Computers in Industry 26 (1995) 175-192

A global optimization model for ship design

T. Ray, R.P. Gokarn, O.P. Sha

Department of Naval Architecture, Indian Institute of Technology, Kharagpur 721302, India

Received 21 September 1993; revised 30 September 1994

Abstract
This paper preserlts a global optimization model for ship design. A multicriteria optimization model for ship
design has been identified as a problem with multiple local optima representing widely varying sets of designs. The
model as developed handles the ship design optimization problem as a multicriteria constrained multivariable
nonlinear optimization process and aims at a global optimum solution of the problem. The use of any local nonlinear
constrained multivariable tool for such a problem can only assure the attainment of local optima which may be quite
far from the global optimum. The model incorporates a global optimization tool, a decision system handler and
several accepted nav,al architectural estimation methods. Simulated annealing is a method based on the analogy
between problems of combinatorial optimization and statistical mechanics and has been successfully applied to the
ship design optimization problem as a global optimization tool. The decision system handler is based on the analytic
hierarchy process. Though they do not ensure the attainment of the global optimum, solutions from the process of
simulated annealing successfully identify the main cluster which is very close to the reported global optimum
predicted by pure random methods and genetic algorithms. The main cluster of points identified by simulated
annealing provides the designer the region of safe and economic designs.
Keywords:

Global
hierarchy process

optimization;

Ship design; Simulated

1. Introduction
Ship design traditionally
has been based on a
sequential
and iterative approach. With the availability of non1inea.r optimization
tools, several
researchers
have attempted
to solve the ship design problem using different
optimization
techniques. This allows the development
of competitive new designs while considering
various interactions within the system in a shorter time span.

Corresponding

authsx. E-mail: ops@naval.ittkgp.ernet.in

Elsevier Science B.V.

SSDI 0166-3615(95)00003-S

annealing;

Multiattribute

decision

making;

Analytical

Murphy et al. [l] and Nowacki et al. [2] have

modeled the ship design problem as a single-objective optimization
problem,
while Sen [3] has
modeled
it as a generalized
goal programming
problem.
Pal [4] and Keane et al. IS] in their
design models have used traditional
methods of
optimization
whereas Bras et al. [6] have modeled
the design process as a DSPT (decision support
problem technique)
problem.
Ray and Sha [7,81
have modeled the ship design process as a multicriteria optimization
model which incorporates
accepted naval architectural
estimation
methods,
a decision system handler and a nonlinear
opti-

176

T. Ray et al. /Computers

in Industry 26 (1995) 175-192

tence of necessary and sufficient conditions to

ensure the attainment of the global minima has
been the greatest hindrance to the solution of
multimodal functions. The aspect of multimodality can often arise as a result of collapsing multicriteria into a single criterion by explicitly combining several criteria in some way. The multicriteria ship design optimization model has been
identified as a global optimization problem and is
solved using global optimization techniques. A
container ship design has been chosen as an
example.

mization tool. Optimization techniques for design

have also been applied by Day [9] for the aerodynamic lift distribution of a heeled yacht in a wind
gradient, by Pal [4] in the field of tug design and
by Zanic et al. [lo] for the design of fishing
trawlers.
However the application of any nonlinear optimization method can only ensure the attainment
of a local optimum which in the case of nonconvex objective functions (often the case with practical problems) is not necessarily the global optimum. Most practical engineering problems can
be formulated in the light of global optimization,
i.e. optimization problems in which the objective
function is nonconvex and possesses many local
optima in the region of interest. In case the
objective function is multimodal, i.e. has several
optima, the aim of the global optimization method
is to find the smallest local minima or the largest
local maxima depending upon the problem.
Global optimization methods have been extensively used in the areas of structural optimization,
engineering
design, VLSI chip design and
database problems, nuclear and mechanical design, chemical engineering design and control,
process allocation problems [ll] etc. In contrast
to local optimization methods for which the local
optimum is ensured by the gradient being equal
to zero, no such criterion exists to ascertain the
attainment of the global optimum. The nonexis-

Stq~~wce
System

of

units

vorlables

UNIT
are

2. Model formulation
The subsequent sections provide the details of
the modeling parameters and their mathematical
formulation. The estimation methods that have
been used to model the problem are also detailed.
2.1. Degrees of freedom of the design system
A systematic dissection of the design system is
performed to reveal an underlying framework
upon which the strategy of design optimization
might be developed. In nearly every design the
values of certain variables are not specified. These
variables are free to be adjusted to achieve a

01, UNIT

02. UNIT

03

01. 02. 03

Legend
Urvts
Inputs
Outputs

refer

to

to the
of

the

on independent
different
different

Fig. 1. Input/output

units
units

equation
ore
ore

or

on estimation

method

01. 02. 03. OL. 05

04, 05.

06. 07

interaction in the unit approach.

T. Ray et al. /Computers

more satisfactory design. The first problem in

design is therefore to identify these design variables. The number of these design variables is
referred to as thle degrees of freedom of the
system. The identification of the design variables
should start with a listing of all the design variables and the independent design relations. In
general, the degrees of freedom of the system
equals the difference between the number of
pertinent design variables and the number of
independent design relations. The design vari-

in Industry 26 (1995) 175-192

177

ables can then be identified by the method of

equation sequencing or a variable selection algorithm [12]. In the context of ship design, the
listing of all the variables and independent equations is quite cumbersome, as a number of detailed estimation methods are involved. Hence a
unit approach has been followed to identify the
design variables. Each unit is basically an independent equation (for very simplified systems) or
a detailed estimation method (for a complex system) which has several inputs and outputs. Fig. 1

RESISTANCE

AND

ksistonce
Weigh1allowonce~

POWER

MaxImumcontinuous rating

m-z./-

etocentrii

I
QNrr

Fig. 2. Unit sequence for the ship design optimization model.

height

T. Ray et al. /Computers

178

shows the general structure of the unit approach.

The outputs of one unit along with the inputs to
it can be used as an input to the subsequent units
and so on. Through a proper sequencing of these
units, the optimum number of inputs required for
the sets of all the units are the necessary design
variables. Such a unit approach has identified the
ship design system variables as L, B, T, D, C,,
C, and C, defined in the next section. Fig. 2
details the sequence method for the units along
with the necessary input and output interactions.
In the context of ship design optimization, Mistree et al. [13] have used five variables in their
design whereas Sen [3] has modeled the problem
using eleven variables. The same set of seven
variables identified in the present problem has
been used by Zanic et al. [lo] in their fishing
trawler design problem. However, in all these
studies the variable identification method has not
been dealt with.
2.2. System variables

in Industry 26 (1995) 175-192

2.4. System constraints

The system constraints have been broadly categorized into three groups-the
constraints specified by the owner, the constraints arising due to
the design process, statutory requirements or
physical laws (e.g. weight is equal to buoyancy),
and the constraints due to the various design
relations to which the designer wants to adhere.
The owners requirements include the following:
(a> Speed;
(b) Number of containers to be carried;
(c) Range.
The design statutory requirements are as follows:
(a) Weight should balance the buoyancy.
(b) Design should meet the stability standards.
(c) Design should meet freeboard standards.
The design relations specified by the designer are
as follows:
(a) 0.3160 < ( - 0.660 . C, + C,) < 0.3500;
(b) 0.0265 < ( - 0.955 *C, + C,> < 0.0569;
(c) 0.8500 < (C&J
< 0.9500.

The system variables as identified through the

method of unit approach are as follows:
L
B
T
D
G
C,
G.4

Length between perpendiculars

Breadth
Draft
Depth
Block coefficient
Midship area coefficient
Waterplane area coefficient

2.3. System bounds

The system bounds have been classified into
two categories and are as follows:
(a) System variable bounds;
(b) System variable ratio bounds.
System variable bounds are the upper and lower
limits of the design variables whereas the system
variable ratio bounds are the limits on the variable ratios. In the present model the variable
ratio bounds on L/B, L/D, L/T, B/D, B/T,
T/D and the system variable bounds on L, B, T,
D, C,, C,, C, have been considered.

2.5. System objectives

The system objectives are same as the designers objectives and are as follows:
(a) Minimize building cost.
(b) Minimize power required.
(c) Minimize steel weight.
The system objectives for the design are in
incommensurable units. To overcome this, the
objectives have been modeled as fuzzy membership functions. The upper and the lower limits of
satisfaction for each objective are provided by the
designer. The membership function chosen is linear and of the form
zi =

estimated power - Pi lower

Pi upper- Pi lower
where i lower is the minimum
power for the design (i.e. the
minimization sense as provided
and 4 upper is the maximum

aspired value of
best value in the
by the designer),
aspired value of

T. Ray et al. /Computers

in Industry 26 (1995) 175-192

power for the design (i.e. the worst acceptable

value in the minimization sense).
The fuzzy memblership functions (i.e. the Z,s)
are subsequently multiplied by their respective
weightages as calculated by multiattribute decision making (MADM) techniques (Appendix A).

2.9. Freeboard estimation

2.6. Resistance and power estimation

2.10. Stability estimation

Resistance and power estimation has been

performed using Holtrop and Mennens method
[14]. The technique is based on a regression analysis of random model and full-scale test data.
2.7. Weight estimation
Empirical weight estimation relations have
been used for container ship lightweight calculations. The total lightweight is divided into the
following categories:
(a) Steel weight;
(b) Machinery weight;
(cl Outfit weight.
The steel weight and outfit weight estimation is
based on Schneekluths method [15]. Machinery
weight has been estimated according to the
method of Watson and Gilfillan [16].
2.8. Building cost estimation
The building cost estimation is modeled in a
manner similar to the concept exploration module for preliminary design due to MARIN
(MARCEM) [17]. The total building cost is divided into the following categories:
(a) Direct material costs, comprising of material
costs for steel: outfit and equipment, and
machinery;
(b) Direct labor costs, comprising of labor costs
for steel work,, outfit and equipment, and
machinery installation;
(c) Indirect costs;
(d) Overhead costs;
(e) Profit.
Man-hours, cost of steel per tonne, and other
necessary input data have been obtained from
Indian shipyards.

179

The freeboard estimation is based on the ILLC

1966 standards. The type of ship being known,
the tabular freeboard and the necessary corrections are computed [18].

The lightweight center of gravity is calculated

using Schneekluths methodology 1151, separately
for steel weight, outfit and equipment, and machinery weight. The center of gravity of the deadweight is computed by an empirical method taking into account the number of stacks of containers on deck, tank top height, the depth of the
vessel and the total number of containers carried.
The calculation of metacentric radius (BM,) and
vertical center of buoyancy KB) is based on
empirical relations. The free surface correction is
also taken into account for the estimate of the
final metacentric height (GM,) in the loaded
condition.
2.11. Additional features of the model

The proposed ship design model is capable of

taking specific requirements either from the designer or from the owner directly as a constraint.
The bounds for the system variables can also be
changed by the designer, allowing him to go in for
innovative designs. New methods for estimation
of resistance, power and building cost can be
easily incorporated as the ship design system is
developed in a modular form. Individual detailed
estimates for building cost, weight, resistance,
power, freeboard and stability can be generated if
required.

3. Mathematical

modelling

The container ship design process has been

formulated as a nonlinear constrained optimization problem:
Min F = E W.d,
i=l

T. Ray et al. /Computers

180

in Industry 26 (1995) 175-192

and dj are the fuzzy membership functions relating the achievement of the objectives.
The flow diagram in Fig. 3 shows the ship
design model solution procedure. The constraints
have been imposed using quadratic external
penalty functions which would allow the function
to retain the properties of differentiability and
continuity. The details of identifying the weightages using multiattribute decision making methods are given in Appendix A.

subject to
gi<O.O

for i= l,...,

I,

hi>O.O
ei = 0.0

for i=l+l,...,
m,
for i = m + 1,. . . ,p.

The function F is transformed into an unconstrained optimization problem as

N

c wjdj + c C,B,g, +

MinK=

C,B,h,

i=i+I

i=l

j=l

CiBiei,

4. Multimodal

i=m+l

where N is the number of system objectives, Bi

assumes values of either 0 or 1 depending upon
the constraint violation, Ci are the constant values for modeling the hard and soft constraints, wj
are the weightages associated with the objective
function based on multiattribute decision making
methods, gi are inequality constraints (less than
type), hi are inequality constraints (greater than
type), e, are equality constraints, 1 is the number
of inequality constraints (less than type), m is
the number of inequality constraints (sum of less
than and greater than type), p is the number of
constraints (sum of equality and inequality type),

aefhle the following

Owners requirements
Statutory

requirements

Design relations

( if

any

Limits on system

variables

Llmlts on system

variable

Limits on statutory
Limits on design
@itiat

guess

requirements

relations

for the system

If any I
varlable~

In the design model as described in the previous section, the objective function exhibits multimodal behaviour which has been ascertained using several direct and indirect methods. A grid
search performed by distributing points uniformly
within the hyper-rectangle (a rectangular grid)
defined by the variables shows regions of low
function values surrounded by higher function
values. The model has been solved using the
Modified Marquardt-Levenberg
algorithm [ 191 (a
tool based on the maximum neighbourhood
method), the Hooke and Jeeves method (a point

Mathematical

modeller

CONSTRA!NT

C43lNlTlONS

Define

the constraint

function

for system

v&able

bounds

Define

the conslraint

function

for system

variable

ratio

requirements

Define the constraint

function

for owners

Define

the constrdnt

functton

for statutory

the constraint

function

for design

the constraht

function

for any other

Define
ratios

function behaviour

Define

FUNCTION

requirements

relattons

bounds

6ECISION
Provides

SYSlEn
the uelghtages

( Wls 1by

Eigen Vector

and Welghted

Least

Square

pthod

requirement

HODELLlNG

Def!ne the fuzzy

FINAL MlNHlZATlON

membership function

efn the control

FUNCTION

r hard

Form the final mlr4mbatton function

I
ICall optimization

Fig. 3. Flow diagram

rmthod]

for the solution

procedure.

and soft

parameters
conetrahts

181

T. Ray et al. /Computers in Industry 26 (1995) 175-192

search method) with an external penalty function

and a method developed by Rosenbrock for constrained nonlinear multivariable
optimization.
The different solutions obtained with different
starting points indicate the existence of multimodality. The solutions are also quite varied.
Furthermore by a direct method utilizing the
conditions of optirnality, i.e. evaluating the Jacobian and the Hessian matrix at the optimum
point, it has been found that the function is
nonconvex and possesses many local optima. A
function is convex provided the Hessian matrix is
positive and definite. For a positive and definite
Hessian matrix the determinants of all the principal minors of the Hessian matrix are positive. As
the objective function turns out to be nonconvex
in nature and the local optima represent completely different solutions, the problem is clearly
identified as a global optimization problem.

5. Global optimization

model

Though a number of global optimization methods are available [20], few seem to be capable of
handling the ship design optimization problem
mainly due to their inherent limitations in handling the hard nonlinear constrained optimization
problem. Different global optimization methods
that have been applied to the ship design optimization problem are as follows:
(a) Multistart method
(1) with the Hooke and Jeeves method using
an external; penalty function 1211,
(2) with the R.osenbrock method for nonlinear constrained multivariable optimization [21].
(b) Simulated annealing and random perturbation followed by Hooke and Jeeves (a local
optimization method).
5.1. Multistart method
For a multistart process, each random search
point generated acts as an initial starting point
for the local optimization process. This is carried
out for the prescribed number of iterations and
the minimum function value is chosen. The local

optimal solutions are evaluated at the expense of

a larger computational time as compared to pure
random search.
The random search points are generated using
the relation
xi

=lowerlimit

( Xupperlimit

-Xlovferlimit)

RiT

where Ri is a random number between 0 and 1.

5.2. Simulated annealing
Simulated annealing is a stochastic optimization method based on iterative improvement with
controlled deteriorations of the objective function in order to escape local minima. The heuristic is based on an analogy between the problems
of combinatorial optimization and statistical mechanics. Kirkpatrick et al. [22] in 1983 pointed out
the connection between statistical mechanics and
combinatorial optimization. In the context of statistical mechanics as proposed by Metropolis in
1953 [23] solids can be annealed by first raising
the temperature to a point where the atoms are
randomly arranged and then the temperature is
gradually lowered forcing the atoms to arrange
themselves into a lower energy state. In combinatorial optimization a random solution is compared with the system configuration of the atoms
in mechanics and the cost function or the function value is compared with the energy of the
system. Thus, an application of the annealing
method in combinatorics ultimately leads to a
solution (state) which corresponds to the minimum value of the cost function (energy). Fig. 4
details the steps for the simulated annealing process.
For the successful application of the simulated
annealing method the following must be specified:
(a) A method for generating an initial solution
and a perturbation scheme to produce consecutive solutions;
(b) An annealing schedule, i.e. a sequence of
temperatures T,, T,, T2, . . . , Tf as well as the
number of iterations performed at each temperature.
The algorithm starts with an initial solution
configuration S, and by applying an appropriate

T. Ray et al. /Computers

182

in Industry 26 (1995) 175-192

change f in the objective function increases. Thus

at low temperatures deteriorations in the objective function are more likely to be accepted if
they are small rather than large. It is evident that
controlled uphill steps will prevent the process
being stuck at the local optimum and thus increase the chances of reaching the global optimum.

perturbation scheme a solution S, is obtained.

The change in the objective function (f> is calculated; if it is negative the solution S, is accepted,
otherwise the case is treated probabilistically and
the solution S, is accepted with the probability of
e-f/T. The probability of accepting a solution
which augments the objective function value is
reduced as the temperature decreases and the

NO OF CALLS

TO THE

NO OF SUCCESSFUL
DECAY

FACTOR

FOR THE

LEARNER
AT

PROBABILITY

HIGH VALUE

c PH *

LOW VALUE

c PL r

ITERATIONS

ICALL

SYSTEM

LEARNER]

I
ANNEALING

MAXIMUM

EVALUATE

MINIMUM ANNEALING

(START

MAXIMUM

ANNEALNG

TEMPERATURE]

Fig. 4. Flow diagram

for simulated

TEMPERATURE

AT A TEMPERATURE

EVALUATE

AT

EACH

G.P. SERES

PROBABILITY

NO OF MAXIMUM

~REDUCE

SYSTEM

ITERATIONS

annealing.

TEMPERATURE
TEMPERATURE

TEMPERATUREJ

T. Ray et al. /Computers

The general steps for the simulated annealing

method are as follows:
A random initial solution configuration S, is
chosen.
The function value is evaluated at this configuration S, as fC,S,>.
Start with the initial annealing temperature.
A perturbation scheme is applied to the system configuration S, so that it switches over to
a new configuration Sk.
5. The function is evaluated at this configuration
as f(S,>.

6. The difference in the objective function value

is computed as f =f(S,) -f<S,>. If the difference is greater or equal to zero, a random
variable Y behveen 0 and 1 is compared to the
probability of a.cceptance P,, = e-f. If Y is
less than P,,, the solution S, is abandoned
and the control is passed on to Step 4; otherwise the solutilon S, is accepted. The acceptance of a solution relates to a successful iteration.
If the prescribed number of successful iterations at the current temperature has not been
computed or tlhe final annealing temperature
is not reached, the control is passed on to Step
4.
The process stops when the final annealing
temperature has been reached or it fails to
locate better solutions within the maximum
prescribed number of iterations at a particular
temperature.
Since the initial temperature should be large
enough so that ahmost all candidate solutions are
accepted (even the ones which lead to a large
increase in the objective function value) with a
probability P, of 0.9 or more the initial temperature is found out from
p, = ,-f,,/=O,

is the largest change in the objective

where f,,
function value observed between any two system
configurations.
Similarly the minimum annealing temperature
is found out as
p, = ,-f,i,/rr,
where fmin is the tolerance in the objective func-

183

in Industry 26 (1995) 175-192

tion evaluation and PI is assumed to be 0.05 or

lower.
The implementation incorporates a learning
process where the system is allowed to run for say
100 iterations and store the information regardand fmi,. Assuming values of P, as 0.9
ing f,,
and P, as 0.05, the initial and the final annealing
temperatures
are computed. The sequence of
temperatures is assumed to be in geometric progression.
Simulated annealing with random perturbation followed by a nonlinear local optimization method

The solutions are developed by first generating

a random point and then allowing a nonlinear
Table 1
Inputs for the optimization problem
(a) Bound definitions
Lower bound

Upper bound

160.00
20.000
8.5000
14.000

Variables

C,
C,
Variable ratios
L/B
L/D
L/T
B/D
B/T
T/D
Design relations
- 0.66C, + c,
- 0.955Cb + c,
C,/C,
Statutory requirements

0.8000
0.6500

210.00
29.000
12.000
18.000
0.8500
0.9900
0.8500

5.5000
10.000
14.000
1.3500
2.0000
0.6000

8.5000
14.000
20.000
2.0000
3.0000
0.8000

0.3160
0.0265
0.8000

0.3500
0.0569
0.9500

GM, (mt)

1.5000
3.5000
- 50.00

3.0000
5.0000
300.00

L
B
T

D
b

Freeboard (ml
Weight diff. (tonnes)

0.5000

(b) Starting values

Length between perpendiculars, L (m)
Breadth, B (m)
Draft, T(m)
Depth, D (m)
Block coefficient, C,
Midship area coefficient, C,
Waterplane area coefficient, C,
Prismatic coefficient, C,

191.0
26.42
11.20
16.47
0.5699
0.9700
0.7099
0.5876

184

T. Ray et al. /Computers

Table 2
Results from the decision
The given pairwise

Number
Average

system

comparison

Power
Steel weight
Building cost

matrix
Power

Steel weight

Building

1.0
1.0
1.0

1.0
1.0
1.0

1.0
1.0
1.0

of random matrices considered

of the maximum eigenvalues

Weightages

in Industry 26 (1995) 175-192

cost

1000
3.5043702

calculated
Eigenvector

method

0.333
0.333
0.333

Least squares

method

0.333
0.333
0.333

local optimization tool to rush to the local minimum from the random starting point as the initial
guess. A local optimization tool based on the
Hooke and Jeeves method with an external

penalty function has been used in this process. By

following the above mentioned scheme all solutions treated by simulated annealing have the
properties of a local optimum. The flow diagram

Table 3
Results of optimization

Table 4
Results of optimization

using Hooke

Length between perpendiculars,

Breadth, B (m)
Draft, T (m)
Depth, D (m)
Block coefficient, C,
Midship area coefficient, C,
Waterplane
area coefficient, C,
Prismatic coefficient, C,
Variable ratios
L/B
L/D
L/T
B/D
B/T
T/D
Resistance (kN)
Steel weight (tonnes)
Light weight (tonnes)
Building cost (Dollars))
Freeboard
(m)
GM, (m)
Deadweight
(tonnes)
Weight difference (tonnes)
Maximum continuous rating (kW)
Final function value
Penalty for constraint violation

and Jeeves

L (m)

using Rosenbrock

186.0
25.88
11.025
14.029
0.55599
0.98900
0.68400
0.56217

Length between perpendiculars,

L (ml
Breadth, B (m)
Draft, T (m)
Depth, D
Block coefficient, C,
Midship area coefficient, C,
Waterplane
area coefficient, C,
Prismatic coefficient, C,
Variable ratios

186.0
25.88
11.025
14.029
0.5559
0.9890
0.6840
0.5621

7.1870174
13.257312
16.870746
1.8446195
2.3473920
0.7858165
1.6478x lo3
5814.33
10145.59
49.633 x lo6
4.000
2.507
20319.7
- 13.94
30983.0
0.44834766
0.0

L/B
L/D
L/T
B/D
B/T
T/D
Resistance (kN)
Steel weight (tonnes)
Light weight (tonnes)
Building cost (Dollars)
Freeboard
(m)

7.1870174
13.257312
16.870746
1.8446195
2.3473920
0.7858165
1.6473 x lo3
5802.54
10129.88
49.6 x lo6
3.996
2.506
20319.4
- 44.59
30974.0
0.44773808
0.0

GM t Cm)
Deadweight
(tonnes)
Weight difference (tonnes)
Maximum continuous rating (kW)
The function value is
Penalty for constraint violation

T. Ray et al. /Computers

Table 5
Results of random

mu1 ti start using Hooke

and Jeeves method

cb

Function

187.52
165.25
189.03
189.64
171.60
196.90
180.84
192.16
208.79
186.23
192.83
190.05
200.48
188.66
197.69
193.39
189.65
184.62

25.27
25.45
25.54
24.17
24.15
25.03
25.98
24.23
24.73
25.75
24.99
24.68
25.85
24.35
25.33
24.44
24.34
24.26

9.380
11.59
9.650
9.540
11.00
10.35
9.960
9.630
11.10
10.04
10.01
10.49
11.38
9.440
11.18
11.60
9.50
10.99

14.03
14.52
14.00
14.02
14.02
14.09
14.03
14.01
14.91
14.01
14.03
14.01
14.33
14.00
14.15
14.51
14.01
14.00

0.693
0.594
0.652
0.700
0.643
0.589
0.644
0.680
0.527
0.625
0.624
0.604
0.507
0.711
0.532
0.535
0.699
0.595

0.990
0.989
0.989
0.990
0.989
0.989
0.989
0.988
0.964
0.990
0.989
0.989
0.974
0.988
0.988
0.989
0.989
0.989

0.773
0.708
0.747
0.814
0.752
0.705
0.742
0.792
0.664
0.730
0.728
0.715
0.651
0.815
0.667
0.669
0.803
0.709

0.613
0.493
0.548
0.600
0.525
0.462
0.553
0.561
0.437
0.514
0.494
0.466
0.437
0.629
0.432
0.416
0.600
0.449

a Number of multistart random

are local optimum solutions.

points

is 100. A part of the solution

in Fig.
3 shows the structure
methodology.

6.

A container ship design problem is chosen as

an example to illustrate the method. The owners
requirements state a design speed of 25 knots and
a container carrying capacity of 1336 TEU over a
range of 6000 nautical miles. The bounds on the
variables, variable ratios, design relations and the
statutory requirements for the design are given in
Table 1. The designer identifies all the three
objectives of power, steel weight and building
cost minimization to be of equal importance, and
the weightages for each objective are 0.333 found

multi start using Rosenbrock

method

cb

C,

CW

Function

25.22
24.40
25.71
24.19

9.38
11.14
9.64
9.43

14.01
14.00
14.00
14.00

0.693
0.631
0.647
0.715

0.990
0.990
0.990
0.990

0.773
0.732
0.742
0.825

0.611
0.511
0.541
0.630

random

points

No.

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18

187.54
170.00
189.78
188.48

of multistan:

Solution

set is shown. All the above sets satisfy all the constraints

a Number

value

and

by using multiattribute decision making methods

(Table 2). Table 3 provides the results of the ship
design optimization problem using the Hooke
and Jeeves method with an external penalty function for the constraints. The Rosenbrock method
for constrained nonlinear optimization has also
been used to solve the ship design problem with
the initial feasible point provided by the Hooke
and Jeeves method (Table 4). Two random multistart methods, one using the Hooke and Jeeves
method and the other using the constrained
Rosenbrock method have been used to solve the
problem and the results are given in Tables 5 and
6 respectively. Table 7 shows the results of the
ship design optimization problem using simulated
annealing with one successful iteration at each
temperature.

of the solution

Results and discussion

Table 6
Results of random

185

in Industry 26 (1995) 175-l 92

is 4. Only a few sets of solutions

are shown.

value

Solution
1
2
3
4

No.

T. Ray et al. /Computers

186

in Industry 26 (I 995) 175-192

Table 7
Results of simulated annealing a
L

C,

CW

Function value

Iteration b

193.58
192.62
171.98
164.08
175.08
190.26
188.40
185.16
191.02
191.30
181.34
191.08
192.24
191.33
192.76
176.57
187.59
182.86
192.03
181.38
196.02
172.21
180.41
185.96
188.36
191.76
195.98
186.56
189.57
187.34
188.02
189.27
180.13
174.34
186.36
184.24
190.27
189.06
186.68
177.17
169.99
189.07
185.69
196.56
187.77
183.60
175.40
185.32
178.24
196.21
174.84
182.46
200.59

24.73
25.12
25.18
26.34
23.96
23.79
24.87
23.56
24.60
25.64
24.13
25.19
26.84
25.17
26.71
24.53
24.07
25.70
25.33
25.61
26.94
26.04
26.66
23.44
26.36
24.38
25.94
26.94
24.03
24.91
25.15
24.62
26.69
23.40
26.90
24.65
24.29
26.69
25.67
24.36
23.89
27.71
26.71
26.85
26.66
24.71
23.56
24.33
23.53
24.43
25.92
25.93
24.52

10.08
9.82
10.85
11.14
10.90
10.39
9.44
10.91
10.18
9.77
10.17
9.73
10.74
9.76
9.67
11.06
10.96
9.16
9.80
11.07
9.97
11.57
10.04
10.84
10.64
9.76
10.23
10.61
10.25
9.54
9.41
9.47
9.50
11.15
9.42
10.50
10.35
9.67
10.78
10.94
11.53
9.95
9.96
10.87
9.55
11.61
11.38
10.48
11.11
10.89
10.22
10.37
11.48

14.03
14.01
14.00
14.03
14.02
14.00
14.02
14.03
14.02
14.02
14.00
14.02
14.13
14.02
14.03
14.02
14.03
14.03
14.03
14.03
14.04
14.47
14.04
14.03
14.04
14.03
14.03
14.02
14.02
14.02
14.02
14.01
14.02
14.03
14.01
14.02
14.02
14.04
14.04
14.02
14.44
14.75
14.00
14.31
14.01
14.53
14.23
14.02
14.00
14.02
14.03
14.02
14.37

0.623
0.637
0.625
0.609
0.643
0.632
0.697
0.637
0.626
0.634
0.673
0.647
0.541
0.646
0.614
0.610
0.593
0.728
0.635
0.572
0.579
0.561
0.623
0.622
0.565
0.665
0.581
0.561
0.639
0.687
0.691
0.695
0.674
0.642
0.651
0.622
0.623
0.626
0.573
0.621
0.618
0.584
0.612
0.525
0.640
0.552
0.618
0.628
0.626
0.569
0.646
0.607
0.526

0.989
0.990
0.989
0.988
0.988
0.988
0.988
0.917
0.989
0.989
0.990
0.989
0.988
0.989
0.989
0.989
0.989
0.988
0.989
0.989
0.989
0.989
0.989
0.989
0.989
0.989
0.989
0.989
0.989
0.988
0.989
0.988
0.989
0.988
0.990
0.990
0.988
0.989
0.990
0.988
0.988
0.990
0.989
0.989
0.989
0.989
0.988
0.988
0.990
0.989
0.990
0.989
0.989

0.729
0.736
0.729
0.719
0.762
0.761
0.779
0.771
0.731
0.736
0.789
0.743
0.674
0.742
0.721
0.719
0.709
0.796
0.737
0.695
0.698
0.687
0.728
0.762
0.688
0.771
0.700
0.686
0.759
0.770
0.772
0.787
0.761
0.781
0.746
0.726
0.732
0.729
0.695
0.726
0.750
0.702
0.721
0.663
0.739
0.682
0.755
0.734
0.758
0.692
0.743
0.717
0.664

0.488
0.512
0.517
0.533
0.516
0.483
0.611
0.578
0.489
0.522
0.562
0.529
0.459
0.527
0.521
0.475
0.443
0.723
0.517
0.456
0.491
0.463
0.534
0.469
0.464
0.538
0.473
0.471
0.496
0.595
0.606
0.599
0.631
0.565
0.579
0.487
0.479
0.536
0.456
0.485
0.487
0.507
0.518
0.455
0.556
0.427
0.472
0.487
0.478
0.435
0.564
0.496
0.419

1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53

T. Ray et al. /Computers

187

in Industry 26 (1995) 175-192

Table 7 (continued)
L

cb

cm

cw

Function

182.60
198.16
176.35
191.81
186.41
188.65
196.49
180.32
202.49
183.77
188.29
184.10
176.65
171.61
183.51
177.72
188.17
208.87
178.12
175.58
188.82
190.72
191.15

25.31
25.31
24.24
24.47
24.79
24.16
24.49
23.60
24.45
24.81
26.10
26.25
23.54
25.50
23.35
24.72
24.09
24.72
24.24
24.74
25.18
24.11
23.86

11.39
10.05
11.81
10.91
11.49
11.22
10.90
11.67
11.71
11.42
10.78
11.44
11.62
11.73
11.33
11.75
11.15
10.85
11.83
11.94
11.17
11.33
11.40

14.27
14.19
14.79
14.01
14.39
14.05
14.05
14.59
14.64
14.31
14.02
14.33
14.57
14.68
14.18
14.69
14.01
14.95
14.81
14.94
14.04
14.19
14.26

0.556
0.601
0.572
0.577
0.551
0.572
0.566
0.583
0.512
0.561
0.561
0.532
0.597
0.564
0.599
0.561
0.580
0.540
0.566
0.557
0.555
0.563
0.563

0.990
0.989
0.990
0.989
0.990
0.990
0.989
0.989
0.960
0.989
0.990
0.990
0.989
0.989
0.988
0.990
0.988
0.984
0.989
0.989
0.988
0.990
0.989

0.683
0.713
0.698
0.697
0.680
0.695
0.690
0.728
0.654
0.686
0.686
0.667
0.744
0.689
0.742
0.686
0.699
0.672
0.693
0.683
0.682
0.688
0.688

0.439
0.480
0.436
0.439
0.428
0.429
0.434
0.433
0.419
0.434
0.455
0.442
0.449
0.456
0.441
0.434
0.434
0.439
0.430
0.435
0.436
0.422
0.419

a Number of succesful iterations at each temperature

b AI1 the iteration points are local optimum points.

= 1; Probability

Fig. 6 shows that the main cluster of points for

lengths between 185 and 195 meters have low
function values, though such low function values
also exist for other ranges of length but are
scattered and few in number. A possible implica-

high value

value

Iteration

54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76

P, = 0.9; Probability

low value P, = 0.05.

tion of such a solution is that slight variations in

the design variables for lengths between 185 and
195 meters are expected to retain low function
values, which may not be the case for other
regions of length.
Simulated annealing with random perturbation

30 00

. .

.:

20

Loop

00

24

00

;;
c
2

26

20 00
15000

,~~,~J~~I~(~~I
00
40.00

Index

Fig. 5. Results

( 0

60

corresponds

of simulated

00

to

annealing.

80.00

Tmax

16000

17000

Length

180.00

20000

19000

mtrs

210.00

Fig. 6. Different
local optima arrived at using
Rosenbrock
and Hooke and Jeeves algorithm.

constrained

188

T. Ray et al. /Computers

followed by the Hooke and Jeeves method would

allow the final solution to retain the properties of
the optimum. A solution by the simulated annealing method arrives at the main cluster with the
minimum function value and seems quite efficient as a method to tackle the ship design optimization problem. The simulated annealing process takes around 2.5 hours of CPU time on an
HP 9000 system. Trying it out for higher number
of successful iterations at each temperature is not
worthwhile at the preliminary design stage. The
gradual decaying nature of the function value
with loop index can be seen from Fig. 5.
Results of the multistart method using both
the Hooke and Jeeves and the Rosenbrock methods in Tables 5 and 6 show their similarity in
predicting a wide range of solutions varying from
a length of 165 m to 208 m. Fig. 6 shows the
different local optimal solutions using the Hooke
and Jeeves and Rosenbrock methods. The solutions are quite different from each other and
hence the use of a nonlinear multivariable constrained optimization tool for such a problem can
only provide a local optimum solution which may
be quite far from the global optimum. Though
the use of global methods for the solution of the
problem does not necessarily provide the absolute minimum, it definitely guides the designer
towards a better and safer design which is unlike
models solved by nonlinear local optimization
methods or generalized goal programming techniques.
From the above example the following points
can be concluded about the scope and efficiency
of the algorithms for the solution of the multicriteria ship design model.
Computational

time. For both the multistart

methods the computational time is dependent on
the number of starting points and is reasonably
high to arrive at a near optimal solution. However, the Hooke and Jeeves method is slightly
more efficient over Rosenbrock in terms of computational time. Simulated annealing on the other
hand arrives at a near optimal solution with the
computational time being comparable to that of
random multistart using Hooke and Jeeves.

in Industry 26 (1995) 175-192

Simplifications for mathematical modelling. Both

the multistart methods simplify the mathematical

nonlinearity for the ease of the solution process.
Simulated annealing avoids the simplification of
the nonlinear model and hence is a better solution strategy.
Influence of the starting point. The final optimum
point arrived at using any local optimization
method is largely dependent on the starting point
for a multimodal function. Simulated annealing
incorporates the mechanism within itself and
drives the point towards the global optimum,
which can be had from Fig. 5.
The formulation of fuzzy membership functions by using the levels of satisfaction provided
by the designer can be improved upon using a
learning process which would advise the designer
about the range of satisfaction and a value of the
objective function to be aimed at. This would also
subsequently make the model more system dependent rather than user dependent. The global
optimization model as developed can also be
applied to the design of other ship types treating
the design process as a multicriteria multivariable
nonlinear constrained optimization problem.

Appendix A
Multiattribute Decision Making (MADM)
Let [A]

dimensions
weighted:

be a pair-wise comparison matrix, of

N X N, for N objectives to be

Aij = Wi/Wj.
The values Aij are derived from the fundamental
scale of Multiattribute
Decision
Making
(MADM), Table A.l. The matrix [A] is reciprocal and consistent, i.e. Aij = l/Ail (reciprocal)
and Aij = Aik/Ajk (consistent),
for i,j,k =
1,2.. . ,N.
Example

Assume a decision situation where one is interested to compute the relative weightages of

T. Ray et al. /Computers

Table A.1
The fundamental

scale used in MADM

189

in Industry 26 (1995) 175-192

environments

Intensity of importance
on an absolute scale

Definition/Explanation

1.0
3.0

Equal Importance.
Two activities contribute
equally to the objective.
Moderate importance
of one over the other. Experience and judgement
strongly favour one over the other.
Essential or strong importance.
Experience and judgement
strongly
favour one over the other.
Very strong importance.
An activity is strongly favoured and its dominance
demonstrated
in practice.
Extreme importance.
The evidence favouring one activity over the other
is of the highest possible order of affirmation.
Intermediate
values between the two adjacent judgements,
when compromise
is required.

5.0
7.0
9.0
2.0, 4.0, 6.0, 8.0

three objectives (weight, building cost and power).

The designers subjective statements are as follows:
(a) Building cost is moderately important (3) over
power and weight for the overall satisfaction
of the design.
(b) Power is less moderately important (2) over
weight for the overall satisfaction of the design.
The numbers in b:rackets are derived from the
fundamental scale of multiattribute decision making (Table A.l). This leads to the following comparison matrix, [A] =

Weight
B. Cost
Power

Weight
1 .OO
3.00
2.00

B. Cost
0.33
1.00
0.33

Power
0.50
3 .oo
1 .oo

This matrix is an example of the pairwise comparison matrix whic:h can be used to find out the
weightages associated with the different objectives. This matrix is reciprocal since Aij = l/Aji,
but is not consistent since Aij is not equal to
Aik/Ajk. As a check one may observe that A r2 =
0.33 and A&A,, ==0.50/3.0 are not equal.
Finally the weightages are to be normalized
according to the property:
f
i=l

Jq = 1.00.

The weightages for the above problem, i.e. the

wis are as follows:
wr = 0.15702,
w2 = 0.59371,
ws = 0.24927.
One can identify that the weightage of the building cost objective is highest followed by the
weightages of the power and weight objectives
and moreover they are in accordance with the
relative importances indicated through the subjective statements.
Mathematical details of the weighted least square
technique

Consider Ajj as the elements of the pairwise

comparison matrix where
Aij = Wi/Wj.

(A-1)

The weightages can be obtained by solving the

constrained optimization problem:
Minimize Z = e f
i-1

( Aijwj - wi)

(A.2)

j-1

subject to
itlwi=l.

(A-3)

190

i? Ray et al. /Computers

in Industry 26 (1995) 175-192

In order to minimize 2 subject, the Lagrangian

function (L) is formed. A saddle point of the
Lagrangian function corresponds to an optimum
of the function 2.

arrived at as a result of differentiating

with respect to w1 are as follows:
&A,,w/-wi)Ai,-

Eq. (A.4)

&A,w,-w,)+A=O
i=l

i=l

I=

1,2 ,..., n.

(A.9

i=lj=l

(A.41

Eqs. (A.3) and (A.9) form a set of (n + 1) nonhomogenous equations with (n + 1) unknowns. In
matrix notation the equations can be written as

where A is the Lagrangian multiplier. For a 2 X 2

matrix, the Lagrangian function assumes the form

B,w=m,

L = (A,,w,

- wJ2 + (A,,w,

where w = (w,,w,, . . .,w~,A)~, m = (O,O,. . . ,O,UT,

is an (m + 1) X (n + 1) matrix with elements

- w1)2

bij:
+ (4w1

- WA2 + (&w,

- WA2

+2h(w,+w,-1).

(A.51

As A ii = A,, = 1 from the condition of reciprocality of the pairwaise comparison matrix, Eq.
(A.5) is simplified to

bii = (n - 1) + f

bij = -(Aij
b k,n+l

- WI)* + (A,,w,

+2A(w,+w,-1).

- w*)*

(A-6)

+Aji)

=l

b n+l,k

b n+l,n+l
L = (A,,w,

ATi i=l

,-..,

n,

j=l

i,j = 1,2 ,..., n,

k=12 7 ,*-.7 It 9

0.

The solution process of B *w = m would result in

the weightages for the problem.

Differentiating L with respect to wr and equating it to 0 yields:

Mathematical

aL
__

Consider Aij as the elements of the pair-wise

comparison matrix where

= (1 +&)wl

- (A,, +A2i)W2 + A = 0.

aw,

(A-7)
Differentiating L with respect to w2 and equating it to 0 yields:
aL
__
aw2

-(A,2

+A*,)

WI

(1 +Af*)w* + A = 0.

(A.81
Eqs. (A.7), (A.8) and (A.3) form a set of three
equations with three unknowns-wr,
w2 and A.
The set of equations can be solved for the weightages.
For a matrix of size n X n, the set of equations

details of the eigenvector

technique

Aij = Wi/Wj.
Multiplying A by w gives the following equation
as

Wl/WI
%/WI

\ %/WI

WI/W2

...

w*/w*

* . .

wn/w2

***

nw,
=

nw2

\nw?l/

=n.w

T. Ray et al. /Computers

or
(A-n*Z)

(B.1)

.w=o.

As the matrix is bloth reciprocal

i.e.

and consistent,

Aij = l/Aji,

(B-2)

Aij =Aik/Ajk 3

P-3)

the system of homogenous linear equations (B.l)

has nontrivial solutions. In general, the precise
values of wi/yj are unknown and must be estimated. Human Judgements cannot be so accurate
that Eq. (B.3) is satisfied completely. Small perturbations in the coefficients imply small variations in the eigenvalues. If we define A as the
decision makers estimate of A and w1 as corresponding to A, then
A1Vv1=h,;w1,

(B-4)

where A,, is the largest eigenvalue of A, and

w1 can be obtained by solving the system of linear
equations (B.4).
Furthermore
a check of consistency is provided by the relatian
CI=(h,,

- n)/(jz

- l),

(B.5)

where CI denotes the consistency index, A,, is

the largest eigenvalue of the pairwise comparison
matrix, and IZ is the order of the matrix.

References
[II R. Murphy, D.J. Sabat and R.J. Taylor, Least cost ship
characteristics by computer techniques, Mar. Technol.
2(2) (1965) 174-202.
Dl H. Nowacki, F. Bruais and P.M. Swift, Tanker preliminary design-An
optimization problem with constraints,
Trans. Sot. Nav. An-hit. Mar. Eng. 78 (1970) 357-390.

[31 P. Sen, Marine design: The multiple criteria approach,

Trans. R. Inst. Nav. Arch& B 134 (1992).

141 P.K. Pal, 0ptimu.m design of trawlers, PhD Thesis,

Indian Institute of Technology, Kharagpur, 1981.
iSI A.J. Keane, W.G. Price and R.D. Schachter, Optimization techniques in ship concept design, Trans. R. Inst.
Nav. Archit. A 133 (1991) 123-139.

Kl B. Bras, W. Smith and F. Mistree, The development of

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T. Ray graduated in Naval Architecture from the Indian Institute of

Technology, Kharagpur, in 1990. He
obtained his Postgraduate degree in
Marine Technology from the same
department in 1992. Presently Mr.
Ray is a Research Scholar in the Department of Ocean Engineering and
Naval Architecture, IIT Kharagpur.
His current research areas include
multiple criteria decision making applications in ship design, mathematical modelling and optimization and artificial neural networks
in marine design.

192

ship design, propeller

systems in shipbuilding.

T Ray et al. /Computers

R.P. Gokam is a Professor
in the
Department
of Ocean
Engineering
and Naval Architecture,
and also the
Dean of Postgraduate
studies at the
Indian
Institute
of Technology,
Kbaragpur.
He is a member of the
Indian Technical
Committee
Lloyds
Register of Shipping and also a member of the Governing
Body of National
Ship Design
and Research
Centre. His current research interests
are in the area of computer
aided
and propulsion systems and information

in Industry 26 (1995) 175-192

O.P. Sha is an Assistant Professor in
the Department
of Ocean Engineering and Naval Architecture
at the Indian Institute of Technology,
Kharagpur. His current research interests are
in the area of computer
aided ship
design, hull form fairing and information systems/knowledge
based systerns in shipbuilding.