A TRUST-REGION SEQUENTIAL QUADRATIC PROGRAMMING WITH NEW SIMPLE FILTER AS AN EFFICIENT AND ROBUST FIRST-ORDER RELIABILITY METHOD

Authors

  • M. Ghorbanzadeh
  • M. Shahrouzi
  • P. Homami
Abstract:

The real-world applications addressing the nonlinear functions of multiple variables could be implicitly assessed through structural reliability analysis. This study establishes an efficient algorithm for resolving highly nonlinear structural reliability problems. To this end, first a numerical nonlinear optimization algorithm with a new simple filter is defined to locate and estimate the most probable point in the standard normal space and the subsequent reliability index with a fast convergence rate. The problem is solved by using a modified trust-region sequential quadratic programming approach that evaluates step direction and tunes step size through a linearized procedure. Then, the probability expectation method is implemented to eliminate the linearization error. The new applications of the proposed method could overcome high nonlinearity of the limit state function and improve the accuracy of the final result, in good agreement with the Monte Carlo sampling results. The proposed algorithm robustness is comparatively shown in various numerical benchmark examples via well-established classes of the first-order reliability methods. The results demonstrate the successive performance of the proposed method in capturing an accurate reliability index with higher convergence rate and competitive effectiveness compared with the other first-order methods.  

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Journal title

volume 13  issue 1

pages  73- 92

publication date 2023-01

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