Stochastic Subset Optimization for reliability optimization and sensitivity analysis in system design

Design problems that involve the system reliability as the objective function are discussed. In order to appropriately address the challenges of such applications when complex system models are involved, stochastic simulation is selected to evaluate the probability of failure. An innovative algorithm, called Stochastic Subset Optimization (SSO), is discussed for performing the reliability optimization as well as an efficient sensitivity analysis. The basic principle in SSO is the formulation of an augmented problem where the design variables are artificially considered as uncertain. Stochastic simulation techniques are implemented in order to simulate samples of these variables that lead to system failure. The information that these samples provide is then exploited in an iterative approach in SSO to identify a smaller subset of the design space that consists of near-optimal design variables and also that has high plausibility of containing the optimal design. At the same time, a sensitivity analysis for the influence of both the design variables and the uncertain model parameters is established. (C) 2009 Elsevier Ltd. All rights reserved.