Global Optimization Techniques in Computational Electromagnetics Zbyněk Raida Dept. of Radio...

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Global Optimization Techniquesin Computational Electromagnetics

Zbyněk Raida

Dept. of Radio ElectronicsBrno University of TechnologyBrno, Czechia

Outline

• What does the optimization mean

• Classification of optimization tasks- single-objective versus multi-objective- local versus global

• Genetic optimization vs. particle swarm one

• Local tuning of global solutions

• An example

Global optimization techniques …ITSS 2007, Pforzheim

Optimizationdefinition

• Searching for such values of state variables to meet desired parameters as close as possible

ITSS 2007, Pforzheim

32.3

45.026.0

21.1

38.3 16.9

22.3

24.8

Global optimization techniques …

Optimizationobjective function (1)

• Deviation of the actual parameters of the system from the desired ones

4

111 ,

nnfsF xx

ITSS 2007, Pforzheim Global optimization techniques …

Optimizationobjective function (2)

0.5 1.0 1.5 2.0 2.5 3.0f [GHz]

computedmeasured

S11[dB]

-10

-15

-20

-25

-30

ITSS 2007, Pforzheim Global optimization techniques …

More objectivespolarization purity (1)

ČÁP, A., RAIDA, Z., HERAS PALMERO, E., LAMADRID RUIZ, R. Multi-band planar antennas: a comparative study. Radioengineering, 2005, vol. 14, no. 4, p. 11–20.

ITSS 2007, Pforzheim Global optimization techniques …

More objectivespolarization purity (2)

RAIDA, Z., HERAS PALMERO, E., LAMADRID RUIZ, R. Four-band patch antenna with U-shaped notches. In Proc. of the16th international Conference on Microwaves, Radar and Wireless Communications MIKON 2006. Krakow (Poland), 2006, pp. 111–114.

ITSS 2007, Pforzheim

a) b) c)

d)

Global optimization techniques …

More objectivesdirectivity patterns (1)

ITSS 2007, Pforzheim Global optimization techniques …

More objectivesdirectivity patterns (2)

More objectivesmulti-objective formulation

4

1

0,,n

nhormaxD fEEF xx

4

111 ,

nnS fsF xx

4

1

90

90

,,n m

mnvertP fEF xx

ITSS 2007, Pforzheim

F

F

2

F

13

S

P

D

Global optimization techniques …

Multi-objective optimizationtwo approaches min F ( x)S

min F ( x)D

min F ( x)P

multi-objectiveoptimizer

trade-offsolutions

higher-levelinformation

choose onesolution

min F ( x)S

min F ( x)D

min F ( x)P

single-object.optimizer

higher-levelinformation

one optimumsolution

estim. relative

S

importance

D

vector

P[w , w , w ]

single-object.optimization

F = w F + w F + w F

S

D P

S

D P

ITSS 2007, Pforzheim Global optimization techniques …

Searching for a minimumglobal versus local methods

ITSS 2007, Pforzheim

f(x)

x

startingpoint

global local

Global optimization techniques …

Global methodsgenetic algorithms (1)

mm00.9mm,00.1Amm050.0mm,001.0B

2.2,0.2,6.1,0.1r mm5.1mm,0.1h

GHz30f

ITSS 2007, Pforzheim Global optimization techniques …

Global methodsgenetic algorithms (2)

initial populationquality evaluation

selection

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Global methodsgenetic algorithms (3)

crossover

mutation

ITSS 2007, Pforzheim Global optimization techniques …

function x = main( G, I, pc, pm)

% x(1)= A, x(2)= B, x(3)= h, x(4)= eps

load dip_616; % loading neural model

Rd = 200.0; % desired input resistanceXd = 0.0; % desired input reactancebit = [ 8 8 1 2]; % bits per A, B, h, epsgeb = norm( bit, 1) + 1; % bits in chromosome

gen = round( rand( I, geb-1)); % 1st generationfor g=1:G X = decode( I, bit, gen); % chromosome to A,B,h,eps Z = Tmax * sim( net, X'); % analysis gen(:,geb) = ((Rd-Z(1,:)).^2 + (Xd-Z(2,:)).^2; e(g) = min( gen( :,geb)); % minimum error [val,ind] = min( gen( :,geb)); x = X( ind, :); % best parameters gen = decim( gen, pc, pm, I, geb);end

plot( e);

Global methodsgenetic algorithms (5)

0 5 10 15 20 25 30 35 40 iter.0

500

1000

1500

2000

2500

cost[ ]2

Global methodsgenetic algorithms (6)

cost [2]

A [mm]

B [mm]

h [mm]

eps [ – ]

Rin []

Xin []

19 836 7.469 0.008 1.0 2.2 61.0 22.7

20 650 3.875 0.035 1.5 2.0 67.2 –54.9

402 5.156 0.026 1.5 1.0 183.3 –11.1

99 5.188 0.032 1.0 1.0 190.8 3.8

50 generations, 20 individuals, 90 % crossover, 10 % mutation, population decimation

ITSS 2007, Pforzheim Global optimization techniques …

Global methodsparticle swarm optimization (1)

ROBINSON, J., RAHMAT-SAMII, Y. Particle swarm optimization in electromagnetics. IEEE Transactions on Antennas and Propagation. 2004, vol. 52, no. 2, p. 397–407.

ITSS 2007, Pforzheim Global optimization techniques …

Global methodsPSO (2)

Tnnnnn hBA x

nnnnnn rcrcw xgxpvv 2211

nnn t vxx x

x

1

2

p2

g2

2

1

p11

ITSS 2007, Pforzheim

Global methodsparticle swarm optimization (3)

absorbing reflecting invisible

ITSS 2007, Pforzheim

x

x

2

1

x

x

2

1

x

x

2

1

Global optimization techniques …

function out = main( G, I)

% x(1)= A, x(2)= B, x(3)= h, x(4)= eps

load dip_616; % loading antenna model

Rd = 200; % required input resistanceXd = 0; % required input reactance

dt = 0.1; % time stepc1 = 1.49; % personal scaling factorc2 = 1.49; % global scaling factor

x = zeros( I, 5); % agents’ positionp = zeros( I, 5); % personal best

for n=1:I x(n,1) = 1.000 + 8.000*rand(); p(n,1) = x(n,1); x(n,2) = 0.001 + 0.049*rand(); p(n,2) = x(n,2); x(n,3) = 1.0 + 0.5 * rand(); p(n,3) = x(n,3); x(n,4) = 1.0 + 1.2 * rand(); p(n,4) = x(n,4); p(n,5) = 1e+6;end

v = rand( I, 4); % agent velocityg = zeros( 1, 4); % global beste = zeros( G+1, 1); e(1) = 1e+6;

for m=1:G % +++ MAIN ITERATION LOOP +++

w = 0.5*(G-m)/G + 0.4; % inertial weight Z = Tmax * sim( net, x(:,1:4)'); % impedance of agents x(:,5) = ((Rd-Z(1,:)).^2 + (Xd-Z(2,:)).^2 [e(m+1),ind] = min( x( :,5)); % the lowest error

if e(m+1)<e(m) g = x( ind, 1:4); % the global best end

for n=1:I if x(n,5)<p(n,5) % the personal best p(n,:) = x(n,:); end v(n,:) = w*v(n,:) + c1*rand()*( p(n,1:4)-x(n,1:4)); v(n,:) = v(n,:) + c2*rand()*( g(1,1:4)-x(n,1:4)); x(n,1:4) = x(n,1:4) + dt*v(n,:); if x(n,1) > 9.00, x(n,1)=9.00; end % absorbing walls if x(n,2) > 0.05, x(n,2)=0.05; end if x(n,3) > 1.5, x(n,3)=1.5; end if x(n,4) > 2.2, x(n,4)=2.2; end end

end

Global methodsparticle swarm optimization (5)

iter.

cost

0 10 20 30 400

1

2

3

4

5

6

7

[ 10 ]25

Global methodsPSO (6)

cost [2]

A [mm]

B [mm]

h [mm]

eps [ – ]

Rin []

Xin []

534 5.481 0.050 1.46 1.57 176.9 -0.1

2 288 5.794 0.050 1.46 1.69 152.2 1.7

154 5.333 0.050 1.44 1.50 187.6 -0.5

21 5.406 0.050 1.48 1.54 196.7 3.2

50 iterations, 20 agents, c1 = c2 = 1.49, w = 0.9 -> 0.4, absorbing walls

ITSS 2007, Pforzheim Global optimization techniques …

Searching for a minimumglobal first, local later

ITSS 2007, Pforzheim

f(x)

x

startingpoint

global local

Global optimization techniques …

Searching for a minimumglobal first, local later

ITSS 2007, Pforzheim

f(x)

x

startingpoint

globallocal methodmethod

Global optimization techniques …

Local minimizationgeneral algorithm (1)

1. Testing convergence. If the actual estimate of the optimum xk is accurate enough, then the algorithm is terminated. Otherwise, go to 2.

2. Computing search direction. Estimate the best direction pk moving the actual estimate of the optimum xk towards the optimum.

ITSS 2007, Pforzheim Global optimization techniques …

Local minimizationgeneral algorithm (2)

3. Computing step length. Estimate scalar k ensuring the significant decrease of the value of the objective function: F(xk + kpk) < F(xk)

4. Updating the estimate of the minimum. Setxk+1 xk + k pk, k k + 1. Go back to 1.

ITSS 2007, Pforzheim Global optimization techniques …

Testing algorithmsRosenbrock function

21

221221 1100, xxxxxF

function F = rosenbrock( x)

F = 100*( x(2,1) - x(1,1)^2)^2 +... ( 1 - x(1,1))^2;

ITSS 2007, Pforzheim Global optimization techniques …

Steepest descentanalytical approach

kk gp kkkk gxx 1

function sda( alpha)

M = 10000;x = [ -1; +1];

for m=1:M g(1,1) = -400*x(1,1)*( x(2,1)-x(1,1)^2)-2*(1-x(1,1)); g(2,1) = 200*( x(2,1) - x(1,1)^2); x = x - alpha*g; out(m,:) = x';end

1k

ITSS 2007, Pforzheim Global optimization techniques …

Steepest descentnumerical approach

function sdn( h)

M = 10000; alpha = 1e-3;x = [ -1; +1];

for m=1:M X1(1,1) = rosenbrock( [x(1,1) + h/2; x(2,1)]); X1(2,1) = rosenbrock( [x(1,1) - h/2; x(2,1)]); X2(1,1) = rosenbrock( [x(1,1); x(2,1) + h/2]); X2(2,1) = rosenbrock( [x(1,1); x(2,1) - h/2]); g(1,1) = (X1(1,1) - X1(2,1)) / h; g(2,1) = (X2(1,1) - X2(2,1)) / h; x = x - alpha*g; out(m,:) = x';end

ITSS 2007, Pforzheim Global optimization techniques …

Newton methoddirection, step

pGppgpx kkkk FF T21T

kkk gGp 1

kkkk gGxx

11

x

y

x x x012

ITSS 2007, Pforzheim Global optimization techniques …

Newton methodcode

function newton( x1, x2)

M = 10;x = [ x1; x2];

for m=1:M g(1,1) = -400*x(1,1)*(x(2,1)-x(1,1)^2)-2*(1-x(1,1)); g(2,1) = 200*( x(2,1) - x(1,1)^2); H(1,1) = 1200*x(1,1)^2 - 400*x(2,1) + 2; H(1,2) = -400*x(1,1); H(2,1) = -400*x(1,1); H(2,2) = 200; x = x - inv( H)*g; out(m,:) = x'end

ITSS 2007, Pforzheim Global optimization techniques …

Steepest descent vs. Newtoncomparison

Steepest descent Newton method

• Properly chosen step length k

• Step length k = 1 all the time

• Convergence for Rosenbrock: 7000 steps

• Convergence for Rosenbrock: 3 steps

ITSS 2007, Pforzheim Global optimization techniques …

ExampleGPS wire antenna

• Operation in frequency bands:– L1: central frequency fL1 = 1 575.4 MHz

– L2: central frequency fL2 = 1 227.6 MHz

• Omni-directional constant gain for the elevation from 5° to 90°

• Right-hand circular polarization

ITSS 2007, Pforzheim Global optimization techniques …

GPS wire antennaGA v. PSO (1)

a)

iterations

F

b)

iterations

F

LUKEŠ, Z., RAIDA, Z. Multi-objective optimiza-tion of wire antennas: genetic algorithms versus particle swarm optimization. Radioengineering, 2005, vol. 14, no. 4, p. 91–97.

ITSS 2007, Pforzheim Global optimization techniques …

a)

GPS wire antennaGA v. PSO (2) b)

LUKEŠ, Z., RAIDA, Z. Multi-objective optimiza-tion of wire antennas: genetic algorithms versus particle swarm optimization. Radioengineering, 2005, vol. 14, no. 4, p. 91–97.

ITSS 2007, Pforzheim Global optimization techniques …

a)

GPS wire antennaGA v. PSO (3)

LUKEŠ, Z., RAIDA, Z. Multi-objective optimiza-tion of wire antennas: genetic algorithms versus particle swarm optimization. Radioengineering, 2005, vol. 14, no. 4, p. 91–97.

b)

ITSS 2007, Pforzheim Global optimization techniques …

Z

a)

f[MHz]

GPS wire antennaGA v. PSO (4)

LUKEŠ, Z., RAIDA, Z. Multi-objective optimiza-tion of wire antennas: genetic algorithms versus particle swarm optimization. Radioengineering, 2005, vol. 14, no. 4, p. 91–97.

f[MHz]

Z

b)

ITSS 2007, Pforzheim Global optimization techniques …

GPS wire antennaGA v. PSO (5)

a)

b)

a)

b)

Conclusions

• Multi-objective optimization:a complex view on the structure

• Global optimization:perspective designs of a structure

• Local optimization:tuning of a relatively good design

ITSS 2007, Pforzheim Global optimization techniques …