Reliability-based optimal design using sample average approximations

An algorithm for reliability-based optimal design is developed using sampling techniques for estimating the failure probability. The algorithm applies a new method for sensitivity calculations of the failure probability. Initially, the estimates of the failure probability are coarse. As the algorithm progresses towards an optimal design, the number of sample points is increased in an adaptive way leading to better estimates of the failure probability. The algorithm is proven to converge to an optimal design. The applicability of the algorithm is shown in an example from the area of highway bridge design.