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Optimization of Mechanical Systems · T.L. Vincent and W.J. Grantham: Nonlinear and Optimal Control...

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Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M0 Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard ([email protected]) M.Sc. Elizaveta Shishova ([email protected]) Institute of Engineering and Computational Mechanics Pfaffenwaldring 9, 4 th floor 70563 Stuttgart Lecture information Course: This semester studies take place online. The recorded lectures will be published on the ILIAS platform according to the course schedule and will remain available for one week. Language: The lecture is taught in English. Audience: Students of the interdisciplinary graduate program of study COMMAS and students of the programs of study Mechanical Engineering, Mechatronics, Engineering Cybernetics, Technology Management, Automotive and Engine Technology, Mathematics, etc. Credits: 3 ECTS (2 SWS) WT 20/21: 2.11.20 - 13.2.21, Christmas break: 23.12.20 - 06.01.21 Dates of class: Wednesday, 9.45 - 11.15 a.m., weekly, first class November 4, 2020 Internet: The course web page can be found at www.itm.uni-stuttgart.de/en/courses/lectures/optimization-of-mechanical-systems Course material: Handouts can be downloaded at the course web page. Exercises: Exercises are an incorporated part of the lecture. Office hours: The questions will be answered during online consultations, which will be orga- nized during the semester when the need arises. To request the consultation please contact the supervisor of the course at [email protected]. Exam: The exam is scheduled for end of February 2020 or beginning of March 2020. Exact date and room will be announced later. The exam is mandatory for COMMAS students. All students please register with the examination office (Prüfungsamt).
Transcript
  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M0

    Optimization of Mechanical Systems

    Prof. Dr.-Ing. Prof. E.h. P. Eberhard ([email protected])

    M.Sc. Elizaveta Shishova ([email protected])

    Institute of Engineering and Computational Mechanics

    Pfaffenwaldring 9, 4th floor

    70563 Stuttgart

    Lecture information

    Course: This semester studies take place online. The recorded lectures will be published on the ILIAS platform according to the course schedule and will remain available for one week.

    Language: The lecture is taught in English.

    Audience: Students of the interdisciplinary graduate program of study COMMAS and students of the programs of study Mechanical Engineering, Mechatronics, Engineering Cybernetics, Technology Management, Automotive and Engine Technology, Mathematics, etc.

    Credits: 3 ECTS (2 SWS)

    WT 20/21: 2.11.20 - 13.2.21, Christmas break: 23.12.20 - 06.01.21

    Dates of class:

    Wednesday, 9.45 - 11.15 a.m., weekly, first class November 4, 2020

    Internet: The course web page can be found at

    www.itm.uni-stuttgart.de/en/courses/lectures/optimization-of-mechanical-systems

    Course material: Handouts can be downloaded at the course web page.

    Exercises: Exercises are an incorporated part of the lecture.

    Office hours: The questions will be answered during online consultations, which will be orga-nized during the semester when the need arises. To request the consultation please contact the supervisor of the course at [email protected].

    Exam: The exam is scheduled for end of February 2020 or beginning of March 2020. Exact date and room will be announced later. The exam is mandatory for COMMAS students. All students please register with the examination office (Prüfungsamt).

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M1.1

    Optimization of Mechanical Systems

    - Content of lecture -

    1 Introduction

    1.1 Motivational Examples

    1.2 Formulation of the Optimization Problem

    1.3 Classification of Optimization Problems

    2 Scalar Optimization

    2.1 Optimization Criteria

    2.2 Standard Problem of Nonlinear Optimization

    3 Sensitivity Analysis

    3.1 Mathematical Tools

    3.2 Numerical Differentiation

    3.3 Semianalytical Methods

    3.4 Automatic Differentiation

    4 Unconstrained Parameter Optimization

    4.1 Basics and Definitions

    4.2 Necessary Conditions for Local Minima

    4.3 Local Optimization Strategies (Deterministic Methods)

    4.4 Global Optimization Strategies (Stochastic Methods)

    5 Constrained Parameter Optimization

    5.1 Basics and Definitions

    5.2 Necessary Conditions for Local Minima

    5.3 Optimization Strategies

    6 Multicriteria Optimization

    6.1 Theoretical Basics

    6.2 Reduction Principles

    6.3 Strategies for Pareto-Fronts

    7 Application Examples and Numerical Tools

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M1.2

    Bibliography

    Optimization:

    S.K. Agrawal and B.C. Fabien: Optimization of Dynamic Systems. Dordrecht: Kluwer Ac-

    ademic Publishers, 1999.

    M.P. Bendsoe and O. Sigmund: Topology Optimization: Theory, Methods and Applica-

    tions. Berlin: Springer, 2004.

    D. Bestle: Analyse und Optimierung von Mehrkörpersystemen - Grundlagen und rech-

    nergestützte Methoden. Berlin: Springer, 1994.

    D. Bestle and W. Schiehlen (Eds.): Optimization of Mechanical Systems. Proceedings of

    the IUTAM Symposium Stuttgart, Dordrecht: Kluwer Academic Publishers, 1996.

    P. Eberhard: Zur Mehrkriterienoptimierung von Mehrkörpersystemen. Vol. 227, Reihe 11,

    Düsseldorf: VDI–Verlag, 1996.

    R. Fletcher: Practical Methods of Optimization. Chichester: Wiley, 1987.

    R. Haftka and Z. Gurdal: Elements of Structural Optimization. Dordrecht: Kluwer Aca-

    demic Publishers, 1992.

    E.J. Haug and J.S. Arora: Applied Optimal Design: Mechanical and Structural Systems.

    New York: Wiley, 1979.

    J. Nocedal and S.J. Wright: Numerical Optimization. New York: Springer, 2006.

    A. Osyczka: Multicriterion Optimization in Engineering. Chichester: Ellis Horwood, 1984.

    K. Schittkowski: Nonlinear Programming Codes: Information, Tests, Performance. Lect.

    Notes in Econ. and Math. Sys., Vol. 183. Berlin: Springer, 1980.

    W. Stadler (Ed.): Multicriteria Optimization in Engineering and in the Sciences. New

    York: Plenum Press, 1988.

    G.N. Vanderplaats: Numerical Optimization Techniques for Engineering Design. Colora-

    do Springs: Vanderplaats Research & Development, 2005.

    P. Venkataraman: Applied Optimization with MATLAB Programming. New York: Wiley,

    2002.

    T.L. Vincent and W.J. Grantham: Nonlinear and Optimal Control Systems. New York:

    Wiley, 1997.

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M2.1

    Optimization of mechanical systems

    classical/engineering approach

    analytical/numerical approach

    intuition, experience of the design engi-

    neer and experiments and fiddling with

    hardware prototypes at the end of the de-

    sign process

    intuition, experience of the design engineer

    and virtual prototypes based on computer

    simulations throughout the whole design

    process

    sequential process

    concurrent engineering

    only small changes of the design pos-

    sible to influence the system behavior

    more fundamental changes might re-

    quire the reconsideration of all previous

    design steps

    “optimal” solution without quantitative

    objectives

    hardware experiments are costly and

    time intensive (only few are possible)

    provides many design degrees of free-

    dom at beginning of the design process

    parameter studies can be executed fast

    and easy

    systematic way to find optimal solution

    with respect to defined criteria

    cost efficient

    shortening of the development time

    initial design for hardware experiments is

    already close to optimum

    idea concept

    design

    calculation

    prototype

    experiments product

    idea

    concept

    CAD design

    simulation

    prototype

    experiments product

    optimization

    production preparation

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M2.2

    Optimization is a part of any engineering design process. Furthermore optimization is also

    extensively used in many other disciplines, such as e.g. industrial engineering, logistics or

    economics.

    The focus of this class is on optimization of mechanical systems using the analyti-

    cal/numerical approach. The concepts and methods are presented in a general manner,

    such that they can be applied to general optimization problems.

    The systematic formulation of an optimization problem requires the answers of three basic

    questions:

    1. What should be achieved by the optimization?

    2. Which changeable variables can influence the optimization goals?

    3. Which restrictions apply to the system?

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M3

    Iterative solution of the standard problem of parameter optimization

    𝑓 𝐩 𝑖 , 𝑔 𝐩 𝑖 , ℎ 𝐩 𝑖

    initial design

    𝑖 = 0, 𝐩 0

    evaluation of the performance

    propose a better design

    𝐩 𝑖+1 , 𝑖 = 𝑖 + 1

    performance satisfying?

    yes design “optimal”

    no

    evaluation of functions

    performance functions

    constraints

    simulation model

    calculation of gradients

    performance functions

    constraints

    𝐩 𝑖

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M4

    Integrated Modelling and Design Process

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M5

    Classification of optimization problems

    optimization

    topology function parameters

    scalar optimization

    multi-criteria optimization

    min𝐩∈𝑃

    𝐟 𝐩

    unconstrained min𝐩∈𝑅ℎ

    𝑓 𝐩 constrained

    min𝐩∈𝑃

    𝑓 𝐩

    𝑃 = 𝐩 ∈ Rh 𝐠 𝐩 = 𝟎, 𝐡 𝐩 ≤ 𝟎, 𝐩u ≤ 𝐩 ≤ 𝐩0

    scalarization

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M6.1

    x

    y

    1

    2

    B

    F,uy

    uy

    Optimization in Engineering Applications

    Static Analysis – Truss Framework

    A simple truss structure, shown to the right, shall be optimized. The truss consists of two round bars with Young’s modulus E =2,1 ∙ 1011 N m2⁄ and density ρ = 2750 kg m3⁄ . As design variables the radii of the bars r1 and r2 are chosen

    𝐩 = [r1r2

    ] , whereby 2 mm ≤ ri ≤ 5mm, i = 1,2.

    Applying a force F = 100 N at point B a displacement 𝐮 is caused, which can be computed using the finite element method

    𝐊 ⋅ 𝐮 = 𝐪, with the stiffness matrix

    𝐊 =E

    ℓ2√2 [

    A2 A12√2 + A2A2 A2

    ] ,

    the vector of nodal coordinates 𝐮 = [ux uy]T and the vector of applied forces 𝐪 = [0 F]T. In an optimization the displacement uy shall be minimized. Thus, the scalar objective function reads

    ψ(𝐩) = uy =√2

    2

    Fℓ

    E(

    4r12 + √2r2

    2

    πr12r2

    2 ).

    Evaluating ψ(𝐩) in the feasible design space returns the following results.

    It can be seen that by increasing the radii, the displacement is reduced. Thus, if there are no additional con-straint equations, such as mass restriction, the solution of the minimization problem is p1

    ∗ = p2∗ = 5 mm and

    ψ(𝐩∗) = 0.07 mm.

    2

    3

    4

    5

    0

    0.1

    0.2

    0.3

    0.4

    0.5

    23

    45

    p2 [mm]

    ψ(p

    ) [m

    m]

    p1 [mm]

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M6.2

    Dynamic Analysis – Slider-Crank Mechanism

    Not only static but also dynamic problems are analyzed and optimized in engineering. For instance, using

    the method of multibody systems the slider-crank mechanism shown below is modeled. The multibody sys-

    tems consists of the crank (m1 = 0.24kg, J1 = 0.26 kg m2), the piston rod (m2 = 0.16kg, J2 = 0.0016 kg m

    2) as

    well as the slider block (m3 = 0.46kg). The crank angle is assumed to rotate at constant angular velocity φ̇ =

    8 Hz and, thus, the motion of the mechanism is clearly defined.

    Performing a simulation for the time domain t ∈ [0, 3]s, the resulting reaction force between the crank and

    the inertial frame, which is defined as

    F(p, t) = √Fx2(p, t) + Fy

    2(p, t),

    can be computed. For two different values p = −0.02 m and p = −0.03 m the resulting reaction forces F(p, t)

    are displayed below.

    Performing an optimization, F(p, t) shall be minimized. However, in contrast to static problems, first the tran-

    sient system response has to be converted into a scalar value. Therefore, the time-dependent resulting reac-

    tion force F(p, t) is integrated over the simulation time t. Thus, it holds for the objective function

    ψ(p) = ∫ F(p, t)dt

    t1

    t0

    = ∫ √Fx2(p, t) + Fy

    2(p, t)dt.

    3s

    0

    0

    0.05

    0.1

    0.15

    0.2

    0.25

    0.3

    0.35

    0.4

    0 1 2 3

    F(p

    , t)

    time t

    F(-0.02, t)

    F(-0.03, t)

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M6.3

    Then, evaluating the objective function ψ(p) for p ∈ [−0.02 − 0.01] m the local minimum can be determined

    as p∗ ≈ −0.017 and ψ(p∗) ≈ 0.646.

    Dynamic Analysis – Planar 2-Arm Welding Robot

    A further example for the optimization of dynamic systems is the planar 2-arm welding robot shown below.

    For the welding process the tool center point (TCP) has to follow a semi-circular trajectory (—) within 3 sec-

    ond. The joint angles φ and ψ are modeled as rheonomic constraints, i.e. φ = φ(t) and ψ = ψ(t). However,

    due to joint elasticity, which is modeled by rotational springs with stiffness 𝑐, there are additional rotations of

    the two arms Δφ and Δψ. These additional rotations represent the generalized degrees of freedom of the

    system 𝐲 = [Δφ Δψ]T. As a consequence, the actual trajectory of the TCP (- - -) differs from the desired

    trajectory.

    0.64

    0.66

    0.68

    0.7

    0.72

    0.74

    0.76

    0.78

    -0.0225 -0.0175 -0.0125 -0.0075

    ψ(p

    )

    p [m]

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M6.4

    By varying the design variables p the center of gravity of the second arm is changed and, thereby, the track-

    ing error of the TCP shall be reduced. The tracking error F is determined by the Euclidean distance between

    the actual position 𝐫a = [xa ya]T and the desired position 𝐫d = [xd yd]

    T and is computed as

    F(p, 𝐲, t) = √(xa(p, 𝐲, t) − xd(t))2

    + (ya(p, 𝐲, t) − yd(t))2

    .

    It can be seen, that not only the tracking error F but also that the generalized degrees of freedom Δφ and Δψ

    depend on the design variable p.

    To obtain a scalar objective function, the tracking error F is integrated over the simulation time

    ψ(p) = ∫ F(p, 𝐲, t)dt

    t1

    t0

    = ∫ √(xa(p, 𝐲, t) − xd(t))2

    + (ya(p, 𝐲, t) − yd(t))2

    dt

    3s

    0

    .

    Evaluating the objective function for p ∈ [−0.02 − 0.01], a local minimum can be graphically determined at

    p∗ ≈ −0.04 and ψ(p∗) ≈ 0.0039.

    -1

    0

    1

    2

    3

    4

    5

    6

    7

    8

    9

    10

    0 1 2 3

    F[m

    m]

    time t

    F(0.4)

    F(0.5)

    -0.004

    -0.002

    0

    0.002

    0.004

    0.006

    0.008

    0 1 2 3

    Δφ

    , Δψ

    time t

    Δφ(0.4) Δψ(0.4)

    Δφ(0.5) Δψ(0.5)

    0.002

    0.003

    0.004

    0.005

    0.006

    0.007

    0.008

    -0.2 -0.1 0 0.1 0.2

    ψ(p

    )

    p [mm]

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M7.1

    Geometric visualization in 2D

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M7.2

    inequality constraints

    equality constraints

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M8.1

    Matrix Algebra and Matrix Analysis

    vector 𝐱 ∈ ℝn : 𝐱 = [x1 … xn] , xi ∈ ℝ ,

    matrix 𝐀 ∈ ℝm×n : 𝐀 = [

    A11 … A1n⋮ ⋮Am1 … Amn

    ] , Aij ∈ ℝ .

    Basic Operations

    operation notation components mapping

    addition 𝐂 = 𝐀 + 𝐁 Cij = Aij + Bij ℝm×n ×ℝm×n → ℝm×n

    multiplication

    with scalar 𝐂 = α 𝐀 Cij = α Aij ℝ ×ℝm×n → ℝm×n

    transpose 𝐂 = 𝐀T Cij = Aji ℝm×n → ℝn×m

    differentiation

    𝐂 =d

    dt𝑨

    𝐂 =∂𝐱

    ∂𝐲

    Cij =d

    dtAij

    Cij =∂xi∂yj

    ℝm×n → ℝm×n

    ℝm ×ℝn → ℝm×n

    matrix multiplication 𝐲 = 𝐀 ∙ 𝐱

    𝐂 = 𝐀 ∙ 𝐁

    yi =∑Aikk

    xk

    Cij =∑Aikk

    Bkj

    ℝm×n × ℝn → ℝm

    ℝm×n ×ℝn×p → ℝm×p

    scalar product

    (dot/inner product) α = 𝐱 ∙ 𝐲 α =∑xk

    k

    yk ℝn × ℝn → ℝ

    outer product 𝐀 = 𝐱 ⨂ 𝐲 Aij = xi yj ℝm ×ℝn → ℝm×n

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M8.2

    Basic Rules

    addition: 𝐀 + (𝐁 + 𝐂) = (𝐀 + 𝐁) + 𝐂

    𝐀 + 𝐁 = 𝐁 + 𝐀

    multiplication with scalar: α(𝐀 ∙ 𝐁) = (α 𝐀) ∙ 𝐁 = 𝐀 ∙ (α 𝐁)

    α(𝐀 + 𝐁) = α 𝐀 + α 𝐁

    transpose: (𝐀T)T = 𝐀

    (𝐀 + 𝐁)T = 𝐀T + 𝐁T

    (α 𝐀T)T = α 𝐀

    (𝐀 ∙ 𝐁)T = 𝐁T ∙ 𝐀T

    differentiation: d

    dt(𝐀 + 𝐁) =

    d

    dt𝐀 +

    d

    dt𝐁

    d

    dt(𝐀 ∙ 𝐁) = (

    d

    dt𝐀) ∙ 𝐁 + 𝐀 ∙ (

    d

    dt𝐁)

    d

    dt𝐟(𝐱) =

    ∂𝐟

    ∂𝐱∙d𝐱

    dt

    matrix multiplication: 𝐀 ∙ (𝐁 + 𝐂) = 𝐀 ∙ 𝐁 + 𝐀 ∙ 𝐂

    𝐀 ∙ (𝐁 ∙ 𝐂) = (𝐀 ∙ 𝐁) ∙ 𝐂

    𝐀 ∙ 𝐁 ≠ 𝐁 ∙ 𝐀 in general

    scalar produkt: 𝐱 ∙ 𝐲 = 𝐲 ∙ 𝐱

    𝐱 ∙ 𝐲 ≥ 0 ∀ 𝐱, 𝐱 ∙ 𝐱 = 0 ⇔ 𝐱 = 0

    𝐱 ∙ 𝐲 = 0 ⇔ 𝐱, 𝐲 orthogonal

    Quadratic Matrices

    identity matrix 𝐄 = [1 ⋯ 0⋮ ⋱ ⋮0 ⋯ 1

    ]

    diagonal matrix 𝐃 = diag{Di} = [D1 ⋯ 0⋮ ⋱ ⋮0 ⋯ Dn

    ]

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M8.3

    inverse matrix 𝐀−1 ∙ 𝐀 = 𝐀 ∙ 𝐀−1 = 𝐄

    (𝐀 ∙ 𝐁)−1 = 𝐁−1 ∙ 𝐀−1

    orthogonal matrix 𝐀−𝟏 = 𝐀T

    symmetric matrix 𝐀 = 𝐀T

    skew symmetric matrix 𝐀 = −𝐀T

    decomposition

    𝐀 =𝟏

    𝟐(𝐀 + 𝐀T)⏟ 𝐁=𝐁T

    +1

    2(𝐀 − 𝐀T)⏟ 𝐂=−𝐂T

    skew symmetric 3 × 3 matrix �̃� = [

    0 −a3 a2a3 0 −a1−a2 a1 0

    ]

    �̃� ∙ 𝐛 =̂ 𝐚 × 𝐛

    �̃� ∙ 𝐛 = −�̃� ∙ 𝐚

    �̃� ∙ �̃� = 𝐛𝐚 − (𝐚 ∙ 𝐛)𝐄

    (�̃� ∙ 𝐛)̃ = 𝐛 𝐚 − 𝐚 𝐛

    symmetric, positive definite matrix: 𝐱 ∙ 𝐀 ∙ 𝐱 > 0 ∀ 𝐱 ≠ 𝟎

    eigenvalues λα > 0, α = 1(1)n

    symmetric, positive semidefinite matrix: 𝐱 ∙ 𝐀 ∙ 𝐱 ≥ 0 ∀ 𝐱

    eigenvalues λα ≥ 0, α = 1(1)n

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M9

    Deterministic optimization strategies

    Optimization algorithms are iterative and efficient strategies work in two-steps:

    initial design

    𝑖 = 0, 𝐩(0)

    evaluation of the performance of the current

    design 𝐩(i)

    propose a better design

    1. search direction 𝐬(i)

    2. line search α(i)

    no

    performance satisfying?

    yes design “optimal”

    𝐩(i+1) = 𝐩(i) + α𝐬(i)

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M10

    Deterministic Optimization Strategies

    optimization

    strategy

    search direction

    model

    order

    information

    order

    search parallel

    to the axes 𝐬(v) = 𝐞v mod h

    gradient based

    method 𝐬(v) = −∇f (v)

    conjugate

    gradient

    method

    𝐬(0) = −∇f (0)

    𝐬(v+1) = −∇f (v+1) +‖∇f (v+1)‖

    2

    ‖∇f (v)‖2𝐬(v)

    Newton

    method 𝐬(v) = −(∇2f (v))

    −1∙ ∇f (v)

    Example: quadratic criteria function

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M11

    Line Search

    possible requirements for line search

    exact minimization:

    f ′(α(v)) = 𝐬(v) ∙ ∇f (v+1) =!

    0

    - many function evaluations inefficient

    sufficient improvement:

    in order to avoid infinitesimally small improvements,

    some conditions have been proposed,

    e.g. Wolfe-Powell conditions

    f(α) ≤!

    f(0) + αρf ′(0), ρ ∈ (0,1), e.g. ρ = 0.01

    f ′(α) ≥!

    σf ′(0), σ ∈ (ρ, 1), e.g. σ = 0.1

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M12.1

    Simulated Annealing

    basic algorithm

    acceptance function cooling velocity

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M12.2

    generation probability

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M13

    Optimization by a Stochastic Evolution Strategy

    from: P. Eberhard, F. Dignath, L. Kübler: Parallel Evolutionary Optimization of Multibody

    Systems with Application to Railway Dynamics, Vol. 9, No 2, 2003, pp. 143–164.

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M14

    initialization

    recursive update equation

    find best particle and

    best solution 𝐩swarmbest,k

    terminate?

    𝐩swarmbest,k

    yes no

    Particle Swarm Optimization

    simulation of social behavior of bird flock (introduced by Kennedy & Eberhart in 1995)

    recursive update equation algorithm

    𝐩ik position of particle i at time k

    ∆𝐩ik velocity of particle i at time k

    r1, r2 ∈ U[0,1] evenly distributed numbers

    w, c1, c2 control parameters

    𝐩ik+1 = 𝐩i

    k + ∆𝐩ik+1

    ∆𝐩ik+1 = w∆𝐩i

    k + c1r1,ik 𝐩i

    best,k − 𝐩ik + c2r2,i

    k 𝐩swarmbest,k − 𝐩i

    k

    tradition/ inertia

    learning social behaviour

    𝐩swarmbest,k

    𝐩ik

    𝐩ibest,k

    ∆𝐩ik+1

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M15

    Karush–Kuhn–Tucker Conditions

    If 𝐩∗ is a regular point and a local minimizer of the optimization problem

    min𝐩∈P

    f(𝐩) with P = {𝐩 ∈ Rh | 𝐠(𝐩) = 𝟎, 𝐡(𝐩) ≤ 0, 𝐠: Rh → Rl, 𝐡: Rh → Rm} ,

    then Lagrange multipliers 𝛌∗ and 𝛍∗ exist, for which 𝐩∗, 𝛌∗, 𝛍∗ fulfill the following conditions

    ∂f

    ∂𝐩− ∑ λi

    ∂gi∂𝐩

    − ∑ μj∂hj

    ∂𝐩= 𝟎

    m

    j=1

    l

    i=1

    𝐠(𝐩) = 𝟎

    𝐡(𝐩) ≤ 𝟎

    𝛍 ≤ 𝟎

    μjhj(𝐩) = 0 , j = 1(1)m

    If we introduce the Lagrange function

    L(𝐩, 𝛌, 𝛍) ≔ f(𝐩) − ∑ μigi(𝐩)

    l

    i=1

    − ∑ μjhj(𝐩)

    m

    j=1

    ,

    we can write the Karush–Kuhn–Tucker conditions as follows

    ∂L

    ∂𝐩= 𝟎 ,

    ∂L

    ∂𝛌= 𝟎 ,

    ∂L

    ∂𝛍≥ 𝟎 ,

    𝛍 ≤ 𝟎 , μjhj(𝐩) = 𝟎 , j = 1(1)m .

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M16.1

    Lagrange-Newton-Method = Sequential Quadratic Programming (SQP)

    = Recursive Quadratic Programming (RQP)

    = Variable Metric Method

    Here simplifying assumption: only equality constraints

    min𝐩∈𝑃

    f(𝐩) with P = {𝐩 ∈ ℝh|𝐠(𝐩) = 𝟎}

    Karush-Kuhn-Tucker Condition (KKT) for minimizer 𝐩

    𝐚(𝐩∗, 𝛌) =

    [ ∂L

    ∂𝐩∂L

    ∂𝛌]

    = [∇f(𝐩∗) − ∑∇gi(𝐩

    ∗)λi𝐠(𝐩∗)

    ] = [𝟎𝟎]

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M16.2

    [ ∇2f − ∑∇2giλi −

    ∂𝐠T

    ∂𝐩∂𝐠

    ∂𝐩𝟎

    ] (v)

    ∙ [𝐩(v+1) − 𝐩(v)

    𝛌(v+1) − 𝛌(v)] = − [∇f −

    ∂𝐠T

    ∂𝐩∙ 𝛌

    𝐠]

    (v)

    [ 𝐖(v)

    ∂𝐠(v)T

    ∂𝐩

    ∂𝐠(v)

    ∂𝐩𝟎

    ]

    ∙ [δ𝐩(v+1)

    −𝛌(v+1)] = − [

    ∇f (v)

    𝐠(v)]

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M16.3

    In the case that the performance function and constraint equations are general nonlinear

    functions the parameter variation δ𝐩 is not necessarily the best possible parameter varia-

    tion for the original optimization problem. In order to achieve a higher flexibility the method

    can be combined with a line search, δ𝐩 = α𝐬.

    [ 𝐖(v)

    ∂𝐠(v)T

    ∂𝐩

    ∂𝐠(v)

    ∂𝐩𝟎

    ]

    ∙ [𝐬

    −𝛌] = − [

    ∇f (v)

    𝐠(v)]

    equivalent to

    min𝐬∈S

    1

    2𝐬 ∙ 𝐖(v) ∙ 𝐬 with S = {𝐬 ∈ ℝh|

    ∂𝐠∂𝐩

    ∙ 𝐬 + 𝐠 = 𝟎}

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M17

    Comparison of Various Deterministic Optimization

    Algorithms for Nonlinear

    Constrained Optimization Problems

    name algo-

    rithm

    author availability mean number of function calls percent-

    age of

    failure

    f gi, hj ∇f ∇gi, ∇hj [%]

    SUMT SUMT McCormick

    et al.

    2335 24046 99 1053 69.9

    NLP SUMT Rufer 1043 8635 111 957 15.6

    VF02AD SQP Powell Harwell

    Subroutine

    Library

    16 179 16 179 6.2

    NLPQL

    (NCONF,

    NCONG)

    SQP Schittkowski IMSL–

    Library

    18 181 16 64 3.3

    The results are based on 240 test runs with 80 test problems, using

    3 different initial parameters for each problem.

    see

    Schittkowski, K.: Nonlinear Programming Codes. Information, Tests, Performance.

    Berlin: Springer, 1980.

    Schittkowski, K.: NLPQL: A FORTRAN Subroutine Solving Constrained Nonlinear Pro-

    gramming Problems. Annals of Operations Res. 5 (1985/86) 485-500.

  • Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 20/21 M18

    Principles of Reduction in Multicriteria Optimization


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