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Engineering Optimization
Concepts and Applications
Matthijs Langelaar
Fred van Keulen
3mE-PME 34-G-1-300
M.Langelaar@tudelft.nl
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Outline
Course information
Introduction to optimization: what, why, how?
Basics
Problem formulation
Solution approach
Optimization & (structural) design
Practical examples
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Course Objectives
Understanding of principles and possibilities of
optimization
Knowledge of optimization algorithms, ability to
choose proper algorithm for given problem
Practical experience with
1. Optimization algorithms
2. Application of optimization to design problems
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Course overview
General introduction,
problem formulation,
design space /
optimization terminology
Modeling, model
simplification
Optimization of unconstrained /
constrained problems
Single-variable, zero
th
-
order and gradient-based
optimization algorithms
Design sensitivity
analysis (FEM)
Topology optimization
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5, 8
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9, 10,
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Assessment
a) Optimization project (case study)
individual or in pairs:
Definition of problem, approach
(ca. 1 page A4, deadline March 3, via email)
Final project report: due Apr 25
b) 3 online self-assessment tests (individual)
(round-off bonus)
c) 10 exercises (indiv./pairs)
(round-off bonus)
Bb: Assignments\Online tests
Final grade
Bb: Assignments
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Exercises
9+1 practical exercises
using Matlab and Optimization Toolbox
(individual or in pairs)
Practice techniques, learn how to use Matlab Optimization Toolbox
Recommended practice for final case study!
Due dates: see planning
Hand in via Bb
Discussed during following lectures, based on your contributions
First one: today (due before next lecture)
Bb: Assignments
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Course material
Main text: Principles of Optimal Design
Modeling and Computation, P.Y.
Papalambros & D.J. Wilde, Cambridge
University Press
[also available as e-book]
Selected topics: Elements of Structural
Optimization, R.T. Haftka & Z. Gurdal, Kluwer
Academic Publishers
Slide handouts, exercises and material on Bb
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Outline
Course information
Introduction to optimization: what, why, how?
Basics
Problem formulation
Solution approach
Optimization & (structural) design
Practical examples
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What is optimization?
Making things better
Generating more profit
Determining the best
Do more with less
Papalambros: The determination of values for design
variables which minimize (maximize) the objective,
while satisfying all constraints
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Historical perspective
Ancient Greek philosophers: geometrical optimization
problems
Zenodorus, 200 B.C.:
A sphere encloses the greatest
volume for a given surface area
?
g
Newton, Leibniz, Bernoulli, De lHospital (1697):
Brachistochrone Problem:
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Historical perspective (cont.)
Lagrange (1750): Constrained minimization
Cauchy (1847): Steepest descent
Dantzig (1947): Simplex method (LP)
Kuhn, Tucker (1951): Optimality conditions
Karmarkar (1984): Interior point method (LP)
Bendsoe, Kikuchi (1988): Topology optimization

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What can be achieved?
Optimization techniques can be used for:
Reaching the optimal performance
Getting a design/system to work (goal attainment)
Making a design/system reliable and robust
Also provide insight in
Design problem characteristics
Underlying physics
Model weaknesses
Provides a systematic problem solving approach
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Optimization problem
Design variables: variables by which the design
problem is parameterized:
Objective: quantity that is to be minimized (maximized)
Usually denoted by:
( cost function)
Constraint: condition that has to be satisfied
Inequality constraint:
Equality constraint:
( ) 0 g s x
( ) 0 h = x
( ) f x
( )
1 2
, , ,
n
x x x = x
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Optimization problem (cont.)
General form of optimization problem:
( )
min ( )
subject to: ( ) 0
( ) 0
n
f
X
s
=
e _9
s s
x
x
g x
h x
x
x x x
s.t.
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Example: cheap chair
Minimize Material usage
Constraints:
(strength) Stress in legs 0.5*(Yield stress)
(comfort) Deflection of seat @ 70 kg = 3 mm
x
1
x
2
x
10 mm x
1
50 mm, 1 mm x
2
10 mm
Stress in legs - 0.5*(Yield stress) 0
Deflection of seat @ 70 kg - 3 mm = 0
= f (x)
= g (x)
= h (x)
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Solving optimization problems
Optimization problems are typically solved using an
iterative algorithm:
Model
Optimizer
Design
variables
Constants
Responses
Derivatives of
responses
(design
sensitivities)
h g f , ,
i i i
x
h
x
g
x
f
c
c
c
c
c
c
, ,
x
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An easier way?
Looks complicated why not just sample many points
in the design variable space, and take the best one?
Take 0,001 s per computation,
10 variables, 10 samples:
total time 116 days! Please wait
Consider problem with n design variables
Sample each variable with m samples
Number of computations required: m
n
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The Challenge
The challenge that optimization algorithms face:
Find the best solution,
using the smallest number of function evaluations!
x
1
x
2
f(x
1
,x
2
) g(x
1
,x
2
) 0 h(x
1
,x
2
)= 0
1 1 10.5 -2.1 0.7
1 2 4.3 1.3 -2.8
3 1.5 5.9 4.5 -2.2
? ? best 0 0
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Parallel computing
Still, for large problems,
optimization requires lots
of computing power
Parallel computing
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Optimization in the design process
Conventional design process:
Collect data to describe
the system
Estimate initial design
Analyze the system
Check performance
criteria
Is design satisfactory? Done
Change design based
on experience / intuition
/ guesses
Design me a rear-
view mirror
J.S. Arora
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Optimization in the design process
Optimization-based design process:
Collect data to describe
the system
Estimate initial design
Analyze the system
Identify:
1. Design variables
2. Objective function
3. Constraints
Check the constraints
Does the design satisfy
convergence criteria?
Change the design
using an optimization
method
Done
Design me a rear-
view mirror
Model
Optimizer
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Optimization popularity
Increasing availability of numerical modeling techniques
Better and more powerful optimization techniques
Increasing availability of cheap computer power
More and more adopted in industry:
More engineers having optimization knowledge
Increased competition, global markets
Increasingly expensive production processes
(trial-and-error approach too expensive)
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Optimization pitfalls!
Proper problem formulation critical!
Choosing the right algorithm
for a given problem
Many algorithms contain lots
of control parameters
Optimization tends to
exploit model weaknesses
Optimization can result in very sensitive designs
Some problems are simply too hard / large / expensive
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Structural optimization
Structural optimization =
optimization techniques applied to structures
Different categories:
Sizing optimization
Material optimization
Shape optimization
Topology optimization
t
E, v
R
r
L
h
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Truss sizing
http://www.bloodhoundssc.com
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Shape optimization
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Topology optimization examples
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Classification
Problems:
Constrained vs. unconstrained
Single level vs. multilevel (nested)
Single objective vs. multi-objective
Deterministic vs. stochastic
( )
min ( )
subject to: ( ) 0
( ) 0
n
f
X
s
=
e _9
s s
x
x
g x
h x
x
x x x
( )
min ( )
subject to: ( ) 0
( ) 0
n
f
X
s
=
e _9
s s
x
x
g x
h x
x
x x x
Responses:
Linear vs. nonlinear
Convex vs. nonconvex (later!)
Smooth vs. nonsmooth
Variables:
Continuous vs. discrete (e.g. integer)
Deterministic vs. stochastic
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Outline
Course information
Introduction to optimization: what, why, how?
Basics
Problem formulation
Solution approach
Optimization & (structural) design
Practical examples
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Practical example: Airbus A380
Wing stiffening ribs
of Airbus A380:
Objective: reduce weight
Constraints: stress, buckling
Leading
edge ribs
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Airbus A380 example (cont.)
Topology and shape optimization
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Airbus A380 example (cont.)
Topology optimization:
Sizing / shape
optimization:
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Airbus A380 example (cont.)
Result: 500 kg weight savings!
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Other examples
Jaguar F1 FRC front wing:
reduce weight
constraints on
max. displacements
5% weight saved
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Other examples (cont.)
Design optimization of packaging products
(Van Dijk & Van Keulen):
Objective: minimize
material used
Constraints:
stress, buckling
Result: 20% saved
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But also
Optimization is also applied in:
Financial market forecasting (options pricing)
Protein folding
System identification
Logistics (traveling salesman problem),
route planning, operations research
Controller design (SC4091 course!)
Spacecraft trajectory planning
This course: focus on (structural) design optimization
but covered techniques apply to other problems too
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What makes a design
optimization problem interesting?
Non-trivial design optimization problems often show a
conflict of interest / contradicting requirements:
Aircraft wing: stiffness vs. weight
F1 car: idem
Oil bottle: stiffness / buckling load vs. material usage
Otherwise the problem may be trivial or ill-posed!
Example:
Cost minimization without demands on performance.
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Exercise 0
Exploring applications of optimization
Find an example of optimization of <your choice>
Write a brief summary (~ 1 A4 max, minimal text)
Title, website where you found it
What is optimized, what are the variables
Bb: Assignments\Exercise 0
(Challenge: optimize your contribution: the most interesting,
most unexpected, most relevant, )
Minimization of ..
Maximization of ..
Optimization of ..
Optimized
And include some pictures, if possible
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Summary
WB1440 Course outline, examination, assignments
Optimization: what, why, how
Basics: problem formulation, solution approach
Optimization & (structural) design
Practical examples
Next lecture: model, problem characterization
Friday 13:45 15:30h
Room D (James Watt room, 3mE)
Discussion of
Exercise 0