Sequential linearization method for multilevel optimization
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Engineering topics
Publications and source records attributed to Vanderplaats, G. N..
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The author has developed several general purpose optimization programs over the past twenty years. The earlier programs were developed as research codes and served that purpose reasonably well. However, in taking the formal step from research to industrial application programs, several important lessons have been learned. Among these are the importance of clear documentation, immediate user support, and consistent maintenance. Most important has been the issue of providing software that gives a good, or at least acceptable, design at minimum computational cost. Here, the basic issues developing optimization software for industrial applications are outlined and issues of convergence rate, reliability, and relative minima are discussed. Considerable feedback has been received from users, and new software is being developed to respond to identified needs. The basic capabilities of this software are outlined. A major motivation for the development of commercial grade software is ease of use and flexibility, and these issues are discussed with reference to general multidisciplinary applications. It is concluded that design productivity can be significantly enhanced by the more widespread use of optimization as an everyday design tool.
An efficient method for solving the structural optimization problem of defining member properties and responses in terms of design variables and calculated direct responses is proposed. The present approach provides the user with a simple means of interfacing design analysis models, as well as imposing constraints on functions which are not otherwise directly available. Results are presented for the examples of a three-bar truss, a 25-bar truss, the matching of calculated responses to measured responses, and the design of a rectangular beam.
The use of formal numerical optimization methods for the design of gears is investigated. To achieve this, computer codes were developed for the analysis of spur gears and spiral bevel gears. These codes calculate the life, dynamic load, bending strength, surface durability, gear weight and size, and various geometric parameters. It is necessary to calculate all such important responses because they all represent competing requirements in the design process. The codes developed here were written in subroutine form and coupled to the COPES/ADS general purpose optimization program. This code allows the user to define the optimization problem at the time of program execution. Typical design variables include face width, number of teeth and diametral pitch. The user is free to choose any calculated response as the design objective to minimize or maximize and may impose lower and upper bounds on any calculated responses. Typical examples include life maximization with limits on dynamic load, stress, weight, etc. or minimization of weight subject to limits on life, dynamic load, etc. The research codes were written in modular form for easy expansion and so that they could be combined to create a multiple reduction optimization capability in future.
An efficient multilevel deisgn optimization technique is presented. The proposed method is based on the concept of providing linearized information between the system level and subsystem level optimization tasks. The advantages of the method are that it does not require optimum sensitivities, nonlinear equality constraints are not needed, and the method is relatively easy to use. The disadvantage is that the coupling between subsystems is not dealt with in a precise mathematical manner.
Optimum sensitivity is defined as the derivative of the optimum design with respect to some problem parameter, P. The problem parameter is usually fixed during optimization, but may be changed later. Thus, optimum sensitivity is used to estimate the effect of changes in loads, materials or constraint bounds on the design without expensive re-optimization. Here, the general topic of optimum sensitivity is discussed, available methods identified, examples given, and the difficulties encountered in calculating this information in nonlinear constrained optimization are identified.
Automated Design Synthesis (ADS) program is general-purpose numerical optimization program containing wide variety of algorithms. Assumed user prepares analysis problem capable of computing objective function and constraints. Program able to accept as part of input design variable quantities. Optimization process carried out by ADS coupled with user's program. ADS used for constrained and unconstrained function minimization. Solution of general problem separated into three basic levels: Strategy, Optimizer, and One-Dimensional Search. Already significant applications in area of structural synthesis (minimum-weight design).
A new general-purpose optimization program for engineering design is described. ADS (Automated Design Synthesis) is a FORTRAN program for nonlinear constrained (or unconstrained) function minimization. The optimization process is segmented into three levels: Strategy, Optimizer, and One-dimensional search. At each level, several options are available so that a total of nearly 100 possible combinations can be created. An example of available combinations is the Augmented Lagrange Multiplier method, using the BFGS variable metric unconstrained minimization together with polynomial interpolation for the one-dimensional search.
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A new general-purpose optimization program for engineering design is described. ADS (Automated Design Synthesis - Version 1.10) is a FORTRAN program for solution of nonlinear constrained optimization problems. The program is segmented into three levels: strategy, optimizer, and one-dimensional search. At each level, several options are available so that a total of over 100 possible combinations can be created. Examples of available strategies are sequential unconstrained minimization, the Augmented Lagrange Multiplier method, and Sequential Linear Programming. Available optimizers include variable metric methods and the Method of Feasible Directions as examples, and one-dimensional search options include polynomial interpolation and the Golden Section method as examples. Emphasis is placed on ease of use of the program. All information is transferred via a single parameter list. Default values are provided for all internal program parameters such as convergence criteria, and the user is given a simple means to over-ride these, if desired.
A general purpose optimization program is coupled to a large scale finite element program to provide an efficient tool for structural synthesis. The resulting interface program may be used to design structures for minimum weight, subject to constraints on stress, displacement, and vibration frequencies. A variety of state-of-the-art techniques are employed, including design variable linking, constraint deletion, reciprocal variables, and formal approximations. The capability is demonstrated with the design of a gear housing using 30 design variables and over 5000 nonlinear inequality constraints. The finite element model consists of over 1600 elements and 7000 displacement degrees of freedom. The design required six detailed finite element analyses and approximately one hour on a Cray-1s supercomputer. It is concluded that structures of practical size and complexity can be efficiently designed using numerical optimization.
Powell (1977, 1978), Biggs (1972, 1975), and Han (1976, 1977) have developed a class of variable metric methods which create an explicit, quadratic, subproblem which is to be solved for finding a search direction for design improvement. A one-dimensional search is then performed. The present paper has the objective to present this variable metric approach in the context of structural synthesis. The variable metric algorithm is modified for application to the structural synthesis problem. The application of the new procedure is illustrated with the aid of examples, taking into account a 10-bar planar truss, a 17-bar planar tower, and a cantilever beam.
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A new general-purpose optimization program for engineering design is described. ADS-1 (Automated Design Synthesis - Version 1) is a FORTRAN program for solution of nonlinear constrained optimization problems. The program is segmented into three levels, being strategy, optimizer, and one-dimensional search. At each level, several options are available so that a total of over 100 possible combinations can be created. Examples of available strategies are sequential unconstrained minimization, the Augmented Lagrange Multiplier method, and Sequential Linear Programming. Available optimizers include variable metric methods and the Method of Feasible Directions as examples and one-dimensional search options include polynomial interpolation and the Golden Section method as examples. Emphasis is placed on ease of use of the program. All information is transferred via a single parameter list. Default values are provided for all internal program parameters such as convergence criteria, and the user is given a simple means to over-ride these, if desired. The program is demonstrated with a simple structural design example.
Two methods for obtaining the sensitivity of an optimized design to changes in problem parameters are presented. The first-order method uses gradient information to estimate the required sensitivity. The second-order method uses second derivatives of the design objective and constraint functions to provide a quadratic approximation to the new design which results from changing the specified parameter. It is shown that the sensitivity of the optimized design may be discontinuous with respect to the new parameter. This discontinuity is accounted for in the present methods. These methods are compared to a previous approach based on the Kuhn-Tucker necessary conditions for optimality. It is shown that the present methods provide the appropriate sensitivity information in an efficient manner. The methods are demonstrated by a structural synthesis example.
The mathematical statement of the general nonlinear optimization problem is given as follows: find the vector of design variables, X, that will minimize f(X) subject to G sub J (x) + or - 0 j=1,m H sub K hk(X) = 0 k=1,l X Lower I approx less than X sub I approx. less than X U over I i = 1,N. The vector of design variables, X, includes all those variables which may be changed by the ADS program in order to arrive at the optimum design. The objective function F(X) to be minimized may be weight, cost or some other performance measure. If the objective is to be maximized, this is accomplished by minimizing -F(X). The inequality constraints include limits on stress, deformation, aeroelastic response or controllability, as examples, and may be nonlinear implicit functions of the design variables, X. The equality constraints h sub k(X) represent conditions that must be satisfied precisely for the design to be acceptable. Equality constraints are not fully operational in version 1.0 of the ADS program, although they are available in the Augmented Lagrange Multiplier method. The side constraints given by the last equation are used to directly limit the region of search for the optimum. The ADS program will never consider a design which is not within these limits.
Today, numerous programs are available which may be coupled with finite element analysis or other analysis techniques to perform the optimization function in the solution of structural synthesis problems. However, most of these codes include only one or two algorithms and many have not been tested on problems of significant size and complexity. There is, therefore, a need for a reliable, general-purpose, publicly available code, containing a variety of modern algorithms for use in structural synthesis as well as general engineering design. The ADS-1 program (Automated Design Synthesis: Version 1) was written in response to this need. The present investigation has the objective to present the capabilities of the ADS program and to demonstrate its application to structural synthesis. The ADS program solves the general nonlinear constrained optimization problem in the standard form. At each level of the optimization process, several options are available.