A Derivative-Free Trust-Region Method for Reliability-Based Optimization
نویسندگان
چکیده
Many engineering problems require to optimize the system performance subject to reliability constraints, and this type of problems are commonly referred to as the reliability based optimization (RBO) problems. In this work we propose a derivativefree trust-region (DF-TR) based algorithm to solve the RBO problems. In particular, we are focused on the type of RBO problems where the objective function is deterministic and easy to evaluate, whereas the main challenge arises from the reliability constraint. The proposed algorithm consists of solving a set of subproblems, in which simple surrogate models of the reliability constraints are constructed and used in solving the subproblems. As part of the optimization algorithm, we also provide an adaptive scheme to construct the surrogate model for the constraint. Finally we demonstrate the performance of the proposed method with both academic and practical examples.
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