A scenario optimization approach to reliability-based design

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Roberto Rocchetta, Luis G. Crespo, Sean P. Kenny

Published: 01 Jan 2020, Last Modified: 25 Apr 2025Reliab. Eng. Syst. Saf. 2020EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: Highlights•Distribution-free scenario programs for (convex/non-convex) RBDO problems.•The dimensionality of the uncertainty variables is inconsequential.•Given-data, non-asymptotic bound found for joint/individual requirements.•An efficient algorithm identifies the irreducible set of support scenarios.