Efficiency of reliability-based design optimization (RBDO) methods is a critical criterion as to whether they are viable for real-world problems. Early RBDO methods are thus based primarily on the first-order reliability method (FORM) due to its efficiency. Recently, several first-order RBDO methods have been proposed, and their efficiency is significantly improved through problem reformulation and/or the use of inverse FORM. Our goal is to present these RBDO methods from a mathematical optimization perspective by formalizing FORM, inverse FORM, and associated RBDO reformulations. Through the formalization, their relationships are revealed. Using reported numerical studies, we discuss their numerical efficiency, convergence, and accuracy.

1.
Frangopol
,
D.
, and
Corotis
,
R.
, 1996, “
Reliability-based structural system optimization: State-of-the-art versus state-of-the-practice
,” In
Proceedings of the 12th Conference on Analysis and Computation
, Chicago, IL,
F.
Cheng
, ed., pp.
67
78
.
2.
Madsen
,
H.
, and
Hansen
,
P.
, 1992, “
A comparison of some algorithms for reliability based structural optimization and sensitivity analysis
,” In
Reliability and Optimization of Structural Systems: Proceedings of the 4th IFIP WG 7.5 Conference, Munich, Germany, 11-13 September 1991
,
R.
Rackwitz
and
P.
Thoft-Christensen
, eds.
Springer-Verlag
, Berlin, pp.
443
451
.
3.
Ditlevsen
,
O.
, and
Madsen
,
H.
, 1996,
Structural Reliability Methods
,
Wiley
, New York.
4.
Haldar
,
A.
, and
Mahadevan
,
S.
, 2001,
Probability, Reliability and Statistical Methods in Engineering Design
,
John Wiley and Sons
, New York.
5.
Royset
,
J.
,
Kiureghian
,
A.
, and
Polak
,
E.
, 2001, “
Reliability-based optimal design of series structural systems
,”
J. Eng. Mech.
0733-9399,
127
, pp.
607
614
.
6.
Tu
,
J.
,
Choi
,
K.
, and
Park
,
Y.
, 1999, “
A new study on reliability-based design optimization
,”
J. Mech. Des.
1050-0472,
121
, pp.
557
564
.
7.
Kibzun
,
A.
, and
Kan
,
Y.
, 1996,
Stochastic Programming Problems
,
John Wiley and Sons
, New York.
8.
Hasofer
,
A.
, and
Lind
,
N.
, 1974, “
Exact and invariant second moment code format
,”
J. Eng. Mech.
0733-9399,
100
, pp.
111
121
.
9.
Kuschel
,
N.
, and
Rackwitz
,
R.
, 1997, “
Two basic problems in reliability-based structural optimization
,”
Math. Methods Oper. Res.
0209-6137,
46
, pp.
309
333
.
10.
Bazarra
,
M.
,
Sherali
,
H.
, and
Shetty
,
C.
, 1993,
Nonlinear Programming Theory and Algorithms
, second ed.,
Wiley Interscience
, New York.
11.
Ang
,
A.-S.
, and
Tang
,
W.
, 1984,
Probability Concepts in Engineering Planning and Design
, Volume
II
,
John Wiley and Sons
, New York.
12.
Abdo
,
T.
, and
Rackwitz
,
R.
, 1991, “
A new β-point algorithm for large time-invariant and time-variant reliability problems
,” in
Reliability and Optimization of Structural Systems: Proceedings of the 3rd IFIP WG 7.5 Conference, Berkeley, 1990
,
A.
Kiureghian
and
P.
Thoft-Christensen
, eds.,
Springer
, New York, pp.
1
12
.
13.
Du
,
X.
, and
Chen
,
W.
, 2001, “
A most probable point based method for uncertainty analysis
,”
J. Design Manuf. Autom.
1532-0375,
4
, pp.
47
66
.
14.
Du
,
X.
,
Sudjianto
,
A.
, and
Chen
,
W.
, 2003, “
An integrated framework for optimization using inverse reliability strategy
,”
J. Mech. Des.
1050-0472 (in press).
15.
Youn
,
B.
,
Choi
,
K.
, and
Park
,
Y.
, 2003, “
Hybrid analysis method for reliability-based design optimization
,”
J. Mech. Des.
1050-0472,
125
, pp.
221
232
.
16.
Tu
,
J.
,
Choi
,
K.
, and
Park
,
Y.
, 2001, “
Design potential method for robust system parameter design
,”
AIAA J.
0001-1452,
39
, pp.
667
677
.
17.
Breitung
,
K.
, 1984, “
Asymptotic approximations for multinormal integrals
,”
J. Eng. Mech.
0733-9399,
110
, pp.
357
366
.
18.
Youn
,
B.
,
Choi
,
K.
, and
Du
,
L.
, 2004, “
Enriched performance measure approach (PMA+) for reliability-based design optimization
,” in
Proceedings of 10th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference
, AIAA-
2004
4401
.
19.
Kuschel
,
N.
, and
Rackwitz
,
R.
, 2000, “
Time-variant reliability-based structural optimization using SORM
,”
Optim.
0233-1934,
47
, pp.
349
368
.
20.
Torng
,
T.
, and
Yang
,
R.
, 1993, “
Robust structural system design using a system reliability-based design optimization method
,” in
Probabilistic structural mechanics: Advances in structural reliability method
,
P.
Spanos
and
Y.
Wu
, eds.
Springer-Verlag
, Berlin, pp.
534
549
.
21.
Zou
,
T.
,
Mahadevan
,
S.
, and
Sopory
,
A.
, 2004, “
A reliability-based design method using simulation techniques and efficient optimization approach
,” in
Proceedings of the ASME Design Engineering Technical Conferences
.
22.
Bjerager
,
P.
, and
Krenk
,
S.
, 1989, “
Parametric sensitivity in first order reliability theory
,”
J. Eng. Mech.
0733-9399,
115
, pp.
1577
1582
.
23.
Enevoldsen
,
I.
, 1994, “
Sensitivity analysis of reliability-based optimal solution
,”
J. Eng. Mech.
0733-9399,
120
, pp.
198
205
.
24.
Agarwal
,
H.
, and
Renaud
,
J.
, 2004, “
A unilevel method for reliability based design optimization
,” in
Proceedings of 45th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics and Material Conference
, AIAA-
2004
2029
.
25.
Chen
,
X.
,
Hasselman
,
T.
, and
Neill
,
D.
, 1997, “
Reliability based structural design optimization for practical applications
,” in
38th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics and Materials Conference
. AIAA-
97
1403
.
26.
Liang
,
J.
,
Mourelatos
,
Z.
, and
Tu
,
J.
, 2004, “
A single-loop method for reliability-based design optimization
,” in
Proceedings of the ASME Design Engineering Technical Conferences
.
27.
Wu
,
Y.
,
Shin
,
Y.
,
Sues
,
R.
, and
Cesare
,
M.
, 2001, “
Safety factor based approach for probabilistic-based design optimization
,” in
Proceedings of 42th AIAA Structural Dynamics and Materials Conference
. AIAA-
2001
1522
.
28.
Wu
,
Y.
, and
Wang
,
W.
, 1998, “
Efficient probabilistic design by converting reliability constraints to approximately equivalent deterministic constraints
,”
J. Integr. Des. Process Sci.
1092-0617,
2
, pp.
13
21
.
29.
Du
,
X.
, and
Chen
,
W.
, 2004, “
Sequential optimization and reliability assessment method for efficient probabilistic design
,”
J. Mech. Des.
1050-0472,
126
, pp.
225
233
.
30.
Polak
,
E.
, 1997,
Optimization: Algorithms and Consistent Approximations
,
Springer
, New York.
31.
Kirjner-Neto
,
C.
,
Polak
,
E.
, and
Kiureghian
,
A.
, 1998, “
An outer approximations approach to reliability-based optimal design of structures
,”
J. Optim. Theory Appl.
0022-3239,
98
, pp.
1
16
.
32.
Royset
,
J.
,
Kiureghian
,
A.
, and
Polak
,
E.
, 2001, “
Reliability-based optimal structural design by the decoupling approach
,”
Reliability Eng. Sys. Safety
0951-8320,
73
, pp.
213
221
.
33.
Yang
,
R.
, and
Gu
,
L.
, 2004, “
Experience with approximate reliability-based optimization methods
,”
Struct. Multidiscip. Optim.
1615-147X,
26
, pp.
152
159
.
34.
Yang
,
R.
,
Chuang
,
C.
,
Gu
,
L.
, and
Li
,
G.
, 2004, “
Experience with approximate reliability-based optimization methods II: An exhaust system problem
,” in
Proceedings of 45th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics and Materials Conference
. AIAA-
2004
2032
.
35.
Kuschel
,
N.
, and
Rackwitz
,
R.
, 2000, “
Optimal design under time-variant reliability constraints
,”
Struct. Safety
0167-4730,
22
, pp.
113
127
.
36.
Youn
,
B.
, and
Choi
,
K.
, 2004, “
An investigation of nonlinearity of reliability-based design optimization approaches
,”
J. Mech. Des.
1050-0472,
126
, pp.
403
411
.
37.
GAMS Development Corporation
,
The General Algebraic Modeling System
, 1217 Potomac Street, NW, WA, DC 20007.
38.
The Mathworks
, 2002,
MATLAB: The Language of Technical Computing, Version 6. User’s Manual
, Natick, MA.
You do not currently have access to this content.