Stochastic Subset Optimization for optimal reliability problems

Probabilistic Engineering Mechanics

Volumn 23, Issue 2-3, 2008, Pages 324-338

  Taflanidis, A A ^a   Beck, J L ^a  

^a California Institute of Technology   (United States)

Author keywords

Optimal reliability based design; Robust reliability; Stochastic optimization; Stochastic simulation; Stochastic Subset Optimization

Indexed keywords

ALGORITHMS; PROBABILITY DISTRIBUTIONS; PROBLEM SOLVING; RANDOM PROCESSES; RELIABILITY THEORY;

OPTIMAL RELIABILITY-BASED DESIGN; STOCHASTIC SIMULATION; STOCHASTIC SUBSET OPTIMIZATION (SSO);

OPTIMIZATION;

EID: 41549128419     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.probengmech.2007.12.011     Document Type: Article

References (24)

1. Papadimitriou C., Beck J.L., and Katafygiotis L.S. Updating robust reliability using structural test data. Probabilistic Engineering Mechanics 16 (2001) 103-113
2. Jaynes E.T. Probability theory: The logic of science (2003), Cambridge University Press, Cambridge, UK
3. Beck J.L., and Katafygiotis L.S. Updating models and their uncertainties. I: Bayesian statistical framework. Journal of Engineering Mechanics 124 4 (1998) 455-461
4. Enevoldsen I., and Sorensen J.D. Reliability-based optimization in structural engineering. Structural Safety 15 3 (1994) 169-196
5. Gasser M., and Schueller G.I. Reliability-based optimization of structural systems. Mathematical Methods of Operations Research 46 (1997) 287-307
6. Karamchandani A., and Cornell C.A. Sensitivity estimation within first and second order reliability methods. Structural Safety 11 (1992) 95-107
7. Ruszczynski A., and Shapiro A. Stochastic programming (2003), Elsevier, New York
8. Spall J.C. Introduction to stochastic search and optimization (2003), Wiley-Interscience, New York
9. Au S.K., and Beck J.L. Estimation of small failure probabilities in high dimensions by subset simulation. Probabilistic Engineering Mechanics 16 (2001) 263-277
10. Au S.K., and Beck J.L. Subset simulation and its applications to seismic risk based on dynamic analysis. Journal of Engineering Mechanics, ASCE 129 8 (2003) 901-917
11. Schueller G.I., Pradlwater H.J., and Koutsourelakis P.S. A critical appraisal of reliability estimation procedures for high dimensions. Probabilistic Engineering Mechanics 19 4 (2004) 463-474
12. Au S.K. Reliability-based design sensitivity by efficient simulation. Computers and Structures 83 (2005) 1048-1061
13. Ching J., and Hsieh Y.-H. Local estimation of failure probability function and its confidence interval with maximum entropy principle. Probabilistic Engineering Mechanics 22 (2007) 39-49
14. Glasserman P., and Yao D.D. Some guidelines and guarantees for common random numbers. Management Science 38 (1992) 884-908
15. Kushner H.J., and Yin G.G. Stochastic approximation and recursive algorithms and applications (2003), Springer, New York
16. Royset J.O., and Polak E. Reliability-based optimal design using sample average approximations. Probabilistic Engineering Mechanics 19 (2004) 331-343
17. Beck J.L., Chan E., Irfanoglu A., and Papadimitriou C. Multi-criteria optimal structural design under uncertainty. Earthquake Engineering and Structural Dynamics 28 7 (1999) 741-761
18. Lagaros N.D., Papadrakakis M., and Kokossalakis G. Structural optimization using evolutionary algorithms. Computers and Structures 80 7-8 (2002) 571-589
19. Papadrakakis M., and Lagaros N.D. Reliability-based structural optimization using neural networks and Monte Carlo simulation. Computer Methods in Applied Mechanics and Engineering 191 32 (2002) 3491-3507
20. Jensen H.A., and Catalan M.A. On the effects of non-linear elements in reliability-based optimal design of stochastic dynamical systems. International Journal of Non-Linear Mechanics 42 (2007) 802-816
21. Pardalos P.M., and Resende M.G.C. Handbook of applied optimization (2002), Oxford University Press
22. Fishman G.G. Monte Carlo: Concepts, algorithms and applications (1996), Springer, New York
23. Holmstrom K, Goran AO, Edvall MM. User's guide for TOMLAB 4.9. San Diego (CA): Tomlab Optimization Inc., http://www.TOMLAB.biz; 2005
24. Kleinmann N.L., Spall J.C., and Naiman D.C. Simulation-based optimization with stochastic approximation using common random numbers. Management Science 45 11 (1999) 1570-1578