J. Wind Eng. Ind. Aerodyn.

] (]]]]) ]]]]]]

Contents lists available at ScienceDirect

Journal of Wind Engineering

and Industrial Aerodynamics
journal homepage: www.elsevier.com/locate/jweia

Efcient algorithms for the reliability optimization of tall buildings

S.M.J. Spence , M. Gioffre
CRIACIV/Department of Civil and Environmental Engineering (DICA), University of Perugia, Italy

a r t i c l e i n f o

Keywords:
Reliability-based design optimization
Tall building design
Wind loads
Directional wind climates

abstract
Modern tall buildings are often characterized by their slenderness and sensitivity to extreme wind
events. For these buildings traditional least weight optimization procedures based on a few idealized
equivalent static wind loads derived from directionless wind models may be inadequate. This is
especially true considering traditional models used for combining aerodynamics and site specic
climatological information. Indeed these methods were developed for buildings with statistically and
mechanically uncoupled systems exhibiting strong preferential behavior for certain wind directions.
Using these models during a traditional deterministic optimization may lead to unsafe designs. In this
paper a recently developed component-wise reliability model is used to rigorously combine the
directional building aerodynamics and climatological information. An efcient reliability-based design
optimization scheme is then proposed based on decoupling the traditionally nested optimization loop
from the reliability analysis. The decoupling is achieved by assuming the level cut sets containing the
mean wind speeds generating a response with specied exceedance probability independent of
changes in the design variable vector. The decoupled optimization problem is solved by dening a
series of approximate explicit sub-problems in terms of the second order response statistics of the
constrained functions.
& 2011 Published by Elsevier Ltd.

1. Introduction
The member size optimization of tall buildings is a wellestablished eld of application for large scale optimization algorithms. This is easily explained through the obvious economic
advantages that can be had through this type of application due to
the high initial costs of such constructions. Research into this area
has been vigorously explored since the early Nineties. While size
and scope of problems examined have grown over the years, the
basic approaches to solve these problems have remained unaltered.
In particular they are based on the resolution of a static response
optimization problem and therefore the denition of an adequate
number of idealized Equivalent Static Wind Loads (ESWLs) (Baker,
1990; Chan et al., 1995; Park and Adeli, 1997; Kim et al., 1998,
2008; Chan et al., 2009, 2010; Li et al., in press). However the
process of transforming an inherently dynamic phenomenon,
such as the response of wind sensitive tall buildings, into a static
response problem is not an easy task especially considering
modern tall buildings which tend to be characterized by a coupled
response (Holmes, 2002; Chen and Kareem, 2005a,b). Traditional
methods for treating the wind hazard through the denition of an
appropriate number of ESWLs are based on several simplications

 Corresponding author. Tel.: + 39 0755853956; fax: +39 0755853897.

E-mail addresses: spence@strutture.unipg.it (S.M.J. Spence),

mami@unipg.it (M. Gioffre ).

including: the combination of the directional aerodynamics and

wind climate information through approximate, often directionless,
models; the denition of the ESWLs that reproduce the maximum
value of a limited number of critical load effects, often the base
bending moments or top oor displacements (Zhou and Kareem,
2001); the assignment of the occurrence probability of a generic
load effect equal to the occurrence probability of the wind speed
that produces the maximum response of one of the critical load
effects. These simplications introduce a number of shortcomings in
the response estimation among which are the choice of the critical
load effects and the inaccurate estimation of the occurrence probabilities of both the critical and non-critical load effects. This last is
due to the fact that the mean hourly wind speed with a certain
occurrence probability will not in general produce a load effect with
the same occurrence probability due to the inherently directional
nature of both the wind climate and building aerodynamics. Considering the computational power now available, the investigation
of more thorough approaches based on reliability models that
rigorously account for problems such as that concerning the
accurate combination of directional aerodynamic and climatological
information is overdue. From an optimization viewpoint this implies
the denition of appropriate Reliability-Based Design Optimization
(RBDO) algorithms (Nikolaidis and Burdisso, 1988; Enevoldsen and
Sorensen, 1994) that must be capable of handling the sheer size of
modern tall buildings. Indeed the inherent computational effort
necessary for solving such large scale (thousands of probabilistic
constraints) RBDO problems implies the need for dening

0167-6105/$ - see front matter & 2011 Published by Elsevier Ltd.

doi:10.1016/j.jweia.2011.01.017

Please cite this article as: Spence, S.M.J., Gioffre , M., Efcient algorithms for the reliability optimization of tall buildings. J. Wind Eng.
Ind. Aerodyn. (2011), doi:10.1016/j.jweia.2011.01.017

S.M.J. Spence, M. Gioffre / J. Wind Eng. Ind. Aerodyn. ] (]]]]) ]]]]]]

efcient algorithms that overcome the coupled or nested nature

of traditional RBDO algorithms.
In this paper an efcient RBDO procedure is proposed for the
member size optimization of tall buildings subject to multiple
loading conditions and time variant experimentally determined
wind loads. In particular the procedure is based on the concept of
decoupling the reliability analysis from the optimization loop
(Der Kiureghian and Polak, 2001; Royset et al., 2001; Du and
Chen, 2004; Zou and Mahadevan, 2006; Jensen et al., 2008b;
Spence, 2009; Spence and Gioffre , 2010a,b). This allows the
reliability analysis to be performed separately from the successive
deterministic optimization loop, guaranteeing far greater efciency than traditional approaches. The reliability of the system
is guaranteed through a component-wise strategy that rigorously
combines experimentally determined directional aerodynamics
with site specic directional climatological information while
fully accounting for the non-linear nature of the limit state
functions (Gioffre and Spence, 2010). The results of the reliability
analysis are then used to dene a deterministic optimization
problem in terms of the second order response statistics. This
problem is characterized by the replacement of the reliability
constraints of the original optimization problem with response
constraints evaluated in the level cut sets of the component
response surfaces with prescribed vulnerability. The applicability
of the proposed procedure is then demonstrated on a full scale
planar frame set in a 3D wind environment.

2. The RBDO procedure

2.1. Problem formulation
Consider a tall building with j 1,y,N oors and i1,y,M
members making up the structural system with k1,y,K column
lines for which the peak inter-story drift, djks, is to be controlled in
two orthogonal directions (s X,Y). With the objective of minimizing the weight of the structure, W, in terms of a vector of
deterministic design variables, x {x1,y,xn}T, while ensuring the
structural integrity of the system through component reliability
constraints on the peak inter-story drift and member capacity
ratios, bil, under l 1,2,y,L static loading conditions, the following
time invariant RBDO problem may be posed:
Find

x fx1 , . . . ,xn gT

to minimize

W f x

subject to:
Z
Pf ,djks x

Gd

jks

x,v,z,T r 0

pv v dv r Pfaccept
,d
jks

j 1, . . . ,N k 1, . . . ,Ks X,Y
Pf ,bil x

Z
Gb x,v,z,T r 0

pv v dv r Pfaccept
,b
il

their acceptable values respectively; pv(v) is the joint probability

density function of V H and y.
The optimization problem outlined in Eqs. (1)(4) is characterized by the limit state functions Gdjks x,v,z,T and Gbil x,v,z,T
that assume the following form:
Gdjks x,v,z,T LSdjks md zx,v gd zx,v,Tsd zx,vjks

Gbil x,v,z,T LSbil mb xi ,zx,v gb zx,v,Tsb xi ,zx,vil

where LSdjks and LSbil are the limit states, md , mb , sd , sb , gd and gb

are the means, standard deviations and peak factors, with
specied rst excursion probabilities, of the response processes
djks(z(t,x)) and bil(xi,z(t,x)) calculated from the following dynamic
equilibrium problem:
Czt
_ Kzt ft,v
Mzt

where M, C and K are the mass, damping and stiffness matrices

respectively while f(t,v) is the vector of the time varying forcing


functions evaluated for the hazard intensity v V H , y and
considered stationary. It should be observed that the limit state
functions of Eqs. (5) and (6) are implicit functions of the design
variables x because of their dependency on the response vector z
which can be shown to be an implicit function of the design
variables (Arora, 2004).
The peak factors gd and gb are of fundamental importance for
the present formulation. Indeed the solutions of the following
time variant reliability problems:
8
< PG~ djks djks d~ jks zt,xjv o0
8t A 0,T
8
: PG~ b bil b~ il xi ,zt,xjv o 0
il
may be estimated as the rst excursion probabilities passed the
levels djks and bil of the response processes d~ jks (z(t,x)) and
b~ il (xi,z(t,x)). Because the wind hazard may be considered stationary, these probabilities obviously coincide with the exceedance
probabilities associated with the peak factors that give the
response levels djks and bil estimated as:
(
djks mdjks zx gdjks zx,Tsdjks zxjv
9
bil mbil xi ,zx gbil zx,Tsbil xi ,zxjv
In particular by dening the component vulnerability as the
4djks jv or
conditional probability of exceedance Pdpeak
jks
Pbpeak
4 bil jv (Gioffre and Spence, 2010), the denition of
il
response levels with assigned excursion probabilities, djks and
bil, is equivalent to the denition of acceptable vulnerability levels
for the various response components that are to be constrained in
the optimization problem. Therefore the accurate estimation of
peak factors with specied excursion probabilities is central to
this formulation as they dene the limit state functions with
specied rst excursion probabilities. It should also be observed
that any non-Gaussian response feature seen in d~ jksq (z(t,x)) and
b~ il (xi,z(t,x)) may be accounted for through appropriate peak factor
models such as those proposed in Gioffre and Gusella (2007).

il

i 1, . . . ,M l 1, . . . ,L

where Gdjks x,v,z,T and Gbil x,v,z,T are the limit state functions
with specied rst excursion probabilities; z is the response
vector calculated from the dynamic equilibrium problem governing the response of the structural system; T is the observation
period for which the rst excursion probabilities are calculated; v
is a vector of random variables
 dening the intensity of the wind
hazard taken as v V H , y where V H is the maximum mean
wind speed at the top of the building of height H blowing
from direction y (Gioffre and Spence, 2010); f is the objective
function; Pf ,djks x and Pf ,bil x are the failure probabilities associated with the drift and capacity ratios while Pfaccept
and Pfaccept
are
,d
,b
jks

il

2.2. Proposed resolution setting

The main difculty in solving the RBDO problem outlined in
Eqs. (1)(4) is posed by the non-linear nature of the limit states
(Gioffre and Spence, 2010) and by the large scale (thousands of
probabilistic constraints) of the problems that are of practical
interest. This is particularly true for traditional general purpose
RBDO algorithms which are in general coupled, or nested,
implying the fact that the reliability analysis is carried out simultaneously with the optimization causing the procedures to be extremely computationally cumbersome (Harish, 2004). To overcome
this problem, various methods have been developed (Schueller and

Please cite this article as: Spence, S.M.J., Gioffre , M., Efcient algorithms for the reliability optimization of tall buildings. J. Wind Eng.
Ind. Aerodyn. (2011), doi:10.1016/j.jweia.2011.01.017

S.M.J. Spence, M. Gioffre / J. Wind Eng. Ind. Aerodyn. ] (]]]]) ]]]]]]

Jensen, 2008). In particular methods based on decoupling the

optimization loops for the reliability analysis have received considerable attention (Der Kiureghian and Polak, 2001; Royset et al.,
2001; Du and Chen, 2004; Zou and Mahadevan, 2006; Jensen et al.,
2008b; Spence, 2009; Spence and Gioffre , 2010a,b), as they allow the
adoption of efcient deterministic optimization algorithms to be
applied to the results of the reliability analysis.
In the following a method is proposed that decouples the
optimization problem of Eqs. (1)(4) from the reliability analysis
which is carried out using the model proposed in Gioffre and Spence
(2010) and therefore rigorously accounting for the non-linear nature
of the limit state functions. The method is based on rstly expanding
the constraints in Eqs. (3) and (4) in the following form:
2
Z
6
Pf ,djks x Pdjks 4 LSdjks 14

LSd
jks

VH

Z 2p

3l
7
pv V H , y dV H dy5 r Pfaccept
,d
jks

10
2
Pf ,bil x Pbil 4 LSbil 14

LSb
il

VH
0

Z 2p
0

3l
pv V H , y dV H dy5 rPfaccept
,b
il

11
where l is the intensity of the directional extreme wind climate
LSd

LSb

(Grigoriu, 2006, 2009), while V H jks and V H il are the level cut sets of
the response surfaces with prescribed vulnerability containing all
those wind speeds associated with the limit states LSdjks and LSbil .
The geometric meaning of the level cut sets is shown in Fig. 1 for a
generic response R. If in Eqs. (10) and (11) the probability of
and Pfaccept
respectively, then
exceedance is xed coincident to Pfaccept
,d
,b
jks

il

djks

bil

the corresponding level cut sets V H and V H give the wind speeds
over all wind directions that will give the response levels, djks and bil
corresponding with Pfaccept
and Pfaccept
. The knowledge of the level cut
,d
,b
jks

djks

il

bil

sets V H and V H allow for the denition of the following alternative

optimization problem:
Find

x fx1 , . . . ,xn gT

12

to minimize

W f x

13

subject to:
md zx,v gd zx,v,Tsd zx,vjks LSdjks r 0
|{z}

14

V Hjks

mb xi ,zx,v gb zx,v,Tsb xi ,zx,vil LSbil r 0

|{z}

15

b
V Hil

The solution of this optimization problem formulated in the level

cut sets will at convergence give the same solution as the original
problem. In particular if a constraint is active at the optimum this
implies that the corresponding limit state function is in the
limit state.
The problem outlined in Eqs. (12)(15) is still coupled, as a
variation in the design variable vector x will cause a change in the
level cut set causing the responses djks and bil. Therefore during
the optimization the reliability model has to be updated. To
decouple the process it is proposed to consider the level cut sets,
djks
bil
V H and V H , independent of the design vector during the
optimization loop. This makes the process iterative as at the
end of an optimization loop the reliability model must be updated
therefore yielding the new level cut sets.
By decoupling the optimization, the problem of Eqs. (12)(15)
may be solved by any appropriate deterministic algorithm.
2.3. Optimization procedure
For practical applications the size of the problem outlined in
Eqs. (12)(15) implies the need for optimization algorithms with
high convergence rates. These will in general be achieved by
adopting gradient-based algorithms (Arora, 2004; Haftka and
Gurdal, 1992). However, these methods require design sensitivity
analysis which in light of the high number of implicit non-linear
probabilistic constraints, second order nature of the governing
equations and onerous reanalysis can require excessive computational effort (Kang et al., 2006; Arora and Wang, 2005). Various
methods have been developed for increasing the overall efciency
of the optimization process. Among these are those based on the

360
270
180

V
H

90
0
Fig. 1. Level cut set,

R
V H,

through the response surface of R with prescribed vulnerability.

Please cite this article as: Spence, S.M.J., Gioffre , M., Efcient algorithms for the reliability optimization of tall buildings. J. Wind Eng.
Ind. Aerodyn. (2011), doi:10.1016/j.jweia.2011.01.017

S.M.J. Spence, M. Gioffre / J. Wind Eng. Ind. Aerodyn. ] (]]]]) ]]]]]]

concept of dening a sequence of approximate explicit subproblems in terms of the design variables around the current
design points (Schmit and Miura, 1976; Jensen, 2000; Bruyneel
et al., 2002; Jensen et al., 2008a,b). The approximate problems are
solved by conventional optimization algorithms without the need
to perform any additional structural analyses due to the explicit
nature of sub-problem. Convergence is reached when the magnitude of change in the objective function or optimality conditions
is below a xed level. The next section will present a case study
on which the proposed RBDO procedure is implemented.

3. Case study
3.1. Building description
The planar frame considered in this application is taken from a
full 3D model of a regular 74 story tall building with a typical
story height of 3.98 m. The original structure is a steel outrigger
framework. The planar frame considered is one of the inner
frames, part of the steel core and connected to the external tube
through three outriggers placed at 1/3 and 2/3 of the height as
well as at the top of the building (Fig. 2). The central frame is
stiffened through a series of diagonals. All beams are rigidly
connected to the columns while the diagonals and K-bracing are
simply connected. The outriggers are also simply connected. The
beams and diagonals are American Institute of Steel Construction
(AISC, 2001) standard wide-ange W sections. The initial beam
sizes are W24  176 while the diagonals are W14  370. The
columns and outriggers are steel box sections of ange thickness
1/20 of the mid-line diameter. The frame is analyzed in the
vertical plane parallel to the global X-direction. The nodes at each
oor level of the frame are rigidly connected concerning translations in the global X-direction simulating the presence of the rigid

oor diaphragms. The rigid connections do not apply to

Z-direction translations or rotations around the Y-axis.
The goal of this case study is to minimize the weight of the
frame while ensuring the lateral drift (in the global X-direction)
and member capacity performance of the frame while considering
the extreme 3D wind environment reported in Spence and Gioffre
(2010b). The aerodynamic loads considered in this study are
those described in Spence (2009).
3.2. Explicit approximate constraints
3.2.1. Inter-story drift ratios
For the planar case study under consideration the inter-story
drift ratio constraints become djks djX where the subscript k is
dropped as all column lines obviously have the same inter-story
drift ratio response. Numerically the constraints of Eq. (14) are
imposed in a discrete number of points, q 1,y,Q, belonging to
djX
the level cut sets V H evaluated in the current design point x0. The
problem is therefore to nd an explicit approximate expression in
terms of the design variables around the current design point, x0,
of the following peak response function of the response process
d~ jXq (z(t,x)):
djXq mzx0 gzx0 ,Tszx0 jdjXq

j 1, . . . ,N q 1, . . . ,Q
16

By taking advantage of the fact that the structure under consideration is composed of monodimensional elements it can be
shown that the peak response function djXq may be approximately
expressed explicitly in terms of the design variable vector as
(Spence, 2009):
djXq 

M X
3
X
i1p1

wpi xi mGpi zx0

|{z}
jXq

v
uX
M X
3
3
X
u M X
gd zx0 ,T u
wpi xi wmw xi CGpi Gmw zx0
t
|{z}
|{z}
i1w1p1m1
jXq

jXq

17
where mG1i zx0 is the mean of the function G1i zx0 ,
CGpi Gmw zx0 are the zero-lag covariance coefcients between
Gpi zx0 and Gmw zx0 while wpi xi are the following explicit
functions linking the design variables xi to the mechanical properties of the cross section of the ith member:
8
>
w1i xi A1i
>
>
<
w2i xi A1Yi
18
>
>
>
: w x 1
3i

IX i

where X and Y represent the local reference system of the ith

member while Ai , AYi and IX i are the axial area, shear area
and moment of inertia respectively of the ith member. The
functions Gpi zx0 for p 1,2,3 are functions of the time varying
internal forces calculated from the dynamic equilibrium of Eq. (7)
and of the internal forces due to a virtual loading system (Spence,
2009). Eq. (17) is an approximate expression for djXq as any
changes in the internal forces due to a change in the design
variable vector x are ignored, that is the internal forces are
considered invariant for small changes in the design variables.

Fig. 2. Planar frame as set in the 3D wind environment.

3.2.2. Capacity ratios

Concerning the local member level response the following
capacity ratios, suggested in AISC (2001), were considered:


jN x ,zt,x,vj
jMX il xi ,zt,x,vj
b~ il xi ,zt,x,v il i
b
19
afNni xi
fb MX ni xi

Please cite this article as: Spence, S.M.J., Gioffre , M., Efcient algorithms for the reliability optimization of tall buildings. J. Wind Eng.
Ind. Aerodyn. (2011), doi:10.1016/j.jweia.2011.01.017

S.M.J. Spence, M. Gioffre / J. Wind Eng. Ind. Aerodyn. ] (]]]]) ]]]]]]

then possible to dene probabilistic lower limits (Spence, 2009)

on the design variables, x fx1 ,x2 , . . . ,xM g by solving member by
member the problem outlined above in terms of xi while maximizing the utilization of the member.

subject to the conditions:

8
8
<a1
>
>
> jNil xi ,zt,x,vj Z N~ )
>
8
>
>
:b
fNni xi
>
>
9
>
>
>
(
<
a

2
jNil xi ,zt,x,vj ~
oN )
>
>
b1
fNni xi
>
>
>
>
>
>
Nil xi ,zt,x,v Z0 ) f ft
>
>
>
: N x ,zt,x,v o0 ) f f
i

il

20

where Nni and MX ni are the nominal axial and exural strengths
around the local X - axis of member i, f and fb are axial and
exural resistance factors while Nil(xi,z(t,x,v)) and MX il xi ,zt,x,v
are the total internal forces due to the specied factored combination l1,y,L.
As for the inter-story drift constraints the capacity constraints
must be imposed in a discrete number of points, q1,y,Q,
bil
belonging to the level cut sets V H evaluated in the current design
point x0. In particular what is needed is an approximate explicit
expression of the following peak response function:
bilq mxi ,zx0 gzx0 ,Tsxi ,zx0 jbilq

j1

Ijid xi mjIF j j xi ; zx
|{z}
lq

v
uX
2
u 2 X
gb zx; T u
Ijid xi Ikid xi CjIF j jjIF k jxi ;zx
t
|{z}
|{z}
lq

j1 k1

Find

x fx1 ,x2 , . . . ,xM g

to minimize

Wx

25

M
X

i1

Li

26

w1i xi

subject to:
M X
3
X
djXq 
wpi xi mGpi zx0
|{z}
i1p1
v
uX
M X
3
3
X
u M X
gd zx0 ,T u
wpi xi wmw xi CGpi Gmw zx0
|{z}t
|{z}

21

The main difference between the peak response function of

Eq. (21) and that of the peak inter-story drift ratio response of
Eq. (16) is the non-continuous nature of the response processes
b~ il (xi,z(t,x,v)) compared to the continuous nature of the processes
d~ jXq (z(t,x,v)). This makes the evaluation of the crossing rate of
b~ il (xi,z(t,x,v)) far more involved compared to that of the processes
d~ jXq (z(t,x,v)). The method adopted in this paper for overcoming this
difculty is that proposed in Spence (2009) and is based on dening,
from the conditions in Eq. (20), the following four, id1,y,4, peak
response functions derived from continuous processes:
2
X

3.2.3. Explicit sub-problem

djks
Given an initial design point x0 and the level cut sets V H and
bil
V H derived from the reliability model, the approximate expressions so far formulated allow for the denition of the following
static sub-problem:

jXq

i 1, . . . ,M l 1, . . . ,L q 1, . . . ,Q

bid

ilq

22

lq

where jIF1jjNilq(xi, z(t, x))j and jIF2jjMXilq(xi, z(t, x))j while

CjIF j jjIF k j xi ,zx is the zero-lag covariance coefcient between the
internal forces jIFjj and jIFkj with Ij for j1,2 given by:
8
1
id
>
>
>
> I1 id id
<
a f Nni w1i xi
23
>
bid
>
id
>
> I2
:
fb MXni w2i xi
Which of the peak response functions is governing may then be
determined from the maximum and minimum axial force occurring
in the member given by:
(
Nilq xi ,zx mN xi ,zx gN sN xi ,zx
24

Nilq
xi ,zx mN xi ,zx gN sN xi ,zx
where gN+ and gN are the peak factors giving the maximum and
minimum axial force calculated for an observation period T and rst
excursion probability equal to that specied for gbil .
If the internal forces are once again considered invariant for
small changes in the design vector x then Eq. (22) can be
considered as explicit approximate expressions for the peak
response functions id 1,y,4 around the current design point
x0. By dening similar expressions for Eq. (24) the governing peak
response function may be approximately estimated for the design
vector x0 Dx. From the explicit approximate expressions it is

jXq

LSdjX r0

i1w1p1m1

jXq

j 1, . . . ,N q 1, . . . ,Q

27

max xLi , x Li  r xi rxU

i
i 1, . . . ,M q 1, . . . ,Q

28

where g is the material specic weight while the lower limits on

the design variables are taken as the maximum between the
lower limit due to construction issues, x Li , and those evaluated
from the results of the reliability model xLi : xU
i is the upper limit on
the design variable. Once the sub-problem has converged it is
Z1
reformulated in the new design point xDC
and the optimization
0
repeated. Each reformulation is termed a Design Cycle (DC). After
a number of redesigns the problem will converge and the
optimization process will terminate. Being a static response
problem with explicit representation, any gradient-based optimization algorithm can be used to nd its solution. In this paper an
Optimality Criteria algorithm (OC) (Haftka and Gurdal, 1992;
Chan et al., 1995; Spence, 2009) was adopted.
3.3. Initial performance
The initial performance of the inter-story drift ratios and
factored member capacity ratios is estimated from the reliability
model proposed in Gioffre and Spence (2010) while assigning an
acceptable failure probability of Pfaccept
Pfaccept
0:02 for an epoch
,d
,b
jX

il

of one year. These failure probabilities obviously coincide with

Mean Recurrence Intervals (MRIs) of 50 years. In particular the
acceptable vulnerability/rst excursion probability of the frame
components is taken as the probability associated with the
expected value of the conditional probabilities of exceedance
Pdpeak
4 djX jv or Pbpeak
4 bil jv. The response processes are
jX
il
considered Gaussian in nature. Therefore response surfaces with
assigned vulnerability may be obtained by considering the following peak factor (Davenport, 1964):
g

p
0:5772
2lnn0 T p
2lnn0 T

29

where n0 is the mean 0-level up-crossing rate which for tall

buildings may be taken equal to the rst natural frequency while

Please cite this article as: Spence, S.M.J., Gioffre , M., Efcient algorithms for the reliability optimization of tall buildings. J. Wind Eng.
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S.M.J. Spence, M. Gioffre / J. Wind Eng. Ind. Aerodyn. ] (]]]]) ]]]]]]

0.1

70
60

0.08

50
Non feasible design region

0.06

40
30

0.04

20
0.02

10
0

0
0.7

5
3

1.3

1.6

1.9

x 10
Fig. 3. Initial drift performance for Pfaccept
0:02.
,djX

Fig. 6. Failure distributions, Pf ,bil , of the capacity ratios.

state LSdjX set at 1/400 while Fig. 4 shows the initial factored

1.5

member capacity ratios against the limit state LSbil set at unity.
In Fig. 5 are shown the failure distributions, Pf ,djX , for the interstory drift ratios highlighting the non-feasible design region
imposed by the limit state LSdjX 1=400 while in Fig. 6 are shown

the analogous distributions, Pf ,bil , for the factored capacity ratios

and feasible design region for LSbil 1.
0.5

4. Optimization

136

272

408

544

680

816

952

1088

Fig. 4. Initial factored member capacity performance for Pfaccept

0:02.
,b
il

The calibration of the optimization algorithm is achieved

through the denition of the design variable vector, x, and
therefore the functions w1i xi , w2i xi and w3i xi . By choosing for
the members with standard AISC (AISC, 2001) sections their cross
sectional areas as design variables, xi Ai, it can be shown that the
functions w1i , w2i and w3i are given by:
8
w A 1=Ai
>
< 1i i
w2i Ai cAY =Ai c AY
>
: w A c =A c

0.14
0.12

3i

0.1

0.06
0.04
0.02
0

1.25

2.5

3.75

6.25

7.5
x 10

Fig. 5. Failure distributions, Pf ,djX , of the inter-story drift ratios.

T is the observation period equal to 3600 s. The local capacity

requirements are those suggested in AISC (2001) while the load
combination used in this study was the following (ASCE, 2005):
1:2DL 1:0LL 1:6Wind Load

IX

31

IX

where c and c are the regressional constants derived under the

assumption that the cross section maintains within a constant
shape group as it changes size (Chan et al., 1995). For this
example the beams and diagonals are allowed to vary within
the groups W24 and W14 respectively.
If for the box sections of the columns and outriggers the ange
to diameter ratio is kept constant, the functions w1i xi , w2i xi and
w3i xi may be written in terms of the mid-line diameter, Di, as

Non feasible design region

0.08

30

where DL is the dead load and LL is the static live load. Fig. 3
shows the initial drift performance of the frame against the limit

8
w D 5=D2i
>
>
< 1i i
w2i Di 19=2D2i
>
>
: w Di 30=D4
3i

32

The lower limit on these design variables was xed at Di 0.3 m

while the upper limit was xed at Di 1.8 m.
The design variables were then gathered into a number of
design groups. In particular the symmetry of the frame was
guaranteed by grouping symmetrically with respect to the central
vertical axis. Also beams and columns were grouped two levels at
a time. The outriggers were designed member by member
ensuring however symmetry. The nal number of independent
design variables is 287, therefore n287.

Please cite this article as: Spence, S.M.J., Gioffre , M., Efcient algorithms for the reliability optimization of tall buildings. J. Wind Eng.
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S.M.J. Spence, M. Gioffre / J. Wind Eng. Ind. Aerodyn. ] (]]]]) ]]]]]]

4.1. Results
As mentioned in Sections 3.2.1 and 3.2.2 the constraints of
Eqs. (14) and (15) will be imposed in a discrete number of points Q.
The exact number of points to consider, and therefore additional
constraints, should take into account the fact that a change in the
structural behavior due to a change in the design vector x for a
specic wind direction and response is likely to positively affect
the same response for another wind direction. Therefore it is
unlikely a large number for Q is necessary. It should be appreciated
that the choice of Q can only affect eventual convergence of the
optimization loop, and not the accuracy of the reliability

70

60

50

40

estimation as this is carried out for all wind directions and passed
djX
bil
to the optimization loop through the level cut sets V H and V H . In
particular, due to the simplicity of the frame in this example, Q1
is considered. To investigate the effect on the results due to the
choice of Q, the optimization was performed for two separate wind
directions. That is, two separate optimization problems were
solved considering the constraints constructed for wind directions
of 01 and 901.
In Fig. 7 the optimized drift performance for Pfaccept
0:02 is
,djX
shown. The high quality of the approximate sub-problem is
clearly visible from the number of active or near active constraints at the optimum design. This is again seen in Fig. 8 from
the rapid and steady convergence of proposed RBDO algorithm.
The limited number of design cycles is very encouraging as it is
the updating of the reliability model which represents the most
time-consuming part of the proposed algorithm. The difference
between the two optima seen in Fig. 8 is mainly due to the
difference in the resolution of the response surfaces with prescribed vulnerability. Indeed the two optima seem to coincide as
can be seen from Fig. 7 for the optimized drift ratios and
from Fig. 9 for the optimized capacity ratios. From Fig. 9 the
small number of active capacity ratios is evident. Figs. 10 and 11
show the failure distributions of the inter-story drift ratios, Pf ,djX ,
and of the capacity ratios, Pf ,bil , after the proposed optimization
algorithm has been applied. It should be appreciated that the

1.5

30

20

0.5
10

0
0

41

82

123

164

205

246

287

5
3

x 10

Fig. 9. Optimized factored member capacity performance for Pfaccept

0:02.
,b
il

Fig. 7. Optimized drift ratio performance for

Pfaccept
,djX

0:02.

0.14
x 10

0.12

5.4

0.1

5.2
5

Non feasible design region

0.08

4.8

0.06

4.6
4.4

0.04

4.2

0.02

0
3.8

10

11

12

1.25

2.5

3.75

6.25

7.5

13

x 10
Fig. 8. Objective function design history.

Fig. 10. Failure distributions, Pf ,djX , of the optimized inter-story drift ratios.

Please cite this article as: Spence, S.M.J., Gioffre , M., Efcient algorithms for the reliability optimization of tall buildings. J. Wind Eng.
Ind. Aerodyn. (2011), doi:10.1016/j.jweia.2011.01.017

S.M.J. Spence, M. Gioffre / J. Wind Eng. Ind. Aerodyn. ] (]]]]) ]]]]]]

0.1

110
100

0.08
90

Non feasible design region

0.06

80
70

0.04

60

0.02

50
40

0
0.7

1.3

1.6

1.9

45

90

135

180

225

270

315

360

bil

Fig. 11. Failure distributions, Pf ,bil , of the optimized member capacity ratios.

Fig. 14. Level cut set, V H , for the factored capacity ratio response for member 295
0:02.
with Pfaccept
,b
il

the structure. For the 2D frame, this result was to be expected. It is

interesting to observe, however, that this is not always true even for
this simple example as can be seen for member 295, Fig. 14.

80
75
70

5. Conclusions

65

In this paper a procedure for the efcient reliability-based

design optimization of wind excited tall buildings has been
proposed based on the concept of decoupling the traditionally
nested reliability and optimization procedures. The method
rigorously accounts for the directional site specic aerodynamic
and climatological characteristics through a recently proposed
component-wise reliability model. In particular this model yields
rigorous reliability estimates even for highly non-linear limit
states as no underlying approximations of the these last are
necessary. The results of the reliability analysis are then used to
dene an implicit deterministic optimization problem in terms of
the second order response statistics. In particular the optimization problem is characterized by replacing the traditional integral
form component reliability constraints with equivalent constraints on the peak response functions that are to be constrained.
These last are evaluated in a discrete number of points belonging
to the level cut sets of the component response surfaces with
prescribed vulnerability/rst excursion probabilities. The optimization loop is then decoupled from the reliability analysis by
assuming the mean wind speeds and directions of the level cut
sets, derived from the reliability analysis, independent of the
design variable vector. The decoupled optimization problem is
then solved by dening a sequence of approximate explicit subproblems in terms of the second order response statistics evaluated in the wind speeds of the level cut sets. At convergence of
each sub-problem the reliability model is updated therefore
ensuring consistent reliability level at the nal optimum design.
Finally the proposed algorithm is tested on a full scale planar
frame subject to thousands reliability constraints and analyzed in
an extreme directional 3D wind environment. The efciency of
the proposed algorithm is clearly seen from the rapid and steady
convergence history. In particular an impressive number of
constraints are seen to be active or near active at the optimum.

60
55
50
45

45

90

135

180

225

270

315

360

djX

Fig. 12. Level cut set, V H , for the 60th oor drift ratio response with Pfaccept
0:02.
,d
jX

80
75
70
65
60
55
50
45

45

90

135

180

225

270

315

360

bil

Fig. 13. Level cut set, V H , for the factored capacity ratio response for member 177
with Pfaccept
0:02.
,b
il

failure distributions rigorously account for the site specic directional aerodynamics and climatological information. Finally, in
djX
bil
Figs. 1214 are shown some example level cut sets V H and V H
for the drift and capacity ratios. In particular, from Fig. 12 for the
60th oor drift ratio, the level cut set seems to be quite insensitive
to the optimization process. This result will obviously depend on

Acknowledgement
The research presented in this paper was partially nanced by
the Italian Ministry for Education, University and Research

Please cite this article as: Spence, S.M.J., Gioffre , M., Efcient algorithms for the reliability optimization of tall buildings. J. Wind Eng.
Ind. Aerodyn. (2011), doi:10.1016/j.jweia.2011.01.017

S.M.J. Spence, M. Gioffre / J. Wind Eng. Ind. Aerodyn. ] (]]]]) ]]]]]]

(MIUR), under the WI-POD project (PRIN 2007) which is greatly

acknowledged by the authors.
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Please cite this article as: Spence, S.M.J., Gioffre , M., Efcient algorithms for the reliability optimization of tall buildings. J. Wind Eng.
Ind. Aerodyn. (2011), doi:10.1016/j.jweia.2011.01.017