Faculty of Engineering

Optimisation:
Getting More and Better for Less

Inaugural Lecture
by Vassili Toropov
Professor of Aerospace and Structural Engineering
School of Civil Engineering
School of Mechanical Engineering

Opis: Roman goddess of abundance
and fertility.

Opis is said to be the wife of Saturn.
By her the Gods designated the earth,
because the earth distributes all goods
to the human gender. Festus

Meanings of the word: "riches, goods,
abundance, gifts, munificence, plenty".


The word optimus - the best - was
derived from her name.
Why do we call it that way?
Mathematical optimisation problem
A formal mathematical optimization problem: to find components
of the vector x of design variables:
where F(x) is the objective function, g
j
(x) are the constraint
functions, the last set of inequality conditions defines the side
constraints.
N i B x A
M j g
F
i i i
j
,..., 1 ,
,..., 1 , 0 ) (
max) or ( min ) (
= s s
= s

x
x
Design variables are selected to uniquely identify a design.

Typical examples:
areas of cross section of bars in a truss structure
number of a specific steel section in a catalogue of UB sections
coordinates points defining the shape of an aerofoil
etc.
Choice of design variables
Optimization of a steel structure where some of the members are
described by 10 design variables. Each design variable represents a
number of a UB section from a catalogue of 10 available sections.

One full structural analysis of each design takes 1 second on a
computer.

Question: how much time would it take to check all the combinations of
cross-sections in order to guarantee the optimum solution?
Example

Answer: 10
10
seconds = 317 years
Criteria of systems efficiency are described by the objective function
that is to be either minimised or maximised.
Typical examples:
cost
weight
use of resources (fuel, etc.)
aerodynamic drag
return on investment
etc.


MATHEMATICAL OPTIMIZATION PROBLEM
Criteria of systems efficiency

Typical constraints on systems behaviour

Constraints can be imposed on:
cost
equivalent stress
critical buckling load
frequency of vibrations (can be several)
drag
lift
fatigue life
etc.


Pareto optimum set consists of the
designs which cannot be improved with
respect to all criteria at the same time.

N i B x A
M j G
K k F
i i i
j
k
,..., 1 ,
,..., 1 , 0 ) (
,..., 1 min, ) (
= s s
= s
=
x
x
A general multi-objective optimization problem
Multi-objective problems
Vilfredo Pareto
(1848-1923)
Multi-objective problems
Example. You are a looking for a plumber in the Yellow Pages and
want the job done both quickly and cheaply.
You consider a particular plumber, do your research and see that no
other can do the job cheaper as well as come sooner.
It means that this particular plumber is Pareto optimal with respect
to the cost and waiting time.
Multi-objective problems
Let f
1
be cost and f
2
waiting time so we
are minimising both.

Point A corresponds to the plumber who
is cheapest (minimum cost f
1
) and B to
the one who is quickest (minimum
waiting time f
2
).

Pareto optimum solutions correspond to
the AB part of the contour, C might be a
good choice.

Point D is not Pareto-optimal, it is both
dearer and slower than, e.g., C.
Conclusion: dont put up with D!
Do you always get what you
pay for?
Not always, only if you are choosing from the Pareto optimum set of
solutions

You need to optimise to get there!

How does optimisation relate to
saving the planet?
In a variety of ways:
Reduction in the use of natural resources (oil, gas, metals, etc.)
Reduction of the environmental impact of various activities
(production, travel, etc.)
Development of technologies for mitigation of natural and man-
made disasters
Freeing up budgets for the use on environmental issues

Dont confuse optimisation with CATNAP!
Cheapest Available Technology Narrowly Avoiding Prosecution
A large part of the warming is
likely to be attributable to
human activities
Natural only Human activity only
Climate change: Observations and
simulations
Met Office Hadley Centre
for Climate Change
Natural and human activity
An unlikely Eco-warrior
Honda F1 goes green!
Honda F1 Earth Car
How big is aviation's contribution to
climate change?
Now direct emissions from aviation account for about 3% of the total
greenhouse gas emissions in the EU and about 2% worldwide.
This does not include indirect warming effects, such as those from
nitrogen oxides (NO
x
) emissions, contrails and cirrus cloud effects the
contribute go the greenhouse effect.
The overall impact is about two to four times higher than of its CO
2

emissions alone.
Condensation trails (contrails) Cirrus clouds
How big is aviation's contribution to
climate change?
EU emissions from international aviation have increased by 87%
since 1990 as air travel becomes cheaper. This is faster than in any
other sector.
Someone flying from London to New York and back generates the
same level of emissions as the average family by heating their home
for a whole year.
By 2020, aviation emissions are forecast to more than double from
present levels.


Air travel is cheaper than ever before
Greenpeace:
Binge flying
EU blueprint for aeronautics research
The Advisory Council for Aeronautics Research in Europe
(ACARE) includes EU aeronautics industry, Member States, the
Commission, Eurocontrol, research centres, airlines, regulators and
European users.
11 November 2002: The Strategic Research Agenda in
Aeronautics fully endorsed. It will serve as a blueprint in the planning
of national and EU research programmes.
EU Strategic Research Agenda
in Aeronautics
The Strategic Research Agenda in Aeronautics aims, by the year
2020, to achieve
50% cut in CO
2
and 80% in NO
x
emission
Fivefold reductions in accidents
Reduction of noise by 50%
Increased punctuality: 99% of all flights arriving and departing
within 15 minutes of schedule

ACARE: The objectives are not achievable without important
breakthroughs, in both technology and in concepts of operation -
evolutions of current concepts will not be sufficient.
Wright brothers Flier, FF: 17 December, 1903
Progress in aeronautics 1903-2007
Boeing 367-80, FF: 15 July 1954
Progress in aeronautics 1903-2007
Airbus A-380, FF: 27 April 2005
Progress in aeronautics 1903-2007
Boeing 367-80, 1954 Airbus A-380, 2005
Progress in aeronautics 1903-2007
Boeing 367-80, 1954 Airbus A-380, 2005
Progress in aeronautics 1903-2007
787-8
Carbon sandwich
Carbon laminate
Other composites
Aluminum
Titanium
CFRP
43%
Misc.
9%
Composites
50%
Aluminum
20%
Titanium
15%
Steel
10%
Other
5%
Still, things are changing
Boeing 787, FF: expected in 2007. Composite primary structure
Back to the future?

Cryogenic (hydrogen as fuel) aircraft.


Tupolev 155 (FF 15 April 1988)
Starboard engine: experimental hydrogenpowered NK-88.
Hydrogen tank of 17.5 m
3
capacity in the aft part of the fuselage.
Back to the future - II

Liquefied Natural Gas
(LNG)-powered
Tupolev 156
(FF 18 January 1989)
Starboard engine: experimental LNGpowered NK-88. Tupolev 156 has
made over 100 test flights.
Current developments
Tupolev 205 (210 pass.) Tupolev 334 (102 pass.)
Tupolev 136 (53 pass.) Tupolev 330 (36 tonne cargo)
Recent developments
DASA-Tupolev Cryoplane
concept based on A-310
(1990-1993)
EADS-Tupolev demonstrator
aircraft based on Do-328
(1995-1998)
Challenges
Alternative fuel advantages
Reduction of emissions, especially for H
2


Alternative fuel challenges
Large volumes are necessary to store liquefied fuels (4 times
more for H
2
)
Cryogenic tanks are heavier
Increase in drag of the airframe
Possible safety issues
Contrail increase
New infrastructure to be built
Breaking away from
tube with wings?
Novel design concept: Blended Wing Body (BWB)

X-48, Boeing and NASA Langley Research Center, project cancelled
Breaking away from
tube with wings?
Boeing X-48B: 21-foot wingspan model UAV built by Cranfield
Aerospace. Tests started in February 2007 at Edwards AF Base.
Breaking away from
tube with wings?
BWB advantages
Improved fuel economy
Reduced noise impact if engines placed above the wings

BWB challenges
More difficult to control
Greater strength needed to maintain internal pressure, compared to
tube-shaped body
Most of the passengers will not be able to see a window
Passengers more affected by acceleration as a result of a steep turn
Emergency evacuation can be problematic
Grand challenges ahead
It is very likely that the pressure for a greener aircraft will result
in a dramatic change of the aircraft design concept in near(-ish)
future
Very likely that BWB concept will be seriously examined
Alternative fuels will bring new demands to the design concepts
Ever greater use of new materials

This will be a major challenge for multidisciplinary optimisation!
Grand challenges ahead
Possibly, the pressure for a greener aircraft would push the civil
aviation development as hard as the stealth technology pushed the
development of military aircraft.
Northrop Grumman B-2 Spirit Lockheed F-117 Nighthawk
FF: 17 July 1989 FF: 18 June 1981
Can optimisation invent
a new design concept?

If you only put in wax and wick optimisation wont get you a light bulb
Wolfram Stadler (19372001)

I saw the angel in the marble and carved until I set him free.

Michelangelo Buonarrotti (1475-1564)
I choose a block of marble and chop off whatever I don't need.

Auguste Rodin (1840-1917)
If you allow the problem to contain a novel solution then you will get it as a
result of optimisation.
An example:
topology optimisation
Define the design space
Apply loads
Specify how the structure should be fixed in space
Do topology optimisation by chopping off whatever material is not
needed
Interpret the result


Design space

F
1

F
2

F
3

Topology optimisation
Example of topology optimisation
Package space accommodation
Original design space Restricted design space
Mass of the rib package has been reduced by 44% saving over 500kg
Awarded Airbus Chairmans Gold Award for Innovation
Altairs optimisation technology is integrated into Airbus design process
AIRBUS UK RETURN ON INVESTMENT
Airbus A-380 droop
nose leading edge
Note that a truss-like wing rib structure has been obtained that is different
from a traditional plate with openings
Wing rib designs
A discovery?
Let us look at some historic parallels
Supermarine Southampton, 1925
Later, the truss-like wing rib structures have been mostly replaced by
plates with openings and only occasionally used, notably, in Concorde.

Topology optimisation produced a truss-like structure again.
Wing rib designs
Genetic Algorithm: mimicking
natural evolution
Fibre optimised
configuration
Baseline
configuration
Fibre
orientation
z
Optimized
thickness
Optimized fibre
design
Thickness
optimized design
Number
of plies
Composite optimization
Example: composite optimisation
The fitness function defines how good a particular design is
Darwin's principle of survival of the fittest: evolution is performed by
breeding the population of individual designs over a number of
generations
crossover combines good information from the parents
mutation prevents premature convergence
Genetic Algorithm basics
Randomised
Biased towards the fittest members of population
Selection
Reproduction
Mating
creating a new chromosome (child) from two
current chromosomes (parents)
A crucial change in the genetic make-up of an ape that lived 2.5 million
years ago turned a small-brained, heavy-jawed primate into the direct
ancestor of modern humans.
Nature, March 2004
Mutation
Mutation why it is important?
Evolutionary mechanism of
the Genetic Algorithm
Genetic
Search
Fitness
Selection
Reproduction Crossover
Mutation
patch 1
patch 2
patch 3
patch 5
patch 4
patch 11
patch 12
patch 13
patch 14
patch 15
The wing was split into patches

Each patch was optimized for number of plies and ply
orientation
Case Studies
F1 Jaguar Racing Wing
Aerodynamic loading FIA 50kg point loading
Load Cases Applied
Successfully optimized wing
structure for ply orientation
and number of plies
Final mass of front wing
reduced to 4.9kg
Mass reduction of 15%
Provided important ply
orientation information to
Jaguar Racing

4.9
5.1
5.3
5.5
5.7
5.9
Generations
M
a
s
s

(
K
g
)

Front Wing Optimization Results
Can we afford not to optimise?
Not really, the pressures are too great

Optimise or else

If it is so good, why dont we all
do it all the time?

Because it is not easy!
There are serious issues to address.

Real-life problems are hard
Responses are implicit and computationally expensive
Responses are noisy
Responses can be blurred even more by random inputs
Simulation software falls over every now and then
Number of variables can be large
Tools arent sharp enough
Insufficient education of graduates and engineers
Mostly, we are preaching to the choir rather than the congregation
What are the obstacles?
Computationally expensive and noisy
The start: Computers of the 1970-80s
BESM-6 (1965-1995): 1 Mflop, 32K word RAM, 48 bit word
Linking an optimizer to a simulation model would take a prohibitive
amount of computing time
Even if all the computing might is available, convergence of optimization
could be affected by numerical noise and domain-dependent calculability
Challenge
High costs of failure: need to know risks
Uncertainties always exist in real life
Material tolerances
Environment conditions
Production tolerances
Deterministic simulation has to be followed by
extensive testing to account for uncertainties
Alternative: include uncertainties in simulation

Stochastic analysis
If something's hard to do,
then it's not worth doing!
Homer Simpson
Doing something else?

If the problem as is is too hard, use an approximation (=metamodel,
= surrogate model) of the given function by a function with required
properties (smooth, cheaper to compute, etc.).
Check the approximation quality, if insufficient, refine.

Use approximations!
Metamodels should allow to:
minimize the number of response evaluations
reduce the effect of numerical noise recognise: is it a trend?
Is it a blip?
If necessary, metamodels can be built in a smaller subregions of the
whole design space (trust regions) that are panning and zooming onto
the solution


Metamodelling for design
optimization
Similarly to design optimization, the following process for the
stochastic analysis has been suggested:
Build a metamodel
Check its quality on the independent data set, if quality is not
acceptable then refine metamodel
Run Monte Carlo simulation of a sufficient sampling size on the
metamodel
Metamodelling for stochastic analysis
Sampling according to some Designs of Experiments (DOEs) is needed:
to build a metamodel
and also to check the metamodel
DOEs for metamodel building
Response surface methodology
Linear (e.g. polynomial) regression
Nonlinear regression
Mechanistic models
Selection of the model structure, e.g. using Genetic Programming
Artificial neural networks
Radial basis functions
Kriging
Multivariate Adaptive Regression Splines (MARS)
Use of lower fidelity numerical models in metamodel building
Moving Lest Squares Method (MLSM)
etc.
Metamodelling techniques
Sometimes two levels of models
are available, e.g.:
High-fidelity model: detailed FE
simulation with a fine mesh
Low-fidelity model: a faster and
simpler simulation approach, e.g.
FE simulation with a coarse
mesh
Other simulation tool?


The basic idea is to do the bulk of optimization using the low fidelity
model only occasionally calling the high fidelity model
Interaction of high- and low
fidelity models
Initial blank Drawn box Target shape
Trimming
Find optimum blank shape
to minimise waste of material
Example: Optimum blank design for
deep drawing process
Waste
Hiroshima University and Mazda Corp.
Example of stamping simulation
High-fidelity model (Fine mesh)
Elements: 1100
Time: 150 sec.
FEM: PAM-STAMP
Low-fidelity model (Coarse mesh)
Elements: 120
Time: 10 sec.
High- and low-fidelity models
FEM: PAM-QUIKSTAMP
Result:
high-fidelity model only: 1040 min,
interaction with low-fidelity model: 155 min.
Similar to GA but more general data structure (programs)
Darwinian evolution of programs
Main applications: AI, design of electric circuits, financial forecasting
Application to design optimization and problems
Creation of analytical metamodels
Program = analytical metamodel
Program: Tree structure composed of nodes
Terminal set: optimization variables
Functional set: mathematical operators
Creation of analytical metamodels using
Genetic Programming
John Koza: Genetic Programming
Genetic Programming
2
3
2
1
|
|
.
|

\
|
+ x
x
x
SQ
+
/
x
1
x
2
x
3
Binary Nodes
Unary Node
Terminal Nodes
Example: Tree structure for the expression
Genetic Programming
Genetic operators:
Selection
Crossover
Mutation
Elite transfer
Genetic Programming
Crossover
+
* /
SQ SQ
x
1
x
2
x
2
x
1
SQ
+
SQ
x
2
x
1
+
*
SQ
x
1
x
2
SQ
x
1
SQ
+
x
2
/
SQ
x
2
x
1
PARENT 1 PARENT 2
OFFSPRING 1 OFFSPRING 2
Genetic Programming
Mutation
-
SQ
-
SQ
x1
x2
SQ
*
SQ
x1
x2
* / +
{ }
Genetic Programming
Empirical modelling of shear
strength of RC deep beams
Find: normalised shear strength
using experimental data
Variables:
Shear span to depth ratio x
1

Beam span to depth ratio x
2

Smeared vertical web
reinforcement ratio x
3

Smeared horizontal web
reinforcement ratio x
4

Main longitudinal bottom
reinforcement ratio x
5

Main longitudinal top
reinforcement ratio x
6

The design of RC deep beams is
not covered by BS 8110 that
states, for the design of deep
beams, reference should be made
to specialist literature.
Empirical modelling of shear
strength of RC deep beams
Normalised shear strength:
) ( 3 . 0
12 . 3 16 . 1 1 . 0 45 . 2
68 . 1 56 . 4
4 3
6 1
2
1
1
5
2
5
x x C
x x x B
x A
C Bx Ax
+ =
+ + =
+ =
+ + =
where

Collaboration:
Dr Ashraf Ashour, Bradford University
BIO-STIRLING FP6 project
Small-scale CHP (combined heat and
power) plant based on a hermetic four
cylinder Stirling engine for biomass fuels

EC F6 Programme on Energy, Environment
and Sustainable Development, 2000-2003
Objective:
improvement of thermodynamic efficiency
Collaboration:
Technical University of Denmark (lead
partner)
Partners from Austria, Denmark,
Germany
Application:
Small-scale CHP plant
A shell loaded by a uniform load is
defined by a square reference plan.
Design variables: out-of-plane
coordinates and slopes at the keypoints
(12 in total)
Objective: minimization of the
maximum displacement
Constraint: volume no greater than
prescribes value
Collaboration:
TU Delft

Application:
Optimisation of a shell
First design, normalized constraint equals 1.0
Optimisation of a shell
Second design, normalized constraint equals 1.0
Optimisation of a shell
B-spline representation of the NACA 0012 aerofoil. The B-spline poles are
numbered from 1 to 25.
Design variables: x and y coordinates of 22 B-spline poles (N = 44).
W.A. Wright, C.M.E. Holden, Sowerby Research
Centre, BAE Systems (1998)
Aerofoil optimisation
Objective function (to be minimized): drag coefficient at Mach
0.73 and Mach 0.76:

F
0
(x) = 2.0 C
d

total (M=0.73)
+ 1.0 C
d

total (M=0.76)


Constraints: on lift and other operational requirements (sufficient
space for holding fuel, etc.)

Result: drag reduction by 4%



Carren M.E. Holden, Sowerby Research Centre, BAE Systems (1998)

Aerofoil optimisation
Objective: cost
minimisation

Design variables:
numbers of steel
sections from a
catalogue

Constraints:
defined by BS 5950


Optimisation of structural steelwork
ESA Aurora exploration programme
240kg mobile robotic exo-biology
laboratory
To search for extinct or extant microbial
life on Mars
Supporting geology and meteorology
experiments
Launch by Ariane 5 or Soyuz in 2013
Currently in Phase B mission planning
and concept design phase
ExoMars space mission
Un-vented type (inflatable ball)
Multiple bounces
Established heritage (from
Luna-9 in 1966)
High mass
Vulnerable to rupture


Mars Pathfinder (NASA/JPL) Beagle 2 (Beagle 2)
Luna 9 (USSR Space Program)
Airbags for space landers
Vented Type
Active control
Single stroke
No space heritage
Low Mass
Vulnerable to over-turning
ExoMars (ESA)
Kistler Booster (Irvin)
Airbags for space landers

Design concept considers vented
(or Dead-Beat) airbag coming to
rest on second bounce
Inflated with N
2
during descent
under main parachute
Stowed rover mounted to platform
Vent patches activated by
pyrotechnic cutters
Simple reactive vent control system:
simultaneous all-vent trigger at 65g
Airbag landing design concept
Six identical vented chambers
One anti-bottoming un-vented toroidal

Airbag configuration
Study objectives
Develop methodology for optimisation and probabilistic
reliability assessment of vented airbags

Key requirements:
No overturning
Payload acceleration below 70g
No airbag rupture

Key questions:
What is the mass of an optimized vented airbag?
What is the probability of a successful landing?
What is the sensitivity of landing reliability to changing landing
scenarios?

Two landing scenarios Flat bottom and Inclined rock impacts

Mars environment:
Gravity 3.7 m/s2 = 0.38g
Pressure 440Pa = 0.4% of Earth air pressure at sea level
= at 36.5 km altitude on Earth
Temperature 187K = - 86 C

Landing scenarios




All requirements are satisfied by the baseline design
Baseline design:
Flat bottom impact
Baseline design: deceleration 980g (target <70g)
Baseline design:
Inclined rock impact
ExoMars Lander: LS-DYNA simulation
Optimisation results
Mass increased by 2.7%
Flat Bottom Impact payload acceleration increased remained below 70g
Rock Impact payload acceleration reduced from 980g to 69g

Reliability assessment of ExoMars
lander
Reliability study gives the probability of a successful landing for a
given design under a range of conditions of landing, such as
the wind speed
terrain roughness
pitch attitude at impact
pitch rate at impact
European Mars Climate
Database (EMCD) -
general circulation model
45N to 45S latitudes
Season 12
Mars Global Surveyor dust
loading scenario
PDF fit to EMCD model data
Rayleigh distribution
Mean Resultant Wind Speed
0
100
200
300
400
500
600
700
800
900
1000
0
.0
1
.0
2
.0
3
.0
4
.0
5
.0
6
.0
7
.0
8
.0
9
.0
1
0
.0
1
1
.0
1
2
.0
1
3
.0
1
4
.0
1
5
.0
1
6
.0
1
7
.0
1
8
.0
1
9
.0
2
0
.0
2
1
.0
2
2
.0
2
3
.0
2
4
.0
2
5
.0
2
6
.0
2
7
.0
2
8
.0
2
9
.0
Wind Speed (m/s)
F
r
e
q
u
e
n
c
y
Wind speed probability distribution
NASA/JPL rock size distribution
model
Viking 1 & 2, MPF landing sites +
Earth analogues
Landing Site rock coverage s 20%
Overall rock coverage from orbital
thermal imaging
Rock height = 0.5 x diameter
Exponential PDF
Probability Density Function f(H)
0.0
1.0
2.0
3.0
4.0
5.0
6.0
7.0
0.000 0.200 0.400 0.600 0.800 1.000 1.200 1.400
Rock Height H (m)
P
r
o
b
a
b
i
l
i
t
y

D
e
n
s
i
t
y

(
m
^
-
1
)
k = 10%
k = 20%
k = 30%
Mars Pathfinder landing site panorama (NASA/JPL)
Rock height probability distribution
Pendulum motion + gust reaction under parachute at landing
Assumed to be random with independent normal PDFs

Pitch Angle
Mean = 0 degs, 3o = 30 degs
Pitch Rate
Mean = 0 deg/s, 3o = 20 deg/s
Pitch angle and pitch rate
probability distribution
Another
one bites
the dust!
Monte Carlo simulation:
counting failures
Result of reliability assessment of
ExoMars lander
The optimization study arrived at a design that satisfies the
requirements with only a small increase in mass

Reliability analysis proved that the concept is viable

Reliability analysis uncovered failure modes that had not previously
been considered

Further design improvements can be made
ExoMars Lander:
LS-DYNA simulation
There is no truly universal optimisation technique that is best for
each and every problem
There are camps in design optimisation: evolutionists, classicists,
and pragmatists practitioners tend to belong to the latter
versus
Comment on the specific choice
of optimization technique
Curse of dimensionality
Problems with non-smooth response, e.g. crashworthiness
Problems of large-scale composite optimisation
Large scale structural engineering problems
CFD optimisation problems, e.g. flow control to reduce drag
Coupled problems, e.g. aeroelasticity
Multidisciplinary problems

Challenges ahead
?
Any questions?