Mean-value first-order saddlepoint approximation based collaborative optimization for multidisciplinary problems under aleatory uncertainty

Reliability-based multidisciplinary design optimization (RBMDO) has received increasing attention in engineering design for achieving high reliability and safety in complex and coupling systems (e.g., multidisciplinary systems). Mean-value first-order saddlepoint approximation (MVFOSA) is introduced in this paper and is combined with the collaborative optimization (CO) method for reliability analysis under aleatory uncertainty in RBMDO. Similar to the mean-value first-order second moment (MVFOSM) method, MVFOSA approximated the performance function with the first-order Taylor expansion at the mean values of random variables. MVFOSA uses saddlepoint approximation rather than the first two moments of the random variables to estimate the probability density and cumulative distribution functions. MVFOSA-based CO (MVFOSA-CO) is also formulated and proposed. Two examples are provided to show the accuracy and efficiency of the MVFOSA-CO method.