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Investigation of reliability method formulations in Dakota/UQ

Proposed for publication in Structure and Infrastructure Engineering: Maintenance, Management, Life-Cycle Design & Performance.

Wojtkiewicz, Steven F.

Reliability methods are probabilistic algorithms for quantifying the effect of simulation input uncertainties on response metrics of interest. In particular, they compute approximate response function distribution statistics (probability, reliability and response levels) based on specified input random variable probability distributions. In this paper, a number of algorithmic variations are explored for both the forward reliability analysis of computing probabilities for specified response levels (the reliability index approach (RIA)) and the inverse reliability analysis of computing response levels for specified probabilities (the performance measure approach (PMA)). These variations include limit state linearizations, probability integrations, warm starting and optimization algorithm selections. The resulting RIA/PMA reliability algorithms for uncertainty quantification are then employed within bi-level and sequential reliability-based design optimization approaches. Relative performance of these uncertainty quantification and reliability-based design optimization algorithms are presented for a number of computational experiments performed using the DAKOTA/UQ software.

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DAKOTA, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis Version 3.0 Developers Manual (title change from electronic posting)

Eldred, Michael S.; Giunta, Anthony A.; van Bloemen Waanders, Bart G.; Wojtkiewicz, Steven F.; Hart, William E.

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, analytic reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a developers manual for the DAKOTA software and describes the DAKOTA class hierarchies and their interrelationships. It derives directly from annotation of the actual source code and provides detailed class documentation, including all member functions and attributes.

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DAKOTA, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis Version 3.0

Eldred, Michael S.; Giunta, Anthony A.; van Bloemen Waanders, Bart G.; Wojtkiewicz, Steven F.; Hart, William E.; Giunta, Anthony A.

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, analytic reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the DAKOTA software and provides capability overviews and procedures for software execution, as well as a variety of example studies.

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DAKOTA, A Multilevel Parallel Object-Oriented Framework for Design Optimization, Parameter Estimation, Uncertainty Quantification, and Sensitivity Analysis Version 3.0 Reference Manual

Eldred, Michael S.; Giunta, Anthony A.; van Bloemen Waanders, Bart G.; Wojtkiewicz, Steven F.; Hart, William E.

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes and iterative analysis methods. DAKOTA contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quantification with sampling, analytic reliability, and stochastic finite element methods; parameter estimation with nonlinear least squares methods; and sensitivity analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a reference manual for the commands specification for the DAKOTA software, providing input overviews, option descriptions, and example specifications.

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6 Results
6 Results