Mode-pursuing sampling method for global optimization on expensive black-box functions

The presence of black-box functions in engineering design, which are usually computation-intensive, demands efficient global optimization methods. This article proposes a new global optimization method for black-box functions. The global optimization method is based on a novel mode-pursuing sampling method that systematically generates more sample points in the neighborhood of the function mode while statistically covering the entire search space. Quadratic regression is performed to detect the region containing the global optimum. The sampling and detection process iterates until the global optimum is obtained. Through intensive testing, this method is found to be effective, efficient, robust, and applicable to both continuous and discontinuous functions. It supports simultaneous computation and applies to both unconstrained and constrained optimization problems. Because it does not call any existing global optimization tool, it can be used as a standalone global optimization method for inexpensive problems as well. Limitations of the method are also identified and discussed.     

Global Optimization of Costly Nonconvex Functions Using Radial Basis Functions

The paper considers global optimization of costly objective functions, i.e. the problem of finding the global minimum when there are several local minima and each function value takes considerable CPU time to compute. Such problems often arise in industrial and financial applications, where a function value could be a result of a time-consuming computer simulation or optimization. Derivatives are most often hard to obtain, and the algorithms presented make no use of such information.Several algorithms to handle the global optimization problem are described, but the emphasis is on a new method by Gutmann and Powell, A radial basis function method for global optimization. This method is a response surface method, similar to the Efficient Global Optimization (EGO) method of Jones. Our Matlab implementation of the Radial Basis Function (RBF) method is described in detail and we analyze its efficiency on the standard test problem set of Dixon-Szegö, as well as its applicability on a real life industrial problem from train design optimization. The results show that our implementation of the RBF algorithm is very efficient on the standard test problems compared to other known solvers, but even more interesting, it performs extremely well on the train design optimization problem.     

Topology optimization using bi-directional evolutionary structural optimization based on the element-free Galerkin method

In this article, the bi-directional evolutionary structural optimization (BESO) method based on the element-free Galerkin (EFG) method is presented for topology optimization of continuum structures. The mathematical formulation of the topology optimization is developed considering the nodal strain energy as the design variable and the minimization of compliance as the objective function. The EFG method is used to derive the shape functions using the moving least squares approximation. The essential boundary conditions are enforced by the method of Lagrange multipliers. Several topology optimization problems are presented to show the effectiveness of the proposed method. Many issues related to topology optimization of continuum structures, such as chequerboard patterns and mesh dependency, are studied in the examples.     

Construction of nested maximin designs based on successive local enumeration and modified novel global harmony search algorithm

Engineering design often involves different types of simulation, which results in expensive computational costs. Variable fidelity approximation-based design optimization approaches can realize effective simulation and efficiency optimization of the design space using approximation models with different levels of fidelity and have been widely used in different fields. As the foundations of variable fidelity approximation models, the selection of sample points of variable-fidelity approximation, called nested designs, is essential. In this article a novel nested maximin Latin hypercube design is constructed based on successive local enumeration and a modified novel global harmony search algorithm. In the proposed nested designs, successive local enumeration is employed to select sample points for a low-fidelity model, whereas the modified novel global harmony search algorithm is employed to select sample points for a high-fidelity model. A comparative study with multiple criteria and an engineering application are employed to verify the efficiency of the proposed nested designs approach.     

基于自适应混合近似模型的顶置武器站多柔体系统动力学优化研究

针对顶置武器站结构优化设计存在计算量大、优化效率低等问题,提出一种基于自适应混合近似模型的优化策略,引入分层设计空间缩减思想,在优化迭代过程中依次在构造的全局空间、聚类空间和重点空间内选取样本点更新混合近似模型,以同时提高模型的全局和局部预测能力。使用典型测试函数算例和某顶置武器站结构动力优化实例,验证了所提优化策略的有效性。顶置武器站结构动力优化结果表明:使用该方法获得的武器站炮口扰动目标函数减小了58.3%,各炮口扰动参数得到有效改善;与静态近似模型方法相比,该方法所得的炮口扰动目标函数优化结果降低了14.5%,所需调用武器站分析计算模型次数减少了47.4%。     

Novel orthogonal simulated annealing with fractional factorial analysis to solve global optimization problems

A classical simulated annealing (SA) method is a generic probabilistic and heuristic approach to solving global optimization problems. It uses a stochastic process based on probability, rather than a deterministic procedure, to seek the minima or maxima in the solution space. Although the classical SA method can find the optimal solution to most linear and nonlinear optimization problems, the algorithm always requires numerous numerical iterations to yield a good solution. The method also usually fails to achieve optimal solutions to large parameter optimization problems. This study incorporates well-known fractional factorial analysis, which involves several factorial experiments based on orthogonal tables to extract intelligently the best combination of factors, with the classical SA to enhance the numerical convergence and optimal solution. The novel combination of the classical SA and fractional factorial analysis is termed the orthogonal SA herein. This study also introduces a dynamic penalty function to handle constrained optimization problems. The performance of the proposed orthogonal SA method is evaluated by computing several representative global optimization problems such as multi-modal functions, noise-corrupted data fitting, nonlinear dynamic control, and large parameter optimization problems. The numerical results show that the proposed orthogonal SA method markedly outperforms the classical SA in solving global optimization problems with linear or nonlinear objective functions. Additionally, this study addressed two widely used nonlinear functions, proposed by Keane and Himmelblau to examine the effectiveness of the orthogonal SA method and the presented penalty function when applied to the constrained problems. Moreover, the orthogonal SA method is applied to two engineering optimization design problems, including the designs of a welded beam and a coil compression spring, to evaluate the capacity of the method for practical engineering design. The computational results show that the proposed orthogonal SA method is effective in determining the optimal design variables and the value of objective function.     

APPROXIMATE DISCRETE VARIABLE OPTIMIZATION OF FRAME STRUCTURES WITH DUAL METHODS

The purpose of this work is to present an efficient method for optimum design of frame structures, using approximation concepts. A dual strategy in which the design variables can be considered as discrete variables is used. A two-level approximation concept is used. In the first level, all the structural response quantities such as forces and displacements are approximated as functions of some intermediate variables. Then the second level approximation is employed to convert the first-level approximation problem into a series of problems of separable forms, which can be solved easily by dual methods with discrete variables. In the second-level approximation, the objective function and the approximate constraints are linearized. The objective of the first-level approximation is to reduce the number of structural analyses required in the optimization problem and the second level approximation reduces the computational cost of the optimization technique. A portal frame and a single layer grid are used as design examples to demonstrate the efficiency of the proposed method.     

Interval-Based Uncertain Multi-Objective Optimization Design of Vehicle Crashworthiness

In this paper, an uncertain multi-objective optimization method is suggested to deal with crashworthiness design problem of vehicle, in which the uncertainties of the parameters are described by intervals. Considering both lightweight and safety performance, structural weight and peak acceleration are selected as objectives. The occupant distance is treated as constraint. Based on interval number programming method, the uncertain optimization problem is transformed into a deterministic optimization problem. The approximation models are constructed for objective functions and constraint based on Latin Hypercube Design (LHD). Thus, the interval number programming method is combined with the approximation model to solve the uncertain optimization problem of vehicle crashworthiness efficiently. The present method is applied to two practical full frontal impact (FFI) problems.     

Swarm algorithms for single- and multi-objective optimization problems incorporating sensitivity analysis

Swarm algorithms such as particle swarm optimization (PSO) are non-gradient probabilistic optimization algorithms that have been successfully applied for global searches in complex problems such as multi-peak problems. However, application of these algorithms to structural and mechanical optimization problems still remains a complex matter since local optimization capability is still inferior to general numerical optimization methods. This article discusses new swarm metaphors that incorporate design sensitivities concerning objective and constraint functions and are applicable to structural and mechanical design optimization problems. Single- and multi-objective optimization techniques using swarm algorithms are combined with a gradient-based method. In the proposed techniques, swarm optimization algorithms and a sequential linear programming (SLP) method are conducted simultaneously. Finally, truss structure design optimization problems are solved by the proposed hybrid method to verify the optimization efficiency.     

Continuum structural topological optimizations with stress constraints based on an active constraint technique

Stress‐related problems have not been given the same attention as the minimum compliance topological optimization problem in the literature. Continuum structural topological optimization with stress constraints is of wide engineering application prospect, in which there still are many problems to solve, such as the stress concentration, an equivalent approximate optimization model and etc. A new and effective topological optimization method of continuum structures with the stress constraints and the objective function being the structural volume has been presented in this paper. To solve the stress concentration issue, an approximate stress gradient evaluation for any element is introduced, and a total aggregation normalized stress gradient constraint is constructed for the optimized structure under the r?th load case. To obtain stable convergent series solutions and enhance the control on the stress level, two p‐norm global stress constraint functions with different indexes are adopted, and some weighting p‐norm global stress constraint functions are introduced for any load case. And an equivalent topological optimization model with reduced stress constraints is constructed,being incorporated with the rational approximation for material properties, an active constraint technique, a trust region scheme, and an effective local stress approach like the qp approach to resolve the stress singularity phenomenon. Hence, a set of stress quadratic explicit approximations are constructed, based on stress sensitivities and the method of moving asymptotes. A set of algorithm for the one level optimization problem with artificial variables and many possible non‐active design variables is proposed by adopting an inequality constrained nonlinear programming method with simple trust regions, based on the primal‐dual theory, in which the non‐smooth expressions of the design variable solutions are reformulated as smoothing functions of the Lagrange multipliers by using a novel smoothing function. Finally, a two‐level optimization design scheme with active constraint technique, i.e. varied constraint limits, is proposed to deal with the aggregation constraints that always are of loose constraint (non active constraint) features in the conventional structural optimization method. A novel structural topological optimization method with stress constraints and its algorithm are formed, and examples are provided to demonstrate that the proposed method is feasible and very effective. © 2016 The Authors. International Journal for Numerical Methods in Engineering published by John Wiley & Sons Ltd.     

Implementation of Discrete Capability into the Enhanced Multipoint Approximation Method for Solving Mixed Integer-Continuous Optimization Problems

Multipoint approximation method (MAM) focuses on the development of metamodels for the objective and constraint functions in solving a mid-range optimization problem within a trust region. To develop an optimization technique applicable to mixed integer-continuous design optimization problems in which the objective and constraint functions are computationally expensive and could be impossible to evaluate at some combinations of design variables, a simple and efficient algorithm, coordinate search, is implemented in the MAM. This discrete optimization capability is examined by the well established benchmark problem and its effectiveness is also evaluated as the discreteness interval for discrete design variables is increased from 0.2 to 1. Furthermore, an application to the optimization of a lattice composite fuselage structure where one of design variables (number of helical ribs) is integer is also presented to demonstrate the efficiency of this capability.     

Adaptive gradient-assisted robust design optimization under interval uncertainty

Robust optimization techniques attempt to find a solution that is both optimum and relatively insensitive to input uncertainty. In general, these techniques are computationally more expensive than their deterministic counterparts. In this article two new robust optimization methods are presented. The first method is called gradient-assisted robust optimization (GARO). In GARO, a robust optimization problem is first converted to a deterministic one by using a gradient-based approximation technique. After solving this deterministic problem, the solution robustness and the accuracy of the approximation are checked. If the accuracy meets a threshold, a robust optimum solution is found; otherwise, the approximation is adaptively modified until the threshold is met and a solution, if it exists, is obtained. The second method is a faster version of GARO called quasi-concave gradient-assisted robust optimization (QC-GARO). QC-GARO is for problems with quasi-concave objective and constraint functions. The difference between GARO and QC-GARO is in the way that they check the approximation accuracy. Both GARO and QC-GARO methods are applied to a set of six engineering design test problems and the results are compared with a few related previous methods. It was found that, compared to the methods considered, GARO could solve all test problems but with a higher computational effort compared to QC-GARO. However, QC-GARO was computationally much faster when it was able to solve the problems.     

Response surface approximations for structural optimization

Response surface methodology can be used to construct global and midrange approximations to functions in structural optimization. Since structural optimization requires expensive function evaluations, it is important to construct accurate function approximations so that rapid convergence may be achieved. In this paper techniques to find the region of interest containing the optimal design, and techniques for finding more accurate approximations are reviewed and investigated. Aspects considered are experimental design techniques, the selection of the ‘best’ regression equation, intermediate response functions and the location and size of the region of interest. Standard examples in structural optimization are used to show that the accuracy is largely dependent on the choice of the approximating function with its associated subregion size, while the selection of a larger number of points is not necessarily cost-effective. In a further attempt to improve efficiency, different regression models were investigated. The results indicate that the use of the two methods investigated does not significantly improve the results. Finding an accurate global approximation is challenging, and sufficient accuracy could only be achieved in the example problems by considering a smaller region of the design space. © 1998 John Wiley & Sons, Ltd.     

STRUCTURAL OPTIMIZATION USING A NEW LOCAL APPROXIMATION METHOD

A new method for solving structural optimization problems using a local function approximation algorithm is proposed. This new algorithm, called the Generalized Convex Approximation (GCA), uses the design sensitivity information from the current and previous design points to generate a sequence of convex, separable subproblems. The paper contains the derivation of the parameters associated with the approximation and the formulation of the approximated problem. Numerical results from standard test problems solved using this method are presented. It is observed that this algorithm generates local approximations which lead to faster convergence for structural optimization problems.     

Entropy minimization in turbine cascade using continuous adjoint formulation

A complete continuous adjoint formulation is presented here for the optimization of the turbulent flow entropy generation rate through a turbine cascade. The adjoint method allows one to have many design variables, but still afford to compute the objective function gradient. The new adjoint system can be applied to different structured and unstructured grids as well as mixed subsonic and supersonic flows. For turbulent flow simulation, the k–ω shear-stress transport turbulence model and Roe's flux function are used. To ensure all possible shape models, a mesh-point method is used for design parameters, and an implicit smoothing function is implemented to avoid the generation of non-smoothed blades. To analyse the capability of the presented algorithm, the shape of a turbine cascade blade is redesigned and a few physical observations are made on how the scheme improves the blade performance.     

AN OPTIMIZATION METHOD FOR THE DESIGN OF LARGE,HIGHLY CONSTRAINED COMPLEX SYSTEMS

A practical and efficient optimization method for the rational design of large, highly constrained complex systems is presented. The design of such systems is iterative and requires the repeated formulation and solution of an analysis model, followed by the formulation and solution of a redesign model. The latter constitutes an optimization problem. The versatility and efficiency of the method for solving the optimization problem is of fundamental importance for a successful implementation of any rational design procedure.

In this paper, a method is presented for solving optimization problems formulated in terms of continuous design variables. The objective function may be linear or non-linear, single or multiple. The constraints may be any mix of linear or non-linear functions, and these may be any mix of inequalities and equalities. These features permit the solution of a wide spectrum of optimization problems, ranging from the standard linear and non-linear problems to a non-linear problem with multiple objective functions (goal programming). The algorithm for implementing the method is presented in sufficient detail so that a computer program, in any computing language, can be written.     

Multi-Disciplinary Optimization for Multi-Objective Uncertainty Design of Thin Walled Beams

The focus of this paper is concentrated on multi-disciplinary and multi-objective optimization for thin walled beam systems considering safety, normal mode, static loading-bearing and weight, in which the uncertainties of the parameters are described via intervals. The size and shape of the cross-section are treated as design parameters during optimization. Considering the lightweight and safety, the design problem is formulated with two individual objectives to measure structural weight and maximum energy absorption, respectively, constrained by the average force, normal mode and maximum stress. The optimization problem with uncertainties is further transformed into a deterministic optimization based on interval number programming. The approximation models, coupled with the design of experiment (DOE) technique, are employed to construct objective functions and constraints. The uncertain optimization problem characterized with these approximation models is performed and applied to a practical thin walled beam design problems.     

TUNING PID CONTROLLERS USING ERROR-INTEGRAL CRITERIA AND RESPONSE SURFACES BASED OPTIMIZATION

A method for tuning a Proportional, Integral, Derivative (PID) controller in order to optimize its response is presented. A state-space realization of the controller and the plant is used. A response surface approximation-based optimization approach is used to minimize the number of detailed controller response analyses. A heuristic algorithm is used to select designs that are close to D-optimal designs to construct the initial linear approximation. The tuning methodology is directly applicable to multi-input, multi-output control systems and is shown to obtain improved results compared to the traditional tuning techniques such as Ziegler-Nichols method. Realistic applications are provided to illustrate the method outlined in this paper.     

Crashworthiness design optimization using successive response surface approximations

 Finite Element (FE) method is among the most powerful tools for crash analysis and simulation. Crashworthiness design of structural members requires repetitive and iterative application of FE simulation. This paper presents a crashworthiness design optimization methodology based on efficient and effective integration of optimization methods, FE simulations, and approximation methods. Optimization methods, although effective in general in solving structural design problems, loose their power in crashworthiness design. Objective and constraint functions in crashworthiness optimization problems are often non-smooth and highly non-linear in terms of design variables and follow from a computationally costly (FE) simulation. In this paper, a sequential approximate optimization method is utilized to deal with both the high computational cost and the non-smooth character. Crashworthiness optimization problem is divided into a series of simpler sub-problems, which are generated using approximations of objective and constraint functions. Approximations are constructed by using statistical model building technique, Response Surface Methodology (RSM) and a Genetic algorithm. The approximate optimization method is applied to solve crashworthiness design problems. These include a cylinder, a simplified vehicle and New Jersey concrete barrier optimization. The results demonstrate that the method is efficient and effective in solving crashworthiness design optimization problems. Received: 30 January 2002 / Accepted: 12 July 2002 Sponsorship for this research by the Federal Highway Administration of US Department of Transportation is gratefully acknowledged. Dr. Nielen Stander at Livermore Software Technology Corporation is also gratefully acknowledged for providing subroutines to create D-optimal experimental designs and the simplified vehicle model.     

The Design Space Root Finding method for efficient risk optimization by simulation

Reliability-Based Design Optimization (RBDO) is computationally expensive due to the nested optimization and reliability loops. Several shortcuts have been proposed in the literature to solve RBDO problems. However, these shortcuts only apply when failure probability is a design constraint. When failure probabilities are incorporated in the objective function, such as in total life-cycle cost or risk optimization, no shortcuts were available to this date, to the best of the authors knowledge. In this paper, a novel method is proposed for the solution of risk optimization problems. Risk optimization allows one to address the apparently conflicting goals of safety and economy in structural design. In the conventional solution of risk optimization by Monte Carlo simulation, information concerning limit state function behavior over the design space is usually disregarded. The method proposed herein consists in finding the roots of the limit state function in the design space, for all Monte Carlo samples of random variables. The proposed method is compared to the usual method in application to one and n-dimensional optimization problems, considering various degrees of limit state and cost function nonlinearities. Results show that the proposed method is almost twenty times more efficient than the usual method, when applied to one-dimensional problems. Efficiency is reduced for higher dimensional problems, but the proposed method is still at least two times more efficient than the usual method for twenty design variables. As the efficiency of the proposed method for higher-dimensional problems is directly related to derivative evaluations, further investigation is necessary to improve its efficiency in application to multi-dimensional problems.