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  <front>
    <journal-meta><journal-id journal-id-type="publisher">WES</journal-id><journal-title-group>
    <journal-title>Wind Energy Science</journal-title>
    <abbrev-journal-title abbrev-type="publisher">WES</abbrev-journal-title><abbrev-journal-title abbrev-type="nlm-ta">Wind Energ. Sci.</abbrev-journal-title>
  </journal-title-group><issn pub-type="epub">2366-7451</issn><publisher>
    <publisher-name>Copernicus Publications</publisher-name>
    <publisher-loc>Göttingen, Germany</publisher-loc>
  </publisher></journal-meta>
    <article-meta>
      <article-id pub-id-type="doi">10.5194/wes-5-171-2020</article-id><title-group><article-title>Reliability-based design optimization of offshore wind turbine support structures using analytical sensitivities
and factorized uncertainty modeling</article-title><alt-title>Reliability-based design optimization of offshore wind turbine support structures</alt-title>
      </title-group><?xmltex \runningtitle{Reliability-based design optimization of offshore wind turbine support structures}?><?xmltex \runningauthor{L. E. S. Stieng and M. Muskulus}?>
      <contrib-group>
        <contrib contrib-type="author" corresp="yes">
          <name><surname>Stieng</surname><given-names>Lars Einar S.</given-names></name>
          <email>lars.stieng@ntnu.no</email>
        <ext-link>https://orcid.org/0000-0002-9167-0071</ext-link></contrib>
        <contrib contrib-type="author" corresp="no">
          <name><surname>Muskulus</surname><given-names>Michael</given-names></name>
          
        <ext-link>https://orcid.org/0000-0001-8826-8164</ext-link></contrib>
        <aff id="aff1"><institution>Department of Civil and Environmental Engineering,<?xmltex \hack{\break}?> Norwegian University of Science and
Technology (NTNU), Trondheim, Norway</institution>
        </aff>
      </contrib-group>
      <author-notes><corresp id="corr1">Lars Einar S. Stieng (lars.stieng@ntnu.no)</corresp></author-notes><pub-date><day>29</day><month>January</month><year>2020</year></pub-date>
      
      <volume>5</volume>
      <issue>1</issue>
      <fpage>171</fpage><lpage>198</lpage>
      <history>
        <date date-type="received"><day>28</day><month>August</month><year>2019</year></date>
           <date date-type="rev-request"><day>4</day><month>September</month><year>2019</year></date>
           <date date-type="rev-recd"><day>7</day><month>November</month><year>2019</year></date>
           <date date-type="accepted"><day>15</day><month>December</month><year>2019</year></date>
      </history>
      <permissions>
        <copyright-statement>Copyright: © 2020 Lars Einar S. Stieng</copyright-statement>
        <copyright-year>2020</copyright-year>
      <license license-type="open-access"><license-p>This work is licensed under the Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit <ext-link ext-link-type="uri" xlink:href="https://creativecommons.org/licenses/by/4.0/">https://creativecommons.org/licenses/by/4.0/</ext-link></license-p></license></permissions><self-uri xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020.html">This article is available from https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020.html</self-uri><self-uri xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020.pdf">The full text article is available as a PDF file from https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020.pdf</self-uri>
      <abstract><title>Abstract</title>
    <p id="d1e88">The need for cost-effective support structure designs for offshore wind turbines has led to continued interest in the
development of design optimization methods. So far, almost no studies have considered the effect of uncertainty, and
hence probabilistic constraints, on the support structure design optimization problem. In this work, we present a
general methodology that implements recent developments in gradient-based design optimization, in particular the use
of analytical gradients, within the context of reliability-based design optimization methods. Gradient-based
optimization is typically more efficient and has more well-defined convergence properties than gradient-free methods,
making this the preferred paradigm for reliability-based optimization where possible. By an assumed factorization of
the uncertain response into a design-independent, probabilistic part and a design-dependent but completely
deterministic part, it is possible to computationally decouple the reliability analysis from the design
optimization. Furthermore, this decoupling makes no further assumption about the functional nature of the stochastic
response, meaning that high-fidelity surrogate modeling through Gaussian process regression of the probabilistic part
can be performed while using analytical gradient-based methods for the design optimization. We apply this methodology
to several different cases based around a uniform cantilever beam and the OC3 Monopile and different loading and
constraint scenarios. The results demonstrate the viability of the approach in terms of obtaining reliable, optimal
support structure designs and furthermore show that in practice only a limited amount of additional computational
effort is required compared to deterministic design optimization. While there are some limitations in the applied
cases, and some further refinement might be necessary for applications to high-fidelity design scenarios, the
demonstrated capabilities of the proposed methodology show that efficient reliability-based optimization for offshore
wind turbine support structures is feasible.</p>
  </abstract>
    </article-meta>
  </front>
<body>
      

<sec id="Ch1.S1" sec-type="intro">
  <label>1</label><title>Introduction</title>
      <p id="d1e100">Offshore wind energy is becoming an increasingly competitive alternative to the traditional land-based wind
farms. However, there remains a level of additional cost which, together with some practical challenges, ensures that
offshore wind is still a secondary consideration in many markets. Hence, the reduction of this cost is a primary
objective in current research and development. Cost reduction is generally a multidisciplinary issue, including turbine
components like rotor blades and the drivetrain, wind farm layout, the electrical grid and the design of the support
structure (including the tower). Methods to derive cost-effective, optimal support structure designs – balancing
minimal use of materials (and potentially other cost-driving design aspects) with the ability to safely withstand the
loads required by design standards – have been an active area of research for many years. However, very few studies have
taken into account the probabilistic, fundamentally uncertain aspects of the design process. This includes, for
example, uncertainties in the environment<?pagebreak page172?> and the modeling of the environment, affecting the loads experienced by the
structure, as well as uncertainties about the details of the design itself, affecting the response to the applied
loads. Taking such uncertainties into account generally requires the use of probabilistic mathematical methods that
severely complicate the design optimization problem that needs to be solved, both formally and numerically. Hence,
deterministic safety factors tend to be used. This is also true even for single design assessments. The present study
aims to address these issues by proposing a methodology that allows the use of both state-of-the-art optimization
methods recently developed for support structure design and probabilistic assessments of the structural response to both
fatigue and extreme loads.</p>
      <p id="d1e103">Design optimization of structures subject to probabilistic problem variables and parameters, sometimes called
optimization under uncertainty, is in general a large field of research at the intersection of two larger fields,
optimization and probabilistic design. One main distinction is between robust design optimization (RBO)
<xref ref-type="bibr" rid="bib1.bibx4 bib1.bibx99" id="paren.1"/> and reliability-based design optimization (RBDO)
<xref ref-type="bibr" rid="bib1.bibx11 bib1.bibx84" id="paren.2"/>. The main difference between the two methods is that in RBDO the design is
optimized normally but under specific probabilistic limits on structural performance (probability of failure), whereas
in RBO the basic idea is to minimize the variance of a probabilistic objective function in order that the obtained
(mean) solution is robust with respect to the uncertainties. We will generally restrict our discussion to RBDO and
reliability methods but refer to studies on RBO and robust methods where necessary or appropriate. Furthermore, given
the extensive research on more general applications of reliability analysis, optimization and RBDO (or optimization
under uncertainty more generally), we will focus on previous studies concerning wind turbines. For a more expansive
overview of structural reliability and RBDO applied to wind turbines than the one following below, the interested reader
is referred to <xref ref-type="bibr" rid="bib1.bibx32" id="text.3"/>, <xref ref-type="bibr" rid="bib1.bibx49" id="text.4"/>, <xref ref-type="bibr" rid="bib1.bibx29" id="text.5"/> and <xref ref-type="bibr" rid="bib1.bibx27" id="text.6"/>.</p>
      <p id="d1e125">A substantial amount of the literature for both structural reliability analyses and RBDO of offshore wind turbines
(OWTs) has focused on aspects other than support structure design. Areas such as blade design
<xref ref-type="bibr" rid="bib1.bibx64 bib1.bibx78 bib1.bibx17 bib1.bibx28 bib1.bibx6" id="paren.7"/>, foundation design
<xref ref-type="bibr" rid="bib1.bibx95 bib1.bibx7 bib1.bibx14 bib1.bibx15 bib1.bibx26 bib1.bibx86" id="paren.8"/>, component design
<xref ref-type="bibr" rid="bib1.bibx44 bib1.bibx62 bib1.bibx48 bib1.bibx50" id="paren.9"/>, system/wind farm aspects <xref ref-type="bibr" rid="bib1.bibx69" id="paren.10"/>, inspection and
maintenance planning, and probabilistic tuning/optimization of safety factors
<xref ref-type="bibr" rid="bib1.bibx70 bib1.bibx51 bib1.bibx87" id="paren.11"/> have all been studied. As for support structure design
specifically, though most structural analyses of OWTs remain deterministic, there has been a number of studies
incorporating reliability-based (or otherwise probabilistic) approaches. For the most part, the reliability-based
analyses can be divided into two categories. Firstly, there are studies using simplified probabilistic models where the
uncertainty in the response is assumed to be a product of the underlying stochastic variables and the deterministic
response variable (e.g., <xref ref-type="bibr" rid="bib1.bibx77 bib1.bibx71 bib1.bibx88 bib1.bibx94" id="altparen.12"/>, as well as several of the previously cited
studies). Note that the basis for this kind of factorization can be justified partially or entirely depending on both
the type of response variable and the type of stochastic variable. For example, in the case of <xref ref-type="bibr" rid="bib1.bibx94" id="text.13"/>, the
stochastic variables are mostly either modeling or simulation errors, or directly originating within the analytical
expressions for the response variable. Hence, the level of approximation involved in this kind of probabilistic modeling
varies. While not strictly in the same category, studies where the fatigue calculation is based on crack propagation
models and an assumption that the stress cycles follow a Weibull distribution, allowing exact limit state expressions to
be derived, should be mentioned (e.g., <xref ref-type="bibr" rid="bib1.bibx18" id="altparen.14"/>). Generally, these simplifications are done in order to be able to
solve the reliability problem using first-/second-order reliability methods (FORMs/SORMs) in a computationally feasible
way. In the second category of studies, the response itself is simplified, while generally no particular assumptions
about the stochastic nature of the response are made. This has been done through static response modeling
(e.g., <xref ref-type="bibr" rid="bib1.bibx90 bib1.bibx42" id="altparen.15"/>), but usually the response is replaced by surrogate models of some kind
(e.g., <xref ref-type="bibr" rid="bib1.bibx43 bib1.bibx75 bib1.bibx55" id="altparen.16"/>). The use of surrogate models is often done in order to be able to solve the
reliability problem by sampling methods, generally requiring a large number of response evaluations, but surrogate
models also make FORM/SORM more computationally practical. Note that this division of reliability methodology is not
strict – <xref ref-type="bibr" rid="bib1.bibx77" id="text.17"/> also makes use of surrogate modeling, for example – nor does it cover all approaches, but it is
useful as an indicator for one of the fundamental struggles that all the aforementioned studies have reckoned with: the
fidelity of the probabilistic modeling vs. the fidelity of the underlying structural analysis.</p>
      <p id="d1e162">Only a limited number of studies applying RBDO to OWT support structure design have been made. In a series of studies,
Yang and collaborators investigated optimization of a tripod support structure with probabilistic constraints. In
<xref ref-type="bibr" rid="bib1.bibx92" id="text.18"/>, RBDO was performed, and in <xref ref-type="bibr" rid="bib1.bibx91" id="text.19"/>, RBO was performed. In both cases, a Gaussian process
(kriging) surrogate model was used for the response and Monte Carlo sampling was used for the reliability
calculation. In <xref ref-type="bibr" rid="bib1.bibx93" id="text.20"/>, RBDO was once again performed with a Gaussian process surrogate model, but in this
case the reliability calculation was done using a fractional moment method in order to reduce the number of system
evaluations required. All three studies used the heuristic optimization<?pagebreak page173?> method called the multi-island genetic algorithm, and
the reliability calculations were done for each step in the optimization loop, creating a nested two-loop structure. As
one might expect from a heuristic method, the number of iterations required to solve even the deterministic optimization
problem (around 300 iterations) is rather large given the small number of design variables used, and this is much more
pronounced in the case of the stochastic optimization (around 3000 iterations). This means that the method is rather
computationally inefficient, especially considering the number of system evaluations required by the reliability
calculation and the genetic algorithm at each iteration. However, due to the use of the surrogate model, this practical
issue is overcome, if still apparent. Though not an application to OWTs, it is also worth mentioning the study of RBDO
applied to offshore monopod towers in <xref ref-type="bibr" rid="bib1.bibx40" id="text.21"/> and applied to jacket structures in
<xref ref-type="bibr" rid="bib1.bibx39" id="text.22"/>. Here, the limit state functions are formulated analytically, and a nested two-loop approach
using gradient-based optimization (in this case sequential quadratic programming, SQP) and FORM is used.</p>
      <p id="d1e181">The previous work on RBDO for OWTs (for both support structures and otherwise) demonstrates that these methods can obtain
optimal designs that are both more robust/safe with respect to uncertainties than designs optimized under deterministic
criteria and more tailored to specific design conditions than deterministic designs using safety factors. However, so
far (and this is particularly true for support structure designs), no studies have taken advantage of recent advances in
deterministic structural optimization methodology. Optimization methods in general can be divided into gradient-based
and gradient-free (often heuristic) methods. Both approaches have been applied to support structure design and other
wind turbine components (both on- and offshore). With some exceptions (e.g., <xref ref-type="bibr" rid="bib1.bibx57" id="altparen.23"/> using an interior penalty
method), gradient-free methods were the most common among earlier studies. Examples include <xref ref-type="bibr" rid="bib1.bibx96" id="text.24"/> using a
genetic algorithm, <xref ref-type="bibr" rid="bib1.bibx83" id="text.25"/> with a Rosenbrock search and <xref ref-type="bibr" rid="bib1.bibx100" id="text.26"/> with a local scaling of sectional
members. The advantages of these approaches are that no gradient information is needed for the optimization, which
simplifies the calculations that need to be performed for each iteration and avoids the reliance on finite difference
methods, which can be unstable in some implementations. On the other hand, these methods, at least when done at a
similar level of detail, generally converge much slower than gradient-based alternatives, where the search for optimal
designs can be more specifically guided by the information provided by the gradients. With this disadvantage of
gradient-free methods in mind, and seeking to avoid the issues related to finite difference methods, some recent studies
have demonstrated the viability and, in most cases, advantages of analytical sensitivities in gradient-based
formulations. This has been shown for static <xref ref-type="bibr" rid="bib1.bibx67" id="paren.27"/>, quasi-static <xref ref-type="bibr" rid="bib1.bibx59" id="paren.28"/> and dynamic <xref ref-type="bibr" rid="bib1.bibx10" id="paren.29"/> loading
conditions (see also <xref ref-type="bibr" rid="bib1.bibx60" id="altparen.30"/> for a comparison of these three approaches and a more thorough review of support
structure optimization). In general, these approaches make the design optimization problem more efficient and stable,
though, because of the added conceptual complications, these methods have yet to be applied in studies considering a more
realistic and comprehensive set of loading conditions. A study founded on gradient-based optimization that does
consider a more comprehensive set of loading conditions but does not utilize analytical sensitivities was performed by
<xref ref-type="bibr" rid="bib1.bibx25" id="text.31"/>. They used a Gaussian process surrogate model to simplify the response, thus making the analysis
computationally feasible. This study also used a more complicated and (arguably) more realistic objective function,
modeling the cost of the support structure in a more detailed way than the strictly steel mass-/volume-based approaches
that are otherwise commonly used. However, it was seen that, at least with the particular cost formulations used, the
solution was more or less the same as when a simpler mass-based objective function was used. Another recent study
regarding deterministic support structure optimization was done in <xref ref-type="bibr" rid="bib1.bibx12" id="text.32"/>. Like the previous study, completely
analytical sensitivities were not used. The plausibility of more comprehensive code checks for design optimization under
dynamic loading was in this case demonstrated by a simplified fatigue extrapolation procedure and an aggregation of
time-dependent stress constraints (for ultimate limit state analysis) into a single constraint per stress time
series. All these studies have been focused on bottom-fixed structures (jackets in particular, though the methodologies
are easily transferable to monopiles) and it is unclear what level of adaptation is necessary to extend these
formulations to floating structures.</p>
      <p id="d1e215">As seen in several of the cited studies above, the use of surrogate modeling to simplify the response analysis has
become more common recently. For optimization and reliability analysis, and all the more so for RBDO, this is a natural
way to make the problems more computationally tractable when faced with having to perform a large number of
time-consuming simulations. However, surrogate modeling is increasingly also proposed for basic structural analysis due
to the large number of environmental states that need to be checked for certification according to design standards
(e.g., <xref ref-type="bibr" rid="bib1.bibx31" id="altparen.33"/>). For example, <xref ref-type="bibr" rid="bib1.bibx79" id="text.34"/> used a response surface based on Taylor expansions, and
Gaussian process regression was used by <xref ref-type="bibr" rid="bib1.bibx30" id="text.35"/> and <xref ref-type="bibr" rid="bib1.bibx76" id="text.36"/> for fatigue design and by
<xref ref-type="bibr" rid="bib1.bibx1" id="text.37"/> for ultimate limit state (ULS) design. Though there are some challenges regarding the number of samples
required to build an accurate model, this can be alleviated by efficient design of experiment and/or adaptive
methods. The overall indication seems to be that surrogate modeling, and particularly Gaussian process regression,
provides a viable strategy for simplifying the structural analysis in design problems.</p>
      <?pagebreak page174?><p id="d1e233">In summary, while considerable work has gone into improving the various analyses and methods involved in RBDO for
support structures, there is a very limited amount of studies that connect these pieces together. In particular, the
work on analytical design sensitivities has not been implemented into RBDO, nor has it been combined with surrogate
modeling approaches that make more comprehensive structural analysis and/or reliability analysis computationally
feasible. These gaps are what we intend to explore in the present study. By a very particular formulation of the
probabilistic constraints (limit state functions) used for the support structure design optimization, we demonstrate how
these constraints can remain analytically differentiable with respect to the design variables while at the same time
using a surrogate model for the stochastic variation of the response. By doing so, we retain the advantages of the
state-of-the-art deterministic optimization formulations while ensuring that the uncertainties are propagated through
the system in a way that makes less simplifications than the commonly used factorization approaches and without
incurring substantial additional computational effort. By assuming that some kind of factorization of the response is
valid locally in design space, a standard double-loop RBDO formulation can be applied together with a design-independent
Gaussian process surrogate model that makes the inner loop used to solve the reliability problem computationally
insignificant. Retraining the surrogate model and repeating the optimization a few additional times then leads to
convergence and an optimal design that is feasible with respect to uncertainties in both the loads and the structural
modeling. In addition to incorporating more advanced optimization methods to the RBDO problem than has been done
previously for OWT support structure design, the current approach can also be seen as a natural middle ground between,
on the one hand, the simplified analytical limit state formulations and, on the other hand, the completely
surrogate-model-based limit state formulations, the two most commonly used approaches in reliability analysis and RBDO for OWTs
previously.</p>
      <p id="d1e236">The structure of the paper from this point on is as follows. In the first section (methodology), the general theoretical
background is presented first, with focus on optimization, reliability analysis and RBDO, but some details about
surrogate modeling are also included. The section is concluded with a motivation and presentation of the proposed method
from a general point of view. The next section (testing and implementation details) describes the setup for how we have
chosen to test the method in practice. This includes specific models and what kinds of loads are included, the type of
constraints included in the optimization, sensitivity analysis and uncertainty modeling. Additionally, some particular
practical details of how the method has been implemented are discussed. The remaining sections of the paper include a
presentation and discussion of the results, in the results section; more detailed treatment of a few points of interest,
in the further discussion section; and a summary and final thoughts, in the conclusions.</p>
</sec>
<sec id="Ch1.S2">
  <label>2</label><title>Methodology</title>
      <p id="d1e247">In the following, we present the basic framework of (deterministic) design optimization for OWT support
structures. Then, some aspects of RBDO and surrogate modeling are explained. Finally, the synthesis of these aspects
resulting in the proposed RBDO methodology is motivated and presented.</p>
<sec id="Ch1.S2.SS1">
  <label>2.1</label><title>Design optimization of offshore wind turbine support structures</title>
      <p id="d1e257">For the task of finding the minimum structural mass <inline-formula><mml:math id="M1" display="inline"><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mtext>mass</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> of a topologically fixed design consisting of <inline-formula><mml:math id="M2" display="inline"><mml:mi>N</mml:mi></mml:math></inline-formula> circular
cross sections, the following optimization problem can be formulated:
            <disp-formula id="Ch1.E1" content-type="numbered"><label>1</label><mml:math id="M3" display="block"><mml:mtable columnspacing="1em" rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:munder><mml:mo movablelimits="false">min⁡</mml:mo><mml:mi>x</mml:mi></mml:munder></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mtext>mass</mml:mtext></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mtext>such that</mml:mtext></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="bold">A</mml:mi><mml:mtext>lin</mml:mtext></mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≤</mml:mo><mml:mi mathvariant="bold-italic">b</mml:mi></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≤</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi mathvariant="normal">u</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≥</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi mathvariant="normal">l</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mo>∀</mml:mo><mml:mi>j</mml:mi><mml:mo>∈</mml:mo><mml:mi mathvariant="script">J</mml:mi><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          Here, <inline-formula><mml:math id="M4" display="inline"><mml:mi mathvariant="bold-italic">x</mml:mi></mml:math></inline-formula> are the design variables, <inline-formula><mml:math id="M5" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold">A</mml:mi><mml:mtext>lin</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M6" display="inline"><mml:mi mathvariant="bold-italic">b</mml:mi></mml:math></inline-formula> give rise to a system of linear inequality
constraints, <inline-formula><mml:math id="M7" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi mathvariant="normal">u</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M8" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi mathvariant="normal">l</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> are upper and lower bounds, respectively, and <inline-formula><mml:math id="M9" display="inline"><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> represents a non-linear
constraint function indexed according to some set <inline-formula><mml:math id="M10" display="inline"><mml:mi mathvariant="script">J</mml:mi></mml:math></inline-formula>. The design variables for this problem will be the
diameters <inline-formula><mml:math id="M11" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and thicknesses <inline-formula><mml:math id="M12" display="inline"><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> of each cross section <inline-formula><mml:math id="M13" display="inline"><mml:mrow><mml:mi>i</mml:mi><mml:mo>∈</mml:mo><mml:mo mathvariant="italic">{</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mi mathvariant="normal">…</mml:mi><mml:mo>,</mml:mo><mml:mi>N</mml:mi><mml:mo mathvariant="italic">}</mml:mo></mml:mrow></mml:math></inline-formula>. The total mass of all <inline-formula><mml:math id="M14" display="inline"><mml:mi>N</mml:mi></mml:math></inline-formula> cross sections is
calculated as
            <disp-formula id="Ch1.E2" content-type="numbered"><label>2</label><mml:math id="M15" display="block"><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mtext>mass</mml:mtext></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>=</mml:mo><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">D</mml:mi><mml:mo>;</mml:mo><mml:mi mathvariant="bold-italic">t</mml:mi><mml:mo>)</mml:mo><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi mathvariant="italic">π</mml:mi><mml:mi mathvariant="italic">ρ</mml:mi><mml:munderover><mml:mo movablelimits="false">∑</mml:mo><mml:mrow><mml:mi>i</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow><mml:mi>N</mml:mi></mml:munderover><mml:msub><mml:mi>L</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:msub><mml:mi>t</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>-</mml:mo><mml:msubsup><mml:mi>t</mml:mi><mml:mi>i</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup><mml:mo>)</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M16" display="inline"><mml:mrow><mml:msub><mml:mi>L</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> represents the (constant) length of each structural element with cross sections given by <inline-formula><mml:math id="M17" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M18" display="inline"><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, and
<inline-formula><mml:math id="M19" display="inline"><mml:mi mathvariant="italic">ρ</mml:mi></mml:math></inline-formula> is the material density (assuming a uniform density throughout the structure). Examples of the type of linear
constraints that can be represented by <inline-formula><mml:math id="M20" display="inline"><mml:mrow><mml:msub><mml:mi>A</mml:mi><mml:mtext>lin</mml:mtext></mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>≤</mml:mo><mml:mi mathvariant="bold-italic">b</mml:mi></mml:mrow></mml:math></inline-formula> are limits on the ratio of each <inline-formula><mml:math id="M21" display="inline"><mml:mrow><mml:msub><mml:mi>D</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> to each <inline-formula><mml:math id="M22" display="inline"><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>
(the <inline-formula><mml:math id="M23" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>-</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:math></inline-formula> ratio).
The non-linear constraint <inline-formula><mml:math id="M24" display="inline"><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> typically corresponds to safety criteria for ULS and the fatigue limit state (FLS) but
often also includes constraints on the first eigenfrequency of the structure.</p>
      <p id="d1e691">The optimization problem in Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>) can be solved either by gradient-based or gradient-free
(heuristic) methods. All gradient-based methods require, as the name suggests, the calculation of the gradients of the
problem. In a constrained problem like Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>), that means estimating the gradients of both the
objective function <inline-formula><mml:math id="M25" display="inline"><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mtext>mass</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> and all the constraints. For an objective function like the one stated in
Eq. (<xref ref-type="disp-formula" rid="Ch1.E2"/>) and for any linear constraints, this is a trivial problem. For non-linear constraints, the
calculation of gradients (often called sensitivities in the optimization field) can be very difficult, especially<?pagebreak page175?> when
the value of these constraints depends on output from simulations, as is generally the case for support structure
optimization. This difficulty can in principle be accommodated by the use of finite difference methods, where the
function values around the current design point are used to get an estimate of the gradient. However, the use of finite
difference methods can lead to inaccurate solutions or failure to converge, or will at least often require a larger number
of function evaluations (computationally costly when simulations are needed for each such evaluation) to obtain the same
solution as one would using the exact gradients (see, e.g., <xref ref-type="bibr" rid="bib1.bibx10" id="altparen.38"/>). Additionally, the accuracy of finite difference
estimates depends strongly on the chosen step size, the optimal value of which again depends strongly on the (possibly
local) properties of the function in question (see, e.g., <xref ref-type="bibr" rid="bib1.bibx61" id="altparen.39"/> for a general discussion and <xref ref-type="bibr" rid="bib1.bibx59" id="altparen.40"/> for a
demonstration of this effect for support structure design). Hence, it is desirable to use analytical sensitivities
whenever possible. Examples of common heuristic methods are genetic algorithms, particle swarm algorithms and random
search. The reason that these methods might be used over gradient-based methods is that no estimation of sensitivities
is necessary in that case, seemingly avoiding the problem described above related to gradient estimation. However, as a
trade-off, these gradient-free methods generally require a much larger number of iterations to convergence to the
solution, since the methodology is typically founded on some kind of loosely guided (possibly random) search of the
parameter space. While being able to overcome some of the weaknesses of gradient-based optimization, for
simulation-based problems, the resulting added computational expense of heuristic methods might not be acceptable in
practice. Since the gradient-based methods using analytical sensitivities are able to avoid the numerical issues
associated with finite differences and obtain accurate gradient information, these methods are consequently
preferable. Hence, we shall focus our attention on gradient-based methods from this point onwards.</p>
      <p id="d1e721">It is a well-known result (see, e.g., <xref ref-type="bibr" rid="bib1.bibx38" id="altparen.41"/>) that when the displacements <inline-formula><mml:math id="M26" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> of the structural system
under dynamic loading <inline-formula><mml:math id="M27" display="inline"><mml:mrow><mml:mi mathvariant="bold">S</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> are found by time integration of the equation of motion, given as
            <disp-formula id="Ch1.E3" content-type="numbered"><label>3</label><mml:math id="M28" display="block"><mml:mrow><mml:mi mathvariant="bold">M</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mover accent="true"><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo mathvariant="normal">¨</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>+</mml:mo><mml:mi mathvariant="bold">C</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mover accent="true"><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>+</mml:mo><mml:mi mathvariant="bold">K</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi mathvariant="bold">S</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          for mass matrix <inline-formula><mml:math id="M29" display="inline"><mml:mi mathvariant="bold">M</mml:mi></mml:math></inline-formula>, damping matrix <inline-formula><mml:math id="M30" display="inline"><mml:mi mathvariant="bold">C</mml:mi></mml:math></inline-formula> and stiffness matrix <inline-formula><mml:math id="M31" display="inline"><mml:mi mathvariant="bold">K</mml:mi></mml:math></inline-formula>, then the sensitivities of the displacements can be
found by time integration of the following equation:
            <disp-formula id="Ch1.E4" content-type="numbered"><label>4</label><mml:math id="M32" display="block"><mml:mrow><mml:mtable class="split" rowspacing="0.2ex" columnspacing="1em" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi mathvariant="bold">M</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mtext>d</mml:mtext><mml:mover accent="true"><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo mathvariant="normal">¨</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:mi mathvariant="bold">C</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mtext>d</mml:mtext><mml:mover accent="true"><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:mi mathvariant="bold">K</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold">S</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mo>-</mml:mo><mml:mfenced open="(" close=")"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold">M</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mover accent="true"><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo mathvariant="normal">¨</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>+</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold">C</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mover accent="true"><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo mathvariant="normal">˙</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>+</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold">K</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr></mml:mtable><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          Hence, if the non-linear constraints can be expressed as analytical functions of the displacements, the sensitivities
are obtainable via (possibly repeated) application of the chain rule and finally the solution of
Eq. (<xref ref-type="disp-formula" rid="Ch1.E4"/>). It is presently assumed that the system matrices (<inline-formula><mml:math id="M33" display="inline"><mml:mi mathvariant="bold">M</mml:mi></mml:math></inline-formula>, <inline-formula><mml:math id="M34" display="inline"><mml:mi mathvariant="bold">C</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M35" display="inline"><mml:mi mathvariant="bold">K</mml:mi></mml:math></inline-formula>)
are known analytical functions
of the design variables, as is the case when the structural analysis is based on finite element modeling with beam
elements defined according to Euler or Timoschenko beam theory. If this is not the case, the use of semi-analytical
methods (where the gradients of the system matrices are estimated with finite differences) must be used. For OWT support
structures, it was shown in <xref ref-type="bibr" rid="bib1.bibx10" id="text.42"/> how the sensitivities of both ULS and FLS constraints could be obtained using
the analytical approach described above.</p>
</sec>
<sec id="Ch1.S2.SS2">
  <label>2.2</label><title>RBDO</title>
      <?pagebreak page176?><p id="d1e1113">The main distinguishing feature, with respect to the problem structure defined in Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>), of
optimization under uncertainty, is the addition of a new set of stochastic variables <inline-formula><mml:math id="M36" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula> that in general can enter
both the objective function and the constraints. In fact, some or all of the design variables in <inline-formula><mml:math id="M37" display="inline"><mml:mi mathvariant="bold-italic">x</mml:mi></mml:math></inline-formula> could be
replaced (or depend on) variables in <inline-formula><mml:math id="M38" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula>. However, in our case, we shall restrict the discussion to cases where all
the design variables are deterministic. It follows that the only <inline-formula><mml:math id="M39" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula> dependence must then be in the so far to be
determined non-linear constraints <inline-formula><mml:math id="M40" display="inline"><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. In RBDO, the main idea is that we seek to constrain (and/or, in some
formulations, optimize) the reliability of the system. The reliability of a structural system is a probabilistic measure
of its ability to resist loads. In the most straightforward mathematical representation, this is expressed as the extent
to which the load effect <inline-formula><mml:math id="M41" display="inline"><mml:mi>Q</mml:mi></mml:math></inline-formula> (usually depending on the response) does not exceed the resistance <inline-formula><mml:math id="M42" display="inline"><mml:mi>R</mml:mi></mml:math></inline-formula> (usually depending
on the capacity or structural strength). In a probabilistic setting, this is quantified by the probability of failure
<inline-formula><mml:math id="M43" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, defined as
            <disp-formula id="Ch1.E5" content-type="numbered"><label>5</label><mml:math id="M44" display="block"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mtext>Prob</mml:mtext><mml:mo>(</mml:mo><mml:mi>Q</mml:mi><mml:mo>-</mml:mo><mml:mi>R</mml:mi><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>)</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          Formally, the reliability is the probability of non-failure, <inline-formula><mml:math id="M45" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, though commonly one tends to use
<inline-formula><mml:math id="M46" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> rather
than the actual reliability in analysis and calculations. Furthermore, since the analogy of load effect and resistance
is not always applicable, the notion of failure is usually represented by a limit state function <inline-formula><mml:math id="M47" display="inline"><mml:mi>g</mml:mi></mml:math></inline-formula>, encoding failure
as positive function values, with the probability of failure as
            <disp-formula id="Ch1.E6" content-type="numbered"><label>6</label><mml:math id="M48" display="block"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mtext>Prob</mml:mtext><mml:mo>(</mml:mo><mml:mi>g</mml:mi><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>)</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          In general, <inline-formula><mml:math id="M49" display="inline"><mml:mi>g</mml:mi></mml:math></inline-formula> is a function of both <inline-formula><mml:math id="M50" display="inline"><mml:mi mathvariant="bold-italic">x</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M51" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula>, and to calculate <inline-formula><mml:math id="M52" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> requires knowledge of the joint
probability distribution <inline-formula><mml:math id="M53" display="inline"><mml:mrow><mml:msub><mml:mi>h</mml:mi><mml:mi mathvariant="italic">θ</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> of all the stochastic variables in <inline-formula><mml:math id="M54" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula>. An exact estimate of <inline-formula><mml:math id="M55" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is then
given by the integral of <inline-formula><mml:math id="M56" display="inline"><mml:mrow><mml:msub><mml:mi>h</mml:mi><mml:mi mathvariant="italic">θ</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> over the part of its domain where <inline-formula><mml:math id="M57" display="inline"><mml:mrow><mml:mi>g</mml:mi><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>, i.e.,
            <disp-formula id="Ch1.E7" content-type="numbered"><label>7</label><mml:math id="M58" display="block"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:munder><mml:mo movablelimits="false">∫</mml:mo><mml:mrow><mml:mi>g</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>)</mml:mo><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:munder><mml:msub><mml:mi>h</mml:mi><mml:mi mathvariant="italic">θ</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>)</mml:mo><mml:mtext>d</mml:mtext><mml:msup><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          The general RBDO problem may then be formalized as
            <disp-formula id="Ch1.E8" content-type="numbered"><label>8</label><mml:math id="M59" display="block"><mml:mtable columnspacing="1em" class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:munder><mml:mo movablelimits="false">min⁡</mml:mo><mml:mi>x</mml:mi></mml:munder></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mtext>mass</mml:mtext></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mtext>such that</mml:mtext></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="bold">A</mml:mi><mml:mtext>lin</mml:mtext></mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≤</mml:mo><mml:mi mathvariant="bold-italic">b</mml:mi></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≤</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi mathvariant="normal">u</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≥</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi mathvariant="normal">l</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mo>∀</mml:mo><mml:mi>j</mml:mi><mml:mo>∈</mml:mo><mml:msub><mml:mi mathvariant="script">J</mml:mi><mml:mtext>det</mml:mtext></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mrow><mml:mi mathvariant="normal">f</mml:mi><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≤</mml:mo><mml:msubsup><mml:mi>P</mml:mi><mml:mrow><mml:mi mathvariant="normal">f</mml:mi><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow><mml:mtext>max</mml:mtext></mml:msubsup><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mo>∀</mml:mo><mml:mi>j</mml:mi><mml:mo>∈</mml:mo><mml:msub><mml:mi mathvariant="script">J</mml:mi><mml:mtext>prob</mml:mtext></mml:msub><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
          where <inline-formula><mml:math id="M60" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="script">J</mml:mi><mml:mtext>det</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M61" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="script">J</mml:mi><mml:mtext>prob</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> represent the indices of deterministic and probabilistic
constraints, respectively, and <inline-formula><mml:math id="M62" display="inline"><mml:mrow><mml:msubsup><mml:mi>P</mml:mi><mml:mrow><mml:mi mathvariant="normal">f</mml:mi><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow><mml:mtext>max</mml:mtext></mml:msubsup></mml:mrow></mml:math></inline-formula> are the desired upper bounds on the probabilities of
failure <inline-formula><mml:math id="M63" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mrow><mml:mi mathvariant="normal">f</mml:mi><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>.</p>
      <p id="d1e1637">However, for any but the most trivial limit state functions, the determination of the values of <inline-formula><mml:math id="M64" display="inline"><mml:mi mathvariant="bold-italic">x</mml:mi></mml:math></inline-formula> and
<inline-formula><mml:math id="M65" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula> giving <inline-formula><mml:math id="M66" display="inline"><mml:mrow><mml:mi>g</mml:mi><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>, and hence the determination of the integral in Eq. (<xref ref-type="disp-formula" rid="Ch1.E7"/>), cannot be done
exactly. The most straightforward and robust way to accommodate this is through the use of sampling methods. In
particular, the family of Monte Carlo and quasi-Monte Carlo methods is typically used. These methods generally have the
property that for a large enough sample size, the resulting estimate <inline-formula><mml:math id="M67" display="inline"><mml:mover accent="true"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow><mml:mo mathvariant="normal" stretchy="true">^</mml:mo></mml:mover></mml:math></inline-formula> tends towards the exact value of
<inline-formula><mml:math id="M68" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. Unfortunately, large enough can be an intractable requirement. While the use of variance reduction
techniques can speed up the convergence, as the dimensionality and complexity of the problem grows, the number of
samples does too. This can be particularly problematic when one or more simulations are required for each
sample. Furthermore, sampling methods do not naturally lend themselves well to gradient-based optimization due to the
additional effort involved in the calculation of the gradients of a quantity estimated by sampling. In some cases, when
the design variables are stochastic, the use of what is called score functions for the estimation of design sensitivity
is possible, in which case no additional samples are needed (see, e.g., <xref ref-type="bibr" rid="bib1.bibx27" id="altparen.43"/>). At the very least, no analytical
gradients can be obtained. Hence, it is common to make use of first- and second-order approximations of the limit state
function, making integration over the <inline-formula><mml:math id="M69" display="inline"><mml:mrow><mml:mi>g</mml:mi><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> region feasible.</p>
<sec id="Ch1.S2.SS2.SSS1">
  <label>2.2.1</label><title>FORM</title>
      <p id="d1e1716">The objective of FORM is to approximate the non-linear failure surface, the set of points such that <inline-formula><mml:math id="M70" display="inline"><mml:mrow><mml:mi>g</mml:mi><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>, by a linear
function of independent standard normal variables <inline-formula><mml:math id="M71" display="inline"><mml:mi mathvariant="bold-italic">v</mml:mi></mml:math></inline-formula>, derived from the original set of stochastic variables
<inline-formula><mml:math id="M72" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula>. Historically, there have been several versions of FORM and related methods (see, e.g., <xref ref-type="bibr" rid="bib1.bibx11" id="altparen.44"/>
and <xref ref-type="bibr" rid="bib1.bibx21" id="altparen.45"/>, where also more details about FORM in general can be found), but we shall restrict the
discussion to the one most commonly used. The main idea is as follows: construct the set of independent
standard normal variables <inline-formula><mml:math id="M73" display="inline"><mml:mrow><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>=</mml:mo><mml:mo mathvariant="italic">{</mml:mo><mml:msub><mml:mi>v</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo mathvariant="italic">}</mml:mo></mml:mrow></mml:math></inline-formula> by applying the transformations
              <disp-formula id="Ch1.E9" content-type="numbered"><label>9</label><mml:math id="M74" display="block"><mml:mrow><mml:msub><mml:mi>v</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="normal">Φ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mo>(</mml:mo><mml:msub><mml:mi>H</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>)</mml:mo><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mo>∀</mml:mo><mml:mi>i</mml:mi><mml:mo>∈</mml:mo><mml:mi mathvariant="script">I</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
            where <inline-formula><mml:math id="M75" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="normal">Φ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> is the inverse of the standard normal cumulative distribution function (CDF), <inline-formula><mml:math id="M76" display="inline"><mml:mrow><mml:msub><mml:mi>H</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> is the
CDF of <inline-formula><mml:math id="M77" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, and <inline-formula><mml:math id="M78" display="inline"><mml:mi mathvariant="script">I</mml:mi></mml:math></inline-formula> is the set of all the indices for the stochastic variables in <inline-formula><mml:math id="M79" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula>. This
particular transformation assumes that the variables in <inline-formula><mml:math id="M80" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula> are independent, which is not always the case. For
non-independent stochastic variables, a slightly more involved transformation (e.g., the Rosenblatt transformation;
<xref ref-type="bibr" rid="bib1.bibx65" id="altparen.46"/>) must be used. By substituting <inline-formula><mml:math id="M81" display="inline"><mml:mi mathvariant="bold-italic">v</mml:mi></mml:math></inline-formula> for <inline-formula><mml:math id="M82" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula> in <inline-formula><mml:math id="M83" display="inline"><mml:mi>g</mml:mi></mml:math></inline-formula>, we obtain
<inline-formula><mml:math id="M84" display="inline"><mml:mrow><mml:mi>g</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. We want to linearize this function at the point on the boundary between failure and
non-failure, <inline-formula><mml:math id="M85" display="inline"><mml:mrow><mml:mi>g</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>, that is closest to the origin in standard normal space, the most probable point (MPP) on the
failure surface. This can be found by solving the following optimization problem:
              <disp-formula id="Ch1.E10" content-type="numbered"><label>10</label><mml:math id="M86" display="block"><mml:mtable columnspacing="1em" class="split" rowspacing="0.2ex" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:munder><mml:mo movablelimits="false">min⁡</mml:mo><mml:mi>v</mml:mi></mml:munder></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:msqrt><mml:mrow><mml:munder><mml:mo movablelimits="false">∑</mml:mo><mml:mi>i</mml:mi></mml:munder><mml:msubsup><mml:mi>v</mml:mi><mml:mi>i</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:msqrt><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mtext>such that</mml:mtext></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mi>g</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
            We denote the optimal point solving the above <inline-formula><mml:math id="M87" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula>, and the corresponding minimal distance to the origin
<inline-formula><mml:math id="M88" display="inline"><mml:mrow><mml:mi mathvariant="italic">β</mml:mi><mml:mo>=</mml:mo><mml:msqrt><mml:mrow><mml:msub><mml:mo>∑</mml:mo><mml:mi>i</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msubsup><mml:mi>v</mml:mi><mml:mi>i</mml:mi><mml:mo>*</mml:mo></mml:msubsup><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:msqrt></mml:mrow></mml:math></inline-formula> is called the reliability index. The probability of failure is then estimated as
<inline-formula><mml:math id="M89" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi mathvariant="normal">Φ</mml:mi><mml:mo>(</mml:mo><mml:mo>-</mml:mo><mml:mi mathvariant="italic">β</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. Some care must be taken in the application of FORM methods, since this representation is only
exact in the case that <inline-formula><mml:math id="M90" display="inline"><mml:mi>g</mml:mi></mml:math></inline-formula> is a linear function. For a non-linear <inline-formula><mml:math id="M91" display="inline"><mml:mi>g</mml:mi></mml:math></inline-formula>, FORM is an approximation, but it is often good
enough for many engineering applications. Beyond merely offering a tractable solution to
Eq. (<xref ref-type="disp-formula" rid="Ch1.E7"/>), there are several properties that make FORM desirable for RBDO. Consider, for example,
the behavior of the probabilistic constraints in Eq. (<xref ref-type="disp-formula" rid="Ch1.E8"/>). <inline-formula><mml:math id="M92" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> will tend to vary over many
orders of magnitude, which can be detrimental to the behavior of many algorithms for gradient-based optimization. The
introduction of the reliability index means that we can replace the constraints involving <inline-formula><mml:math id="M93" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> with equivalent ones
involving <inline-formula><mml:math id="M94" display="inline"><mml:mi mathvariant="italic">β</mml:mi></mml:math></inline-formula>, i.e.,
              <disp-formula id="Ch1.E11" content-type="numbered"><label>11</label><mml:math id="M95" display="block"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>≤</mml:mo><mml:msubsup><mml:mi mathvariant="italic">β</mml:mi><mml:mi>j</mml:mi><mml:mo>max⁡</mml:mo></mml:msubsup><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:msup><mml:mi mathvariant="normal">Φ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mo>(</mml:mo><mml:msubsup><mml:mi>P</mml:mi><mml:mrow><mml:mi mathvariant="normal">f</mml:mi><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow><mml:mtext>max</mml:mtext></mml:msubsup><mml:mo>)</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
            This substitution has a further advantage when calculating sensitivities. Even without an explicit expression for the
derivative of <inline-formula><mml:math id="M96" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> with respect to <inline-formula><mml:math id="M97" display="inline"><mml:mi mathvariant="bold-italic">x</mml:mi></mml:math></inline-formula>, we can make the following observation. In the two cases where the
design <inline-formula><mml:math id="M98" display="inline"><mml:mi mathvariant="bold-italic">x</mml:mi></mml:math></inline-formula> is such that the region <inline-formula><mml:math id="M99" display="inline"><mml:mrow><mml:mi>g</mml:mi><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> is either very small (very safe designs) or very large (very unsafe designs),
the change in <inline-formula><mml:math id="M100" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> due to a small change in <inline-formula><mml:math id="M101" display="inline"><mml:mi mathvariant="bold-italic">x</mml:mi></mml:math></inline-formula> is virtually zero. Hence, in these design configurations,
the sensitivity vanishes, which has a detrimental effect on the optimization since most algorithms will struggle to find
new candidate points that lead to measurable changes in the constraints. Using <inline-formula><mml:math id="M102" display="inline"><mml:mi mathvariant="italic">β</mml:mi></mml:math></inline-formula> as the constraint function
instead gives the following, generally non-vanishing, expression <xref ref-type="bibr" rid="bib1.bibx21" id="paren.47"/>:
              <disp-formula id="Ch1.E12" content-type="numbered"><label>12</label><mml:math id="M103" display="block"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="italic">β</mml:mi></mml:mrow><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mrow><mml:mtext>d</mml:mtext><mml:mi>g</mml:mi></mml:mrow><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold-italic">v</mml:mi></mml:mrow></mml:mfrac></mml:mstyle></mml:mfrac></mml:mstyle><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mtext>d</mml:mtext><mml:mi>g</mml:mi></mml:mrow><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula></p>
      <?pagebreak page177?><p id="d1e2283">However, one problem with the definition of FORM given in Eq. (<xref ref-type="disp-formula" rid="Ch1.E10"/>), typically called the reliability index
approach (RIA), is that it is not always possible to find a configuration <inline-formula><mml:math id="M104" display="inline"><mml:mi mathvariant="bold-italic">v</mml:mi></mml:math></inline-formula> such that <inline-formula><mml:math id="M105" display="inline"><mml:mrow><mml:mi>g</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> (within a
sufficiently small tolerance). This can lead to slower convergence of the RBDO problem or in the worst cases a lack of
convergence at all. To resolve this issue, it is possible to formulate an inverse problem where instead of calculating
the reliability index for a given design, one finds the configuration of <inline-formula><mml:math id="M106" display="inline"><mml:mi mathvariant="bold-italic">v</mml:mi></mml:math></inline-formula> giving the smallest exceedance of
<inline-formula><mml:math id="M107" display="inline"><mml:mrow><mml:mi>g</mml:mi><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> for a given (fixed) reliability index. This is called the performance measure approach (PMA) and will be
explicated below.</p>
</sec>
<sec id="Ch1.S2.SS2.SSS2">
  <label>2.2.2</label><title>PMA</title>
      <p id="d1e2334">The main idea of PMA is to reverse the role of objective and constraint in Eq. (<xref ref-type="disp-formula" rid="Ch1.E10"/>). If we demand that
<inline-formula><mml:math id="M108" display="inline"><mml:mrow><mml:msqrt><mml:mrow><mml:msub><mml:mo>∑</mml:mo><mml:mi>i</mml:mi></mml:msub><mml:msubsup><mml:mi>v</mml:mi><mml:mi>i</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:msqrt><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="italic">β</mml:mi><mml:mtext>max</mml:mtext></mml:msup></mml:mrow></mml:math></inline-formula> as a constraint, we can instead find the largest possible value of <inline-formula><mml:math id="M109" display="inline"><mml:mi>g</mml:mi></mml:math></inline-formula> for
which that constraint is satisfied. In other words,
              <disp-formula id="Ch1.E13" content-type="numbered"><label>13</label><mml:math id="M110" display="block"><mml:mtable class="split" rowspacing="0.2ex" columnspacing="1em" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:munder><mml:mo movablelimits="false">max⁡</mml:mo><mml:mi>v</mml:mi></mml:munder><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mi>g</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>)</mml:mo><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mtext>such that</mml:mtext></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:msqrt><mml:mrow><mml:munder><mml:mo movablelimits="false">∑</mml:mo><mml:mi>i</mml:mi></mml:munder><mml:msubsup><mml:mi>v</mml:mi><mml:mi>i</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:msqrt><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="italic">β</mml:mi><mml:mtext>max</mml:mtext></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
            If we again call the solution point <inline-formula><mml:math id="M111" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> and term the corresponding value of <inline-formula><mml:math id="M112" display="inline"><mml:mi>g</mml:mi></mml:math></inline-formula> as <inline-formula><mml:math id="M113" display="inline"><mml:mrow><mml:msup><mml:mi>g</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula>, then, under the
assumptions of the validity of FORM, it follows that <inline-formula><mml:math id="M114" display="inline"><mml:mrow><mml:mtext>Prob</mml:mtext><mml:mo>(</mml:mo><mml:mi>g</mml:mi><mml:mo>&gt;</mml:mo><mml:msup><mml:mi>g</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msubsup><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi><mml:mtext>max</mml:mtext></mml:msubsup></mml:mrow></mml:math></inline-formula>. Hence, by further
demanding that <inline-formula><mml:math id="M115" display="inline"><mml:mrow><mml:msup><mml:mi>g</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>, we can guarantee that <inline-formula><mml:math id="M116" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mo>≤</mml:mo><mml:msubsup><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi><mml:mtext>max</mml:mtext></mml:msubsup></mml:mrow></mml:math></inline-formula>. The optimization problem in
Eq. (<xref ref-type="disp-formula" rid="Ch1.E13"/>) always has a solution. Aside from the robustness provided by this, PMA has a few other
advantages. For example, it can be shown that (see, e.g., <xref ref-type="bibr" rid="bib1.bibx24" id="altparen.48"/>)
              <disp-formula id="Ch1.E14" content-type="numbered"><label>14</label><mml:math id="M117" display="block"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mtext>d</mml:mtext><mml:mi>g</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mtext>d</mml:mtext><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>g</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
            which simplifies the sensitivity analysis. More generally, for applications to RBDO, PMA tends to perform better
(<xref ref-type="bibr" rid="bib1.bibx81 bib1.bibx97 bib1.bibx47" id="altparen.49"/>). An illustration of the difference between RIA and PMA is
made in Fig. <xref ref-type="fig" rid="Ch1.F1"/>.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F1"><?xmltex \currentcnt{1}?><label>Figure 1</label><caption><p id="d1e2606">The difference between the solutions provided by RIA <bold>(a)</bold> and PMA <bold>(b)</bold> for a linear limit state function <inline-formula><mml:math id="M118" display="inline"><mml:mi>g</mml:mi></mml:math></inline-formula>
with two variables, <inline-formula><mml:math id="M119" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:msub><mml:mi>v</mml:mi><mml:mn mathvariant="normal">1</mml:mn></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>v</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msub><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi mathvariant="bold-italic">v</mml:mi></mml:mrow></mml:math></inline-formula>, in standard normal space. The target reliability index for PMA
(<inline-formula><mml:math id="M120" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">3.3</mml:mn></mml:mrow></mml:math></inline-formula>) is higher here than the RIA solution (<inline-formula><mml:math id="M121" display="inline"><mml:mrow><mml:mi mathvariant="italic">β</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">2.28</mml:mn></mml:mrow></mml:math></inline-formula>), so the PMA solution finds <inline-formula><mml:math id="M122" display="inline"><mml:mrow><mml:msup><mml:mi>g</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>&gt;</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>. Also
indicated are examples of points visited during the respective optimizations (initial, <inline-formula><mml:math id="M123" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>, intermediate,
<inline-formula><mml:math id="M124" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mi>k</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula>, and solution points, <inline-formula><mml:math id="M125" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula>; different for the two methods), where the displayed points
before the solution are feasible but not optimal.</p></caption>
            <?xmltex \igopts{width=241.848425pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f01.png"/>

          </fig>

      <p id="d1e2730">The RBDO problem using PMA can be stated as

                  <disp-formula id="Ch1.E15" content-type="numbered"><label>15</label><mml:math id="M126" display="block"><mml:mrow><mml:mstyle class="stylechange" displaystyle="true"/><mml:mtable columnspacing="1em" rowspacing="0.2ex" class="split" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:munder><mml:mo movablelimits="false">min⁡</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:munder></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mtext>mass</mml:mtext></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mtext>such that</mml:mtext></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="bold">A</mml:mi><mml:mtext>lin</mml:mtext></mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≤</mml:mo><mml:mi mathvariant="bold-italic">b</mml:mi></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≤</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi mathvariant="normal">u</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≥</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi mathvariant="normal">l</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mo>∀</mml:mo><mml:mi>j</mml:mi><mml:mo>∈</mml:mo><mml:msub><mml:mi mathvariant="script">J</mml:mi><mml:mtext>det</mml:mtext></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mo>∀</mml:mo><mml:mi>j</mml:mi><mml:mo>∈</mml:mo><mml:msub><mml:mi mathvariant="script">J</mml:mi><mml:mtext>prob</mml:mtext></mml:msub><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:mrow></mml:math></disp-formula>

            where each <inline-formula><mml:math id="M127" display="inline"><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> solves Eq. (<xref ref-type="disp-formula" rid="Ch1.E13"/>) with <inline-formula><mml:math id="M128" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">β</mml:mi><mml:mtext>max</mml:mtext></mml:msup><mml:mo>=</mml:mo><mml:mo>-</mml:mo><mml:msup><mml:mi mathvariant="normal">Φ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup><mml:mo>(</mml:mo><mml:msubsup><mml:mi>P</mml:mi><mml:mrow><mml:mi mathvariant="normal">f</mml:mi><mml:mo>,</mml:mo><mml:mi>j</mml:mi></mml:mrow><mml:mtext>max</mml:mtext></mml:msubsup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. One potential
downside of PMA is that it does not provide a direct estimate of the probability of failure. This is fine for
optimization, where being below the threshold is sufficient and where at least one constraint should be at the boundary
where <inline-formula><mml:math id="M129" display="inline"><mml:mrow><mml:msup><mml:mi>g</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula> for the final solution. However, if one wishes to compare the probability of failure of such an
optimized design with the corresponding initial design or a design optimized by deterministic methods, then PMA does not
immediately provide a quantitative answer. It only provides a qualitative assessment of whether or not the probability
of failure is above or below the given threshold. To get a quantitative assessment in these cases, we can exploit the
approximate linearity of <inline-formula><mml:math id="M130" display="inline"><mml:mrow><mml:msup><mml:mi>g</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula>, especially close to <inline-formula><mml:math id="M131" display="inline"><mml:mrow><mml:msup><mml:mi>g</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn></mml:mrow></mml:math></inline-formula>. If we have solved the PMA problem in Eq. (<xref ref-type="disp-formula" rid="Ch1.E13"/>)
once for a target reliability <inline-formula><mml:math id="M132" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, obtaining the solution <inline-formula><mml:math id="M133" display="inline"><mml:mrow><mml:msup><mml:mi>g</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula>, we can then use the secant method to construct an
estimate of <inline-formula><mml:math id="M134" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>≡</mml:mo><mml:mi mathvariant="italic">β</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi>g</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>=</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> as
              <disp-formula id="Ch1.E16" content-type="numbered"><label>16</label><mml:math id="M135" display="block"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>-</mml:mo><mml:msup><mml:mi mathvariant="italic">β</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow><mml:mrow><mml:msup><mml:mi>g</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>-</mml:mo><mml:msup><mml:mi>g</mml:mi><mml:mrow><mml:mo>′</mml:mo><mml:mo>*</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:mfrac></mml:mstyle><mml:msup><mml:mi>g</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
            where <inline-formula><mml:math id="M136" display="inline"><mml:mrow><mml:msup><mml:mi>g</mml:mi><mml:mrow><mml:mo>′</mml:mo><mml:mo>*</mml:mo></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> is the solution of a PMA problem for a target reliability <inline-formula><mml:math id="M137" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">β</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>∈</mml:mo><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. If the
initial <inline-formula><mml:math id="M138" display="inline"><mml:mrow><mml:msup><mml:mi>g</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> is sufficiently small (close to 0) and/or sufficiently linear, then the above will provide a good estimate
<inline-formula><mml:math id="M139" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula> and hence an estimate of the probability of failure as <inline-formula><mml:math id="M140" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi mathvariant="normal">Φ</mml:mi><mml:mo>(</mml:mo><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. Otherwise, this procedure can
be iterated (setting <inline-formula><mml:math id="M141" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mi mathvariant="normal">t</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="italic">β</mml:mi><mml:mo>′</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M142" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">β</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="italic">β</mml:mi><mml:mn mathvariant="normal">0</mml:mn></mml:msub></mml:mrow></mml:math></inline-formula>). In such cases, unless the initial <inline-formula><mml:math id="M143" display="inline"><mml:mrow><mml:msup><mml:mi>g</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> is very
far away from zero and/or <inline-formula><mml:math id="M144" display="inline"><mml:mi>g</mml:mi></mml:math></inline-formula> is highly non-linear, only a few more iterations (1–3) should suffice to get at least two
digits of accuracy for <inline-formula><mml:math id="M145" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>.</p>
</sec>
<sec id="Ch1.S2.SS2.SSS3">
  <label>2.2.3</label><title>Two-loop RBDO vs. single-loop RBDO</title>
      <p id="d1e3262">As is evident from Eq. (<xref ref-type="disp-formula" rid="Ch1.E15"/>), the current formulation of the RBDO problem consists of two nested
loops. One outer optimization problem that solves the design optimization problem under the given constraints and one
inner optimization that solves the (PMA) reliability problem to obtain the<?pagebreak page178?> probabilistic constraints for each
iteration. This can be computationally demanding, even when the convergence of the PMA subproblem is accelerated by the
use of improved optimization methods like the hybrid mean-value algorithm <xref ref-type="bibr" rid="bib1.bibx98" id="paren.50"/>. For this reason, several
alternative solution strategies for RBDO have been proposed <xref ref-type="bibr" rid="bib1.bibx85" id="paren.51"/>. This usually involves either decoupling
the two loops into a sequence of deterministic optimization and reliability analysis, most prominently in the sequential
optimization and reliability analysis (SORA) method <xref ref-type="bibr" rid="bib1.bibx19" id="paren.52"/>, or the use of reformulated single-loop approaches, most
prominently in the aptly named single-loop approach (SLA) <xref ref-type="bibr" rid="bib1.bibx9" id="paren.53"/>. All these methods involve some kind of
approximation of the FORM-based constraint.  While speeding up the convergence significantly compared to conventional
two-loop strategies, this can also lead to lack of convergence for some problems <xref ref-type="bibr" rid="bib1.bibx3" id="paren.54"/>. On the other hand, SORA
seems to be fairly robust, due in large to the fact that its reliability-based constraint is locally equivalent to the
two-loop approach, meaning that as the changes in the design become small from one round of deterministic optimization
to the next, the error in the approximation when using a fixed reliability estimate during the design optimization tends
to zero.</p>
</sec>
</sec>
<sec id="Ch1.S2.SS3">
  <label>2.3</label><title>Surrogate modeling</title>
      <p id="d1e3292">Surrogate modeling is generally a vast topic and the interested reader is referred to <xref ref-type="bibr" rid="bib1.bibx89" id="text.55"/>
and <xref ref-type="bibr" rid="bib1.bibx52" id="text.56"/> for more general overviews, as well as to <xref ref-type="bibr" rid="bib1.bibx82" id="text.57"/> for the high-dimensional model
representation approach and <xref ref-type="bibr" rid="bib1.bibx63" id="text.58"/> and <xref ref-type="bibr" rid="bib1.bibx68" id="text.59"/> for more detailed looks at Gaussian process
regression (GPR). For applications to RBDO in general, <xref ref-type="bibr" rid="bib1.bibx20" id="text.60"/> and <xref ref-type="bibr" rid="bib1.bibx33" id="text.61"/> are instructive.</p>
      <p id="d1e3317">Focusing our attention to wind turbine applications, it has been common for quite some time to use surrogate modeling
due to the computationally demanding simulations required for time-domain analysis. This is especially true for reliability analysis, optimization and RBDO, due to the drastically increased computational effort involved. The most commonly applied types of surrogate
models in wind energy have been response surface models (typically second-order polynomials), Taylor expansions and
(especially more recently) GPR. GPR has many advantages, including the ability to capture non-linearities with higher
fidelity and providing an estimate of its own uncertainty by default but generally requires a larger number of samples
to gain a significant advantage over response surface methods <xref ref-type="bibr" rid="bib1.bibx41" id="paren.62"/>. We note that GPR is often referred to as
kriging in the engineering literature. Although, for most practical purposes, the two terms can be used interchangeably,
GPR is more general. Hence, to avoid specificity where it is not needed, we will use the term GPR.</p><?xmltex \hack{\newpage}?>
<sec id="Ch1.S2.SS3.SSS1">
  <label>2.3.1</label><title>GPR</title>
      <p id="d1e3331">The essentials of GPR are quite similar to conventional regression methods. We wish to construct a model <inline-formula><mml:math id="M146" display="inline"><mml:mrow><mml:mi>y</mml:mi><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> for the
response <inline-formula><mml:math id="M147" display="inline"><mml:mi>y</mml:mi></mml:math></inline-formula> to some input <inline-formula><mml:math id="M148" display="inline"><mml:mi>x</mml:mi></mml:math></inline-formula>. However, instead of considering, for example, a multi-linear or polynomial model plus a
simple noise term, one instead considers a more general expansion of the input in some basis <inline-formula><mml:math id="M149" display="inline"><mml:mi>B</mml:mi></mml:math></inline-formula> (which could be constant,
linear, polynomial or otherwise) plus a realization of a zero-mean Gaussian process (GP):
              <disp-formula id="Ch1.E17" content-type="numbered"><label>17</label><mml:math id="M150" display="block"><mml:mrow><mml:mi>y</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="italic">γ</mml:mi><mml:mi>B</mml:mi><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo><mml:mo>+</mml:mo><mml:mi mathvariant="normal">GP</mml:mi><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
            where <inline-formula><mml:math id="M151" display="inline"><mml:mi mathvariant="italic">γ</mml:mi></mml:math></inline-formula> is a set of basis coefficients. The Gaussian process is determined by its covariance function, which is
the product of the noise parameter <inline-formula><mml:math id="M152" display="inline"><mml:mi mathvariant="italic">σ</mml:mi></mml:math></inline-formula> and a kernel function. The kernel function gives the covariance function its
main structure by determining the correlation between points <inline-formula><mml:math id="M153" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi>x</mml:mi><mml:mo>′</mml:mo></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. Usually, these kernel functions are exponentially
decaying with the Euclidean distance between the points. In addition to <inline-formula><mml:math id="M154" display="inline"><mml:mi mathvariant="italic">σ</mml:mi></mml:math></inline-formula>, the covariance function is
parameterized by one or more hyperparameters. All in all, GPR consists of fitting <inline-formula><mml:math id="M155" display="inline"><mml:mi mathvariant="italic">γ</mml:mi></mml:math></inline-formula>, <inline-formula><mml:math id="M156" display="inline"><mml:mi mathvariant="italic">σ</mml:mi></mml:math></inline-formula> and all the kernel
parameters based on a set of training data <inline-formula><mml:math id="M157" display="inline"><mml:mrow><mml:mo mathvariant="italic">{</mml:mo><mml:msub><mml:mi>y</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>x</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo mathvariant="italic">}</mml:mo></mml:mrow></mml:math></inline-formula>, where in general each input <inline-formula><mml:math id="M158" display="inline"><mml:mrow><mml:msub><mml:mi>x</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> can be
multi-dimensional. These parameters are fit using maximum likelihood estimation, though finding optimal parameters often
requires the use of global optimization methods in order to fully consider the range of possible parameter values. The
fitted covariance function of the GPR model, in particular the value of <inline-formula><mml:math id="M159" display="inline"><mml:mi mathvariant="italic">σ</mml:mi></mml:math></inline-formula>, provides a natural estimate of the
inherent uncertainty (or expected error) of the surrogate model, which can then be used to establish
confidence/prediction intervals for predicted model responses to new inputs. An illustration of GPR is given in
Fig. <xref ref-type="fig" rid="Ch1.F2"/>.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F2"><?xmltex \currentcnt{2}?><label>Figure 2</label><caption><p id="d1e3502">GPR demonstrated on two related test functions: one with no noise <bold>(a)</bold> and one with noise <bold>(b)</bold>.
In the former
case, 10 sample points are enough for a very good estimate (the real function, <inline-formula><mml:math id="M160" display="inline"><mml:mi>y</mml:mi></mml:math></inline-formula>, being within 1 standard
deviation of the estimate, <inline-formula><mml:math id="M161" display="inline"><mml:mover accent="true"><mml:mi>y</mml:mi><mml:mo mathvariant="normal" stretchy="false">^</mml:mo></mml:mover></mml:math></inline-formula>, throughout). Note also how the uncertainty decreases around the sample points
in this case due to the lack of noise. In the second case, more samples are needed for a good estimate. The noisy
function does at one point exceed even 2 standard deviations away from the estimate, but the underlying
(non-noisy) function is well estimated. Note also how the uncertainty level, while more or less constant, is not
higher than it was away from the sample points of the non-noisy case. </p></caption>
            <?xmltex \igopts{width=241.848425pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f02.png"/>

          </fig>

</sec>
<sec id="Ch1.S2.SS3.SSS2">
  <label>2.3.2</label><title>Design of experiment</title>
      <p id="d1e3543">As noted previously, GPR can require a large number of samples to attain its desired fidelity. For this reason, it is
common to apply specialized sampling techniques, together usually referred to as the design of experiment (DOE), that sample
the input space more efficiently and thereby require less samples than, e.g., uniform random sampling. Depending on the
desired outcome, one could, for instance, opt for importance sampling (most useful in this case if it is known that only a
certain region of the input space is of interest, e.g., for a reliability analysis where one mainly wishes to use the
surrogate model around the failure surface) or a space-filling approach like Latin hypercube sampling or quasi-Monte
Carlo sampling (these are most useful when as wide coverage of the input space as possible is needed, e.g., for
optimization where the region of interest is likely to shift dynamically). A comparison between Latin hypercube sampling
and quasi-Monte Carlo sampling was performed in <xref ref-type="bibr" rid="bib1.bibx46" id="text.63"/>, where it was found that Latin hypercube sampling can
give better or more efficient results for certain types of problems<?pagebreak page179?> but that quasi-Monte Carlo sampling was otherwise
equal or superior and generally more robust when the problem could not be classified a priori. Latin hypercube sampling
has been more common for wind energy applications, but a quasi-Monte Carlo sampling method based on the Sobol sequence
was used in <xref ref-type="bibr" rid="bib1.bibx56" id="text.64"/>.</p>
</sec>
</sec>
<sec id="Ch1.S2.SS4">
  <label>2.4</label><title>Proposed RBDO framework</title>
      <p id="d1e3562">In the following, we will explain the details of our proposed framework for RBDO of OWT support structures. However,
we begin with a few remarks that serve to motivate this approach.</p>
<sec id="Ch1.S2.SS4.SSS1">
  <label>2.4.1</label><title>Motivation</title>
      <p id="d1e3572">Considering the state of the art for reliability analysis and RBDO for OWTs more generally, we can make a few summary
observations based on the previous discussion. Firstly, the vast majority of studies make use of either simplified
analytical limit state functions (allowing more easily the use of FORM and making the probabilistic constraints easier
to combine with design optimization) or surrogate models that completely replace simulation output (usually combined
with sampling-based reliability analysis). Secondly, when not based on heuristic optimization methods (as has been the
case for all RBDO studies concerning the design of support structures specifically), gradient-based design optimization
as part of RBDO has not utilized analytical sensitivities. Thirdly, little to no use of PMA for reliability analysis or
more advanced RBDO methods like SORA or SLA has been made, despite their notable advantages.</p>
      <p id="d1e3575"><?xmltex \hack{\newpage}?>What can be concluded from this? Simply put, considerable progress could be made by making the state of the art for OWT
RBDO, and for support structure design in particular, more in line with the general state of the art. However, this
should be done in a way that maintains some of the OWT-specific developments made in previous optimization
studies. Furthermore, by combining elements from all these sources, it could be possible to obtain a synthesized
methodology that retains many of the individual advantages. However, this requires a new approach because of the ways in
which the previous methods seem incompatible. It is, e.g., seemingly not possible to use analytical sensitivities if the
simulation output is replaced by surrogate models.</p>
</sec>
<sec id="Ch1.S2.SS4.SSS2">
  <label>2.4.2</label><title>Key simplification</title>
      <?pagebreak page180?><p id="d1e3587">Suppose that all relevant limit state functions <inline-formula><mml:math id="M162" display="inline"><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> can be written in the form <inline-formula><mml:math id="M163" display="inline"><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi>Q</mml:mi><mml:mo>-</mml:mo><mml:mi>R</mml:mi></mml:mrow></mml:math></inline-formula>, which is generally the
case for support structure design, with <inline-formula><mml:math id="M164" display="inline"><mml:mi>Q</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M165" display="inline"><mml:mi>R</mml:mi></mml:math></inline-formula> being the load effect and resistance as before. Furthermore, for
simplicity (and since this is usually the case), assume that while both <inline-formula><mml:math id="M166" display="inline"><mml:mi>Q</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M167" display="inline"><mml:mi>R</mml:mi></mml:math></inline-formula> are functions of the design <inline-formula><mml:math id="M168" display="inline"><mml:mi mathvariant="bold-italic">x</mml:mi></mml:math></inline-formula> and
the stochastic variables <inline-formula><mml:math id="M169" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula>, only <inline-formula><mml:math id="M170" display="inline"><mml:mi>Q</mml:mi></mml:math></inline-formula> is determined by simulations. We then make the following simplification:
              <disp-formula id="Ch1.E18" content-type="numbered"><label>18</label><mml:math id="M171" display="block"><mml:mrow><mml:mi>Q</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>)</mml:mo><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
            where <inline-formula><mml:math id="M172" display="inline"><mml:mi>Y</mml:mi></mml:math></inline-formula> is some arbitrary unknown function with the property that <inline-formula><mml:math id="M173" display="inline"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:mover accent="true"><mml:mi mathvariant="italic">θ</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>, with <inline-formula><mml:math id="M174" display="inline"><mml:mover accent="true"><mml:mi mathvariant="italic">θ</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover></mml:math></inline-formula> as the
mean values of <inline-formula><mml:math id="M175" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula>, and <inline-formula><mml:math id="M176" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>Q</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:mover accent="true"><mml:mi mathvariant="italic">θ</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the mean response at the specific
design <inline-formula><mml:math id="M177" display="inline"><mml:mi mathvariant="bold-italic">x</mml:mi></mml:math></inline-formula>. A simple example of how such a factorization makes sense locally is shown in
Fig. <xref ref-type="fig" rid="Ch1.F3"/>. What are the implications of this assumption? Firstly, note that this assumption
is consistent with the common simplified limit state functions where the stochastic response is modeled as the product
of the stochastic variables <inline-formula><mml:math id="M178" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula> and the design-dependent mean response. However, in our case, we make no assumption
about the functional representation of this factorization. Hence, this should allow for a higher-fidelity representation
of how stochastic variables input to the system are propagated through the response estimation. Secondly, while this is
indeed a simplification which cannot in general be assumed valid, previous studies detailing how the fatigue damage
distribution of OWT support structures changes when the design is modified (<xref ref-type="bibr" rid="bib1.bibx73 bib1.bibx74" id="altparen.65"/>)
indicate that this kind of proportional scaling is a reasonable assumption as long as the design does not change too
much. Furthermore, it is not unreasonable to make a similar assumption for extreme loads. Thirdly, this factorization
makes it possible to fit a surrogate model of the response to variations in the stochastic variables only, while the
design-dependent part of the response remains as in a deterministic setting. On the one hand, this means that we can fix
the design and fit our surrogate model as
              <disp-formula id="Ch1.E19" content-type="numbered"><label>19</label><mml:math id="M179" display="block"><mml:mrow><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:msup><mml:mi mathvariant="italic">θ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msup><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>Q</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="italic">θ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msup><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo mathvariant="normal" stretchy="false">̃</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
            where for each sampled point <inline-formula><mml:math id="M180" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">θ</mml:mi><mml:mi mathvariant="normal">s</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> we estimate the total response <inline-formula><mml:math id="M181" display="inline"><mml:mi>Q</mml:mi></mml:math></inline-formula> and then factor out the design-dependent mean
response. This greatly reduces the dimensionality of the surrogate modeling problem, since we do not have to also sample
different values of <inline-formula><mml:math id="M182" display="inline"><mml:mi mathvariant="bold-italic">x</mml:mi></mml:math></inline-formula>. Since the fit is design independent given the underlying simplifications, we may then
say that we obtain a quasi-global (in design space) surrogate model that can be used throughout a design optimization
procedure, greatly reducing the computational effort of any reliability calculation. On the other hand, the separation
of stochastic and deterministic response means that for the estimation of design sensitivities we have the property that
              <disp-formula id="Ch1.E20" content-type="numbered"><label>20</label><mml:math id="M183" display="block"><mml:mrow><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mi>Q</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>=</mml:mo><mml:mi>Y</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>)</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mo>∂</mml:mo><mml:mover accent="true"><mml:mi>Q</mml:mi><mml:mo mathvariant="normal" stretchy="false">̃</mml:mo></mml:mover><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:mo>∂</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
            Hence, the use of analytical design sensitivities becomes possible. Finally, note that while the simplification is expected to lose
accuracy as the design moves further and further away from the initial configuration where the surrogate model was fit,
the mean response remains exact. This is not the case when a surrogate model fit replaces the simulated response
entirely. Hence, for use in RBDO, the factorization in Eq. (<xref ref-type="disp-formula" rid="Ch1.E18"/>) is going to behave at worst
like a deterministic optimization that includes some simplified reliability estimate (based on <inline-formula><mml:math id="M184" display="inline"><mml:mi>Y</mml:mi></mml:math></inline-formula>) that modifies
both the constraint value and the constraint gradients, in a way not too different from SORA and SLA.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F3"><?xmltex \currentcnt{3}?><label>Figure 3</label><caption><p id="d1e3961">An example of factoring out the dependence of one variable from a non-separable expression by using GPR to
fit this unknown factor. The figure shows the relative error when approximating <inline-formula><mml:math id="M185" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>+</mml:mo><mml:mi>y</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula> as <inline-formula><mml:math id="M186" display="inline"><mml:mrow><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:mi>y</mml:mi><mml:mo>)</mml:mo><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>+</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup></mml:mrow></mml:math></inline-formula>, around
<inline-formula><mml:math id="M187" display="inline"><mml:mrow><mml:mi>x</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula>, with <inline-formula><mml:math id="M188" display="inline"><mml:mrow><mml:mi>f</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:math></inline-formula> and otherwise unknown. Note the accuracy of this representation around (1,1) and in general
the moderate error level as we move away from this region.</p></caption>
            <?xmltex \igopts{width=156.490157pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f03.png"/>

          </fig>

</sec>
<sec id="Ch1.S2.SS4.SSS3">
  <label>2.4.3</label><title>Formal statement</title>
      <p id="d1e4054">Our overall proposed framework is based on the previously stated PMA-based RBDO problem in
Eq. (<xref ref-type="disp-formula" rid="Ch1.E15"/>), restated here for convenience:
<?xmltex \hack{\newpage}?>
              <disp-formula id="Ch1.Ex1"><mml:math id="M189" display="block"><mml:mtable class="split" rowspacing="0.2ex" columnspacing="1em" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:munder><mml:mo movablelimits="false">min⁡</mml:mo><mml:mi>x</mml:mi></mml:munder></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mtext>mass</mml:mtext></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mtext>such that</mml:mtext></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi mathvariant="bold">A</mml:mi><mml:mtext>lin</mml:mtext></mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≤</mml:mo><mml:mi mathvariant="bold-italic">b</mml:mi></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≤</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi mathvariant="normal">u</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:mi mathvariant="bold-italic">x</mml:mi></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≥</mml:mo><mml:msub><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mi mathvariant="normal">l</mml:mi></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>c</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mspace linebreak="nobreak" width="1em"/><mml:mo>∀</mml:mo><mml:mi>j</mml:mi><mml:mo>∈</mml:mo><mml:msub><mml:mi mathvariant="script">J</mml:mi><mml:mtext>det</mml:mtext></mml:msub></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msup><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>*</mml:mo></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace width="0.25em" linebreak="nobreak"/><mml:mspace linebreak="nobreak" width="0.25em"/><mml:mo>∀</mml:mo><mml:mi>j</mml:mi><mml:mo>∈</mml:mo><mml:msub><mml:mi mathvariant="script">J</mml:mi><mml:mtext>prob</mml:mtext></mml:msub><mml:mo>.</mml:mo></mml:mrow></mml:mtd></mml:mtr></mml:mtable></mml:math></disp-formula>
            <inline-formula><mml:math id="M190" display="inline"><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is now defined as
              <disp-formula id="Ch1.E21" content-type="numbered"><label>21</label><mml:math id="M191" display="block"><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:msub><mml:mi>y</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>q</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:msub><mml:mi>q</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:msub><mml:mi>r</mml:mi><mml:mi>j</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>,</mml:mo><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>r</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
            with <inline-formula><mml:math id="M192" display="inline"><mml:mrow><mml:msub><mml:mi>y</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> as a surrogate model defined and fit according to Eqs. (<xref ref-type="disp-formula" rid="Ch1.E18"/>) and
(<xref ref-type="disp-formula" rid="Ch1.E19"/>), and <inline-formula><mml:math id="M193" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>q</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M194" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>r</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> are the stochastic parameters in <inline-formula><mml:math id="M195" display="inline"><mml:mi mathvariant="italic">θ</mml:mi></mml:math></inline-formula> for the load effect
and the resistance, respectively. Note that we can obtain <inline-formula><mml:math id="M196" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:msubsup><mml:mi>H</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msubsup><mml:mo>(</mml:mo><mml:mi mathvariant="normal">Φ</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi>v</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, so that even though
the solution of the reliability subproblem resulting in <inline-formula><mml:math id="M197" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold-italic">v</mml:mi><mml:mo>*</mml:mo></mml:msup></mml:mrow></mml:math></inline-formula> is performed in standard normal space, it is
never necessary to obtain <inline-formula><mml:math id="M198" display="inline"><mml:mrow><mml:msub><mml:mi>y</mml:mi><mml:mi>j</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> as a function of <inline-formula><mml:math id="M199" display="inline"><mml:mi mathvariant="bold-italic">v</mml:mi></mml:math></inline-formula>. To ensure that the RBDO problem is solved with sufficient
accuracy, specifically that the final design is actually feasible with respect to the probabilistic constraints, the
procedure can be repeated several times, fitting a new surrogate model at the solution of the previous RBDO loop and
starting a new RBDO loop from this design point. The overall method is compactly stated as Algorithm 1
and illustrated in Fig. <xref ref-type="fig" rid="Ch1.F4"/>.<?xmltex \hack{\newline}?><?xmltex \hack{\newline}?><?xmltex \igopts{width=236.157874pt}?><inline-graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-g01.png"/></p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F4"><?xmltex \currentcnt{4}?><label>Figure 4</label><caption><p id="d1e4425">Flowchart representation of Algorithm 1.</p></caption>
            <?xmltex \igopts{width=236.157874pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f04.png"/>

          </fig>

</sec>
</sec>
</sec>
<sec id="Ch1.S3">
  <label>3</label><title>Testing and implementation details</title>
      <p id="d1e4444">The design optimization performed in this study will in all cases be based on output from time-domain simulations of
finite element models. These have been implemented in an in-house, MATLAB finite element code as assembled Timoschenko
beam elements with 6 degrees of freedom at<?pagebreak page181?> each end of each element. The analysis is based on Newmark integration and
uses a consistent mass matrix and a Rayleigh damping matrix with mass and stiffness proportionality scaled according to
the first two eigenmodes. A typical finite element, including variables, is shown in Fig. <xref ref-type="fig" rid="Ch1.F5"/>a
and a more general representation of the OWT system is shown in Fig. <xref ref-type="fig" rid="Ch1.F5"/>b.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F5"><?xmltex \currentcnt{5}?><label>Figure 5</label><caption><p id="d1e4453">Beam element with design variables <inline-formula><mml:math id="M200" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:msub><mml:mi>D</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>,</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, length <inline-formula><mml:math id="M201" display="inline"><mml:mrow><mml:msub><mml:mi>L</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, nodal coordinates <inline-formula><mml:math id="M202" display="inline"><mml:mi mathvariant="bold-italic">u</mml:mi></mml:math></inline-formula> and coordinate
systems indicated <bold>(a)</bold> and the offshore wind turbine system and environment <bold>(b)</bold>.</p></caption>
        <?xmltex \igopts{width=199.169291pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f05.png"/>

      </fig>

<sec id="Ch1.S3.SS1">
  <label>3.1</label><title>Models and loads</title>
      <p id="d1e4515">To test the proposed methodology, two main cases will be used. The first of these cases is a simplified model based on a
uniform section of a monopile support structure, initially uniform in its cross-sectional dimensions and with uniform
lengths for each element. This is meant to demonstrate the basic idea of the method without having to consider realistic
designs. This model will be referred to below as the “Simple Beam”. The second case is a simplified but
reasonably realistic representation of the OC3 Monopile <xref ref-type="bibr" rid="bib1.bibx35" id="paren.66"/> with the cross-sectional dimensions of each segment
initially corresponding to the OC3 design, i.e., with a uniform monopile segment and a linearly tapered tower
segment. The element lengths are consistent within each major segment but differ between the tower and
monopile. Furthermore, this model also includes a point mass on the top of the tower, with mass and inertia properties
meant to represent the National Renewable Energy Laboratory (NREL) 5 MW turbine <xref ref-type="bibr" rid="bib1.bibx36" id="paren.67"/>. This model
will be referred to as the “OC3 Monopile”. Some
of the basic properties of these two models are listed in Table <xref ref-type="table" rid="Ch1.T1"/>, and the material properties are
consistent with the ones in <xref ref-type="bibr" rid="bib1.bibx35" id="text.68"/>. The models are fixed (clamped) at one end (at a location that corresponds to
the mudline for the OC3 Monopile); i.e., there is no modeling of soil included. This will affect the global stiffness and
change the dynamics of the structural models somewhat but is not expected to have a large effect on how these models
function in terms of testing the RBDO method. Both models are loaded at the top with force and moment time series
extracted from fixed rotor simulations of the NREL 5 MW turbine subject to turbulent wind fields within the aeroelastic
Fedem Windpower software <xref ref-type="bibr" rid="bib1.bibx22" id="paren.69"/>. Note that the externally input rotor loads are only calculated once and are
taken as design independent, though the response to these loads is calculated for every design. These forces and moments
are input into the dynamic simulation as loads on each of the 6 degrees of freedom on the top node of the tower. Wave
loads are represented by a horizontal force time series, applied at a location corresponding to the bottom of the tower
in the OC3 Monopile and at an analog location for the Simple Beam. In the dynamic simulation, this is input as a load on
the degree of freedom corresponding to displacement in the mean wind direction, but no other degrees of freedom are
loaded by this force. This force has been tuned to give an equivalent moment at the lower end of the structures as the
integrated contribution of all horizontal wave forces along the height of the water column at each instant in
time. These forces are calculated from the Morison equation, based on wave kinematics sampled from the Joint
North Sea Wave Project (JONSWAP) spectrum
and including Wheeler stretching. The inertia and drag coefficients are 2.0 and 0.8, respectively. Since the wave loads
depend on the diameter of the relevant members, these loads are recalculated for every design before being input to the
dynamic<?pagebreak page182?> simulation. The duration of the applied loads is 600 s after the removal of initial transients. Up to
four different loading scenarios are included in the analysis, with environmental data based on the Ijmuiden Shallow
Water Site <xref ref-type="bibr" rid="bib1.bibx23" id="paren.70"/> and using different random seeds for each realization of wind and wave conditions. The
probabilities of occurrence for fatigue estimation have been renormalized so that they sum to 1 for the reduced set of
cases. These loading scenarios are summarized in Table <xref ref-type="table" rid="Ch1.T2"/>.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T1" specific-use="star"><?xmltex \currentcnt{1}?><label>Table 1</label><caption><p id="d1e4541">Properties of the two models used in the study.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="3">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="right"/>
     <oasis:colspec colnum="3" colname="col3" align="right"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Property</oasis:entry>
         <oasis:entry colname="col2">Simple Beam</oasis:entry>
         <oasis:entry colname="col3">OC3 Monopile</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">Number of elements</oasis:entry>
         <oasis:entry colname="col2">6</oasis:entry>
         <oasis:entry colname="col3">14</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Number of monopile elements</oasis:entry>
         <oasis:entry colname="col2">6</oasis:entry>
         <oasis:entry colname="col3">3</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Number of tower elements</oasis:entry>
         <oasis:entry colname="col2">0</oasis:entry>
         <oasis:entry colname="col3">11</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Lengths of monopile elements (m)</oasis:entry>
         <oasis:entry colname="col2">10</oasis:entry>
         <oasis:entry colname="col3">10</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Lengths of tower elements (m)</oasis:entry>
         <oasis:entry colname="col2">n/a</oasis:entry>
         <oasis:entry colname="col3">7.05</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Initial diameter of monopile elements (m)</oasis:entry>
         <oasis:entry colname="col2">6.0</oasis:entry>
         <oasis:entry colname="col3">6.0</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Initial thickness of monopile elements (m)</oasis:entry>
         <oasis:entry colname="col2">0.06</oasis:entry>
         <oasis:entry colname="col3">0.06</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Initial diameter of tower bottom (m)</oasis:entry>
         <oasis:entry colname="col2">n/a</oasis:entry>
         <oasis:entry colname="col3">6.0</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Initial diameter of tower top (m)</oasis:entry>
         <oasis:entry colname="col2">n/a</oasis:entry>
         <oasis:entry colname="col3">3.87</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Initial thickness of tower bottom (m)</oasis:entry>
         <oasis:entry colname="col2">n/a</oasis:entry>
         <oasis:entry colname="col3">0.027</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Initial thickness of tower top (m)</oasis:entry>
         <oasis:entry colname="col2">n/a</oasis:entry>
         <oasis:entry colname="col3">0.019</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table><table-wrap-foot><p id="d1e4544">n/a – not applicable.</p></table-wrap-foot></table-wrap>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T2" specific-use="star"><?xmltex \currentcnt{2}?><label>Table 2</label><caption><p id="d1e4712">Properties of the loading scenarios. International Electrotechnical Commission (IEC) design load cases (DLCs) refer to <xref ref-type="bibr" rid="bib1.bibx31" id="text.71"/>.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="5">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="right"/>
     <oasis:colspec colnum="3" colname="col3" align="right"/>
     <oasis:colspec colnum="4" colname="col4" align="right"/>
     <oasis:colspec colnum="5" colname="col5" align="right"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Property</oasis:entry>
         <oasis:entry colname="col2">Scenario 1</oasis:entry>
         <oasis:entry colname="col3">Scenario 2</oasis:entry>
         <oasis:entry colname="col4">Scenario 3</oasis:entry>
         <oasis:entry colname="col5">Scenario 4</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">Type of analysis</oasis:entry>
         <oasis:entry colname="col2">Fatigue</oasis:entry>
         <oasis:entry colname="col3">Fatigue</oasis:entry>
         <oasis:entry colname="col4">Fatigue</oasis:entry>
         <oasis:entry colname="col5">Extreme load</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">IEC DLC</oasis:entry>
         <oasis:entry colname="col2">1.2</oasis:entry>
         <oasis:entry colname="col3">1.2</oasis:entry>
         <oasis:entry colname="col4">1.2</oasis:entry>
         <oasis:entry colname="col5">1.3</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Mean wind speed (m s<inline-formula><mml:math id="M203" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>)</oasis:entry>
         <oasis:entry colname="col2">4</oasis:entry>
         <oasis:entry colname="col3">12</oasis:entry>
         <oasis:entry colname="col4">18</oasis:entry>
         <oasis:entry colname="col5">18</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Turbulence intensity (%)</oasis:entry>
         <oasis:entry colname="col2">20.4</oasis:entry>
         <oasis:entry colname="col3">14.6</oasis:entry>
         <oasis:entry colname="col4">13.6</oasis:entry>
         <oasis:entry colname="col5">20</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Significant wave height (m)</oasis:entry>
         <oasis:entry colname="col2">0.97</oasis:entry>
         <oasis:entry colname="col3">1.57</oasis:entry>
         <oasis:entry colname="col4">2.56</oasis:entry>
         <oasis:entry colname="col5">2.56</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Peak period (s)</oasis:entry>
         <oasis:entry colname="col2">5.65</oasis:entry>
         <oasis:entry colname="col3">5.79</oasis:entry>
         <oasis:entry colname="col4">7.0</oasis:entry>
         <oasis:entry colname="col5">7.0</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Spectral peakedness</oasis:entry>
         <oasis:entry colname="col2">3.3</oasis:entry>
         <oasis:entry colname="col3">3.3</oasis:entry>
         <oasis:entry colname="col4">3.3</oasis:entry>
         <oasis:entry colname="col5">3.3</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Surface current speed (m s<inline-formula><mml:math id="M204" display="inline"><mml:msup><mml:mi/><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msup></mml:math></inline-formula>)</oasis:entry>
         <oasis:entry colname="col2">0.0</oasis:entry>
         <oasis:entry colname="col3">0.0</oasis:entry>
         <oasis:entry colname="col4">0.0</oasis:entry>
         <oasis:entry colname="col5">0.6</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Probability of occurrence</oasis:entry>
         <oasis:entry colname="col2">0.47</oasis:entry>
         <oasis:entry colname="col3">0.41</oasis:entry>
         <oasis:entry colname="col4">0.12</oasis:entry>
         <oasis:entry colname="col5">n/a</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

</sec>
<sec id="Ch1.S3.SS2">
  <label>3.2</label><title>Constraints</title>
      <p id="d1e4954">As indicated in Eq. (<xref ref-type="disp-formula" rid="Ch1.E15"/>), the optimization is constrained with upper and lower bounds on the
design variables. This is done from a theoretical point of view in order for the final designs to be somewhat
realistic with respect to practical constraints related to manufacturing, transportation and installation that are not
specifically accounted for in the modeling. From a more practical point of view, some decreased numerical performance
was observed, during initial testing, once the design variables went outside a certain range, especially for certain
combinations of values for some variables. For this reason, the upper and lower bounds were set stricter than
normal practice would dictate. In particular, the lower bounds are for both models set at 70 % of the smallest initial
diameter and thickness, respectively; the upper bounds are set at 150 % of the largest diameter and thickness,
respectively. We refer to Table <xref ref-type="table" rid="Ch1.T1"/> for the smallest and largest values for each model. While these bounds
do not directly correspond to any specific real limits, the restriction is not expected to rule out any design of
practical interest. As for linear constraints, we will in some cases include an upper limit on the <inline-formula><mml:math id="M205" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>-</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:math></inline-formula> ratio of 120,
consistent with the NORSOK standard <xref ref-type="bibr" rid="bib1.bibx72" id="paren.72"/>. In terms of non-linear constraints, we consider limits on the
accumulated 20-year fatigue damage and on the maximum bending moment, to be detailed below. Fatigue calculations are
done as follows. From the displacements obtained as the solutions to Eq. (<xref ref-type="disp-formula" rid="Ch1.E3"/>), the internal forces and
moments <inline-formula><mml:math id="M206" display="inline"><mml:mrow><mml:msub><mml:mi>S</mml:mi><mml:mtext>in</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> are obtained by multiplication with the element stiffness matrices <inline-formula><mml:math id="M207" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="bold">K</mml:mi><mml:mi mathvariant="normal">e</mml:mi></mml:msup></mml:mrow></mml:math></inline-formula> as
            <disp-formula id="Ch1.E22" content-type="numbered"><label>22</label><mml:math id="M208" display="block"><mml:mrow><mml:msub><mml:mi>S</mml:mi><mml:mtext>in</mml:mtext></mml:msub><mml:mo>=</mml:mo><mml:msup><mml:mi mathvariant="bold">K</mml:mi><mml:mi mathvariant="normal">e</mml:mi></mml:msup><mml:msup><mml:mi mathvariant="bold-italic">u</mml:mi><mml:mi mathvariant="normal">e</mml:mi></mml:msup><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          From the components of <inline-formula><mml:math id="M209" display="inline"><mml:mrow><mml:msub><mml:mi>S</mml:mi><mml:mtext>in</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> corresponding to the axial force <inline-formula><mml:math id="M210" display="inline"><mml:mrow><mml:msub><mml:mi>S</mml:mi><mml:mtext>ax</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula>, in-plane and out-of-plane moments
<inline-formula><mml:math id="M211" display="inline"><mml:mrow><mml:msub><mml:mi>S</mml:mi><mml:mtext>ip</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M212" display="inline"><mml:mrow><mml:msub><mml:mi>S</mml:mi><mml:mtext>op</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula>, the normal stress <inline-formula><mml:math id="M213" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mi mathvariant="normal">n</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is then identified as
            <disp-formula id="Ch1.E23" content-type="numbered"><label>23</label><mml:math id="M214" display="block"><mml:mrow><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mi mathvariant="normal">n</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msub><mml:mi>S</mml:mi><mml:mtext>ax</mml:mtext></mml:msub></mml:mrow><mml:mrow><mml:msub><mml:mi>A</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>+</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mi>D</mml:mi><mml:mrow><mml:mn mathvariant="normal">2</mml:mn><mml:msub><mml:mi>I</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>(</mml:mo><mml:msub><mml:mi>S</mml:mi><mml:mtext>ip</mml:mtext></mml:msub><mml:mo>-</mml:mo><mml:msub><mml:mi>S</mml:mi><mml:mtext>op</mml:mtext></mml:msub><mml:mo>)</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M215" display="inline"><mml:mrow><mml:msub><mml:mi>A</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mi mathvariant="italic">π</mml:mi><mml:mo>(</mml:mo><mml:mo>(</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mi>D</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:mstyle><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>-</mml:mo><mml:mo>(</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mi>D</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:mstyle><mml:mo>-</mml:mo><mml:mi>t</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the cross-sectional area and
<inline-formula><mml:math id="M216" display="inline"><mml:mrow><mml:msub><mml:mi>I</mml:mi><mml:mi mathvariant="normal">c</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mi mathvariant="italic">π</mml:mi><mml:mn mathvariant="normal">4</mml:mn></mml:mfrac></mml:mstyle><mml:mo>(</mml:mo><mml:mo>(</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mi>D</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:mstyle><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:msup><mml:mo>-</mml:mo><mml:mo>(</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mi>D</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:mfrac></mml:mstyle><mml:mo>-</mml:mo><mml:mi>t</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the second moment of area. Rainflow counting
<xref ref-type="bibr" rid="bib1.bibx66" id="paren.73"/> is then applied to the normal stress time series, resulting in a set of amplitudes <inline-formula><mml:math id="M217" display="inline"><mml:mrow><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>
that correspond to the differences between stresses at particular times (a stress cycle), encoded in the vectors
<inline-formula><mml:math id="M218" display="inline"><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mtext>peak</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M219" display="inline"><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mtext>valley</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula>, i.e.,
            <disp-formula id="Ch1.E24" content-type="numbered"><label>24</label><mml:math id="M220" display="block"><mml:mrow><mml:mi mathvariant="normal">Δ</mml:mi><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mi mathvariant="normal">n</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mtext>peak</mml:mtext></mml:msub><mml:mo>(</mml:mo><mml:mi>i</mml:mi><mml:mo>)</mml:mo><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mi mathvariant="normal">n</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mtext>valley</mml:mtext></mml:msub><mml:mo>(</mml:mo><mml:mi>i</mml:mi><mml:mo>)</mml:mo><mml:mo>)</mml:mo><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          Unlike what is otherwise common practice, these amplitudes are not binned. This is in order to facilitate the
sensitivity analysis. The incurred fatigue damage <inline-formula><mml:math id="M221" display="inline"><mml:mi>F</mml:mi></mml:math></inline-formula> is then estimated by use of the Palmgren–Miner linear summation
rule, where the contribution from each stress cycle is given by application of the appropriate SN curves and thickness
correction <xref ref-type="bibr" rid="bib1.bibx16" id="paren.74"/>:
            <disp-formula id="Ch1.E25" content-type="numbered"><label>25</label><mml:math id="M222" display="block"><mml:mrow><mml:mi>F</mml:mi><mml:mo>=</mml:mo><mml:munder><mml:mo movablelimits="false">∑</mml:mo><mml:mi>i</mml:mi></mml:munder><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msub><mml:mi>n</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow><mml:mrow><mml:msub><mml:mi>a</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:mi mathvariant="normal">Δ</mml:mi><mml:msubsup><mml:mi mathvariant="italic">σ</mml:mi><mml:mi>i</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:msub><mml:mi>w</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:msubsup><mml:msup><mml:mfenced close=")" open="("><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mi>t</mml:mi><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mtext>ref</mml:mtext></mml:msub></mml:mrow></mml:mfrac></mml:mstyle></mml:mfenced><mml:mrow><mml:mo>-</mml:mo><mml:mi>k</mml:mi><mml:msub><mml:mi>w</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:msup><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M223" display="inline"><mml:mrow><mml:msub><mml:mi>n</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is either 0.5 or 1.0 depending on whether the given cycle is a half or full cycle, <inline-formula><mml:math id="M224" display="inline"><mml:mrow><mml:msub><mml:mi>a</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is a constant,
<inline-formula><mml:math id="M225" display="inline"><mml:mrow><mml:msub><mml:mi>w</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the Wöhler exponent, <inline-formula><mml:math id="M226" display="inline"><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mtext>ref</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> is the reference thickness below which no correction is necessary, and
<inline-formula><mml:math id="M227" display="inline"><mml:mi>k</mml:mi></mml:math></inline-formula> is the thickness correction exponent. The constants <inline-formula><mml:math id="M228" display="inline"><mml:mrow><mml:msub><mml:mi>a</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M229" display="inline"><mml:mrow><mml:msub><mml:mi>w</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M230" display="inline"><mml:mrow><mml:msub><mml:mi>t</mml:mi><mml:mtext>ref</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M231" display="inline"><mml:mi>k</mml:mi></mml:math></inline-formula> are set using the
SN curves for welds in tubular joints (in air and in water with corrosion protection, respectively, depending on the
element) found in <xref ref-type="bibr" rid="bib1.bibx16" id="text.75"/>. The total lifetime fatigue damage, <inline-formula><mml:math id="M232" display="inline"><mml:mrow><mml:msub><mml:mi>F</mml:mi><mml:mtext>tot</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula>, from all considered
environmental states, <inline-formula><mml:math id="M233" display="inline"><mml:mi>E</mml:mi></mml:math></inline-formula>, is then
            <disp-formula id="Ch1.E26" content-type="numbered"><label>26</label><mml:math id="M234" display="block"><mml:mrow><mml:msub><mml:mi>F</mml:mi><mml:mtext>tot</mml:mtext></mml:msub><mml:mo>=</mml:mo><mml:msub><mml:mi>T</mml:mi><mml:mtext>lf</mml:mtext></mml:msub><mml:munder><mml:mo movablelimits="false">∑</mml:mo><mml:mi>E</mml:mi></mml:munder><mml:mi>F</mml:mi><mml:mo>(</mml:mo><mml:mi>E</mml:mi><mml:mo>)</mml:mo><mml:msub><mml:mi>P</mml:mi><mml:mtext>occ</mml:mtext></mml:msub><mml:mo>(</mml:mo><mml:mi>E</mml:mi><mml:mo>)</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M235" display="inline"><mml:mrow><mml:msub><mml:mi>T</mml:mi><mml:mtext>lf</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> is a factor scaling up from simulation time to a 20-year lifetime, <inline-formula><mml:math id="M236" display="inline"><mml:mrow><mml:mi>F</mml:mi><mml:mo>(</mml:mo><mml:mi>E</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> evaluates
Eq. (<xref ref-type="disp-formula" rid="Ch1.E25"/>) for each state, <inline-formula><mml:math id="M237" display="inline"><mml:mi>E</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M238" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mtext>occ</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> are the corresponding probabilities of occurrence for
these states. The limit state function for fatigue, measuring the extent to which the lifetime fatigue damage exceeds
the fatigue resistance <inline-formula><mml:math id="M239" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">Δ</mml:mi><mml:mtext>F</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> (usually set to 1), used as a constraint in the deterministic optimization
problem, is hence
            <disp-formula id="Ch1.E27" content-type="numbered"><label>27</label><mml:math id="M240" display="block"><mml:mrow><mml:msub><mml:mi>F</mml:mi><mml:mtext>tot</mml:mtext></mml:msub><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="normal">Δ</mml:mi><mml:mtext>F</mml:mtext></mml:msub><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula>
          For the maximum bending moment, the calculation is based on <inline-formula><mml:math id="M241" display="inline"><mml:mrow><mml:msub><mml:mi>S</mml:mi><mml:mtext>ip</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> as obtained from
Eq. (<xref ref-type="disp-formula" rid="Ch1.E22"/>). However, since the use of global maxima can cause problems with smoothness (the global
maximum may not always change smoothly) and since checking the bending moment at every time step would be very time
consuming, a compromise is made. In particular, the Kreisselmeier–Steinhauser function <xref ref-type="bibr" rid="bib1.bibx45" id="paren.76"/> is used to
smoothly aggregate the bending moment time series into an upper envelope of the maximum:
            <disp-formula id="Ch1.E28" content-type="numbered"><label>28</label><mml:math id="M242" display="block"><mml:mrow><mml:msub><mml:mi>M</mml:mi><mml:mtext>KS</mml:mtext></mml:msub><mml:mo>=</mml:mo><mml:msub><mml:mi>S</mml:mi><mml:mtext>ip,max</mml:mtext></mml:msub><mml:mo>+</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">1</mml:mn><mml:mi>r</mml:mi></mml:mfrac></mml:mstyle><mml:mi>log⁡</mml:mi><mml:mfenced close="}" open="{"><mml:mrow><mml:munder><mml:mo movablelimits="false">∑</mml:mo><mml:mi>i</mml:mi></mml:munder><mml:mi>exp⁡</mml:mi><mml:mfenced close=")" open="("><mml:mrow><mml:mo>(</mml:mo><mml:msub><mml:mi>S</mml:mi><mml:mtext>ip</mml:mtext></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi>t</mml:mi><mml:mi>i</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:msub><mml:mi>S</mml:mi><mml:mtext>ip,max</mml:mtext></mml:msub><mml:mo>)</mml:mo><mml:mi>r</mml:mi></mml:mrow></mml:mfenced></mml:mrow></mml:mfenced><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where the subscript max denotes the global maximum, and <inline-formula><mml:math id="M243" display="inline"><mml:mi>r</mml:mi></mml:math></inline-formula> is a constant controlling the accuracy of the
approximation. The above expression approaches <inline-formula><mml:math id="M244" display="inline"><mml:mrow><mml:msub><mml:mi>S</mml:mi><mml:mtext>ip,max</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> from above as <inline-formula><mml:math id="M245" display="inline"><mml:mi>r</mml:mi></mml:math></inline-formula> approaches infinity. For
computations, <inline-formula><mml:math id="M246" display="inline"><mml:mi>r</mml:mi></mml:math></inline-formula> is typically taken to be 50–200 (set to 200 here) depending on desired accuracy (see <xref ref-type="bibr" rid="bib1.bibx12" id="altparen.77"/>
for a discussion of this for OWT applications). Note that, algebraically speaking, <inline-formula><mml:math id="M247" display="inline"><mml:mrow><mml:msub><mml:mi>S</mml:mi><mml:mtext>ip,max</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> cancels
out<fn id="Ch1.Footn1"><p id="d1e5799">The nominal expression for the Kreisselmeier–Steinhauser function does not actually include the global
maximum as it does here, but for improved numerical performance it has been added (first term) and subtracted
(exponential term) as suggested in the original study <xref ref-type="bibr" rid="bib1.bibx45" id="paren.78"/>.</p></fn>. Taking Eq. (<xref ref-type="disp-formula" rid="Ch1.E28"/>) as an estimate of
the maximum bending moment, we then compare this with the NORSOK design criterion for tubular members subject to bending
<xref ref-type="bibr" rid="bib1.bibx72" id="paren.79"/>. The calculation for the bending resistance uses the one for a <inline-formula><mml:math id="M248" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>-</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:math></inline-formula> ratio of 120 (for realistic <inline-formula><mml:math id="M249" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>-</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:math></inline-formula> ratios
exceeding this value, the changes are negligible). The resulting limit state is
            <disp-formula id="Ch1.E29" content-type="numbered"><label>29</label><mml:math id="M250" display="block"><mml:mrow><mml:msub><mml:mi>M</mml:mi><mml:mtext>KS</mml:mtext></mml:msub><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mi>Z</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">M</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced close=")" open="("><mml:mrow><mml:mn mathvariant="normal">0.94</mml:mn><mml:msub><mml:mi>f</mml:mi><mml:mi>y</mml:mi></mml:msub><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.76</mml:mn><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">120</mml:mn><mml:mi>E</mml:mi></mml:mfrac></mml:mstyle><mml:msubsup><mml:mi>f</mml:mi><mml:mi>y</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:mfenced><mml:mo>≤</mml:mo><mml:mn mathvariant="normal">0</mml:mn><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M251" display="inline"><mml:mrow><mml:mi>Z</mml:mi><mml:mo>=</mml:mo><mml:mstyle displaystyle="false"><mml:mfrac style="text"><mml:mn mathvariant="normal">1</mml:mn><mml:mn mathvariant="normal">6</mml:mn></mml:mfrac></mml:mstyle><mml:mo>(</mml:mo><mml:msup><mml:mi>D</mml:mi><mml:mn mathvariant="normal">3</mml:mn></mml:msup><mml:mo>-</mml:mo><mml:mo>(</mml:mo><mml:mi>D</mml:mi><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mi>t</mml:mi><mml:msup><mml:mo>)</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> is the plastic section modulus, <inline-formula><mml:math id="M252" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">M</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the material factor and
<inline-formula><mml:math id="M253" display="inline"><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mi>y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> is the yield strength of the material. The material factor is fixed at 1.45.</p>
      <p id="d1e5956">In principle, many other types of constraints should be included in order to ensure that the structure adheres to safety
standards (e.g., buckling) and having constraints on eigenfrequency (to avoid dynamic amplification) is also
common. However, in order to focus our attention on how the basic support structure optimization problem is affected by
the presence of probabilistic constraints, and see the effect of each probabilistic constraint more clearly, these other
safety checks have been left out.</p>
</sec>
<?pagebreak page183?><sec id="Ch1.S3.SS3">
  <label>3.3</label><title>Sensitivity</title>
      <p id="d1e5967">The estimation of gradients for the objective function as given in Eq. (<xref ref-type="disp-formula" rid="Ch1.E2"/>) and the linear
constraints is trivial. For the non-linear constraints, it is mainly a question of repeated application of the chain
rule as well as the rule of total derivatives for multivariate functions. See, e.g., <xref ref-type="bibr" rid="bib1.bibx10" id="text.80"/> for details of how this
can be done (the only modification in our case being the additional level added by Eq. <xref ref-type="disp-formula" rid="Ch1.E28"/>, which is
easily differentiated). However, note that, due to how the displacement sensitivity is calculated in
Eq. (<xref ref-type="disp-formula" rid="Ch1.E4"/>), regardless of location in the structure, there is always a dependence on each design
variable for every non-linear constraint. Hence, none of these derivatives are zero in general.</p>
</sec>
<?pagebreak page184?><sec id="Ch1.S3.SS4">
  <label>3.4</label><title>Probabilistic aspects and uncertainty modeling</title>
      <p id="d1e5987">For the RBDO formulation based on PMA, the limit state functions represented by Eqs. (<xref ref-type="disp-formula" rid="Ch1.E27"/>) and
(<xref ref-type="disp-formula" rid="Ch1.E29"/>) can be directly used, with the understanding that <inline-formula><mml:math id="M254" display="inline"><mml:mrow><mml:msub><mml:mi>F</mml:mi><mml:mtext>tot</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula>, <inline-formula><mml:math id="M255" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">Δ</mml:mi><mml:mtext>f</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula>,
<inline-formula><mml:math id="M256" display="inline"><mml:mrow><mml:msub><mml:mi>M</mml:mi><mml:mtext>KS</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M257" display="inline"><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mi>y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> become probabilistic quantities. Using the notation in Eq. (<xref ref-type="disp-formula" rid="Ch1.E21"/>),
we have

                <disp-formula specific-use="gather" content-type="numbered"><mml:math id="M258" display="block"><mml:mtable displaystyle="true"><mml:mlabeledtr id="Ch1.E30"><mml:mtd><mml:mtext>30</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle class="stylechange" displaystyle="true"/><mml:msub><mml:mi>g</mml:mi><mml:mtext>fls</mml:mtext></mml:msub><mml:mo>=</mml:mo><mml:msub><mml:mi>y</mml:mi><mml:mtext>fls</mml:mtext></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>q</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:msub><mml:mover accent="true"><mml:mi>F</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mtext>tot</mml:mtext></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo><mml:mo>-</mml:mo><mml:msub><mml:mi mathvariant="normal">Δ</mml:mi><mml:mtext>F</mml:mtext></mml:msub></mml:mrow></mml:mtd></mml:mlabeledtr><mml:mlabeledtr id="Ch1.E31"><mml:mtd><mml:mtext>31</mml:mtext></mml:mtd><mml:mtd><mml:mrow><mml:mstyle displaystyle="true" class="stylechange"/><mml:mtable class="split" rowspacing="0.2ex" columnspacing="1em" displaystyle="true" columnalign="right left"><mml:mtr><mml:mtd><mml:mrow><mml:msub><mml:mi>g</mml:mi><mml:mtext>uls</mml:mtext></mml:msub></mml:mrow></mml:mtd><mml:mtd><mml:mrow><mml:mo>=</mml:mo><mml:msub><mml:mi>y</mml:mi><mml:mtext>uls</mml:mtext></mml:msub><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>q</mml:mi></mml:msub><mml:mo>)</mml:mo><mml:msub><mml:mover accent="true"><mml:mi>M</mml:mi><mml:mo stretchy="false" mathvariant="normal">̃</mml:mo></mml:mover><mml:mtext>KS</mml:mtext></mml:msub><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mtd></mml:mtr><mml:mtr><mml:mtd/><mml:mtd><mml:mrow><mml:mo>-</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:mi>Z</mml:mi><mml:mo>(</mml:mo><mml:mi mathvariant="bold-italic">x</mml:mi><mml:mo>)</mml:mo></mml:mrow><mml:mrow><mml:msub><mml:mi mathvariant="italic">γ</mml:mi><mml:mi mathvariant="normal">M</mml:mi></mml:msub></mml:mrow></mml:mfrac></mml:mstyle><mml:mfenced open="(" close=")"><mml:mrow><mml:mn mathvariant="normal">0.94</mml:mn><mml:msub><mml:mi>f</mml:mi><mml:mi>y</mml:mi></mml:msub><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.76</mml:mn><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mn mathvariant="normal">120</mml:mn><mml:mi>E</mml:mi></mml:mfrac></mml:mstyle><mml:msubsup><mml:mi>f</mml:mi><mml:mi>y</mml:mi><mml:mn mathvariant="normal">2</mml:mn></mml:msubsup></mml:mrow></mml:mfenced></mml:mrow></mml:mtd></mml:mtr></mml:mtable><mml:mo>,</mml:mo></mml:mrow></mml:mtd></mml:mlabeledtr></mml:mtable></mml:math></disp-formula>

            where, for simplicity, we define <inline-formula><mml:math id="M259" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">Δ</mml:mi><mml:mtext>F</mml:mtext></mml:msub><mml:mo>:=</mml:mo><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">Δ</mml:mi><mml:mtext>F</mml:mtext></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M260" display="inline"><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mi>y</mml:mi></mml:msub><mml:mo>:=</mml:mo><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mi>y</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>. The
sensitivities then follow from Eqs. (<xref ref-type="disp-formula" rid="Ch1.E14"/>), (<xref ref-type="disp-formula" rid="Ch1.E20"/>) and the above discussion. In this
study, a target reliability index of <inline-formula><mml:math id="M261" display="inline"><mml:mrow><mml:msup><mml:mi mathvariant="italic">β</mml:mi><mml:mtext>max</mml:mtext></mml:msup><mml:mo>=</mml:mo><mml:mn mathvariant="normal">3.3</mml:mn></mml:mrow></mml:math></inline-formula>, corresponding to
<inline-formula><mml:math id="M262" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mn mathvariant="normal">4.8</mml:mn><mml:mo>×</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:msup><mml:mo>(</mml:mo><mml:mo>≈</mml:mo><mml:mn mathvariant="normal">5</mml:mn><mml:mo>×</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:msup><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, will be used for the solution of the PMA subproblem in
Eq. (<xref ref-type="disp-formula" rid="Ch1.E13"/>) as part of Algorithm 1. The uncertainties that are included in the response are
global stiffness, global damping and turbulence intensity. The uncertainty modeling will be detailed below.</p>
<sec id="Ch1.S3.SS4.SSS1">
  <label>3.4.1</label><title>Global stiffness</title>
      <p id="d1e6312">The uncertainty in stiffness is assumed to come from uncertainty in soil stiffness. Though no soil modeling is included
in the present analysis, this mainly introduces a shift of the mean stiffness, and hence one may still consider the
impact of a stochastic uncertainty in the soil stiffness. The effect of soil pile stiffness on the fundamental
eigenfrequency of a monopile was discussed in <xref ref-type="bibr" rid="bib1.bibx37" id="text.81"/>. The expected range of the fundamental frequency was
found to be <inline-formula><mml:math id="M263" display="inline"><mml:mrow><mml:mo>[</mml:mo><mml:mn mathvariant="normal">0.937</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1.045</mml:mn><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula> as a ratio of its mean value. If we symmetrize this as <inline-formula><mml:math id="M264" display="inline"><mml:mrow><mml:mo>[</mml:mo><mml:mn mathvariant="normal">0.94</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1.06</mml:mn><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula> and use the fact that
global stiffness of a monopile is proportional to the square of the fundamental eigenfrequency, we can then obtain the
expected range of global stiffness as <inline-formula><mml:math id="M265" display="inline"><mml:mrow><mml:mo>[</mml:mo><mml:mn mathvariant="normal">0.88</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1.12</mml:mn><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula> as a ratio of its mean value. Taking this to be a 98 % confidence
interval and, for lack of other information, assuming that the uncertainty in global stiffness follows a normal
distribution, we obtain that <inline-formula><mml:math id="M266" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mtext>stiff</mml:mtext></mml:msub><mml:mo>∼</mml:mo><mml:mi mathvariant="script">N</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">0.052</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, i.e., a coefficient of variation (CoV) of
0.052. As an independent confirmation, this is close to, if a bit higher, than what would be obtained from
<xref ref-type="bibr" rid="bib1.bibx2" id="text.82"/> and <xref ref-type="bibr" rid="bib1.bibx13" id="text.83"/> (each giving a coefficient of variation of about 0.04).</p>
</sec>
<sec id="Ch1.S3.SS4.SSS2">
  <label>3.4.2</label><title>Global damping</title>
      <p id="d1e6406">For the uncertainty in global damping, the two main contributions are assumed to come from aerodynamic damping and soil
damping. Expected ranges of the damping coefficients corresponding to these two sources can be obtained from
<xref ref-type="bibr" rid="bib1.bibx8" id="text.84"/> as <inline-formula><mml:math id="M267" display="inline"><mml:mrow><mml:mo>[</mml:mo><mml:mn mathvariant="normal">4.0</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">8.0</mml:mn><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula> for aerodynamic damping (in the fore–aft direction for operational conditions) and
<inline-formula><mml:math id="M268" display="inline"><mml:mrow><mml:mo>[</mml:mo><mml:mn mathvariant="normal">0.17</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">1.30</mml:mn><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula> for soil damping, both given as percentages of critical damping. Assuming, as above, that these ranges
correspond to 98 % confidence intervals and that the uncertainty can be modeled (for lack of better knowledge) as
following a normal distribution, then we obtain <inline-formula><mml:math id="M269" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mtext>damp,aero</mml:mtext></mml:msub><mml:mo>∼</mml:mo><mml:mi mathvariant="script">N</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">6</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">0.86</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and
<inline-formula><mml:math id="M270" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mtext>damp,soil</mml:mtext></mml:msub><mml:mo>∼</mml:mo><mml:mi mathvariant="script">N</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">0.735</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">0.243</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>. Summing these contributions and adding also a constant
(deterministic) structural damping of 1.0, the final result is <inline-formula><mml:math id="M271" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mtext>damp</mml:mtext></mml:msub><mml:mo>∼</mml:mo><mml:mi mathvariant="script">N</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">7.735</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">0.89</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, a
CoV of 0.115. The soil uncertainty obtained here is about the same as would be derived from
<xref ref-type="bibr" rid="bib1.bibx13" id="text.85"/>. The aerodynamic damping is harder to verify with additional sources, and in principle the
level of uncertainty is expected to be wind speed dependent. For lack of more detailed knowledge, the present values are
used in this study.</p>
      <p id="d1e6523">As a small comment, we have so far assumed both stiffness and damping to follow normal distributions. It has been common
practice in previous studies to model uncertainties related to soil and aerodynamic damping as log-normally distributed
(sometimes other skewed distributions). However, at a CoV of 0.05, there is almost no difference between the
corresponding normal and log-normal distributions. Even with a CoV of 0.12, the differences are fairly small. See
Fig. <xref ref-type="fig" rid="Ch1.F6"/> for details. Hence, the impact of this simplification is minor.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F6"><?xmltex \currentcnt{6}?><label>Figure 6</label><caption><p id="d1e6530">Normal distribution vs. log-normal distribution sharing mean and standard deviation: mean 1.0 and standard
deviation 0.05 <bold>(a)</bold>; mean 1.0 and standard deviation 0.12 <bold>(b)</bold>.</p></caption>
            <?xmltex \igopts{width=241.848425pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f06.png"/>

          </fig>

</sec>
<sec id="Ch1.S3.SS4.SSS3">
  <label>3.4.3</label><title>Turbulence intensity</title>
      <p id="d1e6553">The turbulence intensity is modeled as log-normally distributed with a wind speed-dependent mean and a CoV of 0.05,
i.e., <inline-formula><mml:math id="M272" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mtext>turb</mml:mtext></mml:msub><mml:mo>∼</mml:mo><mml:mi mathvariant="normal">LN</mml:mi><mml:mo>(</mml:mo><mml:mi>m</mml:mi><mml:mo>,</mml:mo><mml:mn mathvariant="normal">0.05</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, with <inline-formula><mml:math id="M273" display="inline"><mml:mi>m</mml:mi></mml:math></inline-formula> derived from Table <xref ref-type="table" rid="Ch1.T2"/>. This is consistent with,
e.g., <xref ref-type="bibr" rid="bib1.bibx70" id="text.86"/>, <xref ref-type="bibr" rid="bib1.bibx87" id="text.87"/> and <xref ref-type="bibr" rid="bib1.bibx78" id="text.88"/>. The particular value is based on the
expected uncertainty in turbulence intensity as derived from the uncertainty of cup anemometer measurements. If
including also the uncertainty from wake modeling in a wind farm, which is not done here, the CoV will be higher
<xref ref-type="bibr" rid="bib1.bibx80" id="paren.89"/>.</p>
</sec>
<sec id="Ch1.S3.SS4.SSS4">
  <label>3.4.4</label><title>Fatigue resistance and yield strength</title>
      <?pagebreak page185?><p id="d1e6612">The fatigue resistance is modeled as log-normally distributed with a mean of 1.0 and a CoV of 0.3, consistent with,
e.g., <xref ref-type="bibr" rid="bib1.bibx51" id="text.90"/> and <xref ref-type="bibr" rid="bib1.bibx80" id="text.91"/>, i.e., <inline-formula><mml:math id="M274" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">Δ</mml:mi><mml:mtext>F</mml:mtext></mml:msub><mml:mo>∼</mml:mo><mml:mi mathvariant="normal">LN</mml:mi><mml:mo>(</mml:mo><mml:mo>-</mml:mo><mml:mn mathvariant="normal">0.431</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">0.294</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>.</p>
      <p id="d1e6648">The yield strength is modeled as log-normally distributed with a mean of 288 MPa and a CoV of 0.1, consistent with,
e.g., <xref ref-type="bibr" rid="bib1.bibx53" id="text.92"/>. To account for some of the effects of the simplifications used to arrive at
Eq. (<xref ref-type="disp-formula" rid="Ch1.E29"/>), the CoV is increased to 0.15. Hence, <inline-formula><mml:math id="M275" display="inline"><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mi>y</mml:mi></mml:msub><mml:mo>∼</mml:mo><mml:mi mathvariant="normal">LN</mml:mi><mml:mo>(</mml:mo><mml:mn mathvariant="normal">5.652</mml:mn><mml:mo>,</mml:mo><mml:mn mathvariant="normal">0.149</mml:mn><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>.</p>
      <p id="d1e6681">The uncertainty modeling is summarized in Table <xref ref-type="table" rid="Ch1.T3"/>.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T3"><?xmltex \currentcnt{3}?><label>Table 3</label><caption><p id="d1e6690">Uncertainty modeling details. Quantities marked with <inline-formula><mml:math id="M276" display="inline"><mml:msup><mml:mi/><mml:mo>*</mml:mo></mml:msup></mml:math></inline-formula> are expressed relative to the respective deterministic
values.</p></caption><oasis:table frame="topbot"><?xmltex \begin{scaleboxenv}{.90}[.90]?><oasis:tgroup cols="5">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="left"/>
     <oasis:colspec colnum="3" colname="col3" align="left"/>
     <oasis:colspec colnum="4" colname="col4" align="right"/>
     <oasis:colspec colnum="5" colname="col5" align="right"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Parameter</oasis:entry>
         <oasis:entry colname="col2">Symbol</oasis:entry>
         <oasis:entry colname="col3">Distribution</oasis:entry>
         <oasis:entry colname="col4">Mean</oasis:entry>
         <oasis:entry colname="col5">CoV</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">Global stiffness</oasis:entry>
         <oasis:entry colname="col2"><inline-formula><mml:math id="M277" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mtext>stiff</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col3">Normal</oasis:entry>
         <oasis:entry colname="col4">1.0<inline-formula><mml:math id="M278" display="inline"><mml:msup><mml:mi/><mml:mo>*</mml:mo></mml:msup></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col5">0.052</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Global damping ratio</oasis:entry>
         <oasis:entry colname="col2"><inline-formula><mml:math id="M279" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mtext>damp</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col3">Normal</oasis:entry>
         <oasis:entry colname="col4">7.735</oasis:entry>
         <oasis:entry colname="col5">0.115</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Turbulence intensity</oasis:entry>
         <oasis:entry colname="col2"><inline-formula><mml:math id="M280" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mtext>turb</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col3">Log-normal</oasis:entry>
         <oasis:entry colname="col4">1.0<inline-formula><mml:math id="M281" display="inline"><mml:msup><mml:mi/><mml:mo>*</mml:mo></mml:msup></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col5">0.05</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Fatigue resistance</oasis:entry>
         <oasis:entry colname="col2"><inline-formula><mml:math id="M282" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">Δ</mml:mi><mml:mtext>F</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col3">Log-normal</oasis:entry>
         <oasis:entry colname="col4">1.0</oasis:entry>
         <oasis:entry colname="col5">0.30</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Yield strength</oasis:entry>
         <oasis:entry colname="col2"><inline-formula><mml:math id="M283" display="inline"><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mi>y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col3">Log-normal</oasis:entry>
         <oasis:entry colname="col4">288 MPa</oasis:entry>
         <oasis:entry colname="col5">0.15</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup><?xmltex \end{scaleboxenv}?></oasis:table></table-wrap>

</sec>
</sec>
<sec id="Ch1.S3.SS5">
  <label>3.5</label><title>Implementation details</title>
      <p id="d1e6902">So far, some of the details of the proposed methodology have been left unspecified in order to suggest an overall
framework for RBDO rather than a very specific set of methods. The literature contains a large amount of choice in
regards to optimization algorithms (both at the design optimization level and in the inner optimization loop solving the
reliability problem), surrogate modeling and DOE. While these details have to be fixed in order to demonstrate the
method in practice, the optimal selection of algorithms is not considered within the scope of the present study. Such optimality
will in any case be both application specific and depend on the personal preferences of the designer.</p>
      <p id="d1e6905">With regards to both levels of the optimization, we use a combination of SQP and interior-point methods <xref ref-type="bibr" rid="bib1.bibx58" id="paren.93"/>,
both of which are common examples of gradient-based non-linear constrained optimization algorithms. In principle, the
PMA-based reliability problem can be solved more efficiently by use of the hybrid mean-value method <xref ref-type="bibr" rid="bib1.bibx98" id="paren.94"/> or
related approaches, but due to the use of the surrogate model, this is not deemed necessary for the current
application. Convergence of the optimization is based on fairly standard criteria, with termination of the algorithms
when either relative first-order optimality (see, e.g., <xref ref-type="bibr" rid="bib1.bibx58" id="altparen.95"/>) is achieved with a tolerance of <inline-formula><mml:math id="M284" display="inline"><mml:mrow><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">6</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula> or the
relative changes in the design variables are less than <inline-formula><mml:math id="M285" display="inline"><mml:mrow><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">6</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>. Solutions are required to be feasible with a tolerance
of <inline-formula><mml:math id="M286" display="inline"><mml:mrow><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">6</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula>.</p>
      <p id="d1e6960">For the surrogate modeling, we have chosen GPR due to the benefits stated previously. After some initial trial and
error, the Matérn class kernel with <inline-formula><mml:math id="M287" display="inline"><mml:mrow><mml:mi mathvariant="italic">ν</mml:mi><mml:mo>=</mml:mo><mml:mn mathvariant="normal">3</mml:mn><mml:mo>/</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:math></inline-formula> was chosen, including the use of individual length scale
hyperparameters for each input variable (this implements what is known as automatic relevance determination, in
principle de-emphasizing less relevant input variables in the regression problem; see, e.g., <xref ref-type="bibr" rid="bib1.bibx63" id="altparen.96"/>). Overall,
this was found to be the most robust for the regression problem in this study, especially when considering repeated
regression for additional iterations of the outer loop in Algorithm 1. The Matérn class of kernels
was also used for OWT support structures in <xref ref-type="bibr" rid="bib1.bibx25" id="text.97"/>. We also note here that in order to simplify the
simultaneous regression with respect to all of the three parameters in <inline-formula><mml:math id="M288" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>q</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, these parameters were input to the
fitting problem in such a way that the surrogate model became co-monotonic in every variable (an increase in one or more
variables giving always an increase in the output). In this case, that meant inputting the inverse (<inline-formula><mml:math id="M289" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>/</mml:mo><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>i</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>) of the
parameters controlling damping and stiffness. Furthermore, these parameters were implemented as scaling variables with
means of 1.0, such that the actual variables as input to the simulations were a product of the deterministic values and
the respective stochastic scaling parameters in <inline-formula><mml:math id="M290" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>q</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. The hyperparameters of the Gaussian process model were fit
using Bayesian global optimization methods (expected improvement) <xref ref-type="bibr" rid="bib1.bibx54 bib1.bibx34 bib1.bibx5" id="paren.98"/>. The noise
standard deviation was taken to be non-zero and also fit during this procedure, even though the simulation outputs used
in the fitting are in a certain sense noise-free. This was done because it was seen to give more robust surrogates with
respect to changes in the design.</p>
      <p id="d1e7026">The DOE was done using Sobol sequences, a quasi-Monte Carlo method. This has the advantage of being more space-filling,
covering a larger range of the space while still having some clustering to account for local variations, compared to
many ordinary Monte Carlo methods. While not made use of here, Sobol sequences also have the advantage compared
to the commonly used Latin hypercube sampling method that it is much easier to interactively add new samples to the old
set. To this last point, the use of an adaptive DOE was not used here, despite this increasingly becoming the common
approach for GPR. The main reason why was a practical one, having to do with the way the loading input was sampled,
which made interactively adding samples during a fitting procedure difficult for our implementation. A total number of
500 samples were pre-generated, with the number of samples actually used increasing for each iteration of the outer
loop in the following way. For the initial surrogate model, 50 samples were used. The new model at the solution of the
first RBDO procedure was then trained with 100 samples and compared with the old model using 25 additional samples, for
a total of 125 samples used. All subsequent iterations use the full set of 500 samples, with 400 used for training and
100 for comparing the current model with the previous one. In a sense, the DOE is thus somewhat dynamic, even if it is
not adaptive.</p>
      <p id="d1e7030">Finally, the outer loop needs termination criteria, as indicated in Algorithm 1. One such criterion was
chosen to be simply the convergence of the objective function value. Once this value changes less than a certain small
tolerance,<?pagebreak page186?> the outer loop was halted. However, it is possible to terminate slightly earlier if the surrogate model is
seen to converge, since in that case the objective function will not change significantly or at all during the next
iteration. As implied above, the new surrogate models trained at the solution of the current RBDO loop were thus
compared with the models used during that loop. Due to the use of noisy regression models, the surrogate models will in
practice never converge entirely (or will at least do so very slowly) as long as there are small changes in the design
(and small changes in the surrogate model give further small changes in the design, etc.). Hence, a more relaxed
convergence criterion was developed for the surrogate models. Specifically, if we denote by <inline-formula><mml:math id="M291" display="inline"><mml:mrow><mml:msub><mml:mover accent="true"><mml:mi>y</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mtext>new</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> and
<inline-formula><mml:math id="M292" display="inline"><mml:mrow><mml:msub><mml:mover accent="true"><mml:mi>y</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mtext>old</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula>, the mean prediction of the new and old surrogate models, respectively, and by
<inline-formula><mml:math id="M293" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mrow><mml:mi>y</mml:mi><mml:mtext>,old</mml:mtext></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, the predicted standard deviation of the old model, then if
            <disp-formula id="Ch1.E32" content-type="numbered"><label>32</label><mml:math id="M294" display="block"><mml:mrow><mml:mo>|</mml:mo><mml:msub><mml:mover accent="true"><mml:mi>y</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mtext>new</mml:mtext></mml:msub><mml:mo>-</mml:mo><mml:msub><mml:mover accent="true"><mml:mi>y</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mtext>old</mml:mtext></mml:msub><mml:mo>|</mml:mo><mml:mo>≤</mml:mo><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mrow><mml:mi>y</mml:mi><mml:mtext>,old</mml:mtext></mml:mrow></mml:msub><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          for every test sample point, the surrogate model is not updated. If no surrogate models are updated after an outer
iteration, the procedure terminates. In order for this relaxed tolerance not to give infeasible results with respect to
the new surrogate model (which is not used when it is within the above tolerance), the surrogate predictions for
<inline-formula><mml:math id="M295" display="inline"><mml:mrow><mml:mi>y</mml:mi><mml:mo>(</mml:mo><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mi>q</mml:mi></mml:msub><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula>, used to compute the numerical values for the limit state functions in Eqs. (<xref ref-type="disp-formula" rid="Ch1.E30"/>) and
(<xref ref-type="disp-formula" rid="Ch1.E31"/>), are based on the mean plus the standard deviation, <inline-formula><mml:math id="M296" display="inline"><mml:mrow><mml:mover accent="true"><mml:mi>y</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mo>+</mml:mo><mml:msub><mml:mi mathvariant="italic">σ</mml:mi><mml:mi>y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>, rather than just the
mean. This guarantees that when <inline-formula><mml:math id="M297" display="inline"><mml:mrow><mml:msub><mml:mover accent="true"><mml:mi>y</mml:mi><mml:mo mathvariant="normal">‾</mml:mo></mml:mover><mml:mtext>old</mml:mtext></mml:msub></mml:mrow></mml:math></inline-formula> is used instead of the updated model, the derived results remain
strictly feasible with respect to mean of the more accurate prediction (which would otherwise have been used). Since the
standard deviations tend to be <inline-formula><mml:math id="M298" display="inline"><mml:mrow><mml:mo>∼</mml:mo><mml:mo>[</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:msup><mml:mo>,</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msup><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula>, this does not have a large impact on the results.</p>
</sec>
</sec>
<sec id="Ch1.S4">
  <label>4</label><title>Results</title>
      <p id="d1e7208">To illustrate both the basic workings of the RBDO method and the effect of certain modeling choices and constraints, a
number of different cases are studied. For easy reference, these have been given names and will be referred to as such
from now on. The names and properties of each of these cases are listed in Table <xref ref-type="table" rid="Ch1.T4"/>. Note that for
cases marked with “connected”, only one set of values for diameters and thicknesses is used throughout the
structure, meaning there are only two design variables. In all other cases, there is one diameter and thickness per element
(giving 12 design variables for the Simple Beam model and 28 for the OC3 Monopile). There is also one set of non-linear
constraints (fatigue, extreme load or both) per element. To make comparisons between deterministic and probabilistic
optimization more clear, the deterministic non-linear constraint limits have been tuned to match more closely their
probabilistic counterparts. In particular, the deterministic versions of the resistance variables <inline-formula><mml:math id="M299" display="inline"><mml:mrow><mml:msub><mml:mi mathvariant="normal">Δ</mml:mi><mml:mi mathvariant="normal">F</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>
and <inline-formula><mml:math id="M300" display="inline"><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mi>y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> have been set to <inline-formula><mml:math id="M301" display="inline"><mml:mrow><mml:msubsup><mml:mi>H</mml:mi><mml:mi mathvariant="italic">θ</mml:mi><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">1</mml:mn></mml:mrow></mml:msubsup><mml:mo>(</mml:mo><mml:mi mathvariant="normal">Φ</mml:mi><mml:mo>(</mml:mo><mml:mo>-</mml:mo><mml:mn mathvariant="normal">3.3</mml:mn><mml:mo>)</mml:mo><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> for <inline-formula><mml:math id="M302" display="inline"><mml:mrow><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mrow><mml:msub><mml:mi mathvariant="normal">Δ</mml:mi><mml:mi mathvariant="normal">F</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> and
<inline-formula><mml:math id="M303" display="inline"><mml:mrow><mml:mi mathvariant="italic">θ</mml:mi><mml:mo>=</mml:mo><mml:msub><mml:mi mathvariant="italic">θ</mml:mi><mml:mrow><mml:msub><mml:mi>f</mml:mi><mml:mi>y</mml:mi></mml:msub></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula>, respectively. This can be considered a form of simplified safety factor scaling.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T4" specific-use="star"><?xmltex \currentcnt{4}?><label>Table 4</label><caption><p id="d1e7307">Testing cases for RBDO. Loading scenario numbers refer to the values in Table <xref ref-type="table" rid="Ch1.T2"/>.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="6">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="left"/>
     <oasis:colspec colnum="3" colname="col3" align="left"/>
     <oasis:colspec colnum="4" colname="col4" align="right"/>
     <oasis:colspec colnum="5" colname="col5" align="right"/>
     <oasis:colspec colnum="6" colname="col6" align="left"/>
     <oasis:thead>
       <oasis:row>
         <oasis:entry colname="col1">Case name</oasis:entry>
         <oasis:entry colname="col2">Model</oasis:entry>
         <oasis:entry colname="col3">Probabilistic</oasis:entry>
         <oasis:entry colname="col4">Loading scenarios</oasis:entry>
         <oasis:entry colname="col5">Number of design variables,</oasis:entry>
         <oasis:entry colname="col6">Other</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2"/>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4"/>
         <oasis:entry colname="col5">number of non-linear constraints</oasis:entry>
         <oasis:entry colname="col6"/>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">BEAM-PA</oasis:entry>
         <oasis:entry colname="col2">Simple Beam</oasis:entry>
         <oasis:entry colname="col3">Yes</oasis:entry>
         <oasis:entry colname="col4"><inline-formula><mml:math id="M304" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">3</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col5">12, 12</oasis:entry>
         <oasis:entry colname="col6">None</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">BEAM-PA-CON</oasis:entry>
         <oasis:entry colname="col2">Simple Beam</oasis:entry>
         <oasis:entry colname="col3">Yes</oasis:entry>
         <oasis:entry colname="col4"><inline-formula><mml:math id="M305" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">3</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col5">2, 12</oasis:entry>
         <oasis:entry colname="col6">Connected</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">BEAM-DA</oasis:entry>
         <oasis:entry colname="col2">Simple Beam</oasis:entry>
         <oasis:entry colname="col3">No</oasis:entry>
         <oasis:entry colname="col4"><inline-formula><mml:math id="M306" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">3</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col5">12, 12</oasis:entry>
         <oasis:entry colname="col6">None</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">BEAM-DA-CON</oasis:entry>
         <oasis:entry colname="col2">Simple Beam</oasis:entry>
         <oasis:entry colname="col3">No</oasis:entry>
         <oasis:entry colname="col4"><inline-formula><mml:math id="M307" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">3</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col5">2, 12</oasis:entry>
         <oasis:entry colname="col6">Connected</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">OC3-PA</oasis:entry>
         <oasis:entry colname="col2">OC3 Monopile</oasis:entry>
         <oasis:entry colname="col3">Yes</oasis:entry>
         <oasis:entry colname="col4"><inline-formula><mml:math id="M308" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">3</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col5">28, 28</oasis:entry>
         <oasis:entry colname="col6">None</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">OC3-DA</oasis:entry>
         <oasis:entry colname="col2">OC3 Monopile</oasis:entry>
         <oasis:entry colname="col3">No</oasis:entry>
         <oasis:entry colname="col4"><inline-formula><mml:math id="M309" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">3</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col5">28, 28</oasis:entry>
         <oasis:entry colname="col6">None</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">OC3-PF</oasis:entry>
         <oasis:entry colname="col2">OC3 Monopile</oasis:entry>
         <oasis:entry colname="col3">Yes</oasis:entry>
         <oasis:entry colname="col4"><inline-formula><mml:math id="M310" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">3</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col5">28, 14</oasis:entry>
         <oasis:entry colname="col6">None</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">OC3-PU</oasis:entry>
         <oasis:entry colname="col2">OC3 Monopile</oasis:entry>
         <oasis:entry colname="col3">Yes</oasis:entry>
         <oasis:entry colname="col4">4</oasis:entry>
         <oasis:entry colname="col5">28, 14</oasis:entry>
         <oasis:entry colname="col6">None</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">OC3-PA-DT</oasis:entry>
         <oasis:entry colname="col2">OC3 Monopile</oasis:entry>
         <oasis:entry colname="col3">Yes</oasis:entry>
         <oasis:entry colname="col4"><inline-formula><mml:math id="M311" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">3</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col5">28, 28</oasis:entry>
         <oasis:entry colname="col6"><inline-formula><mml:math id="M312" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>-</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:math></inline-formula> ratio constraint</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">OC3-PA-NW</oasis:entry>
         <oasis:entry colname="col2">OC3 Monopile</oasis:entry>
         <oasis:entry colname="col3">Yes</oasis:entry>
         <oasis:entry colname="col4"><inline-formula><mml:math id="M313" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">3</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col5">28, 28</oasis:entry>
         <oasis:entry colname="col6">No wave loads</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">OC3-PA-RND</oasis:entry>
         <oasis:entry colname="col2">OC3 Monopile</oasis:entry>
         <oasis:entry colname="col3">Yes</oasis:entry>
         <oasis:entry colname="col4"><inline-formula><mml:math id="M314" display="inline"><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">2</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">3</mml:mn><mml:mo>+</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col5">28, 28</oasis:entry>
         <oasis:entry colname="col6">Randomized design</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

<sec id="Ch1.S4.SS1">
  <label>4.1</label><title>Simple Beam</title>
      <p id="d1e7812">The objective function for case BEAM-PA-CON is shown in Fig. <xref ref-type="fig" rid="Ch1.F7"/>a. Note how there are
only very minor changes after the first loop. The small modifications to the design variables in the second and third
loops are caused by the updates in the probabilistic constraints, seen in Fig. <xref ref-type="fig" rid="Ch1.F7"/>b.
The final design is characterized by an overall minimization of thickness while the
diameter is increased, as seen in Fig. <xref ref-type="fig" rid="Ch1.F7"/>c. Comparing with the corresponding
deterministic case BEAM-DA-CON,
the main difference is a slightly more conservative design, as would be expected. The corresponding plots are not shown,
as they are almost identical, but results for both cases are summarized in Table <xref ref-type="table" rid="Ch1.T5"/>. Note that the
amount of outer iterations for loop 1 of BEAM-PA-CON is about the same as the total number of iterations for
BEAM-DA-CON.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F7" specific-use="star"><?xmltex \currentcnt{7}?><label>Figure 7</label><caption><p id="d1e7825">The optimization process for case BEAM-PA-CON: the objective function <bold>(a)</bold>, maximum non-linear constraint
violations <bold>(b)</bold> and the change in the design from initial to final configuration <bold>(c)</bold>. The design drawings also have the level of
non-linear constraint violation indicated by the coloring of the elements. The thicknesses have been exaggerated for
legibility.</p></caption>
          <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f07.png"/>

        </fig>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T5"><?xmltex \currentcnt{5}?><label>Table 5</label><caption><p id="d1e7846">Summary results of cases BEAM-PA-CON and BEAM-DA-CON.</p></caption><oasis:table frame="topbot"><?xmltex \begin{scaleboxenv}{.90}[.90]?><oasis:tgroup cols="3">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="right"/>
     <oasis:colspec colnum="3" colname="col3" align="right"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Variable</oasis:entry>
         <oasis:entry colname="col2">BEAM-PA-CON</oasis:entry>
         <oasis:entry colname="col3">BEAM-DA-CON</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">Diameter after loop 1</oasis:entry>
         <oasis:entry colname="col2">8.98 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final diameter</oasis:entry>
         <oasis:entry colname="col2">9.00 m</oasis:entry>
         <oasis:entry colname="col3">8.44 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Thickness after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.0140 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final thickness</oasis:entry>
         <oasis:entry colname="col2">0.0137 m</oasis:entry>
         <oasis:entry colname="col3">0.0133 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Normalized mass after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.351</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final normalized mass</oasis:entry>
         <oasis:entry colname="col2">0.346</oasis:entry>
         <oasis:entry colname="col3">0.315</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Initial maximum <inline-formula><mml:math id="M315" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2"><inline-formula><mml:math id="M316" display="inline"><mml:mrow><mml:mn mathvariant="normal">2.0</mml:mn><mml:mo>×</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">11</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col3"><inline-formula><mml:math id="M317" display="inline"><mml:mrow><mml:mn mathvariant="normal">2.0</mml:mn><mml:mo>×</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">11</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula></oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final maximum <inline-formula><mml:math id="M318" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2"><inline-formula><mml:math id="M319" display="inline"><mml:mrow><mml:mn mathvariant="normal">4.8</mml:mn><mml:mo>×</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col3"><inline-formula><mml:math id="M320" display="inline"><mml:mrow><mml:mn mathvariant="normal">1.8</mml:mn><mml:mo>×</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula></oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Iterations in loop 1</oasis:entry>
         <oasis:entry colname="col2">20</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Total iterations</oasis:entry>
         <oasis:entry colname="col2">36</oasis:entry>
         <oasis:entry colname="col3">22</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup><?xmltex \end{scaleboxenv}?></oasis:table></table-wrap>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T6"><?xmltex \currentcnt{6}?><label>Table 6</label><caption><p id="d1e8087">Selected summary results of cases BEAM-PA and BEAM-DA.</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="3">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="right"/>
     <oasis:colspec colnum="3" colname="col3" align="right"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Variable</oasis:entry>
         <oasis:entry colname="col2">BEAM-PA</oasis:entry>
         <oasis:entry colname="col3">BEAM-DA</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">Bottom diameter after loop 1</oasis:entry>
         <oasis:entry colname="col2">9.00 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final bottom diameter</oasis:entry>
         <oasis:entry colname="col2">9.00 m</oasis:entry>
         <oasis:entry colname="col3">9.00 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Bottom thickness after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.0158 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final bottom thickness</oasis:entry>
         <oasis:entry colname="col2">0.0157 m</oasis:entry>
         <oasis:entry colname="col3">0.0144 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Top diameter after loop 1</oasis:entry>
         <oasis:entry colname="col2">4.17 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final top diameter</oasis:entry>
         <oasis:entry colname="col2">4.16 m</oasis:entry>
         <oasis:entry colname="col3">3.95 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Top thickness after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.0133 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final top thickness</oasis:entry>
         <oasis:entry colname="col2">0.0133 m</oasis:entry>
         <oasis:entry colname="col3">0.0133 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Normalized mass after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.258</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final normalized mass</oasis:entry>
         <oasis:entry colname="col2">0.259</oasis:entry>
         <oasis:entry colname="col3">0.238</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Initial maximum <inline-formula><mml:math id="M321" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2"><inline-formula><mml:math id="M322" display="inline"><mml:mrow><mml:mn mathvariant="normal">2.0</mml:mn><mml:mo>×</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">11</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col3"><inline-formula><mml:math id="M323" display="inline"><mml:mrow><mml:mn mathvariant="normal">2.0</mml:mn><mml:mo>×</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">11</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula></oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final maximum <inline-formula><mml:math id="M324" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2"><inline-formula><mml:math id="M325" display="inline"><mml:mrow><mml:mn mathvariant="normal">4.8</mml:mn><mml:mo>×</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col3"><inline-formula><mml:math id="M326" display="inline"><mml:mrow><mml:mn mathvariant="normal">2.7</mml:mn><mml:mo>×</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula></oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Iterations in loop 1</oasis:entry>
         <oasis:entry colname="col2">78</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Total iterations</oasis:entry>
         <oasis:entry colname="col2">128</oasis:entry>
         <oasis:entry colname="col3">86</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

      <p id="d1e8373">The results for BEAM-PA and BEAM-DA are shown in Figs. <xref ref-type="fig" rid="Ch1.F8"/> and <xref ref-type="fig" rid="Ch1.F9"/>,
respectively. Compared to the cases with connected design variables, there is an (expected) increase in the number of
iterations required to solve the problem, and the resulting designs are different in the way that the dimensions are
reduced for elements higher in the structure. This is a natural consequence of the fact that the loads are higher
towards the bottom and the constraints there will be stricter in terms of allowable cross-sectional
dimensions. Otherwise, the results are similar. The non-linear constraints are somewhat closer to being active at the
solution of the RBDO problem compared to the deterministic case, which was true previously but is more apparent for
these cases. Detailed summary results are for these cases displayed in Table <xref ref-type="table" rid="Ch1.T6"/>.</p>
      <p id="d1e8382">All in all, the results so far show that the method works well for these simple systems. The convergence behavior is
more or less as for the deterministic case, with the addition of a few short extra loops to achieve overall convergence
with respect to the updated GPR-based surrogate model. However, the results obtained from the first outer loop are
likely good enough for practical purposes. The fatigue constraints dominate over the extreme load constraints, which is
not unexpected. Furthermore, the system seems driven by the thickness(es) both with respect to the objective (structure
mass) and the (fatigue) constraint, and the solutions reflect this (with minimal thicknesses and increased diameters
where necessary to compensate). This can mostly be understood as a result of the fact that the contribution of the
thickness to the cross-sectional areas and second moments of area is of higher order than that of the diameter.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F8" specific-use="star"><?xmltex \currentcnt{8}?><label>Figure 8</label><caption><p id="d1e8387">The optimization process for case BEAM-PA: the objective function <bold>(a)</bold>, maximum non-linear constraint
violations <bold>(b)</bold> and the change in the design from initial to final configuration <bold>(c)</bold>. Details as in previous figure.</p></caption>
          <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f08.png"/>

        </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F9" specific-use="star"><?xmltex \currentcnt{9}?><label>Figure 9</label><caption><p id="d1e8407">The optimization process for case BEAM-DA: the objective function <bold>(a)</bold>, maximum non-linear constraint
violations <bold>(b)</bold> and the change in the design from initial to final configuration <bold>(c)</bold>. Details as in previous figures.</p></caption>
          <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f09.png"/>

        </fig>

</sec>
<sec id="Ch1.S4.SS2">
  <label>4.2</label><title>OC3 Monopile</title>
      <p id="d1e8434">Beginning with the two basic cases for the OC3 Monopile, OC3-PA and OC3-DA, displayed in Figs. <xref ref-type="fig" rid="Ch1.F10"/> and
<xref ref-type="fig" rid="Ch1.F11"/>, respectively, we see that the behavior is fairly similar to the Simple Beam cases without
connected design variables. Despite having more than twice the number of design variables, convergence is achieved in
about the same number of iterations. The main new detail in the solution is that the second element from the bottom does
not follow the otherwise apparent pattern of monotonically increasing diameters from top to bottom. In fact, this
element has a smaller diameter than the element above, with a comparatively increased thickness to compensate. This is
expected to be due to the wave loads, which are driven more by the diameter. The reason this does not happen for the
Simple Beam cases is most likely because the smaller number of elements cannot resolve this effect. Otherwise, there is
in the probabilistic case a much larger constraint violation at some intermediate points and the objective function
initially increases above its starting value,<?pagebreak page188?> but this does not seem to have much of an effect on the overall
solution. More detailed results are shown in Table <xref ref-type="table" rid="Ch1.T7"/>.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T7"><?xmltex \currentcnt{7}?><label>Table 7</label><caption><p id="d1e8446">Selected summary results of cases OC3-PA and OC3-DA. Design variable numbers run from 1 (bottom element) to 14 (top
element).</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="3">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="right"/>
     <oasis:colspec colnum="3" colname="col3" align="right"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Variable</oasis:entry>
         <oasis:entry colname="col2">OC3-PA</oasis:entry>
         <oasis:entry colname="col3">OC3-DA</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">Diameter 1 after loop 1</oasis:entry>
         <oasis:entry colname="col2">9.00 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final diameter 1</oasis:entry>
         <oasis:entry colname="col2">9.00 m</oasis:entry>
         <oasis:entry colname="col3">9.00 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Thickness 1 after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.0201 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final thickness 1</oasis:entry>
         <oasis:entry colname="col2">0.0201 m</oasis:entry>
         <oasis:entry colname="col3">0.0179 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Diameter 2 after loop 1</oasis:entry>
         <oasis:entry colname="col2">6.82 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final diameter 2</oasis:entry>
         <oasis:entry colname="col2">6.84 m</oasis:entry>
         <oasis:entry colname="col3">6.74 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Thickness 2 after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.0294 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final thickness 2</oasis:entry>
         <oasis:entry colname="col2">0.0295 m</oasis:entry>
         <oasis:entry colname="col3">0.0271 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Diameter 3 after loop 1</oasis:entry>
         <oasis:entry colname="col2">9.00 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final diameter 3</oasis:entry>
         <oasis:entry colname="col2">9.00 m</oasis:entry>
         <oasis:entry colname="col3">8.76 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Thickness 3 after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.0139 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final thickness 3</oasis:entry>
         <oasis:entry colname="col2">0.0141 m</oasis:entry>
         <oasis:entry colname="col3">0.0133 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Diameter 4 after loop 1</oasis:entry>
         <oasis:entry colname="col2">8.52 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final diameter 4</oasis:entry>
         <oasis:entry colname="col2">8.50 m</oasis:entry>
         <oasis:entry colname="col3">8.1 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Thickness 4 after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.0133 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final thickness 4</oasis:entry>
         <oasis:entry colname="col2">0.0133 m</oasis:entry>
         <oasis:entry colname="col3">0.0133 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Diameter 14 after loop 1</oasis:entry>
         <oasis:entry colname="col2">4.33 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final diameter 14</oasis:entry>
         <oasis:entry colname="col2">4.35 m</oasis:entry>
         <oasis:entry colname="col3">4.09 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Thickness 14 after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.0133 m</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final thickness 14</oasis:entry>
         <oasis:entry colname="col2">0.0133 m</oasis:entry>
         <oasis:entry colname="col3">0.0133 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Normalized mass after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.588</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final normalized mass</oasis:entry>
         <oasis:entry colname="col2">0.586</oasis:entry>
         <oasis:entry colname="col3">0.545</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Initial maximum <inline-formula><mml:math id="M327" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2"><inline-formula><mml:math id="M328" display="inline"><mml:mrow><mml:mn mathvariant="normal">7.8</mml:mn><mml:mo>×</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">5</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col3"><inline-formula><mml:math id="M329" display="inline"><mml:mrow><mml:mn mathvariant="normal">7.8</mml:mn><mml:mo>×</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">5</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula></oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final maximum <inline-formula><mml:math id="M330" display="inline"><mml:mrow><mml:msub><mml:mi>P</mml:mi><mml:mi mathvariant="normal">f</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2"><inline-formula><mml:math id="M331" display="inline"><mml:mrow><mml:mn mathvariant="normal">4.8</mml:mn><mml:mo>×</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">4</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col3"><inline-formula><mml:math id="M332" display="inline"><mml:mrow><mml:mn mathvariant="normal">1.9</mml:mn><mml:mo>×</mml:mo><mml:msup><mml:mn mathvariant="normal">10</mml:mn><mml:mrow><mml:mo>-</mml:mo><mml:mn mathvariant="normal">2</mml:mn></mml:mrow></mml:msup></mml:mrow></mml:math></inline-formula></oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Initial first eigenfrequency</oasis:entry>
         <oasis:entry colname="col2">0.279 Hz</oasis:entry>
         <oasis:entry colname="col3">0.279 Hz</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">First eigenfrequency after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.295 Hz</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final first eigenfrequency</oasis:entry>
         <oasis:entry colname="col2">0.294 Hz</oasis:entry>
         <oasis:entry colname="col3">0.274 Hz</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Iterations in loop 1</oasis:entry>
         <oasis:entry colname="col2">91</oasis:entry>
         <oasis:entry colname="col3">n/a</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Total iterations</oasis:entry>
         <oasis:entry colname="col2">140</oasis:entry>
         <oasis:entry colname="col3">85</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

      <?xmltex \floatpos{t}?><fig id="Ch1.F10" specific-use="star"><?xmltex \currentcnt{10}?><label>Figure 10</label><caption><p id="d1e8916">The optimization process for case OC3-PA: the objective function <bold>(a)</bold>, maximum non-linear constraint
violations <bold>(b)</bold> and the change in the design from initial to final configuration <bold>(c)</bold>. Details as in previous figures.</p></caption>
          <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f10.png"/>

        </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F11" specific-use="star"><?xmltex \currentcnt{11}?><label>Figure 11</label><caption><p id="d1e8937">The optimization process for case OC3-DA: the objective function <bold>(a)</bold>, maximum non-linear constraint
violations <bold>(b)</bold> and the change in the design from initial to final configuration <bold>(c)</bold>. Details as in previous figures.</p></caption>
          <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f11.png"/>

        </fig>

      <p id="d1e8955">Next, the effect of including <inline-formula><mml:math id="M333" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>-</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:math></inline-formula> ratio constraints for all elements is shown in the results from case OC3-PA-DT in
Fig. <xref ref-type="fig" rid="Ch1.F12"/>. With this constraint in place, the low-thickness, high-diameter solution obtained
previously is no longer feasible and the result is a solution which balances the reduction more evenly among the
thicknesses and diameters. The result is in a sense more pleasing from a practical point of view, since it is more in
line with a design that would actually be manufactured; both due to the lack of very large diameters and because one
avoids the wave-load-induced “hourglass shape” seen in the previous two cases. The convergence is also faster (73 vs.
140 iterations), though there is one additional (very short) outer iteration required. On the other hand, the <inline-formula><mml:math id="M334" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>-</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:math></inline-formula> ratio
constraint is a lot more strict overall and less than 10 % reduction in mass is possible. In fact, the initial OC3
design is not feasible with respect to this constraint, which is why the objective function is increased by quite some
amount at the beginning of the first loop. Note also that, as opposed to<?pagebreak page189?> other comparable cases, the final design is
softer (at 0.24 Hz) than the initial design (at 0.28 Hz).</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F12" specific-use="star"><?xmltex \currentcnt{12}?><label>Figure 12</label><caption><p id="d1e8986">The optimization process for case OC3-PA-DT: the objective function <bold>(a)</bold>, maximum non-linear constraint
violations <bold>(b)</bold> and the change in the design from initial to final configuration <bold>(c)</bold>. Details as in previous figures.</p></caption>
          <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f12.png"/>

        </fig>

      <p id="d1e9004">Randomizing the initial OC3 design gives the results displayed for OC3-PA-RND in Fig. <xref ref-type="fig" rid="Ch1.F13"/>. This
initial design is both heavier and much less feasible (a probability of failure of 1 essentially in several locations)
than the initial OC3 design, which seems to make the convergence a bit slower in this case but not by too much. The
solution is not exactly the same as for OC3-PA, but the difference is negligible (1 % or less in the design variables
and less than 0.005 % in the objective). This is within the expected variation caused by the small inherent randomness
in the surrogate modeling.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F13" specific-use="star"><?xmltex \currentcnt{13}?><label>Figure 13</label><caption><p id="d1e9011">The optimization process for case OC3-PA-RND: the objective function <bold>(a)</bold>, maximum non-linear constraint
violations <bold>(b)</bold> and the change in the design from initial to final configuration <bold>(c)</bold>. Details as in previous figures.</p></caption>
          <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f13.png"/>

        </fig>

      <p id="d1e9030">Finally, the effects of no wave loads (OC3-PA-NW), only fatigue constraints (OC3-PF) and only extreme load constraints
(OC3-PU) are shown in the results in Figs. <xref ref-type="fig" rid="Ch1.F14"/>, <xref ref-type="fig" rid="Ch1.F15"/> and
<xref ref-type="fig" rid="Ch1.F16"/>, respectively. As would be expected, the removal of the wave loads leads to a slightly lighter
design and one where the element diameters consistently decrease from bottom to top. The difference in convergence
behavior is likely negligible and mostly due to the randomness in the surrogate modeling. The resulting design has a
slightly higher utilization of extreme loads. Since the fatigue constraints generally dominate over the extreme load
constraints, the results for OC3-PF are as expected, with negligible differences in the final solution compared with
OC3-PA and OC3-PA-RND.<?pagebreak page190?> Conversely, using only extreme load constraints as in OC3-PU results in a final design that has
about 16 % less mass than OC3-PA. This case also removes the visible effect of the wave loads on the solution, most
likely because (at least for this loading scenario) the extreme loads caused by the waves are much less significant than
the corresponding fatigue loads. Otherwise, the behavior is more or less as in the other cases.</p>
      <p id="d1e9039">More detailed results for OC3-PA-DT, OC3-PA-RND, OC3-PA-NW, OC3-PF and OC3-PU can be found in Table <xref ref-type="table" rid="Ch1.T8"/>.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F14" specific-use="star"><?xmltex \currentcnt{14}?><label>Figure 14</label><caption><p id="d1e9046">The optimization process for case OC3-PA-NW: the objective function <bold>(a)</bold>, maximum non-linear constraint
violations <bold>(b)</bold> and the change in the design from initial to final configuration <bold>(c)</bold>. Details as in previous figures.</p></caption>
          <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f14.png"/>

        </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F15" specific-use="star"><?xmltex \currentcnt{15}?><label>Figure 15</label><caption><p id="d1e9066">The optimization process for case OC3-PF: the objective function <bold>(a)</bold>, maximum non-linear constraint
violations <bold>(b)</bold> and the change in the design from initial to final configuration <bold>(c)</bold>. Details as in previous figures.</p></caption>
          <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f15.png"/>

        </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F16" specific-use="star"><?xmltex \currentcnt{16}?><label>Figure 16</label><caption><p id="d1e9087">The optimization process for case OC3-PU: the objective function <bold>(a)</bold>, maximum non-linear constraint
violations <bold>(b)</bold> and the change in the design from initial to final configuration <bold>(c)</bold>. Details as in previous figures.</p></caption>
          <?xmltex \igopts{width=369.885827pt}?><graphic xlink:href="https://wes.copernicus.org/articles/5/171/2020/wes-5-171-2020-f16.png"/>

        </fig>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T8" specific-use="star"><?xmltex \currentcnt{8}?><label>Table 8</label><caption><p id="d1e9108">Selected summary results of cases OC3-PA-DT, OC3-PA-RND, OC3-PA-NW, OC3-PF and OC3-PU. Design variable numbers run
from 1 (bottom element) to 14 (top element).</p></caption><oasis:table frame="topbot"><oasis:tgroup cols="6">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="right"/>
     <oasis:colspec colnum="3" colname="col3" align="right"/>
     <oasis:colspec colnum="4" colname="col4" align="right"/>
     <oasis:colspec colnum="5" colname="col5" align="right"/>
     <oasis:colspec colnum="6" colname="col6" align="right"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Variable</oasis:entry>
         <oasis:entry colname="col2">OC3-PA-DT</oasis:entry>
         <oasis:entry colname="col3">OC3-PA-RND</oasis:entry>
         <oasis:entry colname="col4">OC3-PA-NW</oasis:entry>
         <oasis:entry colname="col5">OC3-PF</oasis:entry>
         <oasis:entry colname="col6">OC3-PU</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">Diameter 1 after loop 1</oasis:entry>
         <oasis:entry colname="col2">5.90 m</oasis:entry>
         <oasis:entry colname="col3">9.00 m</oasis:entry>
         <oasis:entry colname="col4">9.00 m</oasis:entry>
         <oasis:entry colname="col5">9.00 m</oasis:entry>
         <oasis:entry colname="col6">9.00 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final diameter 1</oasis:entry>
         <oasis:entry colname="col2">5.92 m</oasis:entry>
         <oasis:entry colname="col3">9.00 m</oasis:entry>
         <oasis:entry colname="col4">9.00 m</oasis:entry>
         <oasis:entry colname="col5">9.00 m</oasis:entry>
         <oasis:entry colname="col6">9.00 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Thickness 1 after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.0491 m</oasis:entry>
         <oasis:entry colname="col3">0.0198 m</oasis:entry>
         <oasis:entry colname="col4">0.0164 m</oasis:entry>
         <oasis:entry colname="col5">0.0202 m</oasis:entry>
         <oasis:entry colname="col6">0.0163 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final thickness 1</oasis:entry>
         <oasis:entry colname="col2">0.0493 m</oasis:entry>
         <oasis:entry colname="col3">0.0202 m</oasis:entry>
         <oasis:entry colname="col4">0.0165 m</oasis:entry>
         <oasis:entry colname="col5">0.0202 m</oasis:entry>
         <oasis:entry colname="col6">0.0165 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Diameter 2 after loop 1</oasis:entry>
         <oasis:entry colname="col2">5.58 m</oasis:entry>
         <oasis:entry colname="col3">6.81 m</oasis:entry>
         <oasis:entry colname="col4">9.00 m</oasis:entry>
         <oasis:entry colname="col5">6.82 m</oasis:entry>
         <oasis:entry colname="col6">9.00 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final diameter 2</oasis:entry>
         <oasis:entry colname="col2">5.61 m</oasis:entry>
         <oasis:entry colname="col3">6.85 m</oasis:entry>
         <oasis:entry colname="col4">9.00 m</oasis:entry>
         <oasis:entry colname="col5">6.85 m</oasis:entry>
         <oasis:entry colname="col6">9.00m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Thickness 2 after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.0465 m</oasis:entry>
         <oasis:entry colname="col3">0.0145 m</oasis:entry>
         <oasis:entry colname="col4">0.0145 m</oasis:entry>
         <oasis:entry colname="col5">0.0294 m</oasis:entry>
         <oasis:entry colname="col6">0.0141 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final thickness 2</oasis:entry>
         <oasis:entry colname="col2">0.0467 m</oasis:entry>
         <oasis:entry colname="col3">0.0294 m</oasis:entry>
         <oasis:entry colname="col4">0.0147 m</oasis:entry>
         <oasis:entry colname="col5">0.0294 m</oasis:entry>
         <oasis:entry colname="col6">0.0143 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Diameter 3 after loop 1</oasis:entry>
         <oasis:entry colname="col2">5.26 m</oasis:entry>
         <oasis:entry colname="col3">9.00 m</oasis:entry>
         <oasis:entry colname="col4">8.81 m</oasis:entry>
         <oasis:entry colname="col5">9.00 m</oasis:entry>
         <oasis:entry colname="col6">8.54 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final diameter 3</oasis:entry>
         <oasis:entry colname="col2">5.29 m</oasis:entry>
         <oasis:entry colname="col3">9.00 m</oasis:entry>
         <oasis:entry colname="col4">8.84 m</oasis:entry>
         <oasis:entry colname="col5">9.00 m</oasis:entry>
         <oasis:entry colname="col6">8.61 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Thickness 3 after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.0438 m</oasis:entry>
         <oasis:entry colname="col3">0.0142 m</oasis:entry>
         <oasis:entry colname="col4">0.0133 m</oasis:entry>
         <oasis:entry colname="col5">0.0139 m</oasis:entry>
         <oasis:entry colname="col6">0.0133 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final thickness 3</oasis:entry>
         <oasis:entry colname="col2">0.0441 m</oasis:entry>
         <oasis:entry colname="col3">0.0141 m</oasis:entry>
         <oasis:entry colname="col4">0.0133 m</oasis:entry>
         <oasis:entry colname="col5">0.0141 m</oasis:entry>
         <oasis:entry colname="col6">0.0133 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Diameter 4 after loop 1</oasis:entry>
         <oasis:entry colname="col2">4.97 m</oasis:entry>
         <oasis:entry colname="col3">8.70 m</oasis:entry>
         <oasis:entry colname="col4">8.20 m</oasis:entry>
         <oasis:entry colname="col5">8.52 m</oasis:entry>
         <oasis:entry colname="col6">7.98 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final diameter 4</oasis:entry>
         <oasis:entry colname="col2">4.98 m</oasis:entry>
         <oasis:entry colname="col3">8.51 m</oasis:entry>
         <oasis:entry colname="col4">8.18 m</oasis:entry>
         <oasis:entry colname="col5">8.50 m</oasis:entry>
         <oasis:entry colname="col6">8.03 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Thickness 4 after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.0414 m</oasis:entry>
         <oasis:entry colname="col3">0.0133 m</oasis:entry>
         <oasis:entry colname="col4">0.0133 m</oasis:entry>
         <oasis:entry colname="col5">0.0133 m</oasis:entry>
         <oasis:entry colname="col6">0.0133 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final thickness 4</oasis:entry>
         <oasis:entry colname="col2">0.0415 m</oasis:entry>
         <oasis:entry colname="col3">0.0133 m</oasis:entry>
         <oasis:entry colname="col4">0.0133 m</oasis:entry>
         <oasis:entry colname="col5">0.0133 m</oasis:entry>
         <oasis:entry colname="col6">0.0133 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Diameter 14 after loop 1</oasis:entry>
         <oasis:entry colname="col2">3.09 m</oasis:entry>
         <oasis:entry colname="col3">4.33 m</oasis:entry>
         <oasis:entry colname="col4">4.31 m</oasis:entry>
         <oasis:entry colname="col5">4.33 m</oasis:entry>
         <oasis:entry colname="col6">2.84 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final diameter 14</oasis:entry>
         <oasis:entry colname="col2">3.09 m</oasis:entry>
         <oasis:entry colname="col3">4.35 m</oasis:entry>
         <oasis:entry colname="col4">4.32 m</oasis:entry>
         <oasis:entry colname="col5">4.35 m</oasis:entry>
         <oasis:entry colname="col6">2.84 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Thickness 14 after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.0257 m</oasis:entry>
         <oasis:entry colname="col3">0.0133 m</oasis:entry>
         <oasis:entry colname="col4">0.0133 m</oasis:entry>
         <oasis:entry colname="col5">0.0133 m</oasis:entry>
         <oasis:entry colname="col6">0.0133 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final thickness 14</oasis:entry>
         <oasis:entry colname="col2">0.0258 m</oasis:entry>
         <oasis:entry colname="col3">0.0133 m</oasis:entry>
         <oasis:entry colname="col4">0.0133 m</oasis:entry>
         <oasis:entry colname="col5">0.0133 m</oasis:entry>
         <oasis:entry colname="col6">0.0133 m</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Normalized mass after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.922</oasis:entry>
         <oasis:entry colname="col3">0.589</oasis:entry>
         <oasis:entry colname="col4">0.519</oasis:entry>
         <oasis:entry colname="col5">0.588</oasis:entry>
         <oasis:entry colname="col6">0.490</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final normalized mass</oasis:entry>
         <oasis:entry colname="col2">0.922</oasis:entry>
         <oasis:entry colname="col3">0.586</oasis:entry>
         <oasis:entry colname="col4">0.519</oasis:entry>
         <oasis:entry colname="col5">0.586</oasis:entry>
         <oasis:entry colname="col6">0.493</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Initial first eigenfrequency</oasis:entry>
         <oasis:entry colname="col2">0.279 Hz</oasis:entry>
         <oasis:entry colname="col3">0.217 Hz</oasis:entry>
         <oasis:entry colname="col4">0.279 Hz</oasis:entry>
         <oasis:entry colname="col5">0.279 Hz</oasis:entry>
         <oasis:entry colname="col6">0.279 Hz</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">First eigenfrequency after loop 1</oasis:entry>
         <oasis:entry colname="col2">0.236 Hz</oasis:entry>
         <oasis:entry colname="col3">0.296 Hz</oasis:entry>
         <oasis:entry colname="col4">0.283 Hz</oasis:entry>
         <oasis:entry colname="col5">0.295 Hz</oasis:entry>
         <oasis:entry colname="col6">0.266 Hz</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Final first eigenfrequency</oasis:entry>
         <oasis:entry colname="col2">0.235 Hz</oasis:entry>
         <oasis:entry colname="col3">0.294 Hz</oasis:entry>
         <oasis:entry colname="col4">0.282 Hz</oasis:entry>
         <oasis:entry colname="col5">0.294 Hz</oasis:entry>
         <oasis:entry colname="col6">0.268 Hz</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Iterations in loop 1</oasis:entry>
         <oasis:entry colname="col2">50</oasis:entry>
         <oasis:entry colname="col3">123</oasis:entry>
         <oasis:entry colname="col4">82</oasis:entry>
         <oasis:entry colname="col5">86</oasis:entry>
         <oasis:entry colname="col6">81</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Total iterations</oasis:entry>
         <oasis:entry colname="col2">73</oasis:entry>
         <oasis:entry colname="col3">200</oasis:entry>
         <oasis:entry colname="col4">121</oasis:entry>
         <oasis:entry colname="col5">160</oasis:entry>
         <oasis:entry colname="col6">120</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup></oasis:table></table-wrap>

</sec>
</sec>
<sec id="Ch1.S5">
  <label>5</label><title>Further discussion</title>
      <p id="d1e9765">The results demonstrate quite clearly the capability of the proposed methodology to obtain reliable optimal support
structure designs without making the optimization process itself much more computationally complex than in the
deterministic case. In fact, the initial outer iteration of the RBDO approach requires about the same number of
iterations as the corresponding deterministic optimization cases. The small amount of changes to the design that occur
in the additional outer iterations indicate that, even with the simplifications involved in the response factorization,
the surrogate model is a fairly accurate global approximation. Final convergence of the outer loop is then mostly
necessary for convergence in a mathematical sense, and the added computational effort required is of lesser practical
importance. Tightening the non-linear constraints slightly would ensure that feasible solutions were obtained after only
one round of RBDO. The 50 samples used to train the surrogate model for the initial RBDO loop represent a very small
additional computational effort compared to what is required for the optimization in general. Since the minimum number
of function evaluations (and thus simulations) required for a single iteration is one base evaluation plus one
additional evaluation for every design variable, 50 simulations becomes rather negligible (for the OC3 Monopile models,
this number is surpassed after only two iterations). Even when using all 500 samples, the added computational effort is
not particularly large when compared with a full optimization procedure (it is equivalent to at most 18 iterations of
OC3 Monopile models or at most 46 iterations of unconnected Simple Beam models). All in all, this makes the proposed
RBDO framework a realistic option if gradient-based deterministic optimization is computationally feasible for the
desired application. We note that the computation time on a single workstation (16 cores at 2.7 GHz; 128 GB RAM) for one
full evaluation of the constraints (including all simulations required for four loading scenarios and the computation of
all design sensitivities) was about 40 s for the non-connected Simple Beam designs and<?pagebreak page192?> about 100 s for the
OC3 designs. The total solution time was consequently on the order of hours: at most 10–12 h for all outer
iterations to complete but generally only a few hours for the initial outer iteration.</p>
<sec id="Ch1.S5.SS1">
  <label>5.1</label><title>Obtained designs</title>
      <p id="d1e9775">The results obtained from RBDO do not appear functionally or systematically different than those obtained with
deterministic optimization, producing designs that are similar and only slightly heavier. Note, for example, the large
differences in maximum probability of failure compared to the small differences in total mass. The designs are driven by
fatigue on the load side and the element thicknesses on the structural side, leading in general to designs with small
thicknesses and large diameters. The OC3 Monopile designs tend to be quite a bit stiffer than the initial design, except
when the loads or constraints are relaxed enough to allow for very light designs (as in the case of OC3-PA-NW and
OC3-PU). The overall exception to these trends is the case with a <inline-formula><mml:math id="M335" display="inline"><mml:mrow><mml:mi>D</mml:mi><mml:mo>-</mml:mo><mml:mi>t</mml:mi></mml:mrow></mml:math></inline-formula> ratio constraint, though the thickness is also
driving in this case. However, since the thickness cannot be arbitrarily smaller than the diameters in this case, the
result is an effective upper bound on the thickness corresponding to the values where the overall design (with much
smaller diameters than the other cases) is at the boundary imposed by the non-linear constraints. All in all, this is
beneficial for the design process, since reliability-based constraints do not seem to change anything fundamental about
the problem or introduce anything phenomenologically new from the design point of view. By and large, this indicates
that as long as the structural and load models can be successfully adapted to the probabilistic setting, e.g., in the
manner done in this study, then most if not all of previous knowledge and experience from deterministic design
optimization is still valid and useful. On the other hand, this should not be taken to mean that probabilistic
constraints can be easily replaced by more conservative deterministic ones. There is no way to determine sensible limits
for such constraints – sensible here in the sense of being sufficiently safe while not being overly conservative –
without performing some kind of non-deterministic analysis. Such analyses, for example, probabilistically tuned partial
safety factors as basis for deterministically constrained optimization, are not necessarily more efficient than the
present RBDO framework and cannot account for any potentially design-dependent changes that would be naturally
accounted for with our methodology.</p>
</sec>
<?pagebreak page193?><sec id="Ch1.S5.SS2">
  <label>5.2</label><title>Simplifications</title>
      <p id="d1e9798">Some further simplifications have been made in the present analysis compared with more realistic applications. The main
examples are the system model (with no soil model or detailed hydrodynamic modeling), the load analysis (simplified wave
modeling, small number of environmental states considered) and the uncertainty modeling (potentially a much larger set
of uncertainties might have been considered and a more detailed approach could have been used to obtain the specific
uncertainty models). None of these simplifications are negligible but are not expected to affect the viability of the
results dramatically either. The system and load modeling are not necessarily so far away from approaches commonly used
for industrial applications, nor do they affect the system response in a way that would cause large deviations from the
behavior seen in this study. The simplified (or lack of) soil structure interaction and hydrodynamic properties mostly
serve to increase the global stiffness, reduce global damping and change the self weight of the system. These are
systematic effects that may change the amplitudes of the response but are not expected to change the relative response
to specific scenarios and so change, e.g., the complexity required to fit the surrogate model with respect to design
changes. Similarly, the simplified load analysis is also not expected to affect the relative responses very much,
especially for the fatigue analysis, where recent studies have shown that the distribution of fatigue damage over a
comprehensive set of environmental states does not change drastically when the design changes, particularly as long as
the eigenfrequency does not change too much (<xref ref-type="bibr" rid="bib1.bibx73 bib1.bibx74" id="altparen.99"/>). Finally, the uncertainty analysis
is mostly consistent with previous work in terms of the specific modeling but uses a smaller number of uncertainties
than has typically been part of reliability studies. This can be seen as somewhat limiting in regards to the above
points about the lack of added computational complexity, but it should be noted that it is usually possible to reduce
the number of uncertainties down to a level closer to that of the present study by careful preliminary studies of the
sensitivity to each uncertain parameter and subsequent elimination of all but the most important parameters. The
automatic relevance determination of the GPR approach used presently is also advantageous for such a purpose.</p>
</sec>
</sec>
<sec id="Ch1.S6" sec-type="conclusions">
  <label>6</label><title>Conclusions</title>
      <p id="d1e9813">In this work, we have presented a general methodology for performing RBDO of OWT support structures. The fundamental idea
is that if the stochastic system response can be factorized into a design-dependent, deterministic (mean) response
and a design-independent, probabilistic response, then it becomes possible to implement state-of-the-art RBDO, including
state-of-the-art support structure design optimization methods, without adding much computational effort compared to
deterministic optimization. The further advantages of the approach are that no assumptions about the functional
representation of the probabilistic response are necessary, and since all design dependence is found in the deterministic
part of the response, high-fidelity surrogate models can be fit for the probabilistic response while simultaneously
making use of analytical methods for the estimation of design sensitivities. Together, this makes it possible to utilize
recently developed gradient-based methods without having to make further adaptations of more general RBDO methods.</p>
      <p id="d1e9816">For the range of considered cases, the results show the feasibility of the proposed methodology. Although the overall
approach includes an additional outer loop to ensure local fidelity of the surrogate model at the solution, these
additional iterations are only necessary to ensure convergence in a stricter sense. For practical purposes, a single
surrogate model fit and a single RBDO procedure suffices. Furthermore, the number of iterations of the RBDO procedure
(not counting the solution of each reliability subproblem, which is computationally negligible when using a surrogate
model),<?pagebreak page194?> and hence the number of simulations required during optimization, is very close to that of the equivalent
deterministic cases. The only additional computational effort is then found in the training of the surrogate
model. However, this effort is comparable to that of a small number of additional iterations of the design optimization,
especially for a larger number of design variables. Hence, the overall added computational complexity is small and makes
the RBDO problem comparable to the equivalent deterministic optimization problem. The results also indicate that the
RBDO framework does not change anything significantly about the kind of optimal designs that are obtained, as compared
with deterministic design optimization. The same properties (fatigue and element thickness) seem to drive the designs,
and the main differences are that probabilistically constrained designs are more conservative than their deterministic
counterparts, as one would expect.</p>
      <p id="d1e9819">The current study is somewhat preliminary, in the sense that only a limited number of loading scenarios and constraints
are considered, as well as the fact that the structural and environmental models are simplified and that limited effort
has been put into refining, or otherwise optimizing, the methods used in the implementation of the overall
framework. With regards to the simplifications, this is not expected to be a very limiting factor, though future work
with higher fidelity is needed to ensure the practical viability of the proposed approach. As for the lack of
refinement, this would indicate at least some potential for improving the methodology presented herein, which already
works fairly well. It is likely that at the very least a more efficient design of experiment will be crucial if a larger
amount of loading scenarios and higher-fidelity system modeling is to be made practical. Considering that many of the
underlying optimization procedures used were originally developed for jacket support structures, it is expected that the
current results, derived for monopiles, should be applicable with only minor modifications. Since very few studies of
RBDO for OWTs have been done so far, in particular for support structure design, the current developments will hopefully
open up new avenues for further research.</p>
</sec>

      
      </body>
    <back><notes notes-type="codedataavailability"><title>Code and data availability</title>

      <p id="d1e9826">The data used for creating the figures and tables displaying the results are available in the
Supplement. The code used to generate the results is very comprehensive and is, in its current form, not
suitable for publication.</p>
  </notes><app-group>
        <supplementary-material position="anchor"><p id="d1e9829">The supplement related to this article is available online at: <inline-supplementary-material xlink:href="https://doi.org/10.5194/wes-5-171-2020-supplement" xlink:title="zip">https://doi.org/10.5194/wes-5-171-2020-supplement</inline-supplementary-material>.</p></supplementary-material>
        </app-group><notes notes-type="authorcontribution"><title>Author contributions</title>

      <p id="d1e9838">LESS formulated the main idea and implemented the method, conducted the analysis,
created the figures and wrote the manuscript. MM provided essential input and suggestions throughout the
process, aided in the formulation of the scope of the work and helped with the composition of the
manuscript.</p>
  </notes><notes notes-type="competinginterests"><title>Competing interests</title>

      <p id="d1e9844">The authors declare that they have no conflict of interest.</p>
  </notes><ack><title>Acknowledgements</title><p id="d1e9850">This work has been partly supported by NOWITECH FME (Research Council of Norway, contract no. 193823) and by the
Danish Council for Strategic Research through the project “Advancing BeYond Shallow waterS (ABYSS) – Optimal design of
offshore wind turbine support structures”.</p></ack><notes notes-type="financialsupport"><title>Financial support</title>

      <p id="d1e9855">This research has been supported by the Norges Forskningsråd (grant no. 193823)
and the Strategiske Forskningsråd (grant no. 1305-00020B).</p>
  </notes><notes notes-type="reviewstatement"><title>Review statement</title>

      <p id="d1e9861">This paper was edited by Athanasios Kolios and reviewed by two anonymous referees.</p>
  </notes><ref-list>
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<abstract-html><p>The need for cost-effective support structure designs for offshore wind turbines has led to continued interest in the
development of design optimization methods. So far, almost no studies have considered the effect of uncertainty, and
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constraint scenarios. The results demonstrate the viability of the approach in terms of obtaining reliable, optimal
support structure designs and furthermore show that in practice only a limited amount of additional computational
effort is required compared to deterministic design optimization. While there are some limitations in the applied
cases, and some further refinement might be necessary for applications to high-fidelity design scenarios, the
demonstrated capabilities of the proposed methodology show that efficient reliability-based optimization for offshore
wind turbine support structures is feasible.</p></abstract-html>
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