An efficient first-order scheme for reliability based optimization of stochastic systems

DOI10.1007/978-90-481-9987-7_7MaRDI QIDQ2902966zbMATH OpenOpenAlexFDO

Authors Hector A. Jensen, Marcos A. Valdebenito, D. S. Kusanovic, Gerhart I. Schuëller

Publication date 23 August 2012

Published in Computational Methods in Stochastic Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-90-481-9987-7_7

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Reliability, availability, maintenance, inspection in operations research (90B25)

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• A method for reliability-based optimization with multiple non-normal stochastic parameters: a simplified airshed management study
• A general two-phase Markov chain Monte Carlo approach for constrained design optimization: application to stochastic structural optimization
• Fully decoupled reliability-based design optimization of structural systems subject to uncertain loads
• Approximate optimization of systems with high-dimensional uncertainties and multiple reliability constraints
• An efficient reliability-based optimization scheme for uncertain linear systems subject to general Gaussian excitation
• An efficient framework for optimal robust stochastic system design using stochastic simulation
• A stability investigation of a simulation- and reliability-based optimization
• Reliability-based optimization of structural systems involving discrete design variables
• Reliability-based optimization of stochastic systems using line search
• A study using Monte Carlo simulation for failure probability calculation in reliability-based optimization

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