; Brevault, Loïc et al.
12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015. University of British Columbia, 2015. (12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Lacaze, S, Missoum, S, Brevault, L & Balesdent, M 2015, A sampling-based RBDO algorithm with local refinement and efficient gradient estimation. in 12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015. 12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015, University of British Columbia, 12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2012, Vancouver, Canada, 7/12/15.

Lacaze S, Missoum S, Brevault L, Balesdent M. A sampling-based RBDO algorithm with local refinement and efficient gradient estimation. In 12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015. University of British Columbia. 2015. (12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015).

Lacaze, Sylvain ; Missoum, Samy ; Brevault, Loïc et al. / A sampling-based RBDO algorithm with local refinement and efficient gradient estimation. 12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015. University of British Columbia, 2015. (12th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP 2015).

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M3 - Conference contribution

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A sampling-based RBDO algorithm with local refinement and efficient gradient estimation

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