Matlab codes of Subset Simulation for reliability analysis and structural optimization

This paper presents two efficient and compact Matlab codes of Subset Simulation for reliability analysis and structural optimization. The codes for reliability analysis and structural optimization comprise of the direct Monte Carlo and Markov Chain Monte Carlo. The theoretical and numerical elements...

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Published in:	Structural and multidisciplinary optimization Vol. 54; no. 2; pp. 391 - 410
Main Authors:	Li, Hong-Shuang, Cao, Zi-Jun
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer Berlin Heidelberg 01.08.2016 Springer Nature B.V
Subjects:	Computational Mathematics and Numerical Analysis Computer simulation Educational Article Engineering Engineering Design Markov chains Matlab Nonlinear programming Object oriented programming Optimization Post-processing Reliability analysis Reliability engineering Simulation Structural reliability Theoretical and Applied Mechanics Reliability analysis Subset Simulation Markov Chain Monte Carlo Structural optimization Education Matlab
ISSN:	1615-147X, 1615-1488
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Abstract	This paper presents two efficient and compact Matlab codes of Subset Simulation for reliability analysis and structural optimization. The codes for reliability analysis and structural optimization comprise of the direct Monte Carlo and Markov Chain Monte Carlo. The theoretical and numerical elements of Subset Simulation are briefly presented in this paper, as well as the detailed instructions to implement the standard codes for solving reliability analysis and structural optimization problems. The paper also discusses simple extensions of argument check, post-processing, alternative stop criterion and constraint-handling. Four examples are presented to demonstrate these codes, two for reliability analysis and two for structural optimization. This paper will be helpful for the students and newcomers both in reliability analysis and structural optimization to understand and use Subset Simulation. The complete codes are included in Appendixes 1 and 2 , and they can be downloaded from https://sites.google.com/site/rasosubsim/ .
AbstractList	This paper presents two efficient and compact Matlab codes of Subset Simulation for reliability analysis and structural optimization. The codes for reliability analysis and structural optimization comprise of the direct Monte Carlo and Markov Chain Monte Carlo. The theoretical and numerical elements of Subset Simulation are briefly presented in this paper, as well as the detailed instructions to implement the standard codes for solving reliability analysis and structural optimization problems. The paper also discusses simple extensions of argument check, post-processing, alternative stop criterion and constraint-handling. Four examples are presented to demonstrate these codes, two for reliability analysis and two for structural optimization. This paper will be helpful for the students and newcomers both in reliability analysis and structural optimization to understand and use Subset Simulation. The complete codes are included in Appendixes 1 and 2, and they can be downloaded from https://sites.google.com/site/rasosubsim/. This paper presents two efficient and compact Matlab codes of Subset Simulation for reliability analysis and structural optimization. The codes for reliability analysis and structural optimization comprise of the direct Monte Carlo and Markov Chain Monte Carlo. The theoretical and numerical elements of Subset Simulation are briefly presented in this paper, as well as the detailed instructions to implement the standard codes for solving reliability analysis and structural optimization problems. The paper also discusses simple extensions of argument check, post-processing, alternative stop criterion and constraint-handling. Four examples are presented to demonstrate these codes, two for reliability analysis and two for structural optimization. This paper will be helpful for the students and newcomers both in reliability analysis and structural optimization to understand and use Subset Simulation. The complete codes are included in Appendixes 1 and 2 , and they can be downloaded from https://sites.google.com/site/rasosubsim/ .
Author	Li, Hong-Shuang Cao, Zi-Jun
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Snippet	This paper presents two efficient and compact Matlab codes of Subset Simulation for reliability analysis and structural optimization. The codes for reliability...
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SubjectTerms	Computational Mathematics and Numerical Analysis Computer simulation Educational Article Engineering Engineering Design Markov chains Matlab Nonlinear programming Object oriented programming Optimization Post-processing Reliability analysis Reliability engineering Simulation Structural reliability Theoretical and Applied Mechanics
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Title	Matlab codes of Subset Simulation for reliability analysis and structural optimization
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