Special Issue Article

Proc IMechE Part B:

J Engineering Manufacture
227(5) 720–725
Evaluating the form errors of spheres, Ó IMechE 2013
Reprints and permissions:
cylinders and cones using the primal– sagepub.co.uk/journalsPermissions.nav
DOI: 10.1177/0954405413476494

dual interior point method pib.sagepub.com

Xiangchao Zhang1,2, Xiangqian Jiang1,2, Alistair B Forbes3,

Hoang D Minh3 and Paul J Scott2

Abstract
In precision metrology, the form errors between the measured data and reference nominal surfaces are usually evaluated
in four approaches: least squares elements, minimum zone elements, maximum inscribed elements and minimum circum-
scribed elements. The calculation of minimum zone element, maximum inscribed element and minimum circumscribed
element is not smoothly differentiable, thus very difficult to be solved. In this article, a unified method is presented to
evaluate the form errors of spheres, cylinders and cones in the sense of minimum zone element, maximum inscribed ele-
ment and minimum circumscribed element. The primal–dual interior point method is adopted to solve this non-linearly
constrained optimisation problem. The solution is recursively updated by arc search until the Karush–Kuhn–Tucker con-
ditions are satisfied. Some benchmark data are employed to demonstrate the validity and superiority of this method.
Numerical experiments show that this optimisation algorithm is computationally efficient and its global convergence can
be guaranteed.

Keywords
Form error, interior point method, minimum zone elements, maximum inscribed elements, minimum circumscribed
elements

Date received: 28 August 2012; accepted: 9 January 2013

Introduction the maximum material condition of a concave shape.

In precision engineering, form errors are crucial for
their functionalities, for example, vibration of shafts
and wear of contact elements. Form errors are defined
as the relative deviation between the measured data and
the reference nominal surfaces. The reference surfaces
are usually fitted from the discrete data points in the
sense of least squares elements (LSEs), minimum zone
elements (MZEs), maximum inscribed elements (MIEs)
and minimum circumscribed elements (MCEs).1 The
MZE encloses all the measured data points between
two coincident geometry elements. Among the four fit-
ting criteria, the MZE approach can obtain the smallest
form error, and it complies with the definition of form
error in ISO 1101,2 which is consistent with the toler-
ance design. In contrast, the MCE and MIE are realised
by one-sided fitting, which constraints all the data
points to be outside the inscribed geometry elements or
inside the circumscribed elements. MCE is suitable for
the convex geometry with the maximum material condi-
tion, while the MIE is suitable for the geometry with
The calculation of MZE, MIE and MCE is a con-
strained non-linear optimisation problem and very diffi-
cult to be solved. As a consequence, most commercial
precision instruments conduct least squares fitting, and
the form errors in the sense of MZE are evaluated by
subtracting the maximum and minimum deviations
from the data points to the fitted surface. But this will
lead to overestimation, and unnecessary rejections of
qualified parts may occur. Therefore, appropriate
objective functions should be employed for the
1
Shanghai Engineering Centre of Ultra-Precision Optical Manufacturing,
Fudan University, Shanghai, China
2
Centre for Precision Technologies, University of Huddersfield,
Huddersfield, UK
3
National Physical Laboratory, Teddington, UK
Corresponding author:
Xiangchao Zhang, Shanghai Engineering Centre of Ultra-Precision Optical
Manufacturing, Fudan University, Shanghai, 200438, China.
Email: zxchao@fudan.edu.cn

Downloaded from pib.sagepub.com at UNIV OF CONNECTICUT on May 20, 2015

Zhang et al.
evaluation of form errors, and proper solving algo-
rithms need to be developed accordingly.
Literature review
Spheres, cylinders and cones are ubiquitous in the
shapes of industrial components. In fact, more than
70% of the functional parts in precision machines can
be modelled using these simple shapes. Researchers
have developed various methods to evaluate the form
qualities of simple geometries in the sense of MZE.
The minimum zone fitting of circles and spheres are
quadratic programming problems. Chetwynd3 and
Kanada4 iteratively linearised the formulation and
solved it using the simplex technique. Goch and Lübke5
approximated the Chebyshev norm fitting by lp norm
fitting with 50 4 p 4 100. Obviously, it is equivalent
to Chebyshev norm fitting when p ! N, but when p
grows larger, the observation matrix will be seriously ill
conditioning, and the solution becomes very unstable.
Al-Subaihi and Watson6 also recursively approximated
the minimax problem by linearisation, and the new
optimisation problem is solved using the Gauss–
Newton algorithm. All these approximation techniques
suffer from slow convergence, especially when the solu-
tions approach the regions of optima.
Rather than approximation, much effort has been
made to directly solve the minimum zone fitting prob-
lems. Computational geometry–based methods have
drawn extensive attention, such as vertex points,7
Voronoi diagrams,8 convex hulls,9 a-hulls10 and so on.
However, these methods have serious limitations in
restricted applicability. They require analysing the spe-
cific geometry conditions in each individual case for
different shapes and error metrics, thus very inconveni-
ent to apply. Moreover, some heuristic search methods,
such as differential evolution11 and genetic algorithm,12
can also be adopted. These techniques are easy to
implement and able to solve very complex optimisation
problems, but they suffer from high computational
complexity. In addition, the solutions are not determi-
nistic, that is, the solution obtained at each run varies
due to the randomness introduced in the evolution
process.
Concerning the MIE and MCE fitting of spheres,
cylinders and cones, little work can be found in litera-
ture, especially for cones. Goch and Lübke5 first carried
out Chebyshev norm fitting by reducing one degree of
freedom, say, radius of the cylinder, and then the radius
was adjusted to ensure that all the data points are inside
the circumscribed element or outside the inscribed ele-
ment. Similar to minimum zone fitting, the solutions
attained by this approach are approximation of the real
one, and the convergence rate is very slow. In fact,
heuristic searching algorithms can be directly applied
here, but they suffer from the same problems with the
minimum zone fitting mentioned earlier.
In this article, the fitting problems are converted
into a differentiable optimisation problems with non-
Downloaded from pib.sagepub.com at UNIV OF CONNECTICUT on May 20, 2015
721
linear constraints. Then, a unified solving algorithm,
called the primal–dual interior point (PDIP) method,
can be employed. As a consequence, the fitting of dif-
ferent shapes with different optimisation criteria can be
accomplished in the same procedure, just with some
extra operations of selecting appropriate objective
functions and constraints.
The PDIP algorithm
For an optimisation problem with inequality constraints
min f(x) s:t: dj (x)50, j = 1, 2, . . . , N ð1Þ
x
where f: Rn ! R and {dj: Rn ! R, j = 1, ., N} are
twice continuously differentiable functions. The gener-
alised Lagrangian function of this constrained optimi-
sation problem is
X
N
L(x) = f(x)  vj dj (x) ð2Þ
j=1
where {vj 5 0} are generalised Lagrangian multipliers.
The first-order necessary optimality conditions of the
constrained optimisation problem are13
g(x)  B(x)T v = 0 Stationarity
d(x)50 Primal feasibility
v50 Dual feasibility
D(x)v50 Complementary slackness
where g(x) := ∂f(x)/∂x, B(x) := ∂d(x)/∂x and D(x) :=
diag(dj(x)).
These optimality conditions are also called the
Karush–Kuhn–Tucker (KKT) conditions. The solution
x* is called stationary if there exists a weighting vector
v, such that the KKT conditions hold. The active set is
defined as the set of the indices of the active inequality
constraints
A(x) = fjjdj (x) = 0, j = 1, . . . , Ng
The multipliers v measure the sensitivity of the
optimal objective function f(x) against constraints
{dj(x)}. At optimum x*, for active constraints
dj (x ) = 0, 8j 2 A; while for inactive indices, the com-
plementary slackness condition suggests that
vj = 0, 8j 62 A, which indicates that f(x) is not affected
by these constraints.
A PDIP method can be applied to find the optimal
solution x*.14 This method needs an initial feasible
solution x0, that is, an interior point (IP) within the fea-
sible domain restricted by the constraints. The objective
function f(x) is decreased by iteratively solving the
Lagrangian function of the optimisation problem. A
correct solution is thought to be found when the KKT
conditions are satisfied. In this method, x are called pri-
mal variables and v are called dual variables.
Sometimes the non-negativity of v does not hold, but
the convergence of the optimisation problem will not
722 Proc IMechE Part B: J Engineering Manufacture 227(5)

be influenced. The procedures of iteratively updating The global convergence condition for the sequence
the solution x and vector v are shown in Algorithm 1. of solution fxk g is: given any index set K such that the
sequence fxk jk 2 Kg is bounded, there exist s1, s2 . 0
such that for all k 2 K, k 5 115
Algorithm 1. Procedure of the PDIP algorithm * ! +
X vj
u, Wk + k
rdj (xk )rdj (xk ) u 5s1 kuk2 , 8u
T

Step 1. Initialise parameters j

d j (xk )

and
Set j 2 (0, 1=2), h 2 (0, 1), n . 2, u 2 (0, 1), t 2 (2, 3),
k 2 (0, 1) and thresholds vmin , vmax and e. Obtain an kWk k4s2
initial solution x0 and then solve v0 from
minkg(x0 )  B(x0 )v9k and v0 = min (0:1, v9). Therefore, at each iterate, it needs to check whether the
v9 matrix W + BT diag{vj/dj}B is positive definite. If not,
Step 2. Compute incremental direction an appropriate diagonal matrix will be added onto it to
guarantee the convergence of the solution.
1. Compute (Dx, Dv) by solving the Lagrangian func- One major superiority of this algorithm over other
tion L(x, v, W, m) gradient-based iterative methods like sequential linear/
quadratic programming is, the configuration para-
    
W BT Dx g(x)  BT v meters can be flexibly adapted according to the numeri-
= ð3Þ cal properties of specific optimisation problems. Global
diag(v)B D Dv m  Dv
P optima can be obtained by relatively low computa-
with m = 0 and W’r2 f(x)  N 2
j = 1 vj r dj (x). tional cost.
If kDxk4e and v + Dv50, an optimum is found,
then stop.
Mathematical formulation of form error
2. Set u : = minfmax½0,  v  Dv  103 d, 1g and evaluation
P vj + Dvj
g : = hg, Dxi + N
j=1 vj uj In the field of metrology, the representations of ‘refer-
ence surfaces’ are conventionally adjusted to fit the
Set m = (1  c)u + rcv with r : = kDxkn + kuk measured data. This approach is convenient for planes
and and spheres since their mathematical functions keep
similar forms after translation and rotation. But for
c: =
8 cylinders and cones, the representations will become
PN vj + Dvj
>
> 1 (rvj  uj )40 unbearably complicated when the surfaces are not at
< ( ) j=1 vj
the ‘standard positions’. It has been strictly proved that
> (1u)jgj
: min 1, PN
> vj + Dvj
vj (rvj uj )
otherwise when the form deviations are measured in the normal
j=1
directions of the reference surfaces, moving the data is
equivalent to transforming the fitted surfaces,16 and the
3. Compute (Dx, Dv) by solving L(x, v, W, m) in equa- evaluated results of the form errors are the same. As a
tion (3). consequence, transformations are always performed on
4. Set I : = fjjdj (x)4vj g. the measured data for the sake of numerical simplicity.
5. Set dx be the solution of minhdx,W dxi,s:t:dj (x+Dx) For the minimum zone fitting problem, symmetric
+ rdj (x),dx =max(kDxkt ,maxjrj jk kDxk2 ),8j2I tolerances are considered here only, thus MZE fitting
j2I is a Chebyshev norm fitting problem. It can be con-
verted into a constrained optimisation problem very
If this is infeasible or unbounded or kdxk . kDxk, then
straightforwardly
set dx = 0.
   
min maxej (x) , min D s:t: D5ej (x), j = 1, 2, . . . , N
x j x
Step 3. Arc search
with ei denoting the Euclidean distance from the data
Compute a, the first in the sequence {1, h, h2, .} point pi to the fitted surface.
satisfying f(x + aDx + a2 dx)4f(x) + jahg(x), aDxi, The MIE and MCE fitting originate from the maxi-
8dj (x + aDx + a2 dx) . 0, j = 1, . . . , N. mum material requirement on mating components in
assembly of parts.17 For spheres and cylinders, the MIE
Step 4. Update fitting is to maximise the radii of inscribed spheres/
cylinders and the MCE fitting is to minimise the radii
x x + aDx + a2 dx and v min (max (max of circumscribed spheres/cylinders. But there is no such
(kDxk2 , v + Dv), vmin ), vmax ) a simple intrinsic characteristic (shape parameter) to be
Go to Step 2. taken as an objective function to indicate the sizes of

Downloaded from pib.sagepub.com at UNIV OF CONNECTICUT on May 20, 2015

Zhang et al. 723

Table 1. Mathematical formulation of form error evaluation of the IP method.

Shape X d of MZE d of MIE d of MCE

Sphere {D, r, tx, ty, tz} D5 (l2r)2 D + l5 0 D2l5 0

Cylinder {D, r, ux, uy, tx, ty} D5 (h2r)2 D + h5 0 D2h5 0
Cone {D, f, ux, uy, tx, ty, tz} D5 (ch2sz)2 D5ch2sz5 0 D5sz2ch

MZE: minimum zone element; MCE: minimum circumscribed element; MIE: maximum inscribed element.

Table 2. Comparison on the evaluation results of spheres and cylinders.

Data set MZE form MCE radius MCE form MIE radius MIE form
error (mm) (mm) error (mm) (mm) error (mm)
Literature IP method Literature IP method Literature IP method

Sphere 1 in Chen and Liu18 8.327 8.327 1.0035 1.0035 8.346 0.9959 0.9960 8.365
Sphere 2 in Chen and Liu18 9.67 9.67 50.0379 50.0379 12.59 50.0302 50.0302 9.93
Cylinder 1 in Lai et al.19 2.788 2.788 12.0002 12.0002 2.826 12.0016 12.0016 2.788
Cylinder 3 in Carr and Ferreira20 9.931 9.931 50.004 50.004 10.652 49.996 49.996 9.931

MZE: minimum zone element; MCE: minimum circumscribed element; MIE: maximum inscribed element; IP: interior point.

Table 3. Comparison on the evaluation results of cones.

Data set MZE in literature IP method

MZE MCE MIE
7
Cone in Chatterjee and Roth 0.0032 in 0.0032 in 0.0042 in 0.0038 in
Cone 2 in Huang and Lee21 4.590 mm 4.589 mm 6.264 mm 4.964 mm

MZE: minimum zone element; MCE: minimum circumscribed element; MIE: maximum inscribed element; IP: interior point.

cones. Therefore, an alternative approach is needed to Numerical validation

perform the MIE/MCE fitting of cones. The effectiveness of this algorithm is demonstrated by
We return to the MIE fitting of cylinders several benchmark data sets seen in literature. Here two
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi spheres, two cylinders and two cones are employed.
min R s:t: x2j + y2j 5R, j = 1, 2, . . . , N The best fitting results found in literature are also pre-
x
sented for comparison. The form evaluation programs
Obviously, it is equivalent to using the PDIP algorithm are coded with MATLAB
and run in a personal computer (PC).
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
min D s:t: 04 x2j + y2j  R4D, j = 1, 2, . . . , N The evaluation results of the spheres and cylinders
x are shown in Table 2. Chen and Liu18 evaluated the
qffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi form errors of spheres by identifying the distribution of
Here, ej = x2j + y2j  R is the signed orthogonal dis-
the vertex points and then solving simultaneous linear
tance from data point pi to the fitted surface. So that
equations. The cylindricity problem was solved by
the MIE fitting is converted to minimising the largest
genetic algorithms in the study by Lai et al.19 and by
signed distance from the data points to the fitted sur- sequential linear programming in the study by Carr and
face while keeping all the distances positive. Similarly, Ferreira.20 It can be seen that the proposed algorithm
the MCE fitting is converted to maximising the smallest can always obtain better or equivalently good results
signed distance from the data points to the fitted sur- with the techniques in literature. It is worth noting that
face while keeping all the distances negative. This for the maximum inscribed evaluation of Sphere 1 given
approach is generalised to the cases of circles, spheres in the study by Chen and Liu,18 the obtained radius of
and cones, by which the concept of ‘the size of a fea- the IP method is greater than the reference, which
ture’ can be avoided. implies that the PDIP algorithm overcomes the local
An extra variable D is employed as the objective minimum problem of Chen et al.’s algorithm.
function. The variables and constraints of MZE, MIE Table 3 presents the results of cone fitting.
and MCE are listed in Table 1 for spheres, cylinders Chatterjee and Roth7 adopted a simplex search method
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
and cones, respectively. Here, l = x2 + y2 + z2 , for the vertices to achieve an optimum for Chebyshev
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
h = x2 + y2 , c = cos f and s = sin f. fitting. Huang and Lee21 implemented the form error

Downloaded from pib.sagepub.com at UNIV OF CONNECTICUT on May 20, 2015

724
evaluation using the minimum potential energy algo-
rithm, which is stimulated by the techniques in
mechanics. The calculated results of MZE by the PDIP
method is equivalent to the results obtained by
Chatterjee and Roth7 and can obtain a little better
result for Cone 2 in the study by Huang and Lee.21 As
far as the authors know, there are no publications con-
cerning the quantitative evaluation of form errors of
cones in the sense of MCE and MIE yet, thus compari-
son cannot be undertaken for them. The results shown
in Table 3 are to be verified and compared for the read-
ers in the future.
It has to be stressed that the solutions of MZE,
MCE and MIE fitting of spheres/cylinders/cones are not
unique,1 which means that the locations and orientations
of the fitted elements may differ even for the same data
set. The initial solution x0 of the PDIP optimisation pro-
gram determines which optimum x* can be obtained.
However, the form error, which is related to the objective
function, should not be affected, as long as the global
convergence can be guaranteed. Here, the initial position
and shape parameters are calculated by the least squares
orthogonal distance fitting,22 and the initial value D in
Table 1 is set as the smallest value satisfying the con-
straints for all the data points. The optimisation pro-
grams normally converge within 40 iterates, and the time
taken is less than 0.5 s. Thus, this method is very compu-
tationally efficient and easy to implement.
Conclusions
In this article, form error evaluations based on MIE,
MCE and MZE are discussed. These optimisation
problems are solved using the PDIP method. During
the iteration process, the Lagrangian functions are
solved to work out the incremental directions of the
solution and the auxiliary weighting vector. Arc search
is employed to determine the step lengths. The Hessian
matrix needs to keep positive definite to guarantee glo-
bal convergence. Numerical experiments proved that
the present algorithm works well for spheres, cylinders
and cones. The obtained results are no worse than any
techniques found in literature. The present method can
obtain global optima by much less computational effort
than sequential linear/quadratic programming tech-
niques and heuristic searching algorithms. Compared
to computational geometry methods, this algorithm is
versatile and can be employed to the form error evalua-
tion of various shapes by different error metrics, as long
as the fitting problem can be converted into a differenti-
able optimisation problem with inequality constraints.
Therefore, the PDIP method is very promising for eval-
uating the form errors of complex surfaces in the sense
of MZE, MIE and MCE.
Funding
This study was supported by the European
Research Council through its program ERC-2008-AdG
Downloaded from pib.sagepub.com at UNIV OF CONNECTICUT on May 20, 2015
Proc IMechE Part B: J Engineering Manufacture 227(5)
228117-Surfund and National Natural Science
Foundation of China through its grant 51205064.
References
1. Whitehouse D. Surfaces and their measurement. London:
Hermes Penton Science, 2002.
2. ISO 1101:2004. Geometrical product specifications – geo-
metrical tolerancing – tolerances of form, orientation,
location and run-out.
3. Chetwynd DG. Applications of linear programming to
engineering metrology. Proc IMechE, Part B: J Engineer-
ing Manufacture 1985; 199(2): 93–100.
4. Kanada T. Evaluation of spherical form errors: compu-
tation of sphericity by means of minimum zone method
and some examinations with using simulated data. Precis
Eng 1995; 17(4): 281–289.
5. Goch G and Lübke K. Tschebyscheff approximation for
the calculation of maximum inscribed/minimum circum-
scribed geometry elements and form deviations. CIRP
Ann: Manuf Techn 2008; 57: 517–520.
6. Al-Subaihi I and Watson GA. Fitting parametric curves
and surfaces by lN distance regression. BIT 2005; 45:
443–461.
7. Chatterjee G and Roth B. Chebyshev approximation
methods for evaluating conicity. Measurement 1998;
23(3): 63–76.
8. Huang J. An exact minimum zone solution for sphericity
evaluation. Comput Aided Design 1999; 31: 845–853.
9. Venkaiah N and Shunmugam MS. Evaluation of form
data using computational geometric techniques – part II:
cylindricity error. Int J Mach Tool Manu 2007; 47: 1237–
1245.
10. Devillers O and Preparata F. Culling a set of points for
roundness and cylindricity evaluation. Int J Comput
Geom Ap 2003; 13: 231–240.
11. Zhang X, Jiang X and Scott PJ. A reliable method of
minimum zone evaluation of cylindricity and conicity
from coordinate measurement data. Precis Eng 2011; 35:
484–489.
12. Sharma R, Rajagopal K and Anand S. A genetic algo-
rithm based approach for robust evaluation of form tol-
erances. J Manuf Syst 2000; 19(1): 46–57.
13. Nocedal J and Wright SJ. Numerical optimization. New
York: Springer, 1999.
14. Bakhtiari S and Tits AL. A simple primal-dual feasible
interior-point method for nonlinear programming with
monotone descent. Comput Optim Appl 2003; 25: 17–38.
15. Tits AL, Wächter A, Bakhtiari S, et al. A primal-dual inte-
rior-point method for nonlinear programming with strong
global and local convergence properties. ISR Tech Report
TR 2002-29, 19 July, 2002. College Park, MD: Institute
for Systems Research, University of Maryland.
16. Atieg A and Watson GA. A class of methods for fitting a
curve or surface to data by minimizing the sum of squares
of orthogonal distances. J Comput Appl Math 2003;
158(2): 277–296.
17. BS EN ISO 2692:2006. Geometrical product specifica-
tions – geometrical tolerancing – maximum material
requirement, least material requirement and reciprocity
requirement.
18. Chen CK and Liu CH. A study on analyzing the problem
of the spherical form error. Precis Eng 2000; 24:
119–126.
Zhang et al. 725

19. Lai HY, Jywe WY, Chen CK, et al. Precision modeling D RN3N diagonal matrix consisting of
of form errors for cylindricity evaluation using genetic {dj}
algorithms. Precis Eng 2000; 24(4): 310–319. f(x) R objective function to be
20. Carr K and Ferreira P. Verification of form tolerances – optimised
part II: cylindricity and straightness of a median line. Pre- g Rn gradient of objective function
cis Eng 1995; 17(2): 144–156.
with respect to x
21. Huang PH and Lee PJ. Minimum zone evaluation of
conicity error using minimum potential energy algo- r R radius of sphere/cylinder
rithms. Precis Eng 2010; 34(4): 709–717. tx, ty, R translation of data set along x/
22. Ahn SJ. Least squares orthogonal distance fitting of curves tz y/z axis
and surfaces in space. Berlin: Springer, 2004. W Rn3n Hessian matrix
x Rn variables
ux, uy R rotation angle of data set
Appendix 1
about x/y axis
Notation m RN tolerance for inequality
B RN3n partial derivatives of d with constraints
respect to x f R half-apex angle of cone
d R N
inequality constraints v RN weighting vector for inequality
consisting of {dj} constraints

Downloaded from pib.sagepub.com at UNIV OF CONNECTICUT on May 20, 2015