International Conference on Applications of Statistics and Probability in Civil Engineering (ICASP) (12th : 2015)

A sampling-based RBDO algorithm with local refinement and efficient gradient estimation Lacaze, Sylvain; Missoum, Samy; Brevault, Loïc; Balesdent, Mathieu


This article describes a two stage Reliability-Based Design Optimization (RBDO) algorithm. The first stage consists of solving an approximated RBDO problem using meta-models. In order to use gradient-based techniques, the sensitivity of failure probabilities are derived with respect to hyperparameters of random variables as well as, and this is a novelty, deterministic variables. The second stage focuses on the local refinement of the meta-models around the first stage solution using generalized “max-min” samples. The approach is demonstrated on three examples including a crashworthiness problem with 11 random variables and 10 probabilistic constraints.

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