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– Inequality constraint: g ( x) 0
– Equality constraint: h( x) 0
Optimization problem (cont.)
● General form of optimization problem:
min f (x)
x
subject to : g ( x) 0
h ( x) 0
n
x X
x x x
Classification
● Problems:
● Responses:
● Variables:
Constants Responses
Model f , g, h
Design Derivatives of
variables responses
x (design sensi-
Optimizer tivities)
f g h
, ,
xi xi xi
Optimization pitfalls!
● Proper problem formulation critical!
● Topology optimization
Defining a design model and
optimization problem
1. What can be changed and how can the design be
described?
– Dimensions
– Stacking sequence of laminates
– Ply orientation of laminates
– Thicknesses Bridgestone aircraft tire
– Production cost
– Life-time cost
– Profits
– Buckling load
– Eigenfrequency
Defining the optimization problem (cont.)
– Sensitivities available?
– Smooth responses?
– Numerical noise?
W ( x)
f Note the scaling!
W (x 0 )
● Load P given
● Design variables:
P
– Radius R [Rmin, Rmax]
R
– Wall thickness t [tmin, tmax]
PP P
s.t. max max s.t. 1 0
2ARt 2Rt max
32 ER
EI 3t P 4l 2
P 1 0
44l 2l 2 3
ER t 3
2
A Ro Ri
2
4
I Ro Ri
4
4
P
min
Ro , Ri
2
l Ro Ri
2
P
s.t. max
Ro
2
Ro Ri
2
l Ri P
16l 2
3E 4
Ro Ri
4
Ri Ro
Ro min Ro Ro max
Ri min Ri Ri max
Multi-objective problems
● Minimize c(x) Vector!
s.t. g(x) 0, h(x) = 0
● Input from designer required! Popular approach:
replace by weighted sum:
f (x) wi ci (x)
i
Minimal volume
Maximal fatigue life
– Design of a truck for
c2
Attainable set
Pareto set
Pareto point
c1
Pareto set (cont.)
● Alternative view:
c1
c2
Pareto set
x
Pareto set (cont.)
● Pareto set can be disjoint:
Attainable set
c2
Pareto set
c1
Hierarchical systems
● Large system can be decomposed into subsystems /
components:
● Model simplification
The design space
● Design space = set of all possible designs
● Example:
kmax
Feasible domain
F
f k1 k2
k2
F Fcr
k1 k max , k 2 k max
k2
k1
Optimum k1 kmax
Isolines
● Isolines (level sets) connect points with equal function
values:
The design space (cont.)
Problem overconstrained:
no solution exists.
No feasible domain
Dominated constraint
(redundant)
Design space (cont.)
A A and B inactive
A and B active
B active, A inactive
Objective
function
isolines
Interior B
optimum
Optimum
Optimum
Active constraint optimization
● Idea of constraint activity at boundary optimum
sometimes used in intuitive design optimization:
– Fully stressed design (sizing / topology optimization)
– simplify problem
● Properties:
– Boundedness
– Linearity
– Convexity
– Monotonicity
Boundedness
● Proper bounds are necessary to avoid unrealistic
solutions:
– Example: aspirin pill design
Objective: minimize dissolving time
= maximize surface area
(fixed volume)
h
r max 2r 2 2rh
r ,h
s.t. r 2 h 1
Boundedness (cont.)
● Volume equality constraint can be substituted, yielding:
1 22
h 2 max 2r
r r r
500
450
400
f 350
300
250
200
150
100
50
0
0 1 2 3 4 5 6 7 8 9 10
r
Linearity
“A function f is linear if it satisfies
f(x1+ x2) = f(x1)+ f(x2)
and
f( x1) = f(x1)
for every two points x1, x2 in the domain, and all ”
Linearity (2)
● Nonlinear objective functions can have multiple
local optima:
x2 f
f
x2 x1
x x1
● Challenge: finding the global optimum.
Problem characteristics
● Study of objective and constraint functions:
– simplify problem
● Properties:
– Boundedness
– Linearity
– Convexity
– Monotonicity
Boundedness
● Surface maximization of aspirin pill not well bounded:
1 22
h 2 max 2r
r r r
500
450
400
f 350
300
250
200
150
100
50
0
0 1 2 3 4 5 6 7 8 9 10
r
Linearity
● Nonlinear objective functions can have multiple
local optima:
x2 f
f
x2 x1
x x1
● Challenge: finding the global optimum.
Convexity
● Convex function: any line connecting any 2 points on
the graph lies above it (or on it):
x1
● Nonconvex feasible domains can have multiple local
boundary optima, even with linear objective functions!
Monotonicity
● Papalambros p. 99:
– Boundedness
– Linearity
– Convexity
– Monotonicity
● Feasible domain:
– Convexity
Example: tubular column design
P
R
l t R g3
g1
min f 2lRt
R ,t
f
P
s.t. g1 1 0
2Rt max
4l 2 P
g2 3 3 1 0 g2
ER t
10t
g3 1 0
R
Rmin R Rmax
t min t t max t
Optimization problem analysis
● Motivation:
– Simplification
– Insight
l f ( x) x
● Greatest lower bound (glb):
f
g l l f (x)
g
● Minimum: f ( x*) g x* x
● Minimizer: x*
Boundedness checking
● Assumption: in engineering optimization problems,
design variables are positive and finite
● Define N x : 0 x P x : 0 x
● Boundedness check:
– Determine g+ for x N
– Determine minimizers X x : f ( x ) g
– Well bounded if X P
Examples:
f ( x) x g 0 X 0 P Bounded
at zero
1 g 0 X P Asymptotically
f ( x) bounded
x
f ( x) ( x 1) 2
g 0 X
1 P
2 2
f ( x) ( x 1) ( x 2) 3 g
3 X 1,2 P
2
f ( x) ( x 1) 2 2
g 2 X 1,1 P
f ( x1 , x2 ) ( x2 1) 2 1 g 1 X ( N ,1) P 2
Air tank design
f (x) (r t ) 2 r 2 l 2 (r t ) 2 h
l
2rt t 2 l 2(r t ) 2 h
r
g 0 X 0 P
h
t
● Not well bounded: constraints needed
Air tank constraints
● Minimum volume: r 21l.48
g1 1 2.12
107 2 7
10
r l0
2. X i X g i active
3. X i X g i semiactive B
s.t. g1 1 x1 0
g 2 2 x2 0 f(1,x2,5)
g3 x2 5 0
g2
g 4 1 x3 0
g3
Conclusion:
• g1 active
• g2 semiactive
x2
• g3 and g4 inactive
Activity and Monotonicity Theorem
● “Constraint gi is active if and f(x) f
g(x)
only if the minimum of the
relaxed problem is lower than
x
that of the original problem”
g2 g1
g
First Monotonicity Principle
● “In a well-constrained minimization problem every
variable that increases f is bounded below by at least
one non-increasing active constraint”
min f 2rt t 2 l 2(r t ) 2 h
f h , l , r , t
g l , r
h ,l , r ,t
7 2 1
Critical w.r.t. r
s.t. g1 1 1.48 10 r l 0
g h , r
Critical w.r.t. h
h 2
g 2 1 7.7
r
0 g r , t
3
Critical w.r.t. t
t g l
g 3 1 104 0 4
r g r , t
5
g 4 1 0.1l 0
r t
g5 1 0 What about l? Unclear.
150
Optimizing variables out
● Critical constraints must be active:
min f
h ,l , r ,t
2rt t l 2(r t ) h
2 2
min f
h ,l , r ,t
2rt t l 2(r t ) h
2 2
min f 2rt t 2 l 0.26(r t ) 2 r
l , r ,t
s.t. g1 1 1.48 107 r 2l 0
t t r
g 3 1 104 0 g 3 1 104 0 t
r r 104
g 4 1 0.1l 0
r t
g5 1 0
150
Optimizing variables out
● Critical constraints must be active:
209 2 105 3
2
min f r l 0.26 r
l ,r 104 2 104
s.t. g1 1 1.48 10 7 r 2l 0 g1 1 1.48 10 7 r 2l 0
2600
r
l
g 4 1 0.1l 0
105
g5 r 1 0
104 *150
Optimizing variables out
● Critical constraints must be active:
209 * 26002 2600 3
105
2
min f 0.26 *
l 104 2
l l 104
s.t.
4 4.65 109
g 4 1 0.1l 0 min f 13 10
l
l l
105 * 2600 1 s.t. g 4 1 0.1l 0
g5 1 0
104 *150 l
l
g5 1 0
306
Problem!
● Length not well bounded:
● Solution: l
l 610
r 105 r
t 1
h
h 13.6
t
● Result of Monotonicity Analysis:
f1 ( y ) f3 ( y ) a
b x
Criticality
Refined definitions:
# of variables # of constraints
critically bounded possibly critically
by constraint i Uncritical bounding variable j
constraint
0
Uniquely critical
1 1
constraint
>1 Multiple critical >1
constraint
Conditionally
critical constraint
Air tank example
min f 2rt t 2 l 2(r t ) 2 h
h ,l , r ,t
7 2
f h , l , r , t
s.t. g1 1 1.48 10 r l 0
g l , r
1
Critical w.r.t. r
h
g 2 1 7.7 0 g h , r
Critical w.r.t. h
r 2
t g r , t
3
Critical w.r.t. t
g 3 1 104 0
r g l
4
Conditionally
g 4 1 0.1l 0 g r , t
critical w.r.t. l
5
r t
g5 1 0 Multiple critical!
150
min f 2rt t 2 l 2(r t ) 2 h
h ,l , r ,t
s.t. g1 1 1.48 107 r 2l 0 g1 1 1.45 10 7 r 2l 0
h 2600
g 2 1 7.7 0 r
r l
t
g 3 1 104 0
r
g 4 1 0.1l 0
r t
g5 1 0
150
Air tank example
● New problem:
?
26002
min f t 5200 l tl 2h
t 2
5200 t h , l ? , t
h ,l ,t
l l
s.t.
h l
g 2 1 7.7 0 Critical for h h , l
2600
t l Critical for t l,t
g 3 1 104 0
2600
g 4 1 0.1l 0 l
52 t
g5 1 0 l,t
3 l 150
Air tank example
● Finally, after also eliminating h and t:
4.65 109
min f 130625 3/ 2
l
l
l
s.t. g 4 1 0.1l 0 l Not well bounded!
35 l
g5 1 0
2 l
– Monotonicity analysis
Eliminate variables
– Otherwise semi-active
● Example: min f 3 x1
x1 , x2
x2 f
s.t. g1 1 x1 0
h1 x2 3 0 3
x
Nonobjective variables (2)
● Other options:
– Equality constraint
h(x) g(x)
hi gi
0 0
x x
● See example in book (Papalambros p. 114)
Nonmonotonic functions
● Monotonicity analysis difficult!
g(x)
gj gi
0
x
Model preparation procedure (3.9)
● Remove dominated constraints
– Critical constraints?
Uniquely / conditionally / multiply?
● If possible, eliminate active constraints,
and repeat steps