Engineering topics

Lewis, Robert Michael

Publications and source records attributed to Lewis, Robert Michael.

17 records

NASA NTRS2004

Reconfigurability in MDO Problem Synthesis

Integrating autonomous disciplines into a problem amenable to solution presents a major challenge in realistic multidisciplinary design optimization (MDO). We propose a linguistic approach to MDO problem description, formulation, and solution we call reconfigurable multidisciplinary synthesis (REMS). With assistance from computer science techniques, REMS comprises an abstract language and a collection of processes that provide a means for dynamic reasoning about MDO problems in a range of contexts. The approach may be summarized as follows. Description of disciplinary data according to the rules of a grammar, followed by lexical analysis and compilation, yields basic computational components that can be assembled into various MDO problem formulations and solution algorithms, including hybrid strategies, with relative ease. The ability to re-use the computational components is due to the special structure of the MDO problem. The range of contexts for reasoning about MDO spans tasks from error checking and derivative computation to formulation and reformulation of optimization problem statements. In highly structured contexts, reconfigurability can mean a straightforward transformation among problem formulations with a single operation. We hope that REMS will enable experimentation with a variety of problem formulations in research environments, assist in the assembly of MDO test problems, and serve as a pre-processor in computational frameworks in production environments. This paper, Part 1 of two companion papers, discusses the fundamentals of REMS. Part 2 illustrates the methodology in more detail.

Alexandrov, Natalia M.↗

NASA NTRS2004

Reconfigurability in MDO Problem Synthesis

Integrating autonomous disciplines into a problem amenable to solution presents a major challenge in realistic multidisciplinary design optimization (MDO). We propose a linguistic approach to MDO problem description, formulation, and solution we call reconfigurable multidisciplinary synthesis (REMS). With assistance from computer science techniques, REMS comprises an abstract language and a collection of processes that provide a means for dynamic reasoning about MDO problems in a range of contexts. The approach may be summarized as follows. Description of disciplinary data according to the rules of a grammar, followed by lexical analysis and compilation, yields basic computational components that can be assembled into various MDO problem formulations and solution algorithms, including hybrid strategies, with relative ease. The ability to re-use the computational components is due to the special structure of the MDO problem. The range of contexts for reasoning about MDO spans tasks from error checking and derivative computation to formulation and reformulation of optimization problem statements. In highly structured contexts, reconfigurability can mean a straightforward transformation among problem formulations with a single operation. We hope that REMS will enable experimentation with a variety of problem formulations in research environments, assist in the assembly of MDO test problems, and serve as a pre-processor in computational frameworks in production environments. Part 1 of two companion papers, discusses the fundamentals of REMS. This paper, Part 2 illustrates the methodology in more detail.

Alexandrov, Natalia M.↗

NASA NTRS2003

Dynamically Reconfigurable Approach to Multidisciplinary Problems

The complexity and autonomy of the constituent disciplines and the diversity of the disciplinary data formats make the task of integrating simulations into a multidisciplinary design optimization problem extremely time-consuming and difficult. We propose a dynamically reconfigurable approach to MDO problem formulation wherein an appropriate implementation of the disciplinary information results in basic computational components that can be combined into different MDO problem formulations and solution algorithms, including hybrid strategies, with relative ease. The ability to re-use the computational components is due to the special structure of the MDO problem. We believe that this structure can and should be used to formulate and solve optimization problems in the multidisciplinary context. The present work identifies the basic computational components in several MDO problem formulations and examines the dynamically reconfigurable approach in the context of a popular class of optimization methods. We show that if the disciplinary sensitivity information is implemented in a modular fashion, the transfer of sensitivity information among the formulations under study is straightforward. This enables not only experimentation with a variety of problem formations in a research environment, but also the flexible use of formulations in a production design environment.

Alexandrov, Natalie M.↗

NASA NTRS2000

On the Local Convergence of Pattern Search

We examine the local convergence properties of pattern search methods, complementing the previously established global convergence properties for this class of algorithms. We show that the step-length control parameter which appears in the definition of pattern search algorithms provides a reliable asymptotic measure of first-order stationarity. This gives an analytical justification for a traditional stopping criterion for pattern search methods. Using this measure of first-order stationarity, we analyze the behavior of pattern search in the neighborhood of an isolated local minimizer. We show that a recognizable subsequence converges r-linearly to the minimizer.

Dolan, Elizabeth D.↗

NASA NTRS2000

Analytical and Computational Aspects of Collaborative Optimization

Bilevel problem formulations have received considerable attention as an approach to multidisciplinary optimization in engineering. We examine the analytical and computational properties of one such approach, collaborative optimization. The resulting system-level optimization problems suffer from inherent computational difficulties due to the bilevel nature of the method. Most notably, it is impossible to characterize and hence identify solutions of the system-level problems because the standard first-order conditions for solutions of constrained optimization problems do not hold. The analytical features of the system-level problem make it difficult to apply conventional nonlinear programming algorithms. Simple examples illustrate the analysis and the algorithmic consequences for optimization methods. We conclude with additional observations on the practical implications of the analytical and computational properties of collaborative optimization.

Alexandrov, Natalia M.↗

NASA NTRS2000

Algorithmic Perspectives on Problem Formulations in MDO

This work is concerned with an approach to formulating the multidisciplinary optimization (MDO) problem that reflects an algorithmic perspective on MDO problem solution. The algorithmic perspective focuses on formulating the problem in light of the abilities and inabilities of optimization algorithms, so that the resulting nonlinear programming problem can be solved reliably and efficiently by conventional optimization techniques. We propose a modular approach to formulating MDO problems that takes advantage of the problem structure, maximizes the autonomy of implementation, and allows for multiple easily interchangeable problem statements to be used depending on the available resources and the characteristics of the application problem.

Alexandrov, Natalia M.↗

NASA NTRS2000

Analytical and Computational Properties of Distributed Approaches to MDO

Historical evolution of engineering disciplines and the complexity of the MDO problem suggest that disciplinary autonomy is a desirable goal in formulating and solving MDO problems. We examine the notion of disciplinary autonomy and discuss the analytical properties of three approaches to formulating and solving MDO problems that achieve varying degrees of autonomy by distributing the problem along disciplinary lines. Two of the approaches-Optimization by Linear Decomposition and Collaborative Optimization-are based on bi-level optimization and reflect what we call a structural perspective. The third approach, Distributed Analysis Optimization, is a single-level approach that arises from what we call an algorithmic perspective. The main conclusion of the paper is that disciplinary autonomy may come at a price: in the bi-level approaches, the system-level constraints introduced to relax the interdisciplinary coupling and enable disciplinary autonomy can cause analytical and computational difficulties for optimization algorithms. The single-level alternative we discuss affords a more limited degree of autonomy than that of the bi-level approaches, but without the computational difficulties of the bi-level methods. Key Words: Autonomy, bi-level optimization, distributed optimization, multidisciplinary optimization, multilevel optimization, nonlinear programming, problem integration, system synthesis

Alexandrov, Natalia M.↗

NASA NTRS2000

First-Order Frameworks for Managing Models in Engineering Optimization

Approximation/model management optimization (AMMO) is a rigorous methodology for attaining solutions of high-fidelity optimization problems with minimal expense in high- fidelity function and derivative evaluation. First-order AMMO frameworks allow for a wide variety of models and underlying optimization algorithms. Recent demonstrations with aerodynamic optimization achieved three-fold savings in terms of high- fidelity function and derivative evaluation in the case of variable-resolution models and five-fold savings in the case of variable-fidelity physics models. The savings are problem dependent but certain trends are beginning to emerge. We give an overview of the first-order frameworks, current computational results, and an idea of the scope of the first-order framework applicability.

Alexandrov, Natlia M.↗

NASA NTRS1999

Comparative Properties of Collaborative Optimization and Other Approaches to MDO

We, discuss criteria by which one can classify, analyze, and evaluate approaches to solving multidisciplinary design optimization (MDO) problems. Central to our discussion is the often overlooked distinction between questions of formulating MDO problems and solving the resulting computational problem. We illustrate our general remarks by comparing several approaches to MDO that have been proposed.

Alexandrov, Natalia M.↗

NASA NTRS1999

Comparative Properties of Collaborative Optimization and other Approaches to MDO

We discuss criteria by which one can classify, analyze, and evaluate approaches to solving multidisciplinary design optimization (MDO) problems. Central to our discussion is the often overlooked distinction between questions of formulating MDO problems and solving the resulting computational problem. We illustrate our general remarks by comparing several approaches to MDO that have been proposed.

Alexandrov, Natalia M.↗

NASA NTRS1998

A Posteriori Finite Element Bounds for Sensitivity Derivatives of Partial-Differential-Equation Outputs

We present a Neumann-subproblem a posteriori finite element procedure for the efficient and accurate calculation of rigorous, 'constant-free' upper and lower bounds for sensitivity derivatives of functionals of the solutions of partial differential equations. The design motivation for sensitivity derivative error control is discussed; the a posteriori finite element procedure is described; the asymptotic bounding properties and computational complexity of the method are summarized; and illustrative numerical results are presented.

Lewis, Robert Michael↗

NASA NTRS1998

A Globally Convergent Augmented Lagrangian Pattern Search Algorithm for Optimization with General Constraints and Simple Bounds

We give a pattern search adaptation of an augmented Lagrangian method due to Conn, Gould, and Toint. The algorithm proceeds by successive bound constrained minimization of an augmented Lagrangian. In the pattern search adaptation we solve this subproblem approximately using a bound constrained pattern search method. The stopping criterion proposed by Conn, Gould, and Toint for the solution of this subproblem requires explicit knowledge of derivatives. Such information is presumed absent in pattern search methods; however, we show how we can replace this with a stopping criterion based on the pattern size in a way that preserves the convergence properties of the original algorithm. In this way we proceed by successive, inexact, bound constrained minimization without knowing exactly how inexact the minimization is. So far as we know, this is the first provably convergent direct search method for general nonlinear programming.

Lewis, Robert Michael↗

NASA NTRS1998

Pattern Search Methods for Linearly Constrained Minimization

We extend pattern search methods to linearly constrained minimization. We develop a general class of feasible point pattern search algorithms and prove global convergence to a Karush-Kuhn-Tucker point. As in the case of unconstrained minimization, pattern search methods for linearly constrained problems accomplish this without explicit recourse to the gradient or the directional derivative. Key to the analysis of the algorithms is the way in which the local search patterns conform to the geometry of the boundary of the feasible region.

Lewis, Robert Michael↗

NASA NTRS1997

Numerical Computation of Sensitivities and the Adjoint Approach

We discuss the numerical computation of sensitivities via the adjoint approach in optimization problems governed by differential equations. We focus on the adjoint problem in its weak form. We show how one can avoid some of the problems with the adjoint approach, such as deriving suitable boundary conditions for the adjoint equation. We discuss the convergence of numerical approximations of the costate computed via the weak form of the adjoint problem and show the significance for the discrete adjoint problem.

Lewis, Robert Michael↗

NASA NTRS1997

A Nonlinear Programming Perspective on Sensitivity Calculations for Systems Governed by State Equations

This paper discusses the calculation of sensitivities. or derivatives, for optimization problems involving systems governed by differential equations and other state relations. The subject is examined from the point of view of nonlinear programming, beginning with the analytical structure of the first and second derivatives associated with such problems and the relation of these derivatives to implicit differentiation and equality constrained optimization. We also outline an error analysis of the analytical formulae and compare the results with similar results for finite-difference estimates of derivatives. We then attend to an investigation of the nature of the adjoint method and the adjoint equations and their relation to directions of steepest descent. We illustrate the points discussed with an optimization problem in which the variables are the coefficients in a differential operator.

Lewis, Robert Michael↗

NASA NTRS1996

Pattern Search Algorithms for Bound Constrained Minimization

We present a convergence theory for pattern search methods for solving bound constrained nonlinear programs. The analysis relies on the abstract structure of pattern search methods and an understanding of how the pattern interacts with the bound constraints. This analysis makes it possible to develop pattern search methods for bound constrained problems while only slightly restricting the flexibility present in pattern search methods for unconstrained problems. We prove global convergence despite the fact that pattern search methods do not have explicit information concerning the gradient and its projection onto the feasible region and consequently are unable to enforce explicitly a notion of sufficient feasible decrease.

Lewis, Robert Michael↗

NASA NTRS1995

Practical aspects of variable reduction formulations and reduced basis algorithms in multidisciplinary design optimization

This paper discusses certain connections between nonlinear programming algorithms and the formulation of optimization problems for systems governed by state constraints. The major points of this paper are the detailed calculation of the sensitivities associated with different formulations of optimization problems and the identification of some useful relationships between different formulations. These relationships have practical consequences; if one uses a reduced basis nonlinear programming algorithm, then the implementations for the different formulations need only differ in a single step.

Lewis, Robert Michael↗