Reliability-based design optimization (RBDO) has a probabilistic constraint that is used for evaluating the reliability or safety of the system. In modern engineering design, this task is often performed by a computer simulation tool such as finite element method (FEM). This type of computer simulation or computer experiment can be treated a black box, as its analytical function is implicit. This paper presents an efficient sampling strategy on learning the probabilistic constraint function under the design optimization framework. The method is a sequential experimentation around the approximate most probable point (MPP) at each step of optimization process. Our method is compared with the methods of MPP-based sampling, lifted surrogate function, and nonsequential random sampling. We demonstrate it through examples.
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