Sensitivity analyses of FORM-based and DRM-based performance measure approach (PMA) for reliability-based design optimization (RBDO)

Abstract

In gradient-based design optimization, the sensitivities of the constraint with respect to the design variables are required. In reliability-based design optimization (RBDO), the probabilistic constraint is evaluated at the most probable point (MPP), and thus the sensitivities of the probabilistic constraints at MPP are required. This paper presents the rigorous analytic derivation of the sensitivities of the probabilistic constraint at MPP for both first-order reliability method (FORM)-based performance measure approach (PMA) and dimension reduction method (DRM)-based PMA. Numerical examples are used to demonstrate that the analytic sensitivities agree very well with the sensitivities obtained from the finite difference method (FDM). However, as the sensitivity calculation at the true DRM-based MPP requires the second-order derivatives and additional MPP search, the sensitivity derivation at the approximated DRM-based MPP, which does not require the second-order derivatives and additional MPP search to find the DRM-based MPP, is proposed in this paper. A convergence study illustrates that the sensitivity at the approximated DRM-based MPP converges to the sensitivity at the true DRM-based MPP as the design approaches the optimum design. Hence, the sensitivity at the approximated DRM-based MPP is proposed to be used for the DRM-based RBDO to enhance the efficiency of the optimization. Copyright (C) 2009 John Wiley & Sons, Ltd.