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Reliability-based optimization using bridge importance sampling
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DOI：10.1016/j.probengmech.2013.04.001.png)
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This paper introduces an efficient reliability estimation approach to be used in the framework of reliability-based optimization. The key feature of the procedure consists of reusing during the optimization procedure the results of the previous iterations. The reliability analysis is performed subsequently with a reduced number of samples which greatly decreases the computational efforts associated with the reliability-based optimization process. The validity and the advantages of the procedure are demonstrated by means of two reliability-based optimization problems. (C) 2013 The Authors. Published by Elsevier Ltd. All rights reserved.
Keyword:
Reliability-based optimization
Importance sampling
Markov chain Monte Carlo
Advanced simulation techniques
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3.5
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1.7K
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4.1K
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