2006
DOI: 10.1080/15732470600590317
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Enhanced sequential optimization and reliability assessment method for probabilistic optimization with varying design variance

Abstract: The Sequential Optimization and Reliability Assessment (SORA) method is a single-loop method containing a serial of cycles of decoupled deterministic optimization and reliability assessment for improving the efficiency of probabilistic optimization. However, the original SORA method as well as some other existing single-loop methods do not take into account the effect of varying design variance (changing variance) in design problems. In this paper, to enhance the SORA method, three formulations are proposed in… Show more

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Cited by 33 publications
(19 citation statements)
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“…As it can be seen the difference between the worst, the median and the best solution is negligible. The comparison with the results of [70] which are obtained by an enhanced SORA method shows that dBA converges to a better solution. Table 10 presents the rate of constraint violations, the reliability index and the probability of failure of each constraint computed with a different methods, namely, FORM [38,39], two variants of SORM (Breitung [40] and Tevedt [41]), and Monte Carlo Simulation (MCS) of the best solution.…”
Section: Example 3: Speed Reducer Designmentioning
confidence: 89%
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“…As it can be seen the difference between the worst, the median and the best solution is negligible. The comparison with the results of [70] which are obtained by an enhanced SORA method shows that dBA converges to a better solution. Table 10 presents the rate of constraint violations, the reliability index and the probability of failure of each constraint computed with a different methods, namely, FORM [38,39], two variants of SORM (Breitung [40] and Tevedt [41]), and Monte Carlo Simulation (MCS) of the best solution.…”
Section: Example 3: Speed Reducer Designmentioning
confidence: 89%
“…The constraint that has the 19 probability of failure is equal to 0, means that the real Pf is less than 10 -10 . From the analysis of probability of failure of the probabilistic constraints and the violation of the deterministic constraint, we believe that the best solution presented in Table 9 is the best known solution so far of this example in the form proposed by [70].…”
Section: Example 3: Speed Reducer Designmentioning
confidence: 96%
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“…It is worth mentioning that a normal distribution is adopted for the design variables. According to Yin and Chen (2006), this type of distribution is commonly used in engineering applications to describe the linear relationship between the changing variance and the mean value; i.e., σ x =r x μ x , where μ x and σ x represent the mean and the standard deviation, respectively, and r x is the variation coefficient. Rosenblatt (1952) claims that to deal with non-normal distributions, it is necessary to convert the mean and the standard deviation of this type of distribution to an equivalent value with normal distribution.…”
Section: Methodsmentioning
confidence: 99%
“…This decision and optimization model is often called MCDM problem. In a recent paper [8], the authors have provided a reliability assessment method to improve the efficiency for solving problem of probabilistic optimization with changing variance. In order to improve the accuracy of nonlinear and multi-dimensional performance functions, Lee et al [9] proposed an inverse reliability analysis method was applied to improve the accurate probability of failure calculation for reliability design optimization.…”
Section: Introductionmentioning
confidence: 99%