A Kriging-assisted global reliability-based design optimization algorithm with a reliability-constrained expected improvement

Abstract

Surrogate models have been extensively used in reliability-based design optimization (RBDO); however, few studies have focused on the global optimality of RBDO. This paper proposes a global RBDO framework that employs Kriging surrogate models to approximate both the objective function and performance functions. The proposed algorithm comprises two major modules: the global optimization module and the local optimization module. The former module aims to identify the interested region containing potential optima, while the latter module refines the local optima. To address the time-consuming acquisition of samples, two different infill strategies are implemented in these two modules. Furthermore, in addition to evaluating the optimal solution in the local optimization module for infill, a reliability-constrained expected improvement infill criterion is developed for the global optimization module. This criterion inherits the property of the expected improvement from the Kriging model, which balances the exploration and the exploitation of the objective space, while taking reliability into account by introducing the shifting vector into the calculation of the probability of feasibility. Numerical experiments indicate that the performance of the proposed infill criterion is significantly superior to others in searching for optima. Several examples verify the global optimization capability of the proposed algorithm and illustrate that it is more suitable for RBDO problems with multiple local optima.