Optimization Based Efficiencies in First Order Reliability Analysis

Abstract

This paper develops a method for updating the gradient vector of the limit state function in reliability analysis using Broyden's rank one updating technique. In problems that use commercial code as a black box, the gradient calculations are usually done using a finite difference approach, which becomes very expensive for large system models. The proposed method replaces the finite difference gradient calculations in a standard first order reliability method (FORM) with Broyden's Quasi-Newton technique. The resulting algorithm of Broyden updates within a FORM framework (BFORM) is used to run several example problems, and the results compared to standard FORM results. It is found that BFORM typically requires fewer functional evaluations that FORM to converge to the same answer.