Structural reliability under uncertainty in moments: distributionally-robust reliability-based design optimization
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Publication:2070152
DOI10.1007/S13160-021-00483-XzbMATH Open1484.90112arXiv2106.08490OpenAlexW3199327640MaRDI QIDQ2070152FDOQ2070152
Authors: Yoshihiro Kanno 
Publication date: 21 January 2022
Published in: Japan Journal of Industrial and Applied Mathematics (Search for Journal in Brave)
Abstract: This paper considers structural optimization under a reliability constraint, where the input distribution is only partially known. Specifically, when we only know that the expected value vector and the variance-covariance matrix of the input distribution belong to a given convex set, we require that, for any realization of the input distribution, the failure probability of a structure should be no greater than a specified target value. We show that this distributionally-robust reliability constraint can be reduced equivalently to deterministic constraints. By using this reduction, we can treat a reliability-based design optimization problem under the distributionally-robust reliability constraint within the framework of deterministic optimization, specifically, nonlinear semidefinite programming. Two numerical examples are solved to show relation between the optimal value and either the target reliability or the uncertainty magnitude.
Full work available at URL: https://arxiv.org/abs/2106.08490
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semidefinite programmingdualityrobust optimizationreliability-based design optimizationuncertain input distributionworst-case reliability
Nonlinear programming (90C30) Semidefinite programming (90C22) Stochastic programming (90C15) Robustness in mathematical programming (90C17)
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