A scenario optimization approach to reliability-based and risk-based design: Soft-constrained modulation of failure probability bounds

Roberto Rocchetta, Luis G. Crespo

Abstract: Highlights•Scenario optimization programs for risk-based and reliability-based design.•Convex data-driven RBDO with theoretical guarantees on the designs’ reliability.•Feasibility of the optimization is enforced by softening the samples constraints.•Distribution-free and non-asymptotic bounds quantify the lack of data uncertainty.•Trade-off between the reliability of individual requirements and the design’s cost.