Abstract
Maximum likelihood points play a predominant role in structural reliability computation. The point of maximum likelihood (or the failure point) is the solution of a nonlinear mathematical programming problem with a nonlinear equality constraint (NEP). Sequential quadratic programming (SQP) is regarded as one of the best procedures to solve an NEP1, 2. The different computational strategies on which the SQP method is based are described. Second-order reliability analysis methods need second-order derivative information of the likelihood and the limit state surface at the optimal point. An optimization-based algorithm for the calculation of the reduced Hessian of the Lagrangian is discussed.
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© 1994 Springer-Verlag, Berlin Heidelberg
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Geyskens, P. (1994). Structural Reliability Optimization. In: Spanos, P.D., Wu, YT. (eds) Probabilistic Structural Mechanics: Advances in Structural Reliability Methods. International Union of Theoretical and Applied Mechanics. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-85092-9_13
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DOI: https://doi.org/10.1007/978-3-642-85092-9_13
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