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Adaptive importance sampling for optimization under uncertainty problems
16 references·7 citing·34 second hop
Adaptive importance sampling for optimization under uncertainty problems (2014)Adaptive importance sampling for optimiza…Structural Reliability Analysis and Prediction (2017)Structural Reliability Analys…A comparison of deterministic, reliability-based and risk-based structural optimization under uncertainty (2011)A comparison of deterministic…Stochastic Programming (2010)Stochastic ProgrammingA survey on approaches for reliability-based optimization (2010)A survey on approaches for re…Computational methods in optimization considering uncertainties – An overview (2008)Computational methods in opti…Robust optimization – A comprehensive survey (2007)Robust optimization – A compr…Application of line sampling simulation method to reliability benchmark problems (2006)Application of line sampling …Robust design of structures using optimization methods (2004)Robust design of structures u…A critical appraisal of reliability estimation procedures for high dimensions (2004)A critical appraisal of relia…Stochastic Approximation and Recursive Algorithms and Applications (2003)Stochastic Approximation and …Reliability-based structural optimization using neural networks and Monte Carlo simulation (2002)Reliability-based structural …Important sampling in high dimensions (2002)Important sampling in high di…A new adaptive importance sampling scheme for reliability calculations (1999)A new adaptive importance sam…Implementation of the simultaneous perturbation algorithm for stochastic optimization (1998)Implementation of the simulta…Some Guidelines and Guarantees for Common Random Numbers (1992)Some Guidelines and Guarantee…Importance sampling in structural systems (1989)Importance sampling in struct…Soft-constrained interval predictor models and epistemic reliability intervals: A new tool for uncertainty quantification with limited experimental data (2021)Soft-constrained interval pre…A Bayesian approach for quantile optimization problems with high-dimensional uncertainty sources (2021)A Bayesian approach for quant…A scenario optimization approach to reliability-based design (2019)A scenario optimization appro…A multiple-design-point approach for reliability-based design optimization (2018)A multiple-design-point appro…Efficient Evaluation of Sobol’ Indices Utilizing Samples from an Auxiliary Probability Density Function (2016)Efficient Evaluation of Sobol…Non-parametric stochastic subset optimization utilizing multivariate boundary kernels and adaptive stochastic sampling (2015)Non-parametric stochastic sub…A New Adaptive Rejection Sampling Method Using Kernel Density Approximations and Its Application to Subset Simulation (2015)A New Adaptive Rejection Samp…Estimation of small failure probabilities in high dimensions by subset simulation (2001)Reliability analysis—a review and some perspectives (2001)On Latin hypercube sampling for structural reliability analysis (2002)Assessing small failure probabilities by combined subset simulation and Support Vector Machines (2011)MCMC algorithms for Subset Simulation (2015)Stochastic Finite Elements: A Spectral Approach (1991)Structural Reliability Methods (1996)Review of uncertainty-based multidisciplinary design optimization methods for aerospace vehicles (2011)A Chebyshev interval method for nonlinear dynamic systems under uncertainty (2012)Probability-interval hybrid uncertainty analysis for structures with both aleatory and epistemic uncertainties: a review (2017)A Stochastic Approximation Method (1951)Design and Analysis of Computer Experiments (1989)Fuzzy sets (1996)Robust possibilistic programming for socially responsible supply chain network design: A new approach (2012)Simulation and the Monte Carlo Method (1981)Optimization algorithms for structural reliability (1991)Metamodel-based importance sampling for structural reliability analysis (2013)Simulation and the Monte Carlo Method (2016)Stochastic Estimation of the Maximum of a Regression Function (1952)Multivariate stochastic approximation using a simultaneous perturbation gradient approximation (1992)An Overview of the Simultaneous Perturbation Method for Efficient Optimization (1998)Adaptive stochastic approximation by the simultaneous perturbation method (2000)Simulation-based optimal Bayesian experimental design for nonlinear systems (2012)Chance-Constrained Programming (1959)Robust solutions of uncertain linear programs (1999)Optimization under uncertainty: state-of-the-art and opportunities (2003)Lectures on Stochastic Programming: Modeling and Theory (2009)Uncertainties in risk analysis: Six levels of treatment (1996)Sequential Optimization and Reliability Assessment Method for Efficient Probabilistic Design (2004)Proceedings of the 2002 Winter Simulation Conference (2002)A unified framework for stochastic optimization (2018)A univariate dimension-reduction method for multi-dimensional integration in stochastic mechanics (2004)Reliability-based design optimization using kriging surrogates and subset simulation (2011)A new learning function for Kriging and its applications to solve reliability problems in engineering (2015)
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References

  • 2017Structural Reliability Analysis and Prediction3,780 cited
  • 2010Stochastic Programming2,228 cited
  • 2003Stochastic Approximation and Recursive Algorithms and Applications1,845 cited
  • 2007Robust optimization – A comprehensive survey1,603 cited
  • 1998Implementation of the simultaneous perturbation algorithm for stochastic optimization797 cited
  • 1989Importance sampling in structural systems604 cited
  • 2008Computational methods in optimization considering uncertainties – An overview573 cited
  • 1999A new adaptive importance sampling scheme for reliability calculations564 cited
  • 2002Reliability-based structural optimization using neural networks and Monte Carlo simulation516 cited
  • 2004A critical appraisal of reliability estimation procedures for high dimensions476 cited
  • 2010A survey on approaches for reliability-based optimization401 cited
  • 2002Important sampling in high dimensions375 cited
  • 2004Robust design of structures using optimization methods329 cited
  • 2006Application of line sampling simulation method to reliability benchmark problems292 cited
  • 1992Some Guidelines and Guarantees for Common Random Numbers185 cited

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  • 2011A comparison of deterministic, reliability-based and risk-based structural optimization under uncertainty168 cited
  • Cited by

    • 2015A New Adaptive Rejection Sampling Method Using Kernel Density Approximations and Its Application to Subset Simulation30 cited
    • 2019A scenario optimization approach to reliability-based design26 cited
    • 2016Efficient Evaluation of Sobol’ Indices Utilizing Samples from an Auxiliary Probability Density Function22 cited
    • 2021A Bayesian approach for quantile optimization problems with high-dimensional uncertainty sources17 cited
    • 2021Soft-constrained interval predictor models and epistemic reliability intervals: A new tool for uncertainty quantification with limited experimental data16 cited
    • 2018A multiple-design-point approach for reliability-based design optimization13 cited
    • 2015Non-parametric stochastic subset optimization utilizing multivariate boundary kernels and adaptive stochastic sampling12 cited