Engineering Optimization

Concepts and Applications

Fred van Keulen

Matthijs Langelaar
CLA H21.1
[email protected]
Delft in The Netherlands

Delft
Background
 Overview of research projects
• Optimization with Uncertainties • SMA actuators
• Approximate optimization • Microactuation for Butterfly
• Topology Optimization • Microactuators (them./electr)
• MEMS packaging
• Multilevel optimization • MEMS surface effects
• Fast reanalysis • MEMS measurement structures
• Buckling of submarine • Electronic interface modeling
• Impregnation • Modeling of MEMS

• Shoulder endoprosthesis • MEMS optimization

Man-made Insect

5
 Topology
Optimization
Submarines
 Micro actuator
● 13 μm, ie 2.5% longitudinal strain

● at 2 V, 27 mW, Tmax = 200C

60 um

530 um
Who are you?
 Course Objectives
● Understanding of principles and possibilities of
optimization
● Knowledge of optimization algorithms, ability to choose
proper algorithm for given problem
● Practical experience with optimization algorithms

● Practical experience in application of optimization to

design problems
 Course overview
● General introduction, problem formulation, design
space / optimization terminology
● Modeling, model simplification

● Optimization of unconstrained / constrained problems

● Single-variable, zeroth-order and gradient-based

optimization algorithms
● Design sensitivity analysis (FEM)

● Topology optimization
 Course material
● Main text: “Principles of Optimal Design
– Modeling and Computation”, P.Y.
Papalambros & D.J. Wilde, Cambridge
University Press
● Selected topics: “Elements of Structural
Optimization”, R.T. Haftka & Z. Gurdal, Kluwer
Academic Publishers
● Exercises and references
 Examination
a) Report on practical exercises
using Matlab and Optimization Toolbox
(individual or in groups of 2 students)
b) Report on optimization project
(individual or in groups of 2 students):
 Definition of problem, approach
(ca. 1 page A4, Deadline March 28, via email)
 Final report

c) Oral exam (individual)

 Course Schedule
● No lectures on: 19-2, 11-3 and 1-4

● How to find alternative time slots?

● Training lectures?
 What is optimization?
● “Making things better”

● “Generating more profit”

● “Determining the best”

● “Do more with less”

● Papalambros: “The determination of values for design

variables which minimize (maximize) the objective,
while satisfying all constraints”
 Historical perspective
● Ancient Greek philosophers: geometrical optimization
problems
 Zenodorus, 200 B.C.:
“A sphere encloses the greatest
volume for a given surface area”
● Newton, Leibniz, Bernoulli, De l’Hospital (1697):
“Brachistochrone Problem”:

? g
 Historical perspective (cont.)
● Lagrange (1750): constrained minimization

● Cauchy (1847): steepest descent

● Dantzig (1947): Simplex method (LP)

● Kuhn, Tucker (1951): optimality conditions

● Karmakar (1984): interior point method (LP)

● Bendsoe, Kikuchi (1988): topology optimization

 What can be achieved?
● Optimization techniques can be used for:

– Getting a design/system to work

– Reaching the optimal performance

– Making a design/system reliable and robust

● Also provide insight in

– Design problem

– Underlying physics

– Model weaknesses
 Optimization problem
● Design variables: variables with which the design
problem is parameterized: x  x1 , x2 , , xn 
● Objective: quantity that is to be minimized (maximized)
Usually denoted by: f ( x)
( “cost function”)
● Constraint: condition that has to be satisfied

– 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
 Solving optimization problems
● Optimization problems are typically solved using an
iterative algorithm:

Constants Responses
Model f , g, h

Design Derivatives of
variables responses
x (design sensi-
Optimizer tivities)
f g h
, ,
xi xi xi
 Curse of dimensionality
Looks complicated … why not just sample the design
space, and take the best one?
● Consider problem with n design variables

● Sample each variable with m samples

● Number of computations required: mn

Take 1 s per computation,

10 variables, 10 samples:
total time 317 years!
 Parallel computing
● Still, for large problems,
optimization requires lots
of computing power
● Parallel computing
 Optimization in the design process
Optimization-based
Conventional designdesign
process:
process:
Identify: Collect data to describe
1. Design variables the system
2. Objective function
3. Constraints Estimate initial design

Analyze the system

Check
Checkthe
performance
constraints
criteria
Does the design satisfy
Is design satisfactory?
convergence criteria? Done

Change
Changedesign
the design
based
using
on an
experience
optimization
/
heuristicsmethod
/ wild guesses
 Optimization popularity
Increasingly popular:
● Increasing availability of numerical modeling techniques

● Increasing availability of cheap computer power

● Increased competition, global markets

● Better and more powerful optimization techniques

● Increasingly expensive production processes

(trial-and-error approach too expensive)
● More engineers having optimization knowledge
 Optimization pitfalls!
● Proper problem formulation critical!

● Choosing the right algorithm

for a given problem
● Many algorithms contain lots
of control parameters
● Optimization tends to exploit
weaknesses in models
● Optimization can result in very sensitive designs

● Some problems are simply too hard / large / expensive

 Structural optimization
● Structural optimization = optimization techniques
applied to structures L t
● Different categories:
E,  R
– Sizing optimization h
r
– Material optimization

– Shape optimization

– Topology optimization
Shape optimization

Yamaha R1
Topology optimization examples
 Classification
● Problems:

– Constrained vs. unconstrained

– Single level vs. multilevel

– Single objective vs. multi-objective

– Deterministic vs. stochastic

● Responses:

– Linear vs. nonlinear

– Convex vs. nonconvex (later!)

– Smooth vs. nonsmooth

● Variables:

– Continuous vs. discrete (integer)

 Practical example: Airbus A380
● Wing stiffening ribs
of Airbus A380:

● Objective: reduce weight

● Constraints: stress, buckling

Leading
edge ribs
 Airbus A380 example (cont.)
● Topology and shape optimization
 Airbus A380 example (cont.)
● Topology optimization:

● Sizing / shape
optimization:
 Airbus A380 example (cont.)
● Result: 500 kg weight savings!
 Other examples
● Jaguar F1 FRC front wing:
reduce weight
constraints on
max. displacements

5% weight saved
 Other examples (cont.)
● Design optimization of packaging products
(Van Dijk & Van Keulen):
● Objective: minimize
material used
● Constraints:
stress, buckling
● Result: 20% saved
SMA active catheter optimization
 But also …
● Optimization is also applied in:

– Protein folding

– System identification

– Financial market forecasting (options pricing)

– Logistics (traveling salesman problem),

route planning, operations research
– Controller design

– Spacecraft trajectory planning

● This course: focus on (structural) design optimization

 What makes a design
optimization problem interesting?
● Good design optimization problems often show a
conflict of interest / contradicting requirements:
– Aircraft wing: stiffness vs. weight

– F1 car: idem

– Oil bottle: stiffness / buckling load vs. material usage

● Otherwise the problem could be trivial!

 The optimization model

Constants Responses
Model f , g, h

Design Derivatives of
variables responses
x (design sensi-
Optimizer tivities)
f g h
, ,
xi xi xi
 Systems approach
Input Output
System function

Environment

● Systematic way of thinking:

– What is input / output?

– What belongs to system / environment?

– What level of detail?

– Distinguish sub-systems, hierarchies

 Example: cantilever beam
h E, 
F, U

U(t) F(t)

E, , h, L i

F(t) U(t)
Etc.
 Model example
L
E,  h, b F, U

Steel
h
U(x), M(x), V(x)
b
FL3 FL3
Mathematical model: U 
3EI  bh 3 
3E  
 12 

U  K ( E , L , b, h )  1 F
Finite element model:
 Model example (2)
L
E,  h, b F, U

Steel
h
U(x), M(x), V(x)
b
● System (state) variables: U(x), M(x), V(x)
● System parameters: h, b, L
● System constants: E, 
 Features of computer models
● Finite accuracy due to:

– Discretization in time and space

– Finite number of iterations

(eigenvalues, nonlinear models)
– Numerical round-off errors, ill-conditioning

● Responses can be “noisy”:

– Due to different discretization in space and/or time

(e.g. remeshing)
 Noisy response
● Example: effect of remeshing

Normalized
stress
constraint

Hole radius
Features of computer models (cont.)
● Computational models are (very) time consuming

● Often design sensitivities can be calculated

– Cost of design sensitivity analysis?

– Accuracy / consistency of sensitivities

Exact
Numerical
model
Response

Design variable
 Finite difference sensitivities
● Straightforward way to compute sensitivities:
finite differences
f
df f ( x  x)  f ( x)

dx x
f ( x  x)
 f ( x)
Small!

● More later! x
 Einstein’s advice

“Everything
should be
made as
simple as
possible, but
not simpler”

● Model simplification important for optimization!

More in next lectures.