On the use of a class of interior point algorithms in stochastic structural optimization

Hector A. Jensen, Luis G. Becerra, Marcos A. Valdebenito

Research output: Contribution to journalArticlepeer-review

17 Scopus citations

Abstract

In this paper the feasibility of using a particular feasible direction interior point algorithm for solving reliability- based optimization problems of high dimensional stochastic dynamical systems is investigated. The optimal design problem is formulated in terms of an inequality constrained non-linear optimization problem. A class of interior point algorithms based on the solution of the first-order optimality conditions is considered here. For this purpose, a quasi-Newton iteration is used to solve the corresponding nonlinear system of equations. Several numerical examples are presented to illustrate the feasibility of the proposed methodology.

Original languageEnglish
Pages (from-to)69-85
Number of pages17
JournalComputers and Structures
Volume126
Issue number1
DOIs
StatePublished - 2013

Keywords

  • Optimization
  • Reliability-based design
  • Sensitivity
  • Simulation

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