Beruflich Dokumente
Kultur Dokumente
1
American Institute of Aeronautics and Astronautics
Solution Solution Solution
Optimization fidelity
(iii) Cumulative
approximation
Optimization Optimization Optimization (i) Optimization
(ii) Batch without
approxi- approximation
Approximation Approximation mation
2
American Institute of Aeronautics and Astronautics
the concept of limited rationality rather than absolute P9
rationality. The traditional optimization paradigm tends P8
to guarantee to find the absolutely optimal solution,
and it is better to accomplish it with less cost. On P4
P3
the other hand, limited rationality asks us what is a
good optimization method if acceptable cost is anyhow P1 P7
less than necessary cost for the best solution. That is, P2
an appropriate optimization method must not find any
absolutely optimal but provide somehow an effective
solution within the limited cost. This kind of situations P6
P5
must be obvious in real engineering applications as
aforementioned due to expensive cost of analysis, which
can be easily dominated over any other cost. Figure 3 Voronoi diagram
Since such limited rationality depends on allowable
cost, fidelity of solutions must be gradually improved
as much cost is poured into optimization. This approximation scheme. At least, disadvantages of the
leads the situation of (iii) optimization methods above scheme are that the shape of (k) (x) in Eq. (2) is
with cumulative approximation brings the necessity spatially symmetric even if distribution of sample points
of compromising ability between solution optimality is not symmetrical and that the calculation of F(xk ) in
(fidelity) and sampling placement optimality toward less Eq. (3) is relatively expensive in comparison with the
iteration of analysis. calculation of F(xk ) since it usually requires numerical
differentiation in real engineering applications.
3
American Institute of Aeronautics and Astronautics
P9 R3 Double Voronoi region
P8 of P 1 : W ( P 1 )
P4 Q3 Voronoi region
P4 P
4 P 3 of P 1 : V ( P 1 )
PN P3 P4
P1 Q2 R2
P7 PA
P2 P2
P1
R4 Q4 Q1
R1
P5 P6 P5
ctio g
d 1
Figure 4 Addition of a new point to Voronoi diagram
fun ndin
1
n
d 0
Ble
0
4
American Institute of Aeronautics and Astronautics
point P1 , which is denoted as d0 , the blending as to normalize the influences of respective base points in
weight (xA ) is calculated with the following accordance with their distances.
equation: This procedure is effective to save the number of
analysis, since it does not require any additional analysis
d1
1 + cos 1 beyond ones that are used in forming Voronoi diagram
d0
(xA ) = (4) for cumulative approximation. Further, the cost for
2 updating estimation of gradients, F(xk ), can be saved,
(iii) By blending all local approximation information since its operation can be localized as well as update of
with all blending weights, (xA ), the approximated Voronoi diagram itself.
value of the function at PA is determined with
Eq. (1).
4 OPTIMIZATION ALGORITHM UNDER
In the step (iii), the sum of all local information in Eq. (1) CUMULATIVE APPROXIMATION
can be replaced with the sum only across the related
double Voronoi regions, since (xA ) is 0 outside such 4.1 Form of Optimization Problems
double Voronoi regions. This means that topologically
local structure of Voronoi diagram is also useful for Since Voronoi diagram requires a predefined target
saving computational cost of approximation. region, we consider optimization problems with upper
The above operation can be extended from two- and lower limits on all design variables. The form of
dimensional space to any-dimensional one in the similar problems is generally standardized for convenience as
way that operations of Voronoi diagram are extended. follows in this paper:
Minimize f (x)
3.4 Estimation of Gradient at Each Sample
Point Subject to g (x) 0
ig (i = 1, 2, , I )
g g
The linear approximation shown in Eq. (3) is most hih (x) = 0 (ih = 1, 2, , Ih )
simple but rather expensive as aforementioned. The
x j L x j x jU for all j
approximated gradient of F(x) is also estimated based on
(6)
Voronoi diagram and the method of least squares. While
least square estimation of gradient requires equal to or 4.2 Overall Algorithm for Optimization
more than n points in n-dimensional space, a Voronoi
region at a certain base point is directly connected The overall algorithm for optimization with cumula-
with more than n + 1 associated base points due to the tive approximation consists of the following steps:
nature of polyhedron (Voronoi diagram is composed of (i) Randomly provide a certain number of initial
polyhedra in general, while it is composed of polygons in sample points, and execute system analysis at those
two-dimensional space) rather than the nature of Voronoi points.
diagram. For instance, the Voronoi region of P1 , V (P1 ), is
associated with P2 , P3 , P4 and P5 in Fig. 5. Besides, when (ii) Establish or update the Voronoi diagram based
a Voronoi region is faced on the border of overall target approximation of functions such as f (x), g1 (x),
region, it may not be surrounded with enough number g2 (x), , h1 (x), h2 (x), .
of base points. In such a case, the closest points must (iii) Find a tentative solution by solving an approxi-
be additionally supplied from its neighboring Voronoi mated problem.
regions. (iv) If a solution has enough fidelity or if poured cost
When denoted the associated base points of a base exceeds the limit, terminate the overall procedure.
point Pk as Pk,1 , Pk,2 , , Pk,M (where, M > n), the
estimation of F(xk ) is determined so as to minimize the (v) Determine some new sample points, and execute
following square value E, that is, by solving the equation system analysis there.
E
F(x ) = 0:
k
(vi) Go to Step (ii).
n o 2 To realize this procedure, how to determine new sample
M F(xk,m ) F(xk ) + F(xk )T [xk,m xk ] points and which optimization algorithm is appropriate
E =
xk,m xk
must be discussed.
m=1
5
American Institute of Aeronautics and Astronautics
fidelity of the current tentative optimum and to select P4
the points that improve global approximation fidelity.
Furthermore, it is necessary to take care for maintaining P3
the quasi-isotopicness of each Voronoi region, since PN
irregularly distorted shape of Voronoi regions leads P5 P1
inferior approximation such as locally bumpy shapes P2
along their boundaries. To compromise these issues,
first Voronoi regions where new samples are added P6
are selected toward the former purposes, and then new P7
sampling points are arranged within the specific Voronoi
(a) Straightforward addition of a new sample point
regions, respectively, for the last purpose.
P4
(1) Selection of candidate Voronoi regions
Two criteria for region selection are considered toward P3
both local fidelity of the optimum and global fidelity of
PN
function approximation. That is, one is the region where P5 P 1= P n PN
the tentative optimal solution is gotten in Step (iii) exists. P2
The other is selected as a region where existing sample
points are depopulated.
P6
The latter depopulated region is determined as the P7
Voronoi region where the optimal solution of the
following minimization function exists: (b) Adjusted addition of a new sample point
" #
K
|x xk |2 Figure 6 Local adjustment of a new sample point
(x) = exp
(K)
(7)
k=1 dk 2
solution or the minimal point of (K) (x), under a set
Where, || is Euclid norm, and dk is a characteristic of sample points S and the associated Voronoi diagram
distance, the value of which is determined so as that D(S). Figure 6 (a) shows a situation where Voronoi
each term of the above sum becomes 0.2 at the average diagram is updated immediately after the addition of
distance from xk to all associated base points of Voronoi PN . In such a case, the original V (P1 , D(S)) is
region of xk in the later applications. Equation (7) almost split into the two subparts of V (P1 , D(S {PN }))
represents the density of sample points, since each term and V (PN , D(S {PN })), since PN is very close to
of the sum is attenuated as x is away from an existing P1 . If further new points would be added along the
sample xk . That is, the value of (K) (x) is expected to segment P1 PN , the associated Voronoi regions must
be small in the depopulated zones of samples and to be become to have very thin shapes, which causes inferior
larger in the crowded zones of samples. approximation through the blending mechanism shown
Besides, how frequently new samples are added in Fig. 5. This situation must occur at the neighborhood
under respective viewpoints after every optimization of the optimal solution.
computation of Step (iii) must be controlled, while a new To avoid such a scenario, the location of a new sample
sample is added for each viewpoint in the applications point must be adjusted from PN to P0 N within the Voronoi
demonstrated in the later sections. For instance, if the region as shown in Fig. 6 (b) by ideally solving the
latter viewpoint is occasionally eliminated, the tentative following optimization problem:
solution may be quickly converged to the true optimum,
but it would be possible to lose the global optimum. find P0 N
2
(2) Local adjustment of new sample points that minimize w1 P N PN 0
Z
The local arrangement of new sample points is under
x Pi dx
V (Pi , D(S {P0 N })) (8)
the same concept for adjusting the location of a new + w2 0 Z
facility in a specific region over a map with a set Pi S {P N } dx
of existing facilities so as to maximize the average V (Pi , D(S {P0 N }))
0
accessibility to any facility from all points. subject to P N V (Pn , D(S))
Figure 6 illustrates the necessity of local adjustment
with a situation where PN is determined as a candidate Where, w1 and w2 are weighting factors, and Pn is given
for a new sample point, which is either tentative optimal by PN V (Pn , D(S)), which means the base point of
6
American Institute of Aeronautics and Astronautics
the Voronoi region where PN exists. is Euclid norm in the figure, this problem has a global optimum
between two points. Further, w1 = 0 for the adjustment f = 2.210 at (0.129, 1.579) and two local optima
of depopulated regions. f = 1.247 at (1.490, 1.445) and f = 1.720 at
In the actual implementation, since the integral (1.574, 1.381).
over Voronoi regions in Eq. (8) is tremendously time-
consuming, and since the strictly optimal solution 5.2 Optimization Result
of Eq. (8) is not necessary toward efficient function Figure 8 shows how approximation of functions, i.e.,
approximation, another similar but simple formula with f (x1 , x2 ), g1 (x1 , x2 ) and g2 (x1 , x2 ) are updated through
less computation is introduced. accumulation of sample points and how the tentative
optimal solution is getting close to the true optimum.
4.4 Optimization Method In Fig. 8 (a), a solution is gotten as f = 1.726 at
The overall optimization algorithm must solve the (0.100, 1.248) under the initial approximation with six
three types of optimization problems, the approximated sample points. The shapes of approximated functions
optimization problem, the problem for searching a are rather different from the true ones shown in Fig. 7.
depopulated region, and the problem for locally adjusting In Fig. 8 (b), the solution is updated as f = 2.218
new sample points. These problems are expected to at (0.118, 1.576) under the approximation with 16
be constrained nonlinear continuous-space problems, sample points, i.e., after five iteration of optimization
and it is clear that the second is multi-modal. For runs. The shapes of approximated functions are still
this reason, any algorithm that has a capability to different from the true ones, especially in the low-
find a global optimum under multi-modality such as middle zone, but the solution is fairly close to the true
genetic algorithms must be appropriate as a common one. In Fig. 8 (c), the solution is updated as f =
optimization algorithm. However, this paper uses 2.228 at (0.121, 1.575) under the approximation with
a method that first the SQP (successive quadratic 26 sample points, i.e., after 10 iteration of optimization
programming) method is run several times from different runs. The shapes of approximated functions are almost
initial points, which are randomly generated, and then similar to the true ones. In Fig. 8 (d), the solution
the best solution is selected from the gotten candidate is finally converged to f = 2.211 at (0.129, 1.579)
solutions. While this may take relatively much cost, it under the approximation with 52 sample points, i.e.,
is enough for the validation purpose of Voronoi diagram after 23 iteration of optimization runs. The shapes of
based cumulative approximation and its associated approximated functions are slightly improved from ones
overall optimization algorithm. shown in Fig. 8 (c), while it leads a solution that is
perfectly close to the true one.
7
American Institute of Aeronautics and Astronautics
2.0 f = 3.5
3.0
1.5 2.5
global 2.0
optimum 1.0 1.5 4
1.0 3
0.5 2
0.5 1
0.0
f 0
feasible region -0.5
0.0 x2 -1.0
-1
-2
-1.5 -3
-0.5 -2.0 -4 2.0
1.5
local -2.5 1.0
optimum -1.0 -3.0 0.5
local -3.5 -2.0
-1.5 0.0
optimum -4.0 -1.0
-0.5 -0.5 x 2
-1.5 0.0
0.5 -1.0
x1 1.0 -1.5
g1 = 0 1.5 2.0 -2.0
-2.0
-2.0 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0 g2 = 0
x1
(a) Contour plot of functions (b) Perspective view of the objective function
Figure 7 An optimization problem
2.0 2.0
1.5 1.5
1.0 1.0
0.5 0.5
0.0 x2 0.0 x2
-0.5 -0.5
-1.0 -1.0
-1.5 -1.5
-2.0 -2.0
-2.0 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0 -2.0 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0
x1 x1
(b) with additional 10 points f = 3.5
(a) with initial six points
(16 points in total) 3.0
2.5
2.0
2.0 2.0 1.5
1.0
1.5 1.5 0.5
0.0
1.0 1.0 -0.5
-1.0
0.5 0.5 -1.5
-2.0
-2.5
0.0 x2 0.0 x2 -3.0
-3.5
-0.5 -0.5 -4.0
g1 = 0
-1.0 -1.0
g2 = 0
-1.5 -1.5 sample
point
-2.0 -2.0
-2.0 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0 -2.0 -1.5 -1.0 -0.5 0.0 0.5 1.0 1.5 2.0 tentative
x1 x1 optimum
8
American Institute of Aeronautics and Astronautics
Optimal objective 1.0 1.0
Optimal objective
0.0 0.0
Global optimum
-2.0 Global optimum -2.0
-3.0 -3.0
0 10 20 30 40 50 60 0 10 20 30 40 50 60
Function evaluation Function evaluation
(a) Objective function (a) Objective function
2.0 2.0
x 2 (global optimum)
x2
Design variables
Design variables
1.0 1.0
x 1 (global optimum)
0.0 0.0
x1
-1.0 -1.0
x 2 (local optimum)
x 1 (local optimum)
-2.0 -2.0
0 10 20 30 40 50 60 0 10 20 30 40 50 60
Function evaluation Function evaluation
(b) Design variables (b) Design variables
Figure 9 Optimization history of ten trials with Figure 10 Optimization history of ten trials with direct
cumulative approximation function calls
9
American Institute of Aeronautics and Astronautics
6.0
Optimal objective
5.0
h h
A P
4.0
l t
L b
3.0
Design variables
(x) max 0
x2
(x) max 0 6.0
x1 x4 0
4.0
0.10471 x1 2 + 0.04811 x3 x4 (L + x2 )
5.0 0 2.0
0.125 x1 0
x1 x4
(x) max 0 0.0
0 30 60 90 120 150 180
P Pc (x) 0 Function evaluation
0.1 x1 2.0, 0.1 x4 2.0
(b) Design variables
0.1 x2 10.0, 0.1 x3 10.0
Where, Figure 12 Optimization history of five trials for
r
x2 beam design problem with cumulative
(x) = (0 )2 + 2 0 00 + (00 )2
2R approximation
P
0 =
2 x1 x2
00 MR max = 0.25 in.
= The optimal solution of this optimization problem is
J
x2 f = 2.386 at x = [0.2455, 6.1960, 8.2730, 0.2455]T
M = P L+
2
v !
u 6.2 Optimization Result
u x2 2
x1 + x3 2
R = t +
4 2 Figure 12 shows the five-trials of optimization history
" # with Voronoi diagram based cumulative approximation.
x2 2 x1 + x3 2
J = 2 2x1 x2 + In each trial, after 20 sample points are randomly
12 2
given from different seeds of random number generator,
6PL optimization computation is executed. As shown in the
(x) =
x4 x3 2 figure, the procedure can find the optimal solution with
4 P L3 about 120 function evaluations, while the history are
(x) =
Ex3 3 x4 rather jumpy as few tentative solutions occasionally fall
q ! into inappropriate ones.
r
4.013 E x3 2 x4 6 /36 x E Figure 13 shows the five-trials of optimization history
Pc (x) = 1 3
L2 2L 4G by SQP with direct function evaluation from different
initial variables in order to verify the advantage of
Further, P = 6000 lb, L = 14 in, E = 30 106 psi, G = cumulative approximation. While the SQP based
12 106 psi, max = 13, 600 psi, max = 30, 000 psi, and optimization is very stable and smooth under a
10
American Institute of Aeronautics and Astronautics
6.0 7 SUMMARY
This paper proposed a Voronoi diagram based function
Optimal objective
x3 ACKNOWLEDGMENTS
8.0
Design variables
x1 x4 REFERENCES
0.0
0 30 60 90 240 270 300
Arakawa, M., Nakayama, H., Ishikawa, H., 1999,
Function evaluation
Optimum design using radial basis function network
(b) Design variables and adaptive range genetic algorithm, Proceedings
of the 1999 ASME Design Engineering Technical
Figure 13 Optimization history of five trials for beam Conferences, Paper Number DETC99/DAC-8637.
design problem with direct function calls Bathelemy, J. -F. M, Haftka, R. T., 1993, Approximation
concepts for optimum structural design a review,
Structural Optimization, Vol. 5, pp. 129-144.
macro point of view, the required number of function Edelsbrunner, H., 1987, Algorithms in Computational
approximations reaches to over 250. Geometry, Springer-Verlag.
As demonstrated through the comparison between Rao, S. S., Engineering Optimization, Theory and
Figs. 12 and 13, Voronoi diagram based cumulative Practice, Third Edition, (1996), pp. 534-535.
approximation has advantages in reduction of the Rasmussen, J., 1998, Nonlinear programming by
number of function evaluation that can lead computation cumulative approximation refinement, Structural
cost saving and in early convergence to semi-optimal Optimization, Vol. 15, pp. 1-7.
solutions. However, the optimization history of welded Shi, Q., Hagiwara, I., Takashima, F., 1999, The
beam structure that has four design variables shows some most probable optimal design method for global
unstable tendency, which does not appear in the two- optimization, Proceedings of the 1999 ASME Design
dimensional example problem of the previous section. Engineering Technical Conferences, Paper Number
This implies that the proposed approximation scheme DETC99/DAC-8635.
must have some weakness against higher-dimension Ragsdell, K. M, and Philips, D. T., Optimal Design
optimization problems, while this may be a common of a Class of Welded Structures Using Geometric
issue across any approximation schemes. Further, any Programming, Transactions of the ASME, Journal
executable replacement of Eq. (8) for local adjustment of of Engineering for Industry, Vol. 98, No. 3, (1976),
new samples must become more difficult and sensitive in pp. 1021-1025.
the cased of higher-dimension problems. The study on
how to overcome such difficulties must be important and
essential future works.
11
American Institute of Aeronautics and Astronautics