Non-parametric stochastic subset optimization for design problems with reliability constraints

The Non-Parametric Stochastic Subset Optimization (NP-SSO) is a recently developed algorithm appropriate for optimization problems that use reliability criteria as objective function and involve computationally expensive numerical models for the engineering system under consideration. This paper discusses its extension to reliability-based design optimization (RBDO) applications involving reliability criteria as a design constraint. The foundation of NP-SSO is the formulation of an augmented problem where the design variables are artificially considered as uncertain. In this context, the reliability of the engineering system is proportional to an auxiliary probability density function related to the design variables. NP-SSO is based on simulation of samples from this density and approximation of this reliability through kernel density estimation (KDE) using these samples. The RBDO problem is then solved using this approximation for evaluating the reliability constraints over the entire design domain and identifying the feasible region satisfying them. To improve computational efficiency, an iterative approach is proposed; at the end of each iteration, a new reduced search space is identified with reliability satisfying relaxed constraints, until the algorithm converges to the feasible design domain satisfying the desired constraints. A second refinement stage after initial convergence is also proposed to further improve the accuracy of the identified feasible region. A non-parametric characterization of the search space using a framework based on multivariate boundary KDE and support vector machine is established. To further improve the efficiency of the stochastic sampling stage, an adaptive selection of the number of samples required for the KDE approximation is proposed