NPTEL

Course On

STRUCTURAL
RELIABILITY
Module # 08
Lecture 1
Course Format: Web

Instructor:
Dr. Arunasis Chakraborty
Department of Civil Engineering
Indian Institute of Technology Guwahati

1. Lecture 01: Reliability Based Design

Optimization

This lecture is based on the methods for optimizing design including the reliability-based
constraints. Revisiting previous modules, one can notice that reliability index is evaluated by
optimization loop for finding shortest distance from the origin to limit state surface in standard
normal space. Similarly, Reliability Based Design Optimization (RBDO) is also an optimization
tool which alters the material properties, geometries, and topology to minimize the failure
probability of the limit state function, or maximizes the reliability index. Additionally, RBDO
gives robust and cost-effective designs considering the existence of uncertainties in the design
random variables. Thus, the solution design evaluated from RBDO is not even better design but
also has a higher level of confidence.
But the question still arises, why do we require RBDO? This can be explained by assuming a
constraint optimization problem which is solved for a deterministic optimized design, as design
variables are considered to be deterministic, i.e. without randomness. In reality, design
parameters like shape, size, loading, material properties etc. are subjected to randomness which
may result in producing few design points in infeasible regions, thus resulting in improper
design. Eventually, a reliability based design optimization is required for a better and stable
solution.
Examples of application RBDO can be seen in aerospace, car manufacturing and several other
industries where quality, cost and other specific features (such as weight, height etc.) are very
crucial. This type of approach have also recorded a huge profits, higher quality and improved
efficiency of the companies or institutes. This lecture illustrates multidisciplinary optimization
and penalty function methods.

Multidisciplinary Optimization
Achieving better designs which demand for catering various essential features, that too, within
strict limits and additionally, the effects of uncertainties, if any, attached to these features should
also be considered. All these complexity in design of structures call for a multidisciplinary
optimization scheme. Generally, an optimization problem consists of an objective function (Eq.
Course Instructor: Dr. Arunasis Chakraborty
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Lecture 01: Reliability Based Design Optimization

8.1.1) which is subjected to inequality, equality and bound constraints which can be shown in
Eq. 8.1.2, 8.1.3 and 8.1.4, respectively.
Objective function:
Min.

8.1.1

Subjected to:
0

= 1, 2, ,

8.1.2

= 0

= 1, 2, ,

8.1.3

= 1, 2, ,

8.1.4

where, = 1 , 2 , , is vector of design variables. Further, these are solved by constraint

optimization techniques. These techniques can be broadly classified under direct and indirect
approaches based on how constraint functions are handled during optimization. In this lecture we
will discuss penalty function methods. It comes under the category of indirect approach as the
constraints are not directly solved but are companied by penalties.

Penalty Function Methods

Consider an optimization problem with inequality and bound constraints, as shown below.
Objective function:
Min.

8.1.5

Subjected to:
0

= 1, 2, ,

8.1.6

= 1, 2, ,

8.1.7

Now, in penalty function method constraint problem, shown above, is transformed into a
sequence of unconstraint problems for minimization.

, = +

8.1.8

=1

where is penalty function based on constraints defined in Eq. 8.1.6, is positive

penalty parameter and , is transformed objective function for minimization. Penalty

Course Instructor: Dr. Arunasis Chakraborty

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Lecture 01: Reliability Based Design Optimization

functions methods are further classified into interior and exterior methods. These are discussed in
the following sections.
Interior Penalty Function Methods
The transformed objective function as specified in Eq. 8.1.8 is defined as

, = +
=1

8.1.9

in interior penalty function method, where 0 and should be positive. Major benefit of
this method is the solution will always lie in feasible region if the starting point assumed is also
feasible. Stepwise description of the algorithm is:
Step 1

Initially, start with assumed feasible starting point and assign positive values. These
values are typically based on transformed objective function and are generally
considered nearly between 1.1 to 2 times of original objective function, .

Step 2

Substitute the desired functions and values either assumed or given in transformed
objective function, Eq. 8.1.9.

Step 3

Minimize transformed objective function as unconstraint minimization problem by

using methods such as steepest descent, conjugate gradient, Newton's method etc.

Step 4

New design point is evaluated by using

= 1 +

8.1.10

where, and are components of direction vector .

Step 5

Now, check for convergence, i.e. || 1 || , where is tolerance, generally,

103 .

Step 6

If convergence is not achieved than penalty parameter is decreased by using

+1 =

8.1.11

where is a constant and should be < 1. Again, Step 2 to 5 are executed until
convergence is achieved.
Exterior Penalty Function Methods
Another penalty function method is exterior penalty function method. In this method, the penalty
functions are applied only when the solution is in infeasible region. Now, the transformed
objective function can be defined as shown in Eq. 8.1.12.

Course Instructor: Dr. Arunasis Chakraborty

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Lecture 01: Reliability Based Design Optimization

, = +

max 0,

8.1.12

=1

where . It defers from the previously discussed algorithm, it can be illustrated in the
upcoming steps of the algorithm.
Step 1

Initially, start with assumed starting point and assign positive values. Similar to the
Step 1 of interior penalty function method.

Step 2

Substitute the desired functions and values either assumed or given in transformed
objective function, Eq. 8.1.12.

Step 3

Minimize transformed objective function similarly as in Step 3 of interior penalty

function method.

Step 4

New design point is evaluated by using Eq. 8.1.10.

Step 5

Now, check for convergence, similarly as in Step 5 of interior penalty function

method.

Step 6

If convergence is not achieved than penalty parameter is increased by using Eq. 8.1.11
where is > 1, typically 5. Again, Steps 2 to 5 are executed until convergence is
achieved.

Drawback of exterior penalty function is if convergence is not achieved or iteration is terminated

due to time or cost than one may get an infeasible solution because penalties are only active or
applied when the solution is not in feasible region, thus chances occurs that the solution may be
in infeasible region. Moreover, searching in the interior penalty function method is bound only in
feasible region and also, one requires to guess an initial feasible starting point.

Reliability Based Design Optimization (RBDO)

By far we have discussed about the basic optimization methods but application of the same in the
field of reliability based design optimization is to be explained in this section. In this method,
one needs to add the reliability analysis concept learnt in initial modules. In RBDO, one needs to
define objective function and constraints in terms of statistical parameters and probability
functions, respectively. This can be expressed as
Objective function:
Min.

8.1.13

Subjected to:

Course Instructor: Dr. Arunasis Chakraborty

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Lecture 01: Reliability Based Design Optimization

= < 0

= 1, 2, ,

or

8.1.14
8.1.15

= 1, 2, ,

8.1.16

where is limit state function, [. ] is probability of given event, and is desired

probability of failure and reliability index for the limit state function whereas and is
obtained probability of failure and reliability index of the limit state function. Now, the RBDO
problem can be solved using the optimization methods expressed previously. Further, before
RBDO, one may also perform sensitivity analysis for evaluating the effect of each design
random variables on the performance of the limit state function.

Course Instructor: Dr. Arunasis Chakraborty

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