A general two-phase Markov chain Monte Carlo approach for constrained design optimization: Application to stochastic structural optimization

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  • Universidad Tecnica Federico Santa Maria
  • Tongji University
  • University of Liverpool
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Original languageEnglish
Article number113487
JournalComputer Methods in Applied Mechanics and Engineering
Volume373
Early online date21 Oct 2020
Publication statusPublished - 1 Jan 2021

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.

Keywords

    Constrained optimization, Feasible design space, Markov sampling method, Meta-models, Reliability-based design, Stochastic optimization

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A general two-phase Markov chain Monte Carlo approach for constrained design optimization: Application to stochastic structural optimization. / Jensen, H.; Jerez, D.; Beer, M.
In: Computer Methods in Applied Mechanics and Engineering, Vol. 373, 113487, 01.01.2021.

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