A general two-phase Markov chain Monte Carlo approach for constrained design optimization
Application to stochastic structural optimization
- authored by
- H. Jensen, D. Jerez, M. Beer
- Abstract
This contribution presents a general approach for solving structural design problems formulated as a class of nonlinear constrained optimization problems. A Two-Phase approach based on Bayesian model updating is considered for obtaining the optimal designs. Phase I generates samples (designs) uniformly distributed over the feasible design space, while Phase II obtains a set of designs lying in the vicinity of the optimal solution set. The equivalent model updating problem is solved by the transitional Markov chain Monte Carlo method. The proposed constraint-handling approach is direct and does not require special constraint-handling techniques. The population-based stochastic optimization algorithm generates a set of nearly optimal solutions uniformly distributed over the vicinity of the optimal solution set. The set of optimal solutions provides valuable sensitivity information. In addition, the proposed scheme is a useful tool for exploration of complex feasible design spaces. The general approach is applied to an important class of problems. Specifically, reliability-based design optimization of structural dynamical systems under stochastic excitation. Numerical examples are presented to evaluate the effectiveness of the proposed design scheme.
- Organisation(s)
-
Institute for Risk and Reliability
- External Organisation(s)
-
Universidad Tecnica Federico Santa Maria
Tongji University
University of Liverpool
- Type
- Article
- Journal
- Computer Methods in Applied Mechanics and Engineering
- Volume
- 373
- ISSN
- 0045-7825
- Publication date
- 01.01.2021
- Publication status
- Published
- Peer reviewed
- Yes
- ASJC Scopus subject areas
- Computational Mechanics, Mechanics of Materials, Mechanical Engineering, Physics and Astronomy(all), Computer Science Applications
- Electronic version(s)
-
https://doi.org/10.1016/j.cma.2020.113487 (Access:
Closed)