Confidence-Based Method for Reliability-Based Design Optimization

An accurate input probabilistic model is necessary to obtain a trustworthy result in the reliability analysis and the reliability-based design optimization (RBDO). However, the accurate input probabilistic model is not always available. Very often only insufficient input data are available in practical engineering problems. When only the limited input data are provided, uncertainty is induced in the input probabilistic model and this uncertainty propagates to the reliability output which is defined as the probability of failure. Then, the confidence level of the reliability output will decrease. To resolve this problem, the reliability output is considered to have a probability distribution in this paper. The probability of the reliability output is obtained as a combination of consecutive conditional probabilities of input distribution type and parameters using Bayesian approach. The conditional probabilities that are obtained under certain assumptions and Monte Carlo simulation (MCS) method is used to calculate the probability of the reliability output. Using the probability of the reliability output as constraint, a confidence-based RBDO (C-RBDO) problem is formulated. In the new probabilistic constraint of the C-RBDO formulation, two threshold values of the target reliability output and the target confidence level are used. For effective C-RBDO process, the design sensitivity of the new probabilistic constraint is derived. The C-RBDO is performed for a mathematical problem with different numbers of input data and the result shows that C-RBDO optimum designs incorporate appropriate conservativeness according to the given input data.