Confidence-based design optimization using multivariate kernel density estimation under insufficient input data

The uncertainty quantification of the input statistical model in reliability-based design optimization (RBDO) has been widely investigated for accurate reliability analysis, and it could be estimated through its characteristics, cumulative experiences, and available data. However, uncertainty quantification of random variables in existing RBDO studies has exploited parametric distributions quantifying the uncertainty through the Bayes' theorem. In addition, a correlation between random variables is often underestimated due to a lack of knowledge and difficulty to describe the high-dimensional correlation. Hence, it has been a challenge to properly quantify input statistical model and its uncertainty. Therefore, a multivariate kernel density estimation (KDE) is employed to perform data-driven confidence-based design optimization (CBDO) for effective quantification of input model uncertainty. Any assumption on input distribution is not necessary since it is established only with the given input data. Moreover, the input model uncertainty due to insufficient data is quantified using bootstrapping and optimal adaptive bandwidth matrices through the Bayes’ theorem using cross-validation error. Consequently, the proposed CBDO with given input data is capable of finding a conservative optimum of RBDO accounting for both aleatory uncertainty of random variables and epistemic uncertainty induced by a limited number of input data through the multivariate KDE.