Dakota Reference Manual  Version 6.4
Large-Scale Engineering Optimization and Uncertainty Analysis
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first_order


First-order integration scheme

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Description

First-order integration in local reliability methods uses the minimum Euclidean distance from the origin to the most probable point (MPP) in transformed space to compute the probability of failure. This distance, commonly called the reliability index Beta, is used to calculate the probability of failure by calculating the standard normal cumulative distribution function at -Beta.