caa a22 4500 463168739 CHVBK 20180406164807.0 cr unu---uuuuu 170326e20070401xx s 000 0 eng 10.1007/s10957-007-9178-0 doi (NATIONALLICENCE)springer-10.1007/s10957-007-9178-0 Extensions of Stochastic Optimization Results to Problems with System Failure Probability Functions [Elektronische Daten] [J. Royset, E. Polak] We derive an implementable algorithm for solving nonlinear stochastic optimization problems with failure probability constraints using sample average approximations. The paper extends prior results dealing with a failure probability expressed by a single measure to the case of failure probability expressed in terms of multiple performance measures. We also present a new formula for the failure probability gradient. Anumerical example addressing the optimal design of a reinforced concrete highway bridge illustrates the algorithm. Springer Science+Business Media, LLC, 2007 Stochastic optimization nationallicence Sample average approximations nationallicence Monte Carlo simulation nationallicence Reliability-based optimal design nationallicence Royset J. Operations Research Department, Naval Postgraduate School, Monterey, CA, USA aut Polak E. Department of Electrical Engineering & Computer Sciences, University of California, Berkeley, CA, USA aut Journal of Optimization Theory and Applications Kluwer Academic Publishers-Plenum Publishers; http://www.springer-ny.com 133/1(2007-04-01), 1-18 0022-3239 133:1<1 2007 133 10957 https://doi.org/10.1007/s10957-007-9178-0 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s10957-007-9178-0 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Royset J. Operations Research Department, Naval Postgraduate School, Monterey, CA, USA aut NATIONALLICENCE 700 1- Polak E. Department of Electrical Engineering & Computer Sciences, University of California, Berkeley, CA, USA aut NATIONALLICENCE 773 0- Journal of Optimization Theory and Applications Kluwer Academic Publishers-Plenum Publishers; http://www.springer-ny.com 133/1(2007-04-01), 1-18 0022-3239 133:1<1 2007 133 10957 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer