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Target cascading in optimal system design.

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 TARGET CASCADING IN OPTIMAL

SYSTEM DESIGN

by

Hyung Min Kim

A dissertation submitted in partial fulfillment

of the requirements for the degree of
Doctor of Philosophy
(Mechanical Engineering)
in The University of Michigan
2001

Doctoral Committee:

Professor Panos Y. Papalambros, Chair

Professor John R. Birge
Technical Specialist Tao Jiang, Ford Motor Company
Assistant Research Scientist Nestor F. Michelena
Associate Professor Huei Peng
 ABSTRACT

TARGET CASCADING IN OPTIMAL SYSTEM DESIGN

by

Hyung Min Kim

Chair: Panos Y. Papalambros

Target cascading is a key challenge in the early product development stages of

large complex artifacts: How to propagate the desirable top level design specifications (or

targets) to appropriate specifications for the various subsystems and components in a

consistent and efficient manner. Consistency means that all parts of the designed system

should end up working well together, while efficiency means that the product

development process itself should avoid iterations at later stages, which are costly in time

and resources.
In this dissertation target cascading is formalized in a process modeled as a

multilevel optimal design problem. Design targets are cascaded down to lower levels

using partitioning of the original problem into a hierarchical set of subproblems. For each

design problem at a given level, an optimization problem is formulated to minimize

deviations from the propagated targets and thus achieve intersystem compatibility.

Target cascading (TC) can be reformulated as a hierarchical overlapping

coordination (HOC) algorithm possessing a non-ascent property. The equivalence

between the TC and the HOC formulations, i.e., both decomposed problems possessing

the same objective and constraint sets provides a theoretical foundation for asserting that
the TC algorithm will reach the target deviations.

The target cascading process is illustrated in a case study involving a ground

vehicle chassis design problem. The target cascading process implementation in an actual

organization is also presented along with sample model forms for collecting and

assembling the requisite analysis models.

© Hyung Min Kim 2001
All Rights Reserved
 Dedication

To my parents

Kyungsuk Kim and Yanggyun Jeon

ii
I press on toward the goal to win the prize for which God has called me

heavenward in Christ Jesus.

Philippians 3:14

iii
 ACKNOWLEDGEMENTS

The first meeting with my advisor, Panos Papalambros, on November 14, 1996 is

still vivid in my memory. He was visiting Korea and Japan and I was lucky to receive his

phone call early in the morning in my office. I went to see him in that afternoon and we

had a nice talk for about two hours and I was so excited about the potential chance to work

with him. Whenever I read my diary back in those days, I can still feel the excitement and
energy after the meeting with him. I was very fortunate to have Panos as my advisor,

teacher, and counselor and I want to sincerely thank Panos for his guidance throughout my

Ph.D. study.

I also like to thank Dr. Nestor Michelena for his idea and help from the beginning

of the target cascading project. Whenever I needed help, he was there to sit down with me

to figure out the problems. I wish him good luck and health. Many thanks go also to

Professor John Birge, Professor Huei Peng, and Dr. Tao Jiang for their advice on this

dissertation.

Colleagues at the ARC, Dr. Loucas Louca, Geoff Rideout, Dr. Zoran Filipi, Bo

Chen: I enjoyed working with them and their expertise was a great help. The ground

vehicle case was a collaboration with Geoff.

This dissertation was not possible without the support of my friends. First, my

dearest Eunji, for her love and support and also many meals she cooked for me. Last two

years were wonderful with her. All my precious ODE friends, Sig, Shinzi, Julie, Zhifang,

Mike, Ryan, Nnaemeka, Chris, Panayiotis, Matt, George, Jay, John, Hosam, Michael,

Olena: I thank all of them for the fun time and all the “research parties” every night.

Jungnam, Hyungjun, Kyusuk, Sukyung: I am indebted to all of them.

Last but not least, I like to thank my parents for their love and prayers. I am glad

that now I can give them back something very small. My brother, Hyungham, and his

family, my beloved sister Minjoo, thank you all for the love and support.

iv
 TABLE OF CONTENTS

DEDICATION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ii

ACKNOWLEDGEMENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . iv

LIST OF FIGURES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . viii

LIST OF TABLES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xi

CHAPTER 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
TARGET CASCADING IN PRODUCT DEVELOPMENT

1.1 Motivation for Systems Engineering . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

1.2 Basic Steps in the Target Cascading Process . . . . . . . . . . . . . . . . . . . . . 6
1.2.1 Target Setting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2.2 Model Development . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2.3 System Partitioning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.2.4 Target Cascading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.2.5 Embodiment Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.3 Outline of Dissertation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

CHAPTER 2 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
HIERARCHICAL OPTIMIZATION FOR LARGE-SCALE DESIGN

2.1 Hierarchical Optimization Framework . . . . . . . . . . . . . . . . . . . . . . . . . 13

2.1.1 Cramer’s Formulations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.1.2 Sobieski’s Framework . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.1.3 Collaborative Optimization . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.1.4 Key Ideas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.2 Hierarchical Coordination Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.2.1 Wismer and Chattergy’s Coordination . . . . . . . . . . . . . . . . . . . 30
2.2.2 Nelson’s Sequentially Decomposed Programming . . . . . . . . . 34
2.2.3 Other Coordination Methods . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.3 Dissertation Goal . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35

v
CHAPTER 3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
TARGET CASCADING FORMULATION

3.1 Modeling Hierarchy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

3.1.1 Original Design Problem Statement . . . . . . . . . . . . . . . . . . . . . 38
3.1.2 Design Model vs. Analysis Model . . . . . . . . . . . . . . . . . . . . . . 40
3.1.3 Interactions between Analysis Model and Design Model . . . . 42
3.2 Target Cascading at Supersystem Level . . . . . . . . . . . . . . . . . . . . . . . . 43
3.3 Target Cascading at System Level . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
3.4 Target Cascading at Subsystem Level . . . . . . . . . . . . . . . . . . . . . . . . . 48
3.5 General Formulation of Target Cascading Problem . . . . . . . . . . . . . . . 49
3.6 Stationarity Conditions for the Design Problems in Target Cascading 51
3.6.1 Constraint Qualifications of Additional Deviation Constraints 51
3.6.2 A Simple Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
3.7 The H-Upper Bound Formulation for Deviation Constraints . . . . . . . . 59
3.8 Concluding Comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61

CHAPTER 4 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
COORDINATION STRATEGY FOR TARGET CASCADING

4.1 Assumptions, Symbols, and Conventions . . . . . . . . . . . . . . . . . . . . . . . 63

4.2 Hierarchical Overlapping Coordination . . . . . . . . . . . . . . . . . . . . . . . . 66
4.3 Target Cascading as a Hierarchical Overlapping Coordination . . . . . . 70
4.4 Non-ascent Properties of the TC Coordination . . . . . . . . . . . . . . . . . . . 73
4.5 Concluding Comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75

CHAPTER 5 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
DEMONSTRATION STUDIES

5.1 A Geometric Programming Problem . . . . . . . . . . . . . . . . . . . . . . . . . . 76

5.1.1 Modeling Hierarchy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
5.1.2 Numerical Results and Discussion: All-At-Once vs. Target
Cascading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
5.2 Chassis Design for Ride and Handling Targets . . . . . . . . . . . . . . . . . . 83
5.2.1 Problem Description . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
5.2.2 Supersystem Level: Half-Car and Bicycle Models . . . . . . . . . 86
5.2.3 System Level: Suspension and Tire Models . . . . . . . . . . . . . . . 91
5.2.4 Subsystem Level: Coil Spring Model . . . . . . . . . . . . . . . . . . . . 99
5.2.5 Design Scenario A: Equally Weighted Ride and Handling Targets
101
5.2.6 Design Scenario B: Modification of Design Targets . . . . . . . 105
5.2.7 Design Scenario C: Modification of Design Space . . . . . . . . 106
5.2.8 Numerical Characteristics and Discussion . . . . . . . . . . . . . . . 110
5.3 Concluding Comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
vi
CHAPTER 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 112
TARGET CASCADING IN SYSTEMS ENGINEERING PRACTICE

6.1 Collection of Analysis Models: Model Forms . . . . . . . . . . . . . . . . . . 112

6.2 Mapping the Modeling Hierarchy . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
6.3 Building Design Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121
6.4 Applying the Target Cascading Process . . . . . . . . . . . . . . . . . . . . . . . 122
6.5 Embodiment Design . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
6.6 Concluding Comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124

CHAPTER 7 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
CONCLUSIONS

7.1 Dissertation Summary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125

7.2 Contributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
7.3 Future Research . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127

APPENDICES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 130

BIBLIOGRAPHY . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145

vii
 LIST OF FIGURES

FIGURE

1. Typical system life cycle (adapted from NASA Systems Engineering Handbook

[70]). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

2. Two approaches to target cascading. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

3. Target cascading process in systems engineering . . . . . . . . . . . . . . . . . . . . . . . . . 7

4. Traditional integrated optimization approach . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

5. Multidisciplinary feasible (MDF) approach schematic . . . . . . . . . . . . . . . . . . . . 16

6. All-At-Once (AAO) approach schematic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17

7. Interdisciplinary feasible (IDF) approach schematic . . . . . . . . . . . . . . . . . . . . . . 18

8. Coupling between disciplinary analysis models . . . . . . . . . . . . . . . . . . . . . . . . . 23

9. Collaborative optimization architecture . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24

10. Wismer and Chattergy’s design problem hierarchy . . . . . . . . . . . . . . . . . . . . . 31

11. Decision hierarchy in a large-scale system . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

12. Hierarchy of models in target cascading . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41

13. Flows from/into system level design problem . . . . . . . . . . . . . . . . . . . . . . . . . . 41

14. Interaction of linking variables: a special case with a supersystem and two systems.

For each design problem, one analysis model is assigned. . . . . . . . . . . . . . . . . 42

15. Schematics of information exchange between supersystem design and analysis

model and system design model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44

viii
16. Schematics of information exchange between system design and analysis model

and subsystem design model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

17. Schematic of information exchange between subsystem design model and analysis

model: the subsystem analysis model takes subsystem level design variables and

parameters and returns subsystem responses. . . . . . . . . . . . . . . . . . . . . . . . . . . 49

18. Schematics of information exchange between level i design and analysis model and

level (i+1) design model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50

19. Target cascading framework for two-level case . . . . . . . . . . . . . . . . . . . . . . . . 64

20. Block D-decomposition of the functional dependence table (adapted from Michel-

ena et al [50]) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66

21. Flow of information in hierarchical overlapping coordination . . . . . . . . . . . . . 68

22. Flowchart for the hierarchical overlapping coordination algorithm . . . . . . . . . 69

23. Partitioning of the geometric programming example problem . . . . . . . . . . . . . 79

24. SUV chassis design problem structure . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85

25. Half-Car model (Bold faced symbols are design variables.) . . . . . . . . . . . . . . . 87

26. Cornering of a bicycle model (Bold faced symbols are design variables.) . . . . 88

27. Schematic of information exchange at the supersystem level . . . . . . . . . . . . . . 89

28. Schematic of double A-arm suspension model . . . . . . . . . . . . . . . . . . . . . . . . . 93

29. Schematic of simulation-based design process for vehicle ride . . . . . . . . . . . . 94

30. Schematic of information exchange of front suspension model . . . . . . . . . . . . 94

31. Schematic of information exchange for vertical and cornering tire models . . . 98

32. Schematic of exchange of information for coil spring design . . . . . . . . . . . . . 100

33. Normalized responses: “1” represents exact target match . . . . . . . . . . . . . . . . 103

ix
34. Comparison between design scenario A (baseline) and B . . . . . . . . . . . . . . . . 106

35. Comparison between design scenario A (baseline) and B . . . . . . . . . . . . . . . . 108

x
 LIST OF TABLES

TABLE

3.1. Nomenclature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38

4.1. Exchange of information between supersystem and system . . . . . . . . . . . . . . . 71

5.1. Summary of responses and variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78

5.2. Optimal designs from All-At-Once (AAO) and Target Cascading (TC) models 82

5.3. Nomenclature for SUV chassis demonstration study . . . . . . . . . . . . . . . . . . . . . 83

5.4. Look-up table for supersystem design problem . . . . . . . . . . . . . . . . . . . . . . . . . 90

5.5. Summary of responses and variables at the system level . . . . . . . . . . . . . . . . . . 97

5.6. Supersystem targets and vehicle responses: Design scenario A . . . . . . . . . . . . 103

5.7. Baseline design scenario A . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104

5.8. Supersystem targets and vehicle responses: Design scenario B . . . . . . . . . . . . 106

5.9. Supersystem targets and vehicle responses: Design scenario C . . . . . . . . . . . . 107

5.10. Baseline design scenario C . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109

6.1. Model Form A: Summary description of model . . . . . . . . . . . . . . . . . . . . . . . . 115

6.2. Enumeration of models in the ARC model collection . . . . . . . . . . . . . . . . . . . 116

6.3. Model Form B: Model subsystem/attribute interaction . . . . . . . . . . . . . . . . . . 117

6.4. ARC model collection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118

E.1. List of hard point locations required for model input . . . . . . . . . . . . . . . . . . . 136

E.2. List of vehicle/component properties required for input . . . . . . . . . . . . . . . . . 136

xi
E.3. Optional suspension parameters for future dynamic simulations . . . . . . . . . . 137

G.1. Model Form A: Summary description of model . . . . . . . . . . . . . . . . . . . . . . . 143

G.2. Model Form B: Model subsystem/attribute interaction . . . . . . . . . . . . . . . . . . 144

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 CHAPTER 1
TARGET CASCADING IN PRODUCT
DEVELOPMENT

Systems engineering is a robust approach to the design, creation and operation of

systems and it has become a central theme in the design of large complicated systems,

such as aircraft and automobiles. Systems engineering has been defined as (NASA

Systems Engineering Handbook [70]):

“... an interdisciplinary approach encompassing the entire technical effort

to evolve and verify an integrated and life-cycle balanced set of system
people, product, and process solutions that satisfy customer needs. Systems
engineering encompasses (a) the technical efforts related to the
development, manufacturing, verification, deployment, operations,
support, disposal of, and user training for, system products and processes;
(b) the definition and management of the system configuration; (c) the
translation of the system definition into work breakdown structures; and
(d) development of information for management decision making.”

In simple terms, the approach consists of target identification, target cascading, creation of

multiple system design concepts, performance check, selection and implementation of the

best design, verification, and post-implementation assessment of the performance or

degree of satisfaction. Targets are the goals to be achieved through the design process,

which are traditionally determined based on customer needs, corporate interests, and

government regulations.

In a systems engineering approach to product development, target cascading (TC)

is usually introduced at the early stages of the development process. A typical system life

cycle is given in Figure 1. The system definition stage includes target setting, locating

1
available analysis models, verification of design architecture, and formulation of design

problems at various levels of a modeling hierarchy. Once the overall system is defined, the

subsystem definition follows, including preliminary design, detailed design, and

fabrication, assembly, integration and test. A product hardware prototype is developed at

this stage and production and customer support then come along in a typical system life

cycle.

Subsystem definition
Production
System definition Fabrication,
Preliminary Detailed assembly,
design design integration, Customer
test support

Figure 1. Typical system life cycle (adapted from NASA Systems Engineering
Handbook [70]).

In the present chapter, the concept of a target cascading process will be introduced

within the overall product development effort. Starting with a general motivation for using

a systems approach, the main steps in product development will be outlined, where

mathematical models and computer simulations are indispensable tools for efficient, high-

quality design.

1.1 Motivation for Systems Engineering

Much of the motivation for the work described in this dissertation comes from
recent efforts in the automotive, aerospace and other industries to formalize the product

development process and to take full advantage of computer aided engineering (CAE)

tools [16]. A complex product development process is most efficient when the various

required design tasks can be accomplished in a truly “concurrent” manner. In some sense,

concurrency means that tasks should be conducted in parallel without isolation from each

2
other, so that decisions are made taking all product requirements into account. Product

teams of diverse specialists are set up and communicate regularly. Model management and

group decision making in a computer-aided environment, and computer support for design

team collaboration have been suggested by many researchers (refer to [55][77][78][80] for

a few examples). Ironically, experience shows that such efforts also have serious adverse

effects because decisions are not made sufficiently quickly when trying to satisfy

everyone’s viewpoint. In another sense, then, concurrency means that each task should be

conducted in isolation or with the least amount of interaction with other tasks, so that each

specialist or team can concentrate on their own specialized task. Yet, clearly, interactions

do exist and task isolation could lead to costly downstream iterations. The effect of R&D

team co-location on communication patterns was studied by Bulte and Moenaert [15] in

terms of the volume of communication, which can effect the efficiency of the

collaboration.

The way out of this dilemma is to be able to identify the key links among design

tasks, reach the associated trade-off decisions early, and then let the individual tasks be

conducted separately. Subsequent interactions can take place when the specifications

given to each task turn out to be difficult or impossible to meet, and a refinement of joint

decisions is necessary. The target cascading process attempts to achieve just that. The

important specifications for the entire system as well as for each system element

(subsystems and components) are identified first, particularly those that will have

influence on other parts of the system. Values (targets) are assigned at the top level,

usually based on criteria supplied by management. These targets are “propagated” to the

rest of the system and appropriate values are assigned to the expected performance of each

element of the system. Design tasks are then executed for each individual element, and

any interaction with the rest of the system is revisited only when a target cannot be met.

One expects that the targets set are both consistent and achievable by the particular system

3
element. Target satisfaction is usually well understood by the specialists, so it is

consistency that usually provides the greater challenge.

All-At-Once Approach Decomposition Approach

x Supersystem x

Ca
s
ca
de
x System x

Do
Re

w
b

n
x Subsystem x

al
an
ce
x Component x

Up
Figure 2. Two approaches to target cascading.

Conceptually there can be two different ways for target cascading: an all-at-once

approach and a decomposition approach. The all-at-once approach integrates multiple

design models at multiple levels within one model. Top design targets are cascaded down

to the lowest level in one loop (see Figure 2). On the other hand, in a decomposition

approach targets are cascaded down level by level to lower levels and are rebalanced up

based on the lower level designs. In the all-at-once approach, complexity of the design
loop increases as the target cascading process is integrated in one loop. Detailed low level

models are required for the process, which might not be available at the early stages of the
design process. Also, some changes in one part of the design can affect the rest of the

design because of the integrated loop, which can hinder design autonomy in individual

design teams. In the decomposition approach, efficiency can become an issue because of

the added cost associated with coordinating analyses based on different disciplines. Also,

models for mid-level analysis might not be available, i.e., there can be a simulation and an

attendant design gap between the higher levels and the lower levels. Each approach has its

pros and cons; however, in the context of systems engineering, the decomposition

approach to target cascading is more realistic and preferred.

4
 Target cascading in automotive vehicle design can be viewed as a four-step

process:

(i) specify overall vehicle mission targets,

(ii) propagate vehicle targets to subsystem and component sub-targets,

(iii) design vehicle systems, subsystems and components to achieve their

respective sub-targets, and

(iv) verify that the resulting design meets overall vehicle mission targets.

This process is efficient if appropriate CAE models are available to analyze design

decisions that can be made through a formal decision-making process. The results, of

course, will be as good as the available analysis models, and this is a practical challenge:

The models must capture the salient characteristics of the system interactions without

being burdened by cumbersome details. Typical CAE tools tend to be used for very

sophisticated analyses and are expensive to develop and to compute, while “back-of-the-

envelope” calculations do not capture the complexity of the interactions. In the

presentation of the target cascading formalism in this dissertation, availability of the

appropriate models is assumed.

There are several research efforts that have explored system design methodologies

addressing interactions among different design teams. Multilevel optimization methods

are examples of efforts in this direction (see, for example, Sobieski et al. [76], Cramer et

al. [18]). Collaborative optimization is particularly interesting in the present context

(Braun [11], Braun et al. [11][13][14], Tappeta and Renaud [82]). This approach attempts

to achieve overall design targets by coordinating the coupling effects among disciplines,

while working in parallel to allow design autonomy within an individual discipline.

Examples include nonhierarchical design problems transformed into a two-level model

hierarchy (Braun et al. [14], Rawling and Balling [62]) and the use of a response surface

method combined with trust regions (Sobieski [71], Sobieski et al. [72]). In collaborative

optimization, design objectives in the subproblems attempt to minimize the discrepancy

5
between the interaction variables and the targets, and should become zero at the optimum.

Constraints in the original optimization problem are distributed in the subsystem

optimization problems, and subproblem objectives become equality constraints at the

system level. During iterations, subproblems may return different values for an

interdisciplinary variable, and this can cause convergence difficulties by not satisfying

equality constraints at the system level. These phenomena will be further investigated in

Chapter 2. The idea of minimizing discrepancies of the terms introduced among design

subproblems is very similar to the original Wismer and Chattergy dual coordination

method (Wismer and Chattergy [90]), where additional discrepancy terms are introduced

to enable the original problem’s Lagrangian to be decomposed.

Most of the results demonstrated to date have focused on bilevel hierarchical

problems without fully addressing generalizations to the multilevel structure. The target

cascading design formulation presented in this dissertation can be viewed as a

multidisciplinary, multilevel, hierarchical design optimization framework. Though

different from collaborative optimization, it shares ideas with Wismer and Chattergy’s

formulation. The original set of constraints is partitioned into several multilevel

subproblems. Responses and linking variables are introduced to identify vertical and

horizontal interactions among the partitioned subproblems at multiple levels. Targets at a

given level are achieved by minimizing discrepancies of responses computed from levels

above and below the given one.

1.2 Basic Steps in the Target Cascading Process

Target cascading is a system design approach enabling top level design targets to

be cascaded down to the lowest level of the modeling hierarchy. The steps involved are: (i)

development of appropriate models, (ii) partitioning the system, (ii) formulating the target

cascading problems for each element of the partition, and (iv) solving the partitioned

problem through a coordination strategy to compute all stated targets. In this section we

6
discuss the issues involved in these steps. Figure 3 gives a schematic of the target

cascading process in systems engineering. Starting from the top design targets, design

targets for each partitioned system are cascaded and the partitioned designs are evaluated.

If targets cascaded to systems are not achievable or compatible, feedback is required

resulting in an iterative target cascading process. If targets are cascaded in a coordinated

fashion and decomposed systems can achieve the targets, then embodiment design follows

to find a final system design.

Top Level Target System System

Targets Cascading I Design I
Process
Yes Final
System System System
Element Feasible?
II Design II Design
Targets

System No System
III Design III

Figure 3. Target cascading process in systems engineering

1.2.1 Target Setting

Targets are set based on customer needs, government regulations, and company

interests. Goal setting theory goes back to early 20th Century studies in management
theory and psychology (Locke and Latham [44]). Translating customers’ needs into target

setting is performed by techniques such as quality function deployment (QFD) (Akao [1]).

With the help of QFD, the desired quality from a customer perspective is reflected in the

product. In engineering design, the appropriate “design authorities” set specific targets

using their expertise from past experience, market demand predictions, and regulations.

The effect of setting different targets in different design scenarios is investigated in the

case study in Chapter 5.

1.2.2 Model Development

7
 Existence of appropriate quantitative, analytical or experimental models for the

performance of system elements (systems, subsystems and components) is assumed. If a

model is not available, development of a (usually) low-fidelity model by experiment,

simulation, and/or a response surface method is necessary. Since computationally

expensive models are generally not appropriate for target cascading, inexpensive models

should replace expensive ones through surrogate modeling. Given the analysis models,

verification of the individual optimal design models for all system elements is necessary

for feasibility and boundedness checking (see, e.g., Papalambros and Wilde [58]). This

model development stage is the most time-consuming, but without good models

subsequent design decisions may be of little value. Model forms to facilitate

understanding of the relevant details of analysis models for target cascading practice in an

organization are presented in Chapter 6.

1.2.3 System Partitioning

In general decomposition methodologies partitioning can be done in several ways,

such as object, aspect (or discipline), and model based (Wagner [87]). Object and aspect

partitioning are “natural” partitions and typical large companies employ both partitions

simultaneously in a matrix organization. For example, an automotive manufacturer

partitions its organization into powertrain, body, chassis, or electronics divisions, but has

also dedicated groups for durability, packaging, dynamics, safety, or noise-vibration-

harshness (NVH). Model-based partitioning uses matrix or graph representations derived

from the actual models to find a properly “balanced” partition computationally

(Michelena and Papalambros [49], Krishnamachari and Papalambros [43]). After

partitioning, design variables are categorized into linking variables, common to more than

one subproblem, and local variables belonging only to one subproblem.

In the target cascading formulation the easiest way is to start with an object

partition and recognize that each design problem at a given level is likely to be

8
multidisciplinary. The exact partitioning choice will also depend on the availability of

models, so this task should be done carefully and should be considered as subject to

revisions during process implementation.

1.2.4 Target Cascading

After partitioning the original problem into subproblems at multiple levels, the

linking variables between subproblems at the same level and the responses linking

subproblems at different levels must be identified. The definition of a “response” will be

elucidated in Chapter 3, but the term is used here to indicate the output of an analysis

model (e.g., a simulation). Based on this information, design targets of subproblem

elements will be identified and cascaded in the objective functions of the lower level

problems. At each subproblem element, an optimization problem is formulated. A

coordination strategy is required to ensure convergence of the solutions to the original

design problem solutions generated by subproblem optimizations. In a general

hierarchical coordination strategy there is a master problem and one or more subproblems.

The master problem is solved for the linking variables that are then input as parameters to

the subproblems. The subproblems are then solved for local variables that are input as

parameters to the master problem.

In the target cascading approach, a hierarchical coordination strategy is used.

However, unlike the usual hierarchical coordination, the linking variables are transferred

to the lower level problems as constant targets after solving the current level problem.

Furthermore, some of the current level design variables are also transferred to the lower

level as response targets. In the subsystem level problem, the objective function is to

minimize the discrepancy between these target values coming from the upper level system

and from the current level subsystem design, where the linking variables and responses are

now design variables not constants. These ideas will become more clear in the

mathematical statements of Chapter 3.

9
 1.2.5 Embodiment Design

Once targets are set for the individual design problems by a successful target

cascading process, all interactions among design problems, such as linking variables and

responses, are specified. Maintaining these values as fixed parameters, the simple models

used in the target cascading process are replaced with more detailed comprehensive

models for embodiment design, which will have many more variables and design degrees

of freedom. A new local optimal design problem can be formulated and solved. If current

design targets cannot be realized in the more detailed models (the new problem is
infeasible), the designer must either explore the local constraints for relaxation or return to

the target cascading process and request adjustments there.

The steps described above are not simple, but they are systematic. Forcing the

design teams to create the correct models and to negotiate the selection of targets goes a

long way towards a successful process. The optimization formalism and attendant

numerical solutions help put any further needed negotiations on a rational basis.

1.3 Outline of Dissertation

This chapter has given an overview of the target cascading process in the context

of systems engineering. Target cascading is part of a systems engineering process, not a

replacement. The main focus of this dissertation is on mathematical formulations and

coordination strategies for target cascading and its application to engineering design

theory and practice.

Chapter 2 gives a review of hierarchical multidisciplinary design optimization

(MDO) formulations and coordination strategies. In Section 2.1, hierarchical MDO

frameworks are discussed, and in Section 2.2, coordination methods with proven

convergence are reviewed along with their pros and cons and range of applicability.

Chapter 3 presents a formal mathematical statement of the target cascading process

at multiple levels. Starting with the three-level case, general multilevel formulations are
10
given. Constraint qualifications for additional constraints introduced for the minimum

deviations between targets and responses or linking variables are verified.

In Chapter 4 a coordination strategy is presented. The hierarchical overlapping

coordination (HOC) is reviewed and the two-level case of the TC formulation is proven to

be non-ascent in conjunction with the HOC.

A simple example to validate the target cascading approach and check whether

target cascading gives the same optimal solutions to optimization problem is given in

Chapter 5. A case study for a ground vehicle chassis design is then presented and the

multilevel target cascading approach is demonstrated. The effect of setting different

targets is also explored.

Finally, in Chapter 6 the implementation of target cascading in a real design

organization is described. The process is explained step-by-step, from the analysis model

collection, to mapping the hierarchy, application of the target cascading, and embodiment

design. The chapter also reflects experiences gained during the application of the proposed

target cascading process at an industrial setting and at the Automotive Research Center at

the University of Michigan. A large number of individuals participated in these studies

and contributed to the placement of the methodology presented here on a theoretical and

practical foundation.

11
 CHAPTER 2
HIERARCHICAL OPTIMIZATION
FOR LARGE-SCALE DESIGN

Multidisciplinary design optimization (MDO) started from the need to utilize

diverse but distinct design expertise towards achieving overall coordinated optimal

design. “Multidisciplinary design” essentially means that different design teams are

cooperating in the design process. Different design teams can be represented as: (1)

different aspects of a system, such as heat transfer, structural analysis, aerodynamics,

durability, and dynamics; (2) physically decomposed design entities, such as powertrain,

body, or chassis in the case of automotive design, or (3) purely mathematically

decomposed problems. In large-scale design practice decomposed design team structure is

often set in advance at the higher level. However, an individual design entity can be

decomposed further at lower levels, and for this there are several partitioning methods

available to decompose a large-scale design problem into smaller manageable

subproblems (Michelena and Papalambros [49], Krishnamachari and Papalambros [43]).

A large-scale design methodology for MDO consists of two parts: model

formulation and coordination (algorithm). “Formulation” denotes a mathematical

statement of the design architecture in the form of an optimization model; “coordination”

denotes an algorithm to solve the optimization problem defined by the formulation. A

general overview of MDO formulations was presented by Cramer, et al. [18]. In this

chapter, several formulations and coordination strategies are reviewed relevant to target

cascading. In Section 2.1, Cramer’s categorization of MDO framework is presented

followed by Sobieski’s framework that is further developed as collaborative optimization.

Section 2.2 presents Wismer and Chattergy’s coordination methods for the constrained

12
optimization problem followed by some recent algorithms, Nelson’s sequentially

decomposed programming (SDP) [53] and the extended hierarchical overlapping

coordination (HOC) by Park et al. [59].

Following the discussion of formulation and coordination strategies, the

dissertation goal is stated in more technical terms in Section 2.3.

2.1 Hierarchical Optimization Framework

Large-scale design requires multidisciplinary decision making at multiple levels of

a decision hierarchy. There are two types of approaches to tackle a multidisciplinary

decomposed system design problem: hierarchical and nonhierarchical. In the hierarchical

approach (Azarm and Li [4], Braun [11], Dantzig and Wolfe [19], Grana and Torrealdea

[25], Kim et al. [38], Kirsch [39][40], Michelena et al. [48][50], Nelson [53][54], Park et

al. [59], Shimizu and Aiyoshi [69], Sobieski [73][76]), design problems of multiple levels

are organized in a hierarchical fashion and a “top-down” and “bottom-up” decision

making process is applied. In the nonhierarchical approach (Pan and Diaz [57], Renaud

and Gabriele [63][64], Sobieski [74]), decomposed design problems are organized in a
decision loop with no single “master” in the decision hierarchy.

In this section, a review is given on multidisciplinary design formulations by

Cramer et al. [18] for handling multiple design disciplines, and Sobieski’s hierarchical

optimization framework for multiple levels of design models. Collaborative optimization

(CO) is also discussed for solving multidisciplinary design problems with bilevel

formulations. A previous observation by Alexandrov [3] that CO does not satisfy

constraint qualifications is confirmed by theoretical considerations and a simple example.

2.1.1 Cramer’s Formulations

In MDO multiple analysis models from different disciplines should be integrated

following certain formal structures. Cramer et al. [18] formulated different ways to

13
integrate multiple analysis models under one design model following three model

structures: multidisciplinary feasible (MDF), individual discipline feasible (IDF), and all-

at-once (AAO) approaches. This categorization is based on the way feasibility is

maintained during optimization. Here the “feasibility” for a single discipline means that

the equations the discipline code is intended to solve are satisfied. A multidisciplinary

analysis (MDA) is achieved when 1) we have single discipline feasibility in all disciplines,

and 2) the input to each discipline corresponds to the output of the other disciplines via

interdisciplinary mappings. In the MDF approach, complete multidisciplinary analysis

model feasibility is maintained at every optimization iteration. At the other extreme, in the

AAO approach, feasibility is guaranteed only at convergence of the optimization process.

Between these extremes lies the IDF approach, where only individual discipline feasibility

is maintained. The interdisciplinary equilibrium constraints are added as optimization

constraints in order to ensure a full multidisciplinary feasibility at optimization

convergence. Details on equilibrium constraints will be explained later in this section.

The number of design problems in each of the formulations above is one, i.e., a

single design model sits on top of the MDF, IDF, or AAO analysis model integration. In

other words, Cramer’s formulations explore how to integrate multiple analysis models for

a single MDO design statement. Note the difference between the target cascading and the

above formulations in terms of multi-level modeling hierarchy. In Cramer’s formulation,

analysis models for a single level are integrated under a design problem introduced to

achieve the overall design goal as a decision authority sitting on top of analysis models. In

the TC, the modeling hierarchy consists of multiple levels of analysis and design models

representing a multilevel decision making hierarchy. Thus the MDF, IDF, or AAO

approaches can be applied for each of the multiple design problems in the TC modeling

hierarchy.

The traditional approach to solve the large-scale multidisciplinary optimization

problem requires an integrated set of analysis models and an optimizer (Figure 4). For a

14
given set of design variables x, the analysis returns the values of the constraints g, h and

the objective function f. In this approach, interdisciplinary coupling is accommodated

within the integrated set of analyses as part of overall function evaluation. It is not

practical, and sometimes it is impossible, to have a single integrated analysis model for

MDO. For example, aeroelastic wing analysis includes structural analysis simulation and

fluid dynamics simulation, which are usually both stand-alone simulation programs and

not easily integrated in a single simulation.

Optimizer
Minimize x f  x 
subject to
gx  d 0
h x = 0

x f  g h

Integrated
Analysis

Figure 4. Traditional integrated optimization approach

Among the MDF, IDF, and AAO approaches, the MDF approach is most similar to

the traditional integrated analysis approach in that feasibility among different analysis

models is tightly maintained during the optimization, although the analysis models

themselves are not integrated into a single simulation. Figure 5 illustrates the schematic of

the MDF method. Note that multidisciplinary analysis (MDA) is achieved in MDF. Given

a vector of design variables xD, MDA returns responses from discipline A and B, RA and
RB. The interdisciplinary design variable vector xAB denotes input variables to discipline B

from discipline A. Likewise, xBA denotes input variables to discipline A from discipline B.

From the optimizer’s perspective, the coupled system of analyses disciplines is treated as a

single “black box” returning responses for the input design variables to evaluate design
15
objective and constraints. Whenever the design variable vector is provided to evaluate the

current design, multidisciplinary feasibility between disciplines is achieved. If far from

the optimum, the MDF approach can expend computational effort to enforce feasibility

among disciplines that is not necessary. However, this effort may not be wasted if the

process terminates prematurely at an improved, even if not optimal, point.

Optimizer

xD RA, RB

Multidisciplinary Analysis (MDA)

Discipline Discipline
A B

xAB xBA

Figure 5. Multidisciplinary feasible (MDF) approach schematic

At the other extreme, the AAO approach does not guarantee feasibility for the

analysis models in any sense (individual discipline, multidisciplinary or even for a single

equation within a discipline) until optimization convergence is reached. Figure 6 gives a

schematic of the AAO approach. Note that each discipline returns the residual of the

analysis model, WA and WB, rather than solving some sets of equations. The optimizer

provides analysis models with a vector of inputs and outputs of the analysis models, and

the analysis models calculate discrepancies (residuals) for the estimated inputs and

outputs. The computational burden to enforce feasibility for each iteration is relieved;

however, the number of constraints from the residual calculations and the additional

variables for the duplicates of the interdisciplinary variables is increased.

16
 Optimizer

xD, xAB, xBA, RA xD, xAB, xBA, RB

Discipline Discipline
A B

WA WB

Figure 6. All-At-Once (AAO) approach schematic

Figure 7 gives a schematic of the IDF approach. IDF possesses an “in-between”

position on a “feasibility spectrum” where the AAO and MDF approaches represent

extremes. The IDF approach maintains individual discipline feasibility, while the

optimizer drives the individual disciplines toward multidisciplinary feasibility and

optimality by controlling the interdisciplinary variables. For example, discipline A is

given design variable xD and interdisciplinary variable xBA from the optimizer and returns

response RA and interdisciplinary variable xAB related to discipline B. Note that individual

discipline feasibility is maintained because disciplinary analyses take inputs from the

optimizer and return responses and interdisciplinary variables. Concurrent and

independent disciplinary analyses are possible in this framework and communication

between disciplines is unnecessary. Thus heterogeneous analysis models can be well-

suited under the IDF approach.

17
 Optimizer

xD, xBA xD, xAB

Discipline Discipline
A B

xAB, RA xBA, RB

Figure 7. Interdisciplinary feasible (IDF) approach schematic

2.1.2 Sobieski’s Framework

Sobieski’s framework for hierarchical optimization using decomposition is well-

suited for an MDO environment, in that design autonomy in different disciplines is

allowed without affecting designs in other disciplines. Design variables are decomposed at

two different levels, system and subsystem, and system level variables are treated as

constants at the subsystem level and vice versa.

In the earlier formulations (Sobieski et al. [73]), the goal of every subsystem

problem is to minimize constraint violations for its own set of design variables xj (j

denotes subsystem) while setting system-level design variables as constant. At the system

level, the original design objective is minimized with respect to system-level design

variables that are parameters in the subsystem. For example, a three-beam structure is

broken into individual beams either by the substructuring approach or by the finite

element method [34]. Each beam has its own type of cross section with detailed

dimensions under stress and buckling constraints. Given the cross sectional area of a beam

as a parameter, the subsystem beam design problem is to minimize stress and buckling
18
constraint violations by finding the detailed design of the cross section. At the system

level, the original design objective is minimized for the overall weight of the structure

under constraints for the overall assembled structure, such as the assembled structure

displacements and elastic stability.

More formally, the original design problem to be solved is

Minimize fx
x
subject to
(1)
g i  x  d 0 i = 1 } N sys
g j  x  d 0 j = 1 } N subsys
lower upper
x dxdx ,
where the constraints comprise the system level constraints gi and the subsystem level
constraints gj. The design variable x also comprises the system and subsystem level

variables (xi, xj) that are mutually disjoint.

Following Sobieski’s framework, at the subsystem level, the optimization problem

for k decomposed subsystem is

Minimize C k  x jk ;x i 
x ij
subject to
(2)
x i = r  x jk 
lower upper
x jk d x jk d x jk ,

where the equality constraints

x i = r  x jk  (2a)

are added to the subsystem to match the system level design xi (treated as parameter). Here
r denotes a function evaluation and Ck is defined as the cumulative constraint violation

function (see Sobieski et al. [73]). As the subsystem level design variables are mutually

disjoint, a subsystem optimization problem is independent of other subsystem design

problems, which then can be executed concurrently.

19
 The system level optimization problem is

Minimize f  xi 
xi
subject to

g p  x i  d 0 p = 1, }, N sys
(3)
C k  x i x jk  d TOL
lower upper
xi d xi d xi
lower upper
x jk d x jk d x jk ,

where i denotes the system level and j denotes the subsystem level. TOL is a suitable
tolerance parameter, and Ck(xi,xjk) is a constraint violation function defined at the

subsystem level. In the subsystem optimization problem, the system-level design variables

xi are treated as parameters, while in the system optimization problem, the subsystem

design variables xjk can be changed within bounds. Bounds for the subsystem variables are

defined by an extrapolation formula based on optimum sensitivity analysis.

There have been observations about this formulation that some of the constraints

conflict resulting in poor convergence (see Thareja et al. [83]). The equality constraints

Eq. (2a) and the variable bound constraints in Eq. (2) might not have an overlapping

feasible region. Later Sobieski proposed new formulations that minimize deviations

between the system variable and the response from the subsystem instead of minimizing

the constraint violation at the subsystem level (see Sobieski [75]). The new k subsystem

optimization problem is

Minimize C k  x k x i 
xk

subject to
(4)
g k  x k xi  d 0

x klower d x k d x kupper .

20
In Eq. (4), xi are the variables at the system level which are treated as parameters at the

subsystem level. Local constraints gk are satisfied at the optimum with a minimum

deviation for the system-level design variables. The subsystem objective function Ck(xk,xi)

is defined as the discrepancy between a system design variable (a parameter in the

subsystem problem) and the subsystem response. Compared to the original formulation,

the equality constraint in the subsystem problem Eq. (2a) is removed and the objective is

changed from a constraint violation to a discrepancy function.

At the system level, the design problem in Eq. (3) is changed as follows:

Minimize f  xi 
xi
subject to

g p  x i  d 0 p = 1, }, N sys (5)

C k  x i  d TOL
lower upper
xi d xi d xi

In the subsystem problem, the design objective Ck is changed so that it is now a constraint
at the system level within a tolerance TOL, while the variable bound constraint for the

subsystem variables based on optimum sensitivity are deleted. Although equality

constraints such as those in Eq. (2a) do not appear directly in the subsystem optimization

problem, design consistency between system and subsystem is satisfied within a tolerance

TOL.

Sobieski’s hierarchical framework provided the conceptual basis for collaborative

optimization (see Braun [11]) and some other follow-up research (see Renaud and

Gabriele [63][64], Thareja and Haftka [84], Balling and Sobieski [5][6], and Vanderplaats

et al. [86]).

However, Sobieski’s framework does not have a convergence proof and does not

consider common design variables in more than one design discipline. Design autonomy

is allowed in that design change in one subsystem does not affect other subsystems, but

21
only because subsystem-level design variable sets are assumed mutually disjoint. Another

difficulty with the approach comes from the need to obtain optimum sensitivity

information from the subsystems. In case there is a subsystem design change or an update

in sensitivity, the subsystem design problem has to be solved again to get the optimum

sensitivity. Also, at the optimum, the TOL value will become zero; however, how to find

the appropriate tolerance value is not clearly suggested and the system level design

problem might fail to find a Karush Kuhn Tucker (KKT) point. This will be covered in

more detail in the next section below on collaborative optimization.

2.1.3 Collaborative Optimization

Braun’s collaborative optimization (CO) utilized Sobieski’s concept to minimize

deviations between design targets and responses for system and subsystem (see Braun

[11], Braun et al. [12][13][14]). In this section, the collaborative optimization framework

is summarized and some interesting observations by Alexandrov [3] on constraint

qualifications of the additional constraints are presented and discussed.

2.1.3.1 Framework

The MDO problem presumes that multidisciplinary analysis models are coupled

either by common inputs or by taking other disciplines’ output as input. In the case of

aerodynamic structural design, the flow field near the wing and the deformed shape of the

wing are due to changes in other disciplinary analyses’ output. Schematically, the coupling

between different disciplinary analysis models is shown in Figure 8.

22
  x 1 y p 1  R1
Disciplinary analysis 1

 x 2 y p 2  R2
Disciplinary analysis 2

Figure 8. Coupling between disciplinary analysis models

Local design variables are x1, x2, the linking variable is y and the parameters are p1,

p2. The quantities R1, R2 are outputs (responses) from each analysis model and they are

distinct (i.e., taken as sets that are mutually disjoint). The difference between Sobieski’s

framework and collaborative optimization in terms of a modeling hierarchy is the added

presence of the linking variable and the coupling of analysis models in collaborative

optimization. Also in Sobieski’s framework, analysis models are decomposed at different

levels following the fidelity of constraints, while in CO, all analysis models are assumed

to be at the same level.

In CO, for each analysis model the design problem is formulated to minimize the

deviation between the current analysis model response and the design “target” passed

from the master problem. In the master problem, subsystem objectives are posed as

equality constraints and the original design objective is minimized. The problem

architecture is shown as in Figure 9.

23
 System Level Optimizer
Goal: Original design objective
subject to
interdisciplinary compatibility
constraints

Subspace Optimizer Subspace Optimizer Subspace Optimizer

Goal: interdisciplinary Goal: interdisciplinary Goal: interdisciplinary
compatibility compatibility ... compatibility
subject to subject to subject to
Analysis 1 constraints Analysis 2 constraints Analysis n constraints

Analysis 1 Analysis 2 Analysis n

Figure 9. Collaborative optimization architecture

Design constraints associated with analysis models are decomposed at the

subsystem level and none of the original design constraints are included at the system

level. Instead, additional deviation constraints that are objective functions at the

subsystem levels are included at the system level design problem. In other words, the

original design objective is minimized at the system level while the original design
constraints are satisfied at the subsystem level. At the optimum, the subspace design

objectives will have zero values (i.e., a fully interdisciplinary compatible design) and the

system equality constraints will not be violated.

More formally, the original design problem is

Minimize fx
x
subject to
g i  x  d 0 i = 1, }, m (6)
lower upper
xj d xj d xj j = 1, }, n

24
This problem is decomposed into system and subsystem-level design problems. First, the j

subsystem design problem is stated as follows.

h j' h j''
2 2
Minimize c j  x j, x j  = ¦  x ij – z i  + ¦  y ij – z i 

x j x j i=1 i=1

subject to (7)
g i  x j x j  d 0 i = 1, }, m j
lower upper
x kj d x kj d x kj k = 1 } h j'
lower upper
x lj d x lj d x lj l = 1  }  n j – h j ' 

The subspace design objective is to minimize the deviation between targets from system

and subsystem level design. Targets are set for interdisciplinary design input and output.

The local design variable is x and the interdisciplinary input variable is x. The design

objective cj is defined as the least squared sum of deviations for the interdisciplinary input

vector xj of dimension hj’ and target vector z, and the interdisciplinary output vector yj of

dimension h j’’ and target z. The original design constraints g are partitioned into mj

subproblem constraints gj for the j subproblem in a mutually exclusive way.

The system-level design problem is composed of the original design objective

function subject to additional constraints that are objective functions in the subsystem.

Minimize f z 
z
subject to (8)
cj  z  = 0 j = 1, }, N
lower upper
z dzdz
Constraint cj is defined as the subsystem-level objective function in Eq. (7) and a total of N
constraints are treated as equality constraints. In the subsystem problem z is a parameter

vector to be set as target, but in the system problem z is a variable vector while the

subsystem design variables x, y are parameters.

25
 At the optimum the subsystem objectives will have zero values and the system-

level equality constraints will be satisfied resulting in an interdisciplinary-feasible optimal

design. The concept of keeping the original design objective at the system level and

decomposing the analysis constraints into multiple subsystems has a great benefit in that

design autonomy is allowed to follow the analysis models. However, the additional

nonlinear constraints increase complexity in the design space at the system level and have

some serious drawback in satisfying constraint qualifications necessary for properly

posing the optimality conditions. This issue will be presented in more detail in the

following section.

2.1.3.2 Failure of Constraint Qualifications of CO

In this section the additional deviation constraints introduced at the system level

are shown not to satisfy the constraint qualifications for gradient-based optimality,

resulting in a failure to find KKT points for the system level optimization.

The form of deviation constraint differentiates two instances of CO. The first form,

CO1, is a linear constraint directly matching the subsystem-level response with the

system-level design. The system level constraints are defined as

c1 = z1 – x1 = 0
(9)
c2 = z2 – x2 = 0

The second form, CO2, is defined as the least squared sum of deviations in Eq. (7).

For example, for system variables z1 and z2, subsystems 1 and 2 are assumed to return
values for x1 and x2. Thus Eq. (10) is transformed as follows.

2
c1 =  z1 – x1  = 0
2
(10)
c2 =  z2 – x2  = 0

For both CO1 and CO2, if subsystem response and system variable match, constraints will

have zero values. However, these two formulations behave differently in KKT conditions.

26
 For the system level optimization problem in Eq. (8), a KKT point should satisfy

the stationarity conditions and nonnegativity condition for the multipliers associated with

the equality constraints.

q
’f  z  + ¦ O i ’c i  z  = 0
i=0
(11)
O z 0,

where

§ ·T
’f  z  = ¨ wf , wf , }, wf ¸ (12)
© w z1 w z2 w z p¹

§ wc i wc i wc i · T
’c i  z  = ¨ , , }, ¸ (13)
© w z1 w z2 w z p¹

where p is the number of component in z, q is the number of constraints, and O is the

Lagrange multiplier vector of dimension q. The condition in Eq. (11) can be posed only at

regular points, namely points where the gradients of the active constraints are linearly

independent. Otherwise the conditions will not be valid, hence the regularity is a form of

constraint qualification (see Bazaraa [9], Dennis and Schnabel [20], Papalambros and

Wilde [58], Saigal [66]). For CO2, Eq. (10) would require the existence of Lagrange
multipliers O , O such that
 

’f  z  + O 1 ’c 1  z  + O 2 ’c 2  z  = 0, (14)

where

wc 1
w z1 2  z1 – x1 
’c 1  z  = = (15)
wc 1 0
w z2

27
 wc 2
w z1 0
’c 2  z  = = (16)
wc 2 2  z2 – x2 

w z2

At the optimum the system variable is equal to the subsystem response, i.e., z 1 = x 1 ,
z 2 = x 2 . Then

’f  z  + O 1 ’c 1  z  + O 2 ’c 2  z  = ’f  z  = 0 (17)

Thus the KKT conditions cannot be satisfied unless the gradient of the objective function
vanishes at the optimum, which can only happen by coincidence. The system-level

Jacobian vanishes at all feasible points, and the constraint qualification for regularity fails

at all feasible points. Alexandrov [3] points out this failure of the CO2 formulation to find

KKT point at the system level using simple examples.

To avoid the constraint qualification failure, Braun [11] proposed the CO1

formulation as an alternative to CO2 formulation. Failure of the constraint qualification

can be resolved by the CO1 formulation; however, the deviation constraint for the

interdisciplinary variable can lead to an empty feasible region. For example, for the

system-level variable z1, two interdisciplinary variables x11, x12 can have two different

values after solving the subsystem-level problems 1, 2 respectively. The subsystem

problems are

2
Minimize c 1  x 11  =  x 11 – z 1 
x 11 x 21

subject to
g 1  x 11 x d0
21
lower upper
x 11 d x 11 d x 11
lower upper
x 21 d x 21 d x 21
(18)

28
 2
Minimize c 2  x 12  =  x 12 – z 1 
x 12 x 22
subject to
g 2  x 12 x 22  d 0
lower upper
x 12 d x 12 d x 12
lower upper
x 22 d x 22 d x 22
(19)
where xij denotes variable i at subsystem j. Here x11 and x12 are the same interdisciplinary

inputs for subsystems 1 and 2. For a fixed target value z1, the optimal values for x11 and

x12 can be different when either of the subproblem objectives has nonzero optimum value.

In other words, the subsystem finds an optimum with nonzero minimum deviation from

the target assigned at the system level within the feasible region, and the deviation

constraint at the system level becomes

2
c 1 =  z 1 – x 11  = 0
2 (20)
c 2 =  z 1 – x 12  = 0,

or

c 1 = z 1 – x 11 = 0
c 2 = z 1 – x 12 = 0
(21)

If x 11 z x 12 as explained above, for both CO1 and CO2, c1 and c2 cannot be satisfied at

the same time, i.e., the feasible region at the system level is empty. This empty feasible

region is not peculiar to this example. For any interdisciplinary input or output, if any of

the two subsystem problems returns different optima for the same variable, the system

level constraints will have empty feasible region resulting in a failure to find the optimum

for system level design.

2.1.4 Key Ideas

The concept of minimizing the deviation between system and subsystem quantities

as reflected in Sobieski’s formulation and in collaborative optimization is an important

29
one in that design autonomy can be realized without affecting other disciplines. In an

individual discipline, the task is to reach a design consistent with other disciplines, at the

same time designing the system element subject to its own constraints. This approach is

suited to capturing a top-to-bottom systems engineering concept.

Another important idea is to decompose the design tasks so that not only the

design constraints but also the original design objective are decomposed into the different

subsystem problems. For this concept, refer to Wagner [87].

2.2 Hierarchical Coordination Methods

Some of the coordination strategies with convergence proofs are presented in this

section. Wismer and Chattergy’s coordination [90] for decomposed problems has global

convergence, maintaining a descent property throughout the iteration process. Nelson’s

sequentially decomposed programming [53] has both global and local convergence

proofs. Some of the coordination ideas from these methods are utilized in a target

cascading coordination algorithm. Another approach, hierarchical overlapping

coordination [50][59] is also presented as it has convergence proofs for convex problems.

2.2.1 Wismer and Chattergy’s Coordination

Consider the following optimization problem

N
Maximize fi  xi 
¦
xi i=1
(22)
subject to
g i  x 1 x 2 } x N  t 0 i = 1 2 } N

where the objective function is decomposed into N components, and N sets of constraints

are posed (Figure 10). Here the objective function is dependent only on local variable of

30
the partitioned problem, while the constraints are dependent on local and linking

variables. For this problem, the Lagrangian is stated as follows.

N N
T
L  x P  = ¦ fi  xi  + ¦ P i g i  x 1 x 2 } x N  (23)
i=1 i=1
By defining additional variable si, constraints gi can be transformed to be dependent on the

ith vector xi only.

s i = x i i = 1 2 } N (24)

After Eq. (24) is substituted in the Lagrangian, the Lagrangian becomes

N
T T
L  x  O P  s  = ¦ f i  x i  + P i g i  x i  s 1 s 2  }  s j  }  s N  + Oi  xi – si  (25)
jzi
i=1
where O i = 0 if g i  x 1 x 2 } x N  is not a function of xi for all j z i .

System Optimize
Plant

Optimize Optimize Optimize

Subsystem Process Process ... Process
1 2 N

Process
1
Process
2
... Process
N

Figure 10. Wismer and Chattergy’s design problem hierarchy

31
 As the objective and constraints are independent of the other subsystems, the

Lagrangian can be decomposed in two different ways: a feasible decomposition and a dual

feasible decomposition. In the feasible decomposition, the additional variables si are

treated as fixed parameters at the subsystem level; and in the dual feasible decomposition,

the Lagrange multipliers Oi are treated as parameters. The details follow in the next

sections.

FEASIBLE DECOMPOSITION

The Lagrangian for each subproblem can be written as

L i  x i O i P i ;s i  =
T
f i  x i  + P i g i  x i ; s 1 s 2  }  s j  }  s N 
T
+ O i  x i – s i  i = 1 } N (26)
jzi
where si are the fixed parameters (separated by semi-colon) for the ith subsystem. The KKT

stationary point for each subproblem can be determined independently as a function of si.

Once all the KKT points are found at the subsystem level, the next step is to find optimal

values for the parameters si. Details of the algorithm are as follows:

1. Start with initial values for s1, ..., sN and set the iteration counter k = 0 .
k
2. Minimize L i  x i Oi P i ;s i  for i = 1 } N .

3. Update s ik + 1 .
k+1 k
4. If s i – s i d H , then stop. Else go to step 2 and increase k by 1.
The term “feasible” for this method comes from Eq. (24) that are always satisfied.

Interdisciplinary variables are duplicated at the subsystem level because the equality

constraints are imposed for them. Thus even if the optimization process is terminated

before complete convergence, the resulting solution is feasible throughout the disciplines.

DUAL FEASIBLE DECOMPOSITION

In the feasible decomposition method, interdisciplinary variables are set as

constant at the subsystem level because of the additional equality constraints in Eq. (24)
32
and they are updated at the system level. Another way to achieve interdisciplinary

consistency is to fix the Lagrange multipliers associated with the additional constraints at

the subsystem level and keep updating them as the iteration proceeds at the system level.

As the system level problem is the dual of the subsystem level problem, minimization

problem at the subsystem level changes to dual maximization problem with respect to

Lagrange multipliers. In the dual feasible decomposition the additional variables

introduced in Eq. (24) are modified as follows.

s ij = x j i , j = 1  2  }  N izj (27)

where sij indicates the presence of xj in the ith subsystem. Note that the individual
subsystem i has its own additional variables sij introduced by Eq. (27) for the original

design variables xj. The Lagrangian becomes

L  x O P s  =

N N (28)
T T
¦ f i  x i  + P i g i  x i s i1 s i2 } s ij } s iN  + ¦ O ij  x i – s ij 
jzi j=1
i=1
where Oij = 0 if g i  x 1 x 2 } x N  is not a function of xj. The subsystem Lagrangians

become

L i  x i P i s ij ;Oij  =
N
T
f i  x i  + P i g i  x i s i1 s i2 } s ij } s iN 
T
O ij  x i – s ij  (29)
jzi
+ ¦
j=1
where the Lagrange multipliers Oij are treated as constants and stationary points with

respect to xi, sij, Pi can be determined as functions of Oij by the KKT conditions. Once
subsystem variables are determined, then the system-level optimizer determines optimal

values for Oij . Details of the algorithm are as follows:

1. Start with initial values for Oij i, j = 1 } N and set k = 0 .

k
2. Minimize L i  x i P i s ij ;O ij  for i = 1 } N .

33
 k+1
3. Update O ij .
k+1 k
4. If O ij – O ij d H , then stop. Else go to step 2 and increase k by 1.
Wismer and Chattergy’s feasible and dual feasible methods maintain a descent

property for the constrained minimization problem that is critical to global convergence of

the algorithm (Luenberger [45]).

2.2.2 Nelson’s Sequentially Decomposed Programming

Nelson’s sequentially decomposed programming (SDP) (Nelson [53]) is a two-

step algorithm to solve large scale problems by decomposition into subproblems and

formulation of a master coordination problem on top of them. The algorithm works as

follows:

1. If not near the solution, hold the linking variables constant and find a minimizer

for each subproblem.

2. Using an approximation problem of the nonlinear program that includes all of

the constraints and all of the variables in the original problem, find a satisfac-

tory next point.

3. Continue until some convergence criteria are met.

Here linking variables are the variables common in more than one subproblems. Two

significant features of the SDP distinguish it from the other hierarchical coordination

methods: (1) In the master problem, sensitivities are not used. Instead, the next design

point is found by solving an approximate problem of the original problem including all of

the design variables and constraints. This approximate problem acts as the master

problem. (2) When near the solution, decomposition is not performed. Specific guidelines

for determining when one is “near the solution” are given in [53].

The SDP concept applied to the sequential quadratic programming (SQP) and

Yuan’s trust region (TR) algorithm [93] can be shown to have global and local

convergence proofs. As decomposition is not applied near the solution, the convergence

34
properties of SQP and TR methods can be utilized for SDP. Although it is advantageous to

be able to maintain the same convergence characteristics of SQP and TR in SDP, the size

of the coordination problem in case of large-scale problem can be problematic.

2.2.3 Other Coordination Methods

Another coordination algorithm with a convergence proof is the hierarchical

overlapping coordination (HOC) (Macko and Haimes[46], Shima and Haimes[68], Park et

al. [59], Michelena et al. [50]). HOC maintains hierarchical coordination in a different

way in that two or more distinct decompositions serve to coordinate each other’s solutions

instead of using a master problem. Thus, there is no additional master problem defined in

HOC, but an D-decomposition passes optimal solution to a E-decomposition and vice

versa. The algorithm proceeds as follows:

1. Fix the linking variables yD and solve problem D by solving pD independent

subproblems.

2. Fix the linking variables yE to their values determined in step 1 and solve


problem Eby solving p independent subproblems.

E

3. Go to step 1 with the fixed values of D-linking variables determined in step 2.

4. Repeat until convergence.

Convergence is proven for convex problems with linear and nonlinear constraints. HOC

will be presented in further detail in Chapter 4.

Alexandrov [2] also proved convergence of a bilevel algorithm for equality

constrained nonlinear optimization problems in combination with a trust region strategy.

A merit function with penalty parameters is defined to have descent property during

iterations.

2.3 Dissertation Goal

35
 In the previous sections, a hierarchical design framework and associated

coordination methods for solving such hierarchical problems were reviewed. This design

framework can be utilized in systems engineering combined with appropriate coordination

methods. Although each formulation is appropriate for a specific class of problems, it is

not clear how each of these methods can be fitted in a systems engineering strategy.

Sobieski’s framework and collaborative optimization do not have convergence proofs and

are currently limited to bi-level systems, although multilevel extensions are possible.

Sobieski’s recent approach (see Sobieski et al. [76]) is expanded to multi-level

hierarchical structure for structural sizing problem. However, interactions between

different subproblems, such as common design inputs and outputs, are not clearly

identified and capturing the multi-level nature is not readily obvious.

In this dissertation, target cascading is presented as a critical step in a systems

engineering process. Motivation comes from the question: How can the design targets be

cascaded in large-scale system design with a multilevel hierarchy to determine consistent

subsystem design targets so that a concurrent detailed design process for subsystems can

follow and lead to the final design? Target cascading will function at the early stages of

product development in an efficient and consistent manner. Target cascading requires by

nature a multilevel optimization framework and a coordination method. In Chapter 3 a

multilevel design framework is proposed for identifying interactions between different

design problems at different levels, and design and analysis models are distinctly

identified to fit in a multilevel hierarchy. In Chapter 4, a coordination method is presented

for finding the optimal solution of problems posed within this framework and convergence

proofs are addressed.

36
 CHAPTER 3
TARGET CASCADING
FORMULATION

A general target cascading (TC) formulation is presented in this chapter. A

multilevel modeling hierarchy composed of analysis models and design models is defined

identifying the required hierarchical information flow among the various models. The

target cascading design problem is formulated for a three-level example modeling

hierarchy composed of supersystem, system, and subsystem followed by a formulation of

the general problem.

3.1 Modeling Hierarchy

Target cascading can handle multi-level modeling hierarchies. In this section the

distinction between design and analysis models and their interactions are presented.

Supersystem

System System System System

Subsystem Subsystem Subsystem Subsystem Subsystem Subsystem

Component Component Component Component Component Component

Figure 11. Decision hierarchy in a large-scale system

37
 Table 3.1: Nomenclature
Symbol Description
Po original design problem
Psuper supersystem level target cascading optimization problem
Psys system level target cascading optimization problem
Psub subsystem level target cascading optimization problem
RL target values of R from a lower level
RU target values of R from an upper level
R responses computed by analysis models
T design targets
f objective for the original design problem
g inequality constraints for the original design problem
h equality constraints for the original design problem
r response function
x vector of all design variables ( x̃ , y)
x̃ local design variables
xmin lower bound of x
xmax upper bound of x
y design linking variables
yL target values of y from a lower level
yU target values of y from an upper level
HR target deviation tolerance for responses
Hy target deviation tolerance for linking variables
c component level
mi number of inequality constraints
me number of equality constraints
n number of design variables
sub subsystem level
super supersystem level
sys system level

3.1.1 Original Design Problem Statement

Design of a complex system, such as a passenger vehicle, entails determining the

values of a large number of design variables for the vehicle (supersystem), systems,

subsystems, and components that result in a final product that meets customer, corporate

and regulatory requirements. In this dissertation, top level model in the modeling
38
hierarchy is defined as the supersystem (or vehicle in the vehicle design). Under the

supersystem, system, subsystem, and component models are also defined in the decision

hierarchy (Figure 11). Design requirements include ergonomics, NVH (Noise-Vibration-

Harshness), dynamics, performance, security, safety, and fuel economy. Vehicle

requirements can be translated into quantifiable vehicle design targets, such as fuel

economy, emissions, performance metrics, ride, handling, structure, NVH, aerodynamics,

climate control, cost, and weight.

The original design problem P0 can be stated as follows: find a design that

minimizes the deviations between the overall design targets and responses while satisfying

all constraints. Alternatively, determine the values of supersystem, system, subsystem and

component variables that minimize the deviation of supersystem responses from

supersystem targets. The original design problem P0 is formally stated as follows:

P 0 : Minimize T–R
x
where

R = rx

subject to
(30)
gi  x  d 0 i = 1  } m i

hj  x  = 0 j = 1 } m e
min max
xk d xk d xk k = 1 }  n .

The objective is defined as the discrepancy between the target T and the response

R obtained from the analysis models r(x); g and h are inequality and equality design

constraint vectors, and the design variable x is defined within lower and upper bounds, xmin
and xmax.

In theory, given the models for supersystem, systems, subsystems and components,

formulating and solving the above design problem as a single optimization problem is

possible using classical optimization techniques. However, this single problem approach

39
is often impractical and even computationally impossible. An alternative is to solve the

problem in a systematic way utilizing a multilevel formulation, namely, the target

cascading process. The target cascading problem can be stated then as follows: given a set

of supersystem level targets, and models for all design elements (namely, supersystem, and

all systems, subsystems, components), determine element targets by partitioning the

overall design problem, satisfying feasibility of element designs, and achieving top

supersystem targets.

3.1.2 Design Model vs. Analysis Model

In a large-scale design problem, such as vehicle design, the partitioned problem

will have a multilevel hierarchical structure. Two types of models exist in a modeling

hierarchy of the target cascading process: the optimal design model P and the analysis

model r (Figure 12). Figure 13 shows interactions between analysis models and design

problems at the system level. Optimal design models call analysis models to evaluate

supersystem, system and subsystem responses. Thus, analysis models take design

variables and parameters, as well as lower level responses, and return responses to upper

level design problems. A response is defined as an output from an analysis model, and a

linking variable is defined as a common design variable among the same level design

problems. In Sobieski’s formulation and collaborative optimization (CO) formulation,

partitioning is based on the number of disciplines, i.e., analysis models. In target

cascading, the design model is not limited to calling only one analysis model. For

example, CO can be regarded as a system-subsystem bilevel structure with a single

analysis model called from an individual subsystem design model with no analysis models

being called by the system design model.

In the early stages of the design process, targets must be set before detailed

embodiment design takes place. Hence, the analysis models in Figures 12 and 13 should

be simple yet descriptive of the relations between upper level responses and lower level

40
responses and design variables. These models can be low-degree of freedom analysis

models, response surface models from design of experiments, approximate models based

on design sensitivity analysis, spreadsheet models, or simple mathematical relations.

Targets Optimal Design Model

Analysis Model
P
super

Supersystem
Level (super)
r
super ... r
super

P sys
... P sys
System
Level (sys)
r sys r r sys r sys
sys

P sub P sub ... P sub P

sub
Subsystem
Level (sub)

r sub rsub r
sub
r
sub ... r sub r sub r sub r sub

Figure 12. Hierarchy of models in target cascading

Supersystem
Level (super) U U L L
R sys y sys R sys y sys

System
P
Level (sys) sys

x̃ sys1 y sys1 R sub1 R sys1 x̃ sys 2 y sys 2 R sub 2 R sys 2

U L U L
R sub1 R sub1 R sub R sub 2
r sys1  R sub1 x̃ sys1 y sys1  r sys 2  R sub 2 x̃ sys 2 y sys 2  2

U L U L
y sub 1 y sub 1 y sub 2 y sub 2

Subsystem
Level (sub) P sub1 P sub 2

Figure 13. Flows from/into system level design problem

41
 3.1.3 Interactions between Analysis Model and Design Model

As mentioned, analysis models are called by design models as shown in Figure 12.

The system design problem Psys calls an analysis model r sys by providing system design

variables (local and linking), system design parameters, and subsystem responses as input,

and retrieving system-level responses as output.

A linking variable was defined as a design variable common among same-level

design problems in the previous section. For example, in Figure 14, systems sys1 and sys2

can share the same design variables ysys that are input to analysis models r sys1 , and r sys2 ,

i.e., they share system linking variables. System design problems are most likely to find
different values for the system linking variable, and so the supersystem design problem

Psuper must coordinate these different system linking variables until they match.

P
super

Supersystem
Level (super)
r U U L L U U L L
super R sys  y
1 sys R sys  y R sys 2 y R sys  y
1 sys sys 2 sys

P sys1 P sys2
System
Level (sys) x̃ sys1 y R sys1 x̃ sys 2 y sys
sys R sys
2

r sys1 r sys2

Figure 14. Interaction of linking variables: a special case with a supersystem and two
systems. For each design problem, one analysis model is assigned.

In case more than one analysis models are called by the design model,

multidisciplinary analysis models can be integrated in different ways as described in

Section 2.1.1. Analysis models can be integrated in one of three ways: MDF

(Multidisciplinary Feasible), IDF (Individual Discipline Feasible), and AAO (All-At-

42
Once). In the context of linking variables, when more than one analysis models exist,

common input or output from one discipline that is input to other discipline can be

categorized as an analysis linking variable. The difference between an analysis linking

variable and a design linking variable is that a design linking variable is common to the

same-level design problems, while an analysis linking variable is common to the analysis

models called by the same design problem. In the TC framework, design linking variables

are coordinated through formulation and coordination, and analysis linking variables are

handled by one of the three ways (MDF, IDF, AAO) defined by Cramer et al [18].

A target is defined as a design goal to be achieved that is either cascaded from the

upper level design problem or passed up from the lower level design problem. A target

cascaded from the upper level is easily understood in the context of top-down systems

engineering. On the other hand, a target cascaded from the lower level design problem is

included in the constraint set as a deviation constraint to achieve consistency in design at

the lower level. Thus, design targets are included not only in the objective function but

also in the constraints of a TC formulation.

In Figure 13, targets for system responses and system linking variables R Usys and
U
y sys are cascaded down from the supersystem level. After solving the system-level design
L
problem Psys, target values for system responses and system linking variables R sys and
L
y sys are passed up to the supersystem level. Likewise, for subsystem 1, R Usub1 and ysub1
U

are cascaded down as targets from the system-level design problem, whereas R Lsub1 and
L
y sub1 are returned to the system level. Responses R sub1 from subsystem 1, local design

variables, x̃ sys1 , and linking variables, y sys1 , are input to the analysis model r sys1 ,

whereas system responses R sys1 are returned as output.

3.2 Target Cascading at Supersystem Level

A top-level “design authority” collects the multidisciplinary designs from multiple

departments and makes final design decisions for optimal design of the overall system.

43
This top level is denoted as the supersystem and a schematic diagram of the information

exchange between the top supersystem and several systems is shown in Figure 15.

Interactions between supersystem and system design problems occur only through system

responses and system linking variables. The supersystem design model collects this

system-level information and calls its own analysis model to generate the supersystem

responses. Then, based on target values for system responses and system linking variables,

the supersystem optimization problem finds the optimal design, one with the minimum

deviation from the lower-level design and with the minimum deviation from the overall

design targets and supersystem responses.

Overall Target

Supersystem Level
Supersystem Level
Target Cascading
Design Model

Supersystem Supersystem
Response Response

Supersystem ... Supersystem

Analysis Model Analysis Model

System Response
System Linking Variable

System Level System Level

System Level Target Cascading
... Target Cascading
Design Model Design Model

System Design Linking Variables

Figure 15. Schematics of information exchange between supersystem design and

analysis model and system design model

At the top level of the design hierarchy the problem is stated as follows: minimize

the deviations between supersystem-level responses and targets subject to supersystem

44
design constraints and deviation constraints that coordinate system responses and system

linking variables. Formally,

P super : Minimize
R super – T super + H R + H y
x̃ super y sys R sys H R H y

where
R super = r super  R sys x̃ super 
(31)
subject to
L L
R sys – R sys d H R y sys – y sys d H y

g super  R super x̃ super  d 0 h super  R super x̃ super  = 0

min max
x̃ super d x̃ super d x̃ super .

The original objective that minimizes deviations between design targets Tsuper and

supersystem responses Rsuper is modified by adding deviation tolerances HR and Hy to

coordinate values of the responses from the system Rsys, and the system linking variables

ysys. If there are p system level problems, then R sys = R sys1 ‰ } ‰ R sysp and
R sysi ˆ R sysj = ‡ for i z j . System linking variables are defined as common design

variables at the system level. Hence, we define

y sys – y sys { < §© y sys – y sys1  } y sys – y sysi  } y sys – y sysp ·¹

L L L L
(32)

where < is essentially some type of norm, and y Lsysi is a system linking variable

calculated at the system optimal design problem i. One instance of < can be

L 1 L L L
y sys – y sys { ---  y sys – y sys1 + } + y sys – y sysi + } + y sys – y sysp  . (33)
p
At convergence, the deviation tolerances become zero as the system linking variables

converge to the same values for the different systems. The values of the system responses
L L
are matched with R sys , where R sys is the target response calculated at the system

optimal design problem. While system linking variables are common to system-level

design problems, system analysis linking variables are interdisciplinary variables for

45
different analysis models, i.e., common to analysis models. Finally, g super and h super

are inequality and equality design constraints at the supersystem level and are subsets of

the original constraints g and h. The norm used for the deviation constraints will be

defined in more detail in Section 3.6.

3.3 Target Cascading at System Level

As the modeling hierarchy in Figure 12 is composed of three levels of design

problems, the system-level design problem is in the middle of the modeling hierarchy

capturing all of the general features in the TC formulation. In the case of the supersystem

design, there exist only one design problem at the top level. At the system level each

design department can be regarded as one system design model. Individual design

decisions are made within each design model and some of these design decisions can

affect other design models, i.e., other design departments, via the linking variables. Thus,

the difference between a supersystem TC and a system TC is the number of design

models: single design model at the supersystem level, multiple design models sharing

linking variables at the system level. The interactions between system level design and
analysis models and subsystem level design models are shown schematically in Figure 16.

U U
P sys : Minimize R sys – R sys + y sys – y sys + H + H y
R

with respect to x̃ sys y sys y sub R sub H y H

R
where R sys = r sys  R sub x̃ sys y sys 

subject to
(34)
L L
R sub – R sub d H R y sub – y sub d H y

g sys  R sys x̃ sys y sys  d 0 h sys  R sys x̃ sys y sys  = 0

min max min max

x̃ sys d x̃ sys d x̃ sys y sys d y sys d y sys

Similarly at the system level, the optimal design problem is stated as in Eq. (34):

minimize the deviations for system responses and system linking variables, subject to

46
system design constraints and deviation constraints that coordinate subsystem responses

and subsystem design linking variables.

System Response Target

System Linking Variable Target System Design
Linking Variables

System Level System Level

System Level
Target Cascading Target Cascading
Design Model Design Model

System System
Response Response

System ... System

Analysis Model Analysis Model

Subsystem Response
Subsystem Linking Variable

Subsystem Level Subsystem Level

Subsystem Level Target Cascading
... Target Cascading
Design Model Design Model

Subsystem Design Linking Variables

Figure 16. Schematics of information exchange between system design and analysis
model and subsystem design model

The objective function minimizes the discrepancy between the current system-
U
level responses Rsys and the targets set at the upper (supersystem) level R sys , as well as
U
between system linking variables ysys and the targets set at the supersystem level y sys .
U
Here R sys and y Usys are determined by solving the supersystem design problem in Eq.

(31). Target deviation tolerances are minimized to achieve consistent design with

minimum discrepancies between the subsystem level responses R sub and the target
L
responses R sub from the subsystem design problem, as well as between the subsystem

level linking variables y sub and the target values y Lsub from the subsystem design
47
problem. Since the system level is located in the middle of the overall hierarchy, this

formulation is most comprehensive, capturing all interactions, through linking variables,

response targets from the lower level (superscript L), and response targets from the upper

level (superscript U).

3.4 Target Cascading at Subsystem Level

The subsystem design problem is at the bottom of the modeling hierarchy in

Figure 12. As the design problem calls for analysis models to retrieve responses, the

subsystem design model calls for subsystem analysis models that take subsystem level

design variables and parameters as input and return subsystem responses as output.

Constraints to coordinate linking variables from below are not necessary, since the

subsystem design problem is at the bottom of the modeling hierarchy. Instead subsystem

linking variables common to subsystem problems are coordinated at the system level

design problem described in the previous section.

The subsystem design problem is stated in Eq. (35): minimize the deviations for

subsystem responses and subsystem level linking variables subject to subsystem design
constraints. Formally,

P sub : Minimize
U U
R sub – R sub + y sub – y sub
x̃ sub y sub

where R sub = r sub  x̃ sub y sub 

(35)
subject to
g sub  R sub x̃  y sub  d 0 h sub  R sub x̃ y =0
sub sub sub
min max min max
x̃ sub d x̃ sub d x̃ sub y sub d y sub d y sub .

48
 Subsystem Response Target
Subsystem Linking Variable Target Subsystem Design
Linking Variables

Subsystem Level Subsystem Level

Subsystem Level
Target Cascading Target Cascading
Design Model Design Model

Subsystem Subsystem
Response Response

Subsystem Subsystem
Analysis Model Analysis Model

Figure 17. Schematic of information exchange between subsystem design model and
analysis model: the subsystem analysis model takes subsystem level design variables
and parameters and returns subsystem responses.

At the bottom of the modeling hierarchy, the subsystem design variables are input

to analysis models r sub returning responses to the subsystem level as output. In Eq. (35),

the objective is to minimize the deviations between the subsystem responses R sub and the
U
targets set from the system level R sub , as well as between the subsystem linking variables
U
y sub and the targets from the system level y sub . Target deviation tolerance constraints

are not introduced in Eq. (35) because there are no lower level design models that need to
be coordinated.

3.5 General Formulation of Target Cascading Problem

The modeling structure presented for the three-level hierarchy in Figure 12 can be

extended to a general multilevel hierarchical structure. For the j partitioned element at the

i level, the design problem is given targets for the i level response and the i level linking

variable for the objective function. Based on the (i+1) level design in the form of

constraint and analysis model evaluation from the i level analysis model, the TC design

49
problem finds the design with the minimum deviation from the targets from above and

from below. Also, the design linking variables from different (i+1) level design problems

are coordinated at the i level design problem.

Problem Pij for the j partition element at the i level is defined as follows: minimize

the deviations between current level responses R ij and linking variables y ij from one
U U
level below and the targets R ij and y ij , subject to design constraints, and tolerance

constraints that coordinate responses and linking variables from one level below.

Level i Response Target

Level i Linking Variable Target Level i Design
Linking Variables

Level i Level i
Level i
Target Cascading Target Cascading
Design Model Design Model

Level i Level i
Response Response

Level i ... Level i

Analysis Model Analysis Model

Level (i+1) Response

Level (i+1) Linking Variable

Level (i+1) Level (i+1)

Level (i+1) Target Cascading
... Target Cascading
Design Model Design Model

Level (i+1) Design Linking Variables

Figure 18. Schematics of information exchange between level i design and analysis
model and level (i+1) design model

50
 Formally,

U U
P ij : Minimize R ij – R ij + y ij – y ij + H R + H
y

with respect to x̃ ij y ij y  i + 1 j R  i + 1 j H R H y

where R = r  R
ij ij  i + 1 j x̃ ij y ij 
subject to (36)
L L
R  i + 1  – R  i + 1  d H R y i + 1  – y i + 1  d H y

g ij  R ij x̃ ij y ij  d 0

h ij  R ij x̃ ij y ij  = 0

min max min max

x̃ ij d x̃ ij d x̃ ij  y ij d y ij d y ij

This concludes our discussion of the formal statement of the problem. The next

section investigates constraint qualifications of the above formulations, a point brought up

in the discussion on collaborative optimization in Section 2.1.3.2.

3.6 Stationarity Conditions for the Design Problems in Target Cascading

In collaborative optimization, the additional constraints introduced at the system

level design problem to coordinate deviations between system and subsystem do not

satisfy constraint qualification as reviewed in Section 2.1.3. In the present section,

additional constraints introduced in the TC formulation to minimize deviations are

examined in terms of satisfying this constraint qualification. A simple example is included

as a comparison between CO and TC.

3.6.1 Constraint Qualifications of Additional Deviation Constraints

As pointed out in Section 2.1.3.2 the additional constraints introduced at the

system level problem in the collaborative optimization framework fail to satisfy the

regularity constraint qualification. It is important to check this issue for the additional

51
constraints introduced in the TC framework. For constraints gij, hij regularity of all

feasible points is assumed and so the gradient vectors for all active constraints are

assumed to be linearly independent.

The general TC design problem formulation in Eq. (36) includes the deviation

constraints in addition to the partitioned original constraints. These are

L
R i + 1  – R  i + 1  d H R

L
y i + 1  – y i + 1  d H y (37)

Deviations can be defined as the least square norm. From the definitions of response and

linking variables these deviation norms are then as follows.

2
R  i + 1  – R  i + 1  = §© R  i + 1  – R  i + 1 ·¹
L L

2 2 (38)
y  i + 1  – y  i + 1  = --- § §© y  i + 1  – y  i + 1  1·¹ + } + §© y  i + 1  – y  i + 1  p·¹ ·
L 1 L L
p © ¹

Here p is the number of lower level design problems that return linking variable values to

the current level i. The deviation constraints are rewritten as follows.

2
§R L ·
c1 : © i + 1  – R  i + 1 ¹ d H R
1§§ (39)
--- © y  i + 1  – y  i + 1  1·¹ + } + §© y  i + 1  – y  i + 1  p·¹ · d H y
L 2 L 2
c2 :
p © ¹

The response and linking variables are assumed to be scalars for simplicity in presenting

the next argument. The constraints in Eq. (39) will be active and the bounds HR, Hy are
included in the scalar objective to be minimized.

Now consider the gradient vectors for constraints c1, c2.

52
 wc 1
w R i + 1 

wc 1
2 §© R  i + 1  – R  i + 1 ·¹
L

T
w y i + 1 
’c 1 = = 0 (40)
wc 1 –1
w HR 0

wc 1
wHy

wc 2
w R i + 1 

wc 2 0
T
w y i + 1  y
1
– ------  y
L L
+ } + y  i + 1  p 
’c 2 = =  i + 1  2p  i + 1  1 (41)
wc 2 0
w HR –1

wc 2
w Hy

It is immediately evident that ’c 1 and ’c 2 are linearly independent even when complete

consistency occurs for the lower level responses and linking variables, resulting in zero

deviations. Thus constraint qualification of regularity is satisfied for the additional

deviation constraints in the TC formulation.

3.6.2 A Simple Example

In this section a simple example is presented to illustrate the constraint

qualification issue between the CO and TC framework. Although the example is

exceedingly simple, it captures the distinct characteristics of CO and TC. For the CO

implementation, the formulation CO2 is adopted.

Consider the following optimization problem in a single variable.

53
 2
Minimize x
1
x1
subject to (42)
0 d x1 d 1

Each variable bound constraint can be regarded as a disciplinary analysis model and

partitioning within the CO framework generates three design problems: one system level

problem and two subsystem level problem.

U
Given target values x 1 from the system level, the subsystem level design problems

are stated as follows.

U 2
P sub1 : Minimize  x 1 – x 1 
x1
(43)
subject to
0 d x1

U 2
P sub 2 : Minimize  x 1 – x 1 
x1
(44)
subject to
x1 d 1

The CO formulation is then stated with two subsystem objectives as equality constraints in

the system problem.

P sys : Minimize x 2
1
x1

subject to (45)
2
c 1 = §© x 1 – x 1 1·¹ = 0
L

2
c 2 = §© x 1 – x 1 2·¹ = 0
L

As an aside, note that, compared to the original problem in Eq. (42), two additional

constraints are added in the system level problem. Indeed, an MDO approach is not

always efficient in terms of computation because of such additional burdens, like

54
increased problem size by additional constraints and design variables. However, in most

cases, an MDO decomposition approach may be the only alternative for solving multi-

disciplinary large design problems.

Returning to the issue at hand we observe the following.

L L L L
CO2 Case I: x 1 1 z x 1 2 , 0  x 1 1  1 , 0  x 1 2  1

In this case, the subsystem level responses are different and are set as constants in

the system level deviation constraints. This case accounts for most common situations in

design practice, in that different design teams working independently return different

values for the common parts within the feasible domain. As deviation constraints are

equality constraints, it is not possible to satisfy both of the following constraints

simultaneously.

2
§x – x 1 1·¹ = 0
L
© 1

§x
2 (46)
– x 1 2·¹ = 0
L
© 1

In other words, by introducing additional deviation constraints, the system level design

problem has no feasible point and fails to find the optimum.

CO2 Case II: x L1 1 L L L

= x 1 2 , 0  x 1 1  1 , 0  x 1 2  1

The subsystem problems return exactly the same value for the common design
within the feasible region, i.e., c 1 = c 2 . Subsystem-level optima are found inside the

feasible domain, i.e., there are no active variable bound constraints. The KKT stationarity

condition for the system-level design problem is stated as

’f + O 1 ’c 1 + O2 ’c 2 = 0, (47)

where ’f = 2 x 1 , ’c 1 = 2 §© x 1 – x 1 1·¹ , ’c 2 = 2 §© x 1 – x 1 2·¹ and O 1 O2 are the Lagrange

L L

L L
multiplier. A feasible point x 1 = x 1 1 = x 1 2 is not a regular point because the

constraints c 1 c 2 are co-linear. At the feasible point, the left hand side in Eq. (47)

becomes
55
 T T T T
’f + O 1 ’ c 1 + O 2 ’c 2 = ’ f z 0 . (48)

Thus the KKT conditions cannot be satisfied.

TC Case: 0 d x 1L  1 d 1 , 0 d x 1L  2 d 1

The optimization problem in Eq. (42) can be decomposed into system and

subsystems following the TC formulation. Design problems for system and subsystem in

TC are similar to CO design problems. The subsystem design problems are the same as

those in CO, Eq. (43) and Eq. (44). Original variable bound constraints are decomposed

into two parts at the subsystem level.

The system level TC design problem is stated introducing the additional deviation

limit variable as follows.

P sys : Minimize x 2 + H
1
x 1 H

subject to
2 2 (49)
c 1 = §© x 1 – x 1 1·¹ + §© x 1 – x 1 2·¹ – H d 0
L L

c2 = –x 1 d 0
c3 = x1 – 1 d 0

As x1 is common to subsystems 1 and 2, it can be regarded as a linking variable.

Following the TC definitions, x1 is called a subsystem linking variable because constraints

– x 1 d 0 and x 1 – 1 d 0 are regarded as analysis models taking component design values

and returning subsystem responses. The system design problem must satisfy the KKT

stationarity condition

T T T T
’f + O1 ’c 1 + O 2 ’c 2 + O3 ’c 3 = 0, (50)

where

56
 wf
T w x1 2x
’f = = 1 (51)
wf 1
wH

wc 1
T w x1 L L
2  x 1 – x 1 1  + 2  x 1 – x 1 2 
’c 1 = = (52)
wc 1 –1
wH

wc 2
w x1
= –1
T
’c 2 = (53)
wc 2 0

wH

wc 3
w x1
= 1
T
’c 3 = (54)
0
wc 3
wH

Thus Eq. (50) becomes

L L
2x
1 + O 2  x 1 – x 1 1  + 2  x 1 – x 1 2  + O – 1 + O 1 = 0 . (55)
1 2 0 3 0 0
1 –1

Depending on the constraint activity, three cases should be considered: (1) interior

optimum, i.e., neither constraint c 2 nor constraint c 3 is active, (2) constraint c 2 is active,

(3) constraint c 3 is active.

First, in case neither constraint c 2 nor constraint c 3 is active, the Lagrange

multipliers O 2 , O 3 for constraints c 2 and c 3 become zero. From Eq. (55) O 1 = 1 and
---  x 1 1 + x 1 2  satisfy the KKT condition. The optimum x 1 is cascaded to the
x 1 = 1
L L
3
subsystem problems in Eq. (43) and Eq. (44). As the current optimum is an interior

optimum, variable bounds in the subproblems are satisfied and the target is perfectly

57
achieved at the subsystem level, i.e., subsystem solutions are x 1 1 = --1-  x 1 1 + x 1 2 
L L

3
1 L L
and x 1 2 = ---  x 1 1 + x 1 2  . Now the system-level solution is updated with new
3
subsystem-level optima:

2 L
x 1 = 1
---  x 1 1 + x 1 2  = ---  x 1 1 + x 1 2  d 1---  x 1 1 + x 1 2  ,
L L L
(56)
3 9 3
which is less than the system-level solution obtained in the first iteration, i.e., as iteration

proceeds, system-level solution maintains descent property for this example.

Second, when the constraint c 2 is active, x 1 = 0 . As the constraint c 1 is also

2 2
active, H =  x 1 1  +  x 1 2  . The system-level optimum x 1 = 0 is cascaded to the
L L

subsystem level and the subproblems in Eq. (43) and Eq. (44) will match the target value,

i.e., x 1 1 = 0 and x 1 2 = 0 . Back at the system level, now with x 1 1 = 0 and

L

L
x 1 2 = 0 , updated system-level problem is stated as follows:

P sys : Minimize x 2 + H
1
x 1 H

subject to
2 2
(57)
c1 = x1 + x1 – H d 0
c2 = –x 1 d 0
c3 = x1 – 1 d 0

resulting in x 1 = 0 and H = 0 .

Lastly, when the constraint c 3 is active, x 1 = 1 , the subsystem-level optima

based on the target x 1 = 1 from the system level are x 1 1 = 1 and x 1 2 = 1 . Then
U

L
updated system-level problem based on the subsystem-level design x 1 1 = 1 and
L
x 1 2 = 1 is stated

58
 P sys : Minimize x 2 + H
1
x 1 H

subject to
2 2
(58)
c1 =  x1 – 1  +  x1 – 1  – H d 0
c2 = –x 1 d 0
c3 = x1 – 1 d 0
2 2
with the optimal solution x 1 = --- and H = --- . Next iteration will follow the first case with
3 9
both constraints c 2 and c 3 inactive.

A difference between CO2 and TC is illustrated in the above simple example.

Although this is not a general case, it clearly shows the difference between CO and TC in

terms of the regularity condition of the constraints. The deviation limit H is always

positive if the Euclidean norm is used to define the deviation. Thus the nonnegativity

constraints for H are redundant and if included in the formulation, they will be dominated

by the deviation constraints, which are always active by the first Monotonicity Principle

(Papalambros and Wilde [58]).

3.7 The H-Upper Bound Formulation for Deviation Constraints

The deviation constraints in the TC formulation are bounded by upper limits H that

are treated as additional design variables. The upper limits are included in the objective

function to minimize the deviations defined in the constraints. TC objective functions

have inherently the form of multiobjective functions. In this dissertation equal weights are

assigned for each term in the objective function. Rather than exploring the Pareto space

for multiple designs by assigning different weights on the objective functions, finding out

a design that meets targets serves the TC process. In this section, the H-inequality

constraint method (Haimes et al. [27]) in the area of multiobjective optimization is

reviewed as a comparison to adding deviation constraints directly in the objective function

in the TC formulation.

59
 In a multiobjective optimization problem, one of the multiple objective functions

is selected as the primary objective function and optimized, while the other objective

functions are converted into constraints. Often engineering design problems are

multiobjective, especially in large-scale design. Consider an unconstrained multiobjective

optimization problem where m objective functions are minimized simultaneously (m>1).

Minimize ^ f  x  f  x  } f  x  `
1 2 m
x
n
fi  R o R (59)
n
xR
where fi (i = 1, ..., m) is a scalar objective function and x is n-dimensional design variable.

The above multiobjective unconstrained problem is transformed to a constrained

one by converting the objectives, except the selected primary one, into constraints

(henceforth some referred to as “objective constraints”) with an Hbound, and solving the

resulting problem for multiple H values, updated with some heuristic rule.

Minimize f k  x 
x
subject to (60)
fi  x  d Hi i = 1 } m i z k.

In the H-inequality constraint methods, limits on the objective functions

transformed into constraints are determined interactively by heuristic ways (see Steuer and

Choo [79], Miettinen [51], Palli et al. [56]). For each constraint, an Hinterval is selected,

namely,

i H i  [H i good, H i bad] such that fi d H i. (61)

In the TC design problem additional constraints are included in the constraint set

as inequality constraints bounded by limits that are themselves design variables. These
deviation tolerance limits (HR, Hy) are also appended in the objective function effectively
forming a multiobjective model. The additional deviation constraints can be regarded as

60
transformed objectives (i.e., “objective constraints”). Thus the TC design objective is

stated as minimizing two deviations: a deviation for a target given from above (primary

objective) and a deviation for a target given from below (objective constraint). In the H-

inequality constraint method an interactive filtering is applied to the bounds to guide the

search towards a desirable Pareto optimum, i.e., the bounds are treated as parameters

determined heuristically. In TC, bounds on deviations are treated as additional design

variables, so the deviation constraints are always active by the first Monotonicity Principle

(Papalambros and Wilde [58]) and the transformed objective constraints are equivalently

minimized as primary objectives.

Although this TC multiobjective formulation is presented here with a linear scalar

objective and equal weights (i.e., no weights at all), this is done for simplicity of

presentation and it can be generalized to nonlinear scalar objectives and/or unequal

weights. For example, the deviation terms can be assigned with higher weights, i.e.,

deviation limits are multiplied by higher weights to put more emphasis on consistent

design throughout different levels.

3.8 Concluding Comments

The target cascading formulation captures a multilevel hierarchical design process

while avoiding the limitations of Sobieskie’s framework for its not having linking

variables defined in the formulation and the failure to meet constraint qualifications in the

collaborative optimization. The simple example in the previous section illustrated and

confirmed these arguments. Starting from the supersystem design problem, the system,

subsystem and component level design problems demonstrate interactions between

different design problems at different levels in the form of responses and linking variables.

The major difference between the TC formulation and the CO formulation is the

way design problems are formulated in multiple levels. In CO, design problems are

formulated for individual disciplines and on top of the disciplinary design problems one

61
system level design problem coordinates deviations from disciplines. Besides CO’s failure

of satisfying the constraint qualifications discussed in Section 3.6.1, extension of CO

formulation to multiple levels would result in an additional coordination problem with

design problems added under the two-level hierarchy. These additional design problems

will be a burden in the coordination process if some design changes occur in the hierarchy.

In TC, design problems are formulated for individual design tasks at different levels and

the design problems coordinate subproblem deviations simultaneously by introducing

deviation terms in the objectives and constraints. Thus additional coordination problems

in CO are eliminated in TC resulting in a more efficient design process.

Confirming the proper partitioning strategy and problem statements in TC is only

part of the overall framework. The second major issue is how to solve the problem posed

in the TC hierarchy, i.e., how to define an effective coordination strategy. This is the topic

of the next chapter.

62
 CHAPTER 4
COORDINATION STRATEGY FOR
TARGET CASCADING

A coordination strategy with proven global and local convergence characteristics

is critical to successful multidisciplinary design optimization (MDO). In this chapter a

globally convergent algorithm, the hierarchical overlapping coordination (HOC)

[46][68][59][50] is reviewed and utilized to explore the non-ascent property of target

cascading coordination strategies.

4.1 Assumptions, Symbols, and Conventions

Target cascading is a multilevel formulation for multidisciplinary design

optimization. A simplified two-level TC formulation will be used, which can be extended

to multiple levels to study properties of the algorithm.

The TC modeling hierarchy of design models for two levels (supersystem and

system) is given in Figure 19. The number of system design problems is p; Psuper denotes
the supersystem design problem; and Psys1, Psys2,..., Psysp denote system design problems.

Each of the design problems calls for analysis models to obtain responses for the current

design. Design problems for each level are stated in Eq. (62) and Eq. (63). System level

design problem in Eq. (63) is for the i decomposed problem. Note that the index i indicates

i partitioning.

In the system design problem, constraints for subsystem linking variables (see Eq.

(34)) are omitted with the deviation limits H y because there are no more design problems

below the system level. TC formulations use several terms defined in a norm. Unless

¦ xj
2
otherwise noted, the symbol x = designates the least square norm.

63
 Targets

Supersystem
P super
Level (super)

System
Level (sys) P sys1 P sys2 ... P sysp

Figure 19. Target cascading framework for two-level case

P super : Minimize R super – T super + H R + H y

x̃ super y sys R sys H R H y

where
R super = r super  R sys x̃ super 

subject to (62)
L L
R sys – R sys d H R y sys – y sys d H y

g super  R super x̃ super  d 0

h super  R super x̃ super  = 0

min max
x˜ super d x˜ super d x˜ super .

P sysi : U U
Minimize R sysi – R sysi + y sysi – y sysi + H y

with respect to x̃ sys y sys H y H

R
where R sysi = r sysi  x̃ sysi y sysi 
subject to
(63)
g sysi § R sysi x˜ sysi y sysi· d 0
© ¹
h sysi § R sysi x˜ sysi y sysi· = 0
© ¹
min max
x˜ sysi d x˜ sysi d x˜ sysi y sysi d y sysi d y sysi
min max

64
The limit vectors for deviations, H R , H y , are treated as additional optimization variables,

so the deviation constraints become always active. The deviation constraints in Eq. (62)

and Eq. (63) can be transferred to the objective functions and the variable bounds can be

represented as part of the inequality constraints. More formally,

L
P super : Minimize R
super
–T
super
+ R sys – R sys + y sys – y Lsys
x̃ super y sys R sys

where R = r super  R  x̃ super  (64)

super sys

subject to
g super  R super x̃ super  d 0
h super  R super x̃super  = 0

U U
P sysi : Minimize R sysi – R sysi + y sysi – y sysi
x̃ sysi y sysi

where R sysi = r sysi  x̃ sysi y sysi 

subject to (65)
g sysi §© R sysi x̃  y sysi· d 0
¹
sysi
h sysi §© R sysi x̃ y · d0
sysi sysi¹

Deviations for the subsystem linking variables could be defined as

L 1 L L
y sys – y sys { ---  y sys – y sys 1 + } + y sys – y sys p  , averaging possibly different values
p
returned from system design problems for the linking variables. Variable bound

constraints are included in the design constraints.

Note that system linking variables y sys are included in both supersystem and

system problems as variables, and the system responses R sysi appear in both problems,

where R sys = R sys1 ‰ } ‰ R sysp and R sysi ˆ R sysj = ‡ for i z j .

65
4.2 Hierarchical Overlapping Coordination

Consider a convex optimization problem of the form for the hierarchical

overlapping coordination (see [46][68][59][50])

Minimize f  x 
x
subject to (66)
gx  d 0

hx  = 0
n n n
where x  ƒ is the vector of optimization variables, f: ƒ o ƒ and g i : ƒ o ƒ are
n
convex and differentiable, and h i : ƒ o ƒ are affine functions.

Dependence of design variables on design functions can be represented by a

Boolean matrix, the function dependence table (FDT). The (i, j) entry of the FDT is one if

the i function depend on the j variable, and zero otherwise. By reordering the variables and

constraints in the original problem Eq. (66), the FDT of D-decomposition problem is

shown in Figure 20.

yD xD xD ... xD
2 pD
1
gD
1 B
D1 A
hD D1
1
gD
2 B A
hD D2 D2
2
...

...
...

gD
pD B A
hD Dp Dp
pD D D

Figure 20. Block D-decomposition of the functional dependence table (adapted from
Michelena et al [50])

66
 In Figure 20, x D is the vector of local variables associated with block A D for
i i
subproblem D i ; y D is the vector of n D linking variables for the D-decomposition; and p D

denotes the number of subproblems in the D-decomposition. Assuming that the objective

function f is D-additive separable (in general, HOC can be used if the objective function

can be written as monotonic functions of local objective functions derived from the D and

E decompositions), the original optimization problem in Eq. (66) takes the following

form:

pD

Minimize f D  y D  +
0 ¦ f D  y D x D 
i i
x i=1
subject to (67)
g D  y D  x D  d 0  i = 1  } p D
i i
h D  y D  x D  = 0  i = 1  } p D
i i
n
For a given vector d  ƒ , fixing the D-linking variables y D = d D in Eq. (67) gives the

following Problem D, P D .

P D : For each i = 1 } p
D
Minimize f D  d D x D 
i i
xD
i
subject to (68)
g D  d D x D  d 0
i i
h D  d D x D  = 0.
i i

Problem D, P D , can be solved by solving p D independent uncoupled subproblems.

Similarly, Problem E, P E , can be defined and solved for Edecomposition after fixing the

E-linking variables. In other words, for the same problem, two decomposition methods are

applied and the problems are solved fixing its own linking variables.

As reviewed in Section 2.2, a hierarchical coordination strategy is usually

composed of a master problem and subproblems in bilevel fashion. Solving the master

problem and subproblems occurs sequentially and is repeated until convergence.

67
 The HOC maintains hierarchical coordination in a different way in that two or

more distinct decompositions for the same design problem serve to coordinate each

other’s solutions instead of using a master problem. Thus, there is no additional master

problem defined in HOC, but Problem D passes its optimal solution to Problem E and vice

versa. The flow of information in HOC is presented in Figure 21.

The HOC algorithm proceeds as follows:

Algorithm 4-1: Hierarchical Overlapping Coordination

1. Fix the linking variables y and solve problem Dby solving p independent sub-
D D

problems.
2. Fix the linking variables y to their values determined in step 1 and solve problem
E

Eby solving p independent subproblems.

E

3. Go to step 1 with the fixed values of D-linking variables determined in step 2.

4. Repeat until convergence.

ProblemD

Subproblem Subproblem
... Subproblem ...
1 pD

y D

linking variables
y E

Subproblem Subproblem
... Subproblem ...
1 pE

ProblemE

Figure 21. Flow of information in hierarchical overlapping coordination

The flowchart of the algorithm is given in Figure 22.

68
 Solve Problem Dwith fixed
linking variables y . D

Yes
Check termination criteria. Stop

No

Solve Problem Ewith fixed

linking variables y . E

Figure 22. Flowchart for the hierarchical overlapping coordination algorithm

The termination criteria for both Problems D and E are as follows:

fD  yD x  – fD  yD  xD   H (69)
i+1 i + 1 Di + 1 i i i

fE  yE x  – fE  yE  xE   H (70)
i+1 i + 1 Ei + 1 i i i

where i denotes the iteration count and H is tolerance.

Properties of the Hierarchical Overlapping Coordination

The HOC algorithms [46][68][59][50] have the following properties.

(1) If the HOC algorithm started with a feasible point, then at each stage of the

process, Problems D and Problems E will have feasible solutions.

­ ½f ­ ½f
(2) If the sequences ® x D ¾ and ® x E ¾ result from solving Problems D and
¯ i ¿i = 1 ¯ i ¿i = 1
min
Problems E, respectively, and f { min{f  x  g  x  d 0 h  x  = 0 ` , then

(a) f  x D  t f  x E  t f  x D 
i i i + 1
min
(b) lim f  x D  = lim f  x E  = f t f .
iof i iof i

69
 ­ ½f ­ ½f
(3) Any accumulation point x of either ® x D ¾ or ® x E ¾ solves both
¯ i¿
i=1
¯ i¿
i=1
Problems D and Problems E.

HOC will be compared to the TC formulation to study TC properties. In the TC,

the existence of feasible domain is assumed, thus the property (1) above is maintained.

The second property is a key element to proving the global convergence through a non-

ascent property of the algorithm (see Macko and Haimes [46], Shima and Haimes[68],

Michelena et al [50], Park et al [59]).

4.3 Target Cascading as a Hierarchical Overlapping Coordination

In the TC formulations given in Eq. (62) and Eq. (63) for the two-level case, the

system responses R sys and the system linking variables y sys obtained in the supersystem-

level problem are cascaded as fixed targets to the system level. At the system level, for

minimum deviation from the targets, optimal system responses and system linking

variables are obtained. These optimal values are fed back to the supersystem level in the

constraints and the process is repeated until convergence.

TC process is similar to the HOC in that variables in one design problem are fixed
in the other design problem and the process is repeated until convergence. In this section,

the analogy between the TC and the HOC is presented and some properties of the HOC

are utilized to examine convergence of the TC.

The HOC in essence solves the original design problem in Eq. (66) by using at

least two different decompositions, i.e., two different arrangements of the original design

vector x . In order to apply HOC properties to TC, the design problem to be solved should

be the same at each level, i.e., when solving the supersystem-level problem and the

system-level problem, the design objective and constraints should be identical.

First, to show the model equivalence between the supersystem and the system,

consider the following AAO formulation for the bilevel TC formulation by putting Eq.

(64) and Eq. (65) together:

70
 super sys super sys
P AAO : Minimize f AAO = R super – Tsuper + R sys – R sys + y sys – y sys

super super sys sys

with respect to x̃ super R sys  x̃ sys y sys  R sys  y sys
super
where R = r R  x̃ super 
super super sys
sys § sys· (71)
R sys = r
sys © x̃ sys y sys¹

subject to
g super  R super x̃ super  d 0, h super  R super x̃ super  = 0

g sys §© R sys  x̃ sys y ·¹ d 0 ,

sys sys
h sys §© R sys  x̃sys y sys·¹ = 0
sys sys
sys

where R sys =  R sys1 } R sysi } R sysp  . Although the system responses and system

linking variables are common to both problems, the terms in the objective including
R sys y sys are differentiated. The superscript U and L in the objective have been

substituted by super and sys, respectively. Although R sys y sys refer to the same entity in

the design problem, when the system-level and the subsystem-level problems are solved

sequentially, they can have different values during the iteration process and they are noted

as super super
Rsys  y sys and Rsys sys
sys  y sys , respectively.

Table 4.1: Exchange of information between supersystem and system

Supersystem System
super super sys sys
x̃ super y sys R sys x̃ sys y sys R sys
Supersystem V V V F F F
o

System F F F V V V

Table 4.1 gives the information flow between the supersystem and the system. V

denotes variables and F denotes fixed parameters. Variables (V) at the supersystem level

become fixed (F) at the system level and vice versa. Note that the system responses and

the system linking variables R sys y sys become targets when they are fixed either at the

supersystem or system level, i.e., Rsys sys

sys  y sys or
super super
R sys  y .
sys
From the AAO problem in

71
Eq. (71) the supersystem-level design problem and system-level design problem are

generated when fixing different variables as stated in Table 4.1. At the system level, the

objective should be identical with the supersystem objective to apply HOC. From the

AAO problem statement in Eq. (71), the supersystem objective and the system objective

should be

f AAO
= f super
= f sys + R super – T super (72)
super sys super sys
= R super – Tsuper + R sys – R sys + y sys – ysys .

The terms in the objective become either parameters or variables at different levels

following Table 4.1. The objective functions at the supersystem and system level are

identical except the deviation R

super
–T
super
. Note that the term R
super
–T
super
is

constant and becomes irrelevant in the system objective function even if it is included in

the objective. Thus those terms and constraints irrelevant to each of the problems are

omitted resulting in the TC formulations for the supersystem and the system as follows.

super sys super sys

P super : Minimize f super = R super – T super + R sys – R sys + y sys – y sys

with respect to x̃ super R super ysuper

sys sys
super (73)
super = r super  R sys  x̃ super 
where R

subject to
g super  R super x̃ super  d 0, h super  R super x̃ super  = 0

sys super sys super

P sys : Minimize f sys = R
sys
–R
sys
+ y
sys
–y
sys

sys sys
with respect to x̃ sys y sys  R sys
sys § sys· (74)
sys © x̃ sys y sys ¹
where R sys = r

subject to
g sys § R sys  x̃ sys y sys · d 0 , h sys §© R sys  x̃ sys y sys ·¹ = 0
sys sys sys sys
© ¹

72
 The above problems indicate that, by differentiating the supersystem-level

variables and system-level variables, the original AAO problem can be decomposed into

two alternate decompositions, each corresponding to the supersystem-level problem and

the system-level problem. Thus the same problem structure of the HOC can be applied to

the TC formulations. Referring to Figure 21, the supersystem-level problem can be

Problem D, and the system-level problem can be Problem E

The HOC algorithm for the TC proceeds as follows:

Algorithm 4-2: Target Cascading as an HOC Algorithm

L L
1. For fixed response and linking variable targets R sys y sys , solve supersystem prob-
lem.
U U
2. For fixed response and linking variable targets R sys y sys , solve p system problems.
L L
3. Go to step 1 with the fixed response and linking variable targets R sys y sys deter-
mined in step 2.
4. Repeat until convergence.

As the TC is equivalent to HOC with two decompositions, it maintains the same

properties described in the previous section. The non-ascent property is critical to proving

global convergence and it is part of the original HOC algorithm, which can be also

applicable to the TC. This non-ascent property will be examined in the following section.

4.4 Non-ascent Properties of the TC Coordination

Here we assume that the feasible space for the subproblems is not empty. When
solving the individual design problems in the TC, any general convergent algorithm can

be applied. One option is the sequential quadratic programming (SQP) algorithm by

Wilson [89], Han [29], and Powell [60].

In the HOC algorithm, the decomposed design problem contains local and linking

variables. In the TC, there exist no local variables in decomposed problem as in Table 4.1.

73
This coupling between the supersystem-level problem and the system-level problem

might cause some convergence difficulty (Michelena et al [50], Park et al [59]), which

might need to be further investigated in the TC case. Utilizing the non-ascent proof of the

HOC, TC’s non-ascent property can be proven as follows:

Proposition: Non-ascent Property of TC

The supersystem problem and the system problem in the TC formulation can be

combined into a problem with single objective:

super sys super sys

f AAO  x super x sys  = R super – T super + R sys –R
sys
+ y
sys
–y
sys (75)

sys sys
where x super =  x̃ super Rsuper
sys
super
 y sys  and x sys =  x̃ sys, y sys , Rsys  , and all the

constraints in Eq. (73) and Eq. (74).

Then the combined objective Eq. (75) maintains non-ascent property, i.e.,
f § x super  x sys · t f§x  x sys · t f § x super  x sys · , where i is the
© i i – 1¹ © super i i¹ © i + 1 i¹
iteration index.

Proof

From Table 4.1 the supersystem-level design problem can be represented as an D-

decomposition and the system-level design problem can be represented as a E-

decomposition. Here x D = x super , y D = x sys , and x E = x sys , y E = x super . Also,

the objectives at the supersystem and the system can be obtained from the All-At-

Once objective f AAO as shown in Eq. (72). The supersystem objective is identical

with the AAO objective and the system objective is also identical with the AAO

objective by adding an irrelevant constant term R

super
–T
super
. By the properties

of the HOC, the TC objective maintains a non-ascent property.

74
4.5 Concluding Comments

The HOC has been proven to have a non-ascent property and this idea was applied

to the TC formulation. The two-level case of the TC is represented as two different

decompositions in the HOC. The supersystem-level problem was regarded as D-

decomposition and the system-level problem was regarded as E-decomposition. Fixing the

design from one decomposition, finding out the optimal design of the current

decomposition and feeding back the current design as fixed parameters to the other

decomposition exactly follow the idea of the TC formulations. The optimal design from

the supersystem level is cascaded down to the system level as targets and the system-level

problem is solved and fed back to the supersystem level.

Comparison of the HOC and the TC shows that, in case of the TC, the two design

problems (the supersystem and system problems) are strongly coupled. It is because of

meeting the requirements of the HOC that the objective and the constraints of two

decomposed problems should be identical. Thus in the case of TC, all the variables in both

supersystem and system are coupled, i.e., variables in one level are fixed parameters in the

other. This strong coupling might affect the performance of the HOC, since the number of
the design variables is not significantly reduced.

Another important point is that the convergent solutions from the TC will likely

match the optimal solutions of the AAO formulations. The TC iterations will likely create

a descending sequence of points, although the possibility of stagnation is not fully

excluded at this point.

The study presented in this chapter is mainly focused on the two-level case of the

TC formulations. The two-level case can be extended to the multiple level cases still

maintaining the non-ascent property. There can be variations in the sequence of

coordination steps when the multiple levels are involved. This also needs to be further

investigated.

75
 CHAPTER 5
DEMONSTRATION STUDIES

Case studies applying the target cascading (TC) formulation demonstrate the

applicability of TC to multilevel design problems and its validity to return meaningful

solutions on different design scenarios. The first study, a geometric programming

problem, is primarily a mathematical example that serves to illustrate the TC formulation

and demonstrates that the TC decomposition gives the same solution as the original

problem. The second study is a TC application to vehicle chassis design and provides

sufficient breadth and depth, in that the problem is multilevel and contains all elements of

the TC formulation; namely, responses, local variables, and linking variables at multiple

levels.

5.1 A Geometric Programming Problem

Geometric programming problems with posynomials are known to have a unique

globally optimal solution (see Wilde and Beightler [88] or Beightler and Phillips [10]).
The problem here is such a geometric programming problem and it serves to compare the

target cascading solution with the All-At-Once (AAO) solution. The problem is selected

so that it has sufficient complexity to demonstrate how a TC model is formed, while

having a known unique global solution relieves the solution strategy from the added

burden of possible multiple local minima.

The original problem has a quadratic objective function, fourteen design variables,

four equality and six inequality constraints, and nonnegativity constraints for all design

variables as shown in Eq. (76). The equality constraints h1,..., h4 can be directed as active

76
inequality constraints in the negative unity form (see Papalambros and Wilde [58]). The

unique global minimum is shown in the AAO column of Table 5.2. The original problem

is solved numerically using SQP.

2 2
Minimize f = x1 + x2
x 1 x 2 } x 14

subject to
–2 2 2 –2 2 2
x3 + x4 x5 + x6 x8 + x9
2
-d1
g 1 : ------------------- -d1
g 2 : -------------------
2
g 3 : -----------------
2
-d1
x5 x7 x 11
–2 2 2 –2 2 2
x 8 + x 10 x 11 + x 12 x 11 + x 12
-d1
g 4 : ---------------------- -d1
g 5 : ----------------------- -d1
g 6 : ----------------------- (76)
2 2 2
x 11 x 13 x 14

2 2 –2 2 2 2 2 2
h1 : x = x3 + x4 + x5 h2 : x2 = x5 + x6 + x7
1
2 2 –2 –2 2 2 2 2 2 2
h 3 : x 3 = x 8 + x 9 + x 10 + x 11 h 4 : x 6 = x 11 + x 12 + x 13 + x 14

x 1 x 2 } x 14 t 0

2 2
Minimize f = x1 + x2
x 1 x 2 } x 14
where
2 –2 2 1e2
R 1 = x 1 = r 1  x 3 x 4 x 5  =  x 3 + x 4 + x 5 

2 2 2 1e2
R 2 = x 2 = r 2  x 5 x 6 x 7  =  x 5 + x 6 + x 7 

2 –2 –2 2 1e2
R 3 = x 3 = r 3  x 8 x 9 x 10 x 11  =  x 8 + x 9 + x 10 + x 11 
2 2 2 2 1e2
R 4 = x 6 = r 4  x 11 x 12 x 13 x 14  =  x 11 + x 12 + x 13 + x 14  (77)

subject to
–2 2 2 –2 2 2
x3 + x4 x5 + x6 x8 + x9
2
-d1
g 1 : ------------------- -d1
g 2 : -------------------
2
g 3 : -----------------
2
-d1
x5 x7 x 11
–2 2 2 –2 2 2
x 8 + x 10 x 11 + x 12 x 11 + x 12
2
-d1
g 4 : ---------------------- -d1
g 5 : -----------------------
2
-d1
g 6 : -----------------------
2
x 11 x 13 x 14

x 1 x 2 } x 14 t 0

77
 If we assume that x1, x2, x3, x6 are responses from analysis models h1, h2, h3, h4,

the equality constraints can be regarded as analysis models and the overall problem can be

stated as in Eq. (77).

5.1.1 Modeling Hierarchy

The problem in Eq. (77) is partitioned as shown in Figure 23. Here the top level is

the system level (denoted as “s”) and the lower level is the subsystem level (denoted as

“ss”). The system-level design problem evaluates responses from the analysis models r1,

r2 to achieve overall targets for x1, x2. At the subsystem level, individual design problems

are formulated for each analysis model r3 and r4, and they share linking variable. Inputs to

the system analysis models are x3, x4, x5, x6, x7, while the analysis models return system

responses x1, x2. Inputs to subsystem analysis models are x8, x9, x10, x11, x12, x13, x14,

returning the subsystem responses x3, x6. The linking variable between the subsystem-

level optimal design problems is x11 a subsystem linking variable. Categorization of

responses and variables is given in Table 5.1. Only the values of x3, x6 and x11 are passed

up and cascaded down between the system and subsystem optimal design problems. Top

level target values are set as zero, i.e. under a perfect design scenario, x1, x2 will have zero

values.

Table 5.1: Summary of responses and variables

Responses
Local Linking
Responses from lower
variables variables
level
System x1, x2 x4, x5, x7 N/A x3, x6
Subsystem 1 x3 x8, x9, x10 x11 N/A
Subsystem 2 x6 x12, x13, x14 x11 N/A

78
 P : Minimize 2 2
s x +x +H +H +H
1 2 1 2 3
x 1 x 2 } x 7 x 11 H 1 H 2 H 3

subject to
L 2 L 2
§
x – x 11ss1· + § x 11 – x 11ss2· d H 1
© 11 ¹ © ¹

§ L 2 L 2
x – x · d H 2 § x 6 – x 6 · d H 3
© 3 3¹ © ¹

–2 2 2 –2
x +x x5 + x 6
3 4
g : --------------------- d 1 g 2 : --------------------- d 1 x 1 x 2 } x 7 x 11 t 0
1 2 2
x5 x7

2 –2 2 1e2 2 2 2 1e2
x 1 = r 1  x 3 x 4 x 5  = § x 3 + x 4 + x 5· x 2 = r 2  x 5 x 6 x 7  = § x 5 + x 6 + x 7·
© ¹ © ¹

P s s1 : Minimize
§ U 2 U 2 P s s2 : Minimize U 2 U 2
x
© 3
– x 3 ·¹ + §© x 11 – x 11·¹ §
x – x 6 ·¹ + §© x 11 – x 11·¹
x 3 x 8 x 9 x 10 x 11 x 6 x 11 x 12 x 13 x 14 © 6
x 11
subject to subject to
2 2 –2 2 2 –2 2 2
x8 + x9 x 8 + x 10 x 11 + x 12 x +x
g : ------------------ d 1 g 4 : ------------------------ d 1 11 12
3 2 2 g 5 : ------------------------ d 1 g 6 : ------------------------ d 1
x 11 x 11 2 2
x 13 x 14
x x 6 x 11 x 12 x 13 x 14 t 0
3 8 9 10 11 t 0
x x x x

2 –2 –2 2 1e2 2 2 2 2 1e2
x 3 = r 3  x 8 x 9 x 10 x 11  = § x 8 + x 9 + x 10 + x 11· x 6 = r 4  x 11 x 12 x 13 x 14  = § x 11 + x 12 + x 13 + x 14·
© ¹ © ¹

Figure 23. Partitioning of the geometric programming example problem

79
 With two analysis models r1, r2, the system level design problem is stated as

follows.

Ps: Minimize 2 2
x1 + x2 + H + H2 + H
1 3
x 1 x 2 x 3 x 4 x 5 x 6 x 7 x 11 H 1 H 2 H 3

where R = x = r  x  x  x  =  x 2 + x – 2 + x 2 
1e2
1 1 1 3 4 5 3 4 5
2 2 2 1e2
R 2 = x 2 = r 2  x 5 x 6 x 7  =  x 5 + x 6 + x 7 
subject to
–2 2 2 –2
x3 + x4 x5 + x6
- d 1
g 1 : ------------------- -d1
g 2 : -------------------
x5
2
x7
2 (78)

2 2
§x – x 11ss1·¹ + §© x 11 – x 11ss2·¹ d H 1
L L
© 11

§x L 2 L 2
© 3
– x 3·¹ d H 2 §x
© 6
– x 6·¹ d H 3

x 1 x 2 x 3 x 4 x 5 x 6 x 7 x 11 t 0

The analysis models r1, r2 evaluate current design to return system responses x1, x2 for

which targets are set to be zero. Besides the original constraints g1, g2 and nonnegativity

constraints for the variables, three additional constraints are introduced: one constraint for

the subsystem linking variable x11, and two constraints for the subsystem responses x3, x6.

These new constraints impose deviation limits on the lower level designs. Three additional

design variables H, H, H are introduced for the deviation limits and are added to the
objective function. The parameters x L11ss1 x 11ss2
L
are linking variable values from
L L
subsystems 1 and 2, and x 3 x 6 are the subsystem response values.

The two subsystem design problems are formulated as follows. For each problem,

the design objective is to minimize the deviations between targets and responses or linking

variables. The subsystem 1 design problem obtains a response x3 from the analysis model
r3, and the subsystem 2 design problem obtains a response x6 from the analysis model r4.

Note that x11 is common to both design problems, i.e., it is a linking variable. The

parameters x 3U x 6U x 11

U
are target values cascaded by the system design problem, and

80
deviation design objectives are formulated for these targets. Constraints g3, g4 and g5, g6

should be satisfied for each subsystem design problem.

2 U ·2
P ss1 : Minimize § x – x U· + § x
© 3 3¹ © 11 – x 11¹
x 3 x 8 x 9 x 10 x 11
2 –2 –2 2 1e2
where R 3 = x 3 = r 3  x 8 x 9 x 10 x 11  =  x 8 + x 9 + x 10 + x 11 

subject to (79)
2 2 –2 2
x8 + x9 x 8 + x 10
2
- d 1
g 3 : ----------------- -d1
g 4 : ----------------------
2
x 11 x 11

x 3 x 8 x 9 x 10 x 11 t 0

2 U ·2
P ss2 : Minimize § x – x U· + § x
© 6 6¹ © 11 – x 11¹
x 6 x 11 x 12 x 13 x 14
2 2 2 2 1e2
where R 4 = x 6 = r 4  x 11 x 12 x 13 x 14  =  x 11 + x 12 + x 13 + x 14 

subject to (80)
2 –2 2 2
x 11 + x 12 x 11 + x 12
- d 1 g 6 : -----------------------
g 5 : -----------------------
2 2
-d1
x 13 x 14

x 6 x 11 x 12 x 13 x 14 t 0

5.1.2 Numerical Results and Discussion: All-At-Once vs. Target Cascading

Table 5.2 shows the optimization results obtained from the AAO and the target

cascading models. Objective, variables and tolerance values are given in the Table. The

solution from the AAO model is the unique global optimum for this posynomial

programming problem. The TC solution is the same within a tolerance. The TC solution

was obtained following top-down implementation fashion. After solving the system-level

design problem, targets for the subsystem problems were cascaded based on the optimal

design at the system level, and the subsystem optimal designs were passed back to the

system level after minimizing deviations between the responses and targets. This top-

81
down and bottom-up process completed one iteration loop in the TC process and it was

repeated until convergence.

Ideally, the tolerances should be equal to zero. In current case study, if the

tolerance is tightened, it will converge to zero. This case study can represent a hierarchical

MDO case composed of two levels and two disciplines. Analysis models at the system and

subsystem can represent different degree of fidelity, i.e. r1, r2 represent low-fidelity

simple models and r3, r4 represent high-fidelity detailed models for two different

disciplines. Also, there is defined a linking variable common to subsystem level design

problems. Thus this example can serve as a validation case of hierarchical TC design

process by resulting in the same optimal solution as AAO.

Table 5.2: Optimal designs from All-At-Once (AAO) and Target Cascading (TC)
models
AAO TC
x1 2.84 2.80
x2 3.09 3.03
x3 2.36 2.35
x4 0.76 0.76
x5 0.87 0.87
x6 2.81 2.79
x7 0.94 0.95
x8 0.97 0.97
x9 0.87 0.87
x10 0.80 0.80
x11 1.30 1.30
x12 0.84 0.84
x13 1.76 1.75
x14 1.55 1.54
f 17.61 17.02
H1 N/A 0.0001
H2 N/A 0.0017
H3 N/A 0.0029

82
5.2 Chassis Design for Ride and Handling Targets

A target cascading case study for chassis design of a typical sport-utility vehicle

(SUV) is performed in this section. The targets and models are selected for the purpose of

demonstrating the potential of target cascading as a multidisciplinary design optimization

(MDO) strategy and as a rigorous methodology for product development. The analysis

models and targets are not unrealistic and are appropriate for our present purpose.

Although the actual vehicle design process is simplified here, the primary goal in

constructing the study is to represent a TC modeling with sufficient breadth and depth

while maintaining a manageable size for the overall study.

Table 5.3: Nomenclature for SUV chassis demonstration study

Symbol Description
CDf tire lateral cornering stiffnesses for front
CDr tire lateral cornering stiffnesses for rear
Ksf stiffness of front suspensions
Ksr stiffness of rear suspensions
Ktf stiffness of front tires
Ktr stiffness of rear tires
Pif front tire inflation pressure
Pir rear tire inflation pressure
R radius of curvature of track
a distance from vehicle center of mass to front axle
b distance from vehicle center of mass to rear axle
k us understeer gradient
u vehicle forward velocity
Zp pitch natural frequency
Z sf first natural frequency of front suspension
Z sr first natural frequency of rear suspension
second natural frequency (wheel hop frequency) of front
Z tf
suspension
Z tr second natural frequency (wheel hop frequency) of rear suspension

83
 5.2.1 Problem Description

Figure 24 gives a schematic of SUV design problem structure showing the flow of

design information between and across levels. Supersystem-level targets are prescribed.

For a given vector of design variables, “half-car” and “bicycle” analysis models (Section

5.2.2) generate responses for the target vector. The computed variable values are then

cascaded to the system-level design problem as targets. For example, the front suspension

stiffness is changed to achieve the desired front suspension first natural frequency. Once

an optimal value of the front suspension stiffness is found at the supersystem design
problem, that value becomes a target value at the system-level design problem, in which

the suspension design variables (coil spring stiffness and free length) are altered to achieve

a suspension configuration with a stiffness as close as possible to the cascaded target

value. The computed values of the variables such as the coil spring stiffness that gives the

optimal suspension stiffness, are then cascaded to the component level as targets. The

spring component variables are optimized to achieve minimal deviation from the targets

assigned for the coil spring stiffness.

Similarly, optimal tire stiffness and cornering stiffness calculated at the

supersystem (vehicle) level become targets at the system level, where system level

variables (tire inflation pressure) are changed to meet the stiffness targets. In tire design
models for vertical and cornering stiffnesses, the inflation pressure is common, i.e., the

inflation pressure is a linking variable.

In Figure 24, each block indicates an optimal design model where design decisions

are made to achieve minimum deviation from the targets. Each design model calls one or

more analysis models to evaluate the current design. The supersystem-level design

problem contains two analysis models, the half-car model and bicycle model mentioned

above. System level analysis models for the front and rear suspensions utilize the

AUTOSIM modeling software (Hogland [32][33]). The tire models call the equations of

motions described in Appendix C and the front and rear spring models call the relevant
84
design equation described in Appendix D. These analysis models will be further described

in the following sections.

VEHICLE OPTIMAL DESIGN PROBLEM

SUPERSYSTEM T = [Zsf, Zsr, Ztf, Ztr, Zp, kus]T
(VEHICLE) LEVEL

FRONT, REAR FRONT, REAR

SUSP. SUSP. TIRE CORNERING
STIFFNESS STIFFNESS STIFFNESS STIFFNESS

FRONT REAR TIRE TIRE

SYSTEM LEVEL SUSPENSION SUSPENSION VERTICAL CORNERING
STIFFNESS INFLATION
STIFFNESS
PRESSURES
SPRING SPRING
STIFFNESS STIFFNESS

FRONT COIL REAR COIL

SUBSYSTEM LEVEL
SPRING SPRING

Figure 24. SUV chassis design problem structure

Once the supersystem design targets are cascaded down to the lowest level, the
resulting design information must then be passed back to higher levels up to the top level.

In general, it will not be possible to achieve the target values exactly in each design

problem, due to constraints and variable bounds or to lower level responses. For example,

the front suspension stiffness obtained from the system-level optimization problem might

not match the target values from the supersystem level due to constraints on coil spring

free length and stiffness. Similarly, upon cascading the desired coil spring stiffness to the

coil spring component design problem, packaging or fatigue constraints might result in

spring stiffnesses deviating from the specified target value. Deviation in spring coil

stiffness will subsequently result in a deviation of the overall suspension stiffness, which
85
in turn will affect the first ride frequency of the vehicle. Thus an iterative process in top-

down and bottom-up fashion will lead to a consistent design considering limitations of the

design space and unearth potential discrepancies between overall system responses and

targets.

5.2.2 Supersystem Level: Half-Car and Bicycle Models

At the supersystem level, the ride quality and handling targets are as follows:

• first natural frequency of front and rear suspension ( Z sf Z sr )

• second natural frequency (wheel hop frequency) of front and rear suspension
( Z tf Z tr )
• pitch natural frequency ( Z p )
• understeer gradient ( k us )
Quantifying ride quality as a simple all-encompassing target is difficult because

the driver’s perception of ride is affected by many factors (Ferris [21]). Use of natural

frequency as targets is valid, given that there exist sets of frequency values that are

accepted as necessary conditions for desirable ride characteristics for different classes of

vehicles.

The vehicle can be represented by a simple half-car model as in Figure 25. In this

model, the frequencies can be calculated in closed form as functions of sprung mass (Ms),
front and rear unsprung masses (Musf, Musr), and suspension stiffnesses. Equations of

motion are included in Appendix A. In this study the sprung and unsprung masses are

assumed to be prescribed a priori, and fixed are design parameters as opposed to design

variables in the optimization problem. The vehicle body is assumed as a single rigid body

mass. If more detail is needed, body can be represented as a finite element model (Kikuchi

and Malen [37]). The main design variables at the supersystem level are the stiffnesses of

the front and rear suspensions (Ksf, Ksr) and of the tires (Ktf, Ktr). Also, the distances a and
b from the vehicle center of mass to the front and rear axles are chosen as design variables.

Omission of the damping values (Csf, Csr) of the shock absorbers will not appreciably

86
affect the natural frequencies of the suspension, as the overall suspension damping ratio in

practice would be on the order of 0.2 - 0.3.

The first natural frequencies of the suspensions are primarily affected by changing

the front and rear suspension stiffnesses. Modifying the distances a and b also affects the

natural frequencies by changing the portion of the sprung mass that is carried by the front

and rear suspensions. In other words, the first natural frequencies are mostly affected by

suspension stiffnesses and the distribution of the sprung mass.

x b a
Ms , J T
z
K sr C sr K sf C sf
M usr M usf

K tr K tf
V r(t) V f(t)

Figure 25. Half-Car model (Bold faced symbols are design variables.)

Next to the sprung mass of a vehicle, the axles and wheels (which make up the

unsprung mass) are the second largest masses capable of separate resonances as rigid

bodies. The wheel hop frequencies are functions of the prescribed unsprung masses and of

the tire stiffnesses that vary as a function of inflation pressure (Pif, Pir front and rear,
respectively) and normal vertical load (Gillespie [23]).

Pitch is defined as the angular component of ride vibrations of the sprung mass

about the vehicle y-axis, which is the lateral direction out the right side of the vehicle. The

pitch natural frequency is a function of the pitch moment of inertia (J), the distances a and

b, and the suspension and tire stiffnesses.

87
 The handling target is represented by the understeer gradient, which describes how

the steer angle of the vehicle must be changed with the radius of turn or lateral

acceleration. The steering gradient is a measure of the magnitude and direction of the

steering input for a vehicle to track a curve of constant radius R with forward velocity u.

For the purpose of understeer analysis, it is convenient to represent the vehicle by the

bicycle model shown in Figure 26. The understeer gradient is a function of a and b and of

the tire lateral cornering stiffnesses CDf, CDr for front and rear. Refer to Appendix B for

the relevant equations of motion.

Targets are set for the ride and handling characteristics described above,

comprising a multiobjective function for the top supersystem level that will minimize

deviations between overall responses and targets. A schematic of the information

exchange in the supersystem design problem is shown in Figure 27. The models needed at

the lower level are described further below.

Gf

Forward Velocity u
C Df

a
R

C Dr

Figure 26. Cornering of a bicycle model (Bold faced symbols are design variables.)

88
 min||T super-Rsuper||+HR+H y
T super = target vector (given)
Subject to constraints on:
Rsuper = target values from supersystem model
amin d a d amax , bmin d bd bmax RS = responses from system models
yS = linking variables (tire pressures)
~ ­a ½ Convergence tolerances
xs ® ¾ ||RS-RSL|| d HR
¯b ¿ 1/2(||yS-yS3L||+||yS-yS4L||) d Hy
­ K SF ½
°K °
° SR ° RL
° K TF ° ­ SF ½
s4
L
RS ® ¾ ° ° U L U y s4
° K TR ° ° SR ° R U R R R
°C ) ° RL R U
RL s3 s3 s4

° ° °° TF °° s1 s1 s2 s2 y Us
R super ® ¾ y Us
¯°C ) ¿° ° TR ° y Ls3
° P° To / from tire
HALF CAR VERTICAL ° ° cornering model
AND CORNERING °¯ kUS °¿ To / from To / from
MODEL
To / from tire
front rear vertical model
suspension suspension

Figure 27. Schematic of information exchange at the supersystem level

The supersystem design problem is stated in the same manner as Eq. (31).

P super : Minimize
R super – T super + H R + H y
x̃ super y sys R sys H R H y

where
R super = r super  R sys x̃ super 

subject to (81)
L L
R sys – R sys d H R y sys – y sub d H y

g super  R super x̃ super  d 0 h super  R super x̃ super  = 0

min max
x̃ super d x̃ super d x̃ super .

For current exercise, target, design variables (local and linking), and responses are

given in Table 5.4. The TC supersystem design problem is stated as follows.

89
 U U U U
P super : Minimize Z –Z + Z –Z + Z –Z + Z –Z +
sf sf sr sr tf tf tr tr
U U
Z p – Z p + k us – k us + H R + H y
with respect to
 Z sf Z sr Z tf Z tr Z p k us a b K sf K sr K tf K tr C Df C Dr P if P ir 

 H R H y  =  H R1 H R2 H R3 H R4 H R5 H R6 H y1 H y2 

where

K sf K sr K tf K tr
Z sf = --------- Z sr = ---------- Z tf = ------------ Z tr = -------------
M sf M sr M usf M usr

Kp
Zp = ------- 2a + b 
K p = ---------------------------------------------------------------
J  K sf + K tf   K sr + K tr 
--------------------------- + -----------------------------
aK sf K tf bK sr K tr
mb ma
k us = ------------- – -------------
LC Df LC Df (82)

subject to
L L
K sf – K sf d H R1 K sr – K sr d H R2

L L
K tf – K tf d H R3 K tr – K tr d H R4

L L
C Df – C Df d H R5 C Dr – C Dr d H R6

1§§ L ·2 § L · 2·
--- ¨ ¨ P if – P if ¸ + ¨ P if – P if ¸ ¸ d H y1
2©© v¹ © c¹ ¹
1§§ L ·2 § L · 2·
--- ¨ ¨ P ir – P ir ¸ + ¨ P ir – P ir ¸ ¸ d H y2
2©© v¹ © c¹ ¹
min max
a dada
min max
b dbdb

Table 5.4: Look-up table for supersystem design problem

Design problem Psuper
Supersystem responses (Rsuper) [Zsf, Zsr, Ztf, Ztr,Zp, kus]T
Local variables ( x̃ super ) [a, b]T
Responses from system level (Rsys) [Ksf, Ksr, Ktf, Ktr, CDf, CDr]T
System-level linking variables (ysys) [Pif, Pir]T

90
 As noted previously, the masses are parameters at the supersystem level. The input

vector to the analysis models (half-car and bicycle models) is partitioned into local

variables a, b and system responses Ksf, Ksr, Ktf, Ktr, CDf, CDr.

The original objective function to minimize deviations between targets and

responses is augmented by the deviation tolerances HR to the system-level responses and

Hy to the system-level linking variables. The norms of the deviation constraints are also

minimized, and so the deviation constraints are always active. Besides the deviation

constraints, constraints for supersystem local variables gsuper, hsuper are enforced. In the

study, a linking variable vector consisting of front and rear tire inflation pressures is

cascaded to both the vertical and the cornering tire stiffness models as targets. These target

values are determined upon solution of the supersystem problem, where the deviation

constraint for linking variables is defined as follows.

y sys – y sys = --- §  y sys – y sys1  + } +  y sys – y sysp  ·

L 1 L 2 L 2
© ¹
(83)
p
L
In the deviation constraints, y sysp is a system linking variable calculated at the p system

optimization problem. At convergence, the deviation tolerance Hy should become zero

yielding a completely consistent design between the different system design problems

with respect to linking variables. Also, at an ideal convergence, the system response R sys
L
will match R sys , the target response calculated at the system level design problem.

5.2.3 System Level: Suspension and Tire Models

In the current study, there exist four design models at the system level, two

suspension models for the front and rear, and two tire models for the vertical and

cornering stiffness. Each design model contains one analysis model. Suspension models

contain more detailed design models for coil spring design at the subsystem level, but the

tire models have no more design models below, but they share linking variables that are

coordinated at the supersystem level. Front/Rear suspensions that were represented with a

91
single spring damper system in the half-car model are now extended into more detailed

models at the system level. Similarly for tires, the single spring model is extended with

vertical and horizontal tire models.

Front/Rear Suspension Model

At the supersystem half-car model the suspension in Figure 25 was represented

with a single spring and damper. At the system level, this single spring and damper is

replaced with the kinematic suspension analysis model by Hogland [32] (Figure 28) and

the suspension system in the vehicle is decomposed into front and rear suspensions.

Hogland’s suspension model was designed to enable design decision making for the ride

quality in the early stage of design process by utilizing a high-level vehicle ride

performance model and a low-level suspension design model. A high-level model, such as

RideSim [52], captures the overall vehicle performance while a low-level model, such as

AutoSim [32], generates suspension design and component specifications. Figure 29

shows a schematic of the simulation-based design process for vehicle ride using RideSim

and AutoSim. In the present study, the high-level RideSim model is replaced with a half-

car and bicycle model.

Hogland’s main focus was on a low-level suspension model that has following

distinct features:

• The model has been designed to feed results into a large vehicle model specifi-

cally for vehicle ride. This gives an engineer the ability to study how suspen-

sion component changes will affect the vehicle ride performance.

• The model has been written in AutoSim and the kinematic and dynamic equa-

tions of motion have been derived automatically by the software.

• The model is totally parametric and can be easily modified to study simple

design changes and be used across multiple vehicle platforms.

92
 The present model is based on the actual suspension design of an existing sport-

utility vehicle. The suspension model takes as inputs basic suspension design points and

some component properties. The required hard point locations for the model are given in

Table E.1 of Appendix E. All units are entered in mm, with x, y, and z coordinate

directions consistent with vehicle design standards. Table E.2 in the same Appendix shows

other mandatory properties of the suspension that must be known and entered as

parametric inputs along with associated units. The suspension model is very flexible and

parametric in terms of changing input variables. The model itself is a stand-alone,

executable PC file generated using AutoSim by Hogland [32] and Rideout [65]. Since

AutoSim derives the equations of motion (Hann et al. [30]), a program is given that is

completely parametric and dependent on user inputs for key suspension properties and

geometry. In other words, by changing some values in the input file, the suspension model

can be used to evaluate different design specifications. The input file is described in

Appendix F.

z
Lo

Kspring
F

Figure 28. Schematic of double A-arm suspension model

Among the input parameters from Appendix E, the suspension travel zsmax is

chosen as local variable; the linear coil spring stiffness KL, bending stiffness of the coil
spring KB, and the free length L0, are chosen as subsystem responses from the coil spring

design problem. There is no linking variable between the front and rear design problem.

93
Changing the free length of the spring changes the trim position of the nonlinear

suspension and thus affects both suspension stiffness and travel.

Vehicle Ride Performance

RideSim

Target Suspension
Suspension Performance
Performance Response

AutoSim

Figure 29. Schematic of simulation-based design process for vehicle ride

L
R Us1 R s1

P S1: Minimize||R S1-R S1U||+H R

R S1=[K Sf]T
xSS1=[zsmax f]T
subject to 0.190 - zsmaxf d 0 R SS1=[K Lf, K Bf, LOf]
zsmaxf - 0.210 d 0

||R SS1-R SS1L || d H R, H R t 0

~
x SS 1 ^zsmax ` f

­ K Lf ½ ­ K Lf ½
­ K Lf ½ U ° ° ° °
° ° R ss1 ® K Bf ¾ R L
ss1 ® K Bf ¾
R ss1 ® K Bf ¾
°L ° R s1 ^K `sf
° L0 f °
¯ ¿ ° L0 f °
¯ ¿
¯ 0f ¿

m
rS1 SS1
HOGL AND MU L T I -
B ODY SU SPE NSI ON

Figure 30. Schematic of information exchange of front suspension model

94
 A schematic diagram of the information exchange for the front suspension model

is shown in Figure 30. The TC system-level design problem for the front suspension

model is stated as follows.

U
P s ys1 : Minimize K sf – K sf + H R1 + H R2 + H R3

with respect to  zsmaxf K Lf K Bf L 0f H R1 H R2 H R3 

where K sf = A uto S im  zsmax f K Lf K Bf L 0f 

subject to
L
K Lf – K Lf d H R1

L
K Bf – K Bf d H R2
(84)
L
L 0f – L 0f d H R3
min max
zsmaxf d zsmax f d zsmax f
min max
K Lf d K Lf d K Lf

min max
K Bf d K Bf d K Bf
min min
L 0f d L 0f d L 0f

For a given target value for suspension stiffness from the supersystem TC problem in Eq.
(82), the objective is to minimize the discrepancy between target and response. As there is

no linking variable at the subsystem level, the term for minimizing the linking variable

deviation is not included in the objective function. Besides the original variable bound

constraints for suspension design, additional deviation constraints from component level
L L L
are included in the constraint set. Deviations for component level responses K Lf K Bf L 0f

are constrained within tolerance.

The TC design problem for rear suspension model P sys2 is same as the one for

front except that it has different variable bounds.

95
 Vertical/Cornering Tire Models

The tire was represented as a single spring in the half-car model in the

supersystem. At the system level, two different aspects of the same tire analysis model,

vertical and cornering, are considered, and for each aspect a TC design problem is

formulated. Detailed equations for tire stiffness by Wong [92] are given in Appendix C.

A schematic of the information exchange for the vertical and cornering tire models

are shown in Figure 31. The design models for the vertical and cornering tire stiffness are

described in the following equations Eq. (85) and Eq. (86).

U U
P sys3 : Minimize K Tf – K Tf + K Tr – K Tr

with respect to  K Tf K Tr P if P ir 

where K Tf = FVTIRE  P if P ir 

K Tr = RVTIRE  P if P ir 
(85)
subject to
min max
P if d P if d P if

min max
P ir d P ir d P ir

U U
P sys3 : Minimize C Df – C Df + C Dr – C Dr

with respect to  C Df C Dr P if P ir 

where C Df = FCTIRE  P if P ir 

C Dr = RCTIRE  P if P ir  (86)

subject to
min max
P if d P if d P if

min max
P ir d P ir d P ir

96
 Table 5.5: Summary of responses and variables at the system level
Design problem P P P P
s1 s2 s3 s4
Responses ( R s ) K
sf
K
sr K K
tf tr
C Df C Dr

Local variables ( x̃ s ) zsmax f zsmax r N/A N/A

System-level linking variables ( y s ) N/A N/A P if P ir P if P ir

Responses from subsystem level ( R ss ) K Lf K Bf L 0f K Lr K Br L 0r N/A N/A

In the tire models, the objective function is to minimize deviations for front and

rear tire stiffnesses (vertical K Tf K Tr or cornering C Df C Dr ) subject to variable bound

constraints for the tire inflation pressures for the front and rear P if P ir . The vertical and

cornering stiffness of the front and rear tires are calculated by the tire models FVTIRE,

FCTIRE, RVTIRE and RVTIRE (Appendix C). The inflation pressures for the front and

rear tires are linking variables that are coordinated at the supersystem level as in Eq. (84).

The values of the inflation pressure returned to the supersystem level by the vertical

stiffness model in general will be different from the values generated by the cornering

stiffness design model. Design autonomy in the two different system-level design

problems will give each of the design models freedom to have different linking variable

values from each other. Discrepancies between the linking variables are minimized at the

supersystem level by introducing the additional deviation constraints.

97
 R Us3 R Ls3
y US yL
S3

PS3: Minimize||R S3-RS3U||+ ||yS-yS3U||+HR +H y

RS3=[KTf, KTr]T
subject to [83,83]T - [Pif, Pir]T d 0 yS3=[Pif, Pir]T
[Pif, Pir]T - [248,248]T d 0

­ Pif ½
yS3 ® ¾
¯ Pir ¿ ­ K Tf ½
R s3 ® ¾
¯ K Tr ¿

rS3
R ADIAL T IR E
VE R T ICAL S T IF F NE S S

(a) Vertical tire stiffness model

RUs4 L
R s4
yUS yL
S4

PS4: Minimize ||RS4-RS4U||+ ||yS-yS4U||+HR +Hy

subject to [83,83]T - [Pif, Pir]T d 0 RS4=[CDf, CDr]T
[Pif, Pir]T - [248,248]T d 0 yS4=[Pif, Pir]T

­Pif ½
yS4 ® ¾
¯Pir ¿ ­C ½ I
Rs 4 ® ¾
¯C ¿ U

rS4
RADIAL T IRE CORNERING
S T IFFNES S

(b) Cornering tire stiffness model

Figure 31. Schematic of information exchange for vertical and cornering tire models

98
 5.2.4 Subsystem Level: Coil Spring Model

At the subsystem level below the suspension model, the front and rear coil spring

design models minimize the difference between target coil spring stiffness and the

response generated by the spring design analysis model. The coil spring design model

attempts to minimize an objective function that is a weighted sum of the difference

between target and actual linear spring stiffness, bending stiffness, and free length, while

satisfying the following constraints (see Shigley and Mischke[67]).

• maximum shear stress with safety factor must not be exceeded

• must not fail in fatigue

• there are variable bounds for the coil diameter

• there are variable bounds for the wire diameter

• wire diameter must be greater than the pitch

• must have reasonable wire to coil diameter ratio

• spring must not be fully compressed at maximum suspension travel

The detailed equations for coil spring design including the above constraints are given in

Appendix D. A schematic of the information exchange for subsystem coil spring design is

shown in Figure 32. Target values for linear spring stiffness, bending stiffness, and free

length are cascaded down from the system level. Subsystem design variables are the wire

diameter, coil diameter, and pitch. Once optimal design is found, the updated target values

are returned to the system level.

99
 R USS1 L
R SS1

PSS1: Minimize ||RSS1-RSS1U||

RSS1=[KLI, KBf, L0f]T
xSS1=[df, Df, pf]T
subject to constraints on stress and size.

­d f ½
~ ° ° ­ K Lf ½
x SS 1 ®D f ¾ ° °
°p ° R ss1 ® ¾
¯ f¿ I

°L °
¯ 0f ¿
rSS1
S PR ING DE S IGN
E QUAT IONS

(a) Front coil spring model

RUSS 2 R LSS 2

PSS2: Minimize ||RSS2-RSS2U||

RSS2=[KLr, KBr, L0r]T
xSS2=[dr, Dr, pr]T
subject to constraints on stress and size.

­ dr ½
~ ° ° ­ K Lr ½
xSS 2 ®Dr ¾ ° °
°p ° R ss 2 ® U¾
¯ r¿
°L °
¯ 0r ¿
rSS2
S PR ING DE S IGN
E QUAT IONS

(b) Rear coil spring model

Figure 32. Schematic of exchange of information for coil spring design

100
 5.2.5 Design Scenario A: Equally Weighted Ride and Handling Targets

The models in the study were implemented in MATLAB and sequential quadratic

programming (SQP) was used to solve the individual TC optimization problems. The half-

car and bicycle models were written in MATLAB at the supersystem level, and the

suspension model was a DOS-executable file at the system level. Tire models were written

in MATLAB also, while the coil spring analysis models were written as Microsoft Excel

spreadsheets. These heterogeneous analysis models were integrated in the MATLAB

environment.
The computational process used to solve the TC problem in this study was as

follows (Figure 24): First, the top level vehicle design problem was solved and system

level targets were cascaded. Second, four system-level problems were solved

independently based on the targets assigned from the top level. Third, subsystem-level

problems for the front/rear coil spring design were solved. Based on the subsystem-level

responses, system-level design problems for front/rear suspension design were solved

again and all the system-level responses and linking variables from the four system design

problems were fed back to the top level, completing one iteration. This process was not

used as a formal coordination algorithm. Rather, iterations were terminated when the

deviation terms became smaller than tolerance H . Typically this was achieved within ten
iterations.

The study begins with baseline case with top level design targets that could be

conceivably specified at a high level from a number of departments. The targets are set

based on accepted design practice and parameters for typical sport-utility vehicles. The

first natural frequencies of the suspensions are chosen to provide attenuation of

objectionable vertical vibration in the 4-8 Hz range. Natural frequency for the rear

suspension is higher than the front aiming at mitigating vehicle’s tendency to be set into

pitching motion when the front wheels encounter a bump. The desired pitch frequency is

101
set below 1-2 Hz pitch plane vibration frequency range in correlation with occupant’s

discomfort.

The baseline study attempts to satisfy all departments involved by assigning equal

weight for each target after scaling. Deviation quantities were scaled to the same order of

magnitude to provide a meaningful comparison. No weights were used.

The target values and responses from the baseline study are given in Table 5.6.

Figure 33 shows normalized comparisons of targets and responses, where “1” denotes an

exact match, greater than 1 denotes exceeding the target, and less than 1 denotes not

reaching the target. Exceeding the target does not necessarily mean better design, i.e.,

better than expected, because responses are normalized and the closer the response value

is to 1, the better the target is achieved. The optimal design from design scenario A is

given in Table 5.7. It is shown that TC yields a consistent design such that for a given

design quantity, such as front suspension stiffness, that is cascaded down from the level i

to the level (i+1) as a target, the response from the analysis model at the level (i+1) for

that design quantity matches the target closely, within a tolerance. Similarly, linking

variables converge to a single value within tolerance for each system they affect. For

example, the front suspension stiffness is 36.93 N/mm at the supersystem level and

matches the overall front suspension stiffness of 37.09 N/mm from the system-level

design problem. For the linking variable, the front tire inflation pressure in the vertical tire

model is 124.8 kPa, and is 123.35 kPa for the cornering stiffness model. If the tolerance is

tightened closely, then the responses and linking variables will match more closely. Note

that in Table 5.7 some of the variables are hitting lower or upper bounds, for example, the

lower bound for the front suspension stiffness is active (boldface). This indicates that if

the variable bounds are relaxed, then overall response will be changed for better

achievement of targets. Different design scenarios are discussed in the following sections.

102
 Table 5.6: Supersystem targets and vehicle responses: Design scenario A
Target Desired value Response
Front suspension first natural frequency Zsf [Hz] 1.20 1.11
Rear suspension first natural frequency Zsr [Hz] 1.44 1.55
Front suspension wheel hop frequency Ztf [Hz] 12.00 11.55
Rear suspension wheel hop frequency Ztr [Hz] 12.00 11.55
Pitch natural frequency Zp [Hz] 0.50 0.87
Understeer gradient kus [rad/m/s2] 0.00719 0.00610

1.8
1.6
1.4
1.2
1
0.8
0.6
0.4
0.2
0
Front Ride Rear Ride Front Wheel Rear Wheel Pitch Under-steer
Freq. Freq. Hop Freq. Hop Freq. Frequency Gradient

Figure 33. Normalized responses: “1” represents exact target match

103
 Table 5.7: Baseline design scenario A

Supersystem Design Initial Values Optimal Values Lower Bounds Upper Bounds
CG distance to front [m] 1.32 1.25 1.25 1.39
CG distance to rear [m] 2.38 2.39 2.31 2.45
Front suspension stiffness [N/mm] 40 40.83 13.13 56.25
Rear suspension stiffness [N/mm] 40 40 25.7 40
Front tire stiffness [N/mm] 20 30 12.31 30
Rear tire stiffness [N/mm] 20 30 11.95 30
Front cornering stiffness [N/rad/10e-4] 10 10.36 4.81 12.88
Rear cornering stiffness [N/rad/10e-4] 10 8.96 4.81 12.88

Front Suspension System Design

Linear coil spring stiffness [N/mm] 159 140 140 160
Spring free length [mm] 393.6 412 350 420
Spring bending stiffness [N-mm/deg] 82500 85000 80000 85000
Overall suspension stiffness [N/mm] 41.18 18.7 56.25
Suspension travel [m] 0.0974 0.05 0.1

Vertical Tire System Design

Front Tire Inflation Pressure [kPa] 100 125.49 83 330
Rear Tire Inflation Pressure [kPa] 100 192.85 83 330
Front Vertical Tire Stiffness [N/mm] 30
Rear Vertical Tire Stiffness [N/mm] 29.88
linking variables
Cornering Tire System Design
Front Tire Inflation Pressure [kPa] 100 124.16 83 330
Rear Tire Inflation Pressure [kPa] 100 193.33 83 330
Front Cornering Stiffness [N/mm] 11.07
Rear Cornering Stiffness [N/mm] 8.35

Front Coil Spring Subsystem Design

Wire diameter [m] 0.02158 0.024 0.005 0.03
Coil diameter [m] 0.15068 0.19 0.05 0.2
Pitch 0.07814 0.1 0.05 0.1
Linear coil spring stiffness [N/mm] 140
Spring bending stiffness [N-mm/deg] 84999.26222

Rear Suspension System Design

Linear coil spring stiffness [N/mm] 159 140 140 160
Spring free length [mm] 393.6 412.15 350 420
Spring bending stiffness [N-mm/deg] 82500 84976 80000 85000
Overall suspension stiffness [N/mm] 41.18 10.1 40
Suspension travel [m] 0.098 0.05 0.1

Rear Coil Spring Subsystem Design

Wire diameter [m] 0.02158 0.024 0.005 0.03
Coil diameter [m] 0.15068 0.1901 0.05 0.2
Pitch 0.07814 0.1 0.1 0.05
Linear coil spring stiffness [N/mm] 140
Spring bending stiffness [N-mm/deg] 84997.51689

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 The final response values match the targets closely, with the exception of the pitch

natural frequency and the understeer gradient. These quantities are both functions of the

distances a and b, which are hitting variable bounds. In the following section, two

different design scenarios B and C will be presented. Design scenario B uses different

target values, and design scenario C uses a modified design space. Indeed when the

“design authority” encounters discrepancies in the achievement of certain design targets,

there are two options to exercise: (1) changing targets, or (2) changing the design space.

The following two sections explore these two options.

5.2.6 Design Scenario B: Modification of Design Targets

From the baseline study in design scenario A, the design authority must assess the

acceptability of the responses. If a certain response, for example pitch frequency, is

deemed too high, the target cascading can be reapplied either with a different target value

(i.e. different objective function) or different design space. In design scenario B, the target

value for pitch frequency was decreased to 0.3 Hz in an attempt to increase the deviation

between the target and the response value, possibly causing the TC process to reduce the

final pitch frequency. No changes were made to the feasible design space.

Responses after changing the target value are given in Table 5.8. Compared to the

baseline responses, changing the target value alone has negligible effect on the response

and on the final design, especially when the baseline optimum is bound by active

constraints, (Figure 34). Design scenario B leads to a negligible change from the baseline

design scenario A. In Figure 34 the pitch frequency is compared to the same target value

from the baseline study. In other words, ratio “1” for pitch frequency means a perfect

match with the target value for design scenario A, which is 0.5 not 0.3. The facts that

suspension stiffness is affecting pitch frequency and the lower bound for the suspension

stiffness is active suggest that relaxing the feasible domain for the suspension stiffness

will lead to better achievement of the target. This will be investigated in design scenario C.

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 Table 5.8: Supersystem targets and vehicle responses: Design scenario B
Target Desired value Response
Front suspension first natural frequency Zsf [Hz] 1.20 1.11
Rear suspension first natural frequency Zsr [Hz] 1.44 1.54
Front suspension wheel hop frequency Ztf [Hz] 12.00 11.54
Rear suspension wheel hop frequency Ztr [Hz] 12.00 11.54
Pitch natural frequency Zp [Hz] 0.30 0.87
Understeer gradient kus [rad/m/s2] 0.00719 0.00590

1.8
1.6
1.4
1.2
Baseline
1
Scenario B
0.8
0.6
0.4
0.2
0
Front Ride Rear Ride Front Rear Wheel Pitch Under-steer
Freq. Freq. Wheel Hop Hop Freq. Frequency Gradient
Freq.

Figure 34. Comparison between design scenario A (baseline) and B

5.2.7 Design Scenario C: Modification of Design Space

Assuming that relaxing some of the variable bounds is allowed, for example that

suspension stiffness can be lowered to 120 N/mm, the TC process is repeated for the SUV

design. As noted in the previous section, changing the target value hardly affects overall

responses when the optimal design is found at the boundaries of feasible space.

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 For design scenario C, target values are kept the same as in the baseline design in

scenario A. Instead, the variable bounds for coil spring stiffnesses in the front and rear

suspensions are relaxed. The design authority receives feedback from the baseline design

and realizes that the targets assigned for each department are not achievable within the

current design specification. Also, in case of boundary optima, changing target values

does not help to produce better design in terms of achieving targets closely. Thus the

design departments are allowed to change design specifications by changing the feasible

space, material, or configuration.

The current case study adopts a change in the feasible space by relaxing variable

bounds for certain design variables. As a result, the pitch frequency that had the most

significant discrepancy from the target value, has now a better response, i.e., it is closer to

the target value compared to design scenario B. Table 5.9 summarizes top level responses

and Table 5.10 gives detailed designs for low levels. Table 5.10 suggests that the TC

process in design scenario C achieves consistency in the optimal design, matching the

responses and linking variables in decomposed problems within a tolerance.

Table 5.9: Supersystem targets and vehicle responses: Design scenario C

Target Desired value Response

Front suspension first natural frequency Zsf [Hz] 1.20 1.056
Rear suspension first natural frequency Zsr [Hz] 1.44 1.51
Front suspension wheel hop frequency Ztf [Hz] 12.00 11.12
Rear suspension wheel hop frequency Ztr [Hz] 12.00 11.50
Pitch natural frequency Zp [Hz] 0.30 0.81
Understeer gradient kus [rad/m/s2] 0.00719 0.00597

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 1.8
1.6
1.4
1.2 Run 1
1 OPTION A
0.8 OPTION B
0.6
0.4
0.2
0
Front Ride Front Pitch
Freq. Wheel Hop Frequency
Freq.

Figure 35. Comparison between design scenario A (baseline) and B

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 Table 5.10: Baseline design scenario C

Supersystem Design Initial Values Optimal Values Lower Bounds Upper Bounds
CG distance to front [m] 1.32 1.25 1.25 1.39
CG distance to rear [m] 2.38 2.45 2.45 2.45
Front suspension stiffness [N/mm] 40 36.93 13.13 56.25
Rear suspension stiffness [N/mm] 40 36.41 25.7 40
Front tire stiffness [N/mm] 20 30 12.31 30
Rear tire stiffness [N/mm] 20 30 11.95 30
Front cornering stiffness [N/rad/10e- 10 10.55 4.81 12.88
Rear cornering stiffness [N/rad/10e-4 10 8.79 4.81 12.88

Front Suspension System Design

Linear coil spring stiffness [N/mm] 159 120 120 160
Spring free length [mm] 393.6 420 350 420
Spring bending stiffness [N-mm/deg 82500 85000 80000 85000
Overall suspension stiffness [N/mm] 37.09 18.7 56.25
Suspension travel [m] 0.0854 0.05 0.1

Vertical Tire System Design

Front Tire Inflation Pressure [kPa] 100 124.8 83 330
Rear Tire Inflation Pressure [kPa] 100 196.3 83 330
Front Vertical Tire Stiffness [N/mm] 30
Rear Vertical Tire Stiffness [N/mm] 30
linking variables
Cornering Tire System Design
Front Tire Inflation Pressure [kPa] 100 123.35 83 330
Rear Tire Inflation Pressure [kPa] 100 196.8 83 330
Front Cornering Stiffness [N/mm] 11.1
Rear Cornering Stiffness [N/mm] 8.29

Front Coil Spring Subsystem Design

Wire diameter [m] 0.02158 0.0243 0.005 0.03
Coil diameter [m] 0.15068 0.2 0.05 0.2
Pitch 0.07814 0.0972 0.05 0.1
Linear coil spring stiffness [N/mm] 120.4
Spring bending stiffness [N-mm/deg] 84999.26222

Rear Suspension System Design

Linear coil spring stiffness [N/mm] 159 120.2 120 160
Spring free length [mm] 393.6 420 350 420
Spring bending stiffness [N-mm/deg 82500 80826 80000 85000
Overall suspension stiffness [N/mm] 36.63 10.1 40
Suspension travel [m] 0.0869 0.05 0.1

Rear Coil Spring Subsystem Design

Wire diameter [m] 0.02158 0.0237 0.005 0.03
Coil diameter [m] 0.15068 0.1925 0.05 0.2
Pitch 0.07814 0.0952 0.1 0.05
Linear coil spring stiffness [N/mm] 120.57
Spring bending stiffness [N-mm/deg] 80840.14348

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 5.2.8 Numerical Characteristics and Discussion

Both scenarios B and C lead to a significant discrepancy for the fifth target, the

pitch frequency with slightly better results under the scenario C, changing design space.

Changing targets (scenario B) does not have much effect on the response after the TC

process because some of the constraints were active and some variables were bounded by

variable bounds. Although the target was not closely matched, changing design space

(scenario C) has more effect on the response in terms of achieving the targets closer.

Implementation of the TC process in the present study followed top-down fashion,

i.e., starting from the top vehicle level, targets are cascaded to the system level followed

by component level. Once the process reached the bottom component level, responses are

fed back to the system level and finally to the top vehicle level completing one iteration

loop. Four design problems at the system level can be solved in a parallel fashion, but in

this case they were solve sequentially, still maintaining independent solution process for

each problem. Comparing computational efficiency for each scenario was not considered

in the current study.

Design authority and teams can learn from these scenarios that when there is

discrepancy for certain targets, it is critical to have alternative design options rather than

assigning new target values. Alternative design options include changing design space,
design with different material, or different design configurations.

5.3 Concluding Comments

In this chapter, the TC process was demonstrated to be successful to achieve

consistent design using decomposition and multilevel framework. Two successful cases

were presented applying the TC approach.

First, geometric programming case demonstrates that TC gives the same optimal

solution to the original undecomposed problem when it is solved by traditional

optimization approach such as AAO. With more robust convergence proofs in CHAPTER
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4, the TC approach guarantees that it gives the optimal solution to the original large-scale

design problem. Second, SUV chassis design case demonstrates the multilevel nature of

the target cascading framework. The case study is composed of seven design problems in

three levels and composed of eight analysis models written in heterogeneous computing

environment. This case demonstrates TC’s concurrent design capability in design

collaboration for large-scale design. Systems engineering practice using the TC follows in

the next chapter demonstrating that TC approach can be applied in a real design

organization.

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 CHAPTER 6
TARGET CASCADING IN SYSTEMS
ENGINEERING PRACTICE

In this chapter, the process for implementing target cascading in an organization is

described. Starting from collecting analysis models using model forms, analysis models of

interest are mapped onto a design hierarchy and design models are posed at different

levels of the hierarchy and linked to the analysis models required for computing the

objective and constraint functions. The TC process is imposed on the design modeling

hierarchy and lower level targets are identified taking into account interactions among

different design models in the form of linking variables and responses. Based on the multi-

level system targets obtained from the TC process, embodiment design with more detailed

models follows.

6.1 Collection of Analysis Models: Model Forms

As defined in the Section 3.1.2, an analysis model serves to evaluate the current

design by taking design variables and parameters as input and returning responses as

output. For large-scale system design, design teams can have numerous analysis models

developed by engineers with varying fidelity or complexity. Inexpensive but accurate

“simple” models are preferred for a quick TC process in the early stages of product

development. High fidelity complex models will substitute for the simple models in a

subsequent embodiment design process that follows the TC. These simple models can be

low-degree of freedom analysis models, response surface models from design of

experiments (DOE) or other surrogate models, approximate models based on design

sensitivity analysis, lumped body models, spreadsheet models, or simple mathematical

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relations. Expensive models for embodiment design are high-degree of freedom

multibody dynamics models, finite element models with large number of elements,

dynamic simulation models, elaborate computational fluid dynamics (CFD) models, or

detailed component design models.

Design teams will first collect analysis models to build an analysis model database

with individual model specifications stored along with the models. For the collection of

analysis models, models forms A and B (see Table 6.1 and Table 6.3) will serve to identify

input/output relationships and components for a specific analysis model and to map those

models in the design modeling hierarchy.

First, the Model Form A summarizes input and output relationships including

information on the assumptions, fidelity, and computational cost of the model. Table 6.1

gives an example of Model Form A. A model for durability analysis takes three types of

inputs: parameters, variables, and responses from the lower level. Parameters are fixed

during the analysis, for example, five road profiles for durability analysis are fixed

parameters that were obtained a priori. The distinction between variables and responses

from the lower level might not be as clear as for the parameters. Considering the modeling

hierarchy, if there is another layer of models below the current analysis and the output

from these lower-level models affects the current analysis model output, then the inputs to

the current analysis model are categorized as the responses from the lower level.

Otherwise, the rest of the inputs are categorized as variables that do not have direct

correlation with the lower-level models. The outputs from an analysis model are responses

into the higher level; for example, the durability model takes system-level design variables

and responses at the system level, and returns supersystem-level output responses.

Model Form A also contains descriptions of model formats, contents, and

assumptions, including the computer platform on which the model was developed,

software necessary to run the model, and components or file structure of the model. The

model fidelity column describes the fidelity of the model which can be subjective

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depending on the assumed viewpoint, but it is needed to provide some judgement on the

complexity or trustworthiness of the model in conjunction with its computational cost.

Next the Model Form B must be created. This form indicates where a given model

belongs to in a system decomposition and the model’s relation to a particular attribute

within the system. In Table 6.3, a vehicle system is decomposed into body, chassis and

powertrain, and the attributes of interest are handling, NVH (Noise, Vibration, and

Harshness), fuel economy and emissions, acceleration performance, durability, weight,

drivability, ride, and acoustic signature. Any existing correlations between the

decomposed subsystems and attributes are ranked into four levels: primary, strongest,

stronger, or weak. If there is no relation between current decomposed subsystem and an

attribute, the cell in the table is empty. For a model, it is preferred to have one or two (not

many) primary relations to obtain a more meaningful mapping of the characteristics of the

model. Using these two Model Forms A and B a database is built to store all the necessary

information regarding analysis models so that they may be pulled out of the database

when designers want to utilize them to evaluate some aspect of the current design.

A TC process, as described in this dissertation was undertaken within the

Automotive Research Center (ARC) at the University of Michigan (http://

arc.engin.umich.edu). The ARC comprised of eight academic partners, geographically

dispersed, who contributed a large variety of simulation modules related to some aspect of

ground vehicle performance. The model collection process took place over a period of

twelve months and upon completion of the extensive model collection efforts, researchers

in the ARC have built up broad knowledge of ARC’s current research and development in

the context of the systems engineering. Also a mapping of the analysis models in the TC

framework has lead each area to evaluate current research effort and direction, for

example, each area could diagnose where the research effort is being duplicated, where

they lack of appropriate analysis models, or where they have strong expertise of the model

development.

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 Table 6.1: Model Form A: Summary description of model

Model Name: Durability Model Owner/Developer: Dura Man

Computati
Model formats, Fidelity
onal Cost
contents and (High,
Inputs Outputs (Seconds,
assumptions Medium,
Hours, or
(actual software) or Low)
Days)

Parameters Variables Responses from Responses to

Lower Level (e.g. Higher Level (e.g.
Chassis System) Top Vehicle
Design)
115

• 5 Road • Body Front • Jounce Travel • Peak Force to Matlab: 3 .m files Medium Hours
Profiles Mass and Rate Body and 2 .mat files
• ... • Body Rear Mass • Shock Jounce • ...
• Wheel Base and Rebound
Length • ...
• Body CG Height
• ...
 In the ARC, the Model Forms A and B were utilized to collect all the available

analysis models from five research thrust areas: (1) intelligent vehicle dynamics and

control, (2) synthetic and virtual environment, (3) high performance structures and

materials, (4) advanced and hybrid powertrain, and (5) integrated system design and

simulation. The model collection activity was designed to allow understanding of each

analysis model and to get the model ready to be mapped in a target cascading framework

for vehicle design. Table 6.4 summarizes the collection of the ARC models in Model

Form B. Looking at this table, one can also tell which is the main focus of current research

and development effort in the ARC. A design authority can combine multiple models for

multidisciplinary design from the table. Table 6.2 identifies the models represented by

numbers in Table 6.4.

Table 6.2: Enumeration of models in the ARC model collection

11. M916A1/M870A2 Tractor-Semitrailer 12. M916A1/M870A2 Tractor-Semitrailer/
in ArcSim Pitch Plane
13. M916A1/M870A2 Tractor-Semitrailer/ 14. Navistar truck driveline
Yaw Roll
15. Navistar truck vehicle dynamics/Quarter
16. Navistar truck vehicle dynamics/Pitch
Car plane
17. Cherokee/Yaw Roll TruckSim 18. Cherokee l TruckSim
21. Bekker’s Tire-Soil Model 22. Hybrid Electric Powertrain Model
23. Iowa Numerical Integration Methods 24. Iowa Parallel Computational Model
25. Iowa_Powertrain Model 26. Virtual Prooving Ground Synthetic
Environment
27. Dynamic Terrain Model for Virtual 28. Virtual Prooving Ground Static Terrain
Prooving Ground Skin Model
31. Power Flow Model 32. Enhanced Homogenization Method
33. DRAW (Durability Model, CCAD) 34. DSO (Durability, CCAD)
35. Track/Wheel/Terrain Interaction Model 36. Engine Model Template For Upfront
Design
37. Structure/Powertrain Interface Model 38. Track Models
39. Track/Sprocket Interaction Model
411. Diesel Engine System Model 412. Diesel Engine System – FORTRAN
413. Diesel Engine Cylinder Model 414. Neural Net Model for a Centrifugal
Compressor
51. Bushing Model

116
 Table 6.3: Model Form B: Model subsystem/attribute interaction
Place your analysis model subsystems in the boxes. Indicate the relation of your model to attributes listed using the symbols
below.
✪ Primary relation
★ Strongest relation
✩ Stronger relation
❍ Weak relation

Model Name: Powertrain Model Owner/Developer: Power Man

Attributes

Subsystem Fuel
Acceleration
Handling NVH Economy & Durability Weight ...
Performance
117

Emissions

Chassis ❍ ✩ ...
( e.g. Suspension,
Tires, ...)
Body ❍ ✩
(e.g. Structure,
Joints, ...)
Powertrain ✩ ✩ ✪ ★
(e.g. Engine,
Transmission,
Final Drive, ...)
 Table 6.4: ARC model collection
✪ Primary relation ★ Strongest relation ✩ Stronger relation ❍ Weak relation

Subsystem Attributes

Handling NVH Fuel Acceleration Durability Weight Drivability Ride Acoustics

Economy & Performance Signature
Emissions

Chassis ✪(11) ✪(12) ❍(21) ✩(21) ❍(26) ★(11) ★(12) ✩(11) ✩(12) ✩(11) ✩(12) ★(11)
( e.g. Suspension, ✪(13) ❍(15) ✪(35) ❍(27) ★(15) ★(16) ★(26) ★(27) ✩(15) ✩(16) ★(12)
Tires, ...) ✩(16) ✪(17) ★(38) ❍(28) ★(21) ✪(23) ❍(28) ❍(26) ❍(13)
✪(18) ✪(21) ★(39) ❍(35) ✪(24) ❍(26) ✩(32) ✪(33) ❍(27) ✩(34) ✪(15)
★(25) ✪(26) ★(51) ❍(38) ❍(27) ❍(28) ★(34) ★(35) ✩(38) ✩(39) ✪(16)
✪(27) ✪(28) ❍(39) ✩(35) ✩(38) ✪(38) ✪(39) ❍(17)
★(51) ✩(32) ✪(51) ❍(18)
118

❍(33) ❍(34)
✩(41)

Body ❍(26) ❍(27) ✪(31) ✩(11) ✩(12) ★(27) ✪(11) ✪(12) ❍(41) ★(31)
(e.g. Structure, ❍(28) ✩(32) ✪(32) ✪(23) ✪(24) ❍(28) ✪(13) ✪(15)
Joints, …) ❍(33) ❍(34) ✩(41) ✩(31) ✪(16) ✪(17)
✩(43) ✩(32) ✪(33) ✪(18) ❍(31)
★(34) ✪(32) ✩(34)
✩(41)

Powertrain ❍(14) ✩(22) ❍(22) ★(14) ★(22) ✪(14) ✪(22) ❍(22) ❍(22) ✩(36) ✪(14)
(e.g. Engine, ✩(25) ❍(26) ✪(36) ✩(36) ★(37) ✪(23) ✪(24) ★(36)
Transmission, ❍(27) ★(37) ★(41) ★(42) ✪(25) ✩(36) ✩(37)
Final Drive, …) ✩(41) ✩(42) ✩(41) ★(43) ✪(37) ✪(41)
✩(42) ✪(42) ✪(43)
✩(43) ✪(44)
 One research question that needs to be further investigated in the future is how to

pull out appropriate models from the analysis model database, in other words, how the

analysis model library is queried. The designer should interact with the database system

by submitting requests for data selection (queries). In the systems engineering process,

designer sends queries to the database to select appropriate models and this process can be

done manually or in an automatic fashion. A query language is defined as:

A system designed to support an interactive dialogue for the retrieval,

display, and sometimes update, of records, using variable criteria (see
Gittins [24]).

Once the specifications (requirements) are given, they are sent to the database in the query

language, and the database returns a model or a set of models that satisfy the requests. In

the target cascading to date, this analysis model selection process is executed manually in

that the designer picks the right model based on the information provided by Model Forms

A and B.

Recently in computer science and software engineering, agents and agent-based

systems are the focus of intense interest. An agent is a computer system situated in some

environment, capable of autonomous action within this environment in order to meet its

design objectives (see Jennings et al. [36]). An agent-based system in combination with

database queries can be implemented for the target cascading system engineering design

framework in terms of model selection. An intelligent design agent can select an analysis

model based on the queries to the analysis model database to meet certain requirements.

For example, in automotive design, a design department is assigned a design target. To

meet the target, there can be several design alternatives. An agent-based system can

automate the model selection process for TC and a subsequent embodiment design

process by returning a set of design alternatives (options) for the same design objectives.

In a large-scale product development, analysis models from multiple disciplines

are usually heterogeneous and it is critical to collaborate between different design teams

across heterogeneous design environment. Software such as Windchill from PTC [61]
119
provides a web-based portal over the Internet to facilitate collaboration between design

teams for an effective product data management. In combination with the intelligent

design agent system, TC process can be automated over the Internet and implemented in

the systems engineering process.

These research questions will be further described in Section 7.3.

6.2 Mapping the Modeling Hierarchy

After collecting models from the design teams, the next question is: At which level

of the target cascading modeling hierarchy should the analysis model be located? In order

words, which model has the proper degree of resolution or fidelity for a specific job in the

TC design process? In the TC hierarchy, simple models are usually located at higher levels

to provide quick evaluations of the proposed designs while more complex models are

mapped into the lower levels to provide more detailed evaluations.

Complexity or fidelity of analysis models can be subjectively assessed by design

teams. Collaboration among design engineers to determine the relative positions of the

analysis models in the TC modeling hierarchy is necessary to avoid mismatching of

desired outcome. Designers from different departments must get together bringing their

own analysis models and conduct a discussion with a worksheet, if necessary, to map

those models in the overall hierarchy. This is an ideal application of the multifunctional

team assembled by many industrial organization during product development.

In the study presented in Section 5.2, as one goes down from the supersystem to

system, subsystem, and component levels, the complexity of analysis models increases.

First, there are eight different models available to apply the target cascading process for

ride and handling quality achievement. All of them are different in terms of complexity,

input/output, model format, and computational cost. In a hierarchical fashion, these

models are mapped as follows. At the top level, the half-car and bicycle models are

relatively simple and quick to evaluate capturing the overall behavior of the vehicle. The

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suspension stiffness that was represented with a single spring at the top level is computed

with a more detailed geometric suspension model at the system level. Likewise, the tire

model was represented as a single spring at the supersystem level, and it is replaced with

horizontal and vertical tire models at the system level. Furthermore, the spring

characteristics in the suspension model were calculated with a more detailed coil spring

model at the subsystem level.

In a large organization, mapping the right model in the right position in the TC

hierarchy is critical to achieving consistent design. Different teams can have different

terminology to describe the same physical entity and a complex model in one team can be

regarded as a very simple model for the design objectives of another team. The next

question then is how to build design models based on the analysis model hierarchy for

specific design objectives and constraints.

6.3 Building Design Models

Design models are differentiated from analysis models in the TC process. Design

decisions are made in the design models and analysis models evaluate design decisions in
conjunction with design models. A design model can call multiple analysis models.

It is not clear whether mapping the analysis model precedes building the design

models, but these are two distinct steps in the TC process. Top design targets are set by a

design authority, and a design problem is formulated at the top level to achieve the targets

including available analysis models from the mapping of analysis models.

In this stage of the TC process, design objectives and constraints for design models

below the top level are formulated based on the interactions between multiple design

problems in different level. Formulating the top-level objective is clear and

straightforward because the targets are assigned a priori. However, design models below

the top level should consider the interactions between other design models via responses

and linking variables, which comprise the design objectives and deviation constraints. In

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other words, based on the analysis modeling hierarchy defined in the previous section,

interactions among different design models at different levels should be identified in this

step.

Once the interactions between design models are identified, the next task is to

build design models until the comprehensiveness of the modeling hierarchy in the design

process is achieved within the availability of analysis models. Comprehensiveness of the

modeling hierarchy means that details of designs are realized up to design authority’s

satisfaction. In other words, if design models are posed at high levels only, overall design

from the TC process will be too abstract. If design models are posed in too many levels

with too much complexity of analysis models, the advantage of the TC process to cascade

design targets to low-level design teams will be lost. Design models follow formulations

presented in CHAPTER 3.

6.4 Applying the Target Cascading Process

After design models are formulated in conjunction with analysis models to achieve

top-level targets, the individual problems are solved to find their optima. Consistency is
achieved throughout the TC process by maintaining the same values for the linking

variables, and matching responses to the targets from higher levels. Starting from the top

level targets, the optimal design is cascaded down to a lower level, and the lower-level

design problems are solved to achieve minimum deviations from the higher level designs.

Once the top-down solution process is completed, the lower-level designs are fed back to

the higher-level problems. If the lower-level designs deviate from the targets within their

specified design space, the higher-level design problems will adjust their design and this

process is repeated until convergence.

The outcome of the TC process is a complete mapping of interactions among

design models at multiple levels and the optimal solutions for each of the design problems.

With the modeling hierarchy in the TC process, the design authority can assess overall

122
system performance in terms of how well the targets are achieved. As the TC process

should take place in the early stages of product development, further detailed design, i.e.,

embodiment design, should follow while fixing targets, responses, and linking variables to

the optimal values obtained from the TC process.

6.5 Embodiment Design

Analysis models used in the TC process should be quick to run and accurate to

evaluate design alternatives. These simple models are replaced with more detailed high-

fidelity models in the embodiment design step. Interactions among design problems, i.e.,

responses, and linking variables, are identified in the TC process. Holding these values as

constant, analysis models are substituted with more detailed models. For example, the

body of a vehicle in the half-car model was represented with a single mass in the TC

process. Now the body is replaced with a body-in-white (BIW) finite element model

composed of beams or an even more detailed model such as a full-scale finite element

model with thousands of nodes and elements. If the mass of the entire body was found in

the target cascading process, it is fixed as the optimal value and geometric design follows
with detailed models resulting in geometric descriptions of different parts of the body.

The embodiment design process leads to the final product for the large-scale

system design. If the target cascading process were to be done with the detailed models for

embodiment design, the process might take a lot of computational effort. Hence detailed

models are preferred in the embodiment design step after the TC process. Holding the

interactions between other design models constant, if a detailed design cannot be found

within design space in the embodiment design step, then design teams must go back to the

TC process to adjust the interactions with other design problems. This feedback process is

similar to the different design scenarios in the SUV chassis design in Section 5.2 in that, if

the targets cannot be achieved, the designer can either go back to the higher level to adjust

target values or to change current design space. Also in case of the embodiment design,

123
the design can try to change design space, for example, by relaxing some constraints,

using different material, or by changing configurations. Or the design can go back to the

TC process to reflect the feedback obtained in the embodiment design process to

compromise with other design departments.

6.6 Concluding Comments

Systems engineering practice in combination with the TC process was successfully

implemented in an actual design organization following step-by-step procedures. Model

Forms devised for collecting analysis models are beneficial to design organizations in that

they facilitate understanding current research and development efforts and cooperating

with different design teams for further understanding of analysis models. Analysis models

are required to comply the syntax of the Model Forms to be further understood in a

multilevel modeling hierarchy. By mapping analysis models at the appropriate level of the

modeling hierarchy and by formulating proper design models in multiple levels, top-down

and bottom-up target cascading process can be fully integrated at the early stages of

product development. Researchers in the ARC participated in this model collection and
mapping effort and successful outcome was drawn resulting in overall modeling hierarchy

at current state.

Automation of current systems engineering practice will be useful in building

model database, pulling out right models for a specific design purpose (model query),

generating multiple design alternatives. These issues will be further addressed in the

following chapter.

124
 CHAPTER 7
CONCLUSIONS

7.1 Dissertation Summary

The specific objective of this dissertation was to propose a generic mathematical

formulation of the target cascading process in the form of a multilevel decomposed

optimization problem and a coordination strategy to solve this problem.

Large-scale design in MDO is composed of two parts: problem formulation and

coordination strategy. In Chapter 2 formulations for MDO, Sobieski’s formulations and

the collaborative optimization as well as other formulations were discussed highlighting

their range of applicability, advantages, and shortcomings. A review of constraint

qualifications was given to show difficulties associated with MDO formulations such as

collaborative optimization. Some relevant hierarchical coordination strategies for MDO

that have convergence proofs were reviewed as well. The algorithms reviewed have a

single level structure of analysis models, i.e., the large-scale problem is decomposed in
multiple pieces and on top of them there is a master (coordination) problem. On the other

hand, target cascading is posed for a multiple-level hierarchy of analysis models, for

which the previous coordination methods are not readily applicable, although they may

serve partially, as shown in Chapter 4.

In Chapter 3 a general mathematical formulation for target cascading was

presented. The formulations are comprehensive enough to capture a multilevel

hierarchical decision making process. The TC framework distinctively defines design

models and analysis models. The interactions between different design models are clearly

identified through linking variables and responses. In addition to formulations, constraint

125
qualifications for the additional deviation constraints introduced in the TC framework

were checked to overcome shortcomings of the collaborative optimization.

In Chapter 4 a coordination algorithm was presented for the two-level case of the

TC formulation. The equivalence between the TC and HOC formulations for the purpose

of coordination was shown and the possibility of proving a non-ascent property for TC via

the HOC formulation was explored. It was shown that at least a non-ascent property can

be easily established. However, true descent and convergence to an optimal point requires

further investigation. This is because the HOC proof is based on the assumption that the

number of linking variables is small relative to the total, while in the TC-HOC

equivalence transformation this assumption is not satisfied. Empirical evidence shows that

non-ascent property is accomplished in practice, but this remains an open issue.

Two case studies were presented in Chapter 5. A geometric programming example

problem was presented to show that the TC solution matches the AAO optimal solution.

An engineering design example for an automotive chassis design composed of three levels

of design models was presented and extensively studied. Different design scenarios were

investigated to understand overall system responses and to make appropriate design

decisions about target values, tolerances and feasibility trade-offs.

Target cascading practice in an organization was demonstrated in Chapter 6. The

process includes analysis model collection, mapping of the models, and target cascading

implementation. Target cascading was shown to serve as a decision support tool in a real

systems engineering process especially at the early stage of product development.

7.2 Contributions

From a design viewpoint, the main benefit of the proposed approach for target

cascading is reduction in large-scale design cycle time, avoidance of design iterations late

in the development process, and increased likelihood that physical prototypes will be

closer to production quality. Design iterations are reduced by integrating the target

126
propagation and target matching processes into a single procedure. Using a partitioning

that comprises systems, subsystems, and components reduces the complexity of the

overall design problem and allows more systematic concurrent design of the system’s

elements.

The main contribution of this dissertation is the comprehensive analytical

multilevel formulation for the target cascading process in systems engineering and a

coordination algorithm with a non-ascent property. The proposed framework is suited for

large-scale design problems and can handle the associated multilevel design process in a

consistent manner.

Specific contributions of this dissertation may be summarized into four main

points:

• Developed a multilevel design framework capturing interactions between

different design teams, while at the same time allowing design autonomy

for each team.

• Explored the global convergence of the proposed algorithm for target

cascading and proved a non-ascent property.

• Demonstrated actual implementations of target cascading successfully

using two case studies: a mathematical problem and an engineering design

problem.

• Proposed general guidelines to apply the target cascading approach in a

design organization by providing practical tools.

7.3 Future Research

The following research items are worthy of further investigation:

1. Efficiency. Further understanding of efficiency issues of the proposed

coordination method will be beneficial to accelerate convergence. Although

127
 one may expect loss of efficiency when compared to an AAO strategy, the

coordinated solution should converge in practical times.

2. Expanding to discrete design case. Current target cascading framework is not

limited to continuous design space, however, more comprehensive framework

or coordination should be investigated in discrete or mixed design space. Real

design problems are usually discrete or mixed. To avoid being stuck at a local

optimum, application of discrete algorithms or combination of continuous and

discrete algorithms will be useful for solving engineering design problems.

3. Distributed computing and model database query. Implementation of

distributed computation for design decision making should be further

investigated with the capability of wrapping up heterogeneous analysis models

on the Internet. Currently at the ARC, web-based implementation of the TC

process is underway using the extendible markup language (XML) and the

query of the database. Distributed computing is more of an implementation

issue, but target cascading in conjunction with database query in a

heterogeneous design environment would bring up automation issues of the

TC model selection and mapping process, which is being done manually for

now.

4. Intelligent target cascading. Agent based design methodology in combination

with target cascading should be applied to allow design agents with appropriate

intelligence for follow-up design actions with different options. This idea is an

extension of item 3. Based on the query, the database will return possibly

multiple analysis model candidates. Each candidate will have trade-offs. If the

TC process can give a brief overview of the design outcome for various design

options, it will speed up early decision making in product development.

128
5. Target cascading should be expanded to include financial modeling.

Competitive options for organizational decision making can be compared and

prioritized by target cascading.

129
APPENDICES

130
 APPENDIX A
Half-Car Model

In Eq. (82), the half-car model is represented as follows:

 Z sf Z sr Z tf Z tr Z p  = HALFCAR  a b K sf K sr K tf K tr  . (A.1)

Based on the input variables a b K sf Ksr K tf K tr , output frequencies are calculated

based on the formula below.

The first natural frequencies are calculated considering front and rear of the

vehicle individually. Front and rear frequencies are calculated by the following formula.

K
sf
Z = --------- (A.2)
sf M
sf

K
sr
Z = ---------- (A.3)
sr M
sr
where Msf and Msr are the portions of sprung mass by the front and rear

suspensions respectively.

Secondly, wheel hop frequencies are

K
tf
Z = ------------ (A.4)
tf M
usf

K
tr
Z = ------------- (A.5)
tr M
usr
where Musf and Musr are the front and rear unsprung masses. The equations are

based on the assumptions that an order-of-magnitude difference exists between sprung and

unsprung mass, tire and suspension stiffness.

The pitch natural frequency is a function of pitch stiffness Kp, pitch moment of

inertia J and the pitch stiffness is a function of front/rear suspension and tire stiffnesses,

and the distances a and b from the center of mass to the front and rear axles.

131
 K
p
Z = ------- (A.6)
p J
where the pitch stiffness is

2a + b
K = ---------------------------------------------------------------
p K + K  K + K  . (A.7)
sf tf sr tr
--------------------------- + -----------------------------
aK K bK K
sf tf sr tr

132
 APPENDIX B
Bicycle Model

The steady-state cornering equations are derived from the application of Newton’s

Second Law along with the equation describing the geometry in turns. For the purpose of

analysis, the vehicle is represented by the bicycle model in Figure 26.

The angle between the direction of heading and the direction of travel of a tire G f

is calculated by

2
G f = --- + § ------------- – -------------· -----
L mb ma u
(B.1)
R © LC Df LC Df¹ R

where L is the wheelbase, R is the radius of the turn, m is the mass of the vehicle,

a b are the distances from the center of gravity to the front and the rear, and u is the

forward velocity of the vehicle.

Eq. (B.1) is very important to the turning response properties of a vehicle. It

describes how the steer angle of the vehicle must be changed with the radius of turn or the

lateral acceleration. The understeer gradient is defined as follows to determine the

magnitude and direction of the steering inputs required:

mb ma
k us = ------------- – ------------- . (B.2)
LC Df LC Df

It consists of two terms, each of which is the ratio of the load on the axle (front or

rear) to the cornering stiffness of the tires on the axle. The BICYCLE model in Eq. (82)

takes distances a b and the cornering stiffnesses C Df C Dr as input and return the

understeer gradient as output.

k us = BICYCLE  a b C Df C Dr  (B.3)

For details, refer to Gillespie [23].

133
 APPENDIX C
Tire Model

The tire stiffnesses are calculated along the direction of the vehicle: vertical or

cornering direction. The stiffness of the tire in the vertical direction is a function of the

inflation pressure P i [kPa] and the datum vertical load on the tire F m [N]. The load due to

vehicle mass is distributed between the front and rear tires as a function of the tire

distances a and b. The coefficient 0.9 is an approximate adjustment to convert static

stiffness to rolling stiffness. The remaining coefficients are from a curve fit to sample data

from Wong [92].

K t = 0.9   0.1839P i – 9.2605 F m + 110119  [N/m] (C.1)

where

9.81Mb
F = ------------------- . (C.2)
m a+b
Similarly, the cornering stiffnesses depend on pressure and load:

–6 2 –3 – 2 180
CD = F m  – 2.668 u10 P i + 1.605 u10 P i – 3.86 u10  --------- [N/rad]. (C.3)
S

134
 APPENDIX D
Coil Spring Equations

The spring design module calculated linear stiffness and bending stiffness as a

function of coil diameter D, wire diameter d, and pitch p. At the optimum, the difference

between the calculated values and the optimal spring parameters from the suspension

design problem was minimized.

From Shigley and Mischke [67], linear stiffness K L [N/mm]:

4
Gd
K L = ---------------------------------- (D.1)
3 L 0 – 3d
8D § ------------------·
© p ¹
where L 0 is spring free length in mm, G is modulus of rigidity of spring material.

Spring stiffness in bending K B [N-mm/rad]:

4
EGd
K B = --------------------------------- (D.2)
16D  2G + E 
The following constraints incorporate the formulae for shear stress and factor of safety for

fatigue failure. The first constraint requires that the maximum shear stress be less than the

maximum allowable shear stress divided by the factor of safety in shear n s . The second

constraint ensures that the actual fatigue failure factor of safety is greater than the

minimum allowable factor n f .

S su
 F a + F m  u § --------3 + --------2· – ------
8D 4
-d0 (D.3)
© Sd Sd ¹ n s

3
§ S su S se Sd ·
n f – ¨ ---------------------------¸ e § § ------- + 2· e § ------- – 3· F a S su + § ------- + 1· e § -------· F m S se· d 0
4D 4D 2D 2D
(D.4)
© 8D ¹ © © d ¹ © d ¹ © d ¹ © d¹ ¹

where S su is the maximum allowable shear stress, S se is fatigue endurance limit, and

F a F m are alternating and mean component of spring load.

135
 APPENDIX E
Hogland’s Suspension Model Inputs

Table E.1: List of hard point locations required for model input

Geometric Location

UCA Front Bushing

UCA Rear Bushing
LCA Front Bushing
LCA Rear Bushing
Lower Ball Joint
Upper Ball Joint
Wheel Center / Spindle
Outer Tie Rod Ball Joint
Inner Tie Rod Ball Joint
Shock Absorber Connection at Frame
Shock Absorber Connection at LCA
Coil Spring Connection at Frame
Coil Spring Connection at LCA
Metal to Metal Jounce Contact on Frame
Metal to Metal Jounce Contact on LCA bracket
Jounce Bumper Base on LCA
Jounce Bumper Contact Point on Frame

Table E.2: List of vehicle/component properties required for input

Suspension Component Properties Units

Spring Stiffness N/mm

Spring Free Length mm

136
 Table E.2: List of vehicle/component properties required for input

Suspension Component Properties Units

Spring Bending Stiffness Nm/deg
LCA Neutral Angle for Spring Bending deg
Front Corner Weight (w/ 2 passengers) N
Range of Vertical Road Forces N
Jounce Bumper Force vs. Deflection Curve Deflection: mm, Force: N
Rebound Stop Force vs. Deflection Curve Deflection: mm, Force: N
Length of Rebound Stop (in shock) mm
Maximum Shock Length (Onset of Rebound Stop Force) mm

Table E.3: Optional suspension parameters for future dynamic simulations

Optional Parameters Units

X-dimension to Account for Difference Between mm

Spindle Position at Design vs. Position at Static
Equilibrium
Y-dimension to Account for Difference Between mm
Spindle Position at Design vs. Position at Static
Equilibrium
Z-dimension to Account for Difference Between mm
Spindle Position at Design vs. Position at Static
Equilibrium
Center of Mass of LCA mm
Center of Mass of UCA mm
Center of Mass of Knuckle/Spindle Assembly mm
Center of Mass of Tie Rod mm
Moment of Inertias of LCA Kg m2
Moment of Inertias of UCA Kg m2
Moment of Inertias of Knuckle/Spindle Assembly Kg m2
Moment of Inertias of Tie Rod Kg m2

137
Table E.3: Optional suspension parameters for future dynamic simulations

Optional Parameters Units

Linear Viscous Damping Coefficient of Shock (or Force: N, Velocity: mm/s

Force vs. Velocity Curve)

138
 APPENDIX F
Input File for Suspension Model

PARSFILE
* Multibody system dynamic simulation.
* Version created by AutoSim 2.8 on April 4, 2000.
* Copyright 1999. Mechanical Simulation Corporation. All rights reserved.

TITLE OPTIMIZATION OUTPUTS

* Input File: c:\Personal\kimhm\ARC\veh\GEOFF2.PAR

* Run was made 12:53 on Aug. 14, 2000
FORMAT BINARY

IPRINT 5 , number of time steps between output printing (counts)

STARTT 0 , simulation start time (s)
STEP 0.01 , simulation time step (s)
STOPT 110 , simulation stop time (s)

* PARAMETER VALUES

CAMADJ -0.0138 , NIL (deg)

CASADJ -0.623 , NIL (deg)
CSHOCK 6.216 , coefficient in Shock Force (N-s/mm)
FNORM 5596.37 , term in spindle force due to road (N)
FREB1 20 , argument to REBSTOP in rebound stop force (-)
IA(1) 0.131 , Moment of Inertia Spindle & Knuckle (kg-m2)
IA(2) 0.207 , Moment of Inertia Spindle & Knuckle (kg-m2)
IA(3) 0.175 , Moment of Inertia Spindle & Knuckle (kg-m2)
IB(1) 0.256 , Moment of Inertia LCA (kg-m2)
IC(1) 0.0496 , Moment of Inertia UCA (kg-m2)
IDD(1) 0.0001 , Moment of Inertia Tie Rod (kg-m2)
IDD(2) 0.0001 , Moment of Inertia Tie Rod (kg-m2)
IDD(3) 0.0001 , Moment of Inertia Tie Rod (kg-m2)
K1 2.7 , coefficient in static torsional stiffness of rear LCA Bushing (N-
m/deg)
K2 2.2 , coefficient in static torsional stiffness of rear LCA Bushing (N-
m/deg)
KSPRING 120 , coefficient in Spring Force (N/mm)
KT 80000 , coefficient in Moment due to Spring (N-mm/deg)
MA 20.1 , mass of A (kg)
MAXSHOCKLNGTH 358.5 , argument to REBSTOP in rebound stop force
(mm)
MB 11.02 , mass of B (kg)
MC 3.94 , mass of C (kg)

139
MDD 1.54 , mass of DD (kg)
NEUANG 15.54 , term in coefficient in Moment due to Spring (deg)
RBNDBMPLNGTH 16.8 , argument to REBSTOP in rebound stop force
(mm)
RTIME 0 , CALC -- Computational efficiency (sec/sim. sec) (-)
SPINXADJ -0.887 , NIL (mm)
SPINYADJ -1.377 , NIL (mm)
SPINZADJ -12.18 , NIL (mm)
SPRFREEL 420 , negative term in coefficient in Spring Force (mm)
TOEADJ -0.151 , NIL (deg)
XP(1) 877.5 , X coordinate (mm)
XP(10) 855.44 , X coordinate (mm)
XP(14) 1013 , X coordinate (mm)
XP(15) 1026 , X coordinate (mm)
XP(16) 1026.9 , X coordinate (mm)
XP(17) 1016.8 , X coordinate (mm)
XP(18) 1 , X coordinate (mm)
XP(2) 1197.5 , X coordinate (mm)
XP(21) 1029.2 , X coordinate (mm)
XP(22) 1028.6 , X coordinate (mm)
XP(23) 1150.83 , X coordinate (mm)
XP(3) 972 , X coordinate (mm)
XP(34) 1124.5 , X coordinate (mm)
XP(4) 1285.5 , X coordinate (mm)
XP(5) 991.3 , X coordinate (mm)
XP(6) 1017.7 , X coordinate (mm)
XP(7) 1000 , X coordinate (mm)
XP(9) 845.1 , X coordinate (mm)
YP(1) 402.2 , Y coordinate (mm)
YP(10) 284.18 , Y coordinate (mm)
YP(14) 437.5 , Y coordinate (mm)
YP(15) 481.5 , Y coordinate (mm)
YP(16) 427.5 , Y coordinate (mm)
YP(17) 470.6 , Y coordinate (mm)
YP(18) 1 , Y coordinate (mm)
YP(2) 379.6 , Y coordinate (mm)
YP(21) 696.2 , Y coordinate (mm)
YP(22) 528.2 , Y coordinate (mm)
YP(23) 505.3 , Y coordinate (mm)
YP(3) 251.6 , Y coordinate (mm)
YP(34) 515.9 , Y coordinate (mm)
YP(4) 325 , Y coordinate (mm)
YP(5) 686.5 , Y coordinate (mm)
YP(6) 636.3 , Y coordinate (mm)
YP(7) 795 , Y coordinate (mm)
YP(9) 690.7 , Y coordinate (mm)

140
ZP(1) 763.6 , Z coordinate (mm)
ZP(10) 532.45 , Z coordinate (mm)
ZP(14) 709.2 , Z coordinate (mm)
ZP(15) 377.2 , Z coordinate (mm)
ZP(16) 684.5 , Z coordinate (mm)
ZP(17) 374 , Z coordinate (mm)
ZP(18) 1 , Z coordinate (mm)
ZP(2) 698 , Z coordinate (mm)
ZP(21) 472.51 , Z coordinate (mm)
ZP(22) 698 , Z coordinate (mm)
ZP(23) 467.1 , Z coordinate (mm)
ZP(3) 462 , Z coordinate (mm)
ZP(33) 547.8 , Z coordinate (mm)
ZP(34) 497.7 , Z coordinate (mm)
ZP(4) 462 , Z coordinate (mm)
ZP(5) 407.7 , Z coordinate (mm)
ZP(6) 700.4 , Z coordinate (mm)
ZP(7) 501.71 , Z coordinate (mm)
ZP(9) 475 , Z coordinate (mm)

* Bumper force vs. Deflection

BUMPF-TABLE
0, 0
2, 80
4, 187
6, 293
8, 427
10, 560.5
12, 707
14, 907
16, 1120
18, 1387.5
20, 1760
20.3, 1800
22, 5000
23.7, 8200
25.4, 11400
ENDTABLE

* Rebound force vs. stroke travel

REBF-TABLE
0, 0
1, 1
2, 200
ENDTABLE

141
* Forces applied by road
ROADF-TABLE
10, 0
50, 10000
110, -4000
ENDTABLE

* INITIAL CONDITIONS

Q(1) 0 , CALC--X rot. of App rel. to B (deg)

Q(2) 0 , CALC--Y rot. of Ap rel. to App (deg)
Q(3) 0 , CALC--Z rot. of A rel. to Ap (deg)
Q(4) 0 , CALC--Abs. X rot. of C (deg)
Q(5) 0 , CALC--Abs. X rot. of DDp (deg)
Q(6) 0 , CALC--Z rot. of DD rel. to DDp (deg)
Q(7) 0 , Abs. X rot. of B (deg)
U(1) 0 , Abs. X rot. speed of B (deg/s)

END

142
 Table G.1: Model Form A: Summary description of model

Model Name: Owner/Developer:

Computati
Model formats, Fidelity
onal Cost
contents and (High,
Inputs Outputs (Seconds,
assumptions Medium,
Hours, or
(actual software) or Low)
Days)

Parameters Variables Responses from Responses to

Lower Level (e.g. Higher Level (e.g.
Chassis System) Top Vehicle

APPENDIX G
Model Forms
Design)
143
 Table G.2: Model Form B: Model subsystem/attribute interaction
Place your analysis model subsystems in the boxes. Indicate the relation of your model to attributes listed using the symbols
below.
✪ Primary relation
★ Strongest relation
✩ Stronger relation
❍ Weak relation

Model Name: Owner/Developer:

Attributes

Subsystem Fuel
Acceleration
Handling NVH Economy & Durability Weight ...
144

Performance
Emissions

Chassis ❍ ✩ ...
( e.g. Suspension,
Tires, ...)
Body ❍ ✩
(e.g. Structure,
Joints, ...)
Powertrain ✩ ✩ ✪ ★
(e.g. Engine,
Transmission,
Final Drive, ...)
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145
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