Further study on efficiency of sequential approximate programming for probabilistic structural design optimization

Compared to the traditional deterministic optimization based on safety factors, the probabilistic structural design optimization (PSDO) is considered to be a more rational design philosophy because of reasonable account of uncertainties in material properties, loading, boundary condition and geometry, and even mathematical representation of the system model. However, it is well known that the computation for PSDO can be prohibitive when the associated function evaluation is expensive. As a result, many approximate PSDO methods have been developed in recent literatures. In previous works, we developed two sequential approximate programming (SAP) strategies for PSDO based on reliability index approach (RIA) and performance measure approach (PMA). In PMA with SAP, a sequence of approximate programming of PSDO was formulated and solved before the final optimum was located. In each subprogramming, rather than relying on direct linear Taylor expansion of the probabilistic performance measure (PPM), we developed a formulation for approximate PPM at the current design point and used its linearization instead. The approximate PPM and its sensitivity were obtained by approximating the optimality conditions in the vicinity of the minimum performance target point (MPTP). The present paper further elaborates the SAP for PMA. In addition to detailed description of the algorithm, we present error analysis and show that in the ɛ-vicinity of optimum design and corresponding MPTP, the difference between the Taylor expansion of PPM and the linear expansion of approximate PPM is of higher order of ɛ. Four examples are optimized by six algorithms appearing in recent literatures for efficiency comparison. The effect of target reliability index and statistical distribution of random variables on the comparison is discussed. The third example shows that PMA with SAP performs well even for the problem for which reliability index calculation by first order reliability method (FORM) fails. Finally, the fourth example with 144 probabilistic constraints is shown to demonstrate the effectiveness of PMA with SAP. All example results illustrate that with the algorithm PMA with SAP, we get concurrent convergence of both design optimization and probabilistic performance measure calculation, which agrees well with the error analysis.