Algorithm developments for optimization problems with joint reliability constraints

DOI10.1002/NME.2994MaRDI QIDQ3018011zbMATH OpenOpenAlexFDO

Authors Kuei-Yuan Chan, Dong-Shin Lin

Publication date 20 July 2011

Published in International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nme.2994

zbMATH Keywords

probabilistic optimizationSQPactive-set strategiesjoint reliability

Mathematics Subject Classification ID

Optimization of other properties in solid mechanics (74P10) Stochastic and other probabilistic methods applied to problems in solid mechanics (74S60)

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Cites work

• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• A numerical method for accurately approximating multivariate normal probabilities
• Approximations to Multivariate Normal Orthant Probabilities
• Chance Constrained Programming with Joint Constraints
• Computation of probabilistic linear programming problems involving normal and log-normal random variables with a joint constraint
• Computation of the multivariate normal integral
• Contributions to the theory of stochastic programming
• Principles of Optimal Design
• Probabilistic linear programming problems with exponential random variables: a technical note

Cited in

(4)

• Surrogate Constraints Algorithm for Reliability Optimization Problems with Multiple Constraints
• scientific article; zbMATH DE number 3918089 (Why is no real title available?)
• A facility reliability problem: Formulation, properties, and algorithm
• Iterative parametric dynamic programming and its application in reliability optimization

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