An augmented Lagrangian decomposition method for quasi-separable problems in MDO

Several decomposition methods have been proposed for the distributed optimal design of quasi-separable problems encountered in Multidisciplinary Design Optimization (MDO). Some of these methods are known to have numerical convergence difficulties that can be explained theoretically. We propose a new decomposition algorithm for quasi-separable MDO problems. In particular, we propose a decomposed problem formulation based on the augmented Lagrangian penalty function and the block coordinate descent algorithm. The proposed solution algorithm consists of inner and outer loops. In the outer loop, the augmented Lagrangian penalty parameters are updated. In the inner loop, our method alternates between solving an optimization master problem and solving disciplinary optimization subproblems. The coordinating master problem can be solved analytically; the disciplinary subproblems can be solved using commonly available gradient-based optimization algorithms. The augmented Lagrangian decomposition method is derived such that existing proofs can be used to show convergence of the decomposition algorithm to Karush–Kuhn–Tucker points of the original problem under mild assumptions. We investigate the numerical performance of the proposed method on two example problems.     

Multiparametric optimization for multidisciplinary engineering design

The area of Multiparametric Optimization (MPO) solves problems that contain unknown problem data represented by parameters. The solutions map parameter values to optimal design and objective function values. In this paper, for the first time, MPO techniques are applied to improve and advance Multidisciplinary Design Optimization (MDO) to solve engineering problems with parameters. A multiparametric subgradient algorithm is proposed and applied to two MDO methods: Analytical Target Cascading (ATC) and Network Target Coordination (NTC). Numerical results on test problems show the proposed parametric ATC and NTC methods effectively solve parametric MDO problems and provide useful insights to designers. In addition, a novel Two-Stage ATC method is proposed to solve nonparametric MDO problems. In this new approach elements of the subproblems are treated as parameters and optimal design functions are constructed for each one. When the ATC loop is engaged, steps involving the lengthy optimization of subproblems are replaced with simple function evaluations.     

Multiobjective optimization using an adaptive weighting scheme

A new Pareto front approximation method is proposed for multiobjective optimization problems (MOPs) with bound constraints. The method employs a hybrid optimization approach using two derivative-free direct search techniques, and intends to solve black box simulation-based MOPs where the analytical form of the objectives is not known and/or the evaluation of the objective function(s) is very expensive. A new adaptive weighting scheme is proposed to convert a multiobjective optimization problem to a single objective optimization problem. Another contribution of this paper is the generalization of the star discrepancy-based performance measure for problems with more than two objectives. The method is evaluated using five test problems from the literature, and a realistic engineering problem. Results show that the method achieves an arbitrarily close approximation to the Pareto front with a good collection of well-distributed nondominated points for all six test problems.     

Block-separable linking constraints in augmented Lagrangian coordination

Augmented Lagrangian coordination (ALC) is a provably convergent coordination method for multidisciplinary design optimization (MDO) that is able to treat both linking variables and linking functions (i.e. system-wide objectives and constraints). Contrary to quasi-separable problems with only linking variables, the presence of linking functions may hinder the parallel solution of subproblems and the use of the efficient alternating directions method of multipliers. We show that this unfortunate situation is not the case for MDO problems with block-separable linking constraints. We derive a centralized formulation of ALC for block-separable constraints, which does allow parallel solution of subproblems. Similarly, we derive a distributed coordination variant for which subproblems cannot be solved in parallel, but that still enables the use of the alternating direction method of multipliers. The approach can also be used for other existing MDO coordination strategies such that they can include block-separable linking constraints.     

A classification of methods for distributed system optimization based on formulation structure

Augmented Lagrangian coordination (ALC) is a provably convergent coordination method for multidisciplinary design optimization (MDO) that is able to treat both linking variables and linking functions (i.e. system-wide objectives and constraints). Contrary to quasi-separable problems with only linking variables, the presence of linking functions may hinder the parallel solution of subproblems and the use of the efficient alternating directions method of multipliers. We show that this unfortunate situation is not the case for MDO problems with block-separable linking constraints. We derive a centralized formulation of ALC for block-separable constraints, which does allow parallel solution of subproblems. Similarly, we derive a distributed coordination variant for which subproblems cannot be solved in parallel, but that still enables the use of the alternating direction method of multipliers. The approach can also be used for other existing MDO coordination strategies such that they can include block-separable linking constraints. This work is funded by MicroNed, grant number 10005898.     

Pareto frontier exploration in multiobjective topology optimization using adaptive weighting and point selection schemes

Topology optimization has been used in many industries and applied to a variety of design problems. In real-world engineering design problems, topology optimization problems often include a number of conflicting objective functions, such to achieve maximum stiffness and minimum mass of a design target. The existence of conflicting objective functions causes the results of the topology optimization problem to appear as a set of non-dominated solutions, called a Pareto-optimal solution set. Within such a solution set, a design engineer can easily choose the particular solution that best meets the needs of the design problem at hand. Pareto-optimal solution sets can provide useful insights that enable the structural features corresponding to a certain objective function to be isolated and explored. This paper proposes a new Pareto frontier exploration methodology for multiobjective topology optimization problems. In our methodology, a level set-based topology optimization method for a single-objective function is extended for use in multiobjective problems, using a population-based approach in which multiple points in the objective space are updated and moved to the Pareto frontier. The following two schemes are introduced so that Pareto-optimal solution sets can be efficiently obtained. First, weighting coefficients are adaptively determined considering the relative position of each point. Second, points in sparsely populated areas are selected and their neighborhoods are explored. Several numerical examples are provided to illustrate the effectiveness of the proposed method.     

Multiobjective firefly algorithm for continuous optimization

Design problems in industrial engineering often involve a large number of design variables with multiple objectives, under complex nonlinear constraints. The algorithms for multiobjective problems can be significantly different from the methods for single objective optimization. To find the Pareto front and non-dominated set for a nonlinear multiobjective optimization problem may require significant computing effort, even for seemingly simple problems. Metaheuristic algorithms start to show their advantages in dealing with multiobjective optimization. In this paper, we extend the recently developed firefly algorithm to solve multiobjective optimization problems. We validate the proposed approach using a selected subset of test functions and then apply it to solve design optimization benchmarks. We will discuss our results and provide topics for further research.     

Pareto set analysis: local measures of objective coupling in multiobjective design optimization

Multiobjective optimization focuses on the explicit trade-offs between competing criteria. A particular case is the study of combined optimal design and optimal control, or co-design, of smart artifacts where the artifact design and controller design objectives compete. In the system-level co-design problem, the objective is often the weighted sum of these two objectives. A frequently referenced practice is to solve co-design problems in a sequential manner: design first, control next. The success of this approach depends on the form of coupling between the two subproblems. In this paper, the coupling vector derived for a system problem with unidirectional coupling is shown to be related to the alignment of competing objectives, as measured by the polar cone of objective gradients, in the bi-objective programming formulation. Further, it is shown that a measure describing the case where a range of objective weighting values for the system objective result in identical design solutions can be normalized when the system problem is considered as a bi-objective one. Changes to the mathematical structure and input parameter values of a bi-objective programming problem can lead to changes in the shape of the attainable set and its Pareto boundary. We illustrate the link between the coupling and alignment measures and the outcomes of the Pareto set. Systematically studying changes to coupling and alignment measures due to changes to the multiobjective formulation can yield deeper insights into the system-level design problem. Two examples illustrate these results.     

On improving normal boundary intersection method for generation of Pareto frontier

Gradient-based methods, including Normal Boundary Intersection (NBI), for solving multi-objective optimization problems require solving at least one optimization problem for each solution point. These methods can be computationally expensive with an increase in the number of variables and/or constraints of the optimization problem. This paper provides a modification to the original NBI algorithm so that continuous Pareto frontiers are obtained “in one go,” i.e., by solving only a single optimization problem. Discontinuous Pareto frontiers require solving a significantly fewer number of optimization problems than the original NBI algorithm. In the proposed method, the optimization problem is solved using a quasi-Newton method whose history of iterates is used to obtain points on the Pareto frontier. The proposed and the original NBI methods have been applied to a collection of 16 test problems, including a welded beam design and a heat exchanger design problem. The results show that the proposed approach significantly reduces the number of function calls when compared to the original NBI algorithm.     

An efficient metamodel-based multi-objective multidisciplinary design optimization framework

This paper presents an efficient metamodel-based multi-objective multidisciplinary design optimization (MDO) architecture for solving multi-objective high fidelity MDO problems. One of the important features of the proposed method is the development of an efficient surrogate model-based multi-objective particle swarm optimization (EMOPSO) algorithm, which is integrated with a computationally efficient metamodel-based MDO architecture. The proposed EMOPSO algorithm is based on sorted Pareto front crowding distance, utilizing star topology. In addition, a constraint-handling mechanism in non-domination appointment and fuzzy logic is also introduced to overcome feasibility complexity and rapid identification of optimum design point on the Pareto front. The proposed algorithm is implemented on a metamodel-based collaborative optimization architecture. The proposed method is evaluated and compared with existing multi-objective optimization algorithms such as multi-objective particle swarm optimization (MOPSO) and non-dominated sorting genetic algorithm II (NSGA-II), using a number of well-known benchmark problems. One of the important results observed is that the proposed EMOPSO algorithm provides high diversity with fast convergence speed as compared to other algorithms. The proposed method is also applied to a multi-objective collaborative optimization of unmanned aerial vehicle wing based on high fidelity models involving structures and aerodynamics disciplines. The results obtained show that the proposed method provides an effective way of solving multi-objective multidisciplinary design optimization problem using high fidelity models.     

The determination of a subset of efficient solutions via goal programming

A wide variety of models and methods have been proposed to solve the vectormaximum problem. Many of these approaches center their attention on linear programming with several objective functions and seek to obtain the set of efficient (Pareto optimal) solutions. Another approach to the same problem is to rank the objectives according to a priority structure and seek the lexicographic minimum of an ordered function of goal deviations. This latter approach, known as goal programming with preemptive priorities, has, in the literature, usually been treated as a separate topic. In this paper we show that the solution to the linear goal programming problem can be made to always be an efficient solution from which we may conduct a practical investigation of a subset of efficient solutions which form a useful compromise set. While perhaps lacking the elegance of the more esoteric approaches, this technique nonetheless has worked well in practice on actual problems.     

Evolutionary multiobjective industrial design: the case of a racing car tire-suspension system

When dealing with multiobjective optimization (MO) of the tire-suspension system of a racing car, a large number of design variables and a large number of objectives have to be taken into account. Two different models have been used, both validated on data coming from an instrumented car, a differential equation-based physical model, and a neural network purely numerical model. Up to 23 objective functions have been defined, at least 14 of which are in strict conflict of each other. The equivalent scalar function based and the objective-as-constraint formulations are intentionally avoided due to their well-known limitations. A fuzzy definition of optima, being a generalization of Pareto optimality, is applied to the problem. The result of such an approach is that subsets of Pareto optimal solutions (on such a problem, a big portion of the entire search space) can be properly selected as a consequence of input from the designer. The obtained optimal solutions are compared with the reference vehicle and with the optima previously obtained with design of experiment techniques and different MO optimization strategies. The proposed strategy improves both the reference (actual) car and previously obtained optima (scalar preference function) in the majority of objectives with technically significant improvements. Moreover, the strategy offers an univoque criterion for the choice among tradeoff solutions in the 14-dimensional objective space. The problem is used as a test of a proposed optimal design strategy for industrial problems, integrating differential equation and neural networks modeling, design of experiments, MO, and fuzzy optimal-based decision making. Such a linked approach gives also a unified view of where to concentrate the computational effort.     

Reliability-based robust assessment for multiobjective optimization design of improving occupant restraint system performance

Optimal performance of vehicle occupant restraint system (ORS) requires an accurate assessment of occupant injury values including head, neck and chest responses, etc. To provide a feasible framework for incorporating occupant injury characteristics into the ORS design schemes, this paper presents a reliability-based robust approach for the development of the ORS. The uncertainties of design variables are addressed and the general formulations of reliable and robust design are given in the optimization process. The ORS optimization is a highly nonlinear and large scale problem. In order to save the computational cost, an optimal sampling strategy is applied to generate sample points at the stage of design of experiment (DOE). Further, to efficiently obtain a robust approximation, the support vector regression (SVR) is suggested to construct the surrogate model in the vehicle ORS design process. The multiobjective particle swarm optimization (MPSO) algorithm is used for obtaining the Pareto optimal set with emphasis on resolving conflicting requirements from some of the objectives and the Monte Carlo simulation (MCS) method is applied to perform the reliability and robustness analysis. The differences of three different Pareto fronts of the deterministic, reliable and robust multiobjective optimization designs are compared and analyzed in this study. Finally, the reliability-based robust optimization result is verified by using sled system test. The result shows that the proposed reliability-based robust optimization design is efficient in solving ORS design optimization problems.     

Quantifying the impact of uncertainty in embedded systems mapping for NoC based architectures

We describe a modeling framework to capture and account for uncertainty in design parameters in embedded systems. We then develop an uncertainty-aware solution to the problem of mapping in embedded systems that uses Network-on-Chip (NoC) based architecture platforms. The problem of mapping is formulated as a multi-objective - reliability, performance, and energy consumption - optimization problem. To solve this problem, we propose a solution based on the NSGA-II genetic algorithm and Monte Carlo simulation techniques. The solution is implemented as a computer-aid design tool that can generate robust 3D Pareto frontiers in the solution space formed by the design objectives of reliability, performance, and energy consumption. Comparison to several state-of-the-art models and solutions for the mapping problem, indicate that significant differences in the actual values of the design attribute of interest exist when one considers uncertainty in design parameters. For example, in the case of mapping with reliability as the only objective, 10% uncertainty in design parameters can lead to a 10.06% difference in MTTF estimation. In the case of mapping with execution time and energy consumption as objectives, the difference in 2D Pareto frontiers due to 10% uncertainty in design parameters can be up to 7.9%. These differences are important because they can mislead the overall optimization process of mapping toward suboptimal solution points. The DESUU-NOC tool that implements the proposed multi-objective mapping algorithm has as a main feature and contribution of this paper the ability to generate 3D Pareto frontiers comprised of robust solution points.     

卫星有效载荷的多目标多学科设计优化研究

在卫星有效载荷系统研究中,实施多目标多学科优化的可行性设计。首先,分析了开展卫星有效载荷多学科设计优化的关键技术。建立了包含天线、转发器、数据传输、可靠性、成本和质量的多学科分析模型。然后,应用多目标遗传算法对某卫星有效载荷的可靠性和成本进行多目标设计优化,获得最优解集。最后,运用多学科协同优化结合遗传算法进行可靠性单目标设计优化。研究结果表明:有效载荷的多目标多学科设计优化全面考虑了多个学科之间的关系,设计人员可按需选择其满意的优化结果,大幅提高设计效率;协同优化方法有助于实现学科自治、并行设计,提高设计的灵活性和缩短设计周期。     

A survey of multidisciplinary design optimization methods in launch vehicle design

Optimal design of launch vehicles is a complex problem which requires the use of specific techniques called Multidisciplinary Design Optimization (MDO) methods. MDO methodologies are applied in various domains and are an interesting strategy to solve such an optimization problem. This paper surveys the different MDO methods and their applications to launch vehicle design. The paper is focused on the analysis of the launch vehicle design problem and brings out the advantages and the drawbacks of the main MDO methods in this specific problem. Some characteristics such as the robustness, the calculation costs, the flexibility, the convergence speed or the implementation difficulty are considered in order to determine the methods which are the most appropriate in the launch vehicle design framework. From this analysis, several ways of improvement of the MDO methods are proposed to take into account the specificities of the launch vehicle design problem in order to improve the efficiency of the optimization process.     

Integrating linear physical programming within collaborative optimization for multiobjective multidisciplinary design optimization

Multidisciplinary design optimization (MDO) is a concurrent engineering design tool for large-scale, complex systems design that can be affected through the optimal design of several smaller functional units or subsystems. Due to the multiobjective nature of most MDO problems, recent work has focused on formulating the MDO problem to resolve tradeoffs between multiple, conflicting objectives. In this paper, we describe the novel integration of linear physical programming within the collaborative optimization framework, which enables designers to formulate multiple system-level objectives in terms of physically meaningful parameters. The proposed formulation extends our previous multiobjective formulation of collaborative optimization, which uses goal programming at the system and subsystem levels to enable multiple objectives to be considered at both levels during optimization. The proposed framework is demonstrated using a racecar design example that consists of two subsystem level analyses — force and aerodynamics — and incorporates two system-level objectives: (1) minimize lap time and (2) maximize normalized weight distribution. The aerodynamics subsystem also seeks to minimize rearwheel downforce as a secondary objective. The racecar design example is presented in detail to provide a benchmark problem for other researchers. It is solved using the proposed formulation and compared against a traditional formulation without collaborative optimization or linear physical programming. The proposed framework capitalizes on the disciplinary organization encountered during large-scale systems design.     

A dimensionality reduction approach for many-objective Markov Decision Processes: Application to a water reservoir operation problem

The operation of complex environmental systems usually accounts for multiple, conflicting objectives, whose presence imposes to explicitly consider the preference structure of the parties involved. Multi-objective Markov Decision Processes are a useful mathematical framework for the resolution of such sequential, decision-making problems. However, the computational requirements of the available optimization techniques limit their application to problems involving few objectives. In real-world applications it is therefore common practice to select few, representative objectives with respect to which the problem is solved. This paper proposes a dimensionality reduction approach, based on the Non-negative Principal Component Analysis (NPCA), to aggregate the original objectives into a reduced number of principal components, with respect to which the optimization problem is solved. The approach is evaluated on the daily operation of a multi-purpose water reservoir (Tono Dam, Japan) with 10 operating objectives, and compared against a 5-objectives formulation of the same problem. Results show that the NPCA-based approach provides a better representation of the Pareto front, especially in terms of consistency and solution diversity.     

基于在线感知Pareto前沿划分目标空间的多目标进化优化

多目标进化优化是求解多目标优化问题的可行方法.但是, 由于没有准确感知并充分利用问题的Pareto前沿, 已有方法难以高效求解复杂的多目标优化问题.本文提出一种基于在线感知Pareto前沿划分目标空间的多目标进化优化方法, 以利用感知的结果, 采用有针对性的进化优化方法求解多目标优化问题.首先, 根据个体之间的拥挤距离与给定阈值的关系感知优化问题的Pareto前沿上的间断点, 并基于此将目标空间划分为若干子空间; 然后, 在每一子空间中采用MOEA/D (Multi-objective evolutionary algorithm based on decomposition)得到一个外部保存集; 最后, 基于所有外部保存集生成问题的Pareto解集.将提出的方法应用于15个基准数值函数优化问题, 并与NSGA-Ⅱ、RPEA、MOEA/D、MOEA/DPBI、MOEA/D-STM和MOEA/D-ACD等比较.结果表明, 提出的方法能够产生收敛和分布性更优的Pareto解集, 是一种非常有竞争力的方法.     

An interactive fuzzy multi-objective optimization method for engineering design

The coupling of performance functions due to common design variables and uncertainties in an engineering design process will result in difficulties in optimization design problems, such as poor collaboration among design objectives and poor resolution of design conflicts. To handle these problems, a fuzzy interactive multi-objective optimization model is developed based on Pareto solutions, where the metric function and some additional constraints are added to ensure the collaboration among design objectives. The trade-off matrix at the Pareto solutions was developed, and the method for selecting weighting coefficients of optimization objectives is also provided. The proposed method can generate a Pareto optimal set with the maximum satisfaction degree and the minimum distance from ideal solution. The favorable optimal solution can be then selected from the Pareto optimal set by analyzing the trade-off matrix and collaborative sensitivity. Two examples are presented to illustrate the proposed method.