Design Optimization: Constrained Multiobjective Optimization Discrete Variables Approximation Techniques

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
VR&D
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
6
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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7
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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8
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
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
10
10
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
11
11
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
12
VR&D
12
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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13
13
Example
Ten Variable Cantilevered Beam

P = 50,000 NT
1
L = 500 cm
E = 200 GPa
< 14,000 Nt/cm2

< 2.7 cm
VR&D
CROSS
SECTION
H
B
14
14
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
VR&D
15
15
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
33
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
16
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
17
Approximation Techniques
Methods Available
VR&D
Design Variable Linking

Basis Reduction
Simplified Analysis
Formal Approximations
18
18

5
10
6
7
3
10
1
Y
1
VR&D
19
19
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]
20
20
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
VR&D
21
21
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
22
22
Example: Airfoil
BASIS SHAPE 1
BASIS SHAPE 2
BASIS SHAPE 3
BASIS SHAPE 4
Optimum Airfoil
X i [Shapei ]
i 1
VR&D
23
23
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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24
24
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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25
25
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
26
VR&D
26
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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27
27
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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28
28
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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29
29
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
30
30
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!
VR&D
31
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Design Optimization: Constrained Multiobjective Optimization Discrete Variables Approximation Techniques

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DESIGN OPTIMIZATION

Ten Variable Tapered Beam

< 14,000 Nt/cm2

Stress Limit = 14,000

Target Volume = 65,000

Same as Case 2 but Weighting Factor on

Results Using VisualDOC

Discrete Variable Optimization

Dual Methods with Convex Approximations

Seldom Produces an Optimum Discrete Solution

Branch and Bound

Theoretically Correct for Convex Problems

First Create a Conservative Approximation

Always use Direct Approximation if Xi is Near Zero or

For Each Proposed , the Xi are Calculated From

Choose the Sign on Xi According to the Sign of

Modifications: Moving Asymtotes

Usually Gives a Good Optimum, but Doesnt

Branch and Bound

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

The Continuous Optimization Solution is

Branch and Bound Tree

Branch and Bound

The Variables May be

The Problem Must be Solvable as a Continuous Variable

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

If Approximations are Not of High Quality

The Discrete Solution may not be Feasible

Ten Variable Cantilevered Beam

< 14,000 Nt/cm2

All Design Variables are 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

Design Variable Linking

Design Variable Linking

Design Variable Linking

One to One Linking

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

Where Xi are the Independent Design Variables

Dramatically Reduces the Number of Independent

Therefore, Only an Upper Bound on the Optimum is Found

If the Basis Vectors are Carefully Chosen, this Should

Create a Detailed Analysis Model

If Detailed Analysis is Very Expensive this Can

Create a Taylor Series Approximation and Use

Sequential Linear Programming is a Classical

Today These Methods are Called Response

If Only Function Values are Available,

If the Xi are Small, this is Finite Difference

If we Have Many Candidate Designs, Xi, Spread

Using Function Values only, Begin with a few

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

Optimize with Move Limits and Evaluate the

If Gradient Information is Available, this Can

Example: Airfoil Design