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A scenario optimization approach to reliability-based and risk-based design: Soft-constrained modulation of failure probability bounds

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  • Rocchetta, Roberto
  • Crespo, Luis G.

Abstract

Reliability-based design approaches via scenario optimization are driven by data thereby eliminating the need for creating a probabilistic model of the uncertain parameters. A scenario approach not only yields a reliability-based design that is optimal for the existing data, but also a probabilistic certificate of its correctness against future data drawn from the same source. In this article, we seek designs that minimize not only the failure probability but also the risk measured by the expected severity of requirement violations. The resulting risk-based solution is equipped with a probabilistic certificate of correctness that depends on both the amount of data available and the complexity of the design architecture. This certificate is comprised of an upper and lower bound on the probability of exceeding a value-at-risk (quantile) level. A reliability interval can be easily derived by selecting a specific quantile value and it is mathematically guaranteed for any reliability constraints having a convex dependency on the decision variable, and an arbitrary dependency on the uncertain parameters. Furthermore, the proposed approach enables the analyst to mitigate the effect of outliers in the data set and to trade-off the reliability of competing requirements.

Suggested Citation

  • Rocchetta, Roberto & Crespo, Luis G., 2021. "A scenario optimization approach to reliability-based and risk-based design: Soft-constrained modulation of failure probability bounds," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
    • Handle: RePEc:eee:reensy:v:216:y:2021:i:c:s095183202100418x
    DOI: 10.1016/j.ress.2021.107900
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    Cited by:

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    2. Ma, Yuan-Zhuo & Jin, Xiang-Xiang & Wu, Xi-Long & Xu, Chang & Li, Hong-Shuang & Zhao, Zhen-Zhou, 2023. "Reliability-based design optimization using adaptive Kriging-A single-loop strategy and a double-loop one," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
    3. Silva, L.M.R. & Guedes Soares, C., 2023. "Robust optimization model of an offshore oil production system for cost and pipeline risk of failure," Reliability Engineering and System Safety, Elsevier, vol. 232(C).
    4. Van Huynh, Thu & Tangaramvong, Sawekchai & Do, Bach & Gao, Wei & Limkatanyu, Suchart, 2023. "Sequential most probable point update combining Gaussian process and comprehensive learning PSO for structural reliability-based design optimization," Reliability Engineering and System Safety, Elsevier, vol. 235(C).
    5. Lee, Dongjin & Kramer, Boris, 2023. "Multifidelity conditional value-at-risk estimation by dimensionally decomposed generalized polynomial chaos-Kriging," Reliability Engineering and System Safety, Elsevier, vol. 235(C).
    6. Pepper, Nick & Crespo, Luis & Montomoli, Francesco, 2022. "Adaptive learning for reliability analysis using Support Vector Machines," Reliability Engineering and System Safety, Elsevier, vol. 226(C).
    7. Eslami Baladeh, Aliakbar & Taghipour, Sharareh, 2022. "Reliability optimization of dynamic k-out-of-n systems with competing failure modes," Reliability Engineering and System Safety, Elsevier, vol. 227(C).
    8. Martínez-Galán Fernández, Pablo & Guillén López, Antonio J. & Márquez, Adolfo Crespo & Gomez Fernández, Juan Fco. & Marcos, Jose Antonio, 2022. "Dynamic Risk Assessment for CBM-based adaptation of maintenance planning," Reliability Engineering and System Safety, Elsevier, vol. 223(C).
    9. Chen, Jie & Yu, Yang & Liu, Yongming, 2022. "Physics-guided mixture density networks for uncertainty quantification," Reliability Engineering and System Safety, Elsevier, vol. 228(C).

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