This paper introduces an efficient reliability estimation approach to be used in the framework of reliability-based optimization. The key feature of the procedure consists of reusing during the optimization procedure the results of the previous iterations. The reliability analysis is performed subsequently with a reduced number of samples which greatly decreases the computational efforts associated with the reliability-based optimization process. The validity and the advantages of the procedure are demonstrated by means of two reliability-based optimization problems.
- Advanced simulation techniques
- Importance sampling
- Markov chain
- Reliability-based optimization