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A Distributed Surrogate Methodology for Inverse Most Probable Point Searches in Reliability Based Design Optimization

Davidson, James
http://rave.ohiolink.edu/etdc/view?acc_num=wright1440695264

Abstract Details

2015, Master of Science in Mechanical Engineering (MSME), Wright State University, Mechanical Engineering.
Surrogate models are commonly used in place of prohibitively expensive computational models to drive iterative procedures necessary for engineering design and analysis such as global optimization. Additionally, surrogate modeling has been applied to reliability based design optimization which constrains designs to those which provide a satisfactory reliability against failure considering system parameter uncertainties. Through surrogate modeling the analysis time is significantly reduced when the total number of evaluated samples upon which the final model is built is less than the number which would have otherwise been required using the expensive model directly with the analysis algorithm. Too few samples will provide an inaccurate approximation while too many will add redundant information to an already sufficiently accurate region. With the prediction error having an impact on the overall uncertainty present in the optimal solution, care must be taken to only evaluate samples which decrease solution uncertainty rather than prediction uncertainty over the entire design domain. This work proposes a numerical approach to the surrogate based optimization and reliability assessment problem using solution confidence as the primary algorithm termination criterion. The surrogate uncertainty information provided is used to construct multiple distributed surrogates which represent individual realizations of a lager surrogate population designated by the initial approximation. When globally optimized upon, these distributed surrogates yield a solution distribution quantifying the confidence one can have in the optimal solution based on current surrogate uncertainty. Furthermore, the solution distribution provides insight for the placement of supplemental sample evaluations when solution confidence is insufficient. Numerical case studies are presented for comparison of the proposed methodology with existing methods for surrogate based optimization, such as expected improvement from the Efficient Global Optimization algorithm.
Ha-Rok Bae, Ph.D. (Advisor)
Ahsan Mian, Ph.D. (Committee Member)
Zifeng Yang, Ph.D. (Committee Member)
111 p.
Aerospace Engineering; Mechanical Engineering
Surrogate Modeling; Distributed Surrogate; Reliability Assessment; SORA,; Most Probable Point; Surrogate Based Optimization

Recommended Citations

Citations

  • Davidson, J. (2015). A Distributed Surrogate Methodology for Inverse Most Probable Point Searches in Reliability Based Design Optimization [Master's thesis, Wright State University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=wright1440695264

    APA Style (7th edition)

  • Davidson, James. A Distributed Surrogate Methodology for Inverse Most Probable Point Searches in Reliability Based Design Optimization. 2015. Wright State University, Master's thesis. OhioLINK Electronic Theses and Dissertations Center, http://rave.ohiolink.edu/etdc/view?acc_num=wright1440695264.

    MLA Style (8th edition)

  • Davidson, James. "A Distributed Surrogate Methodology for Inverse Most Probable Point Searches in Reliability Based Design Optimization." Master's thesis, Wright State University, 2015. http://rave.ohiolink.edu/etdc/view?acc_num=wright1440695264

    Chicago Manual of Style (17th edition)

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© 2015, all rights reserved.
This open access ETD is published by Wright State University and OhioLINK.