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DESIGN OPTIMIZATION

CONSTRAINED
MINIMIZATION IV
Multiobjective Optimization
Discrete Variables
Approximation Techniques

Ranjith Dissanayake
Structures Laboratory
Dept. of Civil of Engineering
Faculty of Engineering
University of Peradeniya

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Multiobjective Optimization
Compromise Programming

1
2 2

W ( R R* )
j
j j

F
Worst
*
R j
j 1 R j

where
Wj = Weighting Factor
Rj = jth Objective Function
Rj* = jth Objective Function Target
RjWorst = Worst Known Value of jth Objective
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Example

Ten Variable Tapered Beam


P = 50,000 NT
1

L = 500 cm

E = 200 GPa

< 14,000 Nt/cm2


< 2.7 cm

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CROSS
SECTION

H
B

Example

Case 1

Minimize Volume

Case 2

Stress Limit = 14,000


Displacement Limit = 2.70

Target Volume = 65,000


Target Stress at Wall = 10,000
Target Displacement at Tip = 2.5

Case 3

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Same as Case 2 but Weighting Factor on


Volume = 10
4

Results Using VisualDOC

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Parameter

Initial

Case 1

Case 2

Case 3

B1

5.00

3.06

3.32

3.21

B2

5.00

2.81

2.78

2.78

B3

5.00

2.52

2.52

2.52

B4

5.00

2.20

2.51

2.27

B5

5.00

1.75

2.44

2.21

H1

40.00

61.16

66.36

64.26

H2

40.00

56.24

55.62

55.57

H3

40.00

50.47

50.43

50.50

H4

40.00

44.09

41.33

43.34

H5

40.00

35.03

29.62

31.09

Volume

100,000

63,110

67,794

65,552

Stress

18,750

13,113

10,264

11,309

Displ.

3.906

2.700

2.543

2.605

Discrete Variable Optimization

Available Methods

Rounding

Dual Methods with Convex Approximations

Seldom Produces an Optimum Discrete Solution

Limited Application

Branch and Bound

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Theoretically Correct for Convex Problems


Can be Very Expensive for Nonlinear Optimization
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Dual Method

First Create a Conservative Approximation


(X ) F(X 0)
F

0
F ( X )

X
i

i 1

g j ( X ) g j ( X 0 )

where
Ci

Xi
X i0

X i0
Ci
1
Xi

X i0

0
0
g j ( X ) X i Ci

X
i

If X i0
If

X i0

g j ( X ) X i0Ci
X i

g j (X 0) 0
X i

g j (X 0) 0
X i

Always use Direct Approximation if Xi is Near Zero or


may Cross Zero
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Dual Method

Create Lagrangian
(X )
L( X , ) F

Optimize

j g j ( X )
j 1

Min L( X , )

Maximize

Subject to; j 0

For Each Proposed , the Xi are Calculated From

j 1, M
g j

Xi

j X i

j ( X i0 )2

g j
X i

Choose the Sign on Xi According to the Sign of


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X i0
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Dual Method

Features

Reasonably Efficient
Works Well if Problem is well Approximated as a
Separable One
Works Poorly if Original Problem is Highly Coupled
Works Poorly if Xi is Near Zero or may Cross Zero

Modifications: Moving Asymtotes

Usually Gives a Good Optimum, but Doesnt


Guarantee a True Optimum, Even For Convex
Problems

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Branch and Bound

By Example

Minimize

Subject to;

With

F ( X ) X12 X 22
g( X )

1
1

0
X1 X 2

X1 (0.3, 0.7, 0.9,1.2,1.5,1.8)


X 2 (0.4, 0.8,1.1,1.4,1.6)

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The Continuous Optimization Solution is


X1 = 1.0, X2 = 1.0, F(X) = 2.0
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Branch and Bound Tree


F = 2.0
X1 = 1.0
X2 = 1.0
CONTINUOUS
OPTIMUM
F = 2.07
X1 = 0.9
X2 = 1.12

NO
FEASIBLE
SOLUTION

F = 2.17
X1 = 1.2
X2 = 0.86

F = 2.56
X1 = 0.78
X2 = 1.4

F = 2.42
X1 = 1.33
X2 = 0.8

F = 2.65
X1 = 1.2
X2 = 1.1
DISCRETE
OPTIMUM

NO
FEASIBLE
SOLUTION

F = 2.77
X1 = 0.9
X2 = 1.4

NO
FEASIBLE
SOLUTION

F = 2.81
X1 = 1.5
X2 = 0.75

DISCRETE
SOLUTION

NO
FEASIBLE
SOLUTION

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F = 2.84
X1 = 1.5
X2 = 0.8
DISCRETE
SOLUTION

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Branch and Bound

The Variables May be

Continuous
Discrete
Integer
01
Any Combination

The Problem Must be Solvable as a Continuous Variable


Proble
The Continuous Solution is the Lower Bound on the
Mixed Solution
In General, a Very Large Number of Optimizations
Must be Performed
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Branch and Bound

If Function Values are Cheap

Use Precise Values at all Times

If Function Values are Expensive

Create Approximations and use During the Branch


and Bound

Linear
Conservative
High Quality Explicit Approximations in Structural
Optimization

If Approximations are Not of High Quality

The Discrete Solution may not be Feasible


The Discrete Solution may not be Optimal
If Discrete Values are Widely Spaced, Repeated
Approximations may not help
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Example

Ten Variable Cantilevered Beam


P = 50,000 NT
1

L = 500 cm

E = 200 GPa

< 14,000 Nt/cm2


< 2.7 cm

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CROSS
SECTION

H
B

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Example

Case 1

All Design Variables are Integer

Case 2

B1, H1 Integer

B2, B3 From the Set (2.4, 2.6, 2.8, 3.1)

H2 H3 From the Set (45.0, 50.0, 55.0, 60.0)

B4, H4, B5, H5 Continuous

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Results of Case 1
Param

Cont.

Round

Round
Up

Precise

Linear
Approx.

Conserv.
Approx.

B1

3.06

B2

2.81

B3

2.52

B4

2.20

B5

1.75

H1

61.16

61

62

60

60

60

H2

56.24

56

57

57

59

57

H3

50.47

50

51

49

46

48

H4

44.09

44

45

38

37

40

H5

35.03

35

36

33

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Vol.

63,110

65,900

77,900

67,800

67,200

68,100

Opts.

191

207

117

0.001

0.400

-0.127

0.004

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Max g

16
0.034

-0.006

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Results of Case 2
Param

Cont.

Round

Round
Up

Precise

Linear
Approx.

Conserv.
Approx.

B1

3.06

B2

2.81

2.8

3.1

3.1

3.1

3.1

B3

2.52

2.6

2.6

2.6

2.6

2.6

B4

2.20

2.205

2.205

2.276

2.262

2.279

B5

1.75

1.751

1.751

1.750

1.750

1.750

H1

61.16

61

62

60

60

60

H2

56.24

55

60

55

55

55

H3

50.47

50

55

50

50

50

H4

44.09

44.09

44.09

45.528

45.233

45.553

H5

35.03

35.03

35.03

34.995

34.995

35.004

Vol.

63,110

62,555

73,555

64,537

64,403

64,558

Opts.

100

86

88

0.001

0.100

0.300

0.001

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Max g

17
0.004

0.001

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Approximation Techniques

Methods Available

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Design Variable Linking


Basis Reduction
Simplified Analysis
Formal Approximations

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Design Variable Linking


5

10

6
7
3

10
1

Y
1

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Design Variable Linking

One to One Linking


A1 = A4 = X(1)

A2 = A3 = X(2)

A5 = X(3)

A6 = A9 = X(4)

A7 = A8 = X(5)

A10 = X(6)

General Linking
X2 = X(7)

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X6 = X(8)

X4 = X2 + 0.7*[X6 X2]

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Basis Reduction

Let Vector Y Define the Actual Design

For Example: 100 Coordinates of an Airfoil

Create N Candidate Designs, Yi, i = 1, N

Define Vector Y to be Used in the Analysis as


N

X iY i

i 1

Where Xi are the Independent Design Variables

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Basis Reduction

Benefits

Dramatically Reduces the Number of Independent


Design Variables
Greatly Improves Condition of the Optimization
Problem
Reduces the Dimension of the Design Space

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Therefore, Only an Upper Bound on the Optimum is Found

If the Basis Vectors are Carefully Chosen, this Should


be Close to the True Optimum
If a Good Experience Base is Available to Provide the
Basis Vectors, this Method is Ideal
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Example: Airfoil
BASIS SHAPE 1

BASIS SHAPE 2

BASIS SHAPE 3

BASIS SHAPE 4

Optimum Airfoil

X i [Shapei ]
i 1

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Simplified Analysis

Basic Approach

Create a Detailed Analysis Model


Create a Simplified Analysis Model
Compare Results for the Initial Design and Modify
the Simplified Analysis to Correlate (Optimization
can be Used for This)
Optimize Using the Simplified Model
Perform a Detailed Analysis of the Optimum
If Agreement is Good, Terminate. Else Modify the
Simplified Analysis and Repeat

If Detailed Analysis is Very Expensive this Can


Help to Reduce Design Cost

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Formal Approximations

Create a Taylor Series Approximation and Use


that for Optimization

Sequential Linear Programming is a Classical


Example of this
A Second Order Approximation is Preferred, but can
be Costly to Create
F 0 F T X 1 X T H X
F
2

Today These Methods are Called Response


Surface Approximations

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Formal Approximations

If Only Function Values are Available,


F F1 X1 F2 X 2 L FN X N
1
H11 X12 H 22 X 22 L H NN X N2

2
H12 X1 X 2 H13 X1 X 3 L H1N X1 X N
H 23 X 2 X 3 L H N 1, N X N 1 X N

where X i X i X i0 and Fi

Fi Fi0

If the Xi are Small, this is Finite Difference

If we Have Many Candidate Designs, Xi, Spread


Over the Design Space, This is a Curve Fit and
will Require 1 + N + N(N + 1 )/2 Data Points
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Formal Approximations

General Approach

Using Function Values only, Begin with a few


Proposed Designs and fit Curves to the Functions

Create as Many Terms in the Taylor Series as you can with


the Data Available
VisualDOC can Begin the Process with Only One Design

Optimize with Move Limits and Evaluate the


Proposed Design
Add this Design to the Data Set and Repeat
When Excess Data is Available, use Least Squares fit

If Gradient Information is Available, this Can


be Used to Greatly Reduce the Number of
Analyses Needed

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Example: Airfoil Design


BASIS SHAPE 1

BASIS SHAPE 2

BASIS SHAPE 3

BASIS SHAPE 4

Optimum Airfoil

X i [Shapei ]
i 1

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Example

Airfoil Definition

Minimize Wave drag


Subject to;

50 Coordinate Values were Provided for the Lower and


Upper Surface for Each Basis Shape
Mach Number = 0.75, Angle of Attack = 0 Degrees

Lift Coefficient, CL > 0.3


Section Area Ratio, A > 0.075

Optimization Required 50 Analyses:


X1 = -0.2137, X2 = -0.7223, X3 = -1.3723, X4 = 1.7285

Looks Much Different than the Basis Shapes

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Formal Approximations

Features

Works well for a Small Number of Design Variables


where the Analysis is Expensive
Works well if Function Values are Obtained
Experimentally
Works well with Noisy Functions

Design of Experiments can Provide a Good


Initial Set of Designs

In Structural Optimization

Special Formal Approximations are Used

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Gradients are Available Analytically

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Summary

Remember that Optimization is a Tool

The Quality of the Results Depends on

The Quality of the Analysis


The Care you take in Formulating the Problem

Optimization Virtually Always Gives Some


Design Improvement
Optimization is the Most Powerful Design
Improvement Technology Available Today
Period!

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