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- Title
A certified Branch & Bound approach for reliability-based optimization problems.
- Authors
Martin, Benjamin; Correia, Marco; Cruz, Jorge
- Abstract
Reliability-based optimization problems are optimization problems considering a constraint that measures reliability of the modelled system: the probability of a safety event with respect to controllable decision variables and uncertain random variables. Most solving approaches use approximate techniques for evaluating this reliability constraint. As a consequence, the reliability of the computed optimal decision is not guaranteed. In this paper, we investigate an interval-based Branch & Bound for solving globally reliability-based optimization problems with numerical guarantee. It combines an interval Branch & Bound framework with a certified reliability analysis technique. This technique considers the reliability constraint and induced safety region modelled within Probabilistic Continuous Constraint Programming paradigm. The certified reliability analysis is numerically handled by an interval quadrature algorithm. In addition, a new interval quadrature function for two random variables, based on linear models of the safety region is described. Two implementations of the Branch & Bound, which differ on how the certified reliability analysis is handled throughout the optimization process, are presented. A numerical study of these two variants shows the relevance of the interval linear model-based quadrature function.
- Subjects
BRANCH &; bound algorithms; COMBINATORIAL optimization; MATHEMATICAL optimization; CONSTRAINT programming; COMPUTER programming
- Publication
Journal of Global Optimization, 2017, Vol 69, Issue 2, p461
- ISSN
0925-5001
- Publication type
Article
- DOI
10.1007/s10898-017-0529-6