Computer methods

In applied
mechanius and
englnoming
EI.qEVIER Comput. Methods Appl. Mech. Engrg. 124 (1995)253-271

A comparison of optimality criteria methods for stress and

displacement constraints
M . Z h o u a, R . T . H a f t k a h'*
~Research Associate, Department of Civil Engineering. Es.~'en University, D-45117 Essen, Germany
"Christopher Kraft Professor of Aerospace and Ocean Engineering, Virginia Polytechnic hzstitute and State University,
Blacksburg, VA 24061, USA

Received 10 March 1994; revised manuscript received 28 September 1994

Abstract

Optimality criteria (OC) methods and the closely related dual method have become one of the most important class of
optimization algorithms used in the practice of structural optimization. Since this class of algorithms search the optimum in the
dual space of the Lagrange multipliers corresponding to the active constraints, the computational cost of the optimization is
determined mostly by the number of active constraints. The efficiency of OC methods has been greatly in]proved recently by an
OC method termed DCOC, which searches for the optimum in a usually much smaller dual subspaee corresponding to only
displacement multipliers. However, the relation of the DCOC with traditional OC methods is not clear, and therefore it is still
difficult, even for people familiar with OC methods, to understand DCOC algorithm. This paper shows that the DCOC algorithm
can be directly obtained from traditional OC methods, whic;~ provides insights into the method. Additionally, a derivative-based
version of DCOC is developed which also helps in the understand.~ng of the method.

1. I n t r o d u c t i o .

Discrete optimality criteria methods e n j o y a popularity in structural optimization, while in o t h e r

fields of optimization they are virtually unknown. O n e important reason for this unique d e v e l o p m e n t is
the early success of the stress-ratio technique for achieving fully stressed design ( F S D ) . This technique
takes advantage of the fact that internal loads in m a n y structural problems are fairly insensitive to
changes in sizing design variables. C o m p a r e d to more rigorous optimization techniques, the stress-ratio
t e c h n i q u e enjoys the t r e m e n d o u s advantage that no derivatives are needed, and yet convergence is
usually achieved in a small n u m b e r of iterations. Unfortunately, optimal designs are not always fully
stressed, so that the FSD approach can result in sub-optimal design. F u r t h e r m o r e , it is not obvious how
to generalize the stress-ratio technique tc, allow for more global constraints such as displacement
constraints.
In the late sixties, Berke, Venkayya and Khot (e.g. [1-3]) initiated the d e v e l o p m e n t of the m o d e r n
discretized optimality criteria methods ( D E C ) by introducing a systematic t r e a t m e n l of displacement
constraints. T h e y formulated the displacement constraints by means of the virtual work principle, and
then derived rigorous optimality criteria on the basis of the K u h n - T u c k e r conditions. Explicit and
separable expressions of the displacement constraints as well as the optimality criteria were g e n e r a t e d
by assuming that the real and virtual forces are temporarily i n d e p e n d e n t of the de~,ign variables. Based
on this approximation technique, different forms of simple resizing rules were derived by heuristic

* Corresponding author, Present address: Department of Aerospace Engineering, Mechanics and Engineering Science,
University of Florida, Oainesville, FL 32611, USA.

0045-7825/95/$09.50 ~) 1995 Elsevier Science S.A. All rights reserved

S S D ! 0045-7825(95)00792-X
254 M. Zhou, R.T. Haf'ka t Comput. Methods Appl. Mech. Engrg. I24 (1995) 253-271

arrangements of the optimality criteria. Like the stress ratio method, those resizing rules can be shown
to take advantage of the insensitivity of internal loads to changes in sizing variables. It has been shown
later by Schmit and Farshi [4] that this approximation is identical with the linear approximation of
displacement constraints in terms of reciprocal variables. The DOC methods were targetted at problems
with a small number of (active) displacement constraints, so that the cost of analyzing the virtual load
systems could be low. For the early DOC, Lagrange multipliers were calculated on the basis of
heuristics. Later, Newton's method became more popular for their calculation. Fleury [5] contributed to
the understanding of the DOC methods by showing that they can be obtained from a dual formulation
based on separable approximations. Moreover, Fleury improved the numerical performance of DOC by
solving the dual problem with an established mathematical programming algorithm, thus removing the
numerical difficulties associated with heuristic rules for the updating of dual variables.
While DOC methods work well for problems with displacement constraints, they have to treat stress
constraints in the same way as displacement constraints. This ent~.ils large computational cost in
calculating the derivatives of all the potentially active stress constraints. It also increases significantly
the cost of calculating Lagrange multipliers. These two effects mostly eliminate the advantage of DOC
methods over standard raathematical programming techniques exeep', for the remaining advantage of a
dual approach when the number of constraints is smaller than the number of design variables. An
intuitive combination of FSD and DOC is often used in practice. In this combination, we use '.he FSD
concept to define temporary lower limits of design variables after each analysis, and then DOC method
is used for displacement constraints. This approach, called here DOC-FSD, while efficient, is often
sub-optimal.
The problem of dealing with the combination of stress and di:~placement constraints was addressed
more efficiently by Rozvany and coworkers (e.g. [6]) who used continuum-based optimality criteria
(COC), developed by Prager, Rozvany: Mr6z and coworkers (e.g. [6-8]). Central to their work was the
concept of an adjoint structure with a non-linear constitutive law that reflects the stress constraints.
When we have only displacement constraints, the adjoint structure is identical with the real structure,
and the adjoint loads are the same as these required by an adjoint method for calculating displacement
derivatives. However, stress constraints are not dealt with by additional adjoint load systems, but by
changes in the constitutive laws for the adjoint structure. This change can be accommodated by adding
initial strains to the adjoint loads associated with the displacement constraints. The advantage of this
approach is that no adjoint load vectors associated with stress constraints need to be analyzed.
The disadvantage of COC is that the optimality criteria and the adjoint structure has to be developed
separately for each type of structure. As such, these approaches were not easily implemented into finite
element codes. Moreover, the treatment of multiple displacement constraints was not addressed .in a
numerically robust manner in COC formulations. Recently. Zhou and Rozvany [9-11] extended the
basic ideas of COC to discrete structural systems. Their method, termed DCOC, was formulated in a
form suitable for incorporation in finite element codes. This permits the application of the algorithm to
more general structures. Furthermore, the DCOC method has been generalized further than the COC
method (e.g. treatment of multiple displacement constraints and multiple load conditions). The high
efficiency of DCOC lies in the special teature that the Lagrange multipliers associated with stress
constraints are evaluated explicitely at each step of the iterative procedure. The objective of the present
paper is to compare the development of the DCOC algorithm and its relationship to DOC and the
stress-ratio technique, in particular, we hope to clarify why the algorithm enjoys the efficiency of the
D O C - F S D approach without having to settle for a sub-optimal design.

2. Traditional OC methods

To simplify notation, let us consider first the optimization of trusses subject to a single displacement
constraint and stress constraints under a single load case. Furthermore, let us assume that the allowable
stresses are the same in tension and compression.
 M. Zhou. R,T. Haftka / Comput. Methods Appl. Mech. Engrg. 124 (1995) 253-271 255

NE
Minimize f i x ) = ~ , w,x,

subject to g(x) = u - u, -<.-0 (1)

h,(x)=o- - c s a ~ O , i = 1. . . . . NI=,
in which x, is the cross-sectional area of the ith element, w, the cost coefficient, u the absolute value of
the displacement at a specified degree of freedom, u, the allewable displacement, or,. the absolute value
of the stress and o-,a the allowable stress of the ith element, and Nt. is the number of elements.
in the following, we will formulate the optimality criteria for the problem in (1) in terms of reciprocal
variables
1
y,=~, i=1 ..... N e. (2)

The choice of direct or reciprocal variables does not make any differeoce in the optimality conditions.
In fact, the original derivation [1-3] was given in terms of direct variables. We chose the reciprocal
variables in this text because it naturally leads to the reciprocal approximation of constraints without
the need to invoke temporarily an assumption of statical determinacy. Furthermore, the expression of
the optimality criteria in terms of gradients instead of real and virtual forces allows freedom in the
choice of numerical techniques for calculating the required gradients. However, this form does not
provide the mechanical insights gained from expressions in terms of forces [1-3]. To this end, the
reader is referred to the above references as well as to review articles (e.g. [12, 131).
The Kuhn-Tucker optimality condition for problem (1) can be written in the reciprocal variable
space as

Of Og N~_ Oh k
i = 1. . . . . N E , (3)
=1

vg(x) = O, v ~ O, (4)

Akhk(x ) = 0 , A, ~>0, k = 1. . . . . Nr.. (5)

where v and Ak are Lagrange multipliers which are also termed dual variables. The derivatives of the
objective function can be easily obtained as follows

Of % 2
- - ---i. = - w~x, . (6)
OYi Yi
In the optimality criteria method approach, the derivatives of constraints were derived originally from
the following expression of constraints on the basis of virtual work principle (see e,g. [3])

g ~- i J T u -- bl a = Z EIx~-f-- lga' (7)

8=1

,,v,. Fj/~.ktL ~
h~=e~v-c'k"=~ E,x, "*~'' (8)
where U is the displacement vector, Lj is the length of the jth element, Ej its Young's modulus, F are
the forces due to service loads P, b" in (17) are virtual forces caused by the unit dummy load /~
corresponding to the displacement constraint. ~'k in (8) are virtual forces caused by a self-equilibrating
virtual load system applied on the ends of the kth element

-E~ sgn F,
Q~ = L, (cos a, cos/3, cos T, - c o s a, - c o s ~, - c o s T }, (9)
256 M. Zhou. R.T. Haftka t Comput. Methods Appl. Mech. Engrg. 124 (1995) 253-27I

where cos or, cos/J and cos 7 are direction cosines of the element.
From (7) we have
Og F,.f~L, NE ~L, OFj NE F~L, O~
e,x, 1o)
It has been shown by Berke and Knot [31 that in (10), the terms associated with the partial derivatives
of real and virtual forces are zero because they represent the work of self-equilibrating force systems
OF/ay~ and OF/Oy~ on kinematically admissable displacements. Therefore, we have
Og F,~L,
- (11)
Oy, Ei "

- ~ (12)
,gy, E,
It can be easily shown that the above expression of the derivatives of constraints can be obtained using
the adjoint method of sensitivity analysis [14]. Eqs. (11) and (12) show that if the structure is statically
determinate, the derivatives with respect to the reciprocal design variables are independent of the
design variables, while it is easy to check that the derivatives with respect to the original design
variables are not. For statically indeterminate trusses we can usually expect that these derivatives will
change slowly with changes in design variables.
Substitution of (6) into (3) yields
., v Og ~-, A, Oh,
x7 = w---~Oy--~+ kxZ'_i w~ Oy, " (13)
In the traditional OC methods, (13) is used as recurrence formula and the Lagrange multipliers
corresponding to active constraints can be generated on the basis of (4) and (5) using linear
approximations of constraint functions
NL Og
g(x) = g(x,,) + ~ -~y (Yi - Yoi), (14)
i=|

NE" Ohk
/~k(x) = h~(x,,) + ~.= ~ (Y, - Yo,), (15)
in which x, and Y0 are, respectively, the design variables and its reciprocals at the starling point of the
current iterative step. It can be shown that (14) and (15) are identical with (7) and (8) under the
assumption that the real and virtual forces are invariants. Substituting (13) into the equality equations
governing the active constraints, we obtain a set of simultaneous non-linear equations which can be
solved using Newton's method iteratively. Note that some simple pragmatic recurrence relations have
been also suggested for updating the Lagrange multipliers in the literature [I2, 13 !. However, the
resulting algorithms are less robust than those employing Newton's method. Since the active constraint
set is not known, Fieury and Schmit [15] developed a powerful algorithm called DUAL-2 to solve the
dual variables in a progressively increasing dual-subspace involving onlv non-zero dual variables
corresponding to active constraints. Because of the neeo to analyze the system for each set of adjoint
loads and the time-consuming task of evaluating the d u a variables, it is clear that the efficiency of the
DOC and dual methods is highly dependent on the nurlber of active constraints.

3. DCOC method based on traditional OC formulation

On the basis of (11) and (12), (13) can be written as

(16)
1 Eiwi "
 M. Zhou. R.T. Haftka / Comput. Methods Appl. Mech. Engrg. 124 (1995) 253-271 257

Let us write (16) in the following form

x~ = ~ ~ L + ~,--. p~, , (17)

and denote
Nh
P, = ~ + E --~k p~,. (18)
k=l 1~

then (17) can be written as

F"~'L' (19)
x~ = v eiw, "

With the superposition principle in mind, /~ can be regarded as forces due the following load
combination
N~ Ak
= P + ~,= --Q~.,, (20)
Expressions similar to (19) and (20) were suggested by Khot [13] for reducing the computational effort,
since here only a single virtual load vector needs to be analysed. The precondition for the application of
this formulation is that the Lagrange multipliers u and A must be properly predicted. This,
unfortunately, has not been shown to be possible in general.
In the following, we show that, with slight modification, (19) can be changed to a form that permits
explicit expression of Lagrange multipliers associated with stress constraints (i.e. 10. The trick here is to
replace the forces F in (19) with forces caused by a load vector slightly different from P, so that an
extra term involving A, appears in (19).
Let us introduce the following fictitious load system
/i = / ; + initial elongations zik for k - 1. . . . . Ne . (21)
where

Ak _ Jk sgn F~ , k --- 1 , . . . , N e. , (22)

vxk
which is chosen in the way that the corresponding equivalent loads (Pr~)k (reversed fixed-end forces) are
identical with Ak/v Qk, i.e.
Ak
(t~E)~ = - v Q ~ •

Then, the relation between forces F due to/~ and forces/7 due to 6 can be expressed as
E,x, A,E, sgn F,
/~'i= ~" + (/~'vrv)i = ~ " - '~' ' - ~ , = F" uL, " i--- 1. . . . . NE , (23)

where (PFEV)~ represents the force in the ith element caused by A, if both ends of the element are fixed.
Eq. (23) describes exactly the FE procedure for analyzing structures subject to initial strains. In our
ease, this procedure can be described in the following steps: (a) the load vector P is generated by
assembling=the nodal loads (/; in our case) and equivalent loads (Ak/u Qx for k = 1 . . . . . N,~ in our
case); (b) 17 are obtained by analyzing the load system/~; (c) then/~ are obtained by using (23). It may
help to understand the difference between the load systems /~ and /~ by considering a statically
determinate structure. Furthermore, let us assume t3' = 0. Then, it is easy to see that P does not cause
forces in the structure (i.e./~ = 0) but P does (i.e. /~ ~ 0). The initial elongations A~ are, of course, the
same as obtained by alternate derivation of the DCOC algorithm.
Substitution of (23) into (19) yields
258 M. Zhou. R.T. Haftka 1 Comput. Methods Appl, Mech. Engrg. 124 (1995) 253-271

, b,F,L, F, sgn F~ F,~L, IF, I (24)

xr = e-y +A, "----7--- " e-K-.U. + w,
After (24) is obtained, recurrence formulae can be generated easily:

Case A : if the stress constraint of the ith element is inactive, then we have A, = 0, and (24) yields

x7 = v E,w, (25)

We term those elements displacement controlled elements designated as domain R,j.

Case B: if the stres~ constraint of the ith element is active, we have

x~ -
iF, r (26)
or,.,
We term those elements stress controlled elements designated as domain R,,. Therefore, the
resizing rule can be summarized as

x "[ = m a x v ~ , w% , \ °r, , / J"

For stress controlled elements, (24) implie,;

F,P,L,
x'iw, - v Ei
A, = i,~;t (28)

Note that under the condition that x, is stress controlled i.e.

x: = \ tr,~, / =-- v Eiw--'~--- .

we have always A, ~>0 from (28). Eq. (28) provides us with the means of estimating the Lagrange
multipliers associated with the stress constraints that we need for obtaining/3 and F (see (21) and (23)).
The Lagrange multiplier v is calculated on the basis of the following approximated constraint function
NE
F,~L,
g(x) = = E,x-----~- u, = 0, (29)

where F and/~ are regarded as constants. This approximation is based on the fact that, similar to (7),
(29) represents the exact constraint function if F and F are considered to be functions of x. Note that
the adjoint forces ,e are not the adjoint forces for sensitivity analysis used in (1 I) because of the effect
of the fictitious initial displacements. This results in that (29) does not coincide with the reciprocal
approximation since we do not have a similar expression of the gradients in ( 11 ) with .k,, replaced by F,.
Substitution of (25) and (26) into (29) gives
llV, _ ~l~.~ o,,/7 L, sgn F,
1 ~' t--~, F,F,L,.] + Z E, - u~ = 0 , (30)
lyIt2 i C R d iER,,

from which v can be solved explicitly. It should be pointed out that instead of using the virtual work
approximation of (29), we can also use the reciprocal linear approximation (I4) which has been shown
[16] to be a better approximation than (29). However, the reciprocal linear approximation requires the
extra computation of the derivatives of the displacement constraint g. This can be minimized [161 as will
be explained later in the general case of multiple displacement constraints.
The advantages of the above approach over DOC can now be clearly seen. The Lagrange multipliers
for the stress constraints are generated explicitly, and no adjoint load cases associated with stress
constraints need be analyzed. For any problem with many stress constraints, this represents a great
 M. Zhou. R.T. Hafika / Comput. Methods Appl. Mech. Engrg. 124 (1995)253-27I 259

improvement in the efficiency of OC methods. It is to be noted tb;~ the above approach is identical with
the D C O C method of Zhou and Rozvany [9-11] derived based , n an augmented formulation of the
optimization problem involving analysis equations as equality con'.~raints. Thc load system /3 is termed
a d j o i n t s y s t e m in the DCOC method, which is, as shown in (21). the unit dummy load plus initial
elongations on elements where stress constraints are active.
Until now we have implicitly assumed that the displacement constraint is active, and this is a
precondition for the validity of the above algorithm, if the displacement constraint is not active we
replace the displacement constraint in (13) with an active stress constraint.
This completes the description of the simplest version of DCOC. Wc now consider the extension to
the common situations where we: (a) have side constraints, and (b) have multiple displacement
constraints. Let us consider the following lower side constraints
x,~x~', i= l ..... NI~ , (31)
which can be also transformed into the reciprocal variabtc space as
1
Y' x~ 0. i=l ..... N,:. (32)

Then the optimality condition (24) becomes

e,F;L, le, t
: ,:l ..... N,., (33)
,-,,r~l vv ,

where/3, is the Lagrange multiplier corresponding to the side conqraint (32). Usually we need only to
modify (27) as

{ F,F,L, (IF, l']-" (x,_):} (34)

x~=max v E,w, " \ ~ , . / "

However, in one situation we could have difficulties; that is when the stress and the side constraint are
simultaneously active for the ith element, i.e.
rF, t ,.
x,- - x, . (35)
O',a
In this case, both A, and/3, in (33) arc non-zero, and therefore A, cannot be calculated. This problem
can be also solved [9-11], by treating that stress constraint as a displacement constraint in the form
expressed in (8).
Now, let us generalize the above approach to problems :;ubject to multiple displacement constraints
g , ( x ) = u, - u,:, ~ 0. j = 1. . . . . ND • (36)
where ND is the number of displacement constraints. In this case, the optimality criterion (16) becomes

F,[:,,L,
x7= ~ vj ~ +7 ?'k (37)
: -: i E tw

which can be rewritten as

= .~lv, ~' , (38)

where % must satisfy

NI)
E % = 1. (39)
j~l

It can be seen that the choice of % ( j = 1. . . . . ND) is not unique. Following the procedure outlined
above for the case of a single displacement constraint, (38) can be written as
260 M. Zhou, R.T. Haftka I Comput. Methods Appi. Mech. Engrg. 124 (1995) 253-271

'~~ + '~/:~, ,

N,, F~F',,L, I~,I

e--SE-, ÷
(40)

where P; are adjoint forces caused by the adjnint loads

/~i + initial e~ongations ~ : for k = I . . . . . N E ,
(41)

whrte
~ sgn/-~ (42)
A,k=a, 5x~ . k=l ..... N~:.

A simple choice of % ( j = 1 , . . . , N D) used in the DCOC algorithm [11] is to select

Otj- NI) , j = 1. . . . . N D .
(43)

n ~ i

Then (42) becomes

~ I Ak sgn F, k = 1. . . . . NE:. (44)

jk = NI) Xk ,

tl = |

The advantage of this choice of % is that all adjoint loads _,6i ( i = 1. . . . . No) in (41) have the same
initial elongations. Then, as evidenced by (40), the Lagrange multipliers corresponding to stress
constraints can still be evaluated explicitly, and therefore the size of the dual problem is highly reduced
compared with the traditional OC or dual methods. In this case, the dual variables u can be solved
using the approximate constraints of the form (29)

% F, ~ , t ,
~j(x) = ~: E,% Ur-' ~ o. j=l ..... ND, (45)

where with the aid of (40), x, can be expressed in terms of v for displacement controlled elements (i.e.
i ~ R0). An alternative of the above approximation is the reciprocal linear approximation of the form
(14) which has been shown to be a better approximation [16]. However, direct application of this
approximation would greatly increase the computational effort since the derivatives of the N D
displacement constraints would be needed. That would mean that another N D virtual load systems P)
have to be analyzed to obtain F; if the adjoint method of sensitivity analysis is used. It has been shown
[161 that the number of virtual load systems can be reduced to N o + 1 by the understanding of the
relation between/~j a n d / ~ . The idea is that on the basis of superposition principle, Fi can be obtained
by analyzing N D load systems ibj and an extra load system

/~a = initial elongations Ak = ,VD1 A~ sgn

Xk F k ' k = 1. . . . . NE . (46)

~.,,
tl= [

An algorithm termed DCOC, which inherits some important features of approximation concepts [4]
and the DUAL-2 algorithm [15], has been developed recently for implementing the above approach
J 11 ]. Some improvement of this algorithm can be found in [161. The main steps of this algorithm can be
outlined as follows:
(a) Analyze the structure under service loads.
(b) Select near active displacement constraints.
 M. Zhou, R.T. Ha]'tka t f_'ompm. Methods Appl. Meclr. Engrg. 124 (1995) 253-27I 261

(c) Analyze the adjoint systems corresponding to those displacement constraints. At the first design
cycle, the initial elongations in (41) are set to zero.
(d) Solve v on the basis of (45) (or the linear reciprocal approximation of displacement constraints)
and (40) using Newton's r:~ethod. The displacement controlled clement set R,j is determined
iteratively on the basis of the redesign rule (see (34) for the case of a single displacement
constraint). The active displacement set .C~ (~ > 0 for j ~ .f2) is also determined iteratively. After
v is obtained, x and A can be obtained explicitly on the basis of (4()).
(e) Design converged? If yes, stop iteration; else go back to Step (a).

4. Derivative-based DCOC formulation

It has been explained in the previous section how the D C O C method is related to the traditional
D O C method for trusses. The formulation was based on the physics of the problem, which is easy to
understand. However, extension of this formu!ation to other element types (e.g. membrane elements,
plate elements, etc.) can be quite cumbersome since the expression of stress constraints as relative
displacement constraints and the conversion of the corresponding virtual loads into initial strains is not
as obvious as for trusses.
-l'he original D C O C formulation [9-11] was given in a general setting. However, a serious handicap
involved is that the operation of evaluating the adjoim initial displacements requires a flexibility
formulation for the concerned elements. As wc know, in modern FE technology the flexibility
relationships, such as flexibility matrices, are not immediately available either in formulae or in
computer codes. Therefore. the user has to contribute a large amount of formulation and coding work
for each type of element.
In the following, a ~cw derivative-based formulation of the D C O C method is given. This formulation
is general and easy to understand since it is very similar to the traditionaJ OC formulation. It will be
shown that this formulation has the advantage that it avoids the flexibility relationships in the original
D C O C formulation and does no't even directly employ the concept of adjoint systems. The user needs
to deal only with derivatives of certain functions.
Let us write the stress constraints in (1) in the following form

ht,(x) = ICI
x,~
,,-,,,~0, k= 1. . . . . N,_. (47)

Note that this expression of stress constraints has been used in the original formulation of D C O C
method [9, 10]. Then, the K u h n - T u c k e r condition (3) can be written for problems subject to multiple
displacement constraints as follows

1 ~ a~, I N, l +,IF, t ICt

(48)
i~ I W, ._ t X0/`" Oy, W, "

which can be rewritten as

+ A , - -IF I
1 2,,
~"~ l a g I .Io~j
2) A~ l alCI - (49)

where % should satisfy (39), i.e. ~21"_!~ % = I. Using the % defined in (43) and denoting

+%'f:
- =
~_, g, + 1 ~ & .~,--[.
,,,_;--.=, 1 ICI , (5o)
tt .-- I

we can write (49) in the following form

262 M. Zhou. R. 7". Haftl:a / Comput. Methods Appl. Mech. Engrg. I24 (1995) 253-271

, l ";'~ o~, IF, I (51)

It can be seen that (51) has the same property of (40), namely the Lagrange multipliers A, (i =
I . . . . . AIE) are not coupled in thc NLequations. The advantage of (51) over (49) is that we need only
the derivatives of the N D functions ~ defined in (50). instead of derivatives of individual stress and
displacement constraints. These derivatives may be calculated efficiently with the adjoin) method of
sensitivity analysis (which involves adjoint loads), or with adjoint version of automatic differentiation
(which do not involve adjoint loads). This way the DCOC method becomes independent of the concept
and the complexities associated with the adjoint structure. Since the number of potentially active
displacement constraints is usually smaller than the number of design variables, the adjoint method of
sensitivity analysis or of automatic differentiation is usually preferable. If the reader is interested in the
direct relation between (40) and (51), it can be easily shown that (40) can be derived from (51) by
applying the adjoint method of sensitivity analysis to the functions ~ (see Appendix At.
For solving the Lagrange muhip|iers ~, we can use the reciprocal linear approximation of the
displacement constraints gj. Therefore, it appears that we need to calculate the derivatives of twice N O
functions gj and ~ . However, as already outlined in the introduction of (46), the number of functions
can be reduced to No + 1 by noticing the s[.'ecial relation between ~, and g,. We can define the
following function
NE
1 1
~-,,, 5'. A,---iF,,I.
k =I Xok
(52)

then we have
0LPj 0g, 0~
Oy, - Oy, + Oy-"'~" (53)

Therefore, the functions for derivative evaluation reduce to N o functions g1 and an extra function
defined in (52).
It should be remarked that the expression (47) of stress constraints is general since a stress constraint
can be always expressed as a function of the element forces F k and the cross-sectional parameters x k of
this element, i.e.
h~(x) = ~(F~,xk) - crk:, , (54)
where trk can be an equivalent stress (e.g. von Mises stress). Note that x k can involve several sizing
variables. However, in the case of more than a single variable governing the element cross-section (e.g.
typical beam cross-sections), the simple stress ratio method for updating the design variables of stress
controlled elements is not valid any more and therefore the solution algorithm of the DCOC method
becomes more complicated [17]. In this case, we do not have explicit solution for l, agrange multipliers
associated with stress constraints, instead the multipliers and design variables associated with an
element are defined by the same number of non..linear equations. Therefore, the solution at the
element level has to be achieved iteratively. This does not, theoretically, influence the feature of DCOC
of being highly efficient since the computational effort for the solution of non-linear equations at the
element level is only linearly proportional to the number of elements. However, two drawbacks of
DCOC may be expected for this class of problems: (1) large amount of coding work for each type of
cross-sections, and (2) reduced numerical reliability because of the increased complexity of the
algorithm [ 17].

$. Illustrative examples

A number of examples have been given in [9-11, 16] for verifying the validity and efficiency of the
DCOC algorithm. Here, two simple examples are employed for demonstrating the DCOC method. The
 M. Z h o u . R.T+ ltaftka I Comput. Methods Appl. Mech. Engrg. 124 (I995) 253-271 263

emphasis here is the comparison of the D C O C algorithm with the traditional OC or dual methods. The
D C O C is also compared with the very popular D O C - F S D method, in which the displacement
constraints are treated by rigorous optimality criteria but the fully stressed design concept is used for
s t r e s s c o n s t r a i n t s . In a d d i t i o n , t h e D C O C a l g o r i t h m b a s e d o n t h e v i r t u a l - w o r k a p p r o x i m a t i o n in (29)
( t e r m e d D C O C - V ) is also c o m p a r e d w i t h t h a t b a s e d o n t h e r e c i p r o c a l l i n e a r a p p r o x i m a t i o n ( t e r m e d
D C O C - R ) . "The first t w o i t e r a t i o n s o f E x a m p l e 1 are illu5irated in d e t a i l in A p p e n d i x B.

EXAMPLE I. T h e t h r e e b a r truss c x a r n p ! e [14] is s h o w n in Fig. 1. All m e m b e r s a r e m a d e f r o m t h e

same material having Young's modulus E, density p and yield stress o-~ = 0.002E. Find the minimum-
mass design subject to a single displacement constraint u~ = 0.001l on the vertical displacement and
stress constraints on all members. The design variables of members 1 and 3 are linked. The above
formulation makes the problem non-dimensional which is helpful for hand calculations. H e r e we can
choose p = 1, l = 1, E = 500, /9 = 1. u~ = 0.001 and o'~ = 1. The initial design is given as x~ = 1.0 and
x2 = 10.0.
The iteration histories of the D C O C method is shown in Table 1 for D C O C - V and Table 2 for
DCOC-R, in w h i c h [ r e f e r s to t h e m a s s o f t h e s t r u c t u r e , g is t h e d i s p l a c e m e n t c o n s t r a i n t , h~ t h e s t r e s s
c o n s t r a i n t o f m e m b e r l w h i c h is t h e o n l y active stress c o n s t r a i n t , J, a n d A~ a r e r e s p e c t i v e l y d u a l
v a r i a b l e s c o r r e s p o n d i n g to t h e active d i s p l a c e m e n t a n d stress c o n s t r a i n t s . T h e i t e r a t i o n h i s t o r y o f t h e
d u a l m e t h o d is s h o w n in T a b l e 3. It c a n b e s e e n t h a t b o t h d u a l m e t h o d a n d D C O C c o n v e r g e to t h e
s a m e s o l u t i o n . E v e n t h o u g h t h e L a g r a n g e m u l t i p l i e r s a s s o c i a t e d with stress c o n s t r a i n t s a r e e v a l u a t e d
e x p l i c i t l y in t h e D C O C . t h e y c o n v e r g e to t h e s a m e v a l u e s as in t h e d u a l m e t h o d . A s a c o m p a r i s o r , , t h e

®° --[

8p

Fig. I. Three bar truss.

Table 1
Iteration history of the DCOC-V algorithm for Example 1
ileration [ x~ x, g/~.~+ ht v . u+ A~
1 14.01_) ! .00 10.(FO 0.56 -(I.23 16.85 2.26
2 19.11 0.77 I6.02 -0.01 -0.13 15.72 2.76
3 18.49 0.67 15.80 0. (8) - 1).02 15.65 2.82
4 18.47 0.66 15.83 0.00 0.<~) 15.65 2.83
5 18.47 0.66 15.83 0.1~1 0.0i~ 15.65 2.83
6 18.47 0.66 15.83 0.0~} 0.00 I5.65 2.83
7 18.47 0.60 t 5.84 I).(}<) 0.~}~) 15.65 2.83

Table 2
Iteration history of the DCOC-R algorithm for Example t
Iteration [ x~ x, g 11a hi v • i~a )~t
I 14.00 1.00 10.00 0 56 -0.23 16.85 2.26
2 19. i I 0.77 16.02 -0.01 -0.13 15.79 2.77
3 18.53 0.67 15.83 0.0O -0.02 15.66 2.82
4 18.48 0.66 15.83 0.00 0.0~) 15.65 2.83
5 18.47 0.66 15.84 0.00 0.00 15.65 2.83
264 M. Z h o u . R . T . Haftka 1 Comput, Methods A p p l . Mech. Engrg. 124 11995) 2 5 3 - 2 7 1

Table 3
iteration history of the dual method for Example I
Iteration f xt x. g l, ~ h~ J, • u., At

1 14.(~) 1.110 10.110 0.56 - I).23 17.42 0.(R)

2 I8.48 11.5(I 16.48 0.00 0.2g 15.57 2.92
3 18.49 0.67 15,85 0,110 0.(~) 15.65 2.83
4 18.47 0.66 15.83 0,110 0.(~) 15,65 2.83
5 18.47 i).66 15.84 1).00 0.00 15.65 2.83

Table 4
Iteration history of the DOC-FSD method for Example 1
Iteration [ x, x~ gfu., h, v . u, A,
I 14.00 1.00 I0.110 1).56 -(I. 23 16.85
2 19. I 1 11.77 16.1)2 -(I.l)l -0.13 16,115
3 18.53 0.67 15.83 0.110 -0.02 16.01
4 18.48 I).66 15,83 0.00 0.00 16.110
5 18.48 0.66 I5.83 0.00 0.iX) 16.00
6 18.47 11.66 15.84 0.00 0.00 16.(10

iteration history of the D O C - F S D algorithm is given in Table 4. it can be seen that for this example,
the D O C - F S D algorithm gives the same correct design. However, it has been shown that this is not the
usual case [9-11]. It should be noted that the dual variable z, obtained by the D O C - F S D method is not
the same as that obtained by D C O C or the dual method.

E X A M P L E 2. Consider a modified version of the three bar truss example. We do not use variable
linking in the case, and only stress constraints are considered. The allowable stresses are o'ta = 1.0,
tr2,, = 0.5 and tr.~ = 0.5. Lower side constraints of x L = 0.01 are assigned to all three variables. The initial
design is given as x, = 1.0, x., = 10.0 and x 3 = 1.0.
The iteration histories are given, respectively, in Table 5 for DCOC-V, Table 6 for D C O C - R , T ~ble 7
for the dual method and Table 8 for D O C - F S D . Whilst the D C O C and dual methods yield the same
optimum, the D O C - F S D (identical with FSD in this case) converged to a non-optimum design. In the
D C O C calculation, the stress constraint at member 3, which is active for a minimum-gage member, was
upgraded to the level of a displacement constraint. That is, for example, in the case of DCOC-V A3 is
calculated on the basis of (30) and h 2 is calculated using (28).
Note that for both examples, the iterative performance of the two algorithms DCOC-V and D C O C - R
differ very little. However, it has been shown that for more complicated problems, D C O C - R is more
stable [16].

Table 5
Iteration history of the DCOC-V algorithm, for Example 2
Iteration f x, x, x: h, h., h, A: ,~,
1 14.110 1.00 10.00 1.00 -{),227 -0,280 -0.118 0.00 0.00
2 18,68 I).77 15.6I I).76 -0.123 I1.006 O. I24 33.06 5.88
3 I.9.47 0,99 15.80 0.84 -0.257 -0.004 -0.1K15 33.11 5Al7
4 I9.09 !. t4 15.68 0.57 -0.242 -0.008 0.012 32.74 4.63
5 18.69 1.28 15.43 0.35 -0.238 - 0.1Ki7 0.015 32.38 4.35
6 18.37 i.38 15.21 0.20 -0.2?8 -0.005 0,015 32.10 4.20
7 18.15 1.45 15,05 0.10 -0.240 -0.003 0,011 31.92 4.14
8 18.113 i .5() 14.95 0.05 -0.244 -0.002 0,007 31.82 4.12
9 17.97 1.52 I4.89 0.02 -0.247 -0.001 0.004 31.77 4.10
l0 17.94 1.53 14.87 0.01 -0.248 0.000 0.002 31.76 4.09
11 17.94 1.53 14.86 0.01 -0.250 0.0{YO 0.000 31.75 4.09
 M. Z h o u , R . T . H a f t k a / C o m p u t . M e t h o d s A p p l . Mech. Engrg. 12,,I ( I 9 9 5 ) 2 5 3 - 2 7 I 265

Table 6
Iteration history of the D C O C - R algorithm for Example 2
Iteration f x~ x ,. x, h~ h, ts ~ A, A.~

1 14,00 1,00 t1),00 1 ,(~) -0,227 0.281J -O, 118 0,00 0.t)0
2 18.68 [).77 15,61 0.76 -0.123 O.(HI6 (i, 124 33.06 5.88
3 19.47 0.99 15.811 I1.84 - O. 257 - 0.t104 - 11.0115 33.43 5.97
4 19.3~ 1.24 15.68 11.62 -11.295 1t.f~8 ~0.041 33.01 5.44
5 18.95 1.38 15.41 I},39 - 0. 293 - Ii. 0t )7 - 0.040 32,65 5.03
6 18.611 1.48 ! 5.2~.r 0.22 - 0. 289 -- t).IIt;7 ~ 0.036 32.33 4.71
7 18.34 1.53 15.115 0.11 -I}.281 - 0A~)3 .- 1t.029 32.08 4.46
8 18.16 1.55 14.95 0.05 -11.271 -0.002 -11.020 31.92 4.30
9 18.04 1.55 14.911 0.02 -0.262 -0.(111 --I}.012 31.83 4.20
111 17.98 1.54 14.87 0 01 -I}.256 0.0(X} -(i.006 31.75 4.09
I1 17.94 1.53 t,!.86 [1.01 - G.25(J (I.[RX} 11.000 31.75 4.09

Table 7
Iteration history of the dual method for Example 2
Iteration f x~ x, x~ h~ h, h~ h2 ih
1 14,00 1,0(} 111.0() 1,00 -0.227 11.2811 -11.118 31.49 6,31
2 18.90 i .34 15,09 11.57 -(1,318 11.008 - 11.072 31.72 5.34
3 18.53 1.44 15,03 o, 32 - ~1.295 11004 - 11.047 3 ~..61 4.90
3 18.25 I, 51 14.911 O. 16 - II, 287 0,003 -o.039 31.58 4.59
5 18.119 1.55 14.8,1 0.08 -0.277 0.003 -0.028 31.63 4.37
6 18.00 1.55 14.84 0.1~3 -- O.266 0.11112 - 0,017 31,68 4.23
7 ! 7.96 1.55 t,l. 83 1t.0 t - 0.258 0.001 - 11,008 3 I. 75 4.11
8 17.94 1,53 14.85 0.01 --0.250 I1.1~11 0.000 31.75 4.09
9 17.94 I. 53 t 4.811 It. tl 1 - O.2511 0.01}0 o. 000 31.75 4.09

Table 8
Iteration history of the D O C - F S D method for Example 2
Iteration f x~ x. x, h~ hz h~

I 14.00 i .01) I(},01) ! .iX) -0.227 0.280 -0.118

2 18,68 0.77 15,61 11.76 -1t. 123 0.(,~ O. 124
3 19.06 0.68 15,gl1 0.95 -0.144 0.006 0.103
4 19.45 0,58 16.0(1 1.15 -0.164 0.006 0.082
5 19.83 0.48 !6.19 1.34 -0.182 0.005 0.066
6 20.19 0.4(} 16.36 1.52 -(I. 196 0.005 0.051
7 20.50 0.32 16.52 1.67 - 0. 208 0.004 0.040
8 20.76 0.25 16.65 !. 80 - 0.218 0. 003 0,030
9 20.98 11.211 16.76 1,91 - O,225 0.003 0.023
I0 21,16 O. 15 16.85 2.00 -0.23I 0,002 0.018
15 21.62 0.114 17.118 2.23 - 0.245 0.001 0.004
20 21.74 0.01 17.14 2.29 - 0. 249 0.000 0..,091
21 21.75 0.11I I7.14 2.29 -0.2511 0.000 0.000

6. Concluding remarks

This paper attempted to shed more light on the DCOC method, by examining different formulations
of that method. In particular, two formulations of the DCOC method have been used for the purpose
o f c l a r i f y i n g its r e l a t i o n s h i p to traditional optimality criteria methods, The first formulation, which relies
heavily on adjoint loads provides physical understanding of the loading associated with the implementa-
tion of the DCOC method for truss structures. The second formulation which relies on derivatives,
indicates that the method provides for simpler generalizations to other kinds of structures. Two versions
of a three-bar truss examples have been used for comparing the method to traditional optimality criteria
266 M. Zhou. R.T. Haftka / Comput. Me,'hods Appl. Mech. Engrg. 124 (1995) 253-271

methods, to the dual method, and to the popular combination of fully-stressed design and optimality
criteria ( D O C - F S D ) method. The examples demonstrate the fact that in the results of DCOC the
explicitly evaluated Lagrange multipliers associated with stress constraints converge to the correct values
as obtained by the dual method. One example also demonstrates that while having a computational
effort similar to that of the D O C - F S D method, the DCOC method does not converge to non-optimal
design like the former method.
It should be pointed out that whilst MP methods, traditional OC or dual methods are applicable to
both sizing and shape optimization problems, DCOC is only valid for sizing optimization. This
limitation can be seen easily from the special feature of DCOC. For prgblems with both sizing and
shape variables, two solution strategies are commonly used: (1) both types of variables are treated
simultaneously, and (2) sizing and shape variables are optimized alternately. The first strategy is
efficient for problems with a small number of variables, but for problems with large numbers cJt
variables, the second one may be a better choice. For the latter, DCOC can be used for efficient
solution of the sizing phase. This can highly improve the efficicecy for problems with a iurge number of
sizing variables and relatively small number of shape variable-:. Since DCOC method can efficiently
optimize problems with a large number of variables, it is especially suited for topology optimization
where large number of variables is essential [18]. Extension of DCOC to problems including eigenvalue
constraints can be found in [19].

Acknowledgment

The authors are indebted to Drs. G.I.N. Rozvany, L. Berke, N.S. Knot. U. Kirsch and M.B. Fuchs
for offering critical comments. The work of the second author was supported by N A S A grant
N A G 1-224.

Appendix A: Derivation of Eq. (40) from Eq. (51)

To simplify notation, let us consider the case with a single displacement constraint. In this case, (50)
is written as

I 1
~=g+-- Ak ~ t F k l . (AI)
V • Xok

In order to use the adjoint method for calculating O ~ / d y i, we need to express ~ in the following form

:- zTU + c ( x ) , (A2)
where z is termed the adjoint load vector, c(x) is independent of U. Using the relations in (7) and (8),
we have
g = u - u~, =/~'TU -- U~ , (A3)

iF~I = x ~ Q k U , (A4)

then, we have

NE Ak 1 ,~
z = ~ + ~ ---- (A5)
=t v X~ k X k ~ x ' '

c(x) = - u . . (A6)

Note that z equals to /~ expressed in (20) when x k takes xc~k.

From (A2) and (A6) we have
 M. Zhtm. R.T. Haftka t Comp,,t. Methods Appl. Mech. Engrg. 124 (1995) 253-271 267

a~
ay, - a_z~/_
;~y, U + z rau
ay---~' (A7)

The first term in (A7) can be expressed as

OZr _. A_Li1 2 A~
U= v x,, X,,, Q]'U ---IF, l (A8)

Similar to the derivations of (11) and (12), using the adjoint method the second term in (A7) can be
expressed as

z ~=P 0y,- E~ (A9)

Therefore. we have

,3~_ A, IF,I +~, (A10)

Oy i v Et

which can be written in terms of F by using the relation in (23)

( AiE' sgn F ' ) L,

O~ Ai F, F, + vL, F, fr, L,
Oy----~- v IF, I + E, - E, (All)

Substituting the above equation into (51), we get (24).

In the general case of multiple displacement constraints, it can be similarly shown that

Oy---~- E----Z" (A12)

when the values of % (j = 1 . . . . . No) are the same for (42) and (49). Then, substitution of (A12) into
(51) yields (40).

Appendix B: Illustration of Example 1

The displacements and forces of the three bar truss can be expressed as [14]
8pt
u = E(xz + 0.25xt ) , (B1)

F~ = p 'x, + 0.25x~ +
?_) ' (B2)

8PX2
F2 = x 2 + 0.25xi ' (B3)

(2x I X/-3) (B4)

F3 = P 'x: + 0.25x: 3 '

where u is the vertical displacement, and p = 1, I = I and E = 500 are given. The design problem may
be written as
Nv
Minimize f(x) = ~ w,x~ = 4plx~ + plx 2
i=1
268 M, Zhou, R.T. Haftka / Comput. Methods Appl. Mech. Engrg. 124 (1995) 253-271

subject to g(x) = u - u. -~ 0

h,(x) [F,I
Xl

h,(x) . . . .
I~1 ao ~ 0
X2

h3(x) -- ~
IF, I - ~r <<.O, (135)
Xl

where N v is the n u m b e r of linked design variables, and p = 1, u~ = 0.00! and try, = 1 are given. Since
tF, I < IF, I. h, is always more critical than h 3.
In the following we will show the first two iterations of the D C O C algorithm on the basis of the
derivative-based formulation. At each iterative step, the Lagrange multiplier v corresponding to the
displacement constraint g is generated on the basis of the following linear reciprocal approximation
Nv ~lt
= u,, + ~ ~ (y, - Yo,) - u , . (B6)
j= ] ..,

On the basis of (7) and (1I), we have

NV

u . = = 'aY-~iY"'' (B7)

then (B6) can be written as

u,,. 0u
if= Z ~ y,- ,,o. (~8)
In the case g is active, v can be obtained by substituting (51) into (B8)

au ( , v / ( a f e ~ ) ' " -
E ~\
i~R d
,/\ay,]
u t'2 = au (B9)

ili~Ro

where ~ is defined by (50)

It Nz
= u - ua + - ? aky,,,,lF~l, (BI0)
it.' =1

where N E is the n u m b e r of elements, ik is the linked variable for the kth element. The derivatives of the
displacements and forces can be derived on the basis of ( B 1 ) - ( B , I )

au . au 2x
ay I = -x'l ~ = E(x2 4- 0.25xt )' ' (Bll)

au , au 8x
ay2 = - x ; ax 2 E(x2 + 0.25xt), , (B12)
z
aFi , aFt - 2 x ,x:
Oy I xi Ox ! (x 2 + 0.25xt)2 , (BI3)

bFt 20Fl 2xtx",

ay--~- = - x 2 - = -- , (BI4)
0X2 (X2 + 0.25Xl) 2
 M. Zhou. R.T. Haftka / Comput. Meth¢)ds Appl. Mech. Ettgrg. 124 (1905)253-271 269

T h e d e r i v a t i v e s o f /7., a n d F 3 a r e not given s i n c e it t u r n e d o u t t h a t h~ a n d ti 3 a r e n o t a c t i v e in this

e x a m p l e . N o w , let us s t a r t t h e i t e r a t i v e p r o c e d u r e .

F i r s t iterati,o;,
T h e initial d e s i g n is g i v e n as x~ -~ 1 alid x , = 10. T h e o n a l y s i s gives

u = 0.00156, F I = 0.77247, F, = 7.8049 , F~ = - 0 . 3 8 2 2 3

and

f= 14.000, g = (1.()(Y056, h~ = - 0 . 2 2 7 5 3 , h , = -{).21951 ~ h.~ = - 0 . 6 1 7 7 7

a u _ 0 . 0 3 8 0 7 × 1(1-3 Ott _ 0.01523

t~y i " #Y ,_

It c a n be seen that g has a 56% v i o l a t i o n . A s s u m i n g i E R d for i = 1 . . . . . N v a n d Ak = 0 for

k = l ..... N E, w e h a v e i J f P / a y , = a u / , ~ y , . T h e t e m p o r a r y l o w e r limits t'or d e s i g n v a r i a b l e s a r e

:7~ lFtl _~ levi

1- -0-77247, x,- " -7.8049
O'ii - O-a

Using (B9), we have

1/2 "= ~ Wi 0 . 0 1 2 3 4 + 0.12341

!: = = == 135.75
u~ (I.001

v = 18.43 X !03

Then, the design variables can be updated by (5i)

1/2
× 18.43 x 103 x 0 . 0 3 8 0 7 × i 0 3 = 0.41882

X2=
o,)": (+
Oy 2 × 18.43 x 10 ~ x 0 . 0 1 5 2 3
I
I/2

-- 16.754

S i n c e x I < x ~~L
, x l is s t r e s s c o n t r o l l e d w h i c h s h o u l d t a k e t h e v a l u e x~ = x ~~t. = 0.77247. B e c a u s e
displacement controlled element domain R d changed, v should be updated again using (B9) and
_ I
Y! t}.77247

0.(/(0£)), •
~:z a),z wt 0.12341
V = OU = 17.001 - 0.0(KI0493 = 129.81
tt, - - ~ y l y l

v = 16.85 × 10 ~

T h e n , t h e d e s i g n v a r i a b l e s c a n b c u p d a t e d by ( 5 I )

x, = v = × 16.85 x 103 × 0.03807 x 10 -3 = 0.40046

x 2=
(1 v -~,/ =
(l ]- × 16.85 × 10 x 0.01523
>,,. -- 16.019
~L
A g a i n x t < x t, x t is s t r e s s c o n t r o l l e d w h i c h s h o u l d t a k e t h e v a l u e x I -=- xtt - = 0 . 7 7 2 4 7 . T h e r e f o r e , R a d i d
n o t c h a n g e f u r t h e r . T h e L a g r a n g e multiplit-,r At c a n b e c a l c u l a t e d b y ( 5 1 )
270 M. Zhou, R.T. Haftka / Comput. Methods AppL Mech. Engrg. 124 (1995) 253-271

0~
w,x~ - v Oy! 4 x 0.772472 - 16.85 x 103 x . 0 3 8 0 7 x 10 -3 2.3868 - 0.64148
- 2.259
At = ]Ft] = 0.77247 O.77247

T h e n , w e h a v e t h e final r e s u l t s o f this i t e r a t i o n :

v = 16.85 × 103
x~ = 0 . 7 7 2 4 7 , .x 2 = 16.019

and r~ is controlled by the stress constraint hi, for which the Lagrange multiplier is
At = 2 . 2 5 9

T h e first i t e r a t i o n is f i n i s h e d .

Second iteration
The analysis gives

u = 0.000987, F1 -- 0 . 6 7 2 6 4 , F 2 = 7.9049, F3 = - 0 . 4 8 2 0 6

and
f = 19.108, g = -0.000013, h t = -0.12923, hz = - 0 . 5 0 6 5 3 , h 3 = -0.37596

Ou #u
- 0.~908 × 10 3 - 0.01562
Oy, ' OY2
OFt OFt
- -0.07273,
oy, 0y2 = 1.5085

It c a n b e s e e n t h a t n o n e o f t h e c o n s t r a i n t s a r e v i o l a t e d . S i n c e h , is a c t i v e , w e h a v e b y (50)

on 0u A, 1 olF, I Ou alF, I
- + - - - + 0 . 1 7 3 5 9 x 10 -3
Oy; Oy, v x, Oy, Oy, Oy;
which yields

-0.00354 x 10 -3 , 0.01588
Oyl - OY2
-

The temporary lower limits for design variables are

-L IFll -L IF, J
x~- --0.67264, x,.= " - =7.9049
tra o',

U s i n g ( B 9 ) , R a d e f i n e b y t h e first i t e r a t i o n a n d a c c o r d i n g l y x I = x~L ~_ 0 . 6 7 2 6 4 , w e h a v e

l 1/2
0'01562(0.0]-588)
l: i;2 = OY2
= 125.65
Ou 0 . 0 0 9 0 8 x l 0 -3
ua - --~-~ )'1 0.001 - 0.67264

v = 15.79 × 103
Then, the design variables can be updated by (51)

x2= o4)"' = x 15.79 × 103 × 0 . 0 1 5 8 8 -- 15.834

--L
a n d x t = x , = 0 . 6 7 2 6 4 is a p p a r e n t l y c o r r e c t s i n c e O~/Oy 2 is n e g a t i v e ( s e e ( 3 4 ) ) . T h e r e f o r e , R d did not
c h a n g e in t h i s i t e r a t i o n . T h e L a g r a n g e m u l t i p l i e r A, c a n b e c a l c u l a t e d by ( 5 1 )
 M, Zhou, R.T. Haj'tka I Comput, Methods Appl. Mech. Engrg, 124 (1995) 253-271 271

"I,
WIX ~ -- b,
~Yl 4 × 0.672642 15.79 × I0 ~ × ( - 0 . 0 0 3 5 4 x 10 -:~) 1.8098 + 0.0559
-- = 2.774
A, -- IF, I = 0.67264 0.67264

T h e n , w e h a v e the final results of this iteration

v = 15.79 × 10 ~
x I = 0.67264, x~ = 15.834

a n d x, is c o n t r o l l e d by the stress c o n s t r a i n t h , . for which the L a n g a n g e m u l t i p l i e r is

A I = 2.774

T h e s e c o n d iteration is finished.

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