Reliability-based optimization using bridge importance sampling

P. Beaurepaire, H. A. Jensen, G. I. Schuëller, M. A. Valdebenito

Research output: Contribution to journalArticlepeer-review

26 Scopus citations

Abstract

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.

Original languageEnglish
Pages (from-to)48-57
Number of pages10
JournalProbabilistic Engineering Mechanics
Volume34
DOIs
StatePublished - 2013

Keywords

  • Advanced simulation techniques
  • Carlo
  • Importance sampling
  • Markov chain
  • Monte
  • Reliability-based optimization

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