Compromise design of stochastic dynamical systems: A reliability-based approach

Hector A. Jensen, Danilo S. Kusanovic, Marcos A. Valdebenito

Research output: Contribution to journalArticlepeer-review

11 Scopus citations

Abstract

This paper presents a procedure for obtaining compromise designs of structural systems under stochastic excitation. In particular, an effective strategy for determining specific Pareto optimal solutions is implemented. The design goals are defined in terms of deterministic performance functions and/or performance functions involving reliability measures. The associated reliability problems are characterized by means of a large number of uncertain parameters (hundreds or thousands). The designs are obtained by formulating a compromise programming problem which is solved by a first-order interior point algorithm. The sensitivity information required by the proposed solution strategy is estimated by an approach that combines an advanced simulation technique with local approximations of some of the quantities associated with structural performance. An efficient Pareto sensitivity analysis with respect to the design variables becomes possible with the proposed formulation. Such information is used for decision making and tradeoff analysis. Numerical validations show that only a moderate number of stochastic analyses (reliability estimations) has to be performed in order to find compromise designs. Two example problems are presented to illustrate the effectiveness of the proposed approach.

Original languageEnglish
Pages (from-to)40-52
Number of pages13
JournalProbabilistic Engineering Mechanics
Volume29
DOIs
StatePublished - Jul 2012

Keywords

  • Compromise design
  • Optimization
  • Reliability analysis
  • Sensitivity analysis
  • Uncertainty

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