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Torng
Southwest Research Institute
Sari Antonio, TX 78228-0510
R. 5. Yang
FORD Motor Company
Dearborn, MI 48124
bstract tro
Thispaper discusses an advanced reliability based This paper dscusses an advanced reliability based
optimization method for designing Q robust structural optimization method for designing a robust structural
system. This robust system must satisfy the system'. Thls robust system must satisfy the
perfonnancelcostlweight design criteria QS well QS the performance/cost/weight design criteria as well as the
reliability constraints of uncertain design parameters. To reliability constraints of uncertain design parameters. In
achieve this robust design, however, the computational conventional designs, all design parameters are treated as
&ort often becomes excessive when the system's deterministic. As a result, the final optimal design may
pegormanee requires the use of the finite element method. have either anunacceptably low or unnecessarily high level
This research uses an advanced mean value method to ofreliability. Both result in an inefficient use of resources'.
compute the reliability of this system and its sensitivities
with respect to those uncertain design parameters. An To calculate the reliability, it is necessary to model
approximateproblem isformulated before an optimization the uncertain parameters into random variables with
algorithm is used to obtain the optimaldesign. Thisprocess selected distribution types, means and standard deviations.
is iterated until robust design is achieved. Two problems However, for those uncertain design parameters with
are chosen to demonstrate the proposed method and the bounding constraints, a random variable with a fixed mean
results are compared with conventional optimization and standard deviation is not appropriate. Therefore, for
methods. these bounded constraints, the mean values m modeled as
these bounded constraint and the standard deviation values
are decided according to their uncertainty.
AMV advanced mean value method
AMV+ AMV iteration method With all the uncertain design parameters defined, an
Cdf cumulative density function advanced mean value (AMV)based method is proposed to
FORM first-order reliability method efficiently and accurately calculate the reliability and
g limit-state function identify the most probable point (MPP). As described in
g g function in X-space Ref. [3,4], this AMV method was used to solve a wide
g function in u-space variety of complex structural problems which require the
g use of computer-intensive programs such as the finite
MPP most probable point
n total number of random variables element program. The results indicated that the accuracy
probability density function of this AMV method is very competitive to other first-order
pdf reliability5methods and the efficiency of this AMVmethod
Pf probability of failure
is excellent.
SORM second-order reliability method
U standardized normal variable In solving an optimization problem with reliability
a probability sensitivity factor constraints, the sensitivity of the objective function and the
*
MPP in u-space reliability constraints with respect to their design
X original random variable parameters ~ I C required. Because an exact reliability
Y original design random variable constraint sensitivity requires several reliability (or AMV)
Z performance function analysis,total required calculationsmay become excessive.
P minimum distance To efficiently perform the optimization, an approximate
P mean value reliability constraint will be constructed based on the
mean value for var. X probabilistic sensitivity factors around the MPP and those
PX
bounded mean values.
PXL lower bound value for mean
Pxu upper bound value for mean By using the AMV method to calculate the reliability
a partial differentiation and construct an approximate function for each reliability
constraint, an approximate problem is formulated before
4 pdf of standard normal distribution
an optimization algorithm is used to obtain the optimal
Q cdf of standard normal distribution design. This optimization process is iterated until a robust
0 standard deviation design is achieved. In this study, the C O W
0, standard deviation for var. X optimization program, which employs the feasible
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limit-state surface, as shown in Fig. 1. The
found by using optimization, advancedmean value (ANN),
or other iteration schemes.
"
Joint Probability Density
=a,+ c a,X,+H(X)
i=l
(7)
where the derivatives, ai,are evaluated at the mean values,
p, Z, is a random variable representing the sum of the
first-order terms, and H @ ) represents the higher-order
terms. In general, the coefficients ai can be computed by
numerical differentiation and the minimum required
I
number of Z-function calculations i s (n+l) for n random
variables. Since Z, i s explicit and linear, its cdf can be
computed efficiently.
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where (3 represents the first-order safety index value and
@-I represents the inverse standard normal cdf and F,(x)
ap
aCLx
-.-
ap -
-
apx dux
dux = a *3%
-
&X
ap -
- -.-
ap au, =
a * auX
-
ao, aux aa, 80,
Since M, is a function of px and a,, auX/apxand
au,/ao, can be derived easily.
on Calculations
Since f , is a nonlinear function, the linearized
approximationfunction, Eq. (S),is subjectedto error in the
regions away from the mean values. For each selected
probability, the AMV solution is obtained by calculating
f, at the MPP obtained from the linearized function. This
requires one function calculation for each selected
probability.
In Fig. 2, three points are shown at a selected
probability level (cdf = 0.003%). Point 1 is the M V
solution, point 2 is the AMV solution, and point 3 is the
AMV solution using the describediteration algorithm. The
required number of function calculations is summarized in
Table 1, in which n = 4.
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The h a l optimal solution for this analysis is to
identify a set of design parameters, p,, with tolerance equal
to o,, such that the objective function is minimized and all
the reliability or non-reliability constraints are satisfied.
* (o.,- OXkO)- @-I( 1- p * )
n n
=co+c cj* k,+c c, * OXk Before formally discussing the proposed reliability
j=1 1 k=l
based optimization method, some important discussions
where Po is the safety index result, pxflis the j-th initial discussed earlier are summarized as follows:
mean value, oXk,
is the k-th initial standard deviation value, ,. All uncertainties including uncertain design
parameters with bounding constraint need to be
@-'(a) represents the inverse normal cumulative modeled properly into random variables with
distribution function (cdf), (1 - p " )is the selectedreliability selected distribution types, means and standard
goal, and C,, Cj, and C, are constant. deviations.
* The most probable point (MPP) for each reliability
This approximate reliability constraint function can constraints must be identified by using the least
be used to estimate the safety index value when a set of function calculations especially for those
design parameters has been selected. However, because complicated structural problems which require the
this pvalue is obtained based on fist-order approximation use of computer-intensive program. An advanced
function, the reliability estimation is as good as the mean value based method has shown its capability
first-order approximation. to perform this task.
,. Because the optimization process requires several
iterations of search for an optimal design, it is
reasonable to construct approximate reliability
A robust structural system must not only meet the constraints by using the probabilistic sensitivity
performance/weight/cost constraint but also the reliability factors information around the MPP.
constraints due to uncertainty. In general, this robust
structural system is solved by minimizing or maximizing By using these considerations, the proposed
the objective function (perfomance/weight/cost) reliability based optimization method is summarized as
follows:
(1.4)
subject to some non-reliability constraints such as 1. Define the robust structural system criteria to
bounding constraints and some reliability constraints construct an optimization design problem with
defined as reliability and non-reliability constraints. Define the
converge criteria for the final result, e.g., the
,U>20)2p,, i = l )...,L , (15) objective function value converge.
2. Use the old design as the initial design point,
where available. Otherwise, the mean value of these
uncertaindesignparametersmay be usedas theinitial
is the vector of m random variables design point.
(irreducible uncertainties)
Y 3. Construct an approximate reliability constraint for
is the vector of n design random variables each reliability constraint at the initial design point
(reducible uncertainties.) by using the following steps:
P (a) denotes the probability of the event (4)
a. Evaluate the safety index, Po, for the ith
gi represents the i-th limit state function by using advanced mean value
(AMV)method.
p; is the required probability of survival for the
b. Construct an approximation constraint by using
i-th constraint or failure mode. the safety index result and the probabilistic
L represents total no. of constraints sensitivity factor with respect to their design
All design random variables here are assumed to be parameters (i.e., mean values and standard
random variables. Their mean values, p,, a~ subjected to deviations).
C. Construct the remaining approximate functions
either upper, lower, or upper and lower bound constraints.
Because of the uncertainty, the standard deviations (or for all reliability constraints.
tolerance), CF,,needs to be determined in order to account 4, Based on the objective function and all
forthose uncertainties. Because the meanvalue will change approximation functions, CONMIN is used to find
during the design process, the standarddeviation valuemay the optimal design,
alsochange according tothemeanorremainconstant. Both 5. Repeat the steps 2-4 until the converge criteria are
cases will be examined later. met.
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le 3.
A simple cantilever beam problem as shown in Fig. 3
is used to illustrate the proposed procedure. This design
optimization problem is defined lo minimize the weight of
the beam. The objective function is
F(L,b,h)=L b h 0 (16)
subject to stress and displacement reliability constraints
P( g, 2 0 ) 2 0.999 (17) This problem is solved by using the proposed
P( g, 2 0 ) 2 0.999 (18) procedure, however, for the most probable point (MPP),
several search methods which include the mean value
with method, the advanced mean value method, and the
first-order reliability method are used. The final objective
function values, as shown in Table 4, are very close for all
three methods, however, the total required number of
g-function calculations is much different. The mean value
based method produces reasonably good results by using
the least no. of g-function calculations, however, the
probability of failure solution may not be very accurate to
where R , is the material yield strength, A, is the deflection those extreme nonlinear constraints or larger uncertainties.
limit, Q is the static loading, E is the Young's Modulus, L To prove the point, the same problem is solved by
increasing the uncertainty (or tolerance) of the design
is the length of the beam, b is the width of the beam, and parameters. In other words, the coefficients of variation of
h is the height of the beam. the initial length, the width, and the height have been
increased from 5% to 10%. The new results are shown in
b Table5. AsshowninTable 5,themeanvaluebasedmethod
fails to identify the optimal solution.
Ta
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Table
* FORM is used
* Fail to reach the reliability goal
The results show that the advanced mean value Atenmembercantilever truss shown inFig. 4is used.
method produces reasonable accurate and efficient solution This problem is to find the cross-sectional area of each
for all three cases mentioned earlier. Because the memberofthetmss tominimizeitsweight, subject tostress,
displacement, and member size constraints. The optimal
g,-function is an extremely nonlinear function, the total result for this problem has been solved by several
required function calculations for identifying the most optimization techniques as discussed in Ref. [12]. The
probable point for g,-function becomes larger. However, main goal of using this example here is to show the
compare with the FORM, the number of calculations importance of including reliability constraints when the
remains reasonable. To further validate the accuracy of design parameters themselves become random.
these results, a Monte Carlo simulation approach is used
to solve the same problem. Table 7-1 and 7-2 list these In this example, there are ten stress constraints, eight
Monte Carlo results and the corresponding AMV results. displacement constraints, and lower-bound constraints on
Both results show the proposed method produces an each design variable, which makes a total of twenty-eight
accurate and much more efficient (more than three orders constraints. For the stress constraints, the limit is 25 ksi in
of magnitude) solution than the conventional Monte Carlo tension or compression; for the displacement constraints,
method. the limit is two inches along each degree of freedom; for
the lower-bound constraints for the cross-sectional area is
0.10 in.2 The rest of the important parameters include
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material density equal to 0.10 Pb/h3and Young's modulus
equal to lo4hi. The design parameters for this example
are the cross-sectional area in each member.
To show the importance of including reliability
constraints, the stress constraints and displacement
constraints are used to evaluate reliability when the
~ 29.536 I 1.4768 I
cross-sectional area becomes random. As a matter of fact,
this assumption is actually necessary for these
cross-sectionalareas because uncertainty does exist during
the manufacturing process. Therefore, for the stress
constraints, the reliability is defined when the calculated
stress falls within the 25 ksi tension/compressionlimit. For
displacement limit, the reliability is defined when the
calculated displacement is less than the displacement limit
of 2 in.
in.
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An advanced reliability based optimization method
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~
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