Reliability-based design optimization with Cross-Entropy method
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Implementation of the Cross-entropy (CE) method to solve reliability-based design optimization (RBDO) problems was investigated. The emphasis of this implementation method was to solve independently both the reliability and optimization sub-problems within the RBDO problem; therefore, the main aim of this study was to evaluate the performance of the Cross-entropy method in terms of efficiency and accuracy to solve RBDO problems. A numerical approach was followed in which the implementation and preparation of the CE algorithm for the numerical modelling and simulations were performed on the high level language, MATLAB (R2014a and R2013b).The CE algorithm was prepared for reliability analysis and further developed to account for optimization problems. The CE method was initially validated on an academic RBDO problem within an analytical solution and the necessary parameter study of the CE algorithm was conducted. In the meantime, the efficiency and accuracy of the CE method were evaluated in comparison with existing reliability and optimization methods. Finally, the developed algorithm was examined and evaluated on an RBDO problem of a practical design of a laterally loaded monopile foundation for offshore wind turbines.