An efficient quasi-Newton approximation-based SORM to estimate the reliability of geotechnical problems

The first order reliability method (FORM) is efficient, but it has limited accuracy; the second order reliability method (SORM) provides greater accuracy, but with additional computational effort. In this study, a new method which integrates two quasi-Newton approximation algorithms is proposed to efficiently estimate the second order reliability of geotechnical problems with reasonable accuracy. In particular, the Hasofer–Lind–Rackwitz–Fiessler–Broyden–Fletcher–Goldfarb–Shanno (HLRF–BFGS) algorithm is applied to identify the design point on the limit state function (LSF), and consequently to compute the first order reliability index; whereas the Symmetric Rank-one (SR1) algorithm is nested within the HLRF–BFGS algorithm to compute good approximations, yet with a reduced computational effort, of the Hessian matrix required to compute second order reliabilities. Three typical geotechnical problems are employed to demonstrate the ability of the suggested procedure, and advantages of the proposed approach with respect to conventional alternatives are discussed. Results show that the proposed method is able to achieve the accuracy of conventional SORM, but with a reduced computational cost that is equal to the computational cost of HLRF–BFGS-based FORM.