30
Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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 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 19/20: 14.10.19 - 08.02.20, Christmas break: 23.12.19 - 06.01.20 Dates of class: Wednesday, 9.45 - 11.15 a.m., weekly, first class October 23, 2019 Room: V7.12 (Pfaffenwaldring 7, Room 1.164). 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: Tuesday and Thursday: 1.00 2.00 p.m. 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).

Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

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Page 1: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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

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 19/20: 14.10.19 - 08.02.20, Christmas break: 23.12.19 - 06.01.20

Dates of class:

Wednesday, 9.45 - 11.15 a.m., weekly, first class October 23, 2019

Room: V7.12 (Pfaffenwaldring 7, Room 1.164).

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: Tuesday and Thursday: 1.00 – 2.00 p.m.

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).

Page 2: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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

Page 3: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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

rechnergestützte 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.

Page 4: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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

Page 5: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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?

Page 6: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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

Page 7: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M4

Integrated Modelling and Design Process

Page 8: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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

Page 9: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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 = [r1

r2] , 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 + A2

A2 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]

Page 10: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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 m2) 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)

Page 11: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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]

Page 12: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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]

Page 13: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M7.1

Geometric visualization in 2D

Page 14: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M7.2

inequality constraints

equality constraints

Page 15: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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

Page 16: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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

]

Page 17: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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

Page 18: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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)

Page 19: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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

Page 20: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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

Page 21: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M12.1

Simulated Annealing

basic algorithm

acceptance function cooling velocity

Page 22: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M12.2

generation probability

Page 23: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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.

Page 24: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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

Page 25: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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 .

Page 26: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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

∗)λi

𝐠(𝐩∗)] = [

𝟎𝟎]

Page 27: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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) ]

Page 28: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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}

Page 29: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 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.

Page 30: Optimization of Mechanical Systems€¦ · Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M1.1 Optimization

Institute of Eng. and Comp. Mechanics Optimization of Mechanical Systems Prof. Dr.-Ing. Prof. E.h. P. Eberhard WT 19/20 M18

Principles of Reduction in Multicriteria Optimization