986 resultados para Aeroelascity, Optimization, Uncertainty
Resumo:
In this paper the use of probability theory in reliability based optimum design of reinforced gravity retaining wall is described. The formulation for computing system reliability index is presented. A parametric study is conducted using advanced first order second moment method (AFOSM) developed by Hasofer-Lind and Rackwitz-Fiessler (HL-RF) to asses the effect of uncertainties in design parameters on the probability of failure of reinforced gravity retaining wall. Totally 8 modes of failure are considered, viz overturning, sliding, eccentricity, bearing capacity failure, shear and moment failure in the toe slab and heel slab. The analysis is performed by treating back fill soil properties, foundation soil properties, geometric properties of wall, reinforcement properties and concrete properties as random variables. These results are used to investigate optimum wall proportions for different coefficients of variation of φ (5% and 10%) and targeting system reliability index (βt) in the range of 3 – 3.2.
Resumo:
We present two efficient discrete parameter simulation optimization (DPSO) algorithms for the long-run average cost objective. One of these algorithms uses the smoothed functional approximation (SFA) procedure, while the other is based on simultaneous perturbation stochastic approximation (SPSA). The use of SFA for DPSO had not been proposed previously in the literature. Further, both algorithms adopt an interesting technique of random projections that we present here for the first time. We give a proof of convergence of our algorithms. Next, we present detailed numerical experiments on a problem of admission control with dependent service times. We consider two different settings involving parameter sets that have moderate and large sizes, respectively. On the first setting, we also show performance comparisons with the well-studied optimal computing budget allocation (OCBA) algorithm and also the equal allocation algorithm. Note to Practitioners-Even though SPSA and SFA have been devised in the literature for continuous optimization problems, our results indicate that they can be powerful techniques even when they are adapted to discrete optimization settings. OCBA is widely recognized as one of the most powerful methods for discrete optimization when the parameter sets are of small or moderate size. On a setting involving a parameter set of size 100, we observe that when the computing budget is small, both SPSA and OCBA show similar performance and are better in comparison to SFA, however, as the computing budget is increased, SPSA and SFA show better performance than OCBA. Both our algorithms also show good performance when the parameter set has a size of 10(8). SFA is seen to show the best overall performance. Unlike most other DPSO algorithms in the literature, an advantage with our algorithms is that they are easily implementable regardless of the size of the parameter sets and show good performance in both scenarios.