Amas Course on Reliability-based Optimization

Reliability-oriented optimization is an essential tool for maximizing the benefit of technical facilities or making efficient use of natural resources. The optimization problem is generally divided in two parts. The first level is the determination of certain design parameters, e.g. initial cost or weight of a structure under a reliability constraint. The calculation of failure probabilities in order to find the expected failure cost and the reliability of a structure requires solution of another optimization problem if modern FORM/SORM is used. Instead of solving two optimization tasks, both are combined in a one-level approach by adding the first order Kuhn-Tucker optimality conditions for the design point of the reliability problem as constraints to the cost optimization problem using first order reliability methods (FORM) in standard space. Solution techniques have been developed for component and series system problems in time-invariant and time-variant case using locally stationary load models.