4.7 Article

Risk optimization using the Chernoff bound and stochastic gradient descent

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Engineering, Industrial

Life-cycle optimization of structural systems based on cumulative prospect theory: Effects of the reference point and risk attitudes

Minghui Cheng et al.

Summary: Reliability-, risk-, and utility-based life-cycle maintenance is a normative approach for rational decision-making regarding structural systems under uncertainty. Cumulative prospect theory (CPT) is a popular model to describe people's decisions under risk, capturing attitudes towards high consequence and low probability associated with structural failure. Parameters of CPT need to be calibrated for specific contexts, as they can significantly affect optimal decisions under riskier plans.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2022)

Article Engineering, Civil

Robustness-oriented optimal design for reinforced concrete frames considering the large uncertainty of progressive collapse threats

Conrado Praxedes et al.

Summary: This study proposes an innovative two-stage optimization method for progressive collapse design of reinforced concrete frame structures. The first stage involves bi-objective optimization to maximize structural robustness while minimizing total additional reinforcement. The second stage includes a descriptive decision making module based on cumulative prospect theory to characterize the bounded rationality of decision makers when facing large uncertainty.

STRUCTURAL SAFETY (2022)

Article Engineering, Civil

Active learning for structural reliability: Survey, general framework and benchmark

Maliki Moustapha et al.

Summary: Active learning methods have gained popularity in solving complex structural reliability problems by building inexpensive surrogate models. This paper surveys recent literature and proposes a generalized modular framework for building efficient active learning strategies. The extensive benchmark results provide recommendations for practitioners and highlight the importance of combining surrogates with sophisticated reliability estimation algorithms.

STRUCTURAL SAFETY (2022)

Article Engineering, Industrial

A single-loop reliability analysis strategy for time-dependent problems with small failure probability

Runan Cao et al.

Summary: This paper proposes an efficient time-dependent reliability method based on the Kriging model and the importance sampling method. The new method can obtain the failure probability varying with time and improves the accuracy of failure probability estimation for complex reliability problems.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2022)

Article Engineering, Industrial

Optimizing imperfect preventive maintenance in multi-component repairable systems under s-dependent competing risks

Lin Zhang et al.

Summary: This paper introduces a reliability-centered maintenance optimization model for multicomponent repairable systems with stochastic dependent competing risks. The model captures the s-dependency using a joint reliability function constructed by the Copula method, and estimates unknown parameters using maximum likelihood estimations (MLE). Maintenance strategies are performed at both components and system levels.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2022)

Article Engineering, Industrial

A deep learning predictive model for selective maintenance optimization

Hadis Hesabi et al.

Summary: This paper introduces a predictive selective maintenance framework for multi-component systems using deep learning and mathematical programming. The framework accurately predicts the health condition of each component and selects maintenance actions accordingly. The performance of the framework is validated using a benchmarking data set provided by NASA.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2022)

Article Engineering, Industrial

A new preventive maintenance strategy optimization model considering lifecycle safety

Yan Shi et al.

Summary: This study establishes a general preventive maintenance strategy optimization (PMSO) model for structures by estimating reliability and considering the lifecycle safety under maintenance, providing a comprehensive approach to maintenance strategy.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2022)

Review Engineering, Industrial

Machine learning-based methods in structural reliability analysis: A review

Sajad Saraygord Afshari et al.

Summary: This paper provides a review of the development and use of machine learning models in structural reliability analysis (SRA). It explains the most common types of machine learning methods used in SRA, including artificial neural networks, support vector machines, Bayesian methods, and Kriging estimation. The focus is on the different model structures and diverse applications of each machine learning method in various aspects of SRA. The review also highlights important considerations in sample management and treating the SRA problem as a pattern recognition or classification task.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2022)

Article Engineering, Industrial

Reliability of degrading complex systems with two dependent components per element

Zahra Saberzadeh et al.

Summary: The reliability of complex systems consisting of n independent elements, each with two dependent components, is investigated based on degradation data. A copula-based model is used to describe the dependence structure of the components. The reliability of a complex system is derived for different copula functions, considering gamma, Wiener, and inverse Gaussian processes for the degradation of each component. Reliability bounds are obtained by assuming positive association of components for special cases of series and parallel systems. A two-step method is proposed for estimating maximum likelihood estimators when model parameters are unknown. The performance of the estimators is evaluated through a simulation study, and the sensitivity of system reliability is analyzed using simulation. The results of the paper are illustrated using two real examples.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2022)

Article Engineering, Industrial

A single-loop Kriging coupled with subset simulation for time-dependent reliability analysis

Dapeng Wang et al.

Summary: This paper proposes a single-loop Kriging coupled with subset simulation (SLK-co-SS) method to address the challenges in conventional TRA for high-reliability products. By introducing time-dependent intermediate failure events and an improved adaptive sampling strategy, the proposed method demonstrates good capability and applicability in four comparison examples.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2021)

Article Engineering, Industrial

Time-dependent structural system reliability analysis model and its efficiency solution

Yingshi Hu et al.

Summary: This paper proposes an improved reliability analysis model for time-dependent structural systems, transforming the performance function into a single-mode time-dependent function and estimating failure probability using Kriging surrogate model and Monte Carlo simulation method. The theoretical analysis supports the rationality of the proposed model, and the efficiency is illustrated through numerical examples.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2021)

Article Computer Science, Interdisciplinary Applications

Reliability-based topology optimization using stochastic gradients

Subhayan De et al.

Summary: This paper presents a stochastic gradient-based approach to address the computational challenges in reliability-based topology optimization of structures. By using Bayes' rule and a parametric exponential model, the gradients of the failure probability can be efficiently estimated, requiring only a small number of random samples per iteration.

STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION (2021)

Article Engineering, Industrial

A priori error estimates for local reliability-based sensitivity analysis with Monte Carlo Simulation

Andre Jacomel Torii et al.

Summary: This work presents priori error estimates for local reliability-based sensitivity analysis using the Score Function Method and Weak Approach with Monte Carlo Simulation. The results are crucial for practical parameter selection in local sensitivity analysis, and can also be utilized for future development of a posteriori error estimates and adaptive schemes. The theoretical results, initially obtained for the one dimensional case, are also applicable in multidimensional contexts, as evidenced by numerical experiments.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2021)

Article Engineering, Multidisciplinary

Nesterov-aided stochastic gradient methods using Laplace approximation for Bayesian design optimization

Andre Gustavo Carlon et al.

COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING (2020)

Article Engineering, Industrial

A Two-Level Kriging-Based Approach with Active Learning for Solving Time-Variant Risk Optimization Problems

H. M. Kroetz et al.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2020)

Article Engineering, Civil

Time-Dependent Reliability of Reinforced Concrete Considering Chloride Penetration via Boundary Element Method

Giovanni Pais Pellizzer et al.

LATIN AMERICAN JOURNAL OF SOLIDS AND STRUCTURES (2020)

Article Computer Science, Interdisciplinary Applications

A performance measure approach for risk optimization

Andre Jacomel Torii et al.

STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION (2019)

Article Engineering, Industrial

A second order SAP algorithm for risk and reliability based design optimization

A. J. Torii et al.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2019)

Article Engineering, Mechanical

A gradient-based polynomial chaos approach for risk and reliability-based design optimization

A. J. Torii et al.

JOURNAL OF THE BRAZILIAN SOCIETY OF MECHANICAL SCIENCES AND ENGINEERING (2017)

Article Engineering, Mechanical

Probability of failure sensitivity analysis using polynomial expansion

Andre Jacomel Torii et al.

PROBABILISTIC ENGINEERING MECHANICS (2017)

Article Computer Science, Interdisciplinary Applications

Performance of global metamodeling techniques in solution of structural reliability problems

Henrique M. Kroetz et al.

ADVANCES IN ENGINEERING SOFTWARE (2017)

Article Engineering, Multidisciplinary

Gradient based design optimization under uncertainty via stochastic expansion methods

Vahid Keshavarzzadeh et al.

COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING (2016)

Article Engineering, Mechanical

The Design Space Root Finding method for efficient risk optimization by simulation

Wellison J. S. Gomes et al.

PROBABILISTIC ENGINEERING MECHANICS (2016)

Article Computer Science, Interdisciplinary Applications

A general RBDO decoupling approach for different reliability analysis methods

Andre J. Torii et al.

STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION (2016)

Article Computer Science, Interdisciplinary Applications

Probability of failure sensitivity with respect to decision variables

Sylvain Lacaze et al.

STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION (2015)

Article Engineering, Civil

Overcoming the drawbacks of the FORM using a full characterization method

R. H. Lopez et al.

STRUCTURAL SAFETY (2015)

Article Mathematics, Applied

A derivative based sensitivity measure of failure probability in the presence of epistemic and aleatory uncertainties

Pan Wang et al.

COMPUTERS & MATHEMATICS WITH APPLICATIONS (2013)

Article Computer Science, Interdisciplinary Applications

Global structural optimization considering expected consequences of failure and using ANN surrogates

Wellison Jose de Santana Gomes et al.

COMPUTERS & STRUCTURES (2013)

Article Engineering, Multidisciplinary

Iterative projection on critical states for reliability-based design optimization

R. Croquet et al.

ENGINEERING OPTIMIZATION (2013)

Article Engineering, Mechanical

Reliability-Based Design Optimization Strategies Based on FORM: A Review

Rafael Holdorf Lopez et al.

JOURNAL OF THE BRAZILIAN SOCIETY OF MECHANICAL SCIENCES AND ENGINEERING (2012)

Article Engineering, Mechanical

A comparison of deterministic, reliability-based and risk-based structural optimization under uncertainty

Andre Teofilo Beck et al.

PROBABILISTIC ENGINEERING MECHANICS (2012)

Article Engineering, Multidisciplinary

An approach for the reliability based design optimization of laminated composites

Rafael Holdorf Lopez et al.

ENGINEERING OPTIMIZATION (2011)

Article Computer Science, Interdisciplinary Applications

Sampling-based RBDO using the stochastic sensitivity analysis and Dynamic Kriging method

Ikjin Lee et al.

STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION (2011)

Article Engineering, Mechanical

Stochastic sensitivity analysis by dimensional decomposition and score functions

Sharif Rahman

PROBABILISTIC ENGINEERING MECHANICS (2009)

Article Engineering, Civil

Risk acceptance and maintenance optimization of aging civil engineering infrastructures

R. Rackwitz et al.

STRUCTURAL SAFETY (2009)

Article Engineering, Civil

Life-cycle cost optimal design of passive dissipative devices

Alexandros A. Taflanidis et al.

STRUCTURAL SAFETY (2009)

Article Engineering, Industrial

Cost-benefit optimization for maintained structures by a renewal model

A. Joanni et al.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2008)

Article Engineering, Civil

Analytical derivation of the outcrossing rate in time-variant reliability problems

Bruno Sudret

STRUCTURE AND INFRASTRUCTURE ENGINEERING (2008)

Article Computer Science, Interdisciplinary Applications

Further study on efficiency of sequential approximate programming for probabilistic structural design optimization

Ping Yi et al.

STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION (2008)

Article Computer Science, Interdisciplinary Applications

A sequential approximate programming strategy for reliability-based structural optimization

Gengdong Cheng et al.

COMPUTERS & STRUCTURES (2006)

Article Engineering, Industrial

Gradient and parameter sensitivity estimation for systems evaluated using Monte Carlo analysis

M Ahammed et al.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2006)

Article Engineering, Industrial

The PHI2 method: a way to compute time-variant reliability

C Andrieu-Renaud et al.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2004)

Article Engineering, Mechanical

Sequential optimization and reliability assessment method for efficient probabilistic design

XP Du et al.

JOURNAL OF MECHANICAL DESIGN (2004)

Article Engineering, Industrial

Gradient estimation for applied Monte Carlo analyses

RE Melchers et al.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2002)

Article Engineering, Industrial

Optimizing systematically renewed structures

R Rackwitz

RELIABILITY ENGINEERING & SYSTEM SAFETY (2001)

Article Engineering, Industrial

Cost and safety optimization of structural design specifications

E Aktas et al.

RELIABILITY ENGINEERING & SYSTEM SAFETY (2001)