In many practical applications, probabilistic and bounded uncertainties often arise simultaneously, and these uncertainties can be described by using probability and convex set models. However, the computing cost becomes unacceptable when directly solving the reliability-based design optimization (RBDO) problem with these uncertainties involved. To address this issue, in this study, a sequential sampling strategy by extending classical sequential optimization and reliability assessment (SORA) method for RBDO is developed. The proposed strategy ...