THE DESIGN AND ANALYSIS OF EXPERIMENTS. By Oscar Kempthorne. New York, John Wiley and Sons, Inc., 1952. 631 pp. $8.50. This book by a teacher of statistics (as well as a consultant for \"experimenters\") is a comprehensive study of the philosophical background for the statistical design of experiment. It is necessary to have some facility with algebraic notation and manipulation to be able to use the volume intelligently. The problems are presented from the theoretical point of view, without such practical examples as would be helpful for those not acquainted with mathematics. The mathematical justification for the techniques is given. As a somewhat advanced treatment of the design and analysis of experiments, this volume will be interesting and helpful for many who approach statistics theoretically as well as practically. With emphasis on the \"why,\" and with description given broadly, the author relates the subject matter to the general theory of statistics and to the general problem of experimental inference. MARGARET J. ROBERTSON

The Design and Analysis of Experiments

A new adaptive sequential sampling method to construct surrogate models for efficient reliability analysis

Reliability analysis of complex multi-state system with common cause failure based on evidential networks

During the past decade, numerous endeavors have been made to develop effective reliability-based design optimization (RBDO) methods. Because the evaluation of probabilistic constraints defined in the RBDO formulation is the most difficult part to deal with, a number of different probabilistic design approaches have been proposed to evaluate probabilistic constraints in RBDO. In the first approach, statistical moments are approximated to evaluate the probabilistic constraint. Thus, this is referred to as the approximate moment approach (AMA). The second approach, called the reliability index approach (RIA), describes the probabilistic constraint as a reliability index. Last, the performance measure approach (PMA) was proposed by converting the probability measure to a performance measure. A guide for selecting an appropriate method in RBDO is provided by comparing probabilistic design approaches for RBDO from the perspective of various numerical considerations. It has been found in the literature that PMA is more efficient and stable than RIA in the RBDO process. It is found that PMA is accurate enough and stable at an allowable efficiency, whereas AMA has some difficulties in RBDO process such as a second-order design sensitivity required for design optimization, an inaccuracy to measure a probability of failure, and numerical instability due to its inaccuracy. Consequently, PMA has several major advantages over AMA, in terms of numerical accuracy, simplicity, and stability. Some numerical examples are shown to demonstrate several numerical observations on the three different RBDO approaches.

Selecting probabilistic approaches for reliability-based design optimization

Evolutionary algorithms are widely used for solving multiobjective optimization problems but are often criticized because of a large number of function evaluations needed. Approximations, especially function approximations, also referred to as surrogates or metamodels are commonly used in the literature to reduce the computation time. This paper presents a survey of 45 different recent algorithms proposed in the literature between 2008 and 2016 to handle computationally expensive multiobjective optimization problems. Several algorithms are discussed based on what kind of an approximation such as problem, function or fitness approximation they use. Most emphasis is given to function approximation-based algorithms. We also compare these algorithms based on different criteria such as metamodeling technique and evolutionary algorithm used, type and dimensions of the problem solved, handling constraints, training time and the type of evolution control. Furthermore, we identify and discuss some promising elements and major issues among algorithms in the literature related to using an approximation and numerical settings used. In addition, we discuss selecting an algorithm to solve a given computationally expensive multiobjective optimization problem based on the dimensions in both objective and decision spaces and the computation budget available.

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Chao Jiang

Papers

Time-Variant Reliability Analysis through Response Surface Method

Dynamic load identification for stochastic structures based on Gegenbauer polynomial approximation and regularization method

First and second order approximate reliability analysis methods using evidence theory

An uncertain structural optimization method based on nonlinear interval number programming and interval analysis method

An efficient method to reduce ill-posedness for structural dynamic load identification