Review of RBDO and Its Integration With Bayseian Method
Review of RBDO and Its Integration With Bayseian Method
Review of RBDO and Its Integration With Bayseian Method
Xiangnan Zhang1
Faculty of Vehicle Engineering and Mechanics, Dalian University of Technology
No.2 Linggong Road, Ganjingzi District, Dalian City, Liaoning Province, P.R.C.,
116024
E-mail: 1960946626@qq.com
Abstract. A lot of uncertain factors lie in practical engineering, such as external load
environment, material property, geometrical shape, initial condition, boundary condition, etc.
Reliability method measures the structural safety condition and determine the optimal design
parameter combination based on the probabilistic theory. Reliability-based design optimization
(RBDO) is the most commonly used approach to minimize the structural cost or other
performance under uncertainty variables which combines the reliability theory and optimization.
However, it cannot handle the various incomplete information. The Bayesian approach is utilized
to incorporate this kind of incomplete information in its uncertainty quantification. In this paper,
the RBDO approach and its integration with Bayesian method are introduced.
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Published under licence by IOP Publishing Ltd 1
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128 (2018) 012109 doi:10.1088/1755-1315/128/1/012109
Minimize Cost(d)
subject to P(Gi ( X) 0) - Φ(-βt ) 0, i 1,2,, NP
dL d dU , d R ndv and X R nrv (1)
Where d μ(X) is the design vector, X is the random vector, and the probabilistic constraints are
described by the performance function Gi ( X ) with Gi ( X ) 0 indicates failure, their probabilistic
models, and their prescribed confidence level t .
FGi (0)
Performance function failure is statistically defined by a cumulative distribution function as
P(G i (X) 0) FG i (0) G i (X) 0 f X (x)dx Φ( β t )
(2)
F ( 0)
In Eq. (2), Gi is a joint probability density function, which needs to be integrated. The first-order
reliability method (FORM) is a widely-used integration method, which combines the approximate
probability and reliability measure approach. The approach has proven to be efficient and accurate. By
inverse transformation, the probabilistic in Eq. (2) can be further expressed in two distinct forms as:
Si ( 1 ( FGi (0))) t
(3)
Gpi FG1 (( t )) 0
i (4)
G
Where Si and Pi represent the safety reliability index and the probabilistic performance measure
th
for the i probabilistic constraint, respectively. Using the safety reliability index, Eq. (3) is then
employed to describe the probabilistic constraint in Eq. (1), i.e., the so-called reliability index approach
(RIA). Similarly, Eq. (4) can replace the probabilistic constraint in Eq. (1) with the performance measure,
referred to as the performance measure approach (PMA).
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However, it is found that AMV method exhibits poor behavior for concave constraint functions, although
it is effective for convex constraint functions. To overcome difficulties in the AMV method, a conjugate
mean value (CMV) method is proposed for the concave constraint function in PMA [3]. The HMV
method [3] combines both the CMV and AMV methods - the CMV method is used for concave
constraint functions and the AMV method is used for convex constraint functions. The HMV method
has been shown to be very robust and efficient.
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process seeks to calculate p based on the outcomes of the trials. Given r successes out of N trials, the
probability distribution of p can be calculated using Bayes’ theorem shown in Eq. (7)
f ( p) f (r | p)
f ( p | r)
1
0 f ( p) f (r | p)dp (7)
In this equation f ( p ) is the prior distribution of p, f( p | r ) is the posterior distribution of p, and
f ( r | p ) is the likelihood of r given p. The integral in the denominator is a normalizing factor to make
the probability distribution proper.
The posterior distribution is the distribution of interest. It is the estimate of p based on the outcome
of the trials. The prior distribution is our knowledge about p before the information from the trials. Many
types of prior distribution have been proposed, but it has been shown that the analysis is insensitive to
the choice of prior if the number of trials is large enough. In this article we assume a uniform prior for
p. This assumption implies that any values of p between 0 and 1 are equally probable. It is a conservative
choice based on the maximum ignorance principle. The only information we have a priori is that p must
be within [0, 1], and a uniform distribution can be fully defined based solely on this information. The
likelihood function is the probability that there will be r successes out of N trials if the probability of
success is p, which is the binomial distribution of r. Using a uniform prior and a Binomial likelihood
function in Eq. (7) results in a Beta posterior distribution, Eq. (8), where α=r+1 and β=(N-r) +1
( ) 1
f ( p | r) p (1 p) 1
( )( ) (8)
In other words, p is distributed according to a Beta distribution whose two parameters depend on the
outcome of the trials: p ~ Beta (r 1, ( N r ) 1) .
One very important feature of Bayes’ theorem is that it facilitates an updating scheme to account for
additional information. Suppose that after the N1 initial trials, we conduct N 2 additional trials and
observe r2 more successes. In Bayes’ theorem, the posterior distribution from the N1 trials can be used
as the prior distribution for the N 2 trials, thus creating a chain of analysis based on additional
information. Using beta(1, 1 ) for the prior distribution in Eq.(3), the posterior distribution of p after
the additional N 2 trials is as shown in Eq.(6) Here 2 1 r2 and 2 1 ( N 2 r2 ) .
It can be immediately seen that the new posterior is also a Beta distribution with the two parameters
equal to the prior parameters updated by the new information. This is a conjugacy feature of a Beta
distribution when used in Bayes’ theorem. This conjugacy is not limited to just two successive trials. If
( N , N ,, N )
1 2 k trials, then the posterior of the (k-1) th trial becomes the prior
there is a sequence of
of the kth trial, except for k=1 whose prior is Beta (1,1) (mathematically, a uniform distribution is
equivalent to a Beta(1,1) distribution). In general, the posterior distribution of p at the kth trial is Beta
k 1 rk and k k 1 ( N k rk ), k 1 .
(αk, βk) where k
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Fg j (0)
r ani (N-r) realizations. Teis estimation problem is analonous to tee aayesian inference
gj
problem iiscussei preiiously. If oe use a coin toss as an analony, teen is tee “coin” oite only too
Fg j (0)
mutually exclusiie outcomes, tee N samples are tee “coin tosses” or trials, ani is tee
“probability of eeai,” oeere oe eaie iesinnatei a feasible realization as a “eeai.” Tee problem of
Fg j (0)
inferrinn niien r ani (N-r) realizations is teen equiialent to tee problem of inferrinn p, tee
probability of eeais, niien teat teere are r eeais out of N coin tosses. From tee aboie iiscussion oe
Fg j (0) ~ beta( , )
obtain , oeere α=r+1 ani β=(N-r)+1.
j
Fg (0)
A aeta iistribution is strictly bouniei oitein [0,1]. Teis makes tee estimate proper because
is a cif. Tee seape of a aeta iistribution iepenis on tee number of feasible-infeasible realizations. If
teere are many feasible realizations, it oill be skeoei to tee rinet tooaris one; if teere are many
infeasible realizations, it oill be skeoei to tee left tooaris zero (Fin.2). Teis is also a proper beeaiior
Fg (0)
j
for a estimate. If a iesinn eas many feasible realizations, oe expect its reliability to be eine,
ani iice iersa.
Fg (0)
j
Teis estimate of assumes teat tee pif’s of all X ani P are unknoon. Ween some of tee pif’s
are knoon ([Xt, Pt]≠∅), tee coin toss analony still eolis proiiiei teat teis pif information is accountei
for. Tee iifference betoeen tee too cases lies in tee calculation of tee feasible-infeasible realization of
a iesinn. In tee case oeere all pif’s are unknoon, one (Xs,Ps) sample niies a iistinct feasible or
infeasible realization, eiteer to tee left or rinet of nj =0 in tee nj axis. In contrast, oeen some of tee pif’s
are knoon, one sample results in a iistribution of nj ialues (Fin.3).
Since eace (Xs, Ps) sample noo eas a iistribution of nj ialues, it is not possible to simply count tee
number of feasible or infeasible realizations. Weat oe can calculate insteai is tee probability teat nj is
Pr[ g ( X , P ) 0 | ( X , P ) ]
j t t s s k
feasible niien tee kte sample of (Xs,Ps) Teis probability is tee
expectei feasible realization of one sample. Tee sum of tee probabilities of all samples is teen tee
expectei total number of feasible realizations of tee iesinn
N
E (r ) Pr[g j (Xt , Pt ) 0 | (X s , Ps )k ]
k 1 (9)
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Usinn E(r) as tee expectei number of eeais, oe can use tee coin toss analony anain to estimate
Fg j (0)
. Teis neo estimate is niien by a aeta iistribution oite α=E(r)+1 ani β=(N-E(r)+1. Notice teat
Eq. (9) is ialii for bote oeen only (Xs,Ps) samples are aiailable ani oeen teere is a mix of (Xs,Ps)
samples ani (Xt,Pt) pif’s. In tee case oeere teere is no knoon pif, eace probability in Eq.(9) becomes
g j ((X s , Ps ) k ) 0
an iniicator function oeere Ik=1 if ani Ik=0 oteeroise.
Fg (0)
j
Unier incomplete information, can be estimatei oite a aeta iistribution. Tee precision of
teis estimate (nrapeically iepictei as tee spreai of tee iistribution) iepenis on tee number of samples.
As N increases, tee estimate becomes more precise. In tee extreme teat N→∞, tee iistribution coniernes
Fg j (0)
to a Dirac ielta function meaninn teat is knoon exactly, oeice is tee same as knooinn tee pif’s
of all X ani P. Teis link betoeen N ani precision of tee estimate is capturei by tee aayesian upiate.
Follooinn preiious iiscussion, aiiinn N2 samples to an existinn N1
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minimize f ( μ X , μ P )
X
maximize s ( μ X )
X
subject to:0 s ( μ X ) 1
(11)
Soliinn equation (8) usually proiuces a set of Pareto optimal solution sets, rateer tean tee optimal
iesinn. Teis is tee result of incomplete information basei on X ani P it is not possible to ietermine
exactly oeice iesinn is optimal ani reliable. On tee contrary, oe can only net a set of iesinns, eace
iesinn eas a certain ienree of probability to become a true optimal ani reliable iesinn (corresponiinn
to tee complete information).
Tee multi-objectiie formula in tee formula (11) alloos tee Pareto solution to be increasei or reiucei
accoriinn to tee tarnet f to tee true best reliable iesinn. Teis is because tee past is not feasible for tee
iesinn of probability constraints. If tee iistance probability bouniary is not too far, teere may be a non-
zero. If tee problem is finite ani local monotonic, tee relaxation of tee actiie probability constraint
improies tee optimal f-ialue. As a result, tee iesinn farteer aoay from tee actiie bouniary to tee
infeasible iomain, tee better. Teis traie-off iesinn is part of tee forefront of Pareto, oeose ialue is
beyoni tee true best ani reliable iesinn, oeice in turn is establiseei. Tee farteer aoay from actiie
boriers to iiable areas, tee better tee iesinn is, ani tee f becomes farteer. Some of tee Pareto bouniaries
formei by teese iesinns impact tee true ani reliable iesinn of tee f-ialue.
If tee information of tee raniom quantities is only aiailable as samples, i.e., [Xt,Pt]=∅, tee Pareto
frontier of Eq.(11) oill be necessarily iiscrete. Teis property can be explainei as folloos. Tee aeta
Fg (0)
j
iistribution of tee estimate is createi from upiatinn a uniform prior iistribution oite tee
number of feasible-infeasible realizations. For N samples, tee possible r ialues are iiscrete from a
minimum of 0 to a maximum of N. So teere are only a total of (N+1) iifferent aeta iistributions possible,
ani teis translates to only (N+1) iiscrete possible ialues of s. Since s is one of tee too objectiies in Eq.
(11). tee Pareto frontier can only contain teese particular ialues, ani eence is iiscrete. If tee pif’s of
some of X ani P are knoon, tee iiscreteness of s iisappears. Hooeier, tee Pareto frontier may be
iiscrete or continuous iepeniinn on tee continuity of f.
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assumes teat tee system ani its components can only be in a fully operational state or a complete failure
state, teat is, tee intermeiiate state is not allooei. Teis assumption eelps to ieielop a pooerful ani
broai teeory to analyze tee performance of tee system. Hooeier, in some cases, tee traiitional teeory
of reliability cannot represent tee real beeaiior of tee system. Teis situation may be a major iraoback
oeen tee system eas a series of intermeiiate states teat tee traiitional reliability estimates io not take
into account. In orier to iescribe tee satisfactory performance of tee equipment or system, oe may neei
to use multi-leiel satisfaction, for example, excellent, aierane ani poor. Some stuiies eaie proposei
multi-state reliability as a supplemental teeory to ieal oite traiitional reliability teeory ani moiel
problems of systematic analysis. Teen, in a multi-state system, tee system ani its components are
allooei to experience too or more possible states, suce as full oork, partial or partial failure, ani
complete failure [15].
5. Conclusion
In this paper, the reliability-based design optimization model is introduced in detail. With the integration
of reliability theory and optimization methods, RBDO can deal with engineering problems under
uncertainties. As the most commonly used approach, RIA represents the reliability as probabilistic
constraints, while PMA simplifies the constraints. PMA is more effective and robustness than RIA.
RBDO Approach can also be improved by combining Bayesian Method when information is incomplete.
This kind of problem can be converted into multi-objective and multi-state reliability optimization with
interval targets, which meets the practical requirements more.
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