NUMERICAL OPTIMIZATION TECHNIQUES FOR ENGINEERING DESIGN Garret N. Vanderplaats President Vanderplaats Research & Development, Inc. Colorado Springs. CO NUMERICAL OFTISQIZATION TECHNIQUES FOR ENGINEERING DESIGN ‘Third Editon, Third Priting SBN 0-944956-00-9 CCopyrght ¢) 1999 by Garret N. Vanderplan's President Vanderplaats Research & Developnent, Ine. 1767 Sth Sect, Suite 100 Colorado Springs, CO 80906 Pa (719) 373-61 ‘email: vanderpaats@ rand com Web Page: hipsloninwrand.com‘About the Author Dr. Garret N. (Gary) Vanderplaats received his PhD. in Solid Mechanics in 1971 from Case Westem Reserve University. He worked as Research Scientist for 8 years at NASA Ames Research Center where he developed optimization techniques and applied them to conceptual aircraft design, aerodynamics and structures. He then taught for 5 years at the Naval Postyrad- tate School as Associate professor in Mechanical Engineering. In 1984 joined the faculty at U.C. Santa Barbara as professor of Mechanical Engineering where he twice received the outstand- ing professor award in Mechanical Engineering. In 1987, he left the university to devote fulltime to indus- trial R&D in design optimization, as president of VMA Engi- neering. In 1995 he created an additional company, Vanderplaats Research & Development, Inc. specializing in Multidiscipline Design Optimization. Dr. Vanderplaats is author of the COPES, CONMIN, ADS, DOT and DOC optimization programs and has directed the development of the GENESIS structural optimization program and the VisualDOC general purpose optimization program. He hhas applied optimization techniques to a wide variety of design problems in aeronautical, civil, mechanical and automotive ‘engineering. He has authored numerous papers and has lectured extensively, worldwide. He is a member of ASCE and ASME and a fellow of ALAA. "HgD Satin ioe ei FUNCTIONS OF ONE VARIABLE 235 TR Milam or nama of Polynomial 32 The Manama or vet Pantin CONTENTSChapter 3 Chapter 4 2.63 Gonseaned Funcivons — ay Infeasite 3 a> SUmataiy % PROBLEMS wo UNCONSTRAINED FUNCTIONS. OF N VARIABLES a Bees 3 See secopBloneniont Scaunrot mt rtiotss soreicess cue 352, Aaicy RelreChonge the 343 EER canoe 12 SE er CONSTRAINED FUNCTIONS OF W VARIABLES: TINEA PROGRAMMING ne 1 iwrnonuerion be ERY" Mati fonn atthe Linest Programing Problem 127 43 posswcesauutions 10 ie UNEAR FREURARAING FORCE. Chapter S Chapter 6 44 THEsrLEX MELHOD a EAT The Sings lgrten ie $5 SOME APPLICATIONS OF LINEAR PROGRAMMING 19 ROBLES (CONSTRAINED FUNCTIONS OF VARIABLES: ‘SEQUENTIAL UNCONSTRAINED MINIMIZATION TECHNIQUES us $1 TRoovCTION us $2 THEEXTEUORFENALTY FUNCTION MEMIOD 4? 53. THEINTERIOR PENALTY FUNCTION METHOD 1S 4 TIERATENDED isTERUOR PENALTY FUNCTION FEI Te atu rey Fon 533 Te Situnic easy Faacion $3 Teetopdame Freon 56 SCALINGOF THE CONSTRAMNTS. $2 PICKING ME INITIAL PENALTY PARAMETER 54 ANOTEON THEONEDIMENSIONAL SEARCH 59 THEAUOMENTED LAGRANGE MULTIPLIER 1 $51 Beatty Commined bins % 53) Sita eee Bele ie 531 TeeGeea Conca! Opumcnion Pen 176 serenesces is ROBLES ae ‘CONSTRAINED FUNCTIONS OF VARIABLES: DIRECT METHODS = 61 ermonecion i 62 RANDOM SEARCH Ha 3 Genenc search ~ 64 SEQUENTIAL LIVEAR PROGRAMMING a 3. TMeMemiob or centens 2s 83 ey Conoain He co Miécisenatiz0 aebuceo ceyorexremion 23 Sr eg ty Itt Deve zchapter 7 Shapter 8 64 TE Mopmnso FeasiBLE DIRECTIONS METHOD 1 Be Sec eect Bis Os Dicnatonal Search {aly infearbie Designs, infegvent Gradient Caleulations Shs Ducsson ‘SEQUENTIAL QUADRATIC PROGRAMMING PROBLEMS. APPROXIMATION TECHNIQUES 7.2 DESIGN VARIABLE LINKING. 73 THE REDUCED Basis CONCERT 74 RESPONSE SURFACE APPROXIMATIONS 1S CONSTRAINT DELETION. 716 SENSITIVITY OF THE OPTIMUM DESIGN TO PROBLEM PARAMETERS ‘TeX Sestivny Analysis Using the Kuta-Tucker fo ee % 7-62 Seas Feat REFERENCES 6 Asalyss Using the Concept of DUALITY #2 Basicconcerrs BTSs 3:2 Sctvex and Concave Functions 23 Teetapranpan and the Raha Tucker Conditions S34 SidePoats $25 Thetiachin Poster 8:3 THE PRIMAL AND DUAL PROBLEMS 54 COMPUTATIONAL CONSIDERATIONS 5 APPLICATIONS OF DUALITY SE Bite ner oan 452 Duatey Applied wo Siete! Gptimization 3 Genera Use of Duality in Nonlinear Optization REFERENCES PROBLEMS x 3 23 26t ms 280 Ft 3: 30) 31 Chapter 9 Chapter 10 Chapter 11 DISCRETE VARIABLE OPTIMIZATION MULTLOBJECTIVE OPTIMIZATION 941 INTRODUCTION SET Branch sad Bound Meade 522 Adtioc Menodr 93. MULTLoBJEcrive OrriMIZaTION BS" Pate Optmirson 93.2. Compromise Fropsmning STRUCTURAL OPTIMIZATION 10 BVTRODUCTION 102 THEFINITE ELEMENT METHOD 103 SENSITIVITY ANALYSIS, 104 STRUCTURAL DESIGN de Fully Seeseed Desig 10-63 Approumation Fechriques Genet Eston areicarions Tere aur maanox sexpaeancstate gran Fee ema Ott iBRes see reae reouamctat oe SRE Cl torunme nce Se ea Setar an us somes aioeAppendix A OPTIMIZATION SOFTWARE ‘A INTRODUCTION 282. VinalDOC AND DOT GENERAL OPTIMIZATION ‘A: esalling VisvalDOC and DOT ‘A GENESIS STRUCTURAL OPTIMIZATION ‘A'S: Insaling GENESIS and Femb'Gevest 6 SUMMARY REFERENCES. NAME INDEX SUBJECT INDEX a7 a8 20 27 aL ae a ar ONE, BASIC CONCEPTS 1-1 INTRODUCTION he sancep fanantic o mach af wha we in our ity ves the*bost quality ef e posed withthe rezources avatabie™ Thus “desire Sng ne Produc, we ut uae Sein ist wach provide te dered esl gelvonnderonme tn mans diesen are Soon acetal ee eat nc ‘neceaaay to suppor s pened ae loads Cleary nalyis usb problem Sewgrmewvaarkt vee ema Geen ae to use the computer te salves atemative designs rapiiy. The purpose of Lo GN ance we 2elSitergite son eve shld ronda en metsproblem ‘Although ae mey not always think of wt this wa; design ean be defined a the process af finding the minum or mans of aoe pincer whieh ony beviled the oes function For ihe design o be aceptatle, must alo st tsby acorn set of sponfiedrequcements called constants Tat ae witht [ind the conteaseitmintmunn of enanimura ofthe objective mstion- Fer exzr plassume we win design an intemalsombustion engine. The design abjce [xe could Seto monimiae combustion elicieney. The engine may be rested 9 provide a spene: power output ith an upper lent om te mnt of earn Bellutnis whch cin be emited ints the atmosphere. The power requirements 5nd pllstionestione are therefore constatts on the eh gh Various math ts ean be sued fo achieve the demgn goal. One approach sight be throug experimentation wie many engines are Bul snd fated The {tine provi maximum economy whe etayng the sons ‘porch wit ae surance 9 dating a ee opin Sci. second "pproach mig beta define the derign process analytically snd ten to obtain the solution un diferent ealeaus or the calculus of varatons While hie erainiy an gestive procedure, ii sldern possible procteal applications {o obuain diet analytical solution becatte 0 the eomplenies of he Gosign "Most design aranizations now have computer codes capable of analyzing 4 design which be engineer considers scasonsble. For examples the enpncst nay havea com) ser code which gives "he compression rat air-fuel mxare ‘ato, bore and Soke, and other beste deugn parameter, an aalyae the ne falcombuston exgie to predict ils efficiency. power oulpl,and polltion ‘iishions. The einer could then chsnge these design vanabge and ferun the program until sy seveptable derign te avtined tm sther words, tne physical Experimentation spproach where engines are built and tented feplaced by mera eperomtaton, recogni that the final sep wil sb the coe ‘With the ae “Silty of eorsputer coder to analyze the propoued design, the ex lowest sep hatmaie the deat proce, In ea tai fry {enign suiomation may consist of srt: of Ieope in the sompaer cade whist Sycle tough many combinations uf design varables. The sambroston wel, provides the best vgn satisfying the constant 5 then termed opto Tie Epproach hs been sed wh some success und may be ge adequate i the Snatyss program ases 4 small ammount of vomputer tae However he cart of ths technique meses Gramatically 23 the number of design vanables to be [hinged increases and a the computer tune lor 1 tnele meyers ete. “Consider. for example, a design problem dencribed by three vanes. ‘Assume we wish :oivestigate the designs Tor 10 valses of ash variable ‘Assume alo that ny proposed Gengn canbe analyzed manesemh ote nal asicconcerts > processing unt (CPU) scant ona dl compu There ate then 19 smbina tons of design varables a be investigated, cach rquing one-tenth cand for 2 oil of 100 CPU seconds fo obtain the destedepima deni Tvs most ioboiy be considered an economical solstion mow design stations How Ever, now Consider a more realistic design problem whet 10 varblet deseibe ihe desig. Again we wish snveatpte 0 vaucs of ach variable: Also ow ‘ume ta he analis 9 poposcd desig ques 10 CPU seconde om he Somputee The tol CPU time now teguied to sb the optim desig 10" seccads,o oughly 3200 years of computer tane! Cll, for mos prot. sstdgm olen sre soa rg smaon nee ‘Numeral optimization cehriguer offer lope! apronch to deg so ‘mau, and may algortams have Ben proposed nem years Some ofthese {Cohmurs, much aa inca, quadratic dynam, sad pean proweoog Slagnuims, fave been developed to desi with spciie cases of optmssion {ttle A move general eacyory of algo rfened fo as noes pr ramming has evolved forthe selon of geneslopuriation probes. Meth ‘is foe nunca optimization ace rokeved to cllecuvely ss mathematica programming teshngocs ‘Theugh the history of mathematical programming és relatively short, roughly 3 years, there hasbeen an sims Bewtasringsumber af sgosthns Pubied fr the solute of munca! optimization pabions: The sunt of ich algorithm sally has numeneal examples which Semonste te cf ‘iery darcy of he cho ste wureing potter i oy ‘oveata great dal ote and efor im proyramng a igorithn, ony to fed ‘hott wl got in fet save the particule? optmsaton problem betig steno. Ths oflen leads fo duenetantment wth thew techngaes wich cat 9c avenged ifthe users nowledgeable inthe Basle concepe al mameeal optintetion. Tier an obvious nee, teefore,fr a unifikton ercce presnation "The purpose fre to temp: to bridge the gap between optimization the ‘ry ands practical applications. The remainder ths chapter wll be devoted to's dieuson ofthe bane concepts of sumaneal optmiaion, We wll coe Siler se geweasitemer ofthe oniocar contd optmiaion prc Sn some alight) thcorceal aspects yard he exstence and uncon ‘theta the ote vationpobies Fay se wll conde some se, ‘ial avanages and muons tthe wa of thee methods, Ncmenelepimizitn has raiconlly bees Seveaped inthe operations ‘esearch community. The use of thee tchmgues tempering espn as Pepalanced i 1960 when “cht {taped noninenr option teenie {OSraturl design and.a.ned te pase stustul yess While the work ‘CREE Twas restricted Yo srcteral opment, the concepts presented thee ‘effete a Fandsmentally new approach to engnecnng degn which we peli bietoa wide spectrum of design probleme The base Suncep i that he purpose‘of design isthe allocation of scarce setources (2). The purpose of numerical ‘Sptimiation to povide computer ool oad the designer ti tak 1-2 OPTIMIZATION CONCEPTS Hece we wil briefly deserbe the bsie concepls of optimization by means of Example I-1 Usconstrained faction maintzation “Assume we with find the minimum vale ofthe following simple alge irate anton. F(X) = t0x{-20x}xy+ tox? a? axy 65 on AX) is refened to athe objective function which i to be miniized, and ‘Tewish to determine he combition of te wanables and which Srl achieve this goa. The vector X contains Xj and, and we oa them Ihe degign or desion variables. No ine $7 Tpore onthe values of [Ry and and no adda sonditons must be ma for he “sign To be {Gephicslrprectaiin Cf to fancy whore nes of contr value of ‘RRQ se denuns Thus fincion totter Fefered wo as te anana function ‘tenis os dite geometry. Figure Ui efened tsa worver Ubi design space, where the sign variables and conespod vo the Coordinate sues In general, design space wil bem dimensional, where n {She numer of del vatater @twhion te objecwe tna fanton The fortelde angn pice wil be used cougoou our dasusion of op ‘mization techniques (help visu the various concent, om Figure Il we ean ernest he tins value of F(X) occur at X7 = 1 and X3 = 1. We know also ffom basic ealeuls that at {he optimum, o minimum. of FN) the portal derivatives with respect (6 SE mie vanish Thats BR FOO = sox, +208, +24) 26 0 2) shyro0 = -taxte20x,-0 oa Solving foe Xj and Ay, We fin that indeed ‘se ltr thatthe vanishing gradient iz a necessary but not sufficient condi ion for ining mans Figure 1-1 Twowsrable function space {In this example, we were able to obtain the optimum both graphically and anatyteally: However thi example ts of linle sagineering valve, excep fot stration purposes. In “nos practical engineering problems the maruma ‘ff function cdans be determined analytically The problem i furter compe xed ifthe design variablc~arerestieted to values wring spcerfied range OF ‘fether conditions se raposcd in the miaization problem, Tsefore, numer. ‘eal techniques ae unsify esored 10) We ll now conser 9 simple denenamo where cansinons (cosas) ae imptidon the optimization probs Example 1-2 Constrained fuaclon mlaimiztion Figure 12a dencts 2 tubular column of height f chich is required to sup ports concentsted load P as shown We witha find the mesh diameter D {Bnd ine wall ickness to miaunize the weight of he column. The column songs ave by = pah = pxDeh oy Whore isthe cross-sectional area nd ps the mterias unit weight, ‘We wil consider te al load ony, and for simplicity wl ignace any ceric, ntl loads, oreoluan inperstuns, The soess te Uv cok: lun given by os — ia (©)Cotame 0 fale cg (tera bekeg Figure 1-2 Column desiga for lest weigh, where sess is taken 3 positive am compression. in ender to prevent mate ‘al file, this seas must not exseed the allowable tess @ In addition to preventing material flure the sresa must not exceed that at which nds. "The sess a which Euler being occurs given by e's?) sent os where = Young's modulus T= moment of mera, “The sirens at winch shui buckling occurs ts piven by ee oo pha jomn must now be designed 10 that the magnitude of the sos 6 lets than the einen Of @ 24. and «These requirements an be write ten algebraically as vse, os) eae, (109 1m additicn to the stress limitations the design must satiny the geo- rmeqse conditions tha the feat diameter be greater than the wall ickness ‘Sid hat both the dimeter and tnckness be posse pe conn pew cay seo oy Bounds of 10° are imputed on D and to auc that @ mn Ea. (1-6) and 9, sn £4 (1-2) wil be Gt "The design probler ean now be sated compscly a1 NuMenicAL OPTIMZATION TECHMIOUES FOR ENGINEERING DESIGN Minnie MD. = px ne) subject (0,0 = 150 (ots) 8,(D,) = (1-15) £00. = 8) £4D,0) = 1-80 (1189 D210" (1-168), 210 (1-160) where oa, and o, ae given by Eqs (1-8), (1-6), and (1-7), respec- tively. To summarize, Ba (1-14) defines the objective function and Eqs. (1- 15a) - (1-154) and (16a, 1-16b) define te constraints onthe design prob- lem, Note that Eq (1-15a toc) i just anomalized form of Eqs. (1-8) 10 (I 10), The conszats given by Eq, (I-16) are often referred 10a side con- straint because they directly mmpose bounds on the value of the design ‘variables Figure 1 isthe design space associated with the column design problem. In addition to contours of constant objective, the constraint ‘boundaries [g,(X) = 0] are also drawn inthe design space. Tht portion of the design space inside the constraint boundaries defined by the hatched lines is refered to a8 the feasible design space, and all designs in this region ate accepabe, Any design which violates these constant bound= ties is unacoepable andre referred toa infeanibe. This gure represents {simple example ofthe general nonlinear constrained optimization prob Tem. ° 05 18 al kes ai, oy Figure 1-3 Two-varable Rction space fr column, 1-3 GENERAL PROBLEM STATEMENT We can now weit them nlnerconstined optimization problem mathent cally follows = i Minimize: F(X) objective function omy(060 Jem meqaluy constants (18) A) = 0 ATLL Baualty constants 9) MexeX) Intn side commute (1-20) x % wrere x= 17> | sign variates design given above, wis vector would entain the two vorables D and t The het ton #0 een by a(t) a nell he can uncon “Gin vatables Tues funclons may be eaghce or tpt n and maybe svalsted by any analytical or numeric taiugues"we have si our ipo ° (zn coubiie Mek is, i Hho S4FCieR aoe FEC %{O0+ PaO = 0 (128) é & ee ery 28) asa ite 30) Note thatthe aren constaintson the sgn pobiem,E (1-28) ees o the Yequrement that the gradient ofthe abjestive function must vanish, 28 was Already discussed inte cese of unconstrained mination ‘Wile Eq. (1-28) defines a necessary condition (ara dey con stead optimum 1s by no means suficen at can be seen trom Figure 1-7 owns a Band nthe gure all sly ie roqremensof Eq (0-28) cmd yeh ‘only paint Cis the tue global optimum. Figure 1-7 Relative opima of consrained function. 1-53 The Kubn-Tucker Conditions Equation (1-28) is acualy the durd of 2 set of necessary condition for con- strained optimality, These we refered 1 asthe Kuhn-Tucker necessary cond. ‘ons All thee conditions are listed here for reference and state simpy tt “The vecior X* defines the optimum design the following three conditions must be saute 1 X* is feasible a3) 2 4g0e)-0 bem 20 (0-22)3. VRRP MEY The ea ON) = 0 039) azo 34 oa tresrcted in sin 639) fon (1-31) is a statement of the obvious requirement that the optimum, nasty all constrains. Equation (1-32) imposes the requurcment Us {ta casa 80 voc reel tied (te OX) CO hen he cor ing Lagrange ruliplier must be seo, Equations (I-33) to (135) are the Sear Ege (25) 0 (130). = se inequality consis. At the optimum, constraint gx(X") ‘ot eral and #0, from Bq. (1-32) 2 = 0. Equation (1-33) requires that, if ‘we multiply the gradient ofeach eritel constraint [gy (X*) and 4(X*) 1by ie sonesponding Lagrange mliplier, the vector sum ofthe result must equal the fegatve ofthe gracient ofthe objecave fnetion, Thus we see from Fipure 8 URE) + FECT) AVEO) = 0 (1-360) Azo ay20 (1-360) Sioze g,(X*) = 0 and g,(X*) = 0, the second Kuhn-Tucker condition i ‘fed identically wich respect to test constants. Also, we see frorn Figure 1-5 ee eee a fe. ‘the Kuhn Tucker necessary conditions sie sth problem of Figue 1-8, the Lagrange multiplier are uniquely determined From the gradients of te objective and te active constraints. However, we en ‘aul magine stuations where tne at so, For example, assume that we have ‘efined another constraint, g(X), which happens to be identical to gy(X) oF pevhaps # constant times g\(X). The constraint boundaries g,(X) ~ 0 and B4(X) ~ 0 would now be the same andthe Lagrange multipliers Ay and Ay an have any combination of values which satay the vector addition shown in ihe igen Ths, we can say that on of the Sonatas fedundant. Az nthe ‘example, we ean conser a constrain (X) which s independent ofthe other constraints, but t the optimum in Figure 1-8, consents 4\(X), gx(X) and #3000 are al cotial. Now, we may pick many combinations of hy, By. and 2s which will saisy the Kuhn-Tucker conditions «0 that, while all onstsits are independent, the Lagrange multiplier are not unique, These special eases do ‘ot detfact for the usefulness ofthe Kun-Twcker conditions in option theory. tin only necessry thn we account for these posiviliies when sing algortnin that require calculation of the Lagrange mulaplirs Figure 1 ‘Geometeinterpretation ofthe Kuhn-Tucker conditions “The question now ans, when are the KubnTucker concition both neces sary and sufficient o define 3 global optimum? We ean stutvely define thewe fequirements by refering e Figs 1-6 and 17. Assume we draw ¢Swaigh ine Setweem points 4 snd Bn figure 6, Ary devign whch hes on this ne willbe Sensible design. On the othr hand, in Figure 1-7 i we draw a aight ine between pointed and Co" poms 4 and D. atleast some portion of hs ie will ‘Seoude the fee eign if we pk in connecting any two pote tre 126, we say thatthe cssraun surfaces are conven{A similar segument holds when we conser the objects function. Ifthe objective function satisfies the rsuvements that i ean only have one global Spimum st Grcurted previously an the case of unconctramed misumztion, then the objective i sid tobe convex, thats the Hessian matix ofthe objec: tive function is postive define forall possible designs I the objective fe on and all contain suraces are convo, then the Sesign mace te sid fo be Shver andthe necersary Kuhn-Tacker conditions ae site sulicien to guaran. {Sethu re obtain an optimum tithe global opumum. This defintion a sue Ficent consisone Tor a glotel optimum is actually more restritive han is ‘oredcaly requived but is adequate to provide a basic understanding ofthe ecessary and sufsient conditions under whch'a design ie the rue global Op Turn, A detiled discussion of the Kuhn Tucker conditions as well {Efinisoa ofthe sufficiency sequrement en be found in Re. 3. Ms a in the ease of unconsraned minimization, its seldom posible practical appicaions to know wheter the sliclency Condidons are met. Hove: Ever, moat optimization prablems canbe stoted in many different forms, and an ‘ShdSrtanding ofthe destrabecharactenati: of the design space ts ofen usted in helping uso east tse design problem ina form conducive to solution using 1-6 CONCLUDING REMARKS {n ascessng the value of optimization techniques to engineering desi, ot ‘worthufule to review briefly the tational design approach, The design often ‘Samed out theough the use of share and graphs which have been developed fver many year of expenence. These methods usualy an efficient means of ‘Shtsining 2 reasonabe solunon to adios! design probleme. However, 3 ie ‘Shgn tae Becomes more somplcs, we tly more heavily an the compute fr Shaiya Ifwe astome that we have compute code capable of analyng out proposed design the ouput fom this program will provide a quanitave tale Exton ofthe accepsity and optimality ofthe design. We may change onc or ‘more design vertbieg ant tus Ge cotauey proprem 80 sce af ey desi uprovemrt can be obtained: We nen ake the esate of many computer A tnd plor the objective and conarsing valu veras the various Seaigh parame ters. From thee plot we can nerplae or extrapolate to wha we believe io be the optimum design. This is eaentaly the appreach that was used to obit the ‘primum constrained minimum af tx sbularcolumn show in Figure 1. and {his iscertaily an efficent and vable approach when the design sa function of brly'a few vanables. However if Une donign excueds three variables, te ae ‘Set ny be exiemely it ohn paca. Then, mang he Cbmpater code exis for the analyse ofthe proposed design, automation ofthe ‘design process becomes sn anacuve altematve, Mathemaiseal programming cent. Some advantages and iimrations 19 the use of palmereal optimization ‘chnigues ae lated ere 1-6.1 Advantages of Numerical Optimization 1A major advantage the reduction n design time ~ this especialy rue ‘Shen the same computer program can be applied to many design Pryce ‘Optimization provides a ystemutizn logical desig procedure ‘We ean deal with a wide vanety of deagn variables and constrains which + Opkimizaton viewa ahvaye yields some devi erprovirent {Wie not bial by iaustion ar experience im engineering. Therefore the po "ouity of obaining improved, nontraditional design ie enhanced + Optimization equiter a misimal amowsit of human-machine interaction. 1-6.2 Limitations of Numerical Optimization + Computations time iereazes asthe purer af design variables creases. IF ‘sum inoten prohnive, Aso, the numberof denn vanbles ners ‘hese methods tnd to Become numerically seconde + Optimization techrigues have no stored experience or intuion am which vo ‘Sew "Vhey ar hited tothe ange of spplcabity of the analysis program. “fhe analysis program it nottheortally precise, the raul of optimiza ‘on may be misieasing. and therefore the «sults should always be checked ‘ory caretlly,Optimusiton vil ivsnabiy take advange of analysis eror: (i onder so prove math:muaca design improvements AIL This requires tat we be particularly careful in formulating the automated ‘Sean problem ‘ulobat optimum design. Therefore, it may be desirable to restart the Optom Faion proces fm sa siferect porate To provide reasonable assurance ‘Sf ebtaning the plot «ota “+ "Because many aalyis rogiams were not writen with automated design in ‘mind, adaptation ofthe» programs t an oplimiaaron code may require wg fificanteeprogamming sf thganalysi routine.1-63 Summary Optimisation techniques, if used efectively, can greatly reduce engineering (Sign time and ye'd improved: efficent sad economical ceigne. However ‘S'mporant to understand the imtacond of opamsizason technique and tse {hese methods as only one of many tools at ou disposal. ‘Finals, i is imporaat to recopnize that, usin sechaigues the presise, absolute best design will seldom if over te schcvel Expovttions of echicving the absolute “best” design wil variably lend Suir dappoine! We, betaprecinte tes egies y replacing the word “aptmaation” with “design improvement and fecognine theta convenient mediod of improving design ean extemely valuable toe, ‘numerical optimization REFERENCES. 1, Sebi, L, A: Structural Design by Systemate Synthesis, Proceedings, nd Confer. fexce on Eiccronc Compuston, 45CE. New York pp 105 ~ 123, 86D 2 Schmit, L.A: Stara Synthesis Genesis and Develops AZ44 J va 10, 5p 1249 ~ 1263, Oca 19 3. Zingwil, W.L: “Nolin Programming: A Unie Approssh” Prentice Hal, Englewood Clits Ni i902 ‘ve PROBLEMS trce, F = 100 N, is splice the weight. Under this fore, the weight moves fom its orginal postion at to anew equilibria postion 8 Ignore te cade weight The ‘equilibrium position ihe ong a which the total potential energy PE v3 mush, Shere Pe sori ese ‘a Wine a pit im vers ofthe hore 1 Wate am expretion for Mn erme ofthe angle O ale € Plot graph ofPE venus 8 beeen © = 0" and @ = 45° 4. Find he ange cmeepondig ots nim value of PE bok ra fnlytaly. Prove thr nema © Using sais, verify tat te © at which PE ie minimum ented te eat sium position, Figure 1-9 D> 1-2 oven the unconseined ton = =x+hexed Fagg ee ty 2 Cateite te gradient vector nd the Hessian mates, 1. Atwhat combination of Xj and.X; the gradient qua 3610? For ach pola Went a pb, he ineton & mina, « masimam, oF 3 Pests bone AUX; © Zand X= 2. calculate the gradigt of F > ALx; = and X; =2,caleulae the dection of steepest descent. © Uning he dtecton of steepest descent calvlated in pat update the design ‘he andd formula = xras!Evaluate XX) and F for @ = 0,02, 05, and | Oand plot the curve of F versus «. ‘What the values ofthe Lagrange maple ts esta po? 4. Wee equaten for Fun tems of @ sone Discus the characte ofthis fune- 1-7 liven the falling opimization problem: ton fiimize: F = 10+ X, +X 1 Frompand ceed /da. at ‘Subject to ° {. Caeuae he ctr product VE + using te esl of pars wan b and comm 87 5-%,-2X4 50 1 gorse 1 Plot ihe two-ariahlefencion pace showing contrur of F = 10,12, and 14 and the coneraint boundaies and gy = 0 be, denny the feasible region, Identify he optima, 1 Ney te wocormaoed minimum fF one Sue. he onset, what ar the Lagrange mailers? 128 Given ep 172)"+ 2? = 4, ce desi nd te rectangle of retest seen wt eri gre {he problem forslaton ung maria opiates “ ', Anaytealydoemie the optarum denon of he tangle andi core ZS civente ovegerinizaton len, Bjeiman P= tos, Subject to 22-48 -420 Brn 4-, 220 ay 2-004, +4420 “The current design is. X= a= oe ee 1 conditions for conanTWO FUNCTIONS OF ONE VARIABLE 2-1 INTRODUCTION ‘The concept of trade-ot, or sensitivity study, is common to engineering ‘Eilgn Foe exnrape, we may wish t enous the eet pet peascuger mile Of oper: Sind commercial svc over rovies of dilierne age We will eine Sot the Sout for yards ranged as thown ts Figura 21s in the fare the cont, Felnive fo some base cont C* has bean eatimgied for ranges of 1050, 2000, Sooo, en 4000 nmi, andthe points have boun pleted. The dashed line tz, ntmate ofthe shape of he costvs ange Curve crore wheres oo in dla per pasenge mile a irange innate. aot con of opera ote tht the curve shown onthe figures Simply ow bet eSuatc ofthe oat. ‘ecrange fonction We may wish te ceumate Ine minimum of the curve more Hence ng eee apron ue teks potty Evaluating more posts Gur chossz of methods to 90 this nerpolation i age ‘pendent on the expense of evaluating the necessary sniormation, With th {ur knowns pains on the Sure, we cu approximate the sures using» CoD 28 polysomial and requite no aldvtion! function evaluston, except pechape one {S venfy tha ou appeasimat of is good. On the ote: hand ifthe evaluation of ‘he ost funeion anol expe sive or line-consuming. we may Sash Io evaluate tnany more points on the eu-ve in onder to guaran 4 precise mune. We ‘Sado ths Sy successive posynomial approumatons or by directly evaluating iinctons ona smaller ands ale isle untlsdenred terval of uncertainty eshoved Figure 2-1 Airraf operational cost versus range Tetniqcs for Radin the minimum of anon sich 8a shown in vipat Pe ue sje ota Sopa i Gtcopy hee ned we 2s chetberter eine ue ners ae kere ena fe pect Se ats ces te Dates ru tack oid apt ee aceite salle dpeftc cave) wv are cal of Pgs SHEPSGR eed aaa ooo a acer wag iomehcac ny sv cin th alt ge tre ee ae Rt peg se Sos no eeees See ar eee cata rn Wes Soa flim Sian at eset Gace“Therefore, to provide the general capably of finding the minimum oe zero oF 3 function: Se sill sneer both of these peoblems in our formulation. “Tis Captiligy we develop here ts valine nite ou mph seam engine sng dew saan can be use for that purpose Of equal importance, tis proce. uke will be ied extenswvely during the optimtaation of muluvarabie Cinconsuained and constrained finetions. Therefore, clear understanding of the process of minimizing function cf une arabe fundamental to the eee Uveuse of numeral opie ‘hour development we wil assume the function for which we wish to find the minimum smodal: That the fnetion has only ne minim in the region of our search. Ths is the case depicted in Figure 2-1. Ute function ‘ot unos, then tlative minina may ens tha eave hore is ne guarantee ‘f tnding the ue sunionion, and we vill ally find the minimum Reares © ‘he point st which we begin our search. Also Ifthe Function fs not unimodal, the {ncthogs use for ding the minimum may not converge, and we wil hae to lliow for that possulty when writing computer programs to solve this prob ene ta poeta hs i's theoreical tare tan pentteal concern id ost ppliettns the unioality assumption iu ood one in addin Yo unimodatity, we assume tre fonctions are continuous and ‘that they have continuous first and second derivatives. Agar, thie requirement {nay often be ynored in practice Inthe following sections, we wil discuss two ofthe most popular for finding the tam (or 2e70) of uncon of one vane. These are pay Seal plan and the golden section matted Adatinaliy we wl ‘ress ne grote of finding bounds onthe minimum and iin the mint {hors of sone vecable function subject fo constrains 2.2 POLYNOMIAL APPROXIMATIONS Polynomial approximation i one of the most effective techniques for nding {he immu oft funeton of one varable or finding the pout at which the {Scton sro The procedure ato evaluate the funtion st several points (and ppotibiy the Jenvauver of the funchan) and then fia polynomial to Hose Emown porns “The minimum cf ds polynomial i then fod and 1s consuered to be a good extmate tothe mmm ofthe tue function The method has the v3 {Spe of requinng only» few func evaluatons However there rs no gran tet ofthe sccurcy of the appeonimation, nd for highly nonlinear functions, he proximation maybe quite poor Ars General rly having extmated the pote St which te function is minimum, iis food practice to evaluate the approx ‘mare fanston andthe precise funciona spot. I the two apr to. Fason {le Gepee of recon we ean sanume the sppresimation wets ged ome Here we wil develop :he equations approximating he function. On the basis of ese appronimabons, we mal patient the saluton forthe port 3 Sch the fanctgm ero or minimum In Sderot urd hemo pulynomu spronimatons an a Shak te minnie the nce ~ Fearaxeet es) i undeetood that Fea function of We will ue F instead of FU for bevy. This ea nnlinearfaneton which we wil approximate sings secon Sod then a thtd-arer polynomial "We can fd the minsmum of the te function (Eq. (2-18) by taking the fret Servative Fre 3420" an) nce the prime denote differentintion with respect to X. Setting F” to 220 Spa Solving for X giver X° = 02027, with s coresponding function value, POSTS, Shere ne atenat tune io denote the opumurm vue “Toappronimate te function, we eviuste Fat X= O and X03 as well as the slope, Fat =O shown in Table 21 Me cen now approximate the fncion a «quadratic polynomial he toons tn tres ub +20 ea) p+ 059, + 0.250, = 22183, 220) ays 10 ee) Solving forthe coeTicems, an20 ye H19 ay = 2873 en“Thus, ur approximating function bevomes Fe 20-10x- 287547 es “This function is plotted on Figure 2-2, together withthe nginal function, ‘Table2-1 Comparison of Sotations Method pee ee ee 2Poimquadave 0.103 160 1.9130 ‘Poin cab oor ais ave Figure 2-2 Polynomial approximations 4 unstion ofS “Toking the derivate of Ea, (25) and equating fo eo givesa minum the spprotinatingfarcion a= 0.1740 wih 8 comesponding veo he approximating function of F = 1.9130 and an acu function sae of Pilea. ‘We an improve our aproinaton by sing the tee poi an he ope we sow have avalable owes a evbicappotiaton 1 the frtion Ts eds o he aproximatien Fe 20-10x+ 1923x"+ 19008? es “eking the derivative of Fan equating to zero yields X= 02005, hich eit F = 1.6921. The me fncon valu is F = 18918 ‘Ars fal excise omy! cube approximation was performed sng the inion values tha ne now avaiable but wibout wing the slope at 0 ‘he vesuling solution, tpeer wide previous slutens, 1s buted 0 ‘le: and ascent he the best soluien Smo hase considered 'We could of coune rin ow approximations farther by eer wing ager oer approximations nore eed cube pproxmatons, it et atthe chee which paloma approximation tows ot vaya Spe In general, sever pont point ean be made regarding poyeoi spprotimatons. Interpolation beween wo pots sme eae an extrapolation (Once bons ae abd en he solute addon nfarmation canbe ele ‘cults beween hose bunsto reineteslton Iron advantagour begin wih the ini infrmation necessary 0 sppouimate the fneuon and bese oe he result ofthis, we higher ‘Sppronimation telnet ever, Expenive alzuationotighrordrdenvauves does ot ensure mar pecise enwer, This does ot, bomen suggent hat we should ot ae ‘evatives nor approcnaban heme fh nfomaton is eeilyois- se Wewil a, for enue, tat Fa 0 ifn avaiable asa rest ‘other computions ike pinzaton paces nd, therefore cane sed no sdivonal expense “Fae principal mesg se that we should use whatever nfrmation valet progres tonal te opium slo. Becaue ofthe dearbty ‘Gimgrove or answer ropesivelya vane of oyroma iterplatons eee taste 22 aise conde the peel approximation tt ma‘4 NUMERICAL CPTMZATON TECHNIQUES FOR ENGINEERING OESIGN Thus table s limsed to cubtesppronimations aed tothe use of Fat X= ‘because these represent the most commonly used approximations. Inte follow ing section, the polynomial coelficent are provided for each of thse estes Table 2-2 lists the numbers ofthe eguaios forthe eoe cients corresponding cach case. Having defined the polynaml spproximation, ths sformation will be used to define the pom at which the faction 48 & minimum, mK, OF ‘Table 2-2 Information accded for polynomial approximations Required information ‘Approximation Fi FL Fe Rauatons Tpieeeiear = pense DPointner x x ps2 Pot quadie x X= Bono Porque X XX = pant dPoinabie x aa 2-228 Poinedic x xx 2a 2498 2-21 Polynomial Coefficients Here we will define the cocticrens of the approximating polynomials Viste in Table 2-2 ‘Tete approximating polynomial we wil employ is FeaytaXtan eax? en Inthe olowing equations forthe colicin. 23 a ait sould remembered that he erring ofthe pots, A,X and Xs abr 50 ta for eampe, ray Bes than Also, nt required tha the pont be eqaly paced. However whee spe F is given, this i understood tobe the slope atthe point (One. Poit Linear Approximation Gen FFT) 28s) ean ane esa fan FPL LX, ean [ho Pott Linear Approxination Given Xi, FFD 70 98) a0 2-50) a (280) 9 = Fi-aik, 280) “wo-Point Quaratie Approximation Given (4, Fe FEI. OAD ae (2-108) 2-100) 2.108) (2108)Three-Point Quodrate Approximation Given Of, Fe FD. AD ea enw) ene aX aXe ene) Taree-Point Cubie Approximation Given (Xi Fie FY). Os Fo OF) BoA jac plete. 2 GRADS A OAD — +o 128 ORR NCR HD 1) (Fe-F-K)-FE Sea as 7 = aj(2X, +4) 12) a, =F 2eX,—3a,x? (rz) 207 Fi aeX—asXP 0X? ez) Four int CubieApprotimation Given OF FAD FD OS FD AD For convenience define the fliowing terms 2) = 95 =) =) +7 39) (2138) p= Xe, =) Ha Ky + aad er) Os = Oy === ene) 2. = ADU AVE AD ia26) 5 = FG K)- FUG AY + FLA AD (2.430) Qe = FXy- X-Fi X) + FX (2-13) ta terms of @-Qy the coefficients now become = 2104-2105 saan 3” 80,210 Lae 25-250) ' ay ~ Sg (are) AAA . on BF AE carey ese) ay = Fy aX) 0,Xf—0,X) e140) 2-2.2 The Zero of a Polynomial Having determined the coefTicients of the polynomial approximation, we ean ‘ow find one ot more values oF where the approximating function equals 20. Fe ag tax aXrajX?=0 9) Equation (2-15) represents the general evbie approximation to the origina fanction and canbe solved for the Values of. ‘ifwe are provided witha linear approximation ony [ay =a) ~0%in Eq, (2 15), we will od only one wot, and if we are provided witha quadratic approx imation (23 ~ 0), we wl find two roots to the equation. Here we present th solution based on linear, quadratic, and cubje approximations, respectively ‘where > defines the rootsLinear Approcimaion veo ee) Quadratic dpproimation, F = ay + aX + ayX™ Dates eam Wesow verve pee naan xorate er) ase wher if b>e bee x and XS arereal end 2X; and 25 ae rel and nique. int <0 2X, and 25 are comple conjugate ote {nour dscusions, ely eal rots are meaningful and complex roots may ui ally belignored Cubic Approximation, F = ay +a,X+a;X*+ aX? ‘when solving for zeroes of» cubic approximation wo the function, we have the ost ofp samples roots, renting wa somewbat samples dv {the location of the minimum or maximum ofa ee polymath fallow: tng section wll ead o'a solution forthe rote ofthe fis doreative, whichis ‘Gundratie Thus the termination ofthe reraes ofa quads provides am seeu- fey which vs Conssient with the determination ofthe minimum ef 2 cable ‘Teese ne ay vot snays wh fod the noe of sea ren When he (Gn the wither Hae des oping 2 Yobust apunizainn code, we may 0° ccesgn wen fo ork with Inperndar approximations, sa techaigue ts Pe Seed hers fr Finding the verdcs of sede polymonma and therstore the min Ssuun ot maximum of fourth-order polynomial). Also. this serves to remind us that thre are many” numeric analy techmgues not covered in detail here Ths is important because the ssricus developer and user of numeral opt2s thon techniques must be Famulat wih a wide range of such fechnigues in devel ping effective design tls. To find the 270 of 8 cubic polynomial, we begin by using, Newioas rmetod (0 find one rel root. This possible Because We know that there wh Ulvays be least ene Fel root tothe equation Then, using this rok, we wll ‘duce the order of the polynomial to quadratic and find the remaiting Toois ‘agg (2-17a)= (2-176. ‘Newleis method i simply sucesion of first-order approximations to the problem sing the fneton value and the Drs devvative Fa Fy+FUK-X9) ee) [Now choose an inital estimate for ad call it Xp. Prom Eq. @-15), we conevaluats Fyand FS. as Fem mgs anky aatdeagtd e192) Fo = a4 2aXyr Baytg (2-19) eating Ft 210m Eq 248) and sling or ives x a (20) hee sehore the cubserp 1 is unc to denoe tht the is 3 new estimate to our solu Ws not necessarily the preese point al which F = 0 because we are now sppsosamanng the obs polynomial. We can nw wete 3 simple recursion for rials for eration Vas Fon ay “Sei eanwhere Fy. and Fy ate evaluated using Eq (2-198) and (2-190) by repiae Ing the zo subscript by the subscript N-1. We terminate the eration process when Xy and Kye, ar equal to within a prescribed tolerance, sy 10°. "An algonthn for finding the frst real 2er0 of polynomial of order m ix shown i Figure 2-3 An inl estimate X for the voles te reuined and se. ally ¥= nt good choice, Altematvely, we may pick an iil estimate using ‘nly the fst tof the cube to give a Linear appronamation othe solution, At S"itcond sltematve, the bound with the function value nearer nero in magna fade which i obtained by dhe methods of Sec. 2 je’ good inital choles Figure 2-3 Finding the 210 ofa polynomial by Newton's method. This slgont ne sully very effective noblanmg theft real aero of 3 protect agaist dividing by very small umbers onthe computer and also to preven ky from dering too mach irom yt Eq (221). Ths as easly Sccomplshed by defining the change in Xs veo fis eam ndroming 2) 8 Man Syste eae ow tmp mar int tse pied mage ap Having determined the frst rook X40 the evbie polynomial, we now use ‘tis valu to rede the onder ofthe polynomial to # quart. The duced: oder polynomial Y= byt Bx + OA? azn ba ='e3 eam) bw apeayet e206 ac ayeoat e239 an ajay and wy ate the cuties oF the rig esc approximation of Eq ad; Eeeiste @-250 v 2 quudetc polyoma! where the confines Bp Sandy asthe sue ab coificents ap ay snday our weal orton “Ticcfre we cam nthe. geadetc spprsimation to determine the renaming te os wars abe pam Te elton fr fee foow ie piven Ey G21.) GeLie), A'word of auton ty Ih eter bese Scene approtitiow sz dependent om the accuracy wih hich we ‘nme ie evo ofthe eab satan aft qadrave my no be ae pe cour when the 2 Th oral Oets small compared toy and 4p. In such cots ncarappeuninaion wang, find, susualy best and We only Tins two fous othe cubse This neat ha the orginal Rincon ss actually beter approumated a3 quadratic than az 3 “The approach used here ean be expanded for Finding the eoots of an ‘order polyostia, andthe reader ts reered to any standard text om mumencsh haiyete fora more detated diaussion of thi eshngue 2.2.3 The Minimum or Maximum of a Polynomial Finding te value of where the polynomial spproximation Fis a minimum of ‘maim requires Finding the point at which he denvative F = 0, 40 that 0, #20,%+ 34,%7= 0 en Here we wil in he minimum of F 1fte maximum ie needed, we sim ly find the minima of -F. Note that ia ner approximation has been pro ied, e,= 4) ~ 0, an there it no point at which F" = 0, except inthe epecal case whete a) 0, in wlach cate F'= constant and F" = 0 forall X. Tr quadraucspacoximation hasbeen provided, we ean ind one pont at which FY = 0 and fora cubic approximation we can Find two points at which F* = 0. The solitons for quadratic and cubic wpprtimatons are 8 follows: Quadratic Approximation, F = ag ta,XtayX* eg a2 where X" represents a minimum of F ifa,>0 anda maximum of F ify <0. Cubic Approximation, F = a5 a,X' 098058 Define b= el-30,0, (2-260) We aon have te pale slats + tat af = ott 22m) ae 2.260) where.if 20. Xf and AZ are rest and unique rots, bao Xf and a5 ae real and X= 45 <0 8% and 45 ae comples conga roots ere again, only real roots are meaningful, but these rts " ay comespond 16 ‘other a minimum or maximum of # “To detemine whether X” eoresponds 0 2 minimum or maximum of? ‘ne must vestigate the algerie sign of he second derivative of F aX «7 and = = 2066058 em Substituting the values for X" ino Eg (2-27) we have Fern = 6 (2283) Pury = 26 22m) Examining F, (2-28e) and (2288), we see hats > 0, X7 corresponds toa ‘minimum and X} corresponsis toa maximum, 17 = 0, X; and X; correspond to neither minimum nor maximum of F. Nps promously stated, O iadieats that eal value of X ents for which F sea mnimum or maximus,Example 1. pplication of polynomial approslinations ‘pe 2k pcan erent natal robe mechani; Meme ‘benno lenghh £s cross secional area and moment of ier! ‘Young's modulus forthe matra s designated a3 £ End 4 afte beam is Ininge and end B rests against « smooth wal (ricion Is neglected), at 3 height df sbove the honzontal, Ar losd P is iporeaced from sero, end B Sides downward « distance X beeaure of deformation ofthe beat. The {cams is assumed to suppor’ axial losds only, so Wat some exit force Pag wil cause the Beam to buckle 22 Euler column. AS the bear ‘beckics, it assumes a bow shape ae shown in Figure 2-40. Because the ‘am sigan elon ony te load 0 i tthe undeformed post ton k= and also athe horizontal postion 4H igure 2-4 Seap-heough beam, Using simple enpineening mechanics we can est sm the beats porto backing Su function of te displ Fy = acy fa a2) “The axial force under which the beam buckles asa Euler column is so Ser ee = EH 230) “The actual force in the beam under a given deflection X; where 05's H, {2 the minimum force calculated Som Eqs (2-29) ed (2-30): F = mint Fen) ean Knowing the force in the beam, we can detemmine tne load P from suties be wr Tea Consider now a specific ease H=2500m E2300 cm 4=250em! 1=750.0.em* E=70GPa Pe ex) Using polynomial approximation, we will now estimate (1) the max imum load Pron which the structure will support and (2) the deormed position(s) 023217 at which P= 20,000 N. In our computawons we will ot use. gradient information, even though such information uid Be ealeuated for dss example “The first sep tsso provide an inital estimate for Jon which to base ‘our approximations: To do ths, we note that willie between zero and Hf {or both parts ofthe yroblem, io an mival estimate of X= OSH = 123 em Spears avonable: Then, using X= 0 and X= T2S-em, we wall evaluate Re'Rtncton & Based on te information, we can tar approximation for F =20000 N.To do this, we here P 20,0000 Note that there is no assurance that this informationwill be vali, because 14 possible that the bear enor even suppor Jo.000 N However, hs willgve ex anther pont on which o expand ou “Fhe sequence of operations used to solve this problem is Used in ‘aie? “Table 23 Results of polynomial approximations spronimanon Xi Pi MPP Tomar G0 009 ARAM BGT 2Qundaic 000000 12500 32998 75762 31482 —~ 3.9802 20482 75762 31482 10538 33847 17.26 25,86 Caoulte information Aversion em Pan Pr Tie ae 2 Quaane 32502 204682 12326 2404 10.98 93,138 33.607 2siu4 20000 1925 20011 10392 33,548 33.56 Firm, using Eas. (2-29) o (2-52), the funtion is evaluated a X= 0 sand F's taprovide the values P00 and P= 32,998 N, reepectvely Using a linear aperoximaton, we get X° = 7376 om. The calculated Tond Bi Guplgceent P= 3482, showe a cane 1 the abe ad ‘rvwtha reasonable rd point on which to expand our approximation ‘Note hat "provided by th near approximation was negative of seas greater than Hi, the result would not be weed ince iis uneenorable Th ttcad we Would pick a diferent point on which to proceed. Here, ‘eavonabie 0 walue was obtained snd we now have tite ports on which {S tase quad appresimation, he Seon op ar soon i wo crete a tee point auc sppronsation based onthe information now avasaine Fortis Purpore, ste ube Ege (2-Mla)- te, (17a) (2170), and (238) “Tne erulof ha quadratic appas mation ested a Table 2-3 a case 2. Woo have an etimate of we value of Kat which P= 20,000 N apd Salseof'tarehich Prmanimurs For each these te raul that the approximating and prosie values ofthe Wad a somewhat hetee than before, Alo, we'pot have [out pints oa which fo base our approx “Ks case 3, bated on the four “designs” now availabe, we wil refine ‘our approximation. Using al four points lo define a cubic polynomial, we an eatimate the point at which Ps maximum and three paints at which {P20,000 N. Te third poins for which? = 20,000 Nori i ot given inthe table) Ye estimated o beat a value of X* = 53.280 em, This is 3 sur, prsingly ood extumats to the postion where, afer the bar har “snapped Ehroughe" the load ts again eql 20,000 NT precise rere ts ‘Scouts feat 8 52489 cu The resulting maximum loss et ated 10 Be Pens = 33. 848 Nat X= 10.592 em and agrees precisely with we calew- ated load at this point. “the method of Sec. 2-22 was applied to the cubic approximation 19 state dh ft point at which P= 20,000 N. The Fesult reals lst in ‘Fable 23 ae ete’). Table 2-3 ves the seraion histo of Newlo’s solu. tion forthe fet sea root F = P30,000 using Eq (2-223) and (2220) “Table 24 eration tory wsing Newton's method wy Fu Fhe 160. anos 017@ aS 2 2ases a281 4755.7 3.5480 2 1s 7536 asta ase 4 3st aorg aan tot S351 90039 aes 3.3868 ‘An slierative to finding the zeroes of the cubic would be to use sue ‘cersive linear or quadratic approsimations inthe region of P = 20,000 N Sha suseessive qondrais approximations in the region Of Pay ISO, it practice, four solution i not acceptably precise, we could continue our Sppronitataons fo efinc the answer tuccemively. In Table 23, the valet Stor a wich the function was evaluated ae underlined. Its seen thatthe “Sbiution forall hee of he points found here veguived a total ormine func ‘Note ther we could have observed that PO at = #1 = 25.0 cm to mpeoee our appeonsmation. lad wre done this, we could have begun ith 3 {Tuldratc sppeonimatior bassd on X= 00, 123,and 25.0em. Thus wouldrequire one less faction evaluation an, in practice if sch informa ‘vlable, it should be used. Finding the slution using this approach "The actual load-dsplacement relationship is shown in Figure 2. [Note that although the function is continuous, the denvatves are discon- tinuous athe point where the eam buckles af a Euler column. This wan trample of how the theoretical requirement of slope continuity may often te ignored in practice. Table 2.9 Iss the precise solution to the problem. Tac comparzon with the approximate soluvon obtained here. et ‘301g 150 200 25.0) rant wee eae: ‘ueting ocost ecementX em Figure 25 Load-dsplacement cure In the following section, we will consider anobertechnigue for sl ing cptimization problems ia one variable. Using that method, we no longer have te theoretical requiremen of slope continuity but will achieve this lary atthe cost of additional function evaluations t obtain the solu 2-3 GOLDEN SECIION METHOD ‘The golden section method fr estimating the maximum, mum, oF 20 oF 3 ‘necrarable funeton ia pcpulr chaque for several reasons Fat, whe he fine i aisumed to be veimolat need not have continous Senvatves Indeed, in special eae, we can deal wih functions which are at even unimo- (al or continuous. Sevondly. as oppored to polynomial r other cueing, Techniques, the rate of convergence forthe golden rection methods known Frnaily; he method is easily or solution onthe vipa computer “The medod is found w be table for poorly condiuoned pr However {the problem ie wellendoned (or example, sry in. wr qusdeas problem) the method will wot converge any more rapidly. The atacive fea {tres ofthe method are obuined athe expense of requiring & relatively lage umber of function evaleations ‘We wil begin by presenting the method for determining the minimum of sk anton Fhe is derstood obs Fncion of he npn Bs 7 We assume that lower and upper bounds on X are known which bracket the ‘mim, and we will call hese and, espectively. We also assume that the funtion has been evalated a each of these bounds 20 we know the core ‘ponding values Fjand F,. Ths staan s depicted in Figure 2-6 "Now pick to itermediate points X; and Xy such that X, Se es Simple. ‘ aK tio coy Euston (2-36 a v0 P01, a, = 258 - o58197,261803, ean We ean ignore the second root a4 not meaningful since tise prester tn soe perbRTSE Mace ae ay 8 gf coer asm ye tex = 041m ean “Toking the rato of hese solutions we have $B ~ bersos (240) Tisai iste famous “yon Seton number and has the anon anaes ee ean % “The golden section recurs many limes in mature a an seshcie ro an \troughout huary sea urcr to whch magial properscs wer len ai ‘ted. For example, ef th rato othe bane 1 Negara the Gest Pyraa ‘Ano, tis tory (ose) that thst he Uatance for the mae fo the ‘round dvded by the dstam ram the op of the aa tthe navel he" ‘um hua body ce Figure 2-7.208 = Galen tctin to Figure 2-7 Leonardo és Viet sy ofthe human proportions For the problem we wish o concider, the golden section provides the desl sequence for dividing the iterval to Gnd the minimum valuc of F witha few function evaluations as posible. Returning new tothe orginal interval bounded bby Xpand, we can dein the interior point Xy and 3 i ens OF Xp Ny ad where [Note that «is simply X; defined in Eq, (238). Now A= 00% (23a) Ay ok, (e40) 2.3.1 The Golden Section Algor We can now devises compton proce fr tetivel appiing the sold scton mend As ny tive pote emus Seine seein [Dive can ety ben the proves fa converged 2 seepabeslston ‘arming we have dtied the tal tcl of eran, SeXy we may wish to edce te ntrva to ome aston cof hina intl oer tive to some specified magne OX Het maybe tele to aba rel Sevolance, dependent onthe ial teva and Asa sbslute lara, ‘Shichi ndspendent of he al ena Troll convenient w work whe eae tleace cI we witht spc the soit lertce Sf emer ta he al neva Ay Tato be wpsiiod we co fede ore 48 [Now we can convert the tolerance € to 3 maximam number of function valuations in addition tothe tree required wo evaluate Fy, Fy and Fy by recog rng thatthe interval is reduced by the faction «(38 percent) on each iera- tion Thus, if we desire a specified tolerance « wehave ee a-0" 248) lahore Wi the total numberof funtion evaluations, including the initial thee. Solving Ea. (2-45) for N, we have = cles = 207mm + No getgg 2 = tomtme + For example if we wish to reduce the interval of percent of the initial interval = 001, and fiom Eq (2-46) we calulate N= 96+ = 12.6 -» 13 function crlaaions, "We can now use Vas the convergence enteion by terminating the iteration ‘ores when a foal Of funcion evaluation hve bee perfurmed. For conve heat eferenee, Table 2-5 lis the olenncee relative tthe umber of function ‘sluatons W, (248)Table 2-5 Convergence rate of the goiden section method N . N © N e a a a a ee eo 3 osm” oa aaonis oie: “Waal eunbe oT fancisaevaluaten = itera of uncertain ative to tira Having exablshed our convergence esterion, we exa now define the sgplden sexton agri as shown in Figure 2-8. We fe speci the conver {Eee loan este action to wh their of ances) a be feduced Using Eq, 246, we calculate the mera fuoston valaatons W ‘quired to hive ths tolerance. The computation val be done toting ‘omni aridet ond N may tke ona atonal val, ay EE as ihe stone, Example, Round WW he next hagher integer number, Now spi he al imverval Xj and and evaluate the fnstons fy and Fe, Ths cen be doe oy the metbods of See. 24 The golden section ager St Figur 24 begins wih {sr ntrmaton, ‘Caution: maybe observed geome'cally tha in his algo, X ean be updated bythe elaonstip Ma x a7) and X can be upstate relatianahp AT xy es) ‘The use of By, 2-47 ar (2-470) is atesetive Becaue it ecomputtie ally camverent ands slightly more efcient ban sing Ea (225) ane G- 430) Moweveritannot be overermpbasind that Ey, (and 270) as ‘ot be ted, Dcaue these eqations donot purses that he golden Seco ‘to between and sass. Three sal namenc penned the begin athe terton proves can destroy the lyon, Equann to {833} ant (2-130) on te eter Rand tin the flden sro a os ‘ut thesention rocens nd at shuld sways betas cea igure 2.8 Galen ser anton he2-3.2 The Maximum or Zero of a Function ‘The basic golden section algorithm i devise 10 determine the minimum of + fiction of one varable Te with o maximize the function, we eed only minimize the negative ofthe fneion (Ua, mine) ‘Finding the aero fs fancton most ar tnightforward. Recall tat in imiston ssumad tht we knew lower ted upper bounds X) and X, espe. tively, on the minimum, Assume pow we wish o Bnd such hat F'= 0. We ‘ust bepin by proving tounde Xj and X, such at Fy <0; Wat i he ane tion must be of opposite algebraic sign at Xj and X, Now recognizing that the ‘unctin isnot required fo have a continous fist dervative, we ean Gd the point =O by simply minimizing the sorte vale of Fla eter words, F = 0 when F1-¥0 = minimum ea) If we wish find he point where F =F, we sip minimine | FP where? Is specfed constant Example 22 Application of the golden section method ‘We will now solve the “snap-through problem of Example 2-1 using the {olden seston method. Now we mu arhually solve Ue separate prob FEms, one forthe maxi loud Pyys td two mare forthe to points where P= 20000 N: Because this mth sequentially reduces the inter Sruncerait, set speaking nly one af hese pots canbe found lime However we will ee ta ls posse use tformation obi ‘ring one soliton to acer the sextet ofthe paler, “Astefore, he poblem so Bed the maimar ond Poich the seve ture Wall suppor andthe deformed paiters at which P= 20,000 Nn tichense, we wil rele the interval of certain toa magutade of 25 We wil begin by finding the maximus load the sructre can suppor before stp-hvough. Breause we have developed the golden section ‘method as» minaizaton proces, in rer o maximize the fad, we wil folve the eqtralen problem of minimizing the nerve ofthe fod hat, FP We will define the obvious ita bounds onthe eotion of = 00 and x=25.0em, ‘Using Ea (2-2), the convergence lence becomer ¢ = 0.257250 = (001, ort perce of the ial interval. rom Tebie 25 wo ee that the Fequised nomber of finction evauatans wil be N= 13 to ensure he Fequied pression, ‘We now apply the yolden section slgonthm presented n Seevon 23.1 to Gnd the mimtmimn of f= P and the ssocated daplacement Tee Sequence of function evaluation is shown in Table 2-6. indeed ths swat ‘sat done to obtain the precise solution presented in Table 23 ‘Table 246 Findiog a maximum by the golden section method rane Taaa lane feo al ee ern te at SS, subs em ax eneeen Sapte etl eae ane | Stat ce at TS, pees reer ae eawe.! erm ncn oe TEN“The anowe on the ble ndiae the sequence n which the lower snd copper bounds change dang te teat process to namow suceeseieh ‘Ne mera of uncer. The maximum fod is Seen tobe P= 33,840 8 StF 1013 cm. Te is easentaly the same fest os obtained using Polrsomsl approximations We can ofcourse, obtain a more precise sly en'by reduing te tolerance we require the solution to meet, and ined this i wha was dome to obtain the precie solution presented in Table 25. “The nent ep o fed the ht value of where P = 20,000 N. To accomplish this we wll minimise F~|P ~ 20,600 , While we could begin by ehoonng (or empl) 1 00 and X= 123, we can improve our et lncy by tng that Tle 2-6, P= 00 at = OO and P=27921 a 5230017 grote lower and upper bounde,reapoctvely. en the saluton ‘Betning these points 2 inal bounds onthe soaton we have X= 00, F,=|00 ~ 20,000) = 20000, and X, ~ 5.9017 and f= [2.921- "99001 =7.921. "Aopiying Ea. (2-44, the convergence tolerance becomes € = 0.251 ‘59017 0.04236, From Table 23, N= 10, cluding tne two fonction valuations sendy prowded The rns o ihe golden section algo ‘Me presented in Teble 27 "The fal vale of = 19.931 N at X= 3.5698 om is slighly fhe Som the desired solution tha we dbaned sing polynoma appro ‘hon but sll que acceptable, bing wna ration of | percent he aly, e wish find the second poi 9 < X'< where the lod P= 20900 N. From Table 26, we sce thi now we can pick bounds X) = 15451 where Fj =| 28,730 20,00 |= 8730 and X, = 250, wih F,=10 20000 |= 20000. Nowe = 0.02618 and N= 1, scluding the two fre ‘on evlusionsaleady perormed, Applying the golden sation slgonitn besa fal valve of 2°" 1901 Sema P= 19887 N, which sao ha {ett ihe prsiaeslton han was obied ving polynomial approx “This example demorsstes bath he szength andthe weakness ofthe golden section method ts sen shat we ean guna the accuracy of. {he solution, The weakness ofthe method isthe relatively large number af ‘aneton evaluations necessary to rea he slain, In obtaining the sl ‘ono this problem, we requvedstoual of 30 sepurae function evans 4 compared to 9 funcon evlastios using polmomal approximations Sve the sme problem a Polynomial interpolation and the golden section method ate only 49 of ‘many techniques avaiable for saving problem of one vanable. However, inst ‘Grozncthod provide 2 yood general capa for finding te firm 2:0 ‘auch functions. Referencos 1104 provide numerous ecdunl methods of Table 2-7 Finding zero by the golden setion mi P= 20.00% ook einer 1 waca 8080000 2 597 #280 2 ama an Be 4 36s st mast 5 Aso 500 ans 6 ans 2069 931 7 3am ses nso 5 saa wr wan weaason meta 2-4 FINDING BOUNDS ON THE SOLUTION tn searching fo the vale ot X for whch Fis a minimum orzo, fen nee sry fan imontavays estab) to begin by fing swe tau Sod ‘mupoer bound, which bincket he elton. Ih our penaus examples, we picked several arbrary values of Xo ws pte abserutonf9 doy bounds on our ultima In pmeal we eldoMhave ths physical isgh so, othe extent posible, we must devise lope, ‘Spyoach for finding bounds mn a arbre Rneten ‘We wen by ssuing we know the function vale aX = 0. Also, we suze the faction is une an that the slation les iy the positive ‘orm. We wl fst consider he probem of Gadgg he pat X at which ie ‘inaios FO lowed by te slaton for te at whieh i imu 2-4,1 Bounds on F=0 ‘The problem here i ein lower bound Xj and an upper bound X, sch Bat ‘he vale Fs oppose in sign Bom Fy Thus FRO 4s) Nove tat equaiy i acerpabe in Eq, 2-49) because this would indicate that ‘Sither Fors the desired aaa. We begin with =Oand evaluat the cor ‘responding ieton F, Wenow wishto existe anew ont X, such hat FA, ‘negative or aero. This fst estimate or is oten quite itary besause we, {in peer So nt know the approximate solution, Thos we wil pick ayaatex : 0) where AX preassgned constant {ives func cough o know the slope othe fntion at X= 0, we can ctiate seasonal sep A wing te fst-ordet approximation Par +Fiax=0 esy fiom which Fy B Using either approach, we now evahats F, and check using a, (2-49) 10 see the solion ie Bounded CFF i pone, we mst X= (ond F = ,) ‘se agun apply Eq, 50) of some ther updating formula wnt the solution is inde ‘We can observe tat fis quite all many erations may be required to achieve bounds on he slston However, these Gounds wil provide 2 000 ‘Sat pomts on which to proceed wih palysommler golden section neat tin: Ge the thes hand nrge 2 wil achieve bounds woe rapidly but athe ‘ov of conserable eure -condiionng fs welts oven wid nal or es) one fr iateralton Therefore the eticeny ofthe ove serpolaton ‘Bocets dependent gn both he metho of achieving bonds an ema ‘a trav vpasting formula is Re sane @59) STP Othe Canaan bs esnenal to provide > 0. However te vals sf snd b may be modified during the bounding proces Noe tat Eq. 2-53) ‘tines 0 Ba. (250) fa =O, which ese 5 AK “An nding procedure wich ha Seen fond pricy effective is ADT = teyxtaxt esa) apenas ee) in practise, recommend that anit X be chosen wing whatever ‘ight is valabe Epecally, woe Bq (252) fF known. Aer anit ‘ep aol teins are teqied tis eeammended tat Ea. (2-543) « (@Bany'be ued wit a value of @ between 10 and 20. The valve ef = (14 45)/2 = olden section ati is usually sisitory ‘Tae slgrm piven in Figure 2-9 i recommended for gone ut in fnd- seg boards hear of futon “hc ening o tn sed on Eg 5) - 8 Ge daan now bracketed hah ha Xie lower bound an, ian spe bund. om this po, ne en rose wit perl glen c= ‘hiaceliton ose contesion of ie woo ee etn 2). Aenatively, 2-4.2 Bounds on the Minimum of F Finding the minimum of Fi equivalent inking the value of at which the AeeativeF" = 0. fe cn eaily evaluate F, the meodsof See.2-4.1 en teased ind the eo ofthe denvative. Howeve, nie more common sae te we canta en evaluate Pa ach proposed Xlnsead, we must Sevise set fing Dus on he onium of Fusing ft aes "er, a before, we assne tat the Sluon ism he postive X domain snd date action umlFigure 2-9 Algoridu fr finding bounds on F=0. ‘Te find bounds on te minimum of F, we can begin with.X)= 0 and choose ‘an initial X, by whatever means i easonale, jus ae when we searched for the ‘ero value f F. Also evaluate F and F, a belore, Now iF greater than Fy then X, is clearly an upper bound andthe slution ie complete. On the other hand, fleas han Joes ot follow tht. anew lower bound Ths 6 easly seen i Figure 210. "Atal Ie = 0 and X, 6 choscn arbitrary, From the figure, the fanton value F, is ceuly an upper bound onthe minimum of F However, knowing F; and F, ony, ts not obvious, since F, < Fy In sep 2, we set ky and) ual tothe valu oft, and F, fom step | and pick anew Ny Now we evalaies new FF, Heve Fs ill ss than F and 29, based on the chterionwsed in step 1 Py ‘would not be chosen asthe final upper bound. However, Fi greater han and faethe upper bound on the anima of F Figure 2-10 unis onthe minimum of rom this simple example itis lear tat, in xenera, hoe function values sre nocd to cnaue that we have ented lower and upper bounds on the ‘Siatlon. Begomng with an nits lower bound: ands poposed upper bound Xz, we evaluate the functions F and, respectively IF, 2 Fy then, 6 0b¥- ‘Sly an apes Bound, susuming the function has a neytve slope aX Beeause the solo assumed o em the postive X domain, olows that Xs the Tower bound and te aplton vs compte WF Ks than, we mast er tively apply an wplaing formula to ahieve the desired bound, Equations (2 Sa) »(2-58) are recommended hee, with the constant a = (1 + J8)/2 olden seston rao. Now we mauty the algorim of See. 2.1 shi 10 ‘ean the lant ee values of 2 and F This wil give My andy where the Imire pot XH tothe fused i the pon section method. I the olden secon method sed sbacgucaly, we wil lead have the hes ne ‘Sssry sting valan, Ife choose To wse polynomial interpolation, Xp 20d X, provide melrpaced ponte on which 10 fit a uairate approximation to ‘elin our estate of the mum we know the slope ofthe faction at. X= 0, 2 ist estmate fr may be found wih wil resuge te ojecne faction by some actin, sy 10 pores Unig lieu approximation. Tov his we dafne the sppsimatefuetonFa Ft Piax = OF oss) whore Q is 2 specified content. A vale of Q = 0.9 wil provide 10 percent ‘hangeia F based on tus near asumpton. Note Wat if Fy=0, we must replace Q\F with small constant. From Eq (2-85) we calculate AX be G-ore axe SOF (2s) “The sep SX can now te ken as ou iii eine fr ¥ Toc lord gen in Figure 2-1 commended for fing bounds on Figure 2-11 Algorithm refining Sounds on the wconseained minimum of 2.8 CONSTRAINED FUNCTIONS OF ONE VARIABLE Upto thi point we heve deserted mabots or nding the minimum or zero of 1 Single tueton of ne sarabie Now we wth food the minum of ene function OF sbjet to Ws reston ht wher fancies of te same varase ‘eonpositve Mathematically we wish find he sale of X hich wl Minimize . esr) Subject: gs0 tke sn rhe F and ae undersond to be onctions ofA Thi ie the inequity con {ruined minimsation problem pected in Chap. I, excep bere we a com ‘med ith only one design varble Xie of sof vanablesX nds seton we wish oly iaoduce the concept of ding the con strained minimus cf a fincon of ce sable: Forth pupose, we asus That at AO alg are epative and atte fancon Ft desreasing wo ‘porns rom 2, In other words, ee are nace or Willd consi 3°5"D'and the menimum af Ferm te peaive X oman Ths station ‘iepstedin gare 212 where the action Fito be minunized subject con “rin firctions gy a. ad Os he ge, coast boundaries ae de ‘on Fat the points where ad p20 we 0, "Wien tht point in Figure 12's tbe consained minimum of F-Now swe ws fo devise tse for nding th unin nummer. Here se i esos two approaches fo he poiem, lene to as diet and ines ‘methods in exchapprosch we willeonse he se of pulynomat interpolation [I the galden seston mean se be poem 25.1 The Direct Approach ‘This approach o constraint fenton mnimiation volves dealing wah each ‘nctge individually ae ve make decon caring the minumation prowess the mange in whic we coherent, depending on whether we ae wg fulymonial itrpostion ide sesten ctu eh ese, we fst Eeizminctounds on tes liton Tae andy Secomplied by combinant tcehniguce for fining bounds onthe eo ad bounds on he mmm of + ‘new Hare we bein wh Dada al, chosen ov belare Now Meton. sue pontive oso hss ely ape oun bee te bepn thal whee ecard aberit ong eis he cor Toe Jy whch led Th eon enleon Bal he vale fF (ee tn Fy eter af ese rer met 5 pe ound nh ton owe up before wel are g Beem pose oF ‘eater thin Fone revision Figure 2-12 Consaie ftonofoe var ns found lowe an uper buna te conse minimen, We oad ofthe leony olson. ‘eater gaol ernie Using the fron now wal sbleont cesar. vaning soal ntor afpobeween a0 ‘pine te values of X a shih F moma and awh eh Brn0,J= om Tis prea + Tae Xp = Lon, which eet sub soluons tthe posen, Kring at esto ut betwen ‘yan. me eet any of hc values math ange. Fo exalt pn whch gy =O Figue215 wl be mga aa he ent meaning “The desired salto he minimum which gear han Ny and his he proposed conic minimum po forthe fancon. The objet aed con ‘rat fncions wuld gow be evalnted this pont fo ensure tar sg, 038 reed. I'semeg>0, erie Souton desired to tore acu. thi. ulin can be updated i fn the answer f the requlred pecs ining onic: ron of wing he glen con mc GiendReinds ten and troops yan My Now we las he ‘ora intons tach pow! a well a th objective func. fa. ay i postive (or ara), thon. bes the new upper bound on the slson, andy Ip constants ae Wate, 8 rd Fy Fy > Fy becomes the ne lower ound, and if F< Fy betes the new upp bound jut as done fr ‘consid minimization, 2.5.2 The Indirect Approach Using he indent apprich, we conver he contrsne problem of Es (2-57) $i 5b) to an eqn econsained problem. The simples wy to do hi int crest a preado-objeivefncen F Perey ye" es) whee 420 eso The aaa is cll pay parameter penalty mele ‘Ejuiuon GS) sefoned wae an exral penal function, whee the second par othe equation penalizes F for any consi watuons. The ms ‘ie ofthe penal deendct en he ale of “f clandy he ature of he veconsatd problem we have reste, reler 1o Figure2-13, which giveth plato F eras. for several ales fF Also Shown as dased Ines ene anes Fg, 3, 4nd gs fr efeenee 1 Figuze 2:12, Formal vals of 6 farcion ag well behaves” ad the msm, {2 eatly lected sumem aly wong 4 pelomial wr saat expeditionheme However ths minum vane ui of te cone ad ‘Ses On be ofc tand frags vist ot hth miami ere Srevand remnant Gs epeve of cesng u mmercly lc Seed fc. For example iF eval ra age Za numeral on ow ene il ely rec compu As, te Spe of he ple Sve fron cue ot apenas wal by 9 pyro ton, ‘Bulge pty Ste ypnen th ttt We wl rts mer eanditonng of aae ven wee se shi {Siveg,tuldmensod!sptnatan pebiens beene it ses Shy Sede nthe demersal Jin pce he Figure 2-13 Pent facta spainaion 9s cansrine aeton To overcome te illcediocing pote ado progetto a more nd ‘ore prise consaned mena ean begi wih sal ale for Rad fed he uncoated miu fF. Ten is icrened athe probie Imps lowever Row wees on este of whe the slo wil i sas should beable ote the new robe mere efinly ALeachse, We are miming empty weanseisedfncion F and soem we ou staal teenies fr tolvnguneostained iniozaon plies “heir an atmetve faethe nds approach Besta optnon ck ‘ues fr sling wcomaied probes tn vanes a fen so "Tia etre, wh we ube este mini wing sa of the peal punt ted hen Suen nese R ashng he anor ‘led mannan potion aga teach tp ede oe tte eae ‘icoutraied mninaaionfcbnguer, ot SUMT, to deeb Be etd ‘Unt mtd we ep rhe itn af malvarble conaae op ization pole uh exer pray fonction aprach at acme toe oftee tae SUMT ctgue I we re mk the Conard at ‘om ofa ection al ane varie, he ee appach yen mee 231 ‘Susuly he prefers cha. In mlivarable problems, hs cha wil rot etpclow Te pues ee as ben simply to nese he SUMT concep IX gee out of SUNET thos fr sling mavarae ena ‘Spann oben preset a Op. 5. 2.6 A GENERAL STRATEGY FOR MINIMIZING FUNCTIONS OF ONE VARIABLE In developing state Ein he misimum of fncon of oe wl, {ts input o we wave fama we can oak he ce ‘hag mumerzalopimaton, we oul aaume te fn esol ‘Sonos, aod hve eontowus ft dereativesFurtennoe we wah ely {She pole donnin Onto oceans whee we wih seth ne teguive arco te pry modifanon 10 cur apron aS, ete ve slosh noe dete. Tie wah to coma ese per of manmuation problems These we vy scotch ha at X=, emg ‘ally embed cantina hat at X= 0, ome gate poste Cataly Incase) Withee ecm we ae cioering, he bane apo be ‘Sheba yea salary righ le othe ‘Econ Net we paced bowed bth lution and ten eee ‘nts ug plen sete cos inal we wrth ast lu con ‘mpi rf elton mh ce pias pon Thapar angulat ponies ony as geal patie. pe ‘ceil ead io odie mpove ency fra piven pesion “The metods sett hen aed exten ft te won of al sal opumanten rama io Beas aera2.6.1 Unvoastralned Functions Tie singlet poblen in one vcbl i dng he woes sims, Re Sa ea gue 210 pet fy rem Te ‘is Sep he pen con mts to rece teal Sep, eg tag topos, pom pate Sd tim tn ral ea eres. ‘hor curaes | Figure 14 Genel slgrit fib consid iran of 2-622 Constrained Functions —Intially Feasible Wen Ging te enemies mini, eet pprosch pen S25. 'Ssongeed Te cmp soe or tha ee sow Fe 215 ‘Ram wee eps nebod lowed pobmonsa! aptn (2) Finding bonds Figure 2-15 Algontiu forthe constrained minimum ofFinitally feasible.rH ? gs ce pa apie aree| naisesinae ne Saas ‘Apply edie palyromia fmerplation to st four owls foreach gale to-slmate the smallest postive | “Kowhereg-0 and whete te pclynemial approximation tte ‘slope of i posve;, eae X. Pek P= min (FF FF ‘such at allg <0 2 = Xeoresponding to FY (tegen eli sion aad Figure 2-15 (Conte). (€) Furter refinement by cubic polynomalierpoation Figure 215 (Concluded2.6.3 Constrained Functions - Initially Infeasible ‘X50 oe or more consent funtion ae poste, a shown a Figure 26. in icy Sapna ote ton an pene spe = 8 Increase in he abestive as possible fn Figure 16, the Lolution forthe niially ‘Scening function he pout where 0) = andlor the inaly erst Ing objetne the solution ra the point where gi) =O. Another posi that ttre gould have an wnconned irre the eon bate $10) © Gnd gyod = 0. Yer another posi eahown a Figs 1-17, where, ‘cfoe we overcome one eonstint lao, moter const fe ited. ty ‘Siero nile slon end we ny with on te ected { i Figure 2-16 Misimization cf a niin infesbe design, For the problem at tnd, we hve four posible savers 1, The funtion ie deresting nan unconsined minimum ex 2. The fnction ie decreasing ands entned minima ens 3. The fnction ie inceasng and feasible sauna be found. | No feasible solaton ca be found, oy ~ Figure 2-17 Minimisation when feu ain exis, “The algoridm given a Figure 2-1 wl id the appropriate minimum. AS before we hae te fldenstoson method (modified somewhat reduce he {nial otra of eneensnty and then refine aby pimoral interpolation tilt nied that io eal souton ests, we re acl fing» place {hit to pins dicen conan sas an th are Spprossnting De ‘vege ofthe cca lors "The tecgue presence tn lg ithe det approach. Te nd set aprouch coud culy be wed eran sly rues sein up theity function and using the methods of Sec. 26.110 find its unconstrained Ininimans Such an approach is simpler bain practice, is usally ot as eff ‘en because of the need to sequentially minimize the function if the polyno. {ral insolation is tobe well-behaved 2-7 SUMMARY ln this chapter, we have presente the general concepts of fining the min- Jmurn or 20 Of 8 funtion of one varable in subsequent chapters, we wil Take catesve use of tii Cpabiy tea wbpeoblem inthe general constrained ‘plimication process. Because that edbproblem wil be solved many tes, the ‘ticteney and sccurscy with which we perform this tase ieruial othe overall ‘optimization process. "The we base pproaches presented here provide a good staring point for the development of optimization programs. Wit experience, it willbe found that these eorthms con br modified to sult particular optimization method or Class of problem Therefore, iti important remember bat ths is only asian ing polit in te development of effetent design tole. Our ability 1a “tune these tools to ow iniveusl nis will determine ur overall success in sing ‘psrlaation in practical design REFERENCES 1, Hime, D. M. “Applied Nonlinear Programming,” MeGraw-Hill,New York, 1972 2, Wismes,D. A. and R. Chategy: “Introduction to Noelinear Programming ~ ‘A Problem Saving Approach,” North Holland, New York, 1978 3. Gottfried, B.S, and J. Weieman: “introduction to Optimization Theor.” Prentceall, Englewood Cliff, NJ, 197. 4, Fox, RL: “Optimization Methods fo Engineering Design," Addison-Wes- ley, Reading, Mas, 1971 Figure2-18 Algorithm ‘or theconsraied minimum of: snl infeasibleFigure 2-18 (Coane). Figure 218 (CondesPROBLEMS 21 Sip.) 18 fre pei ae eX) #8 y= Gane = 2e-Cie pete con, 22 Single 1) 130 a1) 14 peice wh X, 0.26%)" 26 and XA. Cassie conta 2.3 Simpy Bt (2-12) -(2-139 nd) - (2-140) oe pcs mee wo.xyrXs2Csand Xen Ci ped cota 24 site Se poloni = 10-20 +24 Ug Newer mete ‘erie or wach FO Bepayonlsn wily 0 Show he ale ‘Rand tala fom fc ech eae, 25 conte te cousin miniztan pbie, Miinise i Sic: acierso ank-260 “Tstepse the minimization of inthe interval <2, 1 Porte aes Fg, sod ote weal 0SX =. 1 Wecan comer san eguaat coterie obey ig phy nm od a we sian ling wenn Rion Peralhed) Ni Pot Fon the ital X< 3 fe aues of R= S0and RO. era loeof R30 ipa (epg ih X= 101 wd = 198, efor seel nino te ole eion tod Rete ea ef ‘ley wer daa 0 Heys tome i emetic z 26 tee pln secon med rameter = 8382 cc oe i ‘uae Ut rl wean cote rsdn weton eae aed oo Seger goin Sec 2.3.1 Aine oie np he wea he ‘pe af ed ange eer 1 Aenea lee acon =~ 7 ena with 0. = 10 talisenaeee = 00001, Mody your ape ern and Ae ane Eg (2-474) and 2 Se ‘he pb hen ap ad epee wb stat (Getatero nd Fach eh ted pans (and). 227 Cone te inininton pen A A A 2 eo oraso th fee etal hua pmiite tayergarianitsfecidnancinspuesa winiattaroneranaegectan Sotetteees « Pemsmonecunmepeian chia eee Pe pateetinniontaes Minimize: Fe 5~ Siete: The ntl dsien ia Lear, To 2 6 plied 1 What coco fir und pie aproxinan te Una he pronintin teas Xa veh Yi a? igh prima whats oie =87 29 Comite bcos opciones, 2 Minimise earsSujet Sexetso ef} Anach ro hbn ere fo sel {3} Tie vest Xn epithe sd ma 1 te Panipat nd 2 papas ete mat pe 2 aye mm naman ‘Te inal designe 210 Ginn te cto #20 10K+ 2 wih tno bund oe smn of Ante 1 flan Fob ens pet ner et ‘sooty ac oy tr pe sie ed & teeta Youn pane ceemeioe «Water ebm orn Bone Fe ta-gysarieat Wine pte Fagan 01? oct eign ein ene Fats =O a8 sg een era! = X95 et) = 6: Ft atloving Sgn an each Ueton eva Fa-0,05 281 sug he snr updater X= Xa! ef} G} FUNCTIONS OF ONE VARUBLE 83 4 Using he iformatin ia pa (), what a wll minimize Fated on quaint interpotation? What tthe coesponding @ and the approximate aad peise vale ues ot F?THREE UNCONSTRAINED FUNCTIONS OF 'V VARIABLES: 341 INTRODUCTION ar qsnecing tense uw fa he pine oe enn [XD mre no retitone mpd cn the rales Xa then, ea Corman a cucom, sus ef cut Eaucsoy pobre woh wre emote ‘ne faction milena can Se solved by Sse cigs Monies ‘Sosnel aly, whey be duplcement lf the acre de® Sony a mein eal pen ote he eample of pote whe) fas analy ino ths enpry Ae ‘Sepang satan fr uinngsconrinedminmiatonetniare Mt ‘hr poids open! bang lnk twa! te salaton of nonin ca. Sted prolens encour! a denn Te ods outed nts Capes sl ge wel dct a Cap 3 fre soiten of ensrue’ minivaos Fee ct Sg {ft in of ronan iin ng rab gue ing he eer X uh pent FR 0 ‘Sh Tare we wo ease meh PRE) 0 en terete gradient UFC) ite ect of ft pari derives ened Be ae “ tn pace itis to one sles poten realy ee he ommpancnts of UF(X) mabe Ng seiner inp fctom of X iia we ret tw eral ene sede heey we mie FX) ‘ome tee pseu de me ma bean varom al aoe ‘he vals X® and a some Gon pk new deen vcr whieh o> ‘iden loner sabe of FX), Hose sy be ee walle aa “ingle example in chic we a he ein pesten png sem dea ger ud Tis olowedby «bet eeparaston of ar me wl they of 8 peel pew fr casino ‘Stinson erigns to fee scope cxargle: ts” sg ae Serres sqcol partes Te pam See ‘hob apsihny ad prove soe andemtndng of hee wate en Te algntms eon be add for computer nan ws hina pe ‘loner teeter we who esop» ray ee a abe Program bully heen yous neat md elem {Scheer nd namely of ene meta samt etn pono aang yen geomet wala arly poblem bees he ean te oti nce of the erm poston, Beta pA nds oc sons. 3 caperney we an wean expen fr he ol pla nergy of re = Heaiotedeanst eerie) In ems of he anil lng ld the ilscemens and ‘hudeomer ae ye rm es sp era -4} P= Poh Eaton (2) can be sled fr he equlibu dle 29 emcontated mun ble whet desu ombicand En be swe fa(4) Uncen (2) Deen Figure 3-1 Euibrium oa sprang force system, Feu 3:2 shows the two-vanable function space for this example ‘The mramam PE = = 4.81 Neem is found at Xj= 8631 om and 24," 4353 om as shown onthe gue. Tis design sae wil be used inthe folowing sections to demorsrate the algorithms whch can be used to solve the problem runencaly ough tht tex problem in only Teo ‘arabls shouldbe remembered tha the eonepspesened Hee ae mo Timed owe vables In pnp we coal ad many mre spigs 2d loads nt icorporate mater noelineariies ilo the problem and il hieve# salut. tn pace, we ae usualy lied by compuatons expense nd by numeral l-condteoning to perhaps 00 design vb, though much are problems canbe solved using spec eare gore 3-2 Two-tone Gre pg re ye, 31. Search Methods Ike ccveret a aeorie lgntha scoring te peo informs sen hun be poned sewer he imate cian ‘he umpc peck io muntong FO) ww ct omy 3 ge nrc X vse nd evan te eee reach of Bem. The ‘CComcpoing oe msm FX) obtained em ar a ee he op ‘Son'X! Chmouy fap ease slston epee st be lanl 3 ‘ory Xess ma ave lobe conrdeed, Matis cha the, whic ue Seg icc ema eto et "Amr dict tv ly more apc 0 he sition reer tous pat worms mcg opm Fo alee ‘neath patent F(X) ad then seh eng, TFN),ton Now bese hi ste ection o 22, wemsy ‘Src org ew X sect ung il id ost ‘Spd latonof the prem Ta weil chose ew X vectorby x! =x!-avF) ea wey eel for te ler prater a, for eat sling X ctor we eva IX) = F[a) he sme vale a” il provides inmi 700 fr tis serch retin Dy wig he pst of FX, we are be nit sare ose stn, rar ten daly suing he ee spe OF couse, bets FX) yb hse, we wil Pave eee new praia aX depth pecs bt we hve kat provid sone igh nachos ene X esa Maths rch arch ane dient, et deri ‘refrain eee reorder methous “Test Cs of grins we ah ania called onde ret cts thy ea ond deatves fe ejive FO. ‘Coser a ond ade Tylor nei xptsion of FX) about X° reosreysorat'oxstaxtnahss sy were sx xx? ox ted Hein ic Mi etd ya (29) “sing ype tar can mai eal, 3.5 vital pode ot pronation etwas eperpitX Sieeealpate tia Sifreie wires X weave ‘FC = PFOA + HORI 9 bt we oot Keak ery oon i a ecg, OPER) #9. Ta ed ax = Hoey eF eR) are) on aingg 0-5), xx ue FR’) en gut Ta simply the slain smo egatins where peice oadnt acy mere Hara woud ro Ttrcargnal ction auc gana, 0-9 lec ad te he tan aX prem Tose tu pn pn XA) ot ress ‘und nth re conmon stn) Tose pansion ma Ye pefomed abou the new X and te pacer repned url VE(X) Dai eectaates ecees Spirent cote aan eederycace Snypemereers 3-1.2 General Optimization Strategy wil be conmeiet think of pinion igre aa rive apie anf (Ui), which speed brag) (ate artiry eo Megs be ian mb, Xi hw fg ie, SY te seein nda eal trig be sot of ange ‘exter tea Comptia vce UGA pmhne aa aetateee sae pees “er mma Sy dvig al conor oy the ang rT itn ing met of hap 2 od er Hema» ‘ateafa sl teem tlyhue ange XT maton CNSciogar at titrate feos cop ps sc be cone whch hrs ae of Be egy soe wach [Stange non tay ete, memos ponds + ple Th cca by oot alfeoma te Fone dminnnct test rein anc pet re aro; whl niin FX) a mech pasa Sect 4 Unaly found byte retooled e Chap, 2, becase oe owe he prbie becomes|ee essa ite singe vile. Techie of oe tesh destn Sts persons hw fcr mich ‘deoping te acl opiate gen The mow imporat of hes Se eat op te teen poral merece 8 Se Gta For ev, we ean sre at espaol ‘td whew coo! nd uh dco XD fhe ears ae flowing ects oon dering the seach i, abel exe ft pram orovew pt how Eq trai (@trawpe32 The osedimenen arch ‘Appian of (8) cen be epsned by rearing te desis wnce ‘town igure 2. Aste we mei anal aL == ‘nd "4a shown a Pg 39 From Ey, Oh cones to ive fon PE= 4 SI New em y Figure 3.3 Theonedimesonl ech (Our fiat task ist find vector search direction S wich will reduce the objective function, Az ve wil se in the following Sections, aumerous technigues are availabe for doing this, but for now itis sufficient to Just fin some direction which sll mprove the “design " The direction shown in Figure 3-3 is one which will educe the objective function and is defines y {-1.0] tt a We now have an initial X vector and search direction for use in Ea G-8), Also, we have evaluated the objective function at X® and this corre. sponds to the scalar parater a= 0 in Eq. G-). Using the methods of i! Ein his direc: eohetiel 2} co ny el arn gr 24 aroma rte x= [af aoe} - fh on its compening tnt ae = 7444 Brora sonia aaa roan Fe cot A r= 6 2 at ur gata Te bed erie Ra EE ert eels ge aerate era Sa nor tee eee Re ee ae ac naioan TES ne och day ecko ene tee eee Se es eee cee toeremember tht practice, ech frction evaluation may be expensive 50 nde of mast be made fatween he Coote pression to whieh ne teste lation. Table 3.1 Ove-dimeesiona search information a 4 he Geomescally the aplication of By. (0-8 ie equivalent cutting » eral pine hough dhe design space song the ssc direction. Th, Isoting fom the tte othr pln, we se fe serine ses faction of tr only a shown i Figure 34 Toe igure 3-4 Potential enry vers the move parame Detminaton of he sec don Sand he move pram 0 arlene wa ne icon oe epimseton paces. Ath Pie than finds new search deco nd tenet he process aaa ul Ro Tarde improvement em beacueea 3.1.3 The Optimization Algorithm. pu 3 roids» gene oct for mulvarle unconsined min ‘ttn Arsen fo te gue anata optmaton progam consuls of 1, Deemine hedieton in which asec 2. Peo estan one denen Sach. 2, Deemise when the procera convened oan accep solation Figere3-5 Genel vnconetinsl mii rt Mets sling these Simenona seach robin wee peered ‘cap 2 ibe allowing cons vr again re presen for ng {Etech dessin seorgrting thts the opinion sess Sion Teper desis ego far chang soarergenceo i optinusin3-2 ZERO-ORDER METHODS ‘Optimization techniques which require function values oaly have eajoyed Tong history of usefulness These methods are usually reliable and easy 1 pro: fram, often ean deal ellecuvely with nonconvex and ciscontinuous feetons, {nd in many cose cen work wn decrete values of the design varbles The Price pad fr Gus generality is tat thee methods often require thousands of Function evaiust ons to achieve the epimum, even for the simplest of problems “Therefore these methods are consider mast weful for problems in which the function evaluat.on 4 nat computaionally expensive. Used in an 2pproprate {Rshion, srvorder methods are useful and powerfol design tool for many common appeations 3-2.1 Random Search Random search methods ae considered tobe the most inefficient but are the ‘mort eaily implemented ofthe zero-order methods, Its Us ease of smplemen {Shoo which males these methods Useful. Algo, very litle computer ore 1 required for coding, "Te spies Of these mead so eect X vectors randomly ought the denn suc. To avd sneng anger han ncsesny, we an sly pro vide sme reutnable bounds 4 tht X!'2X 4X". Throughout our diteussion, ‘ve will ase tha ¢randomenamber gereatr i available which provides ¢ ‘umber berwcn O an’. Then to posuce swale for he fh warble between and. we ws the flowing equation: ME» Xe reee—xh 12) where ris the random number berween® and I and the superscript isthe irs ‘on number ‘Using 6 (3-12), we ean wt a search algorithm as shown in Figure 3-6, ‘Thus algontim is effective for problems where felative minima my exist because every point im the deign space has an equal ‘ikelibood of being Sclected a candice design Sar Figure 3-6 Global nm arch Tice ato eg, al a ig esa RG ESN SE Heat Setmsin ewe 3 wee ot eng a vith optimization process was ferminaied after $000 function evaluabons, angen ie Se Se es SARE re oc ea pee een eerie Seer, ete eee erate arabe, th efiemcy tapes that he arene we poem ‘the betier able we are to selves STeae ee“Teble 22 Random are eraton tary ‘ x % Pe 1 was nae 5 aan a 592 oasis as er eS) masts NT opus tt ‘The sigeitn gives in Flque 36 i attactive for te ici wat ‘oded ad the sample problem was cede an ove alfa Hwee Span ear ten tony ote ron ic his ee el emt pine pce vey 4: 0.8) owned fe an Xo we cee so GD WTescgom sg feared sg ‘ioe sombe pcr = 2 -09y = adeeb 0 Hee ‘Wakes sono nami cach component SA, in Aho an dn ar orbs iat oe piu ‘Wie Se ony sousng peers Es OS et oO sige ohn 1 snes repo apne Holo Ateneo panto svt mes oie EOES(A anny by seer iar an 0 ay 05 anc teu pn, Wc nd pestd mina 10° Sree sme ance pt a ES has olieanined aon an wemsy ung pron sonove ate Coptic ates X= XO 9S) fa pe ve de ison monenet tre pier epive dein, wean ‘is dren asin continuing to move no feta improve i fund Fs we a schay prim he ner eh cS Winey G:, ween ch m be Shrine ta had ge one Lick aig memrana see ke eee es rection for several andon:drestons several iterations), he optimization + termite, This ast pprosth is aaly covadred abe the mont efficent aad the algortim incorporating these estes given ia Figure 3-7 ler, nated of seaohing randomly tought the éeaigh space on ach cation we Searching in the region near ur best anon eng By doing thi, we gain cone Sidrabe efieteney but atthe (ne) expense that lie minima ex we will probably onl Bind the ene nearest X2, and this may nat be the global op "As 8 Goal modiicwion wo inproveefciny, we can ts ve ta, a5 improved designe are founda wed bene to evecp hie thi some ‘omponite direction made o all warcher which have yided in vement (or etupe tne mon recent mproverentdyetons) woud offer accra ee Nerpence. Beginning with ah "opin search Srecton S* =O, each tne sucorsful move i made, hiss a5" is adda tothe optimum move vector S ‘Then, every N* iteration ths search direction is ued intend of random ection. This composite drection shouldbe normalized so the maxirmom com pent is unity in magnitide to be consistent with the magnitude ofthe random Sections. Typiealy N* ie sel equal othe number of design variables m (x > 1). It should be apparent fom the above discussion that many modifications are possible to improve the efcency of the random search method, ech ene increasing slighty the complexity ofthe algrtum. The reader is encouraged © ‘periment th this at well a ther alganthm presented here to immpove ef Slcney on any given application Randomsearch methods are well-suited © Such experimentation because they ean be easily and quickly programmed on Snything fom a smal app toa sopercompater ‘Random-search meth have the adaional vantage that we ean cone “ser integer design variables or discrete varables contained in able. The only ‘odifiesion needed is that our rndom number generator must provide nie get ‘bers in the range we wish to consider (leo, ce must be an integer). The ‘resulting designs are then ied éecty or ax pointer to positions ina table, ‘whete any design outside the able is automatically rejected. In the tworvarable examples used here, randomsearch methods may sppear to perform well relative to other algahins. Ths is particularly ue if tore sophistieated convergence entenon fused to termurate the optimization. {The apparent efficiency sten heres armbutable othe fct that only wo design sanables are considered nly sighly larger problem is solved, the eff Coney drops dramatelly.Figure 3-7 Local random search 3-2.2 Powell's Method Powells method [1], together with modifications subsequent oi original evelopment i oe of he mom efficient and Yeliable and ceria the most Popul of the Seo-oer metads Powells method Base. on he cneept of const deebons, where drecins Sand ae conte (sas = 0 a) where His the Hessian mats defined by Eg (1-25): Whe 2 dete aces {Eine te mabemneal milestone notte subject hers, ie mporan fo ‘edrand date one coc forme the br of mx of he mee powerfl reach gonna he ponepa sigicance sal Weare glen | [Bendre incon is Rina wl be mimic i oe fee conve Sich diecoone The interned ade refered Rete 2 and for detaied ‘xolanatirs of eojuracy “Rthouph not ngineeing problems are not quadra,they cn ly be approximated well by 4 ascondardr Tylor senee expansion (qadeaic ‘ppronimaton) nese te epimam. Thar “genres” convergent sige Sould perfor we Inded is wmetimes embarasing ta lear tha any of {he engineering problems we slve are nol nearly a8 ihly oalineat as We “Te tnt concept of Powelfs method is o fist search in # onhogonal Sari ane or mare ofthe dein varies the eject seal ie Sle arable the lion fr he's ecto ay become onde hs the rent wl ot be va should be oe ower, bat net Fron ‘wi ot ave a nig minum (he ain wl be wounded), nd Chaisoaing ete Himazxmoy be edo Wena wexnde aber. Ie Hasin mats has pete sigealues hs ries nonconves ‘robles pond out tn Cab. Lee the move pede by Newioes Fret may beso great ro case oaclton a he non. Fr is eno ‘Gonally aaa e provide reasomble move lie at cher mare? (ove emecssry iconaioning. ong eter nxpostive defines: titer the et tha the Hm oly valid wy we we forunte enought be ale wo easite he matin of second evs ely Newtons method tr imo aay the pected pponc ‘Whienateqinerng pobis ono lend hems ey eleaton of the second derive ts oes poube Bough ewe of proton lecinque i canves the pabem 3 frm ays oslo by nis Into Way of dog te dosed Chg? 89. xample39 Noaliacar asaya of spring 08 weight pte Figie 14 shows 1 sump ring system suppor weigh ate con ‘Sets eteen he springs. Them ean be malar deeming te ‘lb postion by munaaing PE as was ane mExanple 1. Now Secan cen a prolom f wavever see hse ung pe Ga re we wil se te system is cor of Ge weight and 5 ‘pangs sw i te undefomned poston ia Fgue 3-143 and he Etc poation Fig 3-2 “Ts deformation of ping AL, = 1 AI TA Ban[igure 314 Equi of ring and weight system, weet eg thn tobe 10m fo eah pring and Be eto EN spas, with big he au af weigh re =). The Sess of pgs keto be = sevemo(¥-)* Wm es Wei deat ote was 0 os ter mend jot whe api Peienow vee Seals Shan 39 were PE basis of Newtonian he comrdais t posive ownin be fpue et weave is blem wing he lowing sx lors LPowitenetad 2sieqpet dace 5 Facer Reees ong dsion etd ‘4 Divitn lesherPowel rite metic meta ‘Ss Bropln lhe ole Sanne are meri meto (Newer etod We coder ve-nigh ning) ye oh eng asia ae Xess 26 ad ys 26 fra of Sei vanes. The ej ‘sini PE Inst 2. nd 6 he golden ston mtd is sed i he one mens irc lone: pam malate Inset) Sen ply nepolion wus wnedan thee ees wee aed {pte DOT epumation pep [0] conned i the VitaD0C ot ‘tre prone when [2 Ay generat needed ‘Stee We fediteence eto sig 0 percent ep. “le 13 give te values of Se deg arabes td the opm iene fc eotna heat mete “ie pes he tention haley foreach mato. The nner of fart atone ated ot Tr gene eitence ad consid {ste an per bandon he omputtonl ene. pace thee ‘cacy ofthe opimasion signiane i ingore by exe OPS ‘ine sing fn vara Sod le tigen ami ne. ici paran i codes at ths on one spl ote Inde the then eof te mea. vod tbe menial 2 (Eo to many csv om te However posi se, bse (ribs and rnc hr pblemy, 9 cna at the more Sop ‘Sted meds sal coor: reap and provide mare acute ‘ule Tas parry eu pad domaton cat be proved ‘Euptaly ier tes by Ende Silence Aba aes 3 and 3 weesole bya commercial progam which drt we the yolen section ‘etal Guang he oe imensaal sc, we each programs were ‘sedate erases Ta muah 6 wey toa 010304 guy Oem a1 43 eo ae at su stk 6st st 4903259 Aw tea % 0060 ass ssa 3s'S0a2NC or THe vaRLABLES ood engoeing practice usally irate tat we work wh design vars ‘tlh ae nonealued nse ton Tis may cost of mondiesonlie Ing bascparanessth a seroyeamic ttc or sonal by 0, this equation must be modiied 1010, = the computer /max{ 10°, JX], 10 prevent division by 2x0 0n 346 CONVERGENCE CRITERIA, ln the previo sets, vaius agri have ben diced which she 2c unnamed miizaon pean A eat hover proces 6 ‘eminng when oop ar sec rhe opimon. The temo cess Ste choose can have tm effet on the eee arent op ‘anton poses Seven erninaton rina se peed ere 36.1 Maximum Number of Iterations (ne eminaton eteon wich shu ays be sed that ithe aber of Seatonsqetceds one ge prespecified tae ua hen the seach pro st wil end. Ts nes tf popes erenel sow bene of ae {Soar cles or spy ecu of te programming oe tat he propane cance fet ids shoul bent tise nppes way eave process. wheter tbe the ptimeaton ao ‘lm dng ton valine Ss 3462 Absolute or Relative Change i Function the Objective “To secon termini etre which shuld be ase i» check ct Droge of he otmanton Here to crera sou be wel sex pope: Riswowed enough index eoovergener i to compe the thee ‘le fF) on utes teratons Ins ae crerpeee se i roe) Foe] se, ey where 4 4 speed kee. Ths my be a coat, ny f= 00001 maybe a faction ofthe aj fasion vale aX sy, = 000%), tthe the absolute ale ued o acon fr agave objec aciaes ‘Te ther entenon wich hu betel check on the ete change Uk) becwcen surest tins, Hee omer sete an) here repetn ied toa change, sy 0.01 By dining ye main ofthe nag eof FOX) and 10, we esse that we wil 2? a by eo i the Ee at FR) sone 2,‘The use of both an absolute and a relative change convergence enitrion ‘naures that convergene is iderafed if the magnitude of F(X) i eter very Tange or very smal If eer enterion is stsie, we define this as convergence However i's imporant atthe criteron be stlsfed on t least two successive iteration. This #becaute the opiszation process wil often slow down for cae or mote iterations and then accelerate when sufcient ssformation has been futered {0 provide a good search direction, Furthermore, these convergence fess are somewhat algoridvne-cepeadent. For example, whes using conjugate fietion or variable mec methods, iti good practice to restart the optimiza: jon at Test once with steepest descent search tbe sure that apparent conver- noe notte result of emmalative eo 3-63 The Kuhn - Tucker Conditions ‘The final convergence citrion Which should be used is check of the Kutn- ‘Tucker necessary conditions for eptimaliy In the case of unconstrained mis ‘mization considered here, this simply requites thatthe gradient of FX) be ‘Shocked tose ifeach component muficiently lose to zero to snes thatthe “vonstnined tnimum brs been found. Here convergence i indicted if each component of VF(X*) is less in magnitude than a specified constant ey sy ‘y= 10%, This criterion scaly employed if gradient methods are being wed. If zero-order methods such a random tearch or Powell's method are used itis not worthwhile to make a special computation of VFX") to check the Kubs- ‘Tucker conditions. 3-64 The Convergence Algorithm Figure 3-16; a flowchat incorporating the convergence criti discussed here. [isthe numberof successive erations which must satsy the absolute or rel- ‘ive change criteria to iaieate convergence Ifthe Seach agri is 270. ‘order method, sis reasonable hat NY 2 be wed. If Git- of second-order method is used, N* = 2 or 3 is usually adequate. When using a conjugate drec- {lan or variable metric metho. when N= or N2= (Gndicting the conver~ ‘ence cierion was salisfed oa the previous iteration), the method should be ‘earned with steepest descent search direction. REFERENCES 1, Powell M.D. Aa Efficient Method for Finding the Minimum of Fue fonof Several Varabesaihout Caleslating Date, Compute, va ‘Trae. pp 303 307, 1868 2 Zanpull WL: °Noninear Programming, A Unified Appaseh” Pence tL Englewood Cats), 19093, Fox. R.L:-Optimution Methods fr Engineering Deg." Adon: Wes ley Reading, Mss 1971 44 Box, M-J:A New Method of Censrired Opimaton and Comparizon seth ther Metous, Computer 0! 6 pp $2 52,196. 5 Lipton, Land LB. Gin: The Complex Method Applied o Optimal ‘Truss Configurator, Computes Such ol. 7, pp 461468, 1977. 6, Hooke, Rand. A Jeeves: Det Search Solution of Numeral and State ‘eal Poems Asso. Compater Mech, vol, pp 212229, 196. 7. Roverbrck LIL; An Automated Meted fr Finding te Genet or Least ‘alu ofa Furction, Computer, va 3, pp. 178 ~ 184, 1960 4, Himmeiag D.M “Applied Nonlinear Programing” McGraw-Hill, New York 19 9, Davis, Land M,Stenseup: Genes Algntms and Simulated Annealing ‘An Over, “Gentie Algoitns and Simulated Anneing” Laurence ‘Davi Morgan Kalfinan Publisher, Lo Alto, CA, 1987 lol, P-Genae Search - An Approach othe Nonconver Optimization Problem AIAA Journal, Vol 26, Ro J ly 1950, pp. 10 Lin, -¥ and Hajl: Gene Seach Stotegies in Lage Scale Optima tion, hth AIAA/ASME/ASCE/AHS Seucurs, Suc! Dyas snd ‘Mate*als Confrence, La Jolla, CA, Ap (922, 1993. AIAADS-1S8S-CP. 12Fetcher, Rand. M. Reeves Functon Minmization by Conugae Gradic ens Br Computer, ol Teno. 2p 49-154, 1964 13. Huang HY: Unified Approach 19 Guadrasealy Convergent Algonths| for Function aymizaton, 1. Opi, Taeory Appl, vl 5, 99.408 — 42, 0. 1Davidon, W-C: Variable Mec Mehl for Minimization, Argane Nation [itoring ANL-3990 Rew, Univer of Chicago, 1959 15 Fetched MJD. Powell: A Rapidly Convergent Mths for Mini tation, Comput, Wl 6002, 9p 16)-16, 1963 1 Beoydon,.G: Tat Cenvergenee of s Cas of Dovble Rank Minimization 1990. . Ur Retcher, R: A New Approach Variable Metic Algonins Computer ‘ol Dy pp. 317 322,197. 'W.Goldirb,D: A Family of Variable Meme Methods Devise by Variational Means Math Comput 0.24, 99.2336, 1970, 19.shanno, DF: Condittoning of Quast-Newion Methods for Function Min ‘mization, Math. Cornput, vel. 24, pp. 647 ~ 656, 1970 20.°DOT Users Manust, Version 4.2: Vandenpaats Reseatch & Development Ins, Colorado Springs, CO, 1997 21,VisualDOC Usere Manual, Version 0: Vanderplaats Research & Devel- ‘opment, Inc., Colorada Springs, CO, 1998. PROBLEMS 341 (a) Anaysaly determine the vale ofthe ingle vale X to minimize FU = 28+ 2(07. wnatisihe value of FU? (oy Let ¥ = e* Now find the minimum of FU). Fo the optimam ¥, what is X7, An (6) Stow tat your olution is minimum ad ot mim. (@ Plot FX onthe iterat -2.0 5's -0.5 and Fonte itera os Yio. {Corrente censsicedminnieaion prtiem Minimize F = 32-3444, 443 6.5,-% ] *-( 2 \. Ai te tration oft met of ge eet len tl patna {eS tecren sere reese ct AD fa po vacng er Drs trot in sin “GS Solve Prob. 3-2 using, the Broyden-Fletcher-Shanse- Golf algorithm. $54 sacton btm poe mind stroma = 35 inca, an Never ci