A NEW STUDY ON RELIABILITY-BASED DESIGN OPTIMIZATION FOR FATIGUE LIFE

Jian Tu, K.K. Choi, Young Ho Park, and Byengdong Youn Center for Computer Aided Design College of Engineering The University of Iowa Iowa City, IA 52242

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MOTIVATION
z Due to increasing global competitive market, engineering designs

z z

z z

are pushed to the limit of the design constraint boundaries using design optimization, leaving very little or no room for tolerances in modeling and simulation uncertainties and/or manufacturing imperfections. Optimum designs obtained without consideration of uncertainty could lead unreliable or even catastrophic designs. The Reliability-Based Design Optimization (RBDO) methodology will provide not only improved designs but also a confidence range of the simulation-based optimum designs -- Robust Designs. The fatigue life is very much sensitive to uncertainties in material properties, empirical fatigue models, and external loads. The proposed method is applicable to general RBDO problems.

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MOTIVATION (cont.)
In ARC Phase I research, a RBDO method was developed using the conventional Reliability Index Approach (RIA) and successfully applied to a shape design of road arm fatigue of an M1A1 tank. However, the required computational time was extremely large -- optimization of optimization(s).
V olum e (in 3 ) Fatigu e Life (H rs) Initial D esign 51 5.1 21 89 O ptim al D esign 52 2.1 (+1.4% ) 69 623 (+30 80% )

Function Cost Constraint 1 Constraint 2 Constraint 3 Constraint 4 Constraint 5

Description Volume Life at node 1216 Life at node 926 Life at node 1544 Life at node 1519 Life at node 1433

Pf = () at Optimum 436.722 in3 0.476% 3.24% 3.21% 0.83% 0.023%

Pf = () Changes 2 RBDO Iterations 447.691 in3 2.5% 0.532% 0.056 0.992% 2.2 0.998% 2.2 0.721% 0.11 0.018% 0.005

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RBDO PROBLEM
Design variables: mean d = [1, 2, , n]T of non-normally distributed random parameter X = [X1, X2, , Xn]T min s.t. cost f(d) P(Gi(X)0) Pfi, i=1-m dL d dU

Gi (X) : performance function Pfi = (ti): prescribed failure probability ti: target safety reliability index for Gi (X) (): monotonically increasing Cumulative Distribution Function (CDF)

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RBDO METHODOLOGIES
z Methods Requiring Probability and Statistical Analyses

Probabilistic Feasibility Formulation -- Distributional input parameters Distributional output responses Moment matching Formulation -- Simplistic approach to reduce the computational cost Worst Case Analysis Corner Space Evaluation Variation Patterns Formulation

z Methods Not Requiring Probability and Statistical Analyses

z Comparison study of the above methods done by Wei Chen &

Xiaoping Du, U of Illinois at Chicago, ASME, DETC99/DAC-9565. Concluded that the probabilistic feasibility formulation such as RIA is the best method.

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GENERAL PROBABILISTIC CONSTRAINT

P(G(X)0) (t)
Uncertainty of G(X) is characterized by its CDF FG(g) and the random system joint Probability Density Function (PDF) fX(x), with outcome of interest g, as

FG (g) = P(G(X) g) =

... f X ( x )dx 1 ... dx n , G( x ) g

x iL x i x iU

FG(g) = (G): G is generalized reliability index So the Probabilistic Constraint becomes

FG(0) (t)

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NONLINEAR g~G RELATIONSHIP

FG(g) = (G) G(g) = 1(FG(g)) or g(G) = FG1 ((G))

Probabilistic Constraint can be described in two forms as: G(0) = 1(FG(0)) t: Reliability Index Approach (RIA) g(t) = FG1((t)) 0: Performance Measure Approach (PMA)
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FIRST ORDER RELIABILITY METHOD (FORM)

RIA: s G (0 ) = 1 (
1 PMA: g* g( t ) = FG (

G(x) 0

... f X ( x )dx 1 ... dx n ) t

G( x ) g *

... f X ( x )dx 1 ... dx n ) 0

These integrations are difficult to evaluate. FORM : transform random system vector X to an independent, standardized normal vector u: ui = 1(FX(xi))
G ( g) FORM (g) = u * g or g( G ) g( FORM ) = G( u * )

u * : Most Probable Point (MPP) for a given g -- RIA g u * : Most Probable Point (MPP) for a given -- PMA

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RELIABILITY AND INVERSE RELIABILITY ANALYSES -- MPP SEARCH

z Reliability Analysis

minimize ||u|| subject to G(u) = g z Inverse Reliability Analysis minimize G(u) subject to ||u|| =

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RIA vs. PMA

PMA and RIA are two consistent perspectives of the general probabilistic constraint. However, they are not equivalent in solving RBDO problems. RIA -- sensitivity of reliability index at current design dk
s (d) s (d k ) + T s (d k )(d d k ) t d
k s, FORM

T G k ( u *=0 ) g d u G k (u *=0 ) g

(d d k ) t

PMA -- sensitivity of probabilistic constraint at current design dk

T g * (d) g * (d k ) + d g * (d k )(d d k ) 0 *,k g FORM + T G k (u * t )(d d k ) 0 d *, k At active constraint, sk, FORM = t and g FORM = 0, and PMA & RIA are the same.

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RBDO EXAMPLE
Random variable X = [X1, X2]T, Xi~uniform [i1, i+1], i=1,2 Design variable d = [1, 2]T RBDO Problem: minimize Cost(d) = 1 + 2 subject to P(Ga(X) = X1 + 2X2 10 0) 15.87% = (1) P(Gb(X) = 2X1 + X2 10 0) 2.275% = (2) Transform to u: X1 = 1 1 + 2(u1) and X2 = 2 1 + 2(u2) Ga(u) = 2(u1) + 4(u2) + (1 + 22 13) Gb(u) = 4(u1) + 2(u2) + (21 + 2 13): both are nonlinear

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RBDO EXAMPLE USING RIA

Minimize Cost(d) = 1 + 2 Subject to sa(d) 1 sb(d) 2: nonlinear constraints
k At kth design iteration, d k = [ 1 , k ] T reliability analyses are , 2

2 minimize u 1 + u 2 2 k subject to G a (u) = 2 ( u 1 ) + 4( u 2 ) + ( 1 + 2 k 13) = 0 2 2 minimize u 1 + u 2 2 k subject to G b (u) = 4( u 1 ) + 2 ( u 2 ) + (2 1 + k 13) = 0 2

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RBDO EXAMPLE USING PMA

Minimize Subject to Cost(d) = 1 + 2 * g a ( d) 0
* g b (d ) 0
k k At kth design iteration d k = [ 1 , 2 ] T inverse reliability analyses are k k minimize G a (u) = 2 ( u 1 ) + 4( u 2 ) + ( 1 + 2 2 13) 2 subject to u 1 + u 2 = 1 2 k k minimize G b (u) = 4 ( u 1 ) + 2 ( u 2 ) + (2 1 + 2 13) 2 subject to u 1 + u 2 = 4 2

Using solutions of two inverse reliability analyses, RBDO becomes Minimize Cost(d) = 1 + 2
* Subject to ga (d) = 1 + 2 2 11.611 0 * g b (d) = 2 1 + 2 12.552 0 : linear constraints

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RESULTS OF RBDO ITERATIONS

RBDO Cost 1 2
Total Number of RBDO Iteration Total Number of Reliability or Inverse Reliability Analyses

PMA RIA (SLP) RIA (SQP)

8.055 8.055 8.055

4.498 4.498 4.498

3.557 3.557 3.557

1 4 1

2 (Inverse RA) 8 (RA) 12 (RA)

z It is easier to solve inverse reliability analysis than reliability analysis. z PMA yields linear probabilistic constraints if the performance

functions of non-normally distributed random parameter X are linear, whereas RIA converts them to nonlinear probabilistic constraints.
z If the the current design is feasible

with a large safety margin, reliability analysis may not converge for RIA.

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ADAPTIVE APPROACH FOR RBDO

z In practical applications, selection between RIA and PMA for RBDO

should be based on rate of convergence and computational effort.

z (s, 0): RIA and (t, g*): PMA z Required sample size L=10/(a) for Monte Carlo method

increases exponentially as |a| increases z Computational effort for RIA is less if s< t (infeasible) and PMA is less if s> t (feasible)
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ADAPTIVE APPROACH FOR RBDO (cont.)

Adaptively choose a point (ga, a) between (0, s) and (g*, t) by ga=g* and a= (1)s + t
G ( g) a + d d a ( g ga ) with RA to evaluate a = 1 ( FG (g a )) and a dg dg dg dg g( G ) ga + a ( G a ) with inverse RA to evaluate ga = FG 1 ( ( a )) and a d G d G

d a ga t , for given ga = g * RIA if = 0 Adaptive RIA: G (0) = a dg dg g( t ) = ga + a ( t a ) 0, for given Adaptive PMA: d G
a = (1 ) s + t PMA if = 1

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ADAPTIVE APPROACH FOR RBDO (cont.)

z If the probabilistic constraint is inactive (s> t>0), then choose

a= t and use PMA (MPP u = t is closest to the origin)

*

z If the probabilistic constraint is violated (s< t), then

If s>0, then choose a= s and use RIA (MPP u * is closest to the g=0 origin) If s0, then choose a= 0 and select the origin as MPP * ( u = 0 = 0 )

z If the probabilistic constraint is active (s= t), then choose a= t

= s and use PMA ( u * = o = u * = t) g

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CONCLUSIONS AND FUTURE DIRECTIONS

z PMA and RIA are consistent and two extreme cases of the general z z

z z

probabilistic constraint. Significant differences of RIA and PMA in solving RBDO is shown for a non-normally distributed system. PMA provides better convergence. General probabilistic constraint for a linear performance function of the non-normally distributed random system parameters yields a linear constraint in the proposed PMA, but it becomes a nonlinear constraint in the conventional RIA. Adaptive approach that considers both the convergence rate and computational effort will be developed. Design sensitivities of a probabilistic constraint of PMA and RIA are different since they are approximate sensitivities. In the unified system, the exact sensitivities can be defined and computed. This exact sensitivities will be derived to provide very efficient RBDO.

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