Reliability-based design optimization of structures using the second-order reliability method and complex-step derivative approximation

Research output: Contribution to journalArticlepeer-review

7 Scopus citations


This paper proposes a reliability-based design optimization (RBDO) approach that adopts the second-order reliability method (SORM) and complex-step (CS) derivative approximation. The failure probabilities are estimated using the SORM, with Breitung’s formula and the technique established by Hohenbichler and Rackwitz, and their sensitivities are analytically derived. The CS derivative approximation is used to perform the sensitivity analysis based on derivations. Given that an imaginary number is used as a step size to compute the first derivative in the CS derivative method, the calculation stability and accuracy are enhanced with elimination of the subtractive cancellation error, which is commonly encountered when using the traditional finite difference method. The proposed approach unifies the CS approximation and SORM to enhance the estimation of the probability and its sensitivity. The sensitivity analysis facilitates the use of gradient-based optimization algorithms in the RBDO framework. The proposed RBDO/CS–SORM method is tested on structural optimization problems with a range of statistical variations. The results demonstrate that the performance can be enhanced while satisfying precisely probabilistic constraints, thereby increasing the efficiency and efficacy of the optimal design identification. The numerical optimization results obtained using different optimization approaches are compared to validate this enhancement.

Original languageEnglish (US)
Article number5312
JournalApplied Sciences (Switzerland)
Issue number11
StatePublished - Jun 1 2021


  • Complex-step derivative approximation
  • Reliability-based design optimization
  • Second-order reliability method
  • Sensitivity analysis

ASJC Scopus subject areas

  • General Materials Science
  • Instrumentation
  • General Engineering
  • Process Chemistry and Technology
  • Computer Science Applications
  • Fluid Flow and Transfer Processes


Dive into the research topics of 'Reliability-based design optimization of structures using the second-order reliability method and complex-step derivative approximation'. Together they form a unique fingerprint.

Cite this