Introducing conjugate gradient optimization for modified HL-RF method

Abstract

Purpose

Generally, iterative methods which have some instability solutions in complex structural and non-linear mechanical problems are used to compute reliability index. The purpose of this paper is to establish a non-linear conjugate gradient (NCG) optimization algorithm to overcome instability solution of the Hasofer-Lind and Rackwitz-Fiessler (HL-RF) method in first-order reliability analysis. The NCG algorithms such as the Conjugate-Descent (CD) and the Liu-Storey (LS) are used for determining the safety index. An algorithm is found based on the new line search in the reliability analysis.

Design/methodology/approach

In the proposed line search for calculating the safety index, search direction is computed by using the conjugate gradient approach and the HL-RF method based on the new and pervious gradient vector of the reliability function. A simple step size is presented for the line search in the proposed algorithm, which is formulated by the Wolfe conditions based on the new and previous safety index results in the reliability analysis.

Findings

From the current work, it is concluded that the proposed NCG algorithm has more efficient, robust and appropriate convergence in comparison with the HL-RF method. The proposed methods can eliminate numerical instabilities of the HL-RF iterative algorithm in highly non-linear performance function and complicated structural limit state function. The NGC optimization is applicable to reliability analysis and it is correctly converged on the reliability index. In the NCG method, the CD algorithm is slightly more efficient than the LS algorithm.

Originality/value

This paper usefully shows how the HL-RF algorithm and the NCG scheme are formulated in first-order reliability analysis. The proposed algorithm is validated from six numerical and structural examples taken from the literature. The HL-RF method is not converged on several non-linear mathematic and complex structural examples, while the two proposed conjugate gradient methods are appropriately converged for all examples. The CD algorithm is converged about twice faster than the LS algorithm in most of the problems. Therefore, application of the NCG method is possible in reliability analysis.

Citation

Keshtegar, B. and Miri, M. (2014), "Introducing conjugate gradient optimization for modified HL-RF method", Engineering Computations, Vol. 31 No. 4, pp. 775-790. https://doi.org/10.1108/EC-09-2012-0225