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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

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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

P = 50,000 NT
1

L = 500 cm

E = 200 GPa

< 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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Volume = 10
4

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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

Seldom Produces an Optimum Discrete Solution

Limited Application

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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

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
8

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

Usually Gives a Good Optimum, but Doesnt

Guarantee a True Optimum, Even For Convex
Problems

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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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10

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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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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Create Approximations and use During the Branch

and Bound

Linear
Conservative
High Quality Explicit Approximations in Structural
Optimization

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

P = 50,000 NT
1

L = 500 cm

E = 200 GPa

< 2.7 cm

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CROSS
SECTION

H
B

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Example

Case 1

Case 2

B1, H1 Integer

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

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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Basis Reduction
Simplified Analysis
Formal Approximations

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5

10

6
7
3

10
1

Y
1

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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)

X2 = X(7)

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X6 = X(8)

X4 = X2 + 0.7*[X6 X2]

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Basis Reduction

N

X iY i

i 1

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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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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 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

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

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Summary

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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