New Optimization Algorithms for Structural Reliability Analysis

Solution of structural reliability problems by the First Order method require optimization algorithms to find the smallest distance between a limit state function and the origin of standard Gaussian space. The Hassofer-Lind-Rackwitz-Fiessler (HLRF) algorithm, developed specifically for this purpose, has been shown to be efficient but not robust, as it fails to converge for a significant number of problems. On the other hand, recent developments in general (augmented Lagrangian) optimization techniques have not been tested in aplication to structural reliability problems. In the present article, three new optimization algorithms for structural reliability analysis are presented. One algorithm is based on the HLRF, but uses a new differentiable merit function with Wolfe conditions to select step length in linear search. It is shown in the article that, under certain assumptions, the proposed algorithm generates a sequence that converges to the local minimizer of the problem. Two new augmented Lagrangian methods are also presented, which use quadratic penalties to solve nonlinear problems with equality constraints. Performance and robustness of the new algorithms is compared to the classic augmented Lagrangian method, to HLRF and to the improved HLRF (iHLRF) algorithms, in the solution of 25 benchmark problems from the literature. The new proposed HLRF algorithm is shown to be more robust than HLRF or iHLRF, and as efficient as the iHLRF algorithm. The two augmented Lagrangian methods proposed herein are shown to be more robust and more efficient than the classical augmented Lagrangian method.

Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions

An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the heteroscedastic symmetrical nonlinear regression models (Cysneiros et al., 2010), since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters is presented and the observed information matrix is derived analytically. In order to examine the performance of the proposed methods, some simulation studies are presented to show the robust aspect of this flexible class against outlying and influential observations and that the maximum likelihood estimates based on the EM-type algorithm do provide good asymptotic properties. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. Finally, an illustration of the methodology is given considering a data set previously analyzed under the homoscedastic skew-t nonlinear regression model. (C) 2012 Elsevier B.V. All rights reserved.

Biometry and fetal weight estimation by two-dimensional and three-dimensional ultrasonography: an intraobserver and interobserver reliability and agreement study

Objective To evaluate and compare the intraobserver and interobserver reliability and agreement for the biparietal diameter (BPD), abdominal circumference (AC), femur length (FL) and estimated fetal weight (EFW) obtained by two-dimensional ultrasound (2D-US) and three-dimensional ultrasound (3D-US). Methods Singleton pregnant women between 24 and 40 weeks were invited to participate in this study. They were examined using 2D-US in a blinded manner, twice by one observer, intercalated by a scan by a second observer, to determine BPD, AC and FL. In each of the three examinations, three 3D-US datasets (head, abdomen and thigh) were acquired for measurements of the same parameters. We determined EFW using Hadlock's formula. Systematic errors between 3D-US and 2D-US were examined using the paired t-test. Reliability and agreement were assessed by intraclass correlation coefficients (ICCs), limits of agreement (LoA), SD of differences and proportion of differences below arbitrary points. Results We evaluated 102 singleton pregnancies. No significant systematic error between 2D-US and 3D-US was observed. The ICC values were higher for 3D-US in both intra- and interobserver evaluations; however, only for FL was there no overlap in the 95% CI. The LoA values were wider for 2D-US, suggesting that random errors were smaller when using 3D-US. Additionally, we observed that the SD values determined from 3D-US differences were smaller than those obtained for 2D-US. Higher proportions of differences were below the arbitrarily defined cut-off points when using 3D-US. Conclusion 3D-US improved the reliability and agreement of fetal measurements and EFW compared with 2D-US.

Near-infrared quantum cutting through a three-step energy transfer process in Nd3+-Yb3+ co-doped fluoroindogallate glasses

The Nd3+-Yb3+ couple was investigated in fluoroindogallate glasses using optical spectroscopy to elucidate the energy transfer mechanisms involved in the downconversion (DC) process. Upon excitation of a Nd3+ ion by an ultraviolet photon, DC through a three-step energy transfer process occurs, in which the energy of the ultraviolet photon absorbed by the Nd3+ ion is converted into three infrared photons emitted by Yb3+ ions, i.e. quantum cutting (QC). In addition, with excitation in the visible, our results confirm that the DC process occurs through a one-step energy transfer process, in which the energy of a visible photon absorbed by the Nd3+ ion is converted into only one infrared photon emitted by an Yb3+ ion. Time-resolved measurements enabled the estimation of the efficiencies of the cross-relaxation processes between Nd3+ and Yb3+ ions.