An Overview of First-Order Model Management for Engineering Optimization

First-order approximation/model management optimization (AMMO) is a rigorous methodology for solving high-fidelity optimization problems with minimal expense in high-fidelity function and derivative evaluation. AMMO is a general approach that is applicable to any derivative based optimization algorithm and any combination of high-fidelity and low-fidelity models. This paper gives an overview of the principles that underlie AMMO and puts the method in perspective with other similarly motivated methods. AMMO is first illustrated by an example of a scheme for solving bound-constrained optimization problems. The principles can be easily extrapolated to other optimization algorithms. The applicability to general models is demonstrated on two recent computational studies of aerodynamic optimization with AMMO. One study considers variable-resolution models, where the high-fidelity model is provided by solutions on a fine mesh, while the corresponding low-fidelity model is computed by solving the same differential equations on a coarser mesh. The second study uses variable-fidelity physics models, with the high-fidelity model provided by the Navier-Stokes equations and the low-fidelity model—by the Euler equations. Both studies show promising savings in terms of high-fidelity function and derivative evaluations. The overview serves to introduce the reader to the general concept of AMMO and to illustrate the basic principles with current computational results.     

Variable-fidelity optimization: Efficiency and robustness

This paper deals with variable-fidelity optimization, a technique in which the advantages of high- and low-fidelity models are used in an optimization process. The high-fidelity model provides solution accuracy while the low-fidelity model reduces the computational cost. An outline of the theory of the Approximation Management Framework (AMF) proposed by Alexandrov (1996) and Lewis (1996) is given. The AMF algorithm provides the mathematical robustness required for variable-fidelity optimization. This paper introduces a subproblem formulation adapted to a modular implementation of the AMF. Also, we propose two types of second-order corrections (additive and multiplicative) which serve to build the approximation of the high-fidelity model based on the low-fidelity one. Results for a transonic airfoil shape optimization problem are presented. Application of a variable-fidelity algorithm leads to a threefold savings in high-fidelity solver calls, compared to a direct optimization using the high-fidelity solver only. However, premature stops of the algorithm are observed in some cases. A study of the influence of the numerical noise of solvers on robustness deficiency is presented. The study shows that numerical noise artificially introduced into an analytical function causes premature stops of the AMF. Numerical noise observed with our CFD solvers is therefore strongly suspected to be the cause of the robustness problems encountered.     

An adaptive sampling method for variable-fidelity surrogate models using improved hierarchical kriging

Variable-fidelity (VF) modelling methods have been widely used in complex engineering system design to mitigate the computational burden. Building a VF model generally includes two parts: design of experiments and metamodel construction. In this article, an adaptive sampling method based on improved hierarchical kriging (ASM-IHK) is proposed to refine the improved VF model. First, an improved hierarchical kriging model is developed as the metamodel, in which the low-fidelity model is varied through a polynomial response surface function to capture the characteristics of a high-fidelity model. Secondly, to reduce local approximation errors, an active learning strategy based on a sequential sampling method is introduced to make full use of the already required information on the current sampling points and to guide the sampling process of the high-fidelity model. Finally, two numerical examples and the modelling of the aerodynamic coefficient for an aircraft are provided to demonstrate the approximation capability of the proposed approach, as well as three other metamodelling methods and two sequential sampling methods. The results show that ASM-IHK provides a more accurate metamodel at the same simulation cost, which is very important in metamodel-based engineering design problems.     

基于序贯层次Kriging模型的微型飞行器机身结构设计优化

在基于仿真模型的工程设计优化中,采用高精度、高成本的分析模型会导致计算量大,采用低精度、低成本的分析模型会导致设计优化结果的可信度低,难以满足实际工程的要求。为了有效平衡高精度与低成本之间的矛盾关系,通过建立序贯层次Kriging模型融合高/低精度数据,采用大量低成本、低精度的样本点反映高精度分析模型的变化趋势,并采用少量高成本、高精度的样本点对低精度分析模型进行校正,以实现对优化目标的高精度预测。为了避免层次Kriging模型误差对优化结果的影响,将层次Kriging模型与遗传算法相结合,根据6σ设计准则计算每一代最优解的预测区间,具有较大预测区间的当前最优解即为新的高精度样本点。同时,在优化过程中序贯更新层次Kriging模型,提高最优解附近的层次Kriging模型的预测精度,从而保证设计结果的可靠性。将所提出的方法应用于微型飞行器机身结构的设计优化中,以验证该方法的有效性和优越性。采用具有不同单元数的网格模型分别作为低精度分析模型和高精度分析模型,利用最优拉丁超立方设计分别选取60个低精度样本点和20个高精度样本点建立初始层次Kriging模型,采用本文方法求解并与直接采用高精度仿真模型求解的结果进行比较。结果表明,所提出的方法能够有效利用高/低精度样本点处的信息,建立高精度的层次Kriging模型;本文方法仅需要少量的计算成本就能求得近似最优解,有效提高了设计效率,为类似的结构设计优化问题提供了参考。     

A multi-objective variable-fidelity optimization method for genetic algorithms

A novel variable-fidelity optimization (VFO) scheme is presented for multi-objective genetic algorithms. The technique uses a low- and high-fidelity version of the objective function with a Kriging scaling model to interpolate between them. The Kriging model is constructed online through a fixed updating schedule. Results for three standard genetic algorithm test cases and a two-objective stiffened panel optimization problem are presented. For the stiffened panel problem, statistical analysis of four performance metrics are used to compare the Pareto fronts between the VFO method, full high-fidelity optimizer runs, and Pareto fronts developed by enumeration. The fixed updating approach is shown to reduce the number of high-fidelity calls significantly while approximating the Pareto front in an efficient manner.     

Multi-objective optimization of generalized reliability design problems using feature models—A concept for early design stages

Reliability optimization problems such as the redundancy allocation problem (RAP) have been of considerable interest in the past. However, due to the restrictions of the design space formulation, they may not be applicable in all practical design problems. A method with high modelling freedom for rapid design screening is desirable, especially in early design stages. This work presents a novel approach to reliability optimization. Feature modelling, a specification method originating from software engineering, is applied for the fast specification and enumeration of complex design spaces. It is shown how feature models can not only describe arbitrary RAPs but also much more complex design problems. The design screening is accomplished by a multi-objective evolutionary algorithm for probabilistic objectives. Comparing averages or medians may hide the true characteristics of this distributions. Therefore the algorithm uses solely the probability of a system dominating another to achieve the Pareto optimal set. We illustrate the approach by specifying a RAP and a more complex design space and screening them with the evolutionary algorithm.     

Finding all global optima of engineering design problems with discrete signomial terms

ABSTRACT

Many engineering design problems are frequently modelled as nonlinear programming problems with discrete signomial terms. In general, signomial programs are very difficult to solve for obtaining the globally optimal solution. This study reformulates the engineering design problem with discrete signomial terms as a mixed-integer linear program and finds all alternative global optima. Compared with existing exact methods, the proposed method uses fewer variables and constraints in the reformulated model and therefore efficiently solves the engineering problem to derive all global optima. Illustrative examples from the literature are solved to demonstrate the usefulness and efficiency of the proposed method.     

Efficient global optimization for high-dimensional constrained problems by using the Kriging models combined with the partial least squares method

In many engineering optimization problems, the number of function evaluations is often very limited because of the computational cost to run one high-fidelity numerical simulation. Using a classic optimization algorithm, such as a derivative-based algorithm or an evolutionary algorithm, directly on a computational model is not suitable in this case. A common approach to addressing this challenge is to use black-box surrogate modelling techniques. The most popular surrogate-based optimization algorithm is the efficient global optimization (EGO) algorithm, which is an iterative sampling algorithm that adds one (or many) point(s) per iteration. This algorithm is often based on an infill sampling criterion, called expected improvement, which represents a trade-off between promising and uncertain areas. Many studies have shown the efficiency of EGO, particularly when the number of input variables is relatively low. However, its performance on high-dimensional problems is still poor since the Kriging models used are time-consuming to build. To deal with this issue, this article introduces a surrogate-based optimization method that is suited to high-dimensional problems. The method first uses the ‘locating the regional extreme’ criterion, which incorporates minimizing the surrogate model while also maximizing the expected improvement criterion. Then, it replaces the Kriging models by the KPLS(+K) models (Kriging combined with the partial least squares method), which are more suitable for high-dimensional problems. Finally, the proposed approach is validated by a comparison with alternative methods existing in the literature on some analytical functions and on 12-dimensional and 50-dimensional instances of the benchmark automotive problem ‘MOPTA08’.     

Inverse design techniques for improving composite prosthetic devices

The design and performance of composite prosthetic devices can be improved by tailoring the material properties to achieve a prescribed response. An example of such a response would be displacements and stresses exhibited by healthy, undisturbed femoral bone. In this paper, an inverse design methodology, used in the Volumetrically Controlled Manufacturing (VCM) process, is developed and tested for improving the design of orthopedic prosthetic devices. First, a three-dimensional finite element (FE) model is developed based on available Computed Tomography (CT) data. The FE model is used to evaluate the response of the model subjected to a typical load. Second, as a part of the VCM process, the inverse design process is used to formulate a design problem that is in the form of a constrained least-squares problem. The intent is to find the material properties of the FE model to obtain a known displacement field on the stem-cancellous interface. Third, a solution methodology is developed to solve this constrained least squares problem using the finite element analysis for function evaluations and a gradient-based nonlinear programming (NLP) method to solve the design problem. Two test problems are solved to illustrate the developed methodology. The results indicate that material properties can be tailored to meet specific response requirements.     

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.     

A comparative study of expected improvement-assisted global optimization with different surrogates

Efficient global optimization (EGO) uses the surrogate uncertainty estimator called expected improvement (EI) to guide the selection of the next sampling candidates. Theoretically, any modelling methods can be integrated with the EI criterion. To improve the convergence ratio, a multi-surrogate efficient global optimization (MSEGO) was suggested. In practice, the EI-based optimization methods with different surrogates show widely divergent characteristics. Therefore, it is important to choose the most suitable algorithm for a certain problem. For this purpose, four single-surrogate efficient global optimizations (SSEGOs) and an MSEGO involving four surrogates are investigated. According to numerical tests, both the SSEGOs and the MSEGO are feasible for weak nonlinear problems. However, they are not robust for strong nonlinear problems, especially for multimodal and high-dimensional problems. Moreover, to investigate the feasibility of EGO in practice, a material identification benchmark is designed to demonstrate the performance of EGO methods. According to the tests in this study, the kriging EGO is generally the most robust method.     

Hierarchical surrogate model with dimensionality reduction technique for high-dimensional uncertainty propagation

In this article, hierarchical surrogate model combined with dimensionality reduction technique is investigated for uncertainty propagation of high-dimensional problems. In the proposed method, a low-fidelity sparse polynomial chaos expansion model is first constructed to capture the global trend of model response and exploit a low-dimensional active subspace (AS). Then a high-fidelity (HF) stochastic Kriging model is built on the reduced space by mapping the original high-dimensional input onto the identified AS. The effective dimensionality of the AS is estimated by maximum likelihood estimation technique. Finally, an accurate HF surrogate model is obtained for uncertainty propagation of high-dimensional stochastic problems. The proposed method is validated by two challenging high-dimensional stochastic examples, and the results demonstrate that our method is effective for high-dimensional uncertainty propagation.     

Hybrid surrogate-model-based multi-fidelity efficient global optimization applied to helicopter blade design

A multi-fidelity optimization technique by an efficient global optimization process using a hybrid surrogate model is investigated for solving real-world design problems. The model constructs the local deviation using the kriging method and the global model using a radial basis function. The expected improvement is computed to decide additional samples that can improve the model. The approach was first investigated by solving mathematical test problems. The results were compared with optimization results from an ordinary kriging method and a co-kriging method, and the proposed method produced the best solution. The proposed method was also applied to aerodynamic design optimization of helicopter blades to obtain the maximum blade efficiency. The optimal shape obtained by the proposed method achieved performance almost equivalent to that obtained using the high-fidelity, evaluation-based single-fidelity optimization. Comparing all three methods, the proposed method required the lowest total number of high-fidelity evaluation runs to obtain a converged solution.     

Multifidelity Response Surface Approximations for the Optimum Design of Diffuser Flows

Response surface methods use least-squares regression analysis to fit low-order polynomials to a set of experimental data. It is becoming increasingly more popular to apply response surface approximations for the purpose of engineering design optimization based on computer simulations. However, the substantial expense involved in obtaining enough data to build quadratic response approximations seriously limits the practical size of problems. Multifidelity techniques, which combine cheap low-fidelity analyses with more accurate but expensive high-fidelity solutions, offer means by which the prohibitive computational cost can be reduced. Two optimum design problems are considered, both pertaining to the fluid flow in diffusers. In both cases, the high-fidelity analyses consist of solutions to the full Navier-Stokes equations, whereas the low-fidelity analyses are either simple empirical formulas or flow solutions to the Navier-Stokes equations achieved using coarse computational meshes. The multifidelity strategy includes the construction of two separate response surfaces: a quadratic approximation based on the low-fidelity data, and a linear correction response surface that approximates the ratio of high-and low-fidelity function evaluations. The paper demonstrates that this approach may yield major computational savings.     

A new bi-fidelity model reduction method for Bayesian inverse problems

This work presents a new bi-fidelity model reduction approach to the inverse problem under the framework of Bayesian inference. A low-rank approximation is introduced to the solution of the corresponding forward problem and admits a variable-separation form in terms of stochastic basis functions and physical basis functions. The calculation of stochastic basis functions is computationally predominant for the low-rank expression. To significantly improve the efficiency of constructing the low-rank approximation, we propose a bi-fidelity model reduction based on a novel variable-separation method, where a low-fidelity model is used to compute the stochastic basis functions and a high-fidelity model is used to compute the physical basis functions. The low-fidelity model has lower accuracy but efficient to evaluate compared with the high-fidelity model; it accelerates the derivative of recursive formulation for the stochastic basis functions. The high-fidelity model is computed in parallel for a few samples scattered in the stochastic space when we construct the high-fidelity physical basis functions. The required number of forward model simulations in constructing the basis functions is very limited. The bi-fidelity model can be constructed efficiently while retaining good accuracy simultaneously. In the proposed approach, both the stochastic basis functions and physical basis functions are calculated using the model information. This implies that a few basis functions may accurately represent the model solution in high-dimensional stochastic spaces. The bi-fidelity model reduction is applied to Bayesian inverse problems to accelerate posterior exploration. A few numerical examples in time-fractional derivative diffusion models are carried out to identify the smooth field and channel-structured field in porous media in the framework of Bayesian inverse problems.     

Fast simulation-driven design of microwave structures using improved variable-fidelity optimization technique

An improved variable-fidelity optimization algorithm for the simulation-driven design of microwave structures is presented. It exploits a set of electromagnetic-based models of increasing discretization density. These models are sequentially optimized with the optimum of the ‘coarser’ model being the initial design for the ‘finer’ one. The found optimum is further refined using a response surface approximation model constructed from the coarse-discretization simulation data. In this work, the computational efficiency of the variable-fidelity algorithm is enhanced by employing a novel algorithm for optimizing the coarse-discretization models. This allows reduction of the overall design time by up to 50% compared to the previous version. The presented technique is particularly suitable for problems where simulation-driven design is the only option, for example, ultra wideband and dielectric resonator antennas. Operation of the presented approach is demonstrated using two examples of antennas and a microstrip filter. In all cases, the optimal design is obtained at a low computational cost corresponding to a few high-fidelity simulations of the structure.     

Solving complex design problems through multiobjective optimisation taking into account judgements of users

In the design process of products or systems, a current trend consists in taking into account judgments of users. In this context, a multiobjective optimisation method taking into account judgments of a panel of subjects is proposed. It is aimed at identifying the best trade-offs between quantitative objectives and judgments of users. The method is divided in two steps: (1) judgment data acquisition and (2) integration of the judgment data into the multiobjective optimisation process. The method is based on a stochastic Pareto-based evolutionary algorithm for optimisation and on a multilinear interpolation for judgment modelling. The combination of these techniques makes it possible to solve complex problems, with up to eight decision variables and up to at least eight objectives. Relevant applications of the method include optimisation with judgments about various aspects of the product or system, identification of the best trade-offs satisfying at the same time several groups with different judgments, and analysis of the interest of market segmentation. For illustration purpose, a pilot study about an individual office lighting design problem is processed.     

基于AFSA-GA串行算法的桥式起重机主梁轻量化设计

针对传统设计中因采用理论与经验相结合的方法而导致的桥式起重机主梁设计周期长、截面尺寸大、材料利用率低及设计成本与制造成本高等问题，提出以优势互补为理念的串行算法，即采用2种算法循环执行多次，直到满足输出要求。充分利用遗传算法（genetic algorithm,GA）全局快速收敛，人工鱼群算法（artificial fish swarm algorithm,AFSA）在小变量范围中求解精度较高、稳定性好等优势，通过在AFSA中增加缩小变量范围模块来构建AFSA-GA串行算法。选用3种类型测试函数对AFSA-GA进行可行性验证，并将AFSA-GA应用于50 t/22.5 m的桥式起重机主梁轻量化设计，以验证该串行算法的实用性。结果表明AFSA-GA在求解精度、收敛速度、鲁棒性方面满足工程实际要求，且具有适用性。工程实证表明AFSA-GA串行算法可应用于桥式起重机主梁轻量化设计，可达到缩短设计周期、减小截面尺寸及提高材料利用率的目的。     

Distributed evolutionary algorithms with hierarchical evaluation

A distributed evolutionary algorithm is presented that is based on a hierarchy of (fitness or cost function) evaluation passes within each deme and is efficient in solving engineering optimization problems. Starting with non-problem-specific evaluations (using surrogate models or metamodels, trained on previously evaluated individuals) and ending up with high-fidelity problem-specific evaluations, intermediate passes rely on other available lower-fidelity problem-specific evaluations with lower CPU cost per evaluation. The sequential use of evaluation models or metamodels, of different computational cost and modelling accuracy, by screening the generation members to get rid of non-promising individuals, leads to reduced overall computational cost. The distributed scheme is based on loosely coupled demes that exchange regularly their best-so-far individuals. Emphasis is put on the optimal way of coupling distributed and hierarchical search methods. The proposed method is tested on mathematical and compressor cascade airfoil design problems.     

Optimal layout design of a satellite module

Layout design of a satellite module directly concerns its structure, performance, service life, and cost of assembly and maintenance. It is an important and NP-complete problem. The main difficulties consist of combinatorial optimizations in mathematics and system complexity in engineering practice, and relevant researches are far from enough. This paper proposes a basic solution strategy for the optimal layout design of a satellite module, which consists of two stages, global (or loose) layout design and detailed layout design. Corresponding algorithms are then developed while taking the layout design of an international commercial communication satellite as an example. They are the centripetal balancing method for global layout design and a quasi Traveling Salesman Problem (TSP) model-based Ant Colony Optimization (ACO) algorithm for layout optimization. The proposed method demonstrates its feasibility and validity on an application instance. Existing problems and further research directions are finally discussed.