Document Type


Date of Degree

Summer 2011

Degree Name

PhD (Doctor of Philosophy)

Degree In

Mechanical Engineering

First Advisor

Choi, Kyung K

First Committee Member

Lu, Jia

Second Committee Member

Chen, Yong

Third Committee Member

Xiao, Shaoping

Fourth Committee Member

Zhupanska, Olesya

Fifth Committee Member

Lee, Ikjin


The objective of this study is to develop an accurate surrogate modeling method for construction of the surrogate model to represent the performance measures of the compute-intensive simulation model in reliability-based design optimization (RBDO). In addition, an assessment method for the confidence level of the surrogate model and a conservative surrogate model to account the uncertainty of the prediction on the untested design domain when the number of samples are limited, are developed and integrated into the RBDO process to ensure the confidence of satisfying the probabilistic constraints at the optimal design. The effort involves: (1) developing a new surrogate modeling method that can outperform the existing surrogate modeling methods in terms of accuracy for reliability analysis in RBDO; (2) developing a sampling method that efficiently and effectively inserts samples into the design domain for accurate surrogate modeling; (3) generating a surrogate model to approximate the probabilistic constraint and the sensitivity of the probabilistic constraint with respect to the design variables in most-probable-point-based RBDO; (4) using the sampling method with the surrogate model to approximate the performance function in sampling-based RBDO; (5) generating a conservative surrogate model to conservatively approximate the performance function in sampling-based RBDO and assure the obtained optimum satisfy the probabilistic constraints.

In applying RBDO to a large-scale complex engineering application, the surrogate model is commonly used to represent the compute-intensive simulation model of the performance function. However, the accuracy of the surrogate model is still challenging for highly nonlinear and large dimension applications. In this work, a new method, the Dynamic Kriging (DKG) method is proposed to construct the surrogate model accurately. In this DKG method, a generalized pattern search algorithm is used to find the accurate optimum for the correlation parameter, and the optimal mean structure is set using the basis functions that are selected by a genetic algorithm from the candidate basis functions based on a new accuracy criterion. Plus, a sequential sampling strategy based on the confidence interval of the surrogate model from the DKG method, is proposed. By combining the sampling method with the DKG method, the efficiency and accuracy can be rapidly achieved.

Using the accurate surrogate model, the most-probable-point (MPP)-based RBDO and the sampling-based RBDO can be carried out. In applying the surrogate models to MPP-based RBDO and sampling-based RBDO, several efficiency strategies, which include: (1) using local window for surrogate modeling; (2) adaptive window size for different design candidates; (3) reusing samples in the local window; (4) using violated constraints for surrogate model accuracy check; (3) adaptive initial point for correlation parameter estimation, are proposed.

To assure the accuracy of the surrogate model when the number of samples is limited, and to assure the obtained optimum design can satisfy the probabilistic constraints, a conservative surrogate model, using the weighted Kriging variance, is developed, and implemented for sampling-based RBDO.


confidence, conservative surrogate model, dynamic kriging, rbdo, surrogate modeling


xi, 151 pages


Includes bibliographical references (pages 142-151).


Copyright 2011 Liang Zhao