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1 Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009 Optimization Methods for Multidisciplinary Design in Aerospace Engineering Using Parallel Evolutionary Algorithms, Game Theory and Hierarchical Topology Theoretical aspects Theoretical aspects and and applications applications (1) (1) F.L. Gonzalez* and D.S. Lee** *Queensland University of Technology, Australia ** University of Sydney,Australia Jacques Périaux FiDiPro University of Jyvaskyla Finland

Optimization Methods for Multidisciplinary Design in ... · Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009 1 Optimization Methods

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Page 1: Optimization Methods for Multidisciplinary Design in ... · Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009 1 Optimization Methods

1Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Optimization Methods for Multidisciplinary Design in Aerospace Engineering Using Parallel Evolutionary Algorithms, Game Theory and Hierarchical Topology

Theoretical aspectsTheoretical aspects and and applications applications (1)(1)

F.L. Gonzalez* and D.S. Lee***Queensland University of Technology, Australia

** University of Sydney,Australia

Jacques PériauxFiDiPro University of Jyvaskyla Finland

Page 2: Optimization Methods for Multidisciplinary Design in ... · Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009 1 Optimization Methods

2Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Credit:

K.Srinivas, E. Whitney, USYD Optimisation

M. Sefrioui , Z. Johan, Courty, Dassault Aviation Hierarchical methods, UAV Design test cases, MDO Challenges

M. Drela MITXfoil Software

TEKES for supporting this event in the context of the FiDiProDESIGN Project

Page 3: Optimization Methods for Multidisciplinary Design in ... · Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009 1 Optimization Methods

3Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

1. OBJECTIVES

2. INTRODUCTION AND MOTIVATION

3. EVOLUTIONARY METHODS

4. MECHANICS OF GAs

5. MULTI-OBJECTIVE GAs AND GAME THEORY

6. DISTRIBUTED AND PARALLEL EAS

7. HIERARCHICAL EVOLUTIONARY ALGORITHMS (HEAs)

8. ASYNCHRONOUS PARALLEL EAs (HAPEAs)

9. UNCERTAINTY : PERFORMANCE VS STABILITY

10. THE DEVELOPMENT OF EVOLUTIONARY ALGORITHMS FORDESIGN AND OPTIMISATION IN AERONAUTICS : EXAMPLEOF A UAV DESIGN

11.CONCLUSION

OUTLINE

Page 4: Optimization Methods for Multidisciplinary Design in ... · Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009 1 Optimization Methods

4Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

1. Main Objectives

These lectures describe theoretical andnumerical aspects ( part 1) with applications(part 2) of Evolutionary Design Methods inAerospace Engineering

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5Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

2. Motivation: MASTERING COMPLEXITY, ACOLLABORATIVE WORK….

technological constraints economical constraints societal constraints integrated systems

Complexity at interfaces

ComputerScience

Distributedparallel architectures

Networked InformationTechnologies

Modelization of PhysicsMulti-physics , multi-scale and reduction

models

AppliedMathematicsInnovative algorithmswith determinism and probabilities

• Targets ( « doing better with less »)• Computational multidiscilinary tools• Decision maker algorithmsfor the design of

industrial products• Time and cost reduction for system design

and manufacturing

• Priorities• 1) Robustness (global solutions)• 2) Low cost efficiency (grid computing)• 3) Human interfaces

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6Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

MDO simulations for civil aircraft(courtesy of Dassault Aviation)

ENVIRONMENT•Acoustics

•Shapes

Computational

Physics and mathematics

FLIGHT DYNAMICS•Flight control•Flight quality

•Thrust/drag control

Embedded

Software

STRUCTURE

•Landing gear•Hydraulics

•De-icing•Inertial

EQUIPMENT

AERODYNAMICS

•Shapes

•Architecture

•Flaps•Anemometry

•Vibrations

•Pilot information•Visualizations

ERGONOMY

•Thrust/drag control

Page 7: Optimization Methods for Multidisciplinary Design in ... · Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009 1 Optimization Methods

7Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

MDO Challenge : Noise prediction and reduction(courtesy of Dassault Aviation)

Engine NoiseEngine Noise :Fan, Compressor, Turbine,Combustion, Exhaust Jet

Airframe NoiseAirframe Noise :Landing Gear, Slats andFlaps, Wakes

Page 8: Optimization Methods for Multidisciplinary Design in ... · Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009 1 Optimization Methods

8Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

NEW CONTEXT….

Multi Disciplinary

Search Space – Large Multimodal Non-Convex Discontinuous

Trade off between Conflicting Requirements

Integration of softwarewith interfaces andhuman factors

Share knowledge:different cultures andtechnologies connected

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9Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Multidisciplinary designproblems involve search spacesthat are multi-modal, non-convex or discontinuous

Traditional methods usedeterministic approach and relyheavily on the use of iterativetrade-off studies betweenconflicting requirements.

PROBLEMS IN AERODYNAMIC OPTIMISATION (1)

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10Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Traditional optimization methodswill fail to find the best answer inmany complex engineeringapplications, (noise, complex ornon differentiable objectivefunctions); why? lack ofrobustness !!

The internal workings of validatedin-house/ commercial solvers (Fluent, Cstar,…) are inaccessiblefrom a modification point of view (black-boxes); why? Lack offlexibility for integration ormodification!

PROBLEMS IN AERODYNAMIC OPTIMISATION (2)

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11Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Traditional Gradient Based methods for MDO might failto find optimal solution ifsearch space is:

3. EVOLUTIONARY ALGORITHMS (1)

►► LargeLarge►► MultimodalMultimodal►► Non-ConvexNon-Convex►► Many Local OptimumMany Local Optimum►► DiscontinuousDiscontinuous

A real aircraft designoptimization might exhibitone or several of thesecharacteristics

! local minimum

Global minimum

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12Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Optimal Solutions optimalSurface of UAV, µUAV

Multiple Goals Minimise-Maximise

Payload Capacity

AerodynamicPerformance

Structural Performance

Search spaces for multiphysics solutions are complex

!Traditional Gradient BasedTechniques might fail or be trappedin local minima

local minimum

Global minimumAdvanced numericaltechniques–EvolutionaryComputing

Advanced Techniques are required

Time consuming process

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13Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

A brief history of GAs, M. Mitchell, 1996

50’-60’: evolution could be used as an optimization tool forengineering problems

innovation: evolve a population of candidates to a given problem,using operators inspired by natural genetic variation and naturalselection

approach: evolution inspired algorithms 60’: GAs invented by J. Holland, Univ. of Michigan target: study the phenomena of adaptation as it occurs in nature How ? Developing ways how natural adaptation can be

implemented into computer systems result: GAs as an abstraction of biological evolution

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14Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Genetic Algorithms (GAs): notations (2)

chromosome: a candidate solution to a problem, encoded as a bitstring

genes: single bit or short blocks that encode a particular element ofa candidate solution

cross over: exchanging material between the parent chromosomes mutation: flipping a bit at a randomly chosen locus fitness: criteria of function to minimize or maximize example in CFD or CEM optimization problems:

population: a set of airfoils; chromosome: an airfoil genes: spline coefficient; parents: two airfoils offspring: two children airfoils; fitness : drag or signature environment: flow or wave (non) linear PDEs

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15Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Advanced Optimisation Tools:Advanced Optimisation Tools: Evolutionary Optimisation Evolutionary Optimisation

Crossover Mutation

Fittest

Evolution

EVOLUTIONARY ALGORITHMS (GAs, ESs, EAs, MAs,…)

►► Good for all of the aboveGood for all of the above►► Easy to parallelizeEasy to parallelize►► Robust towards noiseRobust towards noise►► Explore larger search spacesExplore larger search spaces►► Good for multi-objective problemsGood for multi-objective problems

►► BBased ased on the Darwinian theory of evolution on the Darwinian theory of evolution populations ofpopulations ofindividuals evolve and reproduce by means of random mutationindividuals evolve and reproduce by means of random mutationand crossover operators and compete in a set environment forand crossover operators and compete in a set environment forsurvival of the fittest (selection).survival of the fittest (selection).

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16Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

GENETIC ALGORITHMS pioneered J. Hollandin the 60’ with binary coding

1000110100101

Crossover

Pc Pm

Mutation1-P cSelection

Fitness

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17Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

GENETIC ALGORITHMS with 3 OPERATORS

Selection (semi random, semi deterministic) : survival ofthe fittest ( Darwin principle)

Cross over (random): Pc (binary coding)Parents Offspring100/01110 10000000

001/00000 00101110

Mutation (random): Pm

10001110 10001100

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18Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

EVOLUTIONARY ALGORITHMS (3) : One Generation ofthe Algorithm...

StartPopulation

Mutate Evaluate

Failures

OffspringPopulation

Successful

Final Population

Join and Re-Rank

Select Parents Recombine

One Offspring

In Parallel

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19Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Genetic Algorithm: parameters

Population size: 30-100 , problem dependentCross over rate: Pc= 0.80-0.95Mutation rate: Pm= 0.001- 0.01

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20Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Areas of applications with GAs

Optimization and Machine learning( D. Golberg, 1989) Automatic programming ( J. Koza, 1992) Economics (bidding strategies, economic markets) Immune systems (KrishnaKumar,1998) Ecology (co evolution) Social systems (evolution of social behaviour in insect colonies,

cooperation and communication of multi-agents systems) Complex adapted systems (Hidden order, J.Holland, 1997) …..

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21Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

How are GAs different from traditional methods ?( D. Goldberg, 1989)

GAs work with a coding of the parameter set, not theparameters themselves

GAs search from a population, not a single point GAs use payoff ( objective function) information, not

derivatives or other auxiliary knowledge GAs use probalistic transition rules, not deterministic

rules The central theme of research on GAs has been

robustness

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22Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

GAs Mechanisms: why they work ?

GAs are indifferent to problems specifics ( no derivative needed totake a decision!)

GAs use a coding of decision variables (DNA and adaptation ofchromosomes)

GAs process populations via evolutive generations GAs use randomized operators Theoretical foundations of GAs rely on a binary string

representations of solutions and on the notion of schema The schema theorem (J. Holland): “short, low order, above average

schemeta receive exponentially increasing trials in subsequentgeneration of a GAs” ( Michalewicz, 1992)

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23Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

EVOLUTIONARY ALGORITHMS : EXAMPLE OF ACHROMOSOME OR INDIVIDUAL

In this example: A chromosome or anindividual are the control points (yi) that definethe aerofoil shape

1000110100101

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24Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

DRAWBACK OF EVOLUTIONARY ALGORITHMS

► A typical MDO problem relies on CFD and FEA foraerodynamic and structural analysis.

► CFD and FEA software are time consuming !

► Evolution process is time consuming/ high number offunction evaluations is required.

GradientGradient Based Methods or simple Evolutionary Algorithms areBased Methods or simple Evolutionary Algorithms are notnotefficient efficient enough to captureenough to capture globalglobal solutions for MO and MDO Problems-solutions for MO and MDO Problems-ThereforeTherefore AdvancedAdvanced Techniques are requiredTechniques are required

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25Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

4. MULTI-OBJECTIVE OPTIMISATION (1)

Aeronautical and aerospace design problems normallyrequire a simultaneous optimisation of conflictingobjectives and associated number of constraints.

They occur when two or more objectives that cannot becombined rationally. For example:

► Drag at two different values of lift.

► Drag and thickness.

► Pitching moment and maximum lift

► ……

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26Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

MULTI-OBJECTIVE OPTIMISATION

Different Multi-Objective approachesDifferent Multi-Objective approaches

►► Aggregated Objectives, main drawback is loss ofAggregated Objectives, main drawback is loss ofinformation and a-priori choice of weights.information and a-priori choice of weights.

►► Game Theory (von Neumann)Game Theory (von Neumann)►► Game StrategiesGame Strategies

-Cooperative Games - Pareto-Cooperative Games - Pareto-Competitive Games - Nash-Competitive Games - Nash-Hierarchical Games - -Hierarchical Games - StackelbergStackelberg

►► Vector Evaluated GA (VEGA) Schaffer,85Vector Evaluated GA (VEGA) Schaffer,85►► Multi Objective Optimization with Multi Objective Optimization with GAs GAs K. Deb , 2001K. Deb , 2001

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27Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Maximise/ Minimise

Subjected toconstraints

►► Objective functions, output (e.g. cruise efficiency).Objective functions, output (e.g. cruise efficiency).

►► x:x: vector of design variables, inputs (e.g. aircraft/wing geometry) vector of design variables, inputs (e.g. aircraft/wing geometry)

►► g(x)g(x) equality constraints and equality constraints and h(x)h(x) inequality constraints: (e.g. inequality constraints: (e.g.element von element von Mises Mises stresses); in general these are nonlinearstresses); in general these are nonlinearfunctions of the design variablesfunctions of the design variables..

( ) Nixfi ...1=

( )

( ) Kkxh

Njxg

k

i

...10

...10

=!

==

( )xfi

MULTI-OBJECTIVE OPTIMISATION

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28Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

MULTIPLE OBJECTIVE OPTIMIZATION

Linear Combination of criteria (aggregation)

C = !i"c

i

i=1

n

#BUT

Dimensionless number Heavy bias from the choice of the weights

VEGA (Vector-Evaluated GA) [Schaffer, 85]

bias on the extrema of each objective

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29Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

GAME STRATEGIES

° Theoretical foundations: Von Neumann

° Applications to Economics and Politics: VonNeuman, Pareto, Nash, Von Stackelberg

° Decentralized optimization methods:Lions-Bensoussan-Temam in Rairo (1978, G.

Marchuk, J.L. Lions, eds)

In this lecture: introduce and use Games strategiesin Engineering for solving Multi ObjectiveOptimization Problems

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30Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

NOTATIONS

For a game with 2 players, A and B For A

Objective function fA(x,y)A optimizes vector x

For BObjective function fB(x,y)B optimizes vector y

Bfor strategies possible ofset

Afor strategies possible ofset

=

=

B

A

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31Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Pareto Dominance Pareto Optimality (minimization, 2 Players A and B).

is Pareto optimal if and only if:),( **

yx

!(x,y) "A # B ,fA (x

*, y

*) $ fA (x,y)

fB (x*, y

*) $ fB (x,y)

%

&

'

Pareto Dominance (for n players (P1,…,Pn) Player Pi has objective fi and controls vi

(v1*,..,vk*,..,vn*) dominates (v1,..,vk,..,vn) iff:

!i, fi(x1*,…, xk

*,…, xn

*) " fi(x1 ,…, xk,…, xn )

#i, fi(x1*,…, xk

*,…, xn

*) < fi(x1 ,…,xk,…,xn )

$

%

&

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32Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Pareto Front

Pareto Optimalitya strategy (v1*,..,vk*,..,vn*) is Pareto-optimal if it

is not dominated

Pareto FrontSet of all NON-DOMINATED strategies

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33Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

F2

F1Pareto Optimal Front

Non-DominatedDominated

Feasible region

Infeasible region

►► A set of solutions that areA set of solutions that arenon-dominated non-dominated w.r.t all othersw.r.t all otherspoints in the search space, orpoints in the search space, orthat they dominate every otherthat they dominate every othersolution in the search spacesolution in the search spaceexcept fellow members of theexcept fellow members of thePareto optimal set.Pareto optimal set.

PARETO OPTIMAL SET : DEFINITION

►► EAs EAs work on population basedwork on population basedsolutions solutions ……can find a optimalcan find a optimalPareto set in a single runPareto set in a single run

►► HAPMOEA: Captures ParetoHAPMOEA: Captures ParetoFront, Nash and Front, Nash and StackelbergStackelbergsolutionssolutions

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34Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Nash Equilibrium Competitive symmetric games [Nash, 1951] For 2 Players A and B:

For n Players :

),,,,,,(

),,,,,,(,,

**

1

*

1

*

1

**

1

**

1

*

1

niiii

niiiii

vvvvvf

vvvvvfvi!

…!!!

…!

!…

!!!…

!

+!

+!

"

##

« When no player can further improve his criterion, thesystem has reached a state of equilibrium named Nashequilibrium”

fA (!x*,!y*) = inf

x!AfA (x,

!y*)

fB (!x*,!y*) = inf

y!BfB (!x*, y)

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35Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

How to find a Nash Equilibrium ? Let DA be the rational reaction set for A, and DB the

rational reaction set for B.

DA = (x*, y)!A " B { } such that fA (x*,y) # fA (x,y)

DB = (x,y*)!A " B { } such that fB (x,y*) # fB (x, y)

$ % &

' &

DA = x,!fA (x,y)

!x= 0

" # $

% & '

DB = y,!fB (x,y)

!y= 0

" # $

% & '

"

#

( (

$

(

(

Which can be formulated:

Nash Equilibrium A strategy pair is a

Nash Equilibrium !

(x*, y*) !DA " DB

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36Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Nash GAs Optimizing X YPlayer 1 Player 2

Xk Yk-1

Xk-1 Yk

X0Xk-1

Xk Y0

Yk-1

Yk

Player 1 = Population 1

Player 2 = Population 2

X0Yr

XrY0

Gen 0

X1Y0

X0Y1

Gen 1 Gen k

Xk+1 Yk

XkYk+1

Gen k+1

[Sefrioui & Periaux, 97]

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37Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Stackelberg Games Hierarchical strategies

Stackelberg game, A leaderStackelberg game with A leader and B follower :

minimize fA(x,y) with y in DB

minx!DA ,y!B

fB (x,y)

Stackelberg game, B leaderStackelberg game with B leader and A follower :

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38Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

[Sefrioui & Periaux, 97]

Genetic Operators

Optimize Xplayer A

Yplayer B

Player AX

Y

Genetic Operators

Genetic Operators

Genetic Operators

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39Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Example: Let us consider a game with 2 players A and B, with the

following objective functions22

22

)()3(

)()1(

yxyf

yxxf

B

A

!+!=

!+!=

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40Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Pareto : Analytic Resolution Let us consider the parametric function

f p(x,y) = ! " ((x #1)2

+ (x # y)2) + (1# ! ) " ((y # 3)

2+ (x # y)

2)

with 0 $ ! $1

The Pareto equilibria are the solution of

!f p (x,y)

!x= 0

!f p (x,y)

!y= 0

"

#

$ $

%

$ $

&2'x ( 2' + 2x ( 2y = 0

(2'y + 4y ( 6 ( 2x + 6' = 0

" # %

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41Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Pareto Equilibria

Which yields

x =!2 + ! " 3

!2 " ! "1

y =3!2 " ! " 3

!2 " ! "1

#

$

% %

&

% %

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42Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Stackelberg : Analytic Stackelberg, A leader

Minimize fA(x,y) on DB. DB is built by solving

!fB (x, y)

!y= 0

!fB (x, y)

!y= 0" 2(y # 3) # 2(x # y) = 0" y =

x + 3

2

DB is the line

The problem consists now in solving2

3+=x

y

!fA x,x + 3

2

"

#

$

%

!x= 0

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43Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

y is then:

!fA x,x + 3

2

"

#

$

%

!x= 0&

!((x '1)2 + (x 'x + 3

2)2 )

!x= 0

! 2(x "1) + (x

2"3

2) = 0! x =

7

5

10

22

2

35

7

2

3=

+

=+

=x

y

The first Stackelberg equilibrium SA is thepoint :

7

5

22

10

!

"

#

# #

$

%

&

& &

=1.4

2.2

!

" #

$

% &

Stackelberg : Analytic (2)

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44Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Stackelberg : B leader

Stackelberg, B leader and A follower Minimize fB(x,y) on DA. DA is built by solving

!fA (x, y)

!x= 0

!fA (x, y)

!x= 0" 2(x #1) + 2(x # y) = 0" y = 2x #1

DA is the line

The problem consists now in solving

12 != xy

!fBy +1

2, y

"

#

$

%

!y= 0

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45Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

x is then:

!fBy +1

2, y

"

#

$

%

!y= 0&

!((y ' 3)2 + (y +1

2' y)2 )

!y= 0

! 2(y " 3) " (1" y

2) = 0! y =

13

5

10

18

2

15

13

2

1=

+

=+

=y

x

The second Stackelberg equilibrium SB isthe point :

18

10

13

5

!

"

#

# #

$

%

&

& &

=1.8

2.6

!

" #

$

% &

Stackelberg : B leader (2)

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46Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Nash : Analytic

The Nash Equilibrium is the intersection of the tworational reaction sets DA and DB. Finding the NashEquilibrium consists in solving:

y = 2x !1

y =x + 3

2

"

# $

% $

y = 2x !1

y =x + 3

2

"

# $

% $

&y = 2x !1

3y = 7

" # %

&x =

5

3

y =7

3

"

#

$

%

$

The Nash Equilibrium EN is the point

5

3

7

3

!

"

#

# #

$

%

&

& &

=1.66

2.33

!

" #

$

% &

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47Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Pareto Equilibrium

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48Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Optimization results with GAs

Try to optimize the function fA and fB withthe optimization tools presented earlierWith a Pareto/ GA gameWith a Nash/ GA gameWith a Stackelberg/ GA game

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Nash GA : convergence

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50Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

fA converges towards 0.896 and fB towards 0.88 Both those are the values on the objective plane! And we can check that

fA(5

3,7

3) = 0.896 and fB (

5

3,7

3) = 0.88

So the Nash GA finds the theoretic Nash Equilibrium

Specifics2 populations, each of size 30Pc=0.95 Pm=0.01Exchange frequency : every generation (x,y) in [-5,5]x[-5,5]

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Pareto GA

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53Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Stackelberg GA : convergence

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54Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

In both cases (with either A or B leaders),the algorithms converges towards 0.8. Butin the objective plane.

In the plane (x,y), we can see that the firstgame converges towards (1.4,2.2) and thatthe second game converges towards(1.8,2.6)

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55Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Converged game solutions for GAs vs analytical approaches

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56Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Pareto Equilibrium

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The optimization problem:

Two-objective Inverse Design in Aerodynamics

Problem: find all the profiles existing between the low-drag profile and the high lift profile

Optimization problem :reconstructing two differentpressure distributions

MULTI-OBJECTIVE DESIGN MULTI-OBJECTIVE DESIGN with gameswith gamesTang Tang Zhili Zhili et al, 2004)et al, 2004)

Ma= 0.2 ! = 10.8

0

min f1= !"c p(w) # psub( )

2ds

Ma= 0.77 ! = 1

0

min f2= !"c p(w) # ptran( )

2ds

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58Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Pareto-front, Stackelberg points,Nash equilibrium(Parameterizationwith Hicks-Henne functions)

MULTI-OBJECTIVE DESIGN MULTI-OBJECTIVE DESIGN with with gradient gradient methodmethod

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59Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Parameterization with Hicks-Henne functions)

MULTI-OBJECTIVE DESIGN: MULTI-OBJECTIVE DESIGN: Pareto solution setPareto solution set

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60Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Comparison of pareto-frontscomputed by differentparameterization

Comparison Comparison of of paretopareto-fronts-frontscomputed computed by by GAs andGAs andDeterministic methodDeterministic method

MULTI-OBJECTIVE DESIGN: MULTI-OBJECTIVE DESIGN: ComparisonsComparisons

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6. Parallel GAs mechanisms

PGAs : a particular instance of GAs sub-population (H.Muhlenbein, 1989) network of interconnected sub-populations (Island Model) smaller sub-populations versus a single large one

1 node = 1 sub-population

Neighbours

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Parallel GAs mechanisms : a road map torobustness ! (M. Sefrioui & JP, 1996)

Isolation and Migration sub-populations evolve

independently for a given periodof time (epoch)

after each epoch, migrationbetween sub-populations beforeisolation resumes

promising solutions shared bysub-populations via theirneighbours

Isolation

Migration

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In dimension 2, the surface is:

Test-case : Rastrigin Function

f = 10 ! 20 + xi2"10 !cos(2# ! xi)( )

i=1

20

$

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64Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Convergence for Sequential and Parallel GA

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65Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Convergence (zoom)

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7. Hierarchical Topology-Multiple Models,Sefrioui et al, 1998

Model 1precise model

Model 2intermediate

model

Model 3approximate model

Exploration(large mutation span)

Exploitation(small mutation

span)

Interactions of the 3 layers : solutions go up and down the layers.

The best ones keep going up until they are completely refined.

No need for great precision during exploration.

Time-consuming solvers used only for the most promising solutions.

Think of it as a kind of optimisation and population based multi grid.

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67Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

HIERARCHICAL TOPOLOGY- MULTIPLE MODELS

Start migration:

Layer 1: Receive (1/3 population) best solutions from layer 2reevaluate using type 1 integrated analysis

Layer 2: Receive (1/3 population) random solutions from layer 1and best from layer 3 reevaluate them using type 2 integratedanalysis

Layer 3: Receive (1/3 population) random solutions from layer 2reevaluates them using type 3 integrated analysis.

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68Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

10. Discontinuous Pareto Front industrial test case :Two Objective UAV Airfoil Section Design (Eurogen 2003

Problem Definition Design of a single element aerofoil for a low-cost

UAV application.

Two subsonic design points considered foroptimisation

Loitering flight Rapid-transit flight.

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69Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Design Variables: Bounding Envelope of theAerofoil Search Space

Six control points on the thicknessdistribution.

10 Design variablesfor the aerofoil

Constraints:

• Thickness > 12% x/c

• Pitching moment > -0.065

Two Bezier curvesrepresentation:

Four control points on the mean line.

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Fitness Functions and Design Constraints

Constraints are applied by equally penalizing both fitnessvalues via a penalty method.

Aerofoil generated outside the thickness bounds of 10% to15% are rejected immediately, before analysis.

Specifications: Z. Johan, Dassault Aviation

Min f1 (Cd transit) Mach=0 .60 and Re= 14.0x10**6,Cm>-.065

Min f2 (Cd loiter) Mach=0 .15 and Re= 3.5x10**6

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71Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Solver

XFOIL software written by Drela.

It comprises a higher order panel method with coupledintegral boundary layer.

We have allowed free transition points for the boundarylayer.

Locally sonic flow will be prevented by checking :

The value of Cp: Cpi< Cp then thecandidate is rejected immediately

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Implementation

Hierarchical Asynchronous Parallel EA (HAPEA))

ExploitationPopulation size = 20

Exploration Population size = 10

Intermediate Population size = 20

Model 1 Grid= 119 panels

Model 2Grid=99 panels

Model 3Grid= 79 panels

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73Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Discontinuous Pareto Front for AerofoilDesign.This case was run for 5300 function evaluations of the head node,

and took approximately four hours on a single 1.0 GHz processor.

Objective 1 optimal

Objective 2 optimal

Compromise

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74Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

The Ensemble of ParetoAerofoils.

Classical aerodynamic shapes have been evolved,

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75Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Optimum Airfoils for Cruise and Loiter

Objective 1: Optimal Aerofoil – Cruise CP Distribution.

Objective 2: Optimal Aerofoil – Loiter CP Distribution.

Evolved a conventional low-drag pressure distribution and overall form

Classical 'rooftop' type pressuredistribution upper surface Almostconstant favorable pressure gradientlower surface

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76Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Compromise Individual

Cruise CP Distribution. Loiter CP Distribution. Pronounced S-shaped camber distribution.

Marked favorable gradient on the lowersurface in both flow regimes Conventional Pressure distribution,

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8. Asynchronous Evaluation (E. Whitney , 2002)

Ignore any concept of a generation based solution

Solution can be generated in and out of order

Processors – Can be of different speeds - Added at random

- Any number of them possible

Converged PDE solutions to MO and MDO -> variable time to complete.

Time to solve non-linear PDE - > depends upon geometry

Why asynchronous ?

How :

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Parallelization Strategy

Classification of our model (S. Armfield, USYD) :

The algorithm : classified as a hierarchical Hybrid pMOEA model [CantuPaz], uses a Master slave PMOEA but incorporates the concept of isolationand migration through hierarchical topology binary tree structure whereeach level executes different MOEAs/parameters (heterogeneous)

The distribution of objective function evaluations over the slaveprocessors is where each slave performs k objective function evaluations.

Parallel Processing system characteristics:

Cluster of maximum 18 PCs with Heterogeneous CPUs, RAMs , caches,memory access times , storage capabilities and communication attributes.

Inter-processor communication:

Using the Parallel Virtual Machine (PVM)

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Evolution AlgorithmAsynchronous

Evaluator

1 individual

1 individual

Different Speeds• Ignores the concept of

generation-based solution.• Fitness functions are computed

asynchronously.• Only one candidate solution is

generated at a time, and only oneindividual is incorporated at atime rather than an entirepopulation at every generationas is traditional EAs.

• Solutions can be generated andreturned out of order.

Asynchronous Evaluation (1)

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80Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

Evolution AlgorithmAsynchronous

Evaluator

1 individual

1 individual

Different Speeds • No need for synchronicity → nopossible wait-time bottleneck.

• No need for the different processorsto be of similar speed.

• Processors can be added or deleteddynamically during the execution.

• There is no practical upper limit onthe number of processors we canuse.

• All desktop computers in anorganization are fair game.

Asynchronous Evaluation (2)

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Results So Far…

48m ± 24m(-68%)

504 ± 490(-78%)

NewTechnique

152m ± 20m2311 ± 224TraditionalEA

CPU TimeEvaluations HAPEA technique is

approximately three timesfaster than other similar EAmethods.

We have successfully coupled the optimisation code todifferent compressible CFD codes and also to some aircraftdesign codes

CFD Aircraft Design HDASS MSES XFOIL Flight Optimisation

Software (FLOPS) FLO22 Nsc2ke ADS (In house)

A test bench for single and multi objective problems hasbeen developed and tested successfully

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9. Robust design : TAGUCHI METHOD (Uncertainty)

Robust Design method, also called the Taguchi Method (uncertainty), pioneered byGenichi Taguchi in 1978, improves a quality of engineering productivity. Anoptimisation problem could be defined as:

Where x1,...,xn represent design parameters and xn+1,...,xm represent uncertaintyparameters that are in fine step size.

Max or Min f = f x

1,...,x

n,x

n+1,...,x

m( )

Taguchi optimization method minimizes the variability of the performance underuncertain operating conditions. Define two different objectives associated to thefunction to optimise: mean value and variance.

f =1

Kf

jj=1

K

!

! f =1

K "1f

j" f

j=1

K

#$

%&'

()

MEAN VARIANCE

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83Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

UNCERTAINTY

f =1

Kf

j

j =1

K

!

! f =

1

K " 1

fj" f

j =1

K

#$%&'()

MEAN VARIANCE

d

C

M

?

Design

M

1

Design

2

Design

WithoutUncertainty

WithUncertainty

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84Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

UNCERTAINTY BASED MULTI DISCIPLINARYDESIGN OPTIMISATION OF J-UCAV

Variability of flight conditions and radar frequencies

Fitness functions are

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RESULT: PARETOSET PLANFORMS and AEROFOIL SECTIONS

Pareto M8

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86Short Course on Integrated Multiphysics Simulation & Optimization,Laajavuori, March 13-14, 2009

13. CONCLUSION (1)

This lecture has described the basic concepts of EAs, and a short review of different approaches and industrialneeds for MDO presented.

Details of Evolutionary Algorithms and their specific applications to aeronautical design problems discussed.

The lecture provided specific details on a particular EA used in this research named HAPEA.

It is noticed that there are different methods, architectures and applications of optimisation and multidisciplinarydesign optimisation methods for aeronautical problems.

However, still further research for alternative methods are still required to address the industrial and academicchallenges and needs of aeronautic industry.

EAs is an alternative option to satisfy some of these needs, as they can be easily coupled, particularly adaptable,easily parallelised, require no gradient of the objective function(s), have been used for multi-objective optimisationand successfully applied to different aeronautical design problems.

Nonetheless, EAs have seen little application at an industrial level due to the computational expense involved in thisprocess and the fact that they require a larger number of function evaluations, compared to traditional deterministictechniques.

The continuing research has focused on development and applications of canonical evolution algorithms for theirapplication to aeronautical design problems. It is worth to have a single framework that allows: Solving single and multi-objective problems that can be deceptive, discontinuous, multi-modal. Incorporation of different game strategies-Pareto, Nash, Stackelberg Implementation of multi-fidelity approaches Taking into account uncertainties Parallel Computations Asynchronous evaluations

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Conclusion (2): KEY CONCEPTS

systemic technology like the one required by UAVs willincrease in the future ( see Part 3)

In order to obtain true optimised-global solution we needto think multidisciplinary.

Evolutionary Algorithms are techniques to consider as itprovides fruitful and optimal results.

Simple EAs are not sufficient : the complex task of MOand MDO in aeronautics required advanced EAs

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REFERENCES

Hansen, N. and Ostermeier, A. Completely Derandomised Self-Adaption in Evolution Strategies. InEvolutionary Computation, volume 9(2), pages 159–195. MIT Press, 2001.

Gonzalez, L. F. Robust Evolutionary Method For Multi-objective And Multidisciplinary Design Optimisation InAeronautics. PhD The University of Sydney, 2005.

Gonzalez, L.F , Whitney, E.J. , Periaux, J., Sefrioui, M. and Srinivas, K. A Robust Evolutionary Technique forInverse Aerodynamic Design, Design and Control of Aerospace Systems Using Tools from Nature.Proceedings of the 4th European Congress on Computational Methods in Applied Sciences and Engineering,Volume II, ECCOMAS 2004, Jyvaskyla, Finland, July 24-28, 2004 editor: P. Neittaanmaki and T. Rossi and S.Korotov and E. Onate and J. Periaux and D. Knorzer, University of Jyvaskyla, Jyvaskyla, 2004 pages: CD ISBN951-39-1869-6.

González, L., Whitney, E., Srinivas, K. and Periaux, J. Multidisciplinary Aircraft Design and Optimisation Usinga Robust Evolutionary Technique with Variable Fidelity Models. AIAA Paper 2004-4625, In CD Proceedings10th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, Aug. 30 - Sep. 1, 2004, Albany, NY.

Whitney, E. J. A Modern Evolutionary Technique for Design and Optimisation in Aeronautics. PhD Thesis,The University of Sydney, 2003.

Whitney, E., Sefrioui, M., Srinivas, K. and Périaux, J.: Advances in Hierarchical, Parallel EvolutionaryAlgorithms for Aerodynamic Shape Optimisation, JSME (Japan Society of Mechanical Engineers) InternationalJournal, Vol. 45, No. 1, 2002

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