A Comparison of Equality Constraint Formulations for Concurrent Design Optimization

The optimal design of multidisciplinary systems under uncertainty involves three types of iterative analyses- multidisciplinary analyses, reliability analyses, and optimization. If these processes are carried out in a nested manner in reliability based multidisciplinary design optimization (RBMDO), the computational expense can be enormous. Computationally efficient simultaneous analysis and design (SAND) or All-AtOnce methods have been developed earlier for deterministic MDO. Single loop RBDO methods have also been developed to integrate reliability analysis and optimization in a single loop. This paper develops a novel formulation of RBMDO problems with both system and component level reliability constraints. The formulation allows for solution with a single design optimization loop by using the KKT optimality conditions of the first-order reliability method (FORM) as constraints in the design optimization along with disciplinary consistency constraints. Alternative solution processes which remove the FORM MPP’s from the decision space and many constraints from the problem are developed. The alternative solution methods are more efficient and more robust than using nonlinear programming to solve the single loop formulation. A numerical example is solved with the two proposed solution algorithms. I. Introduction In the design of multidisciplinary systems it is often necessary to make decisions under uncertainty. This requires that multidisciplinary systems modeling be integrated with uncertainty analysis and optimization. A common example of such an engineering design application would be the design of an aircraft wing under uncertain aerodynamic loading conditions, with multiple structural components with uncertain capacities, such that the entire structural system achieves a prescribed level of reliability. The problem has coupled physics, in that the pressure distribution is dependent upon the deflection, and the deflection is dependent on the pressure distribution. Such designs have been performed using multidisciplinary optimization (MDO). Other examples where MDO may be applied include electronics packaging, in which the disciplines of heat transfer and circuit analysis are coupled, the design of new types of aircraft and integrating them into an existing fleet of aircraft, and even the management of interconnected homeland infrastructures. While MDO has matured with the development of different types of algorithms for various types of problems and design organizations, there has been little work to incorporate reliability analysis into MDO. However, system and component reliabilities are often a major concern in the design of multidisciplinary systems. MDO can be computationally expensive due to the need to achieve consistency across multiple disciplinary analysis codes; each disciplinary analysis code may be computationally expensive to run. Further, the optimal design of multidisciplinary systems under uncertainty involves three types of iterative procedures- multidisciplinary analyses, reliability analyses, and optimization. The integration of these three procedures is referred to in this paper as reliability based multidisciplinary design optimization (RBMDO). If these processes are carried out simultaneously, the computational expense can be enormous. Computational savings can often be achieved with simultaneous analysis and design (SAND) or All-At-Once methods, which allow for the solution of the multidisciplinary analyses and the optimization in one single loop. Single loop RBDO methods allow for the integration of reliability analysis and optimization in a single loop. Applying SAND and single-loop RBDO together may allow for large computational savings when applied to problems in RBMDO. This paper develops a novel formulation of RBMDO problems with both system and component level reliability constraints based on the SAND method for MDO and by use of the KKT conditions of the first order reliability method (FORM). The resulting formulation may be solved as a standard nonlinear programming problem. While the single loop formulation presented in this paper is a solution of the RBMDO problem, robustness and efficiency are improved through two improved algorithms which can remove the MPP’s from the decision space, thereby significantly reducing the optimizer’s workload.

This paper presents an approach to reframe the sizing problem for vertical-lift unmanned aerial vehicles (UAVs) as an optimization problem and obtains a weight-optimal solution with up to two orders of magnitude of savings in wall clock time. Because sizing is performed with higher fidelity models and design variables from several disciplines, the Simultaneous Analysis aNd Design (SAND) approach from fixed-wing multidisciplinary optimization literature is adapted for the UAV sizing task. Governing equations and disciplinary design variables that are usually self-contained within disciplines (airframe tube sizes, trim variables, and trim equations) are migrated to the sizing optimizer and added as design variables and (in)equality constraints. For sizing consistency, the iterative weight convergence loop is replaced by a coupling variable and associated equality consistency constraint for the sizing optimizer. Cruise airspeed is also added as a design variable and driven by the sizing optimizer. The methodology is demonstrated for sizing a package delivery vehicle (a lift-augment quadrotor biplane tailsitter) with up to 39 design variables and 201 constraints. Gradient-based optimizations were initiated from different starting points; without blade shape design in sizing, all processes converged to the same minimum, indicating that the design space is convex for the chosen bounds, constraints, and objective function. Several optimization schemes were investigated by moving combinations of relevant disciplines (airframe sizing with finite element analysis, vehicle trim, and blade aerodynamic shape design) to the sizing optimizer. The biggest advantage of the SAND strategy is its scope for parallelization, and the inherent ability to drive the design away from regions where disciplinary analyses (e. g., trim) cannot find a solution, obviating the need for ad hoc penalty functions. Even in serial mode, the SAND optimization strategy yields results in the shortest wall clock time compared to all other approaches.

The design of multidiscipli nary systems (such as aircraft, automobiles, and others) often requires an iterative cycle that includes a design initialization, a system analysis, a sensitivity analysis, and design optimization. This design cycle is standard in the field of Multidisciplinary Optimization (MDO) and has often been referred to in literature as the Multiple Discipline-Feasible (MDF) approach. The name stems from the fact that complete multidisciplinary feasibility is maintained each and every design cycle. The drawback of MDF is that it can be a timely and a costly procedure. Numerous researchers have developed alternate means for posing and subsequently solving the multidisciplinary design problem. One such solution procedure has been referred to both as Simultaneous Analysis and Design (SAND) and All-at-Once (AAO), and treats the entire multidisciplinary design cycle as one large optimization problem. Another alternate solution procedure lias been referred to as Individual-Discipline-Feasible (DDF); this procedure exhibits characteristics which lie in between the two extremes exemplified by MDF and AAO. IDF assures that each individual discipline is feasible on every design cycle, while driving the entire system (all disciplines) towards multidisciplinary feasibility. The present work will present a rigorous numerical comparison of these solution strategies over a wide variety of problem sizes and complexities. The multidisciplinary design test problems that are used for these comparisons are generated by a robust simulation tool called CASCADE. * Research Assistant, Student member, AIAA | Associate Professor, Member AIAA Background and Motivation Concurrent engineering is a systematic approach to the integrated, simultaneous design of products and their related processes. Many of the recently developed capabilities to address concurrent engineering have stemmed from the emerging area of Multidiscipli nary Optimization, or MDO. The origins of MDO can be traced back to the early 1980's, where Sobieski14 used a linear decomposition approach to subdivide the design of a large engineering system into a grouping of related and more manageable subsystems. However, such a decomposition often results in a grouping of subsystems which cannot be placed into a definitive top-down hierarchy. The resultant decomposition grouping is typically hybrid-hierarchic in nature as shown in the example decomposition of Figure 1.

In this investigation, a decomposition approach is employed for reliability-based design optimization of multidisciplinary systems. In the last few years, a variety of different approaches for reliability-based design optimization have been proposed in the literature. Traditionally, reliability-based design optimization is formulated as a nested optimization problem, where the inner loop, generally involves the solution to an optimization problem for computing the probability of failure corresponding to the failure modes. Such a formulation is by nature computationally intensive, requiring a large numbers of function and constraint evaluations. To alleviate this problem, researchers have developed single level reliability-based optimization formulations. The single level approach is expensive for multidisciplinary systems because of the fact that the complex coupled nature of multidisciplinary systems are likewise computationally intensive requiring iterative solvers. To reduce the computational effort of performing reliability-based design optimization in application to multidisciplinary systems, a decomposition approach for optimization is employed. The method of Simultaneous ANalysis and Design (SAND) is employed as an optimization driver within a single level reliability-based design optimization strategy. The methodology is illustrated in application to multidisciplinary test problems.

This paper presents a study of aircraft featuring truss-braced wing configurations that have been optimized for minimum fuel consumption using multidisciplinary design optimization. The investigation proceeds following an earlier Boeing Subsonic Ultra Green Aircraft Research study, which selected the truss-braced wing concept as the most promising of several concept vehicles. This comes from the fact that a significantly higher-aspect-ratio wing could achieve substantial reductions in induced drag but requires major structural changes to support such a large span. This problem was explored through the use of a multidisciplinary design and analysis environment implemented in ModelCenter®. Optimization was performed using ModelCenter’s Design Explorer and Darwin genetic algorithm optimizers. Using the multidisciplinary environment, a large multidimensional design space, featuring design variables spread across the major aircraft design disciplines, was explored. Configurations featuring a strut-braced wing and truss-braced wings with one and two juries were evaluated for different span limits. Subsequently, different laminar wing design options were investigated in conjunction with lift augmentation system options. The multidisciplinary optimization used for this investigation was able to produce candidate designs with the desired attributes and performance improvements while satisfying all relevant geometric and performance constraints.

Future wireless systems must be designed to meet high data rates and a variety of services such as voice, video, etc. which consume more energy. Therefore, designing energy-efficient systems in recent years has become an inevitable trend. In this paper energy efficient resource allocation in orthogonal frequency division multiple access (OFDMA) systems is discussed. After formulating the resource allocation problem, maximizing-energy efficiency (EE)-lower-bound-based downlink subcarrier assignment (MDSA) algorithm is used to solve the problem that allocates subcarrier and power recursively. In this algorithm, first primary subcarriers are assigned to users and then power is allocated and this process continues recursively until all subcarriers are assigned to the users. Power allocation is done by the use of proposed sequential Quadratic programming (SQP) method. Then, simulation results are compared with bisection based power adaptation (BPA) algorithm method which has different power allocation. Results show that power allocation by SQP method has higher energy efficiency. Moreover, SQP shows higher convergence rate in solving the problem (finding the answer) in comparison to BPA method with less simulation time.

In this paper, we propose a robust sequential quadratic programming (SQP) method for nonlinear programming without using any explicit penalty function and filter. The method embeds the modified QP subproblem proposed by Burke and Han (Math Program 43:277---303, 1989) for the search direction, which overcomes the common difficulty in the traditional SQP methods, namely the inconsistency of the quadratic programming subproblems. A non-monotonic technique is employed further in a framework in which the trial point is accepted whenever there is a sufficient relaxed reduction of the objective function or the constraint violation function. A forcing sequence possibly tending to zero is introduced to control the constraint violation dynamically, which is able to prevent the constraint violation from over-relaxing and plays a crucial role in global convergence and the local fast convergence as well. We prove that the method converges globally without the Mangasarian---Fromovitz constraint qualification (MFCQ). In particular, we show that any feasible limit point that satisfies the relaxed constant positive linear dependence constraint qualification is also a Karush---Kuhn---Tucker point. Under the strict MFCQ and the second order sufficient condition, furthermore, we establish the superlinear convergence. Preliminary numerical results show the efficiency of our method.

The design and optimization of ship hull forms play a crucial role in enhancing the performance and efficiency of marine vessels. This study focuses on integrating a cylindrical central body part within a conventional ship hull to explore its impact on hydrodynamic characteristics and overall vessel performance. The research employs hydrodynamical concepts, parametric studies, and optimization algorithms to analyze the design space systematically. The aim of including the cylindrical central body is to investigate its influence on reducing resistance, improving fuel efficiency, and enhancing maneuverability. A new optimization model based on the cylindrical body inclusion in the hull form is developed. The existing generalized reduced gradient (GRG) optimization method is also adopted to determine the accuracy of the proposed methodology. It is revealed that the resistance predicted by the GRG method is much closer to the original result of the parent hull form. A container vessel is taken as a case study example. The new, simplified, approach developed here provides a greater reduction in the resistance values of the case study vessel. Hence, the adoption of a cylindrical hull form in ship design can improve hydrodynamic performance. Although the results from the GRG method and the new scheme agree within the speed range of 0–5 m/s, some deviations are noted. In conclusion, it is observed that although the inclusion of the cylindrical body together with the adoption of the optimum design scheme is capable of improving the resistance performance of a ship, further studies are necessary to understudy the effects of this approach on the other vessel performance metrics.

Financial time-series data often exhibit statistically significant skewness and heavy tails, and numerous flexible distributions have been proposed to model them. In the context of the Log-linear Realized GARCH model with Skew-t (ST) distributions, our objective is to explore how the choice of prior distributions in the Adaptive Random Walk Metropolis method and initial parameter values in the Generalized Reduced Gradient (GRG) Solver method affect ST parameter and log-likelihood estimates. An empirical study was conducted using the FTSE 100 index to evaluate model performance. We provide a comprehensive step-by-step tutorial demonstrating how to perform estimation and sensitivity analysis using data tables in Microsoft Excel. Among seven ST distributions—namely, the asymmetric, epsilon, exponentiated half-logistic, Hansen, Jones–Faddy, Mittnik–Paolella, and Rosco–Jones–Pewsey distributions—Hansen’s ST distribution is found to be superior. This study also applied the GRG method to estimate new approaches, including Realized Real-Time GARCH, Realized ASHARV, and GARCH@CARR models. An empirical study showed that the GARCH@CARR model with the feedback effect provides the best goodness of fit. Out-of-sample forecasting evaluations further confirm the predictive dominance of models incorporating real-time information, particularly Realized Real-Time GARCH for volatility forecasting and Realized ASHARV for 1% VaR estimation. The findings offer actionable insights for portfolio managers and risk analysts, particularly in improving volatility forecasts and tail-risk assessments during market crises, thereby enhancing risk-adjusted returns and regulatory compliance. Although the GRG method is sensitive to initial values, its presence in the spreadsheet method can be a powerful and promising tool in working with probability density functions that have explicit forms and are unimodal, high-dimensional, and complex, without the need for programming experience.

In this paper, the design of non-uniform concentric circular antenna arrays (CCAAs) of isotropic radiators with optimum side lobe level reduction is presented. The newly-proposed global evolutionary optimization methods; namely: the biogeography based optimization (BBO) is used to determine a set of weights that provides a radiation pattern with optimum side lobe level reduction with the constraint of a fixed major lobe beamwidth. The results obtained from BBO are compared with those obtained using the Matlab function Fmincon which uses a sequential quadratic programming (SQP) method. The comparison shows that the design of non-uniformly excited CCAAs using SQP method provides a side lobe level reduction that is better than that obtained using global stochastic optimization methods, indicating that global optimization techniques are not really needed in this problem.

Sequential quadratic programming (SQP) methods form a class of highly efficient algorithms for solving nonlinearly constrained optimization problems. Although second derivative information may often be calculated, there is little practical theory that justifies exact-Hessian SQP methods. In particular, the resulting quadratic programming (QP) subproblems are often nonconvex, and thus finding their global solutions may be computationally nonviable. This paper presents a second derivative SQP method based on quadratic subproblems that are either convex, and thus may be solved efficiently, or need not be solved globally. Additionally, an explicit descent-constraint is imposed on certain QP subproblems, which “guides” the iterates through areas in which nonconvexity is a concern. Global convergence of the resulting algorithm is established.

Optimizations of a photoresist coating process for photolithography in wafer manufacture via a radial basis neural network: A case study

In this paper, a new algorithm, namely, a reduced Hessian sequential quadratic programming (SQP) method, for solving electromagnetic inverse problems is proposed. The electromagnetic inverse problem is considered to be a constrained nonlinear programming. The reduced Hessian SQP method finds the solution of this constrained nonlinear programming by solving a sequential of quadratic programming subproblems. The reduced Hessian scheme is applied to reduce the requirement of computational memory of the basic SQP method for large inverse problems. Numerical results are presented to demonstrate the efficiency and accuracy of the proposed method, and some comparisons show that the proposed method has a better convergence and a faster speed than the previous methods.

This study analyzed contour distortions, wear and tensile properties of polypropylene (PP) components applied in the interior coffer of automobiles. A hybrid method integrating a trained generalized regression neural network (GRNN) and a sequential quadratic programming (SQP) method is proposed to determine an optimal parameter setting of the injection‐molding process. The specimens were prepared under different injection‐molding conditions by changing melting temperatures, injection speeds, and injection pressures. Average contour distortions at six critical locations, wear and tensile properties were selected as the quality targets. Sixteen experimental runs, based on a Taguchi orthogonal array table, were utilized to train the GRNN and then the SQP method was applied to search for an optimal setting. The trained GRNN was capable of predicting average contour distortions, wear and tensile properties at various injection‐molding conditions. In addition, the analysis of variance (ANOVA) was implemented to identify significant factors for the molding process and the proposed algorithm was compared with traditional schemes like the Taguchi method and the design of experiments (DOE) approach. Copyright © 2007 John Wiley & Sons, Ltd.

Direct optimal control methods first discretize a continuous-time Optimal Control Problem (OCP) and then solve the resulting Nonlinear Program (NLP). Sequential Quadratic Programming (SQP) is a popular family of algorithms to solve this finite dimensional optimization problem. In the specific case of a least squares cost, the Generalized Gauss-Newton (GGN) method is a popular approach which works very well under some assumptions. This paper proposes a Sequential Convex Quadratic Programming (SCQP) scheme which exploits additional convexities in the NLP in order to generalize the GGN algorithm, possibly extend its applicability and improve its local convergence. These properties are studied in detail for the proposed SCQP algorithm, which will be compared to the classical GGN method using a numerical case study of the optimal control of an inverted pendulum.