A hybrid directional step method for minimum performance target point search

The existing step size methods aim to success in the convergence of searching the minimum performance target point in the reliability analysis. However, these methods cannot guarantee that the performance function value is smaller than that of previous point. This results in the redundant computation during the search process. In this paper, a new step method called hybrid directional step method is proposed to improve the efficiency of search process. The proposed method can keep the performance function values of iterations presenting a decreasing sequence and quickly converge to the minimum performance target point. The proposed method is compared with some existing methods through several numerical examples. The results show that the proposed hybrid directional step method presents good robustness and more efficient computation in practical application.