Finite Element Analysis for Mechanical and Aerospace Design

Prof. Nicholas Zabaras Materials Process Design and Control Laboratory Sibley School of Mechanical and Aerospace Engineering 101 Rhodes Hall Cornell University Ithaca, NY 14853-3801 zabaras@cornell.edu http://mpdc.mae.cornell.edu
MAE 4700 – FE Analysis for Mechanical & Aerospace Design N. Zabaras (11/11/2010) 1

Design is the heart of many industries

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Topology Optimization • Compute the density of the material.

http://www.topopt.dtu.dk

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References
• • • • • • • • • Introduction to optimum design, J. Arora Elements of Structural Optimization, R. Haftka and Z. Gurdal Engineering Design Optimization, lecture notes by N. Olhoff Multidisciplinary System Design Optimization, Lecture notes from MIT Structural Optimization, Lecture notes from R. Haftka Structural sensitivity analysis and optimization, K. K. Choi and N. H. Kim Principles of Optimal Design – Modeling and Computation, P. Papalambros and D. Wild Numerical Optimization Techniques for Engineering Design, G. Vanderplaats Topology Optimization, M. Bendsoe and O. Sigmund

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Analysis vs Synthesis
• Analysis: Find the properties of a product (predict consequences) • Synthesis/Design: Create a product with desired properties • Optimization: Mathematical methods used in the inverse analysis • To design you first need to be able to do analysis • Design is much more complex than analysis (nonuniqueness, non-feasibility, etc.) Here we are interested in very limited aspects of design: mainly reviewing in some superficial manner optimization & design of systems analyzed by the FEM – i.e. in systems where the analysis is implicit, complex and expensive
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Definitions
• Design space: all possible designs • Objective function: a measure of the quality of the design (user defined) • Constraints: On design requirements, material availability, geometry, topology, etc. Definition of a design problem is not as easy as it looks ‰ Often conflicting objectives (trade-off) ‰ What is to be considered as an objective and what as a constraint
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Example • You want to design a bicycle with the following properties:
– Stiffness – Lightness – Low cost – Durability – Aesthetics – Etc. These are conflicting criteria
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Mathematical statement • A typical design problem can be stated as an optimization problem: Objective function
Minimize : g o (x), x = { x1 , x2 ,...xn } Subject to : gi (x) ≤ Gi , i = 1, 2,...m
Constraints Design space

• In most designs using FEM all functions (and their derivatives) are defined implicitly
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Graphical intepretation of an optimization problem

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Sensitivity analysis
• We need to find the minimum having only a feel of the slope • If we know the value and slope of the functions in the current point, x(k), then we can approximate the problem

Minimize : g o (x( k ) ) + ∇g o (x ( k ) )(x − x ( k ) ) + ..., x = { x1 , x2 ,...xn } Subject to : gi (x ( k ) ) + ∇gi (x( k ) )(x − x( k ) ) + ... ≤ Gi , i = 1, 2,...m
• The solution to the above approximate problem should provide a step in the right direction. • Sensitivity analysis is finding the gradients (with respect to the design variables) of the functions of the problem

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Computing sensitivities
• We don’t know the mathematical form of the function we are dealing with because the problem is implicit. So we cannot just differentiate symbolically. • We can find the gradient by forward finite difference:

∇g i ( x ( k ) ) =

gi (x ( k ) + Δx j ) − gi (x ( k ) ) Δx j 

Sensitivity wrt x j

, j = 1, 2,..., n

• This requires one additional direct analysis for each design variable and thus it can be a time consuming process when we have many variables.

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Sensitivity Analysis
• Optimization methods rely on gradients

• • •

If you know the analytical expressions for gi, then you can differentiate analytically (analytical method) If gi is numerically (e.g. FEM) defined, then you can compute the gradient numerically (use finite differences). If you know something about gi but not the full expression, then it may be possible to work in part analytically (semi-analytical method)
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Finite Difference Approximations • Choosing the right value of Δx is a compromise between round-off errors and truncation errors.
Forward finite difference Backward finite difference

Central finite difference

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Finite Element Analysis
• In finite element analysis, we roughly go through the following steps:

• •

If we denote the size of the problem in terms of nodes, elements or degrees of freedom by n, then step 1 is proportional to n, step 3 is propotional to n2, and step 2 is proportional to n3. In FE analysis, we solve the problem: Ku=F We imagine that the problem depends on design variables x = {x1, x2, .. , xn}, and we want to find the sensitivity w.r.t. xj.

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Sensitivity Analysis
Direct FEM Analysis :[ K ]{u} = {F }
∂{u} ∂{F } ∂[ K ] Sensitivity FEM Analysis :[ K ] = − {u} ∂x j ∂x j ∂x j N 

Unknown sensitivity vector Pseudo − load vector for sensitivity analysis

∂{F } Δ{F } ≈ ∂x j Δx j ∂[ K ] Δ[ K ] ≈ ∂x j Δx j
The finite differences computation of these terms is not very time consuming. It is only proportional to the problem size.

• We are solving a system with the same [K] as before, so we do not have to perform the time-consuming operation [K] =[L][D][L]T again!

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Sensitivity Analysis
• Let us consider the following simple problem: study the sensitivity of the end deflection w.r.t. the beam length. • This problem is solved within the Bernoulli-Euler theory using the FEM analysis considered earlier. • It is also very simple to compute the analytical solution to this problem.

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Sensitivity Analysis
• • • It turns out that the error in the computed sensitivity grows with the square of the number of elements! Recall that in the FEM formulation we have both displacements and rotations in the u vector and both forces and moments in the f vector. The resulting tip deflection is the difference between the contributions from all the forces ∂{u} ∂{F } ∂[ K ] [K ] = − {u} in different directions. The more elements, ∂x j ∂x j ∂x j the more forces. If all the forces are a little bit wrong, then the resulting deflection is a small difference between two large erroneous numbers Various ways to eliminate this problem: (a) Design-differentiate the original governing equations and then use FEM discretization; (b) Do not introduce FD errors until after the equation solution has been done, etc.
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The design space is usually large
• The frame on the right has 11 members. Let us assume the very simple design problem of finding cross -sectional areas of the truss members. Let us furthermore limit the search to 5 different standard cross-section sizes. • The design space’s size is then 511 different designs! • You need optimization to search the design space • Lets say you want to design the geometry in a turbine to control some properties – usually these properties are implicitly defined in terms of the geometry using FEM. For example, the temperature, stresses, etc. depend on the shape through a complex multiphysics FEM analysis.
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Global minimum of a scalar function

Global minimum: f(x*) <f(x) for all x. We can have many global minima (all equally good)

Strict global minimum: f(x*) < f(x) for all x

Local minimum: f(x*)< f(x+ε) where ε is a small number

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Optimality conditions
• • • • Necessary condition: f’(x) = 0 Sufficient condition: f’’(x) > 0 This will identify only local optima. For general functions, there are no conditions that will ensure a global optimum.

If f(x) is continuous in a closed and limited set, S, then f has a global minimum in S (Weierstrass’ theorem)
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Positive definite matrices
• Let d be an arbitrary direction vector at point x. The quadratic form dTH(x)d is said to be positive definite, positive semidefinite, negative semidefinite, negative definite if dTH(x)d > 0, ≥ 0, ≤ 0, < 0, respectively, for all d ≠ 0 at x. • If dTH(x)d can assume positive as well as negative values, it is said to be indefinite. • If dTH(x)d is positive definite, positive semidefinite, etc., then matrix H(x) is said to be positive definite, positive semidefinite, etc.

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Optimality conditions for multi-dimensional problems

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Stationary points • When the stationary point is a local maximum? • When the stationary point is a saddle point? • When the stationary point is a local minimum?

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When can we be sure to find an optimum
• A convex function is one that has positive definite Hessian everywhere. • A convex function has only one minimum – the global one. • In 1D a convex function is one that everywhere has positive second derivative.

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Convex Sets
• S is a convex set when for any pair of points, (x1,x2) belonging to S, a straight line connecting x1 and x2 will be completely contained in S. • This applies in any number of dimensions.

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Convex Optimization
• A convex optimization problem: If the objective function is convex and the feasible domain is a convex set then the optimization problem is convex. • If all the constraint functions are convex, then the feasible domain is convex. Convex optimization problems have only one optimum - the global one. • For a convex optimization problem, if we find a stationary point, then that will also be the global optimum. The necessary conditions are also sufficient. • Most optimization algorithms are for convex optimization. • For functions defined implicitly (as in FEM calculations), we cannot easily check if the function is convex. • Linear problems are always convex.
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Optimization as an analysis tool
• Many physical phenomena are based on optimality. • For example, we already shown that equilibrium states in structures and solids can be computed by minimizing the total potential energy.

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Minimization of potential energy with contact
• But what if you had some constraints on the displacements X1 and X2? (e.g. contact constraints)

• You will now need to solve this problem using optimization techniques.
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1D Minimization Problem – Golden Search Method
• We assume that a function f(x) is given, and we want to find its minimum in [A,B]. • We also assume that is expensive to compute f(x). • We must find the minimum with the least possible number of function evaluations. • The function is implicit – we don’t know what the graph looks like. • The golden section search is a technique for finding the minimum by successively narrowing the range of values inside which the extremum is known to exist. • The algorithm maintains the function values for triples of points whose distances form a golden ratio.
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Golden Search Method
• The diagram illustrates a single step in the technique. The value of f(x) has already been evaluated at x1, x2, & x3. Since f2 is smaller than either f1 or f3, a minimum lies inside the interval [x1,x3]. • In the next step in the minimization process, we probe the function by evaluating it lets say at x4. • We choose x4 somewhere inside the largest interval, i.e. between x2 and x3. • From the diagram, it is clear that if the function yields f4a then a minimum lies between x1 and x4 and the new triplet of points will be x1, x2, and x4. • If the function yields the value f4b then a minimum lies between x2 and x3, and the new triplet of points will be x2, x4, and x3. • In either case, we construct a new narrower search interval that is guaranteed to contain the function's minimum.
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Golden Search Method
• The new search interval will be either between x1 and x4 with length a+c , or between x2 and x3 with a length of b . The golden section search requires that these intervals be equal since otherwise the method could lead to the wider interval being used many times, thus slowing the rate of convergence. To ensure that b = a+c, the algorithm should choose x4 = x1 − x2 + x3.

• The golden section search chooses the spacing between these points in such a way that these points have the same proportion of spacing as the subsequent triple x1,x2,x4 or x2,x4,x3. By maintaining the same proportion of spacing throughout the algorithm, we avoid a situation in which x2 is very close to x1 or x3, and guarantee that the interval width shrinks by the same constant proportion in each step.

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Golden Search Method
• Mathematically, to ensure that the spacing after evaluating f(x4) is proportional to the spacing prior to that evaluation, if f(x4) is f4a and our new triplet of points is x1, x2, and x4 then we want: c/a=a/ b • However, if f(x4) is f4b and our new triplet of points is x2, x4, and x3 then we want: c/(b-c)=a/b • Eliminating c from these two simultaneous equations yields: b/a=φ= (1 + 5 ) / 2 =1.618 where φ is the golden ratio.
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Golden Search Method
• Each iteration removes 1 - 0.618 = 38% of the interval. • After n iterations, the interval is reduced to 0.618n times its original size. • If n is 10, less than 1% of the original interval remains. If n=15, less than 1‰ remains. • The algorithm is stable but requires that the function is unimodal (has one minimum) in the interval.

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The bisection method • If we can compute the gradient of the function, then we know to which side of a computed value, the function decreases. • Then, we can cut the interval in half and obtain faster convergence.

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The bisection method
• After 10 iterations, about 1‰ of the interval is left. • We need to have gradient information which assumes that the function is differentiable which was not the case with the Golden section method. • This method is less robust than golden section.

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Polynomial interpolation
• We compute the function values in the end points and a point in the middle. We fit a parabola through the three points. • We then analytically determine the minimum of the parabola. • We let the new point replace the worst of the previous ones and repeat until convergence.

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Polynomial interpolation
• Convergence is very fast for smooth convex functions (2nd order differentiability is required) • No gradients required. • Only one function evaluation is needed for each new iteration • The algorithm may diverge completely.

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Response Surface Methods
• • • • • • • Sensitivity analysis can be a difficult task Shape sensitivities are often FEM mesh-dependent. Sensitivities may not be defined if you have non-smooth conditions (e.g. contact, friction, etc) You may not have access to the direct FEM analysis. Not easy to include experimental data or prior information into the sensitivity formulation. In these cases we can use a response surface method – it only requires access to direct analysis (as a black box) In response surface methods you run the direct analysis for various values of the design variables and then use some fitting software for the response of the system (build a hypersurface in the design space). This hypersurface can then be explored with any optimization techniques. Curse of dimensionality: Unfortunately, the number of direct simulations (which are usually very expensive in the context of FEM) needed grows very fast with the number of design variables.
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Unconstrained minimization in multiple dimensions

• Choose a search direction, d(k) • Minimize along the search direction (e.g. by golden section, line search, etc). • Step in the search direction by a(k) d(k). • Update and repeat until convergence
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Steepest Descent
• As a search direction, choose the path that goes as much downhill as possible. • This algorithm is known as steepest descent.

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Steepest Descent
• Two consecutive steepest descent directions are perpendicular to each other. • The algorithm approaches the optimum using only very few directions. • The steps in each direction get smaller for each iteration. • However, convergence in general is slow.

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Steepest Descent
• On problems with similar scales in the different variable directions, steepest descent often works well. • If the level curves are circular, then the optimum is found in the first chosen direction. • Otherwise, the algorithm typically requires many iterations.

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The conjugate gradient method
• The search direction is here computed by the formula:

• The gradient vanishes at the optimum. If the moves towards the minimum are going well, then the gradient gets smaller for each iteration. In this case, b(k) is small and the conjugate gradient method does not provide much correction from the steepest descent method. • However, if the gradient does not get smaller, we obtain significant correction from what the steepest descent method does.
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Penalty Methods
• You already have used these methods in your homework! • Penalty methods replace the original constrained problem with an equivalent one without constraints. • The transformed problem is solved as an unconstrained optimization problem.

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Exterior Penalty Methods
• This penalty does not come into play until a constraint has been violated. • The severeness of the penalty depends on the penalty factor, r. • Small values of r will cause constraint violations. Large values will make the problem difficult to solve numerically.

The range of r values is problem dependent.
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Exterior Penalty Methods
• Consider the following problem: Linear objective function and two constraints in two dimensions. • Consider now the penalized problem with r = 0.05. • The optimum falls far from the solution to the original problem.

Optimum

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Exterior Penalty Methods
• Penalized problems, r =0.1 and r = 1.0. For r=1, the optimum approaches the solution to the original problem but never reaches it completely. • For r=1, the level

curves get
sharper edges and the problem becomes more difficult to solve numerically
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Exterior Penalty Methods
• The penalty term becomes active only after constraint violation • The objective function inside the feasible domain is not affected • The penalty objective function is defined everywhere and we don’t need a feasible point to start the process. • The solution always falls slightly outside the feasible domain of the original problem (where the original problem may be undefined). • Increasing the penalty makes the problem more difficult to solve numerically. • The method handles equality and/or inequality constraints.

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Interior Penalty Methods
• This penalty is always present but it becomes more important when a constraint is approached. • The penalty goes to infinity at the constraint. The penalty is minus infinity right outside the constraint. • The penalty depends on the parameter r. • For small r, the constraints kick late but suddenly as we approach them. • The penalty is always present. If a constraint is violated, we may never return to the feasible domain. We need to start from a feasible point.
φ ( x) = f ( x) + r ∑ ⎜ −
1 ⎞ ⎟ ( ) g x i =1 ⎝ i ⎠
m

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Interior Penalty Methods
• The solution falls inside the feasible domain of the original problem. Thus all solutions are usable. • For higher r, the problem more difficult to solve numerically. • The algorithm handles only inequality constraints.
φ ( x) = f ( x) + r ∑ ⎜ −
1 ⎞ ⎟ ( ) g x i =1 ⎝ i ⎠
m

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Linear programming

• If the functions gi, i=0..n are linear, we call the solution of such problems linear programming

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Linear Programming
• • Linear programs are convex and usually have one optimum. The feasible domain is a polyhedron in n dimensions. The optimum is always in a corner of the polyhedron. If n = m, then our problem degenerates to a system of equations with usually one solution. If n < m, then it usually has no solutions. If n > m, the feasible domain has infinitely many points, and we have an optimization problem. There is no limit on the number of inequality constraints.

• • •

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Linear Programming
• Slack variables convert inequalities to equalities

• By increasing the number of variables, we get rid of all inequality constraints except the ones that require the slack variables to be positive.
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Linear Programming- Standard Formulation • The standard linear programming problem:

• In matrix form:

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The Simplex Algorithm
• • • • • The solution is always in a corner of the polyhedron. Consider that we have 2 variables and 5 inequality constraints (as in this figure). We add slack variables to obtain 7 variables and 5 equality constraints. Each corner is now the solution to a 5subset (the basis set) of the 7 variables. The simplex method steps from one corner to another by replacing the variables in the basic set one by one with variables from the outside. Investigate the coefficients of the variables inside and outside the basic set to see if any neighbouring corner is better than the one we are in. If there is a better neighbour, introduce the corresponding variable in the active set and step to this neghbouring corner. For very large problems, interior point methods can be better.
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• • •

Search methods for constraint optimization
• Find a feasible search direction (not violating the constraints) • Minimize along the search direction • Repeat until convergence. When performing 1-D line search, we stop when we hit a constraint.

Choice of feasible direction is a compromise between - quick reduction - avoiding constraint violation
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Feasible direction

This can be posed as follows:

• • •

This linear problem can be solved by the simplex method. It depends on derivatives (sensitivities) only in the search direction. The line search can be done with a golden section search. If we start from a feasible point, we stay in the feasible domain. Thus every iteration is feasible and better than the previous iteration.
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Sequential Programming
• • In sequential programming we approximate the functions gi(x). The optimization procedure is applied iteratively as a sequence of subproblems. Hence the term sequential programming.

We make a Taylor expansion of the functions from the current point, x(k). If we only include up to linear terms, then the subproblem is linear and can be solved by the Simplex method (sequential linear programming) The approximation is only valid in a certain region (trust region) around x(k). We thus need to constrain the solution (inside what we call move limits) of the subproblem to the trust region.

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Sequential Linear Programming

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Sequential Linear Programming
• Move limits need to be adjusted during the optimization process. When a design variable approaches the optimum from one side, we relax the move limit on xj a little. If not, we tighten.

This way, the move limits on each variable adjust gradually to the nature of the problem.

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Convex Programming
SLP is an attractive optimization method because it only require gradients. • However, SLP requires move limits and thus is prone to oscillation. • In addition, in SLP, the approximation to the feasible domain is not conservative (it does not under-estimate the size of the feasible domain). This is important as we approach the optimum through a sequence of feasible designs. • Convex programming addresses many of these problems. •

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Sequential Quadratic Programming
• If we use quadratic approximations of the functions, then we get a much more accurate subproblem.

H is the Hessian matrix containing second derivatives:

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Sequential Quadratic Programming
• If H is positive definite, then the approximation curves upwards and thus increases at some distance from the current point. Thus the problem is automatically bounded, and we do not need move limits. • It is possible to derive linear optimality conditions for a quadratic problem. This means that it can be solved by an algorithm using Simplex as a subroutine. • H contains second order derivatives, and many of them, order n², although it is symmetrical. Real second order sensitivity analysis is very time consuming. • Second order algorithms are more sensitive to nonsmoothness of the functions than lower order algorithms. The solution of a QP problem often requires inversion or factorization of H. This is time consuming, if n is large.
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Quasi-Newton Methods
• • • • We start out with a linear approximation and a Hessian H = I. For each step in the process, we save the computed gradients of all functions. The gradients of multiple design points are used to create an overall approximation of H. This approximation improves as more iterations are performed.

Quadratic function approximated from gradients.

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Quasi-Newton Methods
• • Many recent methods can approximate the inverse Hessian directly. If the process does not converge in ~10 iterations, then the overall behavior of the functions is not nearly quadratic, and we need to reinitialize H to I.
Some functions are not approximated well by quadratic forms.

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Summary of constrained optimization methods

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