Mechanism and Machine Theory 35 (2000) 8398

www.elsevier.com/locate/mechmt

Optimal mechanism design using interior-point methods

Xiong Zhang a, Ji Zhou a,*, Yingyu Ye b
a
Huazhong University of Science and Technology, School of Mechanical Science and Engineers, Wuhan, 430074,
People's Republic of China
b
Department of Management Sciences, The University of Iowa, Iowa City, IA 52242, USA
Received 16 October 1995; received in revised form 12 November 1998

Abstract

This paper presents a primaldual interior point algorithm for linearly constrained convex nonlinear
programming and computational experience in solving optimal mechanism design problems using the
algorithm. These problems are frequently formulated as convex programming problems, i.e. problems
with linear constraints and an objective function formed as a sum of squared quantities. The algorithm
has been implemented and tested on an IBM PC computer. The computational results demonstrated
that the algorithm nds an approximate optimal solution in fewer iterations and function evaluations,
the obtained solution usually being an interior feasible solution, and so the resulting method is very
ecient and eective. # 1999 Elsevier Science Ltd. All rights reserved.

Keywords: Mechanism design; Primaldual method; Interior point approach; Slider crank; Four-bar; Aircraft land-
ing gear; Optimization

1. Introduction

In this paper, we are interested in solving mechanism optimal design problems [1] using an
interior point algorithm. Many methods have been applied to the solution of this category of
optimization problems, such as Gauss's constrained method [2], Rosen's gradient projection
technique [3], the state space approach [4], the generalized reduced gradient method [5],
Gauss's method [6], Marguardt's method [7], and the least squares method [8]. These
algorithms, although performing well in certain cases, are not polynomial-time algorithms. For
large-scale problems, too many iterations may be required to nd a solution.

* Corresponding author. Tel.: +86-027-754-2101; fax: +86-027-754-5438..

0094-114X/00/$ - see front matter # 1999 Elsevier Science Ltd. All rights reserved.
PII: S 0 0 9 4 - 1 1 4 X ( 9 9 ) 0 0 0 0 3 - 8
84 X. Zhang et al. / Mechanism and Machine Theory 35 (2000) 8398

On the other hand, many ecient and practical polynomial interior point algorithms have
been put forward for linear, quadratic and convex programming [915] since 1984 when
Karmarkar rst devised a polynomial interior point algorithm for linear programming [16].
The computational results of these algorithms are encouraging, and many successful
engineering applications of the algorithms have been reported. However, application of
polynomial interior point methods to mechanism design has not been published yet, even
though mechanism optimal design problems often have the mathematical programming model
suited to be solved by interior point algorithms for quadratic or convex programs.
From this point of view we develop an optimization approach, an extension of the primal
dual infeasible-interior-point algorithm for linear programming proposed in reference [17], for
mechanism design problems. The method attempts to take advantage of the special nature of
mechanism problems, uses KarushKuhnTucker conditions in its development, and thus has
a solid mathematical foundation. The proposed algorithm has been implemented and tested on
an IBM PC. The optimization results of the mechanism examples presented here have shown
that the resulting method nds a solution for the problem with fewer iterations and function
evaluations, and the nal solution for each problem is a feasible interior point. Hence, the
proposed method is very ecient and reliable.

2. An interior-point algorithm for convex problems with linear constraints

At present the interior-point methods of choice for linear, quadratic, or convex

programming are primal-dual infeasible-interior-point methods, where the iterates are kept
positive but allowed to be infeasible. In practice, these methods have demonstrated superior
computational performance, as established by the works of Lustig et al. [18,19] and others
[20,21], to mention a few. From a theoretical point of view, infeasible-interior-point methods
have been studied by many researchers, and have been shown to possess global convergence
[22,23], superlinear convergence [24], quadratic convergence [25] and polynomial convergence
[26].
Linearly constrained convex programming problems can be transformed into the standard
form
P min fx

s:t: Ax b, xr0
where f(x) is a smooth convex function, A is an m  n matrix and b is an m-vector. The Wolfe
dual problem (e.g. see Fletcher [27, p. 219]) associated with (P) is given by
D max fx rfxT x bT y

s:t: rfx AT yR0

For x $ Rn and y $ Rm, let s(x, y) denote the slack corresponding to the dual constraint as a
function of (x, y), that is:
 X. Zhang et al. / Mechanism and Machine Theory 35 (2000) 8398 85

sx,y rfx AT y

Therefore, based on the KarushKuhnTucker conditions, there exists a pair (x, y) such that x
solves (P), and (x, y) solves (D) if and only if the following three conditions hold:
1. Ax=b, xe0 (primal feasibility);
2. Hf(x)+A Ty+s=0, s e0 (dual feasibility);
3. XSe=0 (complementary slackness), where X=diag(x)=diag(x1, . . ., xn ),
S=diag(s)=diag(s1, . . . , sn ), and e=(1, . . ., 1)T $ Rn.
By introduction of a barrier parameter m>0, (P) and (D) can be written as
X
n
Pm min fx m ln x j
j1

s:t: Ax b, x>0

and
X
n
Dm max fx rfxT bT y m ln sj
j1

s:t: rfx AT y s 0, s>0

respectively. Their KKT optimality conditions are

Ax b, x > 0

rfx AT y s 0, s > 0

XSe me 1

This is a nonlinear equation system and can be solved by the Newton method. At each
iteration, we assign the value s(x(k ))Ts(k )/n(0 < sE1) to barrier parameter m and then
compute the Newton direction (Dx, Dy, Ds) at the current iterate (x(k ), y(k ), s(k )) for the system
(1), that is, (Dx, Dy, Ds) is the unique solution of the system of linear equations

0 10 1 0 k 1
A 0 0 Dx Ax b
@ r2 fxk AT I A@ Dy A @ AT yk sk rfxk A 2
Z k 0 S k Ds X k S k me

where X (k )=diag(x(K )) and S (k )=diag(s(k )). After obtaining the Newton direction, we can
choose the step length ak by performing a line search to minimize the merit function
86 X. Zhang et al. / Mechanism and Machine Theory 35 (2000) 8398

fak min a2Ok fa 3

where

fa xk aDxT sk aDs rxk aDx,yk aDy,sk aDs

rx,y,s kAx bk k rfx AT y sk

Ok fa > 0:xk aDx > 0,sk aDs > 0g

Thus, the (k + 1)th iterate is generated as

xk1 xk ak Dx, yk1 yk ak Dy, sk1 sk ak Ds

In practice, we observed that ak can be simply chosen as
ak b maxfa 2 Ok g for some 0<b<1 4
The (k + 1)th iterates x(k + 1) and y(k + 1) generated by using the step length located via Eq.
(4) often give a constant reduction in the merit function. This suggests that the use of the line-
search is usually unnecessary and can be replaced by Eq. (4). In our implementation, users can
select either the line-search (3) or Eq. (4) to compute the step length.
The initial solution is not required to satisfy either the equality constraints Ax=b of (P) or
Df(x)+A Ty+s=0 of (D), but only the positivity x(0)>0 and s(0)>0. Therefore, the algorithm
can start from arbitrary (x(0), y(0), s(0)) with strictly positive x(0) and s(0) to approach optimal
solutions moving through not only the interior but also the outside of the feasible region of the
primaldual pair of (P) and (D). Hence the method described above is called a primaldual
infeasible-interior-point algorithm for convex programming.
The stopping criterion for the algorithm can be
x T sRe1

kAx bk=1 kbkRe2

k rfx AT y sk=kDfxk 1Re3 5

where e1>0 is the convergence tolerance, e2>0 is the primal constraint tolerance and e3>0 is
the dual constraint tolerance. The main procedure of the algorithm can be stated as follows.

2.1. Algorithm 1

Given initial solution x(0)>0, y(0) (no restriction), s(0)>0 and e1,e2,e3>0, 0 < s, b < 1; set
k = 1;
while (stopping criterion (5) does not hold) do
begin
m=s(x(k ))Ts(k )/n;
 X. Zhang et al. / Mechanism and Machine Theory 35 (2000) 8398 87

compute the current Newton direction (Dx, Dy, Ds) of system (2);
let ak be given by Eqs. (3) or (4);
x(k + 1)=x(k )+akDx;
y(k + 1)=y(k )+akDy;
s(k + 1)=s(k )+akDs;
k=k + 1
end.
Algorithm 1 can be used to solve mechanism design problems with linear constraints and
convex objective function directly. However, for the more general optimization problems, i.e.
the problems with nonlinear objective function and nonlinear constraints, we cannot use
Algorithm 1 to solve them directly, but can employ the RQP (recursive quadratic
programming) method proposed in Ref. [28] to handle the problem. At this time, we merely
use algorithm 1 to replace the QP subroutine of the RQP method. By doing so, general
mechanism design problems can be solved eectively (for instance, see Example 2).
Algorithm 1 and the relevant RQP method have been implemented and tested on an IBM
PC computer system successfully. The code is named IPOP and is written in ANSI C language.
To limit the paper length, we will not present the experimental results here (see [26] for a
thorough treatment).

2.2. Mechanical design problems

The most common mechanism design problem is to determine the optimal lengths of the
members (and angles between them) so that the motion of the mechanism is as close as
possible to some desired motion. An objective function which is often formed is the sum of the
squares of the dierences between desired and generated motions, thus the objective function
has the form:
X
p
Fx fj x2 6
j1

where fj(x)( j = 1, . . . , p ) are generally nonlinear functions of n design variables x.

Many of the constraints, although not all, which commonly exist for mechanism design
problems are linear functions of the design variables; for example, upper and lower bounds on
link lengths, as well as movability requirements, can normally be written in linear form. Even
some of the nonlinear constraints can be approximated by linear functions, for example the
transmission angle constraint, in some cases, can be replaced by tighter limits on the
movability conditions. Thus in this work linear constraints of the following form are assumed:

Hx AT1 x b1 0

Gx AT2 x b2 r0 7

By introducing slacks, Eq. (7) can be written as

88 X. Zhang et al. / Mechanism and Machine Theory 35 (2000) 8398

Ax b
where
 
A1 0
A
A2 I

 
b1
b
b2

If we assume at this point that the objective function (expressed by Eq. (6)) to be minimized is
a quadratic of the form
Fx f T f
where f=J Tx+g, and J and g are a constant matrix and vector, respectively, the problem is
therefore equivalent to a convex quadratic programming problem in the form
min Fx 0:5xT Qx cT x

s:t: Ax b
where Q=JJ T, c=2 gTJ T, and J and c are a constant matrix and vector, respectively.

2.3. Example 1

The design of mechanisms for coupler curve generation has been of interest for some time.
Thus this type of problem is used in this research to demonstrate the capabilities of the
primaldual infeasible-interior-point technique (algorithm 1) on mechanisms. The curve to be
generated is shown in Fig. 1. It consists of a straight line segment followed by a curved return
portion. The objective function used in the optimization is the sum of the squares of x and y

Fig. 1. Desired curve.

 X. Zhang et al. / Mechanism and Machine Theory 35 (2000) 8398 89

dierences between the given curve and the one generated by the mechanism:
X
p
Fx xi xi 2 Bi yi 2
i1

where xi and yi are the coordinates of points along the given curve while xi and zi
correspond to points along the generated curve. The quantity p designates the number of
points selected along the desired curve. Two dierent mechanisms, a slider crank and a four-
bar, are used to generate this curve as shown in Figs. 2 and 3.
There are eight given points used along the desired curve as shown in Fig. 1. The numerical
values are given in Table 1. Also the design variables used in the optimization consist of the
seven variables x1, . . ., x7 for the slider crank and the nine variables x1, . . . , x9 for the four-
bar as shown in Figs. 2 and 3, plus one additional variable for each mechanism. This is the
crank angle g1 corresponding to the rst position (point 1) on the given curve, which is taken
as the variables x8 and x10 for the two mechanisms, respectively. The other crank positions gi
are computed from:
gi g1 Dgi i 2,3, . . . ,8
The values of Dgi are given in Table 1.
For the slider crank mechanism the coordinates of the generated points are
xi x 1 cos gi x 4 cos ci x 5

zi x 1 sin gi x 4 sin ci x 6
where
ci x 7 yi

Fig. 2. Slider crank.

90 X. Zhang et al. / Mechanism and Machine Theory 35 (2000) 8398

Fig. 3. Four-bar.
 
x 3 x 1 sin gi x 6
yi sin 1
x2

gi x 8 Dgi i 2,3, . . . :,8

The constraints used in the optimization are:

g1 1 x 1 R0

g2 1 x 2 R0

g3 1 x 4 R0

g4 x 1 30R0

g5 x 2 30R0

g6 x4 30R0

g5 x 1 0:85x 2 x3 x 6 R0

Table 1
Given points on desired curve

Point 1 2 3 4 5 6 7 8

xi 26 23 20 17 14 10 20 30
yi 16 16 16 16 16 13 7 13
Dgi (deg) 0 22 44 66 88 129 221 314
 X. Zhang et al. / Mechanism and Machine Theory 35 (2000) 8398 91

g6 x 1 0:85x 2 x 3 x 6 R0
Constraints g1, g2, . . . , g6 restrict the lengths of the links, while g7 and g8 impose movability
requirements on the mechanism. The coecient 0.85 used in these constraints further restricts
the design such that the angle between the connecting rod and x-axis (the direction of motion
of slider) will not approach 908.
For the four-bar mechanism the coordinates of the generated points are:
xi x 2 cos gi x 5 cos ci x 7

zi x 2 sin gi x 5 sin ci x 6
where
ci x 8 x 9 Zi o i
 
x 2 singi x 8
o i tan 1
x 1 x 2 cosgi x 8
" #
1 x 21 x 22 x 23 x 24 2x 1 x 2 gi x 8
Zi cos
2x 3 x 21 x 22 2x 1 x 2 cosgi x 8 0:5

gi x 10 Dgi i 2,3, . . . ,8
The constraints used are:
g1 1 x 2 R0

g2 1 x 5 R0

g3 x 2 x 1 R0

g2 x 2 x 3 R0

g5 x 2 x 4 R0

g6 x 1 x 2 x 3 x 4 R0

g7 x 2 x 3 x 1 x 4 R0

g8 x 2 x 4 x 1 x 3 R0

g9 x 1 30R0
92 X. Zhang et al. / Mechanism and Machine Theory 35 (2000) 8398

g10 x 3 30R0

g11 x 4 30R0

g12 x 5 30R0
Constraints g1,g3g8 force the mechanism to be a crank-rocker with the link described by x2 as
the crank link. The remaining constraints restrict the length of each link.
The primaldual infeasible-point method was applied to these two problems and two results
have been obtained, shown in Tables 2 and 3. Obviously the results from IPOP are better than
those from MINOS5.1 [29]. Here we specify three initial solutions for each of the mechanism
design problems, respectively. In these tables F, NIT, NF and R are the objective values at the
solution design, the number of iterations, the number of objective (and constraint) evaluations,
and the sum of the constraint violations at the solution design.
It can be observed that the IPOP is able to nd a better solution in 2127 iterations
beginning at any one of the given initial solutions. The number of function evaluations was
only one more than the number of iterations, since we use formula (4) other than the line
search process (3) to determine the step length, thus no function evluation is required for step
length determination. Figs. 4 and 5 show the optimal mechanisms, along with the generated
curve drawn to scale.

2.4. Example 2

A landing gear plays an important role in an aircraft's system and is one of the focal points
of the aircraft design. Because of the requirements of the aircraft structure and the special
functions of the landing gear, a complex spatial mechanism is often taken as the structure of a
landing gear and, therefore, the design of an aircraft landing gear is usually rather complicated.
Fig. 6 shows an aircraft landing gear mechanism, which is an RRRCRR spatial mechanism.

Table 2
Slider crank results

x (0) IPOP MINOS5.1 x (0) IPOP MINOS5.1 x (0) IPOP MINOS5.1

F 3.747186 3.945788 3.747186 3.945788E 3.747186 3.945788

NIT 21 13 24 17 21 41
NF 22 41 25 57 22 205
R 1.0  106 3.2  1015 9.9  107 0 9.5  107 1.1  1016
x1 3 9.3877 9.5447 7 9.3877 9.5448 6 9.3877 9.5448
x2 9 29.970 30.000 14 29.970 30.000 25 29.970 30.000
x3 4 6.6243 6.4257 1 6.6243 6.4255 4 6.6243 6.4253
x4 7 12.705 13.270 2 12.705 13.270 11 12.705 13.270
x5 1 8.2343 7.7601 4 8.2343 7.7598 3 8.2343 7.7600
x6 1 9.4625 9.5296 5 9.4625 9.5297 4 9.4625 9.5295
x7 0 51.087 0.80837 5 7.1046 0.80825 2 0.82138 0.80822
x8 0 57.465 0.92132 1 0.91603 0.92132 2 0.91603 0.92133
 X. Zhang et al. / Mechanism and Machine Theory 35 (2000) 8398 93

Table 3
Four-bar results

x (0) IPOP MINOS5.1 x (0) IPOP MINOS5.1 x (0) IPOP MINOS5.1

F 0.478924 0.478924 0.478924 0.478924 1.184464 1.184463

NIT 22 67 27 82 25 104
NF 23 147 28 209 26 521
R 0.113 0.113 0.112 0.112 7.1  1015 6.1  106
x1 5 24.068 24.068 25 24.069 24.069 25 20.478 20.478
x2 3 8.1988 8.1988 8.5 8.1988 8.1988 20 4.8226 4.8226
x3 6.4 16.942 16.942 22 16.942 16.942 26 12.700 12.700
x4 8 15.438 15.438 22 15.438 15.438 26 12.600 12.600
x5 19 9.9623 9.9623 13 9.9625 9.9625 10 11.850 11.850
x6 3.1 6.3662 6.3662 2 6.3661 6.3661 3 23.429 23.429
x7 2 12.948 12.948 2 12.948 12.948 3 18.242 18.242
x8 6 1.2680 1.2680 1 5.0151 5.0151 0 29.781 0.29782
x9 1 1.3549 1.3549 1 1.3547 1.3547 0 4.0266 4.0266
x10 2 1.1377 1.1377 1 1.1377 1.1377 0 0.68426 0.68427

Here, the purpose of optimization is to nd a set of dimensions x1, x2, x3, x4, x5, x6, x7, x8
such that the distance between axis II and axis AC is maximized in the range of movement of
the mechanism. In the problem, the design variables x1, x2, x3, x4 are the lengths of linkages
OD, DE, EA, CB, x5 is the rotating angle of linkage OD, x6, x7, x8 are the coordinates of
point B. Axis II is a spatial axis which is dened by a set of known spatial direction cosines
(m, n, p ). Based on the XYZ-axes and the mutual relations between the joints, the
mathematical programming model of the problem can be written as follows:
q
min fx x A Dxl ms2 yA Dyl ns2 zA Dzl ps2

s:t: 2 j An Cn j j A0 C0 j r100

Fig. 4. Slider crank optimal design.

94 X. Zhang et al. / Mechanism and Machine Theory 35 (2000) 8398

Fig. 5. Four-bar optimal design.

Fig. 6. Aircraft landing gear mechanism.

   

arctgH=L arctg zB x 1 R p
 
 yB x 2  4

x 1 <0

90Rx 2 R 30

45Rx 3 R100
 X. Zhang et al. / Mechanism and Machine Theory 35 (2000) 8398 95

20Rx 4 R50

7p
0Rx 5 R
18
where
q
j An Cn j x An x Cn 2 yAn yCn 2 zAn zCn 2

q
j A0 C0 j x A0 x C0 2 yA0 yC0 2 zA0 zC0 2

x A Dx yA Dy zA Dzm2 n2 p2
l
m2 n2 p2 Dx 2 Dy2 Dz2 mDx nDy pDz2
mx A nyA pzA mDx nDy pDz

m2 n2 p2 Dx 2 Dy2 DZ 2 mDx nDy pDz2

mx A nyA pzA Dx 2 Dy2 Dz2

s
m2 n2 p2 Dx 2 Dy2 Dz2 mDx nDy pDz2
x A Dx yA Dy zA DzmDx nDy pDz

m2 n2 p2 Dx 2 Dy2 Dz2 mDx nDy pDz2

cos f1 cos f2
m p

cos f2 sin 2 f2 cos 2 f1
2

n m tg f1

p m tg f2

Here, f1 is the angle between axis OX and the projection of axis II on the plane XOZ, while
f2 is the angle between axis OX and the projection of axis II on plane XOY.
0 1 0 2 10 1
xA m 1 a1 a1 mn1 a1 pa2 mp1 a1 na2 x3
@ yA A @ mn1 a1 pa2 n2 1 a1 a1 np1 a1 ma2 A @ x2 A
zA 2 x1
mp1 a1 na2 np1 a1 ma2 p 1 a1 a1

a1 cos x 5 , a2 sin x 5
96 X. Zhang et al. / Mechanism and Machine Theory 35 (2000) 8398
0 1 0 1
xC x6
@ yC A @ x 7 x 4 cosarctgH=L A
zc x 8 x 4 sinarctgH=L

0 1 0 1
x A0 x3
@ x A0 A @ x 2 A
zA0 x1

0 1 0 1
x C0 x6
@ yC0 A @ x 7 x 4 cosarctgHA0 =LA0 A
zC0 x 8 x 4 sinarctgHA0 =LA0

0 1 0 10 1
x An 0:987523 0:0168589 0:15657 x3
@ yAn A @ 0:152549 0:349151 0:924566 A@ x 2 A
zAn 0:0390794 0:936915 0:347366 x1

0 1 0 1
x Cn x6
@ yCn A @ x 7 x 4 cosarctgHAn =LAn A
zCn x 8 x 4 sinarctgHAn =LAn

H zA x 8

L x 7 yA

HA0 zA0 x 8

LA0 x 7 yA0

HAn zAn x 8

LAn x 7 yAn
The problem was solved by IPOP in 27 iterations, and the main computational results obtained

Table 4
Aircraft landing gear results

x (0) 100.00, 90.000, 45.000, 20.000 F (0) 1.419465  102

70.000, 110.00, 640.00, 70.000
x 196.10, 90.000, 100.00, 23.527 F 2.291913  102
42.753, 110.00, 660.00, 55.000
NIT 27 R 1.10  108 E 4.03  107
 X. Zhang et al. / Mechanism and Machine Theory 35 (2000) 8398 97

from IPOP are shown in Table 4. In the table, in addition to those described in the previous
tables, x (0), x and F (0) are the initial solution, nal solution and initial objective value,
respectively, while E is the norm of the KT vector at the nal solution. On the basis of the
results listed in Table 4, we modied the mechanism design further through the kinematic and
dynamic analysis of the mechanism.

3. Conclusions

This paper presents an interior point method for mechanism design, an extension of the
primaldual infeasible-interior-point LP algorithm. From the experiences with standard
optimization test problems and from its application to mechanism design as discussed in this
paper, the proposed algorithm has the following good properties:
1. The number of iterations required to nd an approximate optimal solution is only slightly
increased when the number of design variables and constraints increases greatly, especially
for convex programming problems.
2. The inequality constraints violation at the obtained solution is usually negative, i.e. the
solution obtained by our program often is an interior point of the feasible region, which can
be seen more clearly when the problem has only linear constraints.
3. The number of function evaluations was only one more than the number of iterations.
Therefore, the method is a very ecient and reliable approach for problems with linear
constraints and an objective function which is the sum of squared quantities. Also the
algorithm can be easily extended to solve general nonlinear optimization problems
eectively, as shown in Example 2.

Acknowledgements

This research was supported by the National Science Foundation of China (no. 5880188).

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