Construction and application of an ellipsoidal convex model using a semi-definite programming formulation from measured data

As a set theory-based convex model, the ellipsoidal model provides an attractive framework for treating uncertain-but-bounded variations in the structural reliability analysis and design optimization. However, improper modeling of the uncertainties may give rise to misleading non-probabilistic reliability analysis, thus result in either unsafe or over-conservative designs. This paper presents a systematic study on the mathematical formulation for constructing the minimum-volume ellipsoidal convex model using a given set of sample data, and shows its application in existing methods of non-probabilistic reliability analysis and design optimization of structures with bounded uncertainties. In this method, the uncertain parameters are first divided into groups according to their sources. For each individual group of uncertainties, the minimum-volume ellipsoid problem is reformulated into a semi-definite programming (SDP) problem and thus can be efficiently solved to its global optimum. Further, a linear transformation based on the eigenvalue analysis is employed to map the ellipsoidal model into a standard uncertainty space. This uncertainty modeling technique enables a compact and differentiable bound description of the parameter variations. Moreover, it has another useful property, the affine invariance, which is shown to be necessary for meaningful definition of a non-probabilistic reliability index. The effectiveness and efficiency of the present techniques for convex model construction and the corresponding reliability analysis are demonstrated with numerical examples of structural topology optimization problems with bounded variations arising from different sources.