A Sequential Iteration Algorithm for Reliability Analysis with Random and Dependent Interval Variables


Focusing on the mixed conditions of both random variables and dependent interval variables, an efficient hybrid reliability analysis method was proposed. Interval variables made the reliability analysis problem become a double-loop optimization problem. In order to reduce the impacts on the reliability analysis efficiency by the double-loop optimization and dependent interval variables, an efficient sequentially iterative strategy was proposed, and a formula to transform the dependent interval variables modelled by ellipsoid model was developed into independent interval variables, and the limit-state function was approximated during the inner loop in the second order form to make the optimization problem become a more solvable quadratic programming problem. The results show that the proposed sequential iteration algorithm has good efficiency and accuracy, and that the reliability analysis results are affected by the assumption of dependence between interval variables; results under the assumption of independence between interval variables can be more conservative than that of dependence.


Mechanical and Aerospace Engineering

Keywords and Phrases

Dependent interval variable; Ellipsoid model; Reliability analysis; Sequentially iterative algorithm

International Standard Serial Number (ISSN)


Document Type

Article - Journal

Document Version


File Type




Language 2



© 2015 China Mechanical Engineering Magazine Office, All rights reserved.

Publication Date

01 Jun 2015