Preliminary study on a single loop single vector approach using the conjugate gradient in reliability based design optimization

Abstract

The reliability based design optimization (RBDO) approach requires excessive computational cost since the uncertainties are considered. In order to reduce the design cost, the single loop single vector (SLSV) method has been proposed as an efficient approach. This method can reduce the cost by elimination of the nested optimization process. However, this replacement can increase instability or inaccuracy of the convergence according to the problem characteristics. Therefore, the method may not give an accurate solution or the convergence robustness is not guaranteed. In this research, the single loop single vector method is modified by using the conjugate gradient. The conjugate gradient is calculated by the descent directions at the most probable points (MPP) of previous cycles. The SLSV approach using the conjugate gradient is not greatly influenced by problem characteristics and improves its convergence capability. Also, the optimization cost can be reduced and a good solution satisfying the specified reliability can be obtained. © 2012 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved.