A Distributed Surrogate Methodology for Inverse Most Probable Point Searches in Reliability Based Design Optimization
Author | : James Davidson |
Publisher | : |
Total Pages | : 99 |
Release | : 2015 |
ISBN-10 | : OCLC:1048003870 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Download or read book A Distributed Surrogate Methodology for Inverse Most Probable Point Searches in Reliability Based Design Optimization written by James Davidson and published by . This book was released on 2015 with total page 99 pages. Available in PDF, EPUB and Kindle. Book excerpt: Surrogate models are commonly used in place of prohibitively expensive computational models to drive iterative procedures necessary for engineering design and analysis such as global optimization. Additionally, surrogate modeling has been applied to reliability based design optimization which constrains designs to those which provide a satisfactory reliability against failure considering system parameter uncertainties. Through surrogate modeling the analysis time is significantly reduced when the total number of evaluated samples upon which the final model is built is less than the number which would have otherwise been required using the expensive model directly with the analysis algorithm. Too few samples will provide an inaccurate approximation while too many will add redundant information to an already sufficiently accurate region. With the prediction error having an impact on the overall uncertainty present in the optimal solution, care must be taken to only evaluate samples which decrease solution uncertainty rather than prediction uncertainty over the entire design domain. This work proposes a numerical approach to the surrogate based optimization and reliability assessment problem using solution confidence as the primary algorithm termination criterion. The surrogate uncertainty information provided is used to construct multiple distributed surrogates which represent individual realizations of a lager surrogate population designated by the initial approximation. When globally optimized upon, these distributed surrogates yield a solution distribution quantifying the confidence one can have in the optimal solution based on current surrogate uncertainty. Furthermore, the solution distribution provides insight for the placement of supplemental sample evaluations when solution confidence is insufficient. Numerical case studies are presented for comparison of the proposed methodology with existing methods for surrogate based optimization, such as expected improvement from the Efficient Global Optimization algorithm.