Stochastic ultimate load analysis:models and solution methods 1 |
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| Authors: | F Tin-Loi L Qi Z Wei RS Womersley |
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| Institution: | 1. School of Civil Engineering , University of New South Wales , Sydney, NSW 2052, Australia;2. School of Mathematics , University of New South Wales , Sydney, NSW 2052, Australia;3. School of Mathematics , University of New South Wales , Sydney , NSW 2052, Australia |
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| Abstract: | The stochastic ultimate load analysis model used in the safety analysis of engineering structures can be treated as a special case of chance-constrained problems (CCP) which minimize a stochastic cost function subject to some probabilistic constraints. Some special cases (such as a deterministic cost function with probabilistic constraints or deterministic constraints with a random cost function) for ultimate load analysis have airady been investigated by various researchers. In this paper, a generai probabilistic approach to stochastic ultimate load analysis is given. In doing so, some approximation techniques are needed due to the fact that the problems at hand are too complicated to evaluate precisely. We propose two extensions of the SQP method in which the variables appear in the algorithms inexactly. These algorithms are shown to be globally convergent for all models and locally superlinearly convergent for some special cases |
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| Keywords: | Ultimate load analysis stochastic programming chance-constrained problems inexact SQP method |
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