A Unilevel Method for Reliability Based Design Optimization

Reliability based design optimization is a methodology for nding optimized designs that are characterized with a low probability of failure. Primarily, reliability based design optimization consists of optimizing a merit function while satisfying reliability constraints. The reliability constraints are constraints on the probability of failure corresponding to each of the failure modes of the system or a single constraint on the system probability of failure. The probability of failure is usually estimated by performing a reliability analysis. During the last few years, a variety of dierent formulations have been developed for reliability based design optimization. Traditionally, these have been formulated as a doubleloop (nested) optimization problems. The upper level optimization loop generally involves optimizing a merit function subject to reliability constraints and the lower level optimization loop(s) compute the probabilities of failure corresponding to the failure mode(s) that govern the system failure. This formulation is, by nature, computationally intensive. Researchers have provided sequential strategies to address this issue, where the deterministic optimization and reliability analysis are decoupled, and the process is performed iteratively until convergence is achieved. These methods, though attractive in terms of obtaining a workable reliable design at considerably reduced computational costs, often lead to premature convergence and therefore, yield spurious optimal designs. In this paper, a novel unilevel formulation for reliability based design optimization is developed. In the proposed formulation, the lower level optimization (evaluation of reliability constraints in the double-loop formulation) is replaced by its corresponding rst order Karush-Kuhn-Tucker (KKT) necessary optimality conditions at the upper level optimization. Such a replacement is equivalent to solving the original nested optimization if the constraint qualication conditions are satised. It is shown through the use of test problems that the proposed formulation is numerically robust (stable) and computationally ecient compared to the existing approaches for reliability based design optimization.