STRUCTURAL RELIABILITY ANALYSIS BY UNCONSTRAINED
OTIMIZATION AND MULTIMODAL MONTE CARLO
CONDITIONAL IMPORTANCE SAMPLING
Author(s)
E.C. Prates.de Lima and Romilde A. Oliveira
Abstract
— This paper is concerned with a two steps computational
approach for structural system reliability analysis: First, the search for points
of maximum likelihood is reduced to an unconstrained optimization
problem, using a conditional expectation technique coupled with an adaptive
response surface interpolation function, defined over the integration domain
and successively updated to take into account the previously calculated finite
regions associated with local maxima. Second the failure probability is
obtained by an effective utilization of the multimodal Monte Carlo
importance sampling variance reduction technique over a finite number of
discrete regions on the integration domain. Some results illustrate the main
features of the proposed approach.
I
Keywords
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