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Aerodynamic Design & Optimization - A Review

Technical Report · October 2017

DOI: 10.13140/RG.2.2.11383.73127/3

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CFD Open Series

Revision 1.45

Aerodynamic Design
& Optimization
A Review
Ideen Sadrehaghighi, Ph.D.

Baseline Optimized

Baseline Optimized

ANNAPOLIS, MD
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List of Figures: ..................................................................................................................................................................... 4

1 Introduction .................................................................................................................................. 6
1.1 Complexity of Flow ................................................................................................................................................ 6
1.2 Computational Cost ............................................................................................................................................... 6
1.3 Aerodynamic Optimization ................................................................................................................................ 8

2 Design Problem ........................................................................................................................... 9

2.1 Role of CFD in the Design Process ................................................................................................................... 9
2.1.1 Conceptual Design ............................................................................................................... 9
2.1.2 Preliminary Design ............................................................................................................... 9
2.1.3 Final Design.......................................................................................................................... 9
2.2 Aerodynamic Design Process ............................................................................................................................ 9
2.2.1 Control Theory Approach To Design.................................................................................. 10
2.3 Thought on Hierarchal Design Approach .................................................................................................. 13
2.4 Classification of Design Optimization Methods ...................................................................................... 14

3 Sensitivity Analysis for Aerodynamic Optimization ..................................................... 15

3.1 Background............................................................................................................................................................ 15
3.2 Aerodynamic Sensitivity .................................................................................................................................. 16
3.3 Flow Analysis and Sensitivity Equation ..................................................................................................... 17
3.4 Optimization.......................................................................................................................................................... 18
3.5 Surface Modeling Using NURBS .................................................................................................................... 19
3.6 Case Study -2D Study of Airfoil Grid Sensitivity using Direct Differentiation (DD) ................ 20
3.6.1 2D Case Study- Airfoil Grid, Flow Sensitivity, and Optimization....................................... 21
3.6.2 Discussions......................................................................................................................... 22
3.7 Extension to 3D using Automatic Differentiation (AD) ....................................................................... 23
3.8 The Adjoint Method Duality............................................................................................................................ 24
3.8.1 Optimization ...................................................................................................................... 25
3.8.2 Gradient Calculation as Related to Ajoint Variable (AV) Scheme...................................... 25
3.8.3 Classical Formulation of the Adjoint Approach to Optimal Design ................................... 26
3.8.4 Limitations of the Adjoint Approach ................................................................................. 28
3.8.4.1 Constraints.................................................................................................................... 28
3.8.4.2 Limitations of Gradient-Based Optimization ................................................................ 29
3.8.5 Case Study – Adjoint Aero Design Optimization for Multi-stage Turbomachinery Blades 29

4 Optimization Problem ............................................................................................................. 31

4.1 Definition of Optimization ............................................................................................................................... 31
4.2 Types of Optimization ....................................................................................................................................... 31
4.2.1 Continuous Optimization versus Discrete Optimization ................................................... 31
4.2.2 Unconstrained versus Constrained Optimization.............................................................. 31
4.2.3 None, One or Many Objectives ......................................................................................... 32
4.2.4 Deterministic versus Stochastic Optimization ................................................................... 32
4.2.5 Statement of Continuous Optimization Problem .............................................................. 32
4.3 Case Study - Aerodynamic Shape Optimization applied to a Common Wing ............................. 32
4.3.1 Background ........................................................................................................................ 32
4.3.2 Methodology ..................................................................................................................... 33
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4.3.2.1 Geometric Parametrization .......................................................................................... 33

4.3.2.2 Mesh Perturbation ....................................................................................................... 34
4.3.2.3 CFD Solver..................................................................................................................... 35
4.3.2.4 Optimization Algorithm ................................................................................................ 35
4.3.3 Problem Formulation......................................................................................................... 35
4.3.3.1 Baseline Geometry ....................................................................................................... 35
4.3.3.2 Mesh Convergence Study ............................................................................................. 36
4.3.3.3 Optimization Problem Formulation.............................................................................. 37
4.3.3.4 Surface Sensitivity on the Baseline Geometry ............................................................. 38
4.3.4 Single-Point Aerodynamic Shape Optimization ................................................................. 38
4.3.5 Effect of the Number of Shape Design Variables .............................................................. 40
4.3.6 Multi-Level Optimization Acceleration Technique ............................................................ 42
4.3.7 Multi-Point Aerodynamic Shape Optimization.................................................................. 42
4.4 Effect of Variable Cant angle Winglet in Aircraft Control ................................................................... 44
4.4.1 Results and Discussion....................................................................................................... 45
4.4.2 Concluding Remarks .......................................................................................................... 45

5 Turbo-Machinery Design and Optimization .................................................................... 47

5.1 A Road Map to Turbo-Machine Design....................................................................................................... 47
5.1.1 Wu’s Pioneering (S1 and S2) Scheme ................................................................................ 49
5.1.2 Concept of Streamline Curvature Method ........................................................................ 49
5.2 Case Study 1 - Aerodynamic Design of Compressors ........................................................................... 50
5.2.1 Background ........................................................................................................................ 50
5.2.2 Statement of Problem ....................................................................................................... 50
5.2.3 Different Compressors Objectives ..................................................................................... 51
5.2.4 Design Techniques for Compressor ................................................................................... 52
5.2.5 Preliminary Design Techniques (1D).................................................................................. 54
5.2.6 Through Flow Design Techniques (2D) .............................................................................. 55
5.2.7 Detailed Design Techniques (3D)....................................................................................... 56
5.2.7.1 Direct Methods ............................................................................................................. 56
5.2.7.2 Inverse Methods ........................................................................................................... 57
5.2.8 Concluding Remarks .......................................................................................................... 58
5.3 Case Study 2 – Turbine Airfoil Optimization using Quasi 3D Analysis Codes ............................ 59
5.3.1 Background ........................................................................................................................ 59
5.3.2 Parametric Representation of Airfoil Design Process........................................................ 60
5.3.3 Constraints and Problem formulation ............................................................................... 61
5.3.4 Quasi-3D CFD Analysis and Results ................................................................................... 63
5.3.5 Concluding Remarks .......................................................................................................... 65

6 Multi-Disciplinary Optimization (MDO) ........................................................................... 67

6.1 Background............................................................................................................................................................ 67
6.2 Computational Cost Associated with MDO ............................................................................................... 67
6.3 Organizational Complexity .............................................................................................................................. 68
6.4 Clarification of Some Terminology .............................................................................................................. 68
6.5 Categories of MDO Analysis ............................................................................................................................ 68
6.6 MDO Components ............................................................................................................................................... 69
6.6.1 MDO Components as environed by [Sobieszczanski-Sobieski] ......................................... 69
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6.6.1.1 Mathematical Modeling of a System ........................................................................... 69

6.6.1.2 Trade Off between Accuracy and Cost in MDO ............................................................ 70
6.6.1.3 Design-Oriented Analysis.............................................................................................. 70
6.6.1.4 Approximation Concepts Applicable to MDO .............................................................. 71
6.6.1.5 System Sensitivity Analysis ........................................................................................... 72
6.6.1.6 Optimization Procedures with Approximations and Decompositions ......................... 73
6.6.1.7 Human Factor ............................................................................................................... 75
6.6.2 MDO Formulation as Depicted by Wikipedia .................................................................... 75
6.6.2.1 Design Variables ........................................................................................................... 75
6.6.2.2 Constraints.................................................................................................................... 75
6.6.2.3 Objective....................................................................................................................... 76
6.6.2.4 Models .......................................................................................................................... 76
6.6.2.5 Simple Optimization ..................................................................................................... 76
6.6.2.6 Problem Solution .......................................................................................................... 76
6.7 Approaches to MDO for Turbomachinery Engine Applications ...................................................... 76
6.7.1 Overall Design Process....................................................................................................... 77
6.7.2 Single Discipline Optimization ........................................................................................... 78
6.7.3 Aerodynamic Design Optimization for Turbomachinery ................................................... 78
6.7.3.1 Axial Compressor Gas path Optimization ..................................................................... 79
6.7.3.2 Turbine Gas path Optimization .................................................................................... 80
6.7.4 Concluding Remarks .......................................................................................................... 80

List of Tables:
Table 1 Design improvement for an Airfoil ............................................................................................................ 22
Table 2 Aerodynamic Sensitivity Coefficient ......................................................................................................... 23
Table 3 Mesh convergence study for the baseline CRM wing ......................................................................... 37
Table 4 Aerodynamic shape optimization problem............................................................................................ 37
Table 5 Axial Flow Compressor Design.................................................................................................................... 51
Table 6 Airfoil Geometry Parameters ....................................................................................................................... 62
Table 7 Constraint Variables ........................................................................................................................................ 63
Table 8 Airfoil Design Variables .................................................................................................................................. 63

List of Figures:
Figure 1 Hierarchy of models for industrial flow simulations ......................................................................... 6
Figure 2 Cp Contours on High Lift Configuration with 22 M cells model..................................................... 7
Figure 3 Overall Preliminary Design ......................................................................................................................... 11
Figure 4 Redesigned Boeing 747 wing at Mach 0.86, Cp distributions....................................................... 12
Figure 5 Tightly coupled two level design process ............................................................................................. 13
Figure 6 Optimization Strategy Loop ........................................................................................................................ 18
Figure 7 Seven control point representation of a generic Airfoil .................................................................. 19
Figure 8 Free form deformation (FFD) volume with control points (Courtesy of Kenway et al.) ... 20
Figure 9 Sample grid and grid sensitivity ............................................................................................................... 21
Figure 10 Optimization Cycle History....................................................................................................................... 22
Figure 11 Original and Optimized Airfoil ................................................................................................................ 22
Figure 12 3D Volume grid and sensitivty w.r.t. wing root chord .................................................................. 24
Figure 13 Aerodynamic shape optimization procedure ................................................................................... 28
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Figure 14 Pressure Contours ........................................................................................................................................ 30

Figure 15 Global Maximum of f (x, y) ........................................................................................................................ 31
Figure 16 The shape design variables are the z-displacements of 720 FFD control points ............... 34
Figure 17 Wing mesh of varying sizes ...................................................................................................................... 36
Figure 18 Sensitivity study of the baseline wing w.r.t z-direction for CD and CMY .................................. 38
Figure 19 The optimized wing is shock-free and has 8:5% lower drag. .................................................... 39
Figure 20 Mesh Convergence study........................................................................................................................... 40
Figure 21 Insensitivity of number of optimization iterations to number of design parameters ..... 41
Figure 22 Multipoint optimization flight conditions .......................................................................................... 42
Figure 23 Multipoint optimized .................................................................................................................................. 43
Figure 24 Comparison of baseline, single, and Multipoint optimization ................................................... 44
Figure 25 An un-symmetric wing-tip arrangement for a sweptback wing to initiate .......................... 45
Figure 26 Lift-to-drag Ratio, L/D (Wind Tunnel and CFD Comparison) .................................................... 46
Figure 27 General Description of Computational Planes.................................................................................. 47
Figure 28 Turbomachine Design Process................................................................................................................ 48
Figure 29 Sketch of a Compressor stage (left) and cascade of geometries at mid- span (right) ...... 52
Figure 30 Compressor design flow chart ................................................................................................................ 53
Figure 31 Preliminary Estimation of Number of Stages in Compressor .................................................... 54
Figure 32 Optimization Procedures proposed in [Massardo et al.] ............................................................. 55
Figure 33 Mach number contours a) Base line b) Max. PR. Ratio c) Max. Efficiency .................. 57
Figure 34 Comparison of blade loading prescribed by inverse mode......................................................... 57
Figure 35 The turbine design process ...................................................................................................................... 59
Figure 36 Parametric representation of high-pressure airfoil ....................................................................... 60
Figure 37 Parametric representation of low-pressure airfoil ........................................................................ 61
Figure 38 A sample Mach number distribution .................................................................................................... 61
Figure 39 Flow path of the turbine ............................................................................................................................ 64
Figure 40 Schematics of an airfoil showing stream lines along the radial direction ............................ 65
Figure 41 3D model of an airfoil showing the passage between adjacent airfoils ................................. 65
Figure 42 Product, components and the supporting disciplines ................................................................... 77
Figure 43 Aerodynamic design process for Turbomachinery ........................................................................ 79
Figure 44 Comparison of "baseline" and "optimized" turbine mean line results................................... 80
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1 Introduction
Complexity of Flow
The complexity of fluid flow is well illustrated in Van Dyke’s Album of Fluid Motion. Many critical
phenomena of fluid flow, such as shock waves and turbulence, are essentially nonlinear and the
disparity of scales can be extreme. The flows of interest for industrial applications are almost
invariantly turbulent. The length scale of the smallest persisting eddies in a turbulent flow can be
estimated as of order of 1/Re3/4 in comparison with the macroscopic length scale. In order to resolve
such scales in all three spatial dimensions, a computational grid with the order of Re 9/4 cells would
be required. Considering that Reynolds numbers of interest for airplanes are in the range of 10 to
100 million, while for submarines they are in the range of 109, the number of cells can easily
overwhelm any foreseeable supercomputer. Moin and Kim reported that for an airplane with 50-
meter-long fuselage and wings with a chord length of 5 meters, cruising at 250 m/s at an altitude of
10,000 meters, about 10 quadrillions (1016) grid points are required to simulate the turbulence near
the surface with reasonable details.
They estimate that even with a
sustained performance of 1 Teraflops,
it would take several thousand years to
simulate each second of flight time. RANS (1990s)
Spalart has estimated that if computer
performance continues to increase at
the present rate, the Direct Numerical Euler (1980s)
Simulation (DNS) for an aircraft will be
feasible in 2075.
Consequently mathematical models Non-linear
with varying degrees of simplification Potential (1970s)
have to be introduced in order to make
computational simulation of flow Linear Potential
feasible and produce viable and cost- (1960s)
effective methods. Figure 1 indicates a
hierarchy of models at different levels
of simplification which have proved
useful in practice. Inviscid calculations Figure 1 Hierarchy of models for industrial flow
with boundary layer corrections can simulations
provide quite accurate predictions of
lift and drag when the flow remains attached. The current main CFD tool of the Boeing Commercial
Airplane Company is TRANAIR, which uses the transonic potential flow equation to model the flow.
Procedures for solving the full viscous equations are needed for the simulation of complex separated
flows, which may occur at high angles of attack or with bluff bodies. In current industrial practice
these are modeled by the Reynolds Average Navier Stokes (RANS) equations with various turbulence
models1.

Computational Cost
In external aerodynamics most of the flows to be simulated are steady, at least at the macroscopic
scale. Computational costs vary drastically with the choice of mathematical model. Studies of the
dependency of the result on mesh refinement, performed by this author and others, have

1Antony Jameson and Massimiliano Fatica, “Using Computational Fluid Dynamics for Aerodynamics”, Stanford
University.
 7

demonstrated that inviscid transonic potential flow or Euler solutions for an airfoil can be accurately
calculated on a mesh with 160 cells around the section, and 32 cells normal to the section. Using a
new non-linear Symmetric Gauss-Siedel (SGS) algorithm, which has demonstrated “text book”
multigrid convergence (in 5 cycles), two-dimensional calculations of this kind can be completed in
0.5 seconds on a laptop computer (with a 2Ghz processor). A three dimensional simulation of the
transonic flow over a swept wing on a 192x32x32 mesh (196,608 cells) takes 18 seconds on the same
laptop. Moreover it is possible to carry out an automatic redesign of an airfoil to minimize its shock
drag in 6.25 seconds, and to redesign the wing of a Boeing 747 in 330 seconds2.
Viscous simulations at high Reynolds numbers require vastly greater resources. On the order of 32
mesh intervals are needed to resolve a turbulent boundary layer, in addition to 32 intervals between
the boundary layer and the far field, leading to a total of 64 intervals. In order to prevent degradations
in accuracy and convergence due to excessively large aspect ratios (in excess of 1,000) in the surface
mesh cells, the chord wise resolution must also be increased to 512 intervals. Translated to three
dimensions, this implies the need for meshes with 5 - 10 million cells (for example, 512x64x256 =
8,388,608 cells) for an adequate simulation of the flow past an isolated wing. When simulations are
performed on less fine meshes with, say, 500,000 to 1 million cells, it is very hard to avoid mesh
dependency in the solutions as well as sensitivity to the turbulence model. Currently Boeing uses
meshes with 15-60 million cells for viscous simulations of commercial aircraft with their high lift
systems deployed3. Figure 2 show the Cp contours on High Lift Configuration (wing) with 22 M Cells
(Courtesy of Boeing). Using a multigrid algorithm, 2000 or more cycles are required to reach a steady
state, and it takes 1-3 days to turn around the calculations on a 200 processor Beowulf cluster.

Figure 2 Cp Contours on High Lift Configuration with 22 M cells model

2 Antony Jameson and Massimiliano Fatica, “Using Computational Fluid Dynamics for Aerodynamics”, Stanford
University.
3 Boing using 22 M Cells on High lift Configuration
 8

Aerodynamic Optimization
The use of computational simulation to scan many alternative designs has proved extremely valuable
in practice, but it is also evident that the number of possible design variations is too large to permit
their complete evaluation. Thus it is very unlikely that a truly optimum solution can be found without
the assistance of automatic optimization procedures. To ensure the realization of the true best design,
the ultimate goal of computational simulation methods should not just be the analysis of prescribed
shapes but the automatic determination of the true optimum shape for the intended application. The
need to find optimum aerodynamic designs was already well recognized by the pioneers of classical
aerodynamic theory. A notable example is the determination that the optimum span-load
distribution that minimizes the induced drag of a monoplane wing is elliptic (Glauert4, Prandtl and
Tietjens5). There are also a number of famous results for linearized supersonic flow. The body of
revolution of minimum drag was determined by Sears6, while conditions for minimum drag of thin
wings due to thickness and sweep were derived by Jones7. The problem of designing a two-
dimensional profile to attain a desired pressure distribution was studied by Lighthill8, who solved it
for the case of incompressible flow with a conformal mapping of the profile to a unit circle.
As an vital “ingredients” in gradient base optimization, the sensitivities may now be estimated by
making a small variation in each design parameter in turn and recalculating the flow. The gradient
can be determined directly or indirectly by number of available methods, including Direct
Differentiation (DD), Adjoin Variable(AV), Symbolic Differentiation (SD), Automatic Differentiation
(AD), and Finite Difference (FD). Once the gradient has been calculated, a descent method can be used
to determine a shape change that will make an improvement in the design. The gradients can then be
recalculated, and the whole process can be repeated until the design converges to an optimum
solution, usually within 50–100 cycles. The fast calculation of the gradients makes optimization
computationally feasible even for designs in three-dimensional viscous flow. However, there is a
possibility that the descent method could converge to a local minimum rather than the global
optimum solution.

4 Glauert, H. (1926), “The Elements of Aero foil and Airscrew Theory”, Cambridge University Press.
5 Prandtl, L. and Tietjens, O.G. (1934), “Applied Hydro and Aerodynamics”, Dover Publications.
6 Sears, W.D. (1947), ”On projectiles of minimum drag”, Q. Appl. Math., 4, 361–366.
7 Jones, R.T. (1981), ”The minimum drag of thin wings in frictionless flow”. J. Aerosol Sci., 18, 75–81.
8 Lighthill, M.J. (1945), ”A new method of two dimensional aerodynamic design”. Rep. Memor. Aero. Res. Coun.

Lond., 2112, 143–236.

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2 Design Problem
Role of CFD in the Design Process
The actual use of CFD by Aerospace companies is a consequence of the trade-off between perceived
benefits and costs. While the benefits are widely recognized, computational costs cannot be allowed
to swamp the design process9. The need for rapid turnaround, including the setup time, is also crucial.
In current industrial practice, the design process can generally be divided into three phases:

1. Conceptual Design,
2. Preliminary Design, and
3. Detailed Design.

Conceptual Design
The conceptual design stage, typically carried out by a staff of 15 - 30 engineers, defines the mission
in the light of anticipated market requirements, and determines a general preliminary configuration,
together with first estimates of size, weight and performance. The costs of this phase, depending on
application (airplane configuration), are in the range of 6-12 M dollars.

Preliminary Design
In the preliminary design stage the aerodynamic shape and structural skeleton progress to the point
where detailed performance estimates can be made and guaranteed to potential customers, who can
then, in turn, formally sign binding contracts for the purchase of a certain number of aircraft. A staff
of 100-300 engineers is generally employed for up to 2 years, at a cost of 60 - 120 M dollars (again
the same application). Initial aerodynamic performance is explored by computational simulations
and through wind tunnel tests. While the costs are still fairly moderate, decisions made at this stage
essentially determine both the final performance and the development costs.

Final Design
In the final design stage the structure must be defined in complete detail, together with complete
systems, including the flight deck, control systems (involving major software development for fly-by-
wire systems), avionics, electrical and hydraulic systems, landing gear, weapon systems for military
aircraft, and cabin layout for commercial aircraft. Major costs are incurred at this stage, during which
it is also necessary to prepare a detailed manufacturing plan. Thousands of engineers define every
part of the aircraft. Total costs are 3-10 billion dollars. Thus, the final design would normally be
carried out only if sufficient orders have been received to indicate a reasonably high probability of
recovering a significant fraction of the investment10.

Aerodynamic Design Process

In the development of commercial aircraft, aerodynamic design plays a leading role during the
preliminary design stage, in the course of which the definition of the external aerodynamic shape is
typically finalized. The aerodynamic lines of the Boeing 777 were frozen, for example, when initial
orders were accepted, before the initiation of the detailed design of the structure. Figure 3 illustrates
the way in which the aerodynamic design process is embedded in the overall preliminary design. The
starting point is an initial CAD definition resulting from the conceptual design. The inner loop of
aerodynamic analysis is contained in an outer multi-disciplinary loop, which is in turn contained in a
major design cycle involving wind tunnel testing. In recent Boeing practice, three major design cycles,

9 Antony Jameson and, assisted by, Kui Ou, “Optimization Methods in Computational Fluid Dynamics”,
Aeronautics and Astronautics Department, Stanford University, Stanford, CA, USA.
10 See Previous.
 10

each requiring about 4-6 months, have been used to finalize the wing design. Improvements in CFD,
might allow the elimination of a major cycle, would significantly shorten the overall design process
and reduce costs. Moreover, the improvements in the performance of the final design, which might
be realized through the systematic use of CFD, could have a crucial impact. An improvement of 5
percent in lift to drag (L/D) ratio directly translates to a similar reduction in fuel consumption. With
the annual fuel costs of a long-range airliner in the range of $5-10 million, a 5 percent saving would
amount to a saving of the order of $10 million over a 25 year operational life, or $5 billion for a fleet
of 500 aircraft. In fact an improvement in L/D enables a smaller aircraft to perform the same mission,
so that the actual reduction in both initial and operating costs may be several times larger.
Furthermore a small performance advantage can lead to a significant shift in the share of a market
estimated to be more than $1 trillion over the next decades.
A good first estimate of performance is provided by the Breguet range equation:

VL 1 W  Wf
Range  log 0 (1.1)
D SFC W0

Here V is the speed, L/D is the lift to drag ratio, SFC is the specific fuel consumption of the engines,
W0 is the loading weight (empty weight + payload + fuel resourced), and Wf is the weight of fuel burnt.
Equation (1.1) displays the multidisciplinary nature of design. A light structure is needed to reduce
W0. SFC is the province of the engine manufacturers. The aerodynamic designer should try to
maximize VL/D . This means the cruising speed V should be increased until the onset of drag rise at
a Mach Number M = V/C ∼ 0.85. But the designer must also consider the impact of shape
modifications in structure weight11.

Control Theory Approach To Design

A wing is a device to control the flow where applying the theory of controlling partial differential
equations in conjunction with CFD12. The simplest approach to optimization is to define the geometry
through a set of design parameters, which may, for example, be the weights ai applied to a set of shape
functions bi(x) so that the shape is represented as

f(x)   αi bi (x) (1.1)

Then a cost function (I) is selected which might, for example, be the drag coefficient or the lift to drag
ratio, and I is regarded as a function of the parameters αi. The sensitivities I may now be estimated
by making a small variation Sai in each design parameter in turn and recalculating the flow to obtain
the change in I. An alternative approach is to cast the design problem as a search for the shape that
will generate the desired pressure distribution. This approach recognizes that the designer usually has
an idea of the kind of pressure distribution that will lead to the desired performance. Thus, it is useful
to consider the inverse problem of calculating the shape that will lead to a given pressure
distribution. The method has the advantage that only one flow solution is required to obtain the
desired design. Unfortunately, a physically realizable shape may not necessarily exist, unless the
pressure distribution satisfies certain constraints. Thus the problem must be very carefully
formulated.

11 Antony Jameson, “Airplane Design with Aerodynamic Shape Optimization”, Aeronautics & Astronautics
Department, Stanford University, 2010.
12 Antony Jameson, “Optimum Aerodynamic Design Using CFD and Control Theory”, Department of Mechanical

and Aerospace Engineering, Princeton University, AIAA 95-1729-CP.

 11

The shape changes in the section needed to improve the transonic wing (shock free) design are quite
small. However, in order to obtain a true optimum design larger scale changes such as changes in the
wing planform (sweepback, span, chord, and taper) should be considered. Because these directly
affect the structure weight, a meaningful result can only be obtained by considering a cost function
that takes account of both the aerodynamic characteristics and the weight. Consider a cost function
(I) is defined as

1
I  α1CD  α 2
2B (p  p d ) 2dS  α3C W (1.1)

where pd is the target pressure and the integral is evaluated over the actual surface area (S).
Maximizing the range of an aircraft provides a guide to the values for α1 and α3 as weight functions.
In order to realize these advantages it is essential to move beyond flow simulation to a capability for

Figure 3 Overall Preliminary Design

 12

aerodynamic shape optimization (a main focus of the first author research during the past decade)
and ultimately multidisciplinary system optimization. Figure 4 illustrates the result of an automatic
redesign of the wing of the Boeing 747, which indicates the potential for a 5 percent reduction in the
total drag of the aircraft by a very small shape modification. It is also important to recognize that in
current practice the setup times and costs of CFD simulations substantially exceed the solution times
and costs. With presently available software the processes of geometry modeling and grid generation
may take weeks or even months. In the preliminary design of the F22 Lockheed relied largely on
wind-tunnel testing because they could build models faster than they could generate meshes. It is
essential to remove this bottleneck if CFD is to be more effectively used. There have been major
efforts in Europe to develop an integrated software environment for aerodynamic simulations,
exemplified by the German “Mega Flow” program. Figure 4 also displays Redesigned Boeing 747
wing at Mach 0.86. Cp distributions In the final-design stage it is necessary to predict the loads
throughout the flight envelope. As many as 20000 design points may be considered. In current
practice wind-tunnel testing is used to acquire the loads data, both because the cumulative cost of
acquisition via CFD still exceeds the costs of building and testing properly instrumented models, and
because a lack of confidence in the reliability of CFD simulations of extreme flight conditions13.

Figure 4 Redesigned Boeing 747 wing at Mach 0.86, Cp distributions

13Antony Jameson and, assisted by, Kui Ou, “Optimization Methods in Computational Fluid Dynamics”,
Aeronautics and Astronautics Department, Stanford University, Stanford, CA, USA.
 13

Thought on Hierarchal Design Approach

Aero-engines and other large turbomachine components are very complex engineering systems.
Viewed as a single entity there might be hundred thousands of components. This is obviously too
large task to be handed by single designer and the computational costs are prohibit thought of global
back box optimization concept. To overcome these problems, is to use a hierarchal representation
in which the components is defined at different levels14. To avoid the huge computational cost of
analyzing the entire engine, the design of all aero-engines is carried out at two levels, preliminary
design and detailed component design. The preliminary design group considers the engine as an
entire system, thinking about the customer’s requirements, sizing the major components, deciding
which subsystems to retain from previous products, and aiming to maximize product over the
lifetime of the entire project. At preliminary design process, many crucial design decisions have been
made, such as engine thrust, mass ow and fan radius. The second level of the design hierarchy is the
design of individual components within each subsystem, such as the HP turbine. The design intent
for each component has been fairly tightly specified in preliminary design, and many constraints have
been imposed. The task of the component design team is to full the design intent as well as possible
(good aerodynamic performance, good structural integrity, low weight, etc.); subject to the
constraints. To a large extent, this is a matter of shape optimization, the non-geometric design
parameters having been set in preliminary design. It is worth mentioning that in some circles, there
are also a conceptual design box before preliminary. As described above, and illustrated in Figure 5
(left), the current hierarchical design approach is sequential, preliminary design followed by
component design. Except in exceptional circumstances, the decisions made in preliminary design
are not changed during component design. This is due to preliminary design being rely based on
empiricism rom past experience, so major surprises are unlikely to arise during the component
design process.

Figure 5 Tightly coupled two level design process

There are two weaknesses to this sequential design process. The first is that its success depends on
the new design not being too different from past designs, so that the empiricism in the modelling
remains valid. This makes it very difficult to develop radically new designs. The second drawback is
that the empiricism in the preliminary design system represents the collective experience of past
projects, but no two projects are ever identical. Even if the customer requirements are identical,
technological advances mean that the best engine or aircraft of today would be different from that

14M. B. Giles, “Some thoughts on exploiting CFD for turbomachinery design”, Oxford University Computing
Laboratory, 1998.
 14

designed twenty years ago. To some extent this technological progress can be accounted for in the
empiricism, but inevitably preliminary design is based on only an approximate model of the system.
In the future, there may be a shift to a more tightly-coupled two-level design system, as illustrated in
Figure 5 (right). The overall system design will begin, as now, with a preliminary design based on
past empiricism. This will provide the starting point for the detailed component design. The main
reason a tightly coupled design system is not used today is time. The design time for an engine or
aircraft project is strictly limited.

Classification of Design Optimization Methods

According to different definitions of optimization objectives, the numerical design methods can be
classified into two groups: Inverse design and Direct design. In inverse design, for example, the
blade geometry is modified to minimize the difference of profiles of pressure or velocity between the
designed and the specified. This method is widely used in 1980s and 1990s since it provides a cheap
way for numerical aerodynamic design, such as 2D and 3D blade optimization. Whereas, considerable
experience of the designer is still needed to give a proper profile of pressure or velocity. In
optimization design, the geometry of the blade is sought to maximize the overall performance
parameters, such as efficiency, total pressures ratio, etc. In some sense, it is not as efficient as inverse
design which has clear direction at the beginning, while it makes the design process less dependent
on designers’ experience, which gives the potential possibility of better design than specified by
designer.
In practical optimization design, there often exist Multi-objectives optimization. The classical
optimization method usually converts a multi-objective optimization problem into a single objective
problem using penalty functions or weighting coefficients. However, for most cases, these objectives
often are incompatible. It’s difficult to set the appropriate penalty functions or weighting functions
which really depends on the experience and preferences of the designer. Moreover, only one optimal
result is obtained after optimization. The designers have no alternative options to choose. In fact, in
most cases, there is no “best” solution by nature, but an infinite number of feasible solutions which
represent different levels of trade-off between the objectives. This set of solutions is called Pareto
optimal set or Pareto Front. A couple of novel Multi-objective optimization algorithms based on
Pareto optimal concept are proposed and applied into optimal design. They provide a set of non-
inferior solutions rather than one “best” solution, which represents a more reasonable optimal
nature. The practical application of multi-objective optimization algorithms in engineering design is
still far away from success, especially in aerodynamic design. High computational cost and
convergence are two critical problems needed to be investigated.15

15Xiaodong Wang, “CFD Simulation of Complex Flows in Turbomachinery and Robust Optimization of Blade
Design”, Submitted to the Department of Mechanical Engineering Doctor of Philosophy at the Vrije Universiteit
Brussel July 2010.
 15

3 Sensitivity Analysis for Aerodynamic Optimization

Background
Sensitivity analysis is the study of how the uncertainty in the output of a mathematical model or
system (numerical or otherwise) can be apportioned to different sources of uncertainty in its inputs.
A related practice is uncertainty analysis, which has a greater focus on uncertainty quantification and
propagation of uncertainty. Ideally, uncertainty and sensitivity analysis should be run in tandem.
Sensitivity analysis can be useful for a range of purposes, including testing the robustness of the
results of a model or system in the presence of uncertainty. Increased the understanding of the
relationships between input and output variables in a system or model. Uncertainty reduction:
identifying model inputs that cause significant uncertainty in the output and should therefore be the
focus of attention if the robustness is to be increased (perhaps by further research). Searching for
errors in the model (by encountering unexpected relationships between inputs and outputs). Model
simplification – fixing model inputs that have no effect on the output, or identifying and removing
redundant parts of the model structure. Enhancing communication from modelers to decision
makers (e.g. by making recommendations more credible, understandable, compelling or persuasive).
Finding regions in the space of input factors for which the model output is either maximum or
minimum or meets some optimum criterion16.
Quite often, some or all of the model inputs are subject to sources of uncertainty, including errors of
measurement, absence of information and poor or partial understanding of the driving forces and
mechanisms. This uncertainty, which previously discussed, imposes a limit on our confidence in the
response or output of the model. Good modeling practice requires that the modeler provides an
evaluation of the confidence in the model. This requires, first, a quantification of the uncertainty in
any model results (uncertainty analysis); and second, an evaluation of how much each input is
contributing to the output uncertainty. Sensitivity analysis addresses the second of these issues
(although uncertainty analysis is usually a necessary precursor), performing the role of ordering by
importance the strength and relevance of the inputs in determining the variation in the output. In
models involving many input variables, sensitivity analysis is an essential ingredient of model
building and quality assurance. National and international agencies involved in impact assessment
studies have included sections devoted to sensitivity analysis in their guidelines. Examples are the
European Commission (see e.g. the guidelines for impact assessment), the White House Office of
Management and Budget, the Intergovernmental Panel on Climate Change and US Environmental
Protection Agency's modeling guidelines. Modern engineering design makes extensive use of
computer models to test designs before they are manufactured. Sensitivity analysis allows designers
to assess the effects and sources of uncertainties, in the interest of building robust models. Sensitivity
analyses have for example been performed in biomechanical models, tunneling risk models, amongst
others. Sensitivity analysis is closely related with uncertainty analysis; while the latter studies the
overall uncertainty in the conclusions of the study, sensitivity analysis tries to identify what source of
uncertainty weighs more on the study's conclusions 17. However, despite considerable progress over
twenty years, sensitivity analysis has only recently enjoyed widespread use in engineering practice.
There are perhaps two principal causes of this:

(i) Questionable suitability of gradient-based optimization methods for many engineering

problems,
(ii) The lack of availability of cheap, accurate gradients.

16 From Wikipedia, the free encyclopedia.

17 Same Source
 16

A close third might be the extra effort involved in setting up gradient-based optimizations, due to the
need for smooth mesh deformation, preconditioning of design variables, and the lack of robustness
to the failure of any step of the process. This last is not true of e.g. genetic algorithms, for which a flow
code failure is simply a member of the population that is not evaluated. Issue (i) is an unavoidable
consequence of the locality of gradient-based methods: in a design space with many local optima they
will tend to find the nearest (with respect to the starting point), not the best, local optimum. Further
there is evidence to suggest that configurations such as multi-element high-lift devices have just such
highly oscillatory design spaces. This problem may be tackled with hybrid optimization algorithms
that combine non-deterministic techniques for broad searches, with gradient-based methods for
detailed optimization, a significant topic of current research18 19. However issue (ii) is perhaps more
critical in general, and that with which this article is concerned. Inevitably the availability of
sensitivity analysis tools for codes lags behind the codes themselves, a situation exacerbated by the
considerable effort required to linearize complex solvers. A good example is the lack of reliable adjoin
solvers for Navier-Stokes problems until recently. The situation deteriorates when multi-
disciplinary problems are considered, and the sensitivities of coupled multi-code systems are
required. Nonetheless these problems are worth overcoming, as when they are available, gradient-
based algorithms combined with adjoin gradients are the only methods which can offer rapid
optimizations for extremely large numbers of design variables20, as needed for the aerodynamic
shape design21.

Aerodynamic Sensitivity
Several methods concerning the derivation of sensitivity equations are currently available. Among
the most frequently mentioned are

 Direct Differentiation (DD),

 Adjoin Variable (AV),
 Symbolic Differentiation (SD),
 Automatic Differentiation (AD), ( e.g. Odyssée or ADIFOR)
 Finite Difference (FD), (Brute Force)

Each technique has its own unique characteristics. For example, the Direct Differentiation, has the
advantage of being exact, due to direct differentiation of governing equations with respect to design
parameters, but limited in scope. There are two basic components in obtaining aerodynamic
sensitivity. They are:

 Obtaining the sensitivity of the governing equations with respect to the state variables,
 Obtaining the sensitivity of the grid with respect to the design parameters.

The sensitivity of the state variables with respect to the design parameters are described by a set of
linear-algebraic relation. These systems of equations can be solved directly by a LU decomposition of

18 G. Lombardi, G. Mengali, F. Beux, A hybrid genetic based optimization procedure for aircraft conceptual
analysis, Optimization and Engineering 7 (2) (2006) 151–171.
19 V. Kelner, G. Grondin, O. Léonard, S. Moreau, Multi-objective optimization of a fan blade by coupling a genetic

algorithm and a parametric solver, in: Proceedings of EUROGEN, Munich, 2005.

20 D. Mavriplis, Discrete adjoin-based approach for optimization problems on three-dimensional unstructured

meshes, AIAA Journal 45 (4) (2007) 740–752.

21 Jacques E.V. Peter and Richard P. Dwight, “Numerical Sensitivity Analysis for Aerodynamic Optimization: A

Survey of Approaches”, 2009.

 17

the coefficient matrix. This direct inversion procedure becomes extremely expensive as the problem
dimension increases. A hybrid approach of an efficient banded matrix solver with influence of off-
diagonal elements iterated can be implemented to overcome this difficulty22.

Flow Analysis and Sensitivity Equation

The general equations can be written as

I Q
 R(Q) Q   ρ, ρu , ρv , ρw , E 
T
(2.1)
J t
Here, R is the residual and J is the Jacobean Transformation:

(ξ, , ζ)
J (2.2)
(x, y,z)

Where R is the residual vector, Q is a four-element vector of conserved flow variables. Navier-Stokes
equations are discretized in time using the Euler implicit method and linearized by employing the
flux Jacobean. This results in a large system of linear equations in delta form at each time step as

 I  R 
n

     ΔQ  R n (2.3)
 Jt  Q  
 

For a steady-state solution (i.e., t →∞) reduces to

R( Q (P), X (P), P)  0 (2.4)

Where the explicit dependency of R on grid and vector of parameters P is evident. The parameters P
control the grid X as well as the solution Q. The fundamental sensitivity equation containing ∂Q/∂P
is obtained by direct differentiation of Eq. 20.4 as

 R   Q   R   X   R 
 Q   P    X   P    P   0 (2.5)
       

It is important to notice that Equation 2.5 is a set of linear algebraic equation and matrices ∂R/∂Q
and ∂R/∂X is well understood. The flow sensitivity, ∂Q/∂P can now be directly obtained as

1
 Q   R    R   X   R  
            (2.6)
 P   Q    X   P   P  

Further simplification could include the vector of grid sensitivity which is

22 Sadrehaghighi, I., Smith, R.E., Tiwari, S., N., “Grid Sensitivity And Aerodynamic Optimization of Generic
Airfoils”, Journal of Aircraft, Volume 32, No. 6, Pages 1234-1239.
 18

 X   X   X B 
    (2.7)
 P   X B   P 

Where XB denotes the boundary nodes23.

Optimization
An objective of a multidisciplinary
optimization of a vehicle design is to
extremis a payoff function combining
dependent parameters from several
disciplines. Most optimization techniques
require the sensitivity of the payoff
function with respect to free parameters of
the system. For a fixed grid and solution
conditions, the only free parameters are
the surface design parameters. Therefore,
the sensitivity of the payoff function with
respect to design parameters is needed.
The optimization problem is based on the
method of feasible directions and the
generalized reduced gradient method. This
method has the advantage of progressing
rapidly to a near-optimum design with only
gradient information of the objective and
constrained functions required. The
problem can be denned as finding the
vector of design parameters XD, which will
minimize the objective function f (XD)
subjected to constraints

g i (X D )  0 j  1, m subject to
X LD  X D  X UD (2.8)
Figure 6 Optimization Strategy Loop
Where superscripts denote the upper and
lower bounds for each design parameter.
The optimization process proceeds iteratively as

X nD  X nD1  γ S n (2.9)

Where n is the iteration number, Sn the vector of search direction, and γ a scalar move parameter.
The first step is to determine a feasible search direction Sn, and then perform a one-dimensional
search in this direction to reduce the objective function as much as possible, subjected to the

23Sadrehaghighi, I., Smith, R.E., Tiwari, S., N., “Grid Sensitivity and Aerodynamic Optimization Of Generic
Airfoils”, Journal of Aircraft, Volume 32, No. 6, Pages 1234-1239.
 19

constraints24. (See Figure 6).

Surface Modeling Using NURBS

Among many ideas proposed for generating any arbitrary surface, the approximate techniques of
using spline functions are gaining a wide
range of popularity. The most
commonly used approximate
representation is the Non-uniform
Rational B-Spline (NURBS) function.
They provide a powerful geometric tool
for representing both analytic shapes
(conics, quadrics, surfaces of revolution,
etc.) and free-form surfaces25; or
occasionally called Free From
Deformations (FFD). The surface is
influenced by a set of control points and
weights to where unlike interpolating
schemes the control points might not be
at the surface itself. By changing the
control points and corresponding
weights, the designer can influence the
surface with a great degree of flexibility
without compromising the accuracy of
the design. The relation for a NURBS Figure 7 Seven control point representation of a generic
curve is Airfoil

n N i,p (r) ωi
X (r)   R i,p (r) Di i  0,........., n R i,p (r)  n
(2.10)
i 0
N
i 0
i, p (r) ωi

where X(r) is the vector valued surface coordinate in the r-direction, Di are the control points
(forming a control polygon), ωi are weights, Ni,p(r) are the p-th degree B-Spline basis function, and
Ri,p(r) are known as the Rational basis functions satisfying

R
i 0
i, p (r)  1 , R i,p (r)  0 (2.11)

Figure 7 illustrates a six control point representation of a generic airfoil. The points at the leading
and trailing edges are fixed. Two control points at the 0% chord are used to affect the bluntness of
the section. Similar procedure can be applied to other airfoil geometries such as NACA four or five

24 Sadrehaghighi, I., Smith, R.E., Tiwari, S., N., “Grid Sensitivity and Aerodynamic Optimization Of Generic Airfoils”,
Journal of Aircraft, Volume 32, No. 6, Pages 1234-1239.
25 Tiller, W., “Rational B-Splines for Curve and Surface Representation," Computer Graphics and Applications,

Volume 3, N0. 10, September 1983.

 20

Figure 8 Free form deformation (FFD) volume with control points (Courtesy of Kenway et al.)

digit series. The procedure is easily applicable to 3D for example like the common wing & fuselage
as designated in Figure 8 [G.K.W. Kenway et al.]26. The choice for number of control points and their
locations are best determined using an inverse B-Spline interpolation of the initial data. The
algorithm yields a system of linear equations with a positive and banded coefficient matrix.
Therefore, it can be solved safely using techniques such as Gaussian elimination without pivoting.
The procedure can be easily extended to cross-sectional configurations, when critical cross-sections
are denoted by several circular conic sections, and the intermediate surfaces have been generated
using linear interpolation. Increasing the weights would deform the circular segments to other conic
segments (elliptic, parabolic, etc.) as desired for different flight regions. In this manner, the number
of design parameters can be kept to a minimum, which is an important factor in reducing the
optimization costs.

Case Study -2D Study of Airfoil Grid Sensitivity using Direct Differentiation (DD)
The structured grid sensitivity of a generic airfoil with respect to design parameters using the NURBS
parameterization is discussed in this section. The geometry, as shown in Figure 7, has six pre-
specified control points. The control points are numbered counter-clockwise, starting and ending
with control points (0 and 5), assigned to the tail of the airfoil. A total of 18 design parameters (i.e.,
three design parameters per control point) available for optimization purpose. Depending on desired
accuracy and degree of freedom for optimization, the number of design parameters could be reduced
for each particular problem. For the present case, such reduction is achieved by considering fixed
weights and chord-length. Out of the remaining four control points with two degrees of freedom for
each, control points 1 and 5 have been chosen as a case study. The number of design parameters is
now reduced to four with XD = {X1; Y1; X5; Y5}T, with initial values specifiedError! Reference source
ot found. Non-zero contribution to the surface grid sensitivity coefficients of these control points are
the basis functions R1,3(r) and R5,3(r). The sensitivity gradients are restricted only to the region

26Gaetan K.W. Kenway,

Joaquim R. R. A. Martins, and Graeme J. Kennedy, “Aero structural optimization of the Common Research Model
configuration”, American Institute of Aeronautics and Astronautics.
 21

influenced by the elected control point.

This locality feature of the NURBS
parameterization makes it a desirable
tool for complex design and
optimization when only a local
perturbation of the geometry is
warranted. Similar results can be
obtained for design control point 5
where the sensitivity gradients are
restricted to the lower portion of
domain. Figure 9 shows C-type dual
blocks structured grid its sensitivity
with respect to NURBS input polygon
Y1.

2D Case Study- Airfoil Grid,

Flow Sensitivity, and
Optimization
The second phase of the problem is
obtaining the flow sensitivity
coefficients using the previously
obtained grid sensitivity coefficients.
In order to achieve this, according to
Eq. (20.6), a converged flow field
solution about a fixed design point
should be obtained. The two-
dimensional, compressible, thin-layer
Navier-Stokes equations are solved for
a free stream Mach number of M = 0.7,
Reynolds number Re = 106, and angle
of attack = 0. The solution is implicitly
advanced in time using local time step-
ping as a means of promoting
convergence toward the steady-state.
The residual is reduced by ten orders
of magnitude. All computations are
performed on NASA Langley's Cray-
2YMP mainframe with a computation
Figure 9 Sample grid and grid sensitivity
cost of 0:1209x10-3 CPU
seconds/iteration/grid point. Due to
surface curvature, the flow accelerates along the upper surface to supersonic speeds, terminated by
a weak shock wave behind which it becomes subsonic. The average relative error has been reduced
by three orders of magnitude. The sensitivities of the aerodynamic forces, such as drag and lift
coefficients with respect to design parameters, are obtained and results are presented in Table 1. An
inspection of Table 1 indicates the substantial influence of parameters Y1 and Y5 on the aerodynamic
forces acting on the surface. The optimum design is achieved after 17 optimization cycles and a total
of 8807 Cray-2 CPU seconds. These high computational costs make minimizing the number of design
parameters in optimization cycle essential. Table 2 highlights the initial and final values of lift and
drag coefficients with a 208% improvement in their ratio. Table 3 represents the initial and optimum
design parameters with parameters Y1 and Y5 having the largest change as expected. The history of
 22

design parameters deformation during

the optimization cycles appears in Figure
10, where the oscillatory nature of design
perturbations during the early cycles are
clearly visible. Figure 11 compares the
original and optimum geometry of the
airfoil.

Discussions
Several observations should be made at
this point. First, although control points 1
and 5 demonstrated to have substantial
influence on the design of the airfoil, they
are not the only control points affecting
the design. In fact, control points 2 and 4
near the nose might have greater affect Figure 10 Optimization Cycle History
due to sensitive nature of lift and drag
forces on this region. The choice of control points 1 and 5 here was largely based on their camber like
behavior. A complete design and optimization should include all the relevant control points (e.g.,
control points 1, 2, 4, and 5). For geometries with large number of control points, in order to contain
the computational costs within a
reasonable range, a criteria for selecting
the most influential control points for
optimization purposes should be
established. This decision could be based
on the already known sensitivity
coefficients, where control points having
the largest coefficients could be chosen as
design parameters. Secondly, the
optimum airfoil of is only valid for this
particular example and design range. As a Figure 11 Original and Optimized Airfoil
direct consequence of the nonlinear
nature of governing equations and their sensitivity coefficients, the validity of this optimum design
would be restricted to a very small range of the original design parameters.
The best estimate for this range would be the finite-difference step size used to confirm the sensitivity
coefficients (i.e., 10-3 or less). All the airfoils with the original control points within this range should
conform to the optimum design of Figure 11, while keeping the grid and flow conditions constant.
Table 2 shows the Aerodynamic
sensitivity coefficients and Table 1
indicates the percentage in design
improvement. It is evident that grid
sensitivity plays a significant role in the
aerodynamic optimization process. The
algebraic grid generation scheme
presented here is intended to
demonstrate the elements involved in
Table 1 Design improvement for an Airfoil
obtaining the grid sensitivity from an
algebraic grid generation system. Each
grid generation formulation requires considerable analytical differentiation with respect to
parameters which control the boundaries as well as the interior grid. It is implied that aerodynamic
 23

surfaces, such as the airfoil considered here, should be parameterized in terms of design parameters.
Due to the high cost of aerodynamic optimization process, it is imperative to keep the number of
design parameters as low as possible. Analytical parameterization, although facilitates this notion,
has the disadvantage of being restricted to simple geometries. A geometric parameterization such as
NURBS, with local sensitivity, has been advocated for more complex geometries. Future
investigations should include the implementation of present approach using larger grid dimensions,
adequate to resolve full physics of viscous flow analysis. A grid optimization mechanism based on
grid sensitivity coefficients with respect to grid parameters should be included in the overall
optimization process.
An optimized grid applied to present geometry, should increase the quality and convergence rate of
flow analysis within optimization cycles. Other directions could be establishing a link between
geometric design parameters (e.g., control points and weights) and basic physical design parameters
(e.g., camber and thickness). This
would provide a consistent model
throughout the analysis which
could easily be modified for
optimization. Also, the effects
including all the relevant control
points on the design cycles should
be investigated. Another
contribution would be the
extension of the current algorithm
to three-dimensional space for Table 2 Aerodynamic Sensitivity Coefficient
complex applications. For three-
dimensional applications, even a geometric parameterization of a complete aerodynamic surface can
require a large number of parameters for its designation. A hybrid approach can be selected when
certain sections or skeleton parts of a surface are specified with NURBS and interpolation formulas
are used for intermediate surfaces.

Extension to 3D using Automatic Differentiation (AD)

Traditionally, hand coding, Finite Difference (FD) and Symbolic Differentiation (SD) has been used for
sensitivity derivatives in higher dimensions when Direct Differentiation (DD) is unusable. The issue
with Finite Differencing (FD) is numerical unpredictability and human costs. In contrast, hand coding
and symbolic approach cannot be applied to large codes due to extensive effort. The so called
Automatic Differentiation (AD) is the only promising approach. From users perspective, AD tools
should behave like black boxes which given the code describing the function to be differentiated and
generate sensitivity argument. Functionally, language like C++ and FORTRAN 90 support a feature
called operator overloading which allows the redefinition of behavior of the elementary arithmetic’s
and hence can be employed to employed to attach under the rug, so to speak, sensitivity derivatives
to original program variables. Figure 12 displays such an approach using an experimental High-
Speed Civil Transport (HSCT) like configuration with a double-delta wing27.

27 Bischof, C. H., Jones, W. T., Mauser, A., Samareh, J. A., “Experience with Application of ADIC Automatic
Differentiation tool to the CSCMDO 3-D Volume Grid generation Code”, AIAA 96-0716.
 24

Figure 12 3D Volume grid and sensitivty w.r.t. wing root chord

The Adjoint Method Duality

The only remaining option for calculating sensitivities are Adjoint Variable (AV) which we will
considered it next. We shall begin by showing how the Adjoint method can be viewed as a special
case of linear duality28. Then we will apply these ideas specifically to the problem of fluid control. At
the heart of the adjoint method is a substitution of variables that allows us to compute the gradient
of a function quickly. This substitution can be viewed in terms of linear duality [Giles and Pierce]29.
Suppose that the matrix [A] and the vectors g and c are known, and that we would like to compute
the vector product gTb such that [A]b = c in terms of the unknown vector b. A straightforward
approach would be to first solve for b and then compute the vector product. An alternative would be
to introduce a vector s and compute: sTc such that [A]T s = g. This is known as the dual of the problem.
The equivalence can be shown through substitution: sTc = sT[A]b = ([A]T s)T b = gT b. Of course, this
new linear system is not necessarily any easier to solve. However, consider a new case where the
unknown vector b and the known vector c are actually matrices [B]and [C]. By the same logic, the
vector-matrix product as

 g T B subject to AB  C

g B  s C  
T T
(.)
s T C subject to A s  g
T

where A , C , g are known

Now these two linear systems look quite different! The former involves solving for the entire matrix
[B], while the latter is the same single linear system as in our original example. Clearly, in this case,
huge benefits can be reaped by solving the dual formulation. As it turns out, the problem we would

28 Michael B. Giles and Niles A. Pierce, ”An Introduction to the Adjoint Approach to Design”, Flow, Turbulence
and Combustion 65: 393–415, 2000.
29 See Above.
 25

like to solve involves calculating a vector-matrix product of this form. The adjoint method exploits
this powerful aspect of duality to drastically improve the efficiency of this computation30.

Optimization
The optimization problem is a continuous function minimization (or maximizing) φ(q0;u). There are
many standard numerical methods for minimizing a continuous function. Since this is a derivative-
based optimization, we must not only evaluate φ , but also compute its gradient, ∂φ/∂u. In computer
numeric, this gradient computation has traditionally been the bottleneck for control because each
parameter required its own derivative computation. Here, showing how the adjoint method, long
used in the optimal control community, can be adapted to this and other derivative based problems.

Gradient Calculation as Related to Ajoint Variable (AV) Scheme

Let us now dig more specifically into a particular type of optimization problem often seen of which
physical simulation is one example. Suppose we have a fixed initial state q0, which we evolve into n
subsequent states q1, , , , qn according to the update rule

qi 1  fi (qi , u) (.)
where each fi is an arbitrary differentiable function parameterized by a control vector u. We
combined these into one long vector Q = [qT1, , , , , qTn]T and one long vector function: F(Q;u) =
[f0(q0,u)T , , , , , fn-1(qn-1,u)T ]T . This allows us to write equation as

Q  F(Q, u) (.)

This equation is essentially a constraint on the optimization; for Q to represent a valid simulation
generated by the sequence fi of functions, equation (6) must hold. Finally assume that we have a
differentiable objective function φ(Q,u) and we would like to compute its derivative with respect to
the control vector31:

d  dQ 
  (.)
du Q du u
Computing this directly is extremely costly, as the matrix dQ/du consists of an entire state sequence
for each control. As we shall see, the adjoint method provides a way of side-stepping this computation
while still arriving at exact derivatives of φ. Differentiating the constraint equation (6) gives us a
linear constraint on the derivative matrix dQ/du. Thus, the first term of equation (7) calls for
calculating

 dQ  F  dQ F
such that  I    (.)
Q du  Q  du u

30 Antoine McNamara, Adrien Treuille, Zoran Popovi´c, and Jos Stam, “Fluid Control Using the Adjoint Method”,
NSF grants CCR-0092970, ITR grant IIS-0113007.
31 Antoine McNamara, Adrien Treuille, Zoran Popovi´c, and Jos Stam, “Fluid Control Using the Adjoint Method”,

NSF grants CCR-0092970, ITR grant IIS-0113007.

 26

Notice that this is the exact situation described in equation (3), implying that the vector-matrix
product might be much more efficiently calculated using the dual! Using the same substitution as
equation (4), we introduce a vector R (equivalent to s above), and the product in equation (8) can
instead be computed as

dQ  F   T
R T
such that  I   R  (.)
du  Q  Q

We call this new vector the adjoint vector. If we can calculate this adjoint R, the overall gradient can
now be computed simply:
d dF 
 RT  (.)
du du u
Now we must describe how to calculate R itself. First, rewrite the constraint in equation (9) as


T
 dF 
T
R   R (.)
 du  u

The key to solving this lies in the sparse structure of dF/dQ, with its off-diagonal blocks representing
each dfi/dqi. Much the same way that Q is an aggregate of a sequence of forward states q1, , , , qn, we
may view R as an aggregate of a sequence of adjoint states r1 , , , , rn so that (10) implies that rn =
(dφ/dqn)T and
T T
 df    
ri   i  ri 1    (.)
 dq i   q i 

Note that each adjoint state depends on the subsequent state; therefore, whereas the regular
simulation states are computed forward in time, these adjoint states must be computed in reverse 32.

Classical Formulation of the Adjoint Approach to Optimal Design

Following the developments in [Jameson]33, a wing, for example, is a device to produce lift by
controlling the flow, and its design can be regarded as a problem in the optimal control of the flow
equations by variation of the shape of the boundary. If the boundary shape is regarded as arbitrary
within some requirements of smoothness, then the full generality of shapes cannot be defined with a
finite number of parameters, and one must use the concept of the Frechet derivative of the cost with
respect to a function. Clearly, such a derivative cannot be determined directly by finite differences of
the design parameters because there are now an infinite number of these. Using techniques of control
theory, however, the gradient can be determined indirectly by solving an adjoint equation which has
coefficients defined by the solution of the flow equations. The cost of solving the adjoint equation is
comparable to that of solving the flow equations. Thus the gradient can be determined with roughly
the computational costs of two flow solutions, independently of the number of design variables,

32 Antoine McNamara, Adrien Treuille, Zoran Popovi´c, and Jos Stam, “Fluid Control Using the Adjoint Method”,
NSF grants CCR-0092970, ITR grant IIS-0113007.
33 Antony Jameson, “Optimum Aerodynamic Design Using CFD and Control Theory”, Department of Mechanical

and Aerospace Engineering, Princeton University, AIAA 95-1729-CP.

 27

which may be infinite if the boundary is regarded as a free surface. For flow about an airfoil or wing,
the aerodynamic properties which define the cost function are functions of the flow-field variables
(w) and the physical location of the boundary which may be represented by the function F. Then

 I T   I T 
I  I (w , F) or δI    δw    δF (1.1)
 w   F 
changes in the cost function. Using control theory, the governing equations of the flow field are
introduced as a constraint in such a way that the final expression for the gradient does not require
re-evaluation of the flow field. In order to achieve this δw must be eliminated from (1.1). Suppose
that the governing equation R which expresses the dependence of w and F within the flow field
domain D can be written as

 R T   R T 
R  R (w, F) or δR    δw    δF (1.2)
 w   F 

Next introducing a Lagrange Multiplier ψ 34, we have:

 I T   I T  T   R   R  
δI    δw    δF - ψ    δw    δF 
 w   F    w   F 
 I T T  R    I T  R  
 ψ   δw    ψT  δF
 w  w    F  F  

0

Choosing ψ to satisfy the adjoint equation:

 R  I
T

 w  ψ  w (1.4)

The first term is eliminated so we have

I T  R 
δI  GF where G - ψT   (.)
F  F 
This equation is independent of ∂w, with the result that the gradient of I with respect to an arbitrary
number of design variables can be determined without the need for additional flow-field evaluations.
In the case that (1.2) is a partial differential equation, the adjoint equation (1.4) is also a partial
differential equation and appropriate boundary conditions must be determined. After making a step
in the negative gradient direction, the gradient can be recalculated and the process repeated to follow

34In mathematical optimization, the method of Lagrange multipliers is a strategy for finding the local maxima
and minima of a function subject to equality constraints.
 28

F w

Adjoint
Solver
Optimizer Geometry Flow Solver [∂R/∂w]T ψ
and Mesh R(F, w(F)=0 =-[∂I/∂w]T
dI/dF=∂I/∂F+ψT[
∂R/∂F]

dI/dF
Fx
Figure 13 Aerodynamic shape optimization procedure
a path of steepest descent until a minimum is reached. In order to avoid violating constraints, such
as a minimum acceptable wing thickness, the gradient may be projected into the allowable subspace
within which the constraints are satisfied. In this way one can devise procedures which must
necessarily converge at least to a local minimum, and which can be accelerated by the use of more
sophisticated descent methods such as conjugate gradient or quasi-Newton algorithms 35. There is
the possibility of more than one local minimum, but in any case the method will lead to an
improvement over the original design. Furthermore, unlike the traditional inverse algorithms, any
measure of performance can be used as the cost function. Similar information can be found at [Oliviu
Sugar-Gabor]36. All components just described are integrated into a computational framework
capable of optimizing the aerodynamic shape, as shown in Figure 13.

Limitations of the Adjoint Approach

Constraints
Engineering design applications often have a set of constraints which must be satisfied, in addition
to the discrete flow equations37. Some of these may be geometric, such as airfoil design in which the
length of the chord and the area of the airfoil are fixed. Others may depend on the flow variables, such
as wing design in which one wishes to minimize the drag but keep the lift fixed. Geometric constraints
are easily incorporated by modifying the search direction for the design variables to ensure that the
geometric constraints are satisfied. It is the constraints which depend on the flow which pose a
problem. If the constraint is taken to be ‘hard’ and so must be satisfied at all stages of the optimization
procedure, then we need to know both the value of the constraint function, which we shall label

35 A. Jameson, L. Martinelli and N.A. Pierce, “Optimum Aerodynamic Design Using the Navier–Stokes Equations”,
Theoret. Comput. Fluid Dynamics (1998) 10: 213–237.
36 Oliviu SUGAR-GABOR, “Discrete Adjoint-Based Simultaneous Analysis and Design Approach for Conceptual

Aerodynamic Optimization”, DOI: 10.13111/2066-8201.2017.9.3.11, August 2017.

37 Michael B. Giles and Niles A. Pierce, “An Introduction to the Adjoint Approach to Design”, Flow, Turbulence

and Combustion 65: 393–415, 2000.

 29

J2(U(α), α), and its linear sensitivity to the design variables. The latter requires a second adjoint
calculation; the addition of more flow-based hard constraints would require even more adjoint
calculations. This type of constraint therefore undermines the computational cost benefits of the
adjoint approach. If the number of hard constraints is almost as large as the number of design
variables, then the benefit is entirely lost. To avoid this, the alternative is to use ‘soft’ constraints via
the addition of penalty terms in the objective function, e.g. J(U)+λ(J2(U))2. The value of λ controls the
extent to which the optimal solution violates the constraint J2(U, α) = 0. The larger the value of λ, the
smaller the violation, but it also worsens the conditioning of the optimization problem and hence
increases the number of steps to reach the optimum.

Limitations of Gradient-Based Optimization

The adjoint approach is only helpful in the context of gradient-based optimization and such
optimization has its own limitations. Firstly, it is only appropriate when the design variables are
continuous. For design variables which can take only integer values (e.g. the number of engines on
an aircraft) stochastic procedures such as simulated annealing and genetic algorithms are more
suitable. Secondly, if the objective function contains multiple minima, then the gradient approach will
generally converge to the nearest local minimum without searching for lower minima elsewhere in
the design space. If the objective function is known to have multiple local minima, and possibly
discontinuities, then again a stochastic search method may be more appropriate38.

Case Study – Adjoint Aero Design Optimization for Multi-stage Turbomachinery Blades
The adjoint method for blade design optimization will be described. The main objective is to develop
the capability of carrying out aerodynamic blading shape design optimization in a multistage
turbomachinery environment. To this end, an adjoint mixing-plane treatment has been proposed. In
the first part, the numerical elements pertinent to the present approach will be described. Attention
is paid to the exactly opposite propagation of the adjoint characteristics against the physical flow
characteristics, providing a simple and consistent guidance in the adjoint method development and
applications. The adjoint mixing-plane treatment is formulated to have the two fundamental features
of its counterpart in the physical flow domain: conservation and non-reflectiveness across the
interface. The adjoint solver is verified by comparing gradient results with a direct finite difference
method and through a 2D inverse design. The adjoint mixing-plane treatment is verified by
comparing gradient results against those by the finite difference method for a 2D compressor stage.
The redesign of the 2D compressor stage further demonstrates the validity of the adjoint mixing-
plane treatment and the benefit of using it in a multi-blade row environment. Results for pressure
contours are presented in Figure 14. In summary, method ingredients includes39:

 A continuous Adjoint method has been developed based on a 3D time-marching finite volume
RANS solver. This enables the performance gradient sensitivities to be calculated very
efficiently, particularly for situations with a large number of design variables40.
 A novel adjoint ‘mixing-plane’ model has been developed. This model makes it possible to
carry out the adjoint design optimization in a multi-stage environment.
 The optimization approach with the above capabilities has been implemented in a parallel

38 Michael B. Giles and Niles A. Pierce, “An Introduction to the Adjoint Approach to Design”, Flow, Turbulence
and Combustion 65: 393–415, 2000.
39 Osney Thermo-Fluids Laboratory, “Adjoint Aerodynamic Design Optimization for Multi-stage Turbomachinery

Blades”, University of Oxford.

40 D. X. Wang and L. He, “Adjoint Aerodynamic Design Optimization for Blades in Multi-Stage Turbomachines: Part

I – Methodology and Verification”, ASME Journal of Turbomachinery, Vol.132, No.2, 021011, 2010.
 30

mode, with which a simultaneous multi-point optimization can be conducted41.

Original Optimized

Figure 14 Pressure Contours

41D. X. Wang, L. He, Y.S Li and R.G. Wells, “Adjoint Aerodynamic Design Optimization for Blades in Multi-Stage
Turbomachines: Part II – Verification and Application”, ASME Journal of Turbomachinery, Vol.132, No.2,
021012, 2010.
 31

4 Optimization Problem
Definition of Optimization
In mathematics and computer science, an optimization problem is the problem of finding the best
solution from all feasible solutions. In the simplest terms, an optimization problem consists of
maximizing or minimizing a real function by systematically choosing input values from within an
allowed set and computing the value of the function. Figure 15 shows a graph of a paraboloid given
by z = f(x, y) = − (x² + y²) + 4. The global maximum at (x, y, z) = (0, 0, 4) is indicated by a blue dot.

Types of Optimization
An important step in the optimization
process is classifying your optimization
model, since algorithms for solving
optimization problems are tailored to a
particular type of problem. Here we
provide some guidance to help you
classify your optimization model; for the
various optimization problem types, we
provide a linked page with some basic
information, links to algorithms and
software, and online and print resources.

Continuous Optimization versus

Discrete Optimization
Figure 15 Global Maximum of f (x, y)
Some models only make sense if the
variables take on values from a discrete
set, often a subset of integers, whereas other models contain variables that can take on any real value.
Models with discrete variables are discrete optimization problems; models with continuous
variables are continuous optimization problems. Continuous optimization problems tend to be
easier to solve than discrete optimization problems; the smoothness of the functions means that the
objective function and constraint function values at a point x can be used to deduce information about
points in a neighborhood of x . However, improvements in algorithms coupled with advancements
in computing technology have dramatically increased the size and complexity of discrete
optimization problems that can be solved efficiently. Continuous optimization algorithms are
important in discrete optimization because many discrete optimization algorithms generate a
sequence of continuous sub problems.

Unconstrained versus Constrained Optimization

Another important distinction is between problems in which there are no constraints on the variables
and problems in which there are constraints on the variables. Unconstrained optimization problems
arise directly in many practical applications; they also arise in the reformulation of constrained
optimization problems in which the constraints are replaced by a penalty term in the objective
function. Constrained optimization problems arise from applications in which there are explicit
constraints on the variables. The constraints on the variables can vary widely from simple bounds to
systems of equalities and inequalities that model complex relationships among the variables.
Constrained optimization problems can be furthered classified according to the nature of the
constraints (e.g., linear, nonlinear, convex) and the smoothness of the functions (e.g., differentiable
or no differentiable).
 32

None, One or Many Objectives

Most optimization problems have a single objective function, however, there are interesting cases
when optimization problems have no objective function or multiple objective functions. Feasibility
problems are problems in which the goal is to find values for the variables that satisfy the constraints
of a model with no particular objective to optimize. Complementarity problems are pervasive in
engineering and economics. The goal is to find a solution that satisfies the complementarity
conditions. Multi-objective optimization problems arise in many fields, such as engineering,
economics, and logistics, when optimal decisions need to be taken in the presence of trade-offs
between two or more conflicting objectives. For example, developing a new component might involve
minimizing weight while maximizing strength or choosing a portfolio might involve maximizing the
expected return while minimizing the risk. In practice, problems with multiple objectives often are
reformulated as single objective problems by either forming a weighted combination of the different
objectives or by replacing some of the objectives by constraints.

Deterministic versus Stochastic Optimization

In deterministic optimization, it is assumed that the data for the given problem are known
accurately. However, for many actual problems, the data cannot be known accurately for a variety of
reasons. The first reason is due to simple measurement error. The second and more fundamental
reason is that some data represent information about the future (e. g., product demand or price for a
future time period) and simply cannot be known with certainty. In optimization under uncertainty, or
stochastic optimization, the uncertainty is incorporated into the model. Robust optimization
techniques can be used when the parameters are known only within certain bounds; the goal is to
find a solution that is feasible for all data and optimal in some sense. Stochastic programming models
take advantage of the fact that probability distributions governing the data are known or can be
estimated; the goal is to find some policy that is feasible for all (or almost all) the possible data
instances and optimizes the expected performance of the model.

Statement of Continuous Optimization Problem

The standard form of a (continuous) optimization problem statement is

Minimize f(x) subject to ; g i (x)  0, i  1,...., m ; h i (x)  0, i  1,....., p

where f(x) is the Objective function to be minimize over the variable x
g i (x)  0 are called inequality constraints and,
h i (x)  0 are called equality constraints

By convention, the standard form defines a minimization problem. A maximization problem can be
treated by negating the objective function. In CFD analysis, we mostly deal with Continues
Optimization.

Case Study - Aerodynamic Shape Optimization applied to a Common Wing

Background
The design of transonic transport aircraft wings is particularly important because of the large
number of such aircraft operating on a daily basis, and because small changes in the wing shape may
have a large impact on fuel burn. This directly affects both the airlines' cash operating cost and the
emission of green-house gases. Despite considerable research on aerodynamic shape optimization,
there is no standard benchmark problem allowing researchers to compare results. This was also
 33

address by Mavriplis 42 which he complained about the lack of certification by analysis. Aerodynamic
shape optimization can be dated back to the 16th century, when Sir Isaac Newton43 used calculus of
variations to minimize the fluid drag of a body of revolution with respect to the body's shape.
Although there were many significant developments in optimization theory after that, it was only in
the 1960s that both the theory and the computer hardware became advanced enough to make
numerical optimization a viable tool for everyday applications.
The application of gradient-based optimization to aerodynamic shape optimization was pioneered in
the 1970s. The aerodynamic analysis at the time was a full-potential small perturbation inviscid
model, and the gradients were computed using finite differences. Hicks et al44 first tackled airfoil
design optimization problems. Hicks and Henne45 then used a three-dimensional solver to optimize
a wing with respect to 11design variables representing both airfoil shape and the twist distribution.
Because small local changes in wing shape have a large effect on performance, wing design
optimization is especially effective for large numbers of shape variables. As the number of design
variables increases, the cost of computing gradients with finite differences becomes prohibitive. The
development of the adjoin method addressed this issue, enabling the computation of gradients at a
cost independent of the number of design variables. For a review of methods for computing
aerodynamic shape derivatives, including the adjoin method, see Peter and Dwight46. For a
generalization of the adjoin method and its connection to other methods for computing derivatives,
see Martins and Hwang47.

Methodology
This section describes the numerical tools and methods that we used for the shape optimization
studies. These tools are components of the framework for multidisciplinary design optimization
(MDO) of aircraft configurations with high fidelity (MACH)48. MACH can perform the simultaneous
optimization of aerodynamic shape and structural sizing variables considering aero-elastic
directions49. However, here we use only the components of MACH that are relevant for aerodynamic
shape optimization: the geometric parametrization, mesh perturbation, CFD solver, and optimization
algorithm.

Geometric Parametrization
Many different geometric parameterization techniques have been successfully used in the past for
aerodynamic shape optimization. These include mesh coordinates (with smoothing), B-spline
surfaces, Hicks–Henne bump functions, camber-line-thickness parameterization50, and free-form

42 Dimitri Mavriplis, Department of Mechanical Engineering, University of Wyoming and the Vision CFD2030
Team, “Exascale Opportunities for Aerospace Engineering”, AIAA 2007-4048.
43 Newton, S. I., Philosophic Naturalis Principia Mathematica, Londini, jussi Societatus Regiaeac typis Josephi

Streater; prostat apud plures bibliopolas, 1686.

44 Hicks, R. M., Murman, E. M., and Vanderplaats, G. N., “An Assessment of Airfoil Design by Numerical

Optimization," Tech. Rep. NASA-TM-X-3092, NASA, 1974.

45 Hicks, R. M. and Henne, P. A., “Wing Design by Numerical Optimization," Journal of Aircraft, Vol. 15, 1978.
46 Peter, J. E. V. and Dwight, R. P., “Numerical Sensitivity Analysis for Aerodynamic Optimization: A Survey of

Approaches," Computers and Fluids, Vol. 39, 2010, pp. 373-391.

47 Martins, J. R. R. A. and Hwang, J. T., “Review and Unification of Methods for Computing Derivatives of

Multidisciplinary Computational Models," AIAA Journal, Vol. 51, No. 11, 2013, pp. 2582-2599.
48 Kenway, G. K. W., Kennedy, G. J., and Martins, J. R. R. A., “Scalable Parallel Approach for High-Fidelity Steady-

State Aero-elastic Analysis and Adjoint Derivative Computations," AIAA Journal, Vol. 52, No. 5, 2014, pp. 935-951.
49 Kenway, G. K. W. and Martins, J. R. R. A., “Multi-point High-fidelity Aero-structural Optimization of a Transport

Aircraft Configuration," Journal of Aircraft, Vol. 51, No. 1, 2014, pp. 144-160.
50 Carrier, G., Destarac, D., Dumont, A., Meheut, M., Din, I. S. E., Peter, J., Khelil, S. B., Brezillon, J., and Pestana, M.,

“Gradient-Based Aerodynamic Optimization with the elsA Software,” 52nd Aerospace Sciences Meeting, 2014.
 34

deformation (FFD)51. In this work is done using a Free Form Design (FFD) volume approach. The
FFD approach can be visualized as embedding the spatial coordinates defining a geometry inside a
flexible volume. The parametric locations (u; v; w) corresponding to the initial geometry are found
using a Newton search algorithm. Once the initial geometry is embedded, perturbations made to the
FFD volume propagate within the embedded geometry by evaluating the nodes at their parametric
locations. Using B-spline volumes for the FFD implementation, and displacement of the control point
locations as design variables. The sensitivity of the geometric location of the geometry with respect
to the control points is computed efficiently using analytic derivatives of the B-spline shape
functions52.
The FFD volume parametrizes the geometry changes rather than the geometry itself, resulting in a
more efficient and compact set of geometry design variables, thus making it easier to manipulate
complex geometries. Any geometry may be embedded inside the volume by performing a Newton
search to map the parameter space to the physical space. All the geometric changes are performed
on the outer boundary of the FFD volume. Any modification of this outer boundary indirectly
modifies the embedded objects. The key assumption of the FFD approach is that the geometry has
constant topology throughout the optimization process, which is usually the case in wing design. In
addition, since FFD volumes are B-spline volumes, the derivatives of any point inside the volume can
be easily computed. Figure 16 shows the FFD volume and the geometric control points (red dots)
used in the aerodynamic shape optimization. The shape design variables are the displacement of all
FFD control points in the vertical (z) direction.

Figure 16 The shape design variables are the z-displacements of 720 FFD control points

Mesh Perturbation
Since FFD volumes modify the geometry during the optimization, we must perturb the mesh for the
CFD to solve for the revised geometry. The mesh perturbation scheme used here is a hybridization of
algebraic and linear elasticity methods, developed by [Kenway et al.]53. The idea behind the hybrid
scheme is to apply a linear-elasticity-based perturbation scheme to a coarse approximation of the
mesh to account for large, low-frequency perturbations, and to use the algebraic warping approach
to attenuate small, high-frequency perturbations.

51 Kenway, G. K., Kennedy, G. J., and Martins, J. R. R. A., “A CAD-free Approach to High-Fidelity Aero-structural
Optimization,” Proceedings of the 13th AIAA/ISSMO Multidisciplinary Analysis Optimization Conference, Fort
Worth, TX, 2010.
52 De Boor, C., A Practical Guide to Splines, Springer, New York, 2001.
53 Kenway, G. K., Kennedy, G. J., and Martins, J. R. R. A., “A CAD-free Approach to High-Fidelity Aero-structural

Optimization," Proceedings of the 13th AIAA/ISSMO Multi-disciplinary Analysis Optimization Conference”, 2010.
 35

CFD Solver
We use a finite-volume, cell-centered multi-block solver for the compressible Euler, laminar Navier
Stokes, and RANS equations (steady, unsteady, and time periodic). The solver provides options for a
variety of turbulence models with one, two, or four equations and options for adaptive wall functions.
The Jameson-Schmidt-Turkel (JST) scheme augmented with artificial dissipation is used for the
spatial discretization. The main ow is solved using an explicit multi-stage Runge-Kutta method, along
with geometric multi-grid. A segregated Spalart-Allmaras turbulence equation is iterated with the
diagonally dominant alternating direction implicit method. To efficiently compute the gradients
required for the optimization, we have developed and implemented a discrete adjoin method for the
Euler and RANS equations. The adjoin implementation supports both the full-turbulence and frozen-
turbulence modes, but in the present work we use the full-turbulence adjoin exclusively. We solve
the adjoin equations with preconditioned [GMRES]54. The Euler-based Aerodynamic shape
optimization and Aero-Structural optimization has been studies extensively earlier. However,
preceding observation indicates serious issues with the resulting optimal Euler-based designs due to
the missing viscous effects. While Euler-based optimization can provide design insights, it has found
that the resulting optimal Euler shapes are significantly different from those obtained with RANS.
Euler-optimized shapes tend to exhibit a sharp pressure recovery near the trailing edge, which is
nonphysical because such flow near the trailing edge would actually separate. Thus, RANS-based
shape optimization is necessary to achieve realistic designs.

Optimization Algorithm
Because of the high computational cost of CFD solutions, we must choose an optimization algorithm
that requires a reasonably low number of function evaluations. Gradient-free methods, such as
genetic algorithms, have a higher probability of getting close to the global minimum for multi-nodal
functions. However, slow convergence and the large number of function evaluations make gradient
free aerodynamic shape optimization infeasible with the current computational resources, especially
for large numbers of design variables. Since it usually require hundreds of design variables, the use
of a gradient-based optimizer combined with adjoin gradient evaluations is recommended. The
optimization algorithm to use in all the results presented herein is SNOPT (Sparse Non-linear
OPTimizer)55 through the Python interface. SNOPT is a gradient-based optimizer that implements a
sequential quadratic programming method; it is capable of solving large-scale nonlinear optimization
problems with thousands of constraints and design variables. SNOPT uses a smooth augmented
Lagrangian merit function, and the Hessian of the Lagrangian is approximated using a limited-
memory quasi-Newton method.

Problem Formulation
The goal of this optimization case is to perform lift-constrained drag minimization of the NASA CRM
wing using the RANS equations. In this section, we provide a complete description of the problem.

Baseline Geometry
The baseline geometry is a wing with a blunt trailing edge extracted from the CRM wing-body
geometry. The NASA CRM geometry was developed for applied CFD validation studies. The CRM is
representative of a contemporary transonic commercial transport, with a size similar to that of a
Boeing 777. The CRM has 3.5 degree more quarter chord wing sweep and 10.3% less wing area than

54 Saad, Y. and Schultz, M. H., “GMRES: A Generalized Minimal Residual Algorithm for Solving Non-symmetric
Linear Systems," SIAM Journal on Scientific and Statistical Computing, Vol. 7, No. 3, 1986, pp. 856-869.
55 Gill, P. E., Murray, W., and Saunders, M. A., “SNOPT: An SQP Algorithm for Large-Scale Constrained

Optimization," SIAM Journal on Optimization, Vol. 12, No. 4, 2002, pp. 979-1006.
 36

the Boeing 777-200. The CRM geometry

has been optimized in aerodynamic
performance. However, several design
features, such as an aggressive pressure
recovery in the outboard wing, were
introduced into the design to make it more
interesting for research purposes and to
protect intellectual property. This baseline
geometry provides a reasonable starting
point for the optimization, while leaving
room for further performance
improvements. In addition, the CRM was
designed together with the fuselage of the
full CRM configuration, so its performance
is degraded when only the wing is
considered. All coordinates are scaled by
the mean aerodynamic chord (275.8 in).
The resulting reference chord is 1.0, and
the half span is 4.758151. The moment
reference point is at (x; y; z) = (1.2077; 0.0;
0.007669), while the reference area is
3.407014.

Mesh Convergence Study

We generate the mesh for the CRM wing
using an in-house hyperbolic mesh
generator56. The mesh is marched out from
the surface mesh using an O-grid topology
to a far-field located at a distance of 25
times the span (about 185 mean chords).
The nominal cruise ow condition is Mach
0.85 with a Reynolds number of 5 million
based on the mean aerodynamic chord. The
mesh we generated for the test case
optimization contains 28.8 million cells.
The mesh size and y+ max values under the
nominal operating condition are listed in
Table 3. We perform a mesh convergence
study to determine the resolution accuracy
of this mesh. It lists the drag and moment
coefficients for the baseline meshes. We
also compute the zero-grid spacing drag
using Richardson's extrapolation, which Figure 17 Wing mesh of varying sizes
estimates the drag value as the grid spacing
approaches zero. The zero-grid spacing drag coefficient is 199.0 counts for the baseline CRM wing.
We can see that the L0 mesh has sufficient accuracy: the difference in the drag coefficient for the L0
mesh and the zero-grid spacing drag is within one drag count. The surface and symmetry plane

56 Zhoujie Lyu and J. R. R. A. Martins.

“Aerodynamic Shape Optimization Investigations of the Common Research
Model Wing Benchmark”. AIAA Journal, 2014.
 37

meshes for the L0, L1, and L2 grid levels are shown in Figure 17 where O-grids of varying sizes were
generated using a hyperbolic mesh generator.

Table 3 Mesh convergence study for the baseline CRM wing

Optimization Problem Formulation

The aerodynamic shape optimization seeks to minimize the drag coefficient by varying the shape
design variables subject to a lift constraint (CL = 0.5) and a pitching moment constraint (CMy > -0.17).
The shape design variables are the z-coordinate movements of 720 control points on the FFD volume
and the angle-of-attack. The control points at the trailing edge are constrained to avoid any
movement of the trailing edge. Therefore, the twist about the trailing edge can be implicitly altered
by the optimizer using the remaining degrees of freedom. The leading edge control points at the wing
root are also constrained to maintain a constant incidence for the root section. There are 750
thickness constraints imposed in a 25 chord wise and 30 span wise grid covering the full span and
from 1% to 99% local chord. The thickness is set to be greater than 25% of the baseline thickness at
each location. Finally, the internal volume is constrained to be greater than or equal to the baseline
volume. The complete optimization problem is described in Table 4.

Table 4 Aerodynamic shape optimization problem

 38

Surface Sensitivity on the Baseline Geometry

To examine the potential improvements of the baseline geometry, we performed a sensitivity
analysis. The sensitivity of the drag and pitching moment with respect to the airfoil shape is shown
in Figure 18 as a contour plot of the derivatives of CD and CMy with respect to shape variations in the z
direction. Sensitivity study (CD and CMy w.r.t z-direction) of the baseline shows which shape changes
yield the largest improvements. The regions with the highest gradient of CD are near the shock on the
upper surface and near the wing leading edge. This indicates that leading-edge shaping and shock
reduction through local shape changes should be the major drivers in C D reduction at the beginning
of the optimization. As for CMy , the shape changes near the root and tip of the wing are the most
effective in adjusting the pitching moment. Since these sensitivity plots are a linearization about the
current design point, they provide no information about the constraints. Nonetheless, these
sensitivity plots indicate what drives the design at this design point.

Figure 18 Sensitivity study of the baseline wing w.r.t z-direction for CD and CMY

Single-Point Aerodynamic Shape Optimization

In this section, we present our aerodynamic design optimization results for the CRM wing benchmark
problem (described in Figure 19) under the nominal flight condition (M = 0.85, Re = 5x106). We use
the L0 grid (28.8M cells) for the optimization, thanks to a multilevel optimization acceleration
 39

technique that meaningfully reduces the overall computational cost of the optimization57. Our
optimization procedure reduced the drag from 199.7 counts to 182.8 counts, i.e., an 8.5% reduction.
The corresponding Richardson-extrapolated zero-grid spacing drag decreased from 199.0 counts to
181.9 counts. Given that the CRM configuration was designed by experienced aerodynamicists, this
is a significant improvement (although they designed the wing in the presence of the fuselage, which
we are ignoring in this problem). Figure 19 shows a detailed comparison of the baseline wing and
the optimized wing. In this figure, the baseline wing results are shown in red and the optimized wing
results are shown in blue. At the optimum, the lift coefficient target is met, and the pitching moment
is reduced to the lowest allowed value. The lift distribution of the optimized wing is much closer to
the elliptical distribution than that of the baseline, indicating an induced drag that is close to the
theoretical minimum for a planar wake. This is achieved by fine-tuning the twist distribution and
airfoil shapes. The baseline wing has a near-linear twist distribution. The optimized design has more
twist at the root and tip, and less twist near mid-wing. The overall twist angle changed only slightly:
from 8.06 degree to 7.43 degree. The optimized thickness distribution is significantly different from
that of the baseline, since the thicknesses are allowed to decrease to 25% of the original thickness,
and there is a strong incentive to reduce the airfoil thicknesses in order to reduce wave drag. The
volume is constrained to be greater than or equal to the baseline volume, so the optimizer drastically
decreases the thickness of the gained value drag trade off more promising.

Figure 19 The optimized wing is shock-free and has 8:5% lower drag.

To ensure that the result of our single-point optimization has sufficient accuracy, we conducted a grid

Zhoujie Lyu and J. R. R. A. Martins, “Aerodynamic Shape Optimization Investigations of the Common Research
57

Model Wing Benchmark”, AIAA Journal, 2014.

 40

convergence study of the optimized design. The mesh convergence plot for both the baseline and
optimized geometry meshes is shown in Figure 20. The zero-grid spacing drag, which was obtained
using Richardson's extrapolation, is also plotted in the figure. We can see that the L0 mesh has
sufficient accuracy: the difference in the drag coefficient for the L0 mesh and the value obtained for
the zero-grid spacing is within one drag count. The variation in drag coefficient between the baseline
and optimized meshes is nearly constant for each grid level, which gives us confidence that the
optimization using the coarse meshes represent the design space trends sufficiently well. Therefore,
we perform the remaining optimization studies on the coarser mesh (L2), assuming that we capture
the correct design trends.

Figure 20 Mesh Convergence study

Effect of the Number of Shape Design Variables

The cost of computing gradients with an efficient adjoin implementation is nearly independent of the
number of design variables. We took advantage of this efficiency by optimizing with respect to 720
shape design variables in the previous sections. However, we would like to determine the tradeoff
between the number of design variables and the optimal drag, and to examine the effect on the
computational cost of the optimization. Thus, in this section we examine the effect of reducing the
number of design variables. A series of new enlarged FFDs are created to ensure proper geometry
embedding for small numbers of design variables. The shape design variables are distributed in a
regular grid, where the finest grid has 15x48 = 720 design variables. The 15 chord wise stations
correspond to 15 distinct airfoil shapes, while the shape of each airfoil is defined by 48 control points
(half of these on the top, and the other half on the bottom). Figure 21 (top) shows the resulting
optimized designs for different numbers of airfoil control points and a fixed number of defining
airfoils. Reducing the airfoil control points from 48 to 24 has a negligible effect on the optimal shape
and pressure distribution, and the optimum drag increases by only 0.1 counts. As we further reduce
the number of airfoil points to 12 and 6, both the drag and pressure distribution show noticeable
differences. Variation in the number of defining airfoils follows a similar trend to the variation in the
number of airfoil control points, as shown in Figure 21 (middle). However, the drag penalty due to
the number of airfoils is less severe than the penalty observed in the airfoil point reduction.
Therefore, increasing the number of design variables in the chord wise direction is more
advantageous than increasing the number of defining airfoils in the span wise direction. Also perform
the optimization with a reduced number of shape design variables in both the chord wise and span
 41

wise directions simultaneously. From this study it can be concluded that an adequate optimized
design can be achieved with a smaller number of design variables: with 8 x 24 = 192 shape variables,
the difference in the optimal drag coefficient is only 0.6 counts. Any further reduction in the number
of design variables has a much larger impact on the optimal drag.
Figure 21 plots the convergence history for each optimization case. Note that number of
optimization iterations does not decrease significantly as the number of defining airfoils is decreased.
When we decrease the 20 number of airfoil control points, the number of optimization iterations
required decreases drastically. However, the number of defining airfoils has little effect on the
optimization effort. This is in part because the adjoin computational cost is independent of the
number of design variables. In addition, the coupled effects between design variables are much
stronger between variables within an airfoil than between variables in different airfoils. For an
optimization process in which the computational cost scales with the number of design variables,
such as when the gradients are computed vi a finite differences, or for gradient-free optimizers, a
smaller number of design variables would significantly impact the optimized design. For example,
for 3 x 6 = 18 variables, the drag of the optimized design would increase by 5.4 counts.

Figure 21 Insensitivity of number of optimization iterations to number of design parameters

 42

Multi-Level Optimization Acceleration Technique

An acceleration technique that reduced the overall computational cost of the optimization is
presented. Aerodynamic shape optimization is a computational intensive endeavor, where the
majority of the computational effort is spent in the flow solutions and gradient evaluations.
Therefore, many CFD researchers have tried to develop more efficient flow and adjoin solvers.
Commonly used methods, such as multigrid, pre-conditioning, and variations on Newton-type
methods, can improve the convergence of the solver, thus reducing the overall optimization time. Our
flow solver has been significantly improved over the years to provide efficient and reliable flow
solutions. Another area of improvement is the efficiency of the gradient computation. As mentioned
before, the adjoin method proficiently computes gradients with respect to large numbers of shape
design variables. For our adjoin implementation, the cost of computing the gradient of a single
function of interest with respect to hundreds or even thousands of shape design variables is lower
than the cost of one flow solution.
Here, we present a method that is inspired by the grid sequencing (multi-gridding) procedure in
CFD. Since it is less costly to compute both the flow solution and the gradient on a coarser grid, we
perform the optimization first on the coarsest grid until a certain level of optimality is achieved. Then,
we move to the next grid level and start with the optimal design variables from the coarser grid. Since
the drag and lift coefficients are generally different for each grid level, the approximate Hessian (used
by the gradient-based optimizer) must be restarted. We repeat this process until the optimization on
the finest grid has converged. Note that this
procedure is different from traditional
multigrid methods, where the coarse levels
are revisited via multigrid cycles.
We used this procedure to obtain the optimal
wing presented in the previous section. We
use three grid levels: L2 (451K cells), L1
(3.6M cells), and L0 (28.8M cells). We can see
that most of the optimization iterations are
performed on the coarse grid, and as a result,
the number of the function and gradient
evaluations on the successively finer grids is
greatly reduced. Table 4 summarizes the
computational time spent on each grid level.
Thanks to the optimization with the coarser
grids, only 18 iterations are needed on the L0
grid to converge the optimization. However,
the L0 grid requires the largest
computational effort, due to the high cost of Figure 22 Multipoint optimization flight conditions
the flow and adjoin solutions on this fine grid.
Given that the cost per optimization iteration in the L0 grid is 770 process-hr (compared to 2.9
process-hr for the L2 grid) it is not feasible to perform an optimization using only the L0 grid.
Assuming that the same number of iterations used for the L2 grid (638) would be needed for the L0
grid, the computational cost would be 23 times higher than that of the multilevel approach, which
would correspond to 16 days using 1248 processors.

Multi-Point Aerodynamic Shape Optimization

Transport aircraft operate at multiple cruise conditions because of variability in the flight missions
and air traffic control restrictions. Single-point optimization under the nominal cruise condition
could overstate the benefit of the optimization, since the optimization improves the on-design
performance to the detriment of the off-design performance. In previous sections, the single-point
 43

optimized wing exhibited an unrealistically sharp leading edge in the outboard of the wing. This was
caused by a combination of the low value for the thickness constraints (25% of the baseline) and the
single-point formulation. A sharp leading edge is undesirable because it is prone to ow separation
under off-design conditions. We address this issue by performing a multipoint optimization. The
optimization is performed on the L2 grid. We choose five equally weighted flight conditions with
different combinations of lift coefficient and the Mach number. The flight conditions are the nominal
cruise, 10% of cruise CL, and 0.01 of cruise M, as shown in Figure 22. More sophisticated ways of
choosing multipoint flight conditions and their associated weights can be used. The objective function
is the average drag coefficient for the have flight conditions, and the moment constraint is enforced
only for the nominal flight condition.
A comparison of the single-point and multipoint optimized designs is shown in Figure 23. Unlike the
shock-free design obtained with single-point optimization, the multipoint optimization settled on an
optimal compromise between the flight conditions, resulting in a weak shock at all conditions. The
leading edge is less sharp than that of the single-point optimized wing. Additional fight conditions,
such as a low-speed flight condition, would be needed to further improve the leading edge. The
overall pressure distribution of the multipoint design is similar to that of the single-point design. The
twist and lift distributions are nearly identical. Most of the differences are in the chord wise Cp
distributions in the outer wing section. The drag coefficient under the nominal condition is
approximately two counts higher. However, the performance under the off design conditions is
considerably improved.

Figure 23 Multipoint optimized

To demonstrate the robustness of the multipoint design, we plot ML=D contours of the baseline,
single-point, and multipoint designs with respect to CL and cruise Mach in Figure 24 where ML = D
provides a metric for quantifying aircraft range based on the Breguet range equation with constant
thrust specific fuel consumption. While the thrust-specific fuel consumption is actually not constant,
 44

assuming it to be constant is
acceptable when comparing
performance in a limited Mach
number range. We add 100 drag
counts to the computed drag to
account for the drag due to the
fuselage, tail, and nacelles, and we get
more realistic ML = D values. The
baseline maximum ML = D is at a lower
Mach number and a higher CL than that
of the nominal flight condition. The
single-point optimization increases
the maximum ML = D by 4% and
moves this maximum toward the
nominal cruise condition. If we
examine the variation of ML=D along
the CL = 0.5 line, we see that the
maximum occurs at the nominal Mach
of 0.85, which corresponds to a dip in Figure 24 Comparison of baseline, single, and Multipoint
a drag divergence plot. optimization
If we examine the variation of ML=D
along the CL = 0.5 line, we see that the
maximum occurs at the nominal Mach of 0.85, which corresponds to a dip in a drag divergence plot.
For the multipoint optimization, the optimized flight conditions are distributed in the Mach-CL space,
resulting in an attended ML=D variation near the maximum, which means that we have more uniform
performance for a range of flight conditions. In aircraft design, the 99% value of the maximum ML =
D contour is often used to examine the robustness of the design. The point with the highest Mach
number on that contour line corresponds to the Long Range Cruise (LRC) point, which is the point at
which the aircraft can fly at a higher speed by incurring a 1% increase in fuel burn. In this case, we
see that the 99% value of the maximum ML = D contour of the multipoint design is larger than that
of the single-point optimum, indicating a more robust design.

Effect of Variable Cant angle Winglet in Aircraft Control

Aircraft performance is highly affected by induced drag caused by wingtip vortices. Winglets,
referred to as vertical or angled extensions at aircraft wingtips, are used to minimize vortices
formation to improve fuel efficiency. Winglets application is one of the most noticeable fuel economic
technologies on aircraft which defined as small fins or vertical extensions at the wingtips. They
improve aircraft efficiency by reducing the induced drag caused by wingtip vortices, by improving
the lift-to-drag ratio (L/D). Winglets function by increasing the effective aspect ratio of the wing
without contributing significantly towards the structural loads. The effect of variable winglet
investigated by [Beechook & Wang]58 where the analysis were to compare the aerodynamic
characteristics and to investigate the performance of winglet at different cant for various angles of
attack. Conventional winglets provide maximum drag cutback and improve L/D under cruise
conditions only. During non-cruise conditions, these winglets are less likely to improve aircraft
performance and subsequently, they do not provide optimal fuel efficiency during take-off, landing

58 A. Beechook1, J. Wang, “Aerodynamic Analysis of Variable Cant Angle Winglets for Improved Aircraft
Performance”, Proceedings of the 19th International Conference on Automation & Computing, Brunel
University, London, UK, 13-14 September 2013.
 45

and climb. Non-cruise flight conditions add up to

a significantly large fraction of a flight and
therefore, winglet designs must be optimized to
be able to function during both cruise and non-
cruise flight conditions.
In recent years, extensive research has been
ongoing, aiming to improve the design of winglets
in order to boost the aircraft performance during
flight. Limited work has been carried out on
winglet designs that can alter the cant angle.
[Bourdin at al]59 has explore similar concept for
‘morphing’ the control of aircraft. The concept
consists of a pair of winglets with adaptive cant
angle, independently activated, mounted at the
tips of a flying wing. The variable cant angle
Figure 25 An un-symmetric wing-tip
winglet appears to be a multi-axis effector with a arrangement for a sweptback wing to initiate
favorable coupling in pitch and roll with regard to a coordinated turn.
turning maneuvers. (See Figure 25).

Results and Discussion

The comparison of lift-to-drag ratio values from wind tunnel test and CFD simulations is presented
in Figure 26. The L/D values obtained from wind tunnel experiments were very low compared to
those obtained from simulations. This is due to the high CD values from the wind tunnel results. From
the simulations results, winglet with cant angle 45° has the highest L/D compared to all other
configurations. From the wind tunnel results, the L/D for each winglet configuration varies for
different angle of attack, e.g. the winglet at cant angle 45° has the highest L/D at 12° angle of attack.

Concluding Remarks
The CFD simulations and wind tunnel test results showed that the different winglet configurations
have different aerodynamic characteristics when the angle of attack is varied. At low angles of attack,
ideally at cruise angle of attack, winglets at cant angle 45° and 60° showed improved the aerodynamic
performance in terms of lift and drag coefficients. The winglets at cant 45° and 60° did not provide
optimum performance at high angles of attack, for example, at higher angle of attack, the winglets at
cant 45° produced more lift compared to other winglet configurations. Hence, varying the winglets’
cant angle at different flight phases can improve the aircraft efficiency and optimize performance.
Therefore, it can be concluded that the investigated concept of variable cant angle winglets appears
to be a promising alternative for traditional fixed winglets. However, this study involved only the
flow study and there are many other important factors to consider while designing new devices for
aircraft, e.g. structural weight and cost. Similar results obtained by [Bourdin at al.]60 for moments
attainable by folding up or down the right winglet.

59 P. Bourdin_, A. Gatto_, and M.I. Friswell, “The Application of Variable Cant Angle Winglets for Morphing Aircraft

Control”, AIAA 2006-3660.

60 See previous.
 46

Figure 26 Lift-to-drag Ratio, L/D (Wind Tunnel and CFD Comparison)

 47

5 Turbo-Machinery Design and Optimization

A Road Map to Turbo-Machine Design
The design of a turbomachine can be traced through three basic phases. First is the preliminary
design phase in which the type of machine to be employed is determined. Additionally, the size,
speed, and over-all geometry are determined. Since the entire design process is iterative, the
preliminary design
parameters and shapes are
always subject to
modification. Many aspects
of this preliminary design
process are empirical
and/or arbitrary and are
based on engineering
experience, system or
installation limitations,
costs, and other factors of
which the designer must
be aware. However, to be
able to proceed with a
detailed design, a fairly
complete conceptual form
of the machine must be
generated.
The second phase is the
detailed design of the
machine duct and blade
shapes. A design that is
based on the equations of
fluid motion requires the
development of a
mathematical description Figure 27 General Description of Computational Planes
or model of the flow field
and the machine geometry. This phase requires computerized methods to solve the equations of
motion while accounting for as many of the physical properties and boundary conditions as possible.
Since the direct solution of the equations of motion for viscous, turbulent flow is subject to
modification. Many aspects of this preliminary design process are empirical and/or arbitrary and are
based on engineering experience, system or installation limitations, costs, and other factors of which
the designer must be aware. However, to be able to proceed with a detailed design, a fairly complete
conceptual form of the machine must be generated. The second phase is the detailed design of the
machine duct and blade shapes. A design that is based on the equations of fluid motion requires the
development of a mathematical description or model of the flow field and the machine geometry.
This phase requires computerized methods to solve the equations of motion while accounting for as
many of the physical properties and boundary conditions as possible. Since the direct solution of the
equations of motion for viscous, turbulent flow is impossible, it becomes necessary to approximate
some of the physics of the flow. However, the exact solution of the no viscous or ideal flow field with
forces due to fluid accelerations, rotation, and non-uniform flows taken into account is possible.
Figure 27 helps to visualize these various aspects of the flow geometry. The usual approach used is
to solve for the inviscid flow field and superimpose the effects of real fluid flow which are difficult to
 48

treat analytically. The solution must include physical effects peculiar to each type of machine.
Generally, the inflow conditions to the turbomachine will be no uniform in velocity and pressure. The
chord wise and span wise loading or pressure on the blade rows will be no uniform as is the blockage
due to blade thickness and boundary layer growth. If the flow field is unbounded, as for a
nonconductor fan, additional boundary conditions are necessary to perform a flow analysis. The
Effects of viscosity in the blade row passages
must be modeled accurately to achieve the
design performance requirements. Specification of Design
The second phase culminates in an actual Parameters
blade shape design that will produce the flow
field specified by the analysis. Determination
of this shape is difficult as there are a number
of boundary conditions that must satisfy, and
the performance of a blade row is highly Perliminary Design (1D pitch or
subject to real flow phenomena which are mean line coorelations)
not easily approached analytically. Again, a
combination of ideal flow theory and
empirical corrections are required to specify
a blade row with desired performance.
The third phase is essentially similar to the
analysis and blade design except that the
Axisymmetric Design (Through
geometry of the system is fixed and it is Flow 2D)
desired to determine the effect of a blade row
on the flow field. This should give the same
solution as the original analysis at the design
point. However, the results of performance
testing and, in particular, measured velocity Blading section Design (Blade-
and pressure profiles in the vicinity of the to-Blade 2D)
blade row may be used to test the theoretical
analysis and design. Where differences are
found, corrections to the mathematical
models or to the hardware may be required.
In summary, the design and analysis of a Stacking and Geometry
turbomachine requires an accurate Defintion
description of the internal flow field. A
numerical simulation of the turbomachine,
including the various components of the
equations of motion in either exact or
approximate (empirical) form, must be
constructed. This simulation consists of two 3D Flow analysis (Euler or N-S)
basic parts, a meridional plane or through-
flow solution and a blade design method that
includes an analytical blade-to-blade flow Figure 28 Turbomachine Design Process
solution. Each of these solutions affects the
other and must be developed iteratively to produce a consistent model of the flow. Once a model is
generated, a check against the design requirements must be made to assure that no part of it fails the
design requirements. Once complete, the model must be compatible with mechanical limitations and
manufacturing capabilities. An additional iteration with the design constraints may be necessary to
 49

finally arrive at an acceptable engineering solution to the design of the turbomachine. Figure 28
illustrated these steps require in turbomachinery design61.

Wu’s Pioneering (S1 and S2) Scheme

In the early 1950's, Wu62, as previously recognized, documented these problems and formulated a
set of equations which had the possibility of a solution. He broke the problem of 3D flow into a set of
coupled 2D solutions. Figure 27 helps to explain Wu's analysis in which he broke the problem into
two planes (S1 and S2) generally perpendicular to each other. One, the meridional plane, describes
the flow on hub-to-tip stream surfaces. The other, the blade-to-blade solution, describes the flow on
planes generally parallel to the hub surface of the machine and perpendicular to the blading. A
complete solution by Wu's method would require a number of both parallel meridional and parallel
blade-to-blade solutions. The solutions are coupled and must be solved iteratively to simultaneously
satisfy the equations on all of the solution planes (Quasi-3D). At the time of formulation of Wu's
analysis, computational methods and machines were not large or fast enough to give a
comprehensive solution. As a result, many approximate methods evolved. [Wislicenus]63
summarized many of the design techniques in use at the time. Most of these techniques relied heavily
on experimental data to be useful. Smith 64 rearranged the equations of motion in the meridional
plane to give a time and spatially averaged picture of the flow in a blade row. At the same time,
additional computerized techniques were developed to solve the through-flow problem. [Novak]65
formulated a solution (Streamline Curvature Method) that solved for the velocities and streamlines
rather than the stream functions where solution was basically inviscid and non-turbulent. The
problem of losses due to viscosity and turbulence was addressed by Bosman and Marsh66, but in
general, experimental data are always required to adequately model the real fluid effects
encountered in a turbo machine.

Concept of Streamline Curvature Method

The Streamline Curvature Method (SCM) offers an advantage in that the equations and solution are
in terms of physical variables of velocity and pressure rather than those of a stream function, which
previously mentioned. Additionally, viscous and turbulence effects are much easier to incorporate
into the (SCM) because their models are developed in terms of physical variables. Where the 3D
nature of the flow field is required, determination effects of the blading on the meridional flow
requires flow field solutions on the blade-to-blade surfaces. The design of blade sections also requires
an accurate analysis technique. [Kansan’s]67 was one first to successfully compute the velocity and
pressure distribution on the blade-to-blade plane.
None of the above methods incorporates sufficient modeling of the turbulent boundary layer flow
associated with turbomachine blade rows. [Raj and Lakshminarayana]68 conducted experiments

61 M. V. Casey, “Computational Methods for Preliminary Design and Geometry Definition in Turbomachinery”,
Fluid Dynamics Laboratory, Sulzer Innotec AG, CH-8401, Winterthur, Switzerland.
62 Wu, C. H., "A General Theory of Three Dimensional Flow in Subsonic and Supersonic Turbomachines of Axial,

Radial, and Mixed Flow Types," National Advisory Committee on Aeronautics, NACA TN 2604, 1952.
63 Wislicenus, C. F., Fluid Mechanics of Turbomachinery, New York, N. Y., Dover Publications Inc., 1965.
64 Smith, L. H., Jr., "The Radial Equilibrium Equation of Turbomachinery," Trans. ASME, J. Eng. Power, 88A, 1966.
65 Novak, R. A., "Streamline Curvature Computing Procedures for Fluid Flow Problems," Trans. ASME, J. Eng.

Power, Vol. 89, 1967.

66 Bosman, C, and H. Marsh, "An Improved Method for Calculating the Flow in Turbomachines, including a

Consistent Loss Model," J. Mech. Eng. Sci., 1974.

67 Katsanis, T., "Use of Arbitrary Quasi-Orthogonal for Calculating Flow Distribution on a Blade-to-Blade Surface

in a Turbomachine." NASA TN D-2809, May 1965.

68 Raj, R., and B. Lakshminarayana, "Characteristics of the Wake Behind a Cascade of Airfoils," J. Fluid Mechanics,

Vol. 61, Part 4, 1973.

 50

which gave insight into the nature of the blade boundary layers and the structure of the wake shed
from the trailing edge of a blade. These data will help in the formulation of more accurate models of
this flow phenomenon. The availability of the various through-flow and blade-to-blade solutions
leads to the possibility of synthesizing a three-dimensional model of the turbomachine flow field. The
interaction of the flow on the meridional plane and on the blade-to-blade planes becomes important
in this case. The result of blade-to-blade analysis is that forces due to the geometry of the blading
may be determined. [Novak and Hearsey]69 utilized the Streamline Curvature Method in a similar
manner to generate a quasi-three-dimensional analysis. It should be stressed that the above
techniques are for analysis of already designed blade rows and do not apply to the actual
determination of a blade shape, i.e., the design problem. The aim here to address the design problem
by using the Streamline Curvature Method to construct an averaged through flow picture that
satisfies the general design requirements. Then two methods, the Mean Streamline Method and the
Streamline Curvature Method, will be used to actually define blading that generates the flow field
prescribed by the through-flow analysis. Combining the through-flow and the blade-to-blade
analysis, a quasi-three-dimensional analytical representation of the flow field is generated.

Case Study 1 - Aerodynamic Design of Compressors

Background
Due to low cost and speed of CFD comparing to traditional testing, and the fact that it ability to
simulated almost any testing, it can be useful tool in design and optimization. While experiment
yields a discrete and limited data, CFD provide the entire region on interest or complete picture
enabling complete design. In that respect, aerodynamic design techniques of gas turbine compressors
have been dramatically changed in the last few years. While the traditional 1D and 2D design
procedures are consolidated for preliminary calculations, emergence techniques have been
developed and are being used almost routinely within industries and academia. The compressor
design still remains a very complex and multidisciplinary task, where aero-thermodynamic issues
traditionally considered prevalent, now become part of a more general design approach. Nowadays,
interesting and alternative options are in fact available for compressor 3D design, such a new blade
shapes for improved efficiency, end-wall contouring and casting treatment for enhanced stall margin,
as well as many others. For this reason while experimental activity remains decisive for ultimate
assessment of design choices, numerical optimization techniques, along CFD are assuming more and
more importance for the detailed design.

Statement of Problem
Qualitatively speaking, compressor aerodynamic design is the procedure by which the compressor
geometry is calculated which fulfils the design cycle requirements in the best possible way70. Using a
more certain statement, we can formulate the design problem by identifying objectives, boundary
conditions, constraints, and decision variables as follows:

 Objectives: Maximize Adiabatic Efficiency (η), Maximize stall margin (SM), both at nominal
condition.
 Boundary conditions: inlet conditions (pressure P, temperature T), flight Mach number, M,
(in the case of an aero-engine).

69 Novak, R. A., and R. M. Hearsey, "A Nearly Three-Dimensional Intra Blade Computing System for
Turbomachinery," Part I and TI, Trans. ASIT4, J. Fluids Eng., March 1977.
70 Benini, E., “Advances in Aerodynamic Design of Gas Turbines Compressors “, University of Padova Italy.
 51

 Decision (Design) variables: number of stages, compressor and stage geometry parameters.
 Functional constraints: mass flow rate, m, (based on engine Power or Thrust requirements),
Pressure Ratio, PR, (from Cycle analysis), correct compressor component matching (i.e.
intake-compressor, compressor-combustor, and above all compressor-turbine) as
determined by a Matching Index (MI).
 Side Constraints: each decision variables must be chosen within feasible lower and upper
bounds (sides).
 Multi-disciplinary constraints: structural and vibrational, weight, costs, manufacturability,
accessibility, reliability.

The aerodynamic design of an axial-flow compressor is inherently a Multi-Objective Constrained

Optimization problem, which can be summarized on the as:

X  X (x1 , x 2 ,......, x n ) x i,min  x i  x i,max for i  1, 2,......n (19.1)

Where n is the number of decision variable. Table 5 summarizes these decision making criteria. It is
worth underlying that this might not be the general formulation, as some constraints could be turned
into objectives, mainly depending on compressor’s final destination and/or manufacturer’s
strategies.

For a Maximize: Minimize Subject to: Comments:

given: :
Axial Flow P ,T , F(X)=η(X) , SM(X) m(X) , PR(X), g(X)=weight,
Compressor M MI(X) , Cost structural,
function (X), technological, other
g(X)
Stationary gas P ,T F(X)= η(X) , m(X) ,PR(X), g(X)=weight,
Turbine Load - MI(X), Cost structural,
(Electric Power) Response(X) function(X) , technological, other
g(X)
Aero-engine P, T, M F(X)=η(X) , SM(X) weight(X) m(X) , PR(X) g(X)=structural,
(military use) , q(X) , MI(X) technological, other
,
Cost q(X)=static trust at sea
function(X), level
g(X)

Table 5 Axial Flow Compressor Design

Different Compressors Objectives

In a stationary gas turbine used for electric power generation a great importance is given both to the
compressor peak efficiency, and to the function called “load response” which quantifies the rapidity
of the compressor in adjusting the airflow delivered by means of IGVs and/or VSVs. In this case, of
course, an intervention aimed at regulating the delivered power of the gas turbine has an effect also
on the mass flow conveyed by the compressor. An aero-engine for military use, a significant merit is
 52

attributed to reaching the best trade-off between performance and weight, objectives which are
intuitively conflicting each other, while cost function is inevitably different to the one assigned to the
civil application.
Finally, a constraint based on the static thrust to be delivered by the overall engine at sea level is set
which inevitably influences compressor design. From the problem formulations given above,
remarkable importance is attributed to maximize or minimize some compressor performance
indexes or figures of merit. Therefore, before examining how to deal with such problems, it is worth
analyzing how performance can be significantly affected by the choice in the design variables. For
instance, maximizing adiabatic efficiency requires a deep understanding of the physics governing
stage losses, which have to be minimized either in design and off-design conditions. This, in turn, will
have an important impact on the choice of stage geometrical and functional variables. On the other
hand, maximizing stall margin involves acquiring a proper insight of stall physics and minimizing
stall losses. Again, such problem can be tackled if proper stage geometry is foreseen. Lastly,
minimizing compressor weight (at least from the aerodynamic point of view) implicates reducing the
number of compressor stages and increasing individual stage loading, a fact which ultimately affects
the choice of the blade shape, particularly cascade parameters. Based on the arguments above, in the
following a brief summary of basic and advanced compressor aerodynamics is given71.

Figure 29 Sketch of a Compressor stage (left) and cascade of geometries at mid- span (right)

Design Techniques for Compressor72

Independently from the particular case under study, modern compressor design philosophy can be
summarized as in Figure 30. A preliminary design is usually carried out at
first, aiming at defining some basic features such as number of stages, inlet and outlet radii and
length. Stage loading and reaction is established as well on the basis of preliminary criteria driven by
basic theory and experiments. Such procedure is based on one-dimensional (1D) methods, where

71 Benini, E., “Advances in Aerodynamic Design of Gas Turbines Compressors “, University of Padova Italy.
72 Same source – see above.
 53

each stage characteristics are condensed into a single “design block”, to which basic thermo- and fluid
dynamics equations are applied. Therefore, no effort is spent to account for flow variations other
than those which characterize the main axial flow direction within each stage at a time. Then, stages
are stacked together to determine the overall compressor design, regardless any mutual stage
interaction. Within this process, which will be described later on, technological and process
constraints, as well as restrictions on weight and cost, play an important role that must be properly
accounted for. In this framework, some early choices could be revisited and subject to aerodynamic
criteria checking, so that an iterative process occurs until a satisfactory preliminary design is
obtained. A second preliminary step, distinct from the 1D procedure, is the two-dimensional design
(2D), which include both cascade and through flow models, from which a characterization of both
design and off-design multi-stage compressor performance can be carried out after some iterations,
if necessary. In this
case, both direct and inverse design methodologies have been successfully
applied.
Numerical optimization strategies may be of great help in this case as the models involved are
relatively simple to run on a computer. Often an optimization involves coupling a prediction tool, e.g.
a blade to blade solver and/or a through flow code, and an optimization algorithm which assists the
designer to explore the search space with the aim of obtaining the desired objectives. Finally, a fully
three-dimensional (3D) design is carried out including all the details necessary to build the

Figure 30 Compressor design flow chart

aerodynamic parts of the compressor. In this phase, some design intervention is needed to account
for the real three-dimensional, viscous flows in the stages, especially tip clearance, secondary flows
 54

and casing treatment for stall delay. This is usually carried out using CFD models, where the running
blade is modeled in its actual deformed shape, analyzed and, if necessary optimized. While
traditional 3D analyses are aimed at evaluating and improving compressor performance of a single
stage, the recent availability of powerful computers makes the analyses of multistage compressors
an affordable task for most industries. Most advanced CFD computations include evaluation of
complex unsteady effects due to successive full-span rotor-stator interaction73.

Preliminary Design Techniques (1D)

A simple mean or pitched line 1D method usually forms the basis of a preliminary design. For a given
design condition, the compressor total pressure ratio is known from which the total number of
compressor stages can be estimated (see Figure 31). To this respect, the designer can use statistical
indications based on typical values of admissible peripheral speeds and stage loading. This is very
useful for estimating the preliminary
stage pressure ratio once the range
for the other functional parameters
has been settled. Result of stage
stacking consists in the flow path
definition, from which the
distribution of stage parameters
along the mean radii can be obtained.
Because the stacking procedure is
intrinsically iterative, a loop is
required to satisfy all the design
objectives and constraints. As a first
check, the axial Mach distribution
along the stages must be calculated
and a value not exceeding 0.5 is
tolerated for both subsonic and
transonic stages. By imposing such a Figure 31 Preliminary Estimation of Number of Stages in
Compressor
constraint, the values of stage area
passage can be derived from the
continuity equation74. Next, the values of the hub-to-tip ratios must be defined. To this end, it is worth
recalling that such value comes from a trade-off between aerodynamic, technological and economic
constraints. For inlet stages, values between 0.45 and 0.66 can be assigned, while outlet stages often
are given a higher value, say from 0.8 to 0.92, in order not to increase the exit Mach number (a
condition that is detrimental for pneumatic combustor losses). Despite its relative simplicity, mean
line 1-D methods based on stage-stacking techniques still play an important role in the design of
compressor stages. Recent works includes a numerical methodology used for optimizing a stator
stagger setting in a multistage axial-flow compressor environment (seven-stage aircraft
compressor), based on a stage-by-stage model to 'stack' the stages together with a dynamic surge
prediction model. The absolute inlet and exit angles of the rotor are taken as design variables.
Analytical relations between the isentropic efficiency and the flow coefficient, the work coefficient,

73 Benini, E., “Advances in Aerodynamic Design of Gas Turbines Compressors “, University of Padova Italy.
74 Same as previous.
 55

the flow angles and the degree of reaction of the compressor stage were obtained. Numerical
examples were provided to illustrate the effects of various parameters on the optimal performance
of the compressor stage75.

Through Flow Design Techniques (2D)

Through flow design allows configuring the meridional contours of the compressor, as well as all
other stage properties in a more accurate way compared to 1D methods. They make use of cascade
correlations for total pressure loss/flow deviation and are based on through flow codes, which are
two-dimensional inviscid methods that solve for axisymmetric flow (radial equilibrium equations)
in the axial-radial meridional plane ( Figure 30)76. A distributed blade force
is imposed to produce the desired flow turning, while blockage factor that accounts for the reduced
area due to blade thickness and distributed frictional force representing the entropy increase due to
viscous stresses and heat conduction can be incorporated. Three methods are basically used for this
purpose:

 Streamline Curvature Methods SCM (Novak, 1967),

 Matrix Through Flow Methods (MTFM) (Marsh, 1968) and
 Streamline Through Flow Methods (STFM) (Von Backström & Rows, 1993).

The SCM has the advantage of simulating individual streamlines, making it easier to be implemented
because properties are conserved along each streamline but is typically lower compared to the other
methods. On the other hand, MTFM uses a fixed geometrical grid, so that streamline conservation
properties cannot be applied. However, despite stream function values must be interpolated
throughout the grid, the MTFM is numerically more stable than SCM. Finally STFM is a hybrid
approach which combines advantages of accuracy of SCM with stability of MTFM. These methods
have recently been made more realistic by taking account of end-wall effects and span wise mixing

Figure 32 Optimization Procedures proposed in [Massardo et al.]

75 Same as previous.
76 Benini, E., “Advances in Aerodynamic Design of Gas Turbines Compressors “, University of Padova Italy.
 56

by four aerodynamic mechanisms: turbulent diffusion, turbulent convection by secondary flows,

span wise migration of airfoil boundary layer fluid and span wise convection of fluid in blade wakes.
As a result of the application of through flow codes, the compressor map in both design and off design
operation can be obtained exhibiting high accuracy77. Remarkable developments in the design
techniques have been obtained using such codes. Among others, Massardo described a technique for
the design optimization of an axial-flow compressor stage. The procedure allowed for optimization
of the complete radial distribution of the geometry, being the objective function obtained using a
throughflow calculation (see Figure 32). Some examples were given of the possibility to use the
procedure both for redesign and the complete design of axial-flow compressor stages.

Detailed Design Techniques (3D)

Direct Methods
Advanced optimization techniques can be of great help in the design of 3D compressor blades when
direct methods are used78. These are usually very expensive procedures in terms of computational
cost such that they can be profitably used in the final stages of the design, when a good starting
solution, obtained using a combination of 1D and/or 2D methods, is already available. Moreover,
large computational resources are necessary to obtain results within reasonable industrial times.
Examples of 3D designs of both subsonic and transonic compressor blading’s are today numerous in
the open literature. For numerical optimization, searching direction was found by the steepest decent
and conjugate direction methods, and it was used to determine optimum moving distance along the
searching direction. The object of present optimization was to maximize efficiency. An optimum
stacking line was also found to design a custom-tailored 3D blade for maximum efficiency with the
other parameters fixed. The method combined a parametric geometry definition method, a powerful
blade-to-blade flow solver and an optimization technique (breeder genetic algorithm) with an
appropriate fitness function. Particular effort has been devoted to the design of the fitness function
for this application which includes non-dimensional terms related to the required performance at
design and off-design operating points. It has been found that essential aspects of the design (such as
the required flow turning, or mechanical constraints) should not be part of the fitness function, but
need to be treated as so-called "killer" criteria in the genetic algorithm. Finally, it has been found
worthwhile to examine the effect of the weighting factors of the fitness function to identify how these
affect the performance of the sections79.
A multi-objective design optimization method for 3D compressor rotor blades was developed by
Benini, 2004, where the optimization problem was to maximize the isentropic efficiency of the rotor
and to maximize its pressure ratio at the design point, using a constraint on the mass flow rate. Direct
objective function calculation was performed iteratively using the three-dimensional Navier-Stokes
equations and a multi-objective evolutionary algorithm featuring a special genetic diversity
preserving method was used for handling the optimization problem. In this work, blade geometry
was parameterized using three profiles along the span (hub, mid span and tip profiles), each of which
was described by camber and thickness distributions, both defined using Bezier polynomials. The
blade surface was then obtained by interpolating profile coordinates in the span direction using
spline curves. By specifying a proper value of the tangential coordinate of the first mid span and the
tip profiles control point with respect to the hub profile, the effect of blade lean was achieved. Results

77 Same Source – See Previous.

78 Same Source – See Previous.
79 Benini, E., “Advances in Aerodynamic Design of Gas Turbines Compressors “, University of Padova Italy.
 57

of tip profiles control point with respect to the hub profile and the effect of blade lean was achieved.
Performance enhancement derived from a drastic modification in the shock structure within the

Figure 33 Mach number contours a) Base line b) Max. PR. Ratio c) Max. Efficiency

blade channel which led to less severe shock losses (Figure 33). Computational time was enormous,
involving about 2000 CPU hours on a 4-processor machine.

Inverse Methods
In the last two decades, 3D inverse design methods have emerged and been applied successfully for
a wide range of designs, involving both radial/mixed flow turbo-machinery blades and wings. Quite
a new approach to the 3D design of axial compressor blading has been recently proposed by Tiow
2002. In this work, an inverse method was presented which is based on the flow governed by the
Euler equations of motion and
improved with viscous effects modeled
using a body force model. However,
contrary to the methods cited above,
the methodology is capable of
providing designs directly for a specific
work rotor blading using the mass-
averaged swirl velocity distribution.
Moreover, the methodology proposed
by Tiow, joins the capabilities of an
inverse design with the search
potential of an optimization tool, in this
case the simulated annealing
algorithm. The entire computation
required minimal human intervention
except during initial set-up where
constraints based on existing
knowledge may be imposed to restrict
the search for the optimal performance
Figure 34 Comparison of blade loading prescribed by
to a specified domain of interest. inverse mode
Two generic transonic designs have
been presented, one of which referred to compressor rotor, where loss reductions in the region of 20
 58

per cent have been achieved by imposing a proper target surface Mach number which resulted in a
modified blade shape. Figure 34 comparison of blade loading distributions of an original supersonic
blade, a new design (prescribed by inverse mode), and a reference blade (R2-56 blade) for a given
pressure ratio (left); comparison of passage Mach number distributions at 95% span. Results in
Figure 34 showed that an optimum combination of pressure-loading tailoring with surface
aspiration can lead to a minimization of the amount of sucked flow required for a net performance
improvement at design and off-design operations. By prescribing a desired loading distribution over
the blade the placement of the passage shock in the new design was about the same as the original
blade. However, the passage shock was weakened in the tip region where the relative Mach number
is high.

Concluding Remarks
It can be concluded that Gas turbine compressors, either stationary or aeronautical, have reached a
relatively mature level of development and performance. Nevertheless, the availability of advanced
materials for blade construction makes it possible to rich levels of aerodynamic loading never
experienced in the past while preserving high levels of on-off design efficiency. This holds especially
for highly-subsonic and transonic blades, where tangential velocities are now becoming higher that
600 m/s, thus leading to stage pressure ratios of 2 and more. In fact, transonic blading’s make it
possible to reduce the number of stages for a prescribed total compression ratio, thus leading to huge
savings in compressor costs, weight and complexity. To properly design such machines, multi
objective and multi criteria problems are to be dealt with which claim for rigorous and robust
procedures, more often assisted by solid mathematical tools that help the designer to complete
his/her skills and experience80.
In view of the above, continuous effort is currently being spent in building advanced design
techniques able to tackle the problem efficiently, cost-effectively and accurately. Plenty of design
optimization techniques has been and are being developed including standard trial and-error 1D
procedures up to the most sophisticated methods, such as direct or indirect methods driven by
advanced optimization algorithms and CFD. Advanced techniques can be used in all stages of the
design. In the field of 1D, or mean line methods, correlation-based prediction tools for loss and
deviation estimation can be calibrated and profitably used for the preliminary design of multistage
compressors. 2D methods supported by either through-flow or blade-to-blade codes in both a direct
and an indirect approach, can be used afterwards, thus leading to a more accurate definition of the
flow path of both meridional and cascade geometry. To enhance the potentialities of such methods,
optimization algorithms can be quite easily used to drive the search toward optimal compressor
configurations with a reasonable computational effort. Detailed 3-D aerodynamic design remains
peculiar of single stage analyses, although several works have described computations of multistage
configurations, either in steady and unsteady operations. However, the latter is an approach suitable
for verification and analysis purposes, thus with a limited design applicability. The 3-D design
optimization techniques can realistically be used if local refinement of a relatively good starting point
is searched for. On the other hand, if more general results are expected, simplified design methods
are mandatory, such as those based on supervised learning procedures, where surrogate models of
the objective functions are constructed. Other very promising techniques include adjoin methods,
where the number of design iteration can be potentially reduced by an order of magnitude if local
derivatives of physical quantities with respect to the decision variables are carefully computed81.

80 Benini, E., “Advances in Aerodynamic Design of Gas Turbines Compressors “, University of Padova Italy.
81 Benini, E.,” Three-Dimensional Multi-Objective Design Optimization of a Transonic Compressor Rotor”. Journal
of Propulsion and Power, Vol. 20, No. 3 (May/June), pp.559-565, ISSN: 0748-4658-2004.
 59

Case Study 2 – Turbine Airfoil Optimization using Quasi 3D Analysis Codes

Background
Turbine airfoil design has long been a domain of expert designers who use their knowledge and
experience along with analysis codes to make design decisions. The turbine aerodynamic design is a
three-step process that is pitch line analysis, through-flow analysis, and blade-to-blade analysis, as
depicted in Figure 35. In the pitch line analysis, flow equations are solved at the blade pitch, and a
free vortex assumption is used to get flow parameters at the hub and the tip. Using this analysis the
flow path of the turbine is optimized, and number of stages, work distribution across stages, stage
reaction, and number of airfoils in each blade row are determined. In the through-flow analysis, the
calculation is carried out on a series of meridional planes where the flow is assumed to be
axisymmetric and the boundary conditions of each stage are determined. The axisymmetric through-
flow method allows for variation in flow parameters in the radial direction without using the free
vortex assumption and accounts for interactions between multiple stages. In the blade-to-blade
analysis, airfoil profiles are designed on quasi-3D surfaces using a computational fluid dynamics
code.
The design of airfoil profiles involves slicing the blade on quasi-3D surfaces, designing each section
separately, and stacking the sections together to obtain a sooth radial geometry. The objective of
airfoil design is to define the airfoil shape so as to ensure structural integrity and minimize losses.
The primary sources of losses in an airfoil are profile loss, shock loss, secondary flow loss, tip
clearance loss, and end-wall loss. Profile loss is associated with boundary layer growth over the blade
profile causing viscous and turbulent dissipation. This also includes loss due to boundary layer
separation because of conditions such as extreme angles of incidence and high inlet Mach number.
Shock losses arise due to viscous dissipation within the shock wave which results in increase in static
pressure and subsequent thickening of the boundary layer, which may lead to flow separation
downstream of the shock. End-wall loss is associated with boundary layer growth on the inner and
outer walls on the annulus. Secondary flow losses arise from flows, which are present when a wall
boundary layer is turned through an angle by an adjacent curved surface. Tip clearance loss is caused
by leakage flows in the tip clearance region of the rotor blade, where the leaked flow fails to

Figure 35 The turbine design process

 60

contribute to the work output and also interacts with the end-wall boundary layer. The objective of
the design is to create the most efficient airfoil by minimizing these losses. This often requires
trading-off one loss versus another such that the overall loss is minimized.
To compute all these losses a 3-D viscous analysis is required; however, due to the computational
load of such a code, a quasi-3-D analysis code is often used in the design process. Thus the impact of
the blade geometry on 3D losses cannot be determined and only 2-D losses can be minimized, that is,
profile and shock losses. A viscous quasi-3-D analysis though less computationally intense is still too
expensive for use in design optimization, and an inviscid quasi-3-D code is used instead.
Consequently, viscous losses are not computed from the analysis code and airfoil performance is
gauged by the characteristics of the Mach number distribution on the blade surface. The most
practical formulation for low-speed turbine airfoil designs still remains the direct optimization
formulation based on 2-D inviscid blade-to-blade solvers. This work automates the direct design
process as described in the next section82.

Parametric Representation of Airfoil Design Process

The parametric representations of the airfoils used in this work are based on the standard design
tools and practices. There are separate models for the high-pressure and low pressure turbine blades.
The high-pressure turbine blades are subject to very high temperatures and need to be cooled. The
parametric representations
of the airfoils used in this
work are based on the
standard design tools and
practices. There are separate
models for the high-pressure
and low pressure turbine
blades. The high-pressure
turbine blades are subject to
very high temperatures and
need to be cooled. As a result,
these airfoils are made thick
to accommodate cooling
passages inside the blades.
For such thick airfoils,
suction and pressure surfaces
need to be manipulated
independently of each other.
So the airfoil is represented Figure 36 Parametric representation of high-pressure airfoil
as a combination of two
separate curves, one for the pressure side and the other for the suction side (see Figure 36). Bezier
curves are well suited for these airfoils. Low-pressure airfoils, on the other hand, have lower thermal
stresses, are much longer, and have a lower speed of rotation compared to high-pressure airfoils.
These airfoils are usually very thin and the two-surface model does not work very well as it is very
difficult to vary the pressure and suction surfaces independently and still maintain a smooth
thickness distribution. For such airfoils, a mean line and thickness representation is used in which a
thickness distribution is super imposed on the mean line of the airfoil as shown in Figure 37. In this
representation, the mean line and the thickness distribution can be varied independently, and good
control of the thickness distribution is obtained.

82
Goel, Sanjay,” Turbine Airfoil Optimization Using Quasi-3D Analysis Codes”, University at Albany, USA.
 61

Here we discusses
optimization of low-pressure
turbine blades with the
following parameters in
Table 6.

Constraints and
Problem formulation
Constraints are imposed on the
airfoil geometry to ensure that
the airfoil is manufacturable
and structurally feasible as
well as for ensuring high
aerodynamic efficiency. The
structural and manufacturing
constraints are based on the
airfoil geometry and the Figure 37 Parametric representation of low-pressure airfoil
aerodynamic constraints are
derived from the Mach number distribution on the airfoil. There aerodynamic constraints are
defined, that is, peak-exit-ratio, peak-location, and inlet-valley-ratio. These are listed below and can
be interpreted from the Mach number distribution shown in Figure 38. Peak-exit-ratio is
defined as the ratio of the peak Mach number on the suction surface to the Mach number at the
trailing edge of Constraints are imposed on the airfoil geometry to ensure that the airfoil is
manufacturable and structurally feasible as well as for ensuring high aerodynamic efficiency.
The structural and manufacturing constraints are based on the airfoil geometry and the aerodynamic
constraints are derived from the Mach number distribution on the airfoil. There aerodynamic
constraints are defined, that is, peak-exit-ratio, peak-location, and inlet-valley-ratio. These are listed
below and can be interpreted from the Mach number distribution shown in Figure 38. Peak-
exit-ratio is defined as the ratio of the peak Mach number on the suction surface to the Mach number
at the trailing edge of the blade. This is a measure of flow acceleration on the unguided portion of the
airfoil (between the throat and the trailing edge). A very high turning on the unguided portion of the
airfoil can lead to separation of
flow or the formation of a shock
on the trailing edge. By putting a
constraint on the maximum peak-
exit-ratio, chances of separation
are minimized. Peak-location is
the normalized location of the
peak Mach number on the suction
side. It is desirable to have an
increasing Mach number as far
along on the suction side as
possible to prevent a thickening
of the boundary layer. Imposing a
constraint on which allows the
peak to occur after 65% of the
blade width guards against
upstream diffusion and helps in
achieving a smooth accelerating Figure 38 A sample Mach number distribution
Mach number on the suction side.
 62

Inlet-valley-ratio is the ratio of the Mach number at the inlet of the airfoil on the pressure side, to the
minimum Mach number on the pressure side. This constraint controls the diffusion near the inlet on
the pressure side and restricts the thickening of the boundary layer, reducing chances of flow
separation. Constraints are also imposed on:

 The curvature change on the unguided portion of the airfoil (unguided turning)
 The difference between the blades mean line angle and the flow angle at the trailing edge
(over turning), and
 The difference between the inlet angle and the metal angle at the inlet (Δ1).

These additional checks further ensure that the designed airfoil stays within design practice
guidelines83. To ensure mechanical and structural feasibility, constraints are imposed on the blade
geometry. The primary geometry parameters are cross section area, maximum thickness of airfoil,
wedge angle, and nose radius. In cooled airfoils, the constraints on the geometry stem from the
necessity to construct cooling channels in the airfoil; these constraints are dictated by manufacturing
requirements. In low-pressure airfoils, these constraints are primarily driven by s reassess and
manufacturing limitations.

Geometry
Definition
Variables
Stagger Angle of line joining leading & trailing edge of the airfoil to axial
Tmaxx Maximum thickness of the airfoil
C1 point of maximum thickness
C2 trailing edge included angle
C3 curvature of mean line
Ratu curvature near leading edge on upper surface
Ratl curvature near leading edge on lower surface
Pcttle incidence angle
Ti leading edge bluntness
E ellipse ratio of the approximate ellipse fitted in the nose

Table 6 Airfoil Geometry Parameters

Most of these constraints have soft limits on them; that is, it is best to have the responses within a
given range, beyond a threshold of the range a penalty that increases nonlinearly with increased
violation of the constraint is added to the objective function. The objective function includes the
performance metrics and constraints where the violations are included via penalty functions. These
factors can vary for different problems based on the requirements of the specific problem. The design

83 Goel, Sanjay,” Turbine Airfoil Optimization Using Quasi-3D Analysis Codes”, University at Albany, USA.
 63

variables and typical range of

Constrained Lower Upper Initial Final
variations are listed in Table 8 and the
Variables Bound Bound Value Value
constraints imposed on the problem
Peak_exit 0.0 13.0 1.153 1.097
are listed in Table 7. During the design
Peak_exit_loc 0.6 1.0 0.655 0.702
of an airfoil, multiple sections are
designed concurrently, and the Peak_imin 0.0 1.5 3.849 1.631
objective function is a sum of the Rad_le 0.035 5.0 0.017 0.017
objective functions of all the cross Wedge 2.0 6.6 2.383 2.388
sections being designed. Constraints Ugt 5.0 18.0 16 12.221
for all the sections are also included in Te 0.0 30.0 0.029 0.029
the problem formulation. Polynomial Ovt -1.0 4.0 3.222 1.77
fits are used to represent the radial Stagger 0.0 50.0 30.96 39.186
variation of the design variables; thus Deltal -30.0 30.0 -4.218 -4.218
the objective function becomes a Tmax 0.0 2.0 0.141 0.138
combination of the coefficients of the Tmax_c 0.04 0.2 0.094 0.083
fits across multiple sections rather
Pctz 0.0 2.0 0.389 0.401
than individual parameters for each
Carea 0.0 10.0 0.165 0.174
section. A second-order polynomial fit
Table 7 Constraint Variables
is used in the formulation; so
corresponding to each metric we have
three coefficients. The solution to the Design Lower Upper Initial Final
problem can be attempted using a variety Variables Bound Bound Value Value
of optimization techniques including C1 0.2 0.5 0.35 0.35
numerical optimization, genetic C2 0.25 0.75 0.5 0.632
algorithms, simulated annealing, and C3 0.25 0.75 0.5 0.569
heuristic search. In the current Tmaxx 0.05 0.15 0.139 0.139
investigation, the BFGS variable metric Stagger 8 40 31.643 39.464
method implemented in an optimization Pcttle -0.25 0.25 0 0
code ADS was used. A one-dimensional Ratl 0 4 1.25 2.703
search technique was used in which the Ratu 0 4 2.59442 2.727
search was bounded followed by use of Ti 0 1 0.5 1
polynomial interpolation. E 1 5 3 2.044
Table 8 Airfoil Design Variables
Quasi-3D CFD Analysis and
Results
A quasi 3D CFD solver is used in the current investigation to analyze the flow on the airfoil, which is
an isentropic that uses the streamline curvature method that computes the Mach Number/Pressure
distribution on the airfoil surface 84. In the absence of a viscous code, designers usually estimate the
quality of the airfoil by visually examining the Mach number distribution ( Figure 38) obtained
from an in-viscid quasi 3D CFD solution. Since optimization techniques are driven by a numerical
value of the objective function, and the visual perspective of the designer is the only proven metric
available, it must be captured in a suitable numerical algorithm to provide a measure of quality of an
airfoil. The current work employs curve fitting coupled with design heuristics to compute quality

84 Goel, Sanjay,” Turbine Airfoil Optimization Using Quasi-3D Analysis Codes”, University at Albany, USA.
 64

metrics from the Mach number distribution and the airfoil geometry. These metrics are weighted for
different designs based on individual designer preferences. Primary evaluation metrics that have
been defined are diffusion, deviation, incidence deviation, and leading edge crossover. A physical
interpretation of these metrics is presented below. Diffusion is defined as the deceleration of the flow
along the blade surface. It is measured as the cumulative aggregate of all flow diffusions at each point
along the airfoil surface. As the flow diffuses, the boundary layer thickens, and the momentum loss
in the boundary layer increases. In this case, the increased drag causes a significant loss of
momentum; flow separation may result, causing much larger losses. Thus, the objective of the design
is to minimize the diffusion effect. Since the impact of diffusion on the pressure and suction sides is
different, separate terms are defined for the suction and pressure sides. In the test case presented
here, a low-pressure turbine nozzle is optimized. The flow-path of the low-pressure turbine used in
the investigation is shown in Figure 39.
The radial distances in the figure are measured with reference to the centerline of the engine and the
axial distances are measured with reference to a point upstream of the first stage of the turbine. The
horizontal lines in the figure represent the streamlines of the flow. Thirteen streamlines are shown,
the top and bottom of which coincide with the casing and the hub respectively. The vertical lines
represent the edges of the blade rows and the location of the frame. The turbine has six stages, each
stage composed of two blade rows. The first blade row consists of nozzles and the second blade row
consists of buckets. The stages are numbered from 1 to 6 in the Figure 39.

Figure 39 Flow path of the turbine

In the current investigation, stage 5 nozzle was designed using sections from five streamlines equally
spaced along the blade span (hub to tip). Figure 40 Shows the approximate locations of the
streamlines for an airfoil in which the first and the last streamlines are shown at the hub and tip. In
reality however streamlines at 5% and 95% span were used instead of streamlines directly on the
hub and tip because Mach number distributions very close to the end walls are distorted by the end
wall effects and not representative of the flow away from the walls. The starting solution for the test
case was obtained by estimating the airfoil shape based on shapes of similar airfoils designed in the
past. All the Mach number and airfoil geometry plots use the same reference radial and axial locations
as shown in Figure 41. To ensure slope and curvature smoothness of the geometry, second- order
polynomials were used to represent the radial distribution of geometry parameters.
 65

Thus there are three design variables

for each geometry parameter, that is,
C0, C1, and C2. These are the coefficients
of the 2nd polynomial representing the
geometry parameter. The efficient of
the fit match well with the starting
design since the design is based on a
previously designed airfoil.
Subsequently the smoothness is
maintained since the parameters are
not changed directly but rather the
coefficients of the polynomials are
varied. The geometry parameters
which describe the low-pressure
turbine airfoil geometry are Stagger, Figure 40 Schematics of an airfoil showing stream
Tmaxx, C1, C2, C3, Ratu, Ratl, Pcttle, ti, lines along the radial direction
and E. These geometry parameters are
varied within limits typically prescribed in design practice and on the basis of prior experience and
manufacturing limitations. The limits for these parameters are described along with the results for
each specific test case.

Concluding Remarks
Here we presented a mathematical formulation for design of turbine airfoils using 2D geometry
models and 2D inviscid analysis codes. The reduced computational complexity of the new
formulation compared to 3D viscous analysis makes the airfoil
design problem amenable to the use of formal optimization
methods. The paper presents results from design of a low-
pressure turbine nozzle. There are three primary contributions of
this work:

 A numerical metric for emulating designer judgment in

evaluation of airfoil Mach number Distribution.
 An optimization formulation for design of airfoil sections,
and
 A methodology which allows design of 3-D airfoils by
simultaneous design of multiple 2D sections.
Figure 41 3D model of an
Designer heuristics are computed using curve fits and error airfoil showing the passage
norms. A set of penalty functions has been defined which allows between adjacent airfoils
for flexible constraint boundaries and influence constrained
variables even within constraint limits. In the new approach
multiple two-dimensional sections of the airfoil are designed with constraints on radial smoothness
using polynomial fits on the parametric geometry variables in the radial direction (Figure 41)85.
Airfoil design is a labor intensive, repetitive, and cumbersome task for the designers and is a
bottleneck for both the design cycle and rapid generation of inputs for complex multistage analyses.
Automating the design process significantly cuts down the design cycle time and facilitates the task
of running multistage analysis by rapidly generating airfoil geometries. While designing an airfoil, it

85 Goel, Sanjay,” Turbine Airfoil Optimization Using Quasi-3D Analysis Codes”, University at Albany, USA.
 66

is hard to establish the existence of a unique optimum. Multiple evaluation criteria which are
weighted together to define the objective function and the relative importance of these are
determined based on designer experience. Furthermore, the analysis codes are not exact, and even
with precisely defined quality metrics, a significant margin of error remains. In manual design the
evaluation criteria are implicitly considered by the designer, with weighting factors based on past
experience and individual biases. Subjectivity is introduced into the design process since the
evaluation criteria for the design are partially based on heuristics abstracted from designer
experiences. Thus in order to completely understand the results of airfoil optimization, an evaluation
of the qualitative changes to the design is essential after the optimization is completed. Over time as
the metrics to evaluate airfoil design become more acceptable, a standard metric will emerge, till
such time designers will need to tinker with the weights to suit their own preferences 86.

86 Goel, Sanjay,” Turbine Airfoil Optimization Using Quasi-3D Analysis Codes”, University at Albany, USA.
 67

6 Multi-Disciplinary Optimization (MDO)

Background
The coupling schemes bring us to the essential subject of Multi-Disciplinary Optimization (MDO). The
interdisciplinary coupling inherent in MDO tends to present additional challenges beyond those
encountered in a single-discipline optimization87. It increases computational burden, and it also
increases complexity and creates organizational challenges for implementing the necessary coupling
in software systems. The increasing complexity of engineering systems has sparked increasing
interest in multi-disciplinary optimization (MDO). The two main challenges of MDO are
computational expense and organizational complexity. Accordingly the survey is focused on
various ways different researchers use to deal with these challenges. The survey is organized by a -
breakdown of MDO into its conceptual components. Accordingly, the survey includes sections on
Mathematical Modeling, Design-oriented Analysis, Approximation Concepts, Optimization Procedures,
System Sensitivity, and Human Interface.
With the increasing acceptance and utilization of MDO in industry, a number of software frameworks
have been created to facilitate integration of application software, manage data, and provide a user
interface with various MDO-related problem-solving functionalities. A list of frameworks that
specialize in integration and/or optimization of engineering processes includes:

 iSIGHT (developed by Engineous Software),

 Model Center (developed by Phoenix Integration),
 Epogy (developed by Synaps),
 Infospheres Infrastructure (developed at the California Institute of Technology),
 DAKOTA (developed at Sandia National Laboratories).

And many others. An extensive evaluation of select frameworks has been performed at NASA Langley
Research Center. The optimization problem is often divided or decomposed into separate sub-
optimizations managed by an overall optimizer that strives to minimize the global objectives.
Examples of these techniques are Concurrent Optimization88, Collaborative Optimization89, and Bi-
Level System Synthesis90. Simpler optimization techniques, such as All-In-One optimization (in which
all design variables are varied simultaneously) and sequential disciplinary optimization (in which
each discipline is optimized sequentially) can lead to sub-optimal design and lack of robustness.

Computational Cost Associated with MDO

The increased computational burden may simply reflect the increased size of the MDO problem, with
the number of analysis variables and of design variables adding up with each additional discipline. A
case of tens of thousands of analysis variables and several thousands of design variables, reported in
Berkes for just the structural part of an airframe design, illustrates the dimensionality of the MDO
task one has to prepare for. Since solution times for most analysis and optimization algorithms

87 Jaroslaw Sobieszczanski-Sobieskieski, Raphael T. Haftka, “Multidisciplinary Aerospace Design Optimization:

Survey of Recent Developments”, AIAA 96-0711, 34th Aerospace Sciences Meeting and Exhibit, Reno, NV, 1995.
88 Sobieszczanski-Sobieski, J., "Optimization by Decomposition: A Step from Hierarchic to Non- hierarchic

Systems", Proceedings, 2nd NASA/USAF Symposium on Recent Advances in Multidisciplinary Analysis and
Optimization, Hampton, Virginia, 1988.
89 Braun, R.D., "Collaborative Optimization: An Architecture for Large-Scale Distributed Design", Ph.D. thesis,

Stanford University, May 1996.

90 Sobieszczanski-Sobieski, J., Agte, J. and Sandusly, Jr., R., "Bi-Level Integrated System Synthesis (BLISS)",

NASA/TM-1998-208715, NASA Langley Research Center, Hampton, Virginia, August 1998.

 68

increase at a super linear rate, the computational cost of MDO is usually much higher than the sum of
the costs of the single-discipline optimizations for the disciplines represented in the MDO.
Additionally, even if each discipline employs linear analysis methods, the combined system may
require costly nonlinear analysis. For example, linear aerodynamics may be used to predict pressure
distribution a wing, and linear structure analysis may be then used to predict is placement so waver,
but the dependent pressure displacements may not be linear. Finally, for each disciplinary
optimization we may be able to use as single-objective function, but for the MDO problem we may
need to have multiple objective with an attendant increasing cost of optimizations91.

Organizational Complexity
In any type of MDO applications, the efficient solution of the problem depends greatly on the proper
selection of a practical approach to MDO formulation. Six fundamental approaches are identified and
compared by [Balling & Sobieszczanski-Sobieski]92: single-level vs. multilevel optimization,
system-level simultaneous analysis and design vs. analysis nested in optimization, and
discipline-level simultaneous analysis and design vs. analysis nested in optimization. From the
results presented therein, two conclusions are apparent:

 No single approach is fastest for all implementation cases, and

 No single approach can be identified as being always the slowest.

Therefore, the choice of approach should be made only after careful consideration of all the factors
pertaining to the problem at hand.

Clarification of Some Terminology

Although the terms Multi-Physics and Multi-Disciplinary are used interchangeably, but there are
distinctive different. While Multi-Physics refers to the cases when one solver is used in different
physics, multi-disciplinary is referred to the cases when two or more solver is used in different
physics, and the information in shared coupling data from separate analysis packages. In essence,
difference is the way data is obtained for optimization process.

Categories of MDO Analysis

One may detect three categories of approaches to MDO problems depending on the way the
organization challenges has been addressed. Two of these categories represents approaches that
concentrate on problem formulation that evade the organization challenge while the third deals with
attempts to address this challenge directly.

1. The first category includes problems with two or three interacting disciplines where a single
analyst can acquire all the required expertise (multi-physics). This may lead to MDO where
design variables in several disciplines have to be obtained simultaneously to ensure efficient
design. Most of the papers in this category represent a single group of researchers or
practitioners working with a single computer program, so that organizational challenges
were minimized. Because of this, it is easier for researchers working on problems in this

91 Jaroslaw Sobieszczanski-Sobieskieski, Raphael T. Haftka, “Multidisciplinary Aerospace Design Optimization:

Survey of Recent Developments”, AIAA 96-0711.
92 Balling, R. J., Sobieszczanski-Sobieskieski, J. “An Algorithm for Solving the System-Level Problem in Multilevel

Optimization: Structural Optimization”, Springer Verlag, 1995, pp.168-177.

 69

category to deal with some of the issues of complexity of MDO problems, such as the need for
multi-objective optimization.

2. The second category includes works where the MDO of an entire system is carried out at the
conceptual level by employing simple analysis tools. For aircraft design, the ACSYNT and
FLOPS programs represent this level of MDO application. Because of the simplicity of the
analysis tools, it is possible to integrate the various disciplinary analyses in a single, usually
modular, computer program and avoid large computational burdens. As the design process
moves on, the level of analysis complexity employed at the conceptual design level increases
uniformly throughout or selectively. Therefore, some of these codes are beginning to face
some of the organizational challenges encountered when MDO is practiced at a more
advanced stage of design process.

3. The third category of MDO research includes works that focus on the organizational and
computational challenges and develop techniques that help address these challenges. These
include decomposition methods and global sensitivity techniques that permit overall system
optimization to proceed with minimum changes to disciplinary codes. These also include the
development of tools that facilitate efficient organization of modules or that help with
organization of data transfer. Finally, approximation techniques are extensively used to
address the computational burden challenge, but they often also help with the organizational
challenge. This, accordingly includes sections on Mathematical Modeling, Design-oriented
Analysis, Approximation Concepts, Optimization Procedures, System Sensitivity, Decomposition,
and Human Interface.

MDO Components
Several conceptual components combined to form MDO. We attempt to cover the most important
ones, namely the one by Sobieszczanski-Sobieski93 (SS) of NASA Langley Research Center, and of
course the one envisioned by Wikipedia. They are listed and characterized in following section. For
the (SS) version, they form the top layer in the diagram in Error! Reference source not found. that
lso shows their internal breakdown which is also examined in this section.

MDO Components as environed by [Sobieszczanski-Sobieski]94

Mathematical Modeling of a System

For obvious pragmatic reasons, software implementation of mathematical models of engineering
systems usually takes the form of assemblages of codes of modules, where each module representing
a physical phenomenon, a physical part, or some other aspect of the system. Data transfers among
the modules correspond to the internal couplings of the system. These data transfers may require
data processing that may become a costly overhead. For example, if the system is a flexible wing, the
aerodynamic pressure reduced to concentrated forces at the aerodynamic model grid points on the
wing surface has to be converted to the corresponding concentrated loads acting on the structure
finite-element model nodal points. Conversely, the finite-element nodal structural displacements
have to be entered into aerodynamic model grid as shape corrections. The volume of data transferred
in such couplings affects efficiency directly in terms of I/O cost.

93Jaroslaw Sobieszczanski-Sobieskieski, Raphael T. Haftka, “Multidisciplinary Aerospace Design Optimization:

Survey of Recent Developments”, AIAA 96-0711.
94 Jaroslaw Sobieszczanski-Sobieski, “Multidisciplinary an Emerging New Discipline Design Optimization

Engineering”, NASA Technical Memorandum 107761.

 70

Additionally, many solution procedures require the derivatives of this data with respect to design
variables, so that a large volume of data also increases computational cost. To decrease these costs,
the volume of data may be reduced by various condensation (reduced basis) techniques. For instance,
in the wing example one may represent the pressure distribution and the displacement fields by a
small number of base functions defined over the wing planform and transfer only the coefficients of
these functions instead of the large volumes of the discrete load and displacement data. In some
applications, one may identify a cluster of modules in a system model that exchange very large
volumes of data that are not amenable to condensation. In such cases, the computational cost may be
substantially reduced by unifying the two modules, or merging them at the equation level. A heat-
transfer-structural-analysis code is an example of such merger. Here, the analyses of the temperature
field throughout a structure and of the associated stress-strain field share a common finite-element
model. This line of development was extended to include fluid mechanics. Because of the increased
importance of computational cost, MDO emphasizes the tradeoff of accuracy and cost associated with
alternative models with different levels of complexity for the same phenomena. In single-discipline
optimization it is common to have an “analysis model” which is more accurate and more costly than
an “optimization model”.

Trade Off between Accuracy and Cost in MDO

In MDO, this tradeoff between accuracy and cost is exercised in various ways. First, optimization
models can use the same theory, but with a lower level of detail. For example, the finite-element
models used for combined aero elastic analysis of the high-speed civil transport are much more
detailed than the models typically used for combined aerodynamic structural optimization. Second,
models used for MDO are often less complex and less accurate than models used for a single
disciplinary optimization. For example, structural models used for airframe optimization of the HSCT
are substantially more refined than those used for MDO. Aircraft MDO programs, such as FLOPS and
ACSYNT use simple aerodynamic analysis models and weight equations to estimate structural
weight. Similarly, an equivalent plate model instead of a finite-element models for structures-control
optimization of flexible wings. Third, occasionally, models of different complexity are used
simultaneously in the same discipline. One of them may be a complex model for calculating the
discipline response, and a simpler model for characterizing interaction with other disciplines. For
example, in many aircraft companies, the structural loads are calculated by a simpler aerodynamic
model than the one used for calculating aerodynamic drag. Finally, models of various levels of
complexity may be used for the same response calculation in an approximation procedure or fast re-
analysis described in the next two sections.
Recent Aerospace industry emphasis on economics will, undoubtedly, spawn generation of a new
category of mathematical models to simulate man-made phenomena of manufacturing and aerospace
vehicle operation with requisite support and maintenance. These models will share at least some of
their input variables with those used in the product design to account for the vehicle physics. This
will enable one to build a system mathematical model encompassing all the principal phases of the
product life cycle: desired formulation of product design, manufacturing, and operation. Based on
such an extended model of a system, it will be possible to optimize the entire life cycle for a variety
of economic objectives, e.g., minimum cost or a maximum return on investment. There are numerous
references that bring the life cycle issues into the MDO domain and discussion on the role of MDO in
the Integrated Product and Process Development (IPPD), also known as Concurrent Engineering (CE).
Mathematical modeling of an aerospace vehicle critically depends on an efficient and flexible
description of geometry.

Design-Oriented Analysis
The engineering design process moves forward by asking and answering "what if" questions. To get
answers to these questions expeditiously, designers need analysis tools that have a number of special
 71

attributes. These attributes are: selection of the various levels of analysis ranging from inexpensive
and approximate to accurate and more costly, "smart" re-analysis which repeats only parts of the
original analysis affected by the design changes, computation of sensitivity derivatives of output with
respect to input, and a data management and visualization infrastructure necessary to handle large
volumes of data typically generated in a design process. The term "Design oriented Analysis" refers to
analysis procedures possessing the above attributes. Sensitivity analysis discussed previously, and
the issue of the selection of analysis level was discussed in the previous section, and will be returned
to in the next section on approximations. An example of a design-oriented analysis code is the
program LS-CLASS developed for the structures-control-aerodynamic optimization of flexible wings
with active controls. The program permits the calculation of aero-servo-elastic response at different
levels of accuracy ranging from a full model to a reduced one based on vibration modes. Additionally,
various approximations are available depending on the response quantity to be calculated. A typical
implementation of the idea of smart re-analysis. The code (called PASS) is a collection of modules
coupled by the output-to-input dependencies. These dependencies are determined and stored on a
data base together with the archival input/output data from recent executions of the code. When a
user changes an input variable and asks for new values of the output variables, the code logic uses
the data dependency information to determine which modules and archival data are affected by the
change and executes only the modules that are affected, using the archival data as much as possible.
One may add that such smart reanalysis is now an industry standard in the spreadsheets whose use
is popular on personal computers. It contributes materially to the fast response of these
spreadsheets95.

Approximation Concepts Applicable to MDO

Direct coupling of a Design Space Search (DSS) code to a multidisciplinary analysis may be impractical
for several reasons. First, for any moderate to large number of design variables, the number of
evaluations of objective function and constraints required is high. Often we cannot afford to execute
such a large number of exact MDO analyses in order to provide the evaluation of the objective
function and constraints. Second, often the different disciplinary analyses are executed on different
machines, possibly at different sites, and communication with a central DSS program may become
unwieldy. Third, some disciplines may produce noisy or jagged response as a function of the design
variables96.
If we do not use a smooth approximation to the response in this discipline we will have to degrade
the DSS to less efficient non-gradient methods. For all of the above reasons, most optimizations of
complex engineering systems couple a DSS to easy-to-calculate approximations of the objective
function and/or constraints. The optimum of the approximate problem is found and then the
approximation is updated by the full analysis executed at that optimum and the process repeated.
This process of sequential approximate optimization is popular also in single-discipline
optimization, but its use is more critical in MDO as the principal cost control measure. Most often the
approximations used in engineering system optimization are local approximations based on the
derivatives. Linear and quadratic approximations are frequently used, and occasionally intermediate
variables or intermediate response quantities97 are used to improve the accuracy of the
approximation. A procedure for updating the sensitivity derivatives in a sequence of approximations

95 Jaroslaw Sobieszczanski-Sobieskieski, Raphael T. Haftka, “Multidisciplinary Aerospace Design Optimization:

Survey of Recent Developments”, AIAA 96-0711.
96 Same as previous.
97 Kodiyalam, S., and Vanderplaats, G. N., “Shape Optimization of 3D Continuum Structures via Force

Approximation Technique”, AIAA J., Vol. 27, No. 9, 1989, pp. 1256–1263.
 72

using the past data was formulated for a general case in Scotti98. Global approximations have also
been extensively used in MDO. Simpler analysis procedures can be viewed as global approximations
when they are used temporarily during the optimization process, with more accurate procedures
employed periodically during the process. For example, Unger et al. 99 developed a procedure where
both the simpler and more sophisticated models are used simultaneously during the optimization
procedure. The sophisticated model provides a scale factor for correcting the simpler model where
the scale factor is updated periodically during the design process. Another global approximation
approach that is particularly suitable for MDO is the response-surface technique. This technique
replaces the objective and/or constraints functions with simple functions, often polynomials, which
are fitted to data at a set of carefully selected design points. Neural networks are sometimes used to
function in the same role. The values of the objective function and constraints at the selected set of
points are used to “train” the network. Like the polynomial fit, the neural network provides an
estimate of objective function and constraints for the optimizer that is very inexpensive after the
initial investment in the net training has been made.

System Sensitivity Analysis

In principle, sensitivity analysis of a system might be conducted using the same techniques that
became well-established in the disciplinary sensitivity analyses. However, in most practical cases the
sheer dimensionality of the system analysis makes a simple extension of the disciplinary sensitivity
analysis techniques impractical in applications to sensitivity analysis of systems. Also, the utility of
the system sensitivity data is broader than that in a single analysis. An algorithm that capitalizes on
disciplinary sensitivity analysis techniques to organize the solution of the system sensitivity problem
and its extension to higher order derivatives was introduced in Sobieszczanski-Sobieski100-101. There
are two variants of the algorithm: one is based on the derivatives of the residuals of the governing
equations in each discipline represented by a module in a system mathematical model, the other uses
derivatives of output with respect to input from each module.
So far operational experience has accumulated only for the second variant. That variant begins with
computations of the derivatives of output with respect to input for each module in the system
mathematical model, using any sensitivity analysis technique appropriate to the module (discipline).
The module level sensitivity analyses are independent of each other, hence, they may be executed
concurrently so that the system sensitivity task gets decomposed into smaller tasks. The resulting
derivatives are entered as coefficients into a set of simultaneous, linear, algebraic equation, called the
Global Sensitivity Equations (GSE), whose solution vector comprises the system total derivatives of
behavior with respect to a design variable. Solvability of GSE and singularity conditions have been
examined in [Sobieszczanski-Sobieski]102.
It was reported that in some applications, errors of the system derivatives from the GSE solution may
exceed significantly the errors in the derivatives of output with respect to input computed for the
modules. The system sensitivity derivatives, also referred to as design derivatives, are useful to
guide judgmental design decisions, or they may be input into an optimizer. Application of these

98 Scotti, S. J., “Structural Design Utilizing Updated Approximate Sensitivity Derivatives”, AIAA Paper No. 93-
1531, April 19–21, 1993.
99 Unger, E.; Hutchison, M.; Huang, X.; Mason, W.; Haftka, R.; and Grossman, B. “Variable-Complexity

Aerodynamic-Structural Design of a High-Speed Civil Transport”, Proceedings of the 4th AIAA/NASA/USAF/OAI

Symposium on Multidisciplinary Analysis and Optimization, Cleveland, Ohio, September 21–23, 1992. AIAA
Paper No. 92-4695.
100 Sobieszczanski-Sobieski, J., “Sensitivity of Complex, Internally Coupled Systems”, AIAA Journal, Vol. 28, No. 1,

1990, pp. 153–160.

101 Sobieszczanski-Sobieski, J.; Barthelemy, J.-F.M.; and Riley, K. M., “Sensitivity of Optimum Solutions to Problems

Parameters”, AIAA Journal, Vol. 20, No. 9, September 1982, pp. 1291–1299.
102 See previous.
 73

derivatives extended to the second order in an application to an aerodynamic-control integrated

optimization was reported in Ide et al. 103. A completely different approach to sensitivity analysis has
been introduced. It is based on a neural net trained to simulate a particular analysis (the analysis may
be disciplinary or of a multidisciplinary system). In [Sobieszczanski-Sobieski et al.]104 and
[Barthelemy and Sobieszczanski-Sobieski]105 the concept of the sensitivity analysis was extended to
the analysis of an optimum, which comprises the constrained minimum of the objective function and
the optimal values of the design variables, for sensitivity to the optimization constant parameters.
The derivatives resulting from such analysis are useful in various decomposition schemes (next
section), and in assessment of the optimization results as shown in [Braun et al.]106

Optimization Procedures with Approximations and Decompositions

Optimization procedures assemble the numerical operations corresponding to the MDO elements
[Sobieszczanski-Sobieski]107, into executable sequences. Typically, they include analyses, sensitivity
analyses, approximations, design space search algorithms, decompositions, etc. Among these
elements the approximations and decompositions most often determine the procedure
organization, therefore, this section focuses on these two elements as distinguishing features of the
optimization procedures. The implementation of MDO procedures is often limited by computational
cost and by the difficulty to integrate software packages coming from different organizations. The
computational burden challenge is typically addressed by employing approximations whereby the
optimizer is applied to a sequence of approximate problems.
The use of approximations often allows us to deal better with organizational boundaries. The
approximation used for each discipline can be generated by specialists in this discipline, who can
tailor the approximation to special features of that discipline and to the particulars of the application.
When response surface techniques are used, the creation of the various disciplinary approximations
can be performed ahead of time, minimizing the interaction of the optimization procedure with the
various disciplinary software.
Decomposition schemes and the associated optimization procedures have evolved into a key element
of MDO. One important motivation for development of optimization procedures with decomposition
is the obvious need to partition the large task of the engineering system synthesis into smaller tasks.
The aggregate of the computational effort of these smaller tasks is not necessarily smaller than that
of the original undivided task. However, the decomposition advantages are in these smaller tasks
tending to be aligned with existing engineering specialties, in their forming a broad work front in
which opportunities for concurrent operations (calendar time compression) are intrinsic, and in
making MDO very compatible with the trend of computer technology toward multiprocessing
hardware and software.
Three basic optimization procedures have crystallized for applications in aerospace systems. The
simplest procedure is piece-wise approximate with the GSE used to obtain the derivatives needed
to construct the system behavior approximations in the neighborhood of the design point. In this
procedure only the sensitivity analysis part of the entire optimization task is subject to
decomposition (i.e., Grid Sensitivity, Aerodynamic Sensitivity, etc.), and the optimization is a single-

103 Ide, H.; Abdi, F. F.; and Shankar, V. J., “CFD Sensitivity Study for Aerodynamic/Control Optimization Problems”,
AIAA Paper 88-2336, April 1988.
104 Sobieszczanski-Sobieski, J. Barthelemy, J.-F.M., and Riley, K. M. “Sensitivity of Optimum Solutions to Problems

Parameters”, AIAA Journal, Vol. 20, No. 9, September 1982, pp. 1291–1299.
105 Barthelemy, J.-F; and Sobieszczanski - Sobieski, J., “Optimum Sensitivity Derivatives of Objective Functions in

Nonlinear Programming”, AIAA Journal, Vol. 21, No. 6, June 1983, pp. 913–915.
106 Braun, R. D., Kroo, I. M., and Gage, P. Y.,”Post-Optimality Analysis in Aircraft Design”, Proceedings of the AIAA

Aircraft, Design, Systems, and Operations Meeting, Monterey, California”, AIAA Paper No. 93-3932, 1993.
107 Sobieszczanski-Sobieski, J.,”Multidisciplinary Design Optimization: An Emerging, New Engineering Discipline”.

In Advances in Structural Optimization, Herskovits, J., (ed.), pp. 483–496, Kluwer Academic, 1995.
 74

level, encompassing all the design variables and constraints of the entire system. Hence, there is no
need for a coordination problem to be solved. This GSE-based procedure has been used in a number
of applications. The cost of the procedure critically depends on the number of the coupling variables
for which the partial derivatives are computed. Disciplinary specialists involved in a design process
generally prefer to control optimization in their domains of expertise as opposed to acting only as
analysts. This preference has motivated development of procedures that extend the task partitioning
to optimization itself.
A procedure called the Concurrent Subspace Optimization (CSO) introduced in [Sobieszczanski-
Sobieski]108 allocates the design variables to subspaces corresponding to engineering disciplines or
subsystems. Each subspace performs a separate optimization, operating on its own unique subset of
design variables. In this optimization, the objective function is the subspace contribution to the
system objective, subject to the local subspace constraints and to constraints from all other
subspaces. The local constraints are evaluated by a locally available analysis, the other constraints
are approximated using the total derivatives from GSE. Responsibility for satisfying any particular
constraint is distributed over the subspaces using "responsibility" coefficients which are constant
parameters in each subspace optimization. Post optimal sensitivity analysis generates derivatives of
each subspace optimum to the subspace optimization parameters. Following a round of subspace
optimizations, these derivatives guide a system-level optimization problem in adjusting the
"responsibility" coefficients. This preserves the couplings between the subspaces. The system
analysis and the system– and subsystem level optimizations alternate until convergence.
Another procedure proposed is known as the Collaborative Optimization (CO). Its application
examples for space vehicles are for aircraft configuration. This procedure decomposes the problem
even further by eliminating the need for a separate system and system sensitivity analyses. It
achieves this by blending the design variables and those state variables that couple the subspaces
(subsystems or disciplines) in one vector of the system-level design variables. These variables are
set by the system level optimization and posed to the subspace optimizations as targets to be
matched. Each subspace optimization operates on its own design variables, some of which
correspond to the targets treated as the subspace optimization parameters, and uses a specialized
analysis to satisfy its own constraints. The objective function to be minimized is a cumulative
measure of the discrepancies between the design variables and their targets. The ensuing system-
level optimization satisfies all the constraints and adjusts the targets so as to minimize the system
objective and to enforce the matching. This optimization is guided by the above optimum sensitivity
derivatives.
Each of the above procedures applies also to hierarchic systems. A hierarchic system is defined as
one in which a subsystem exchanges data directly with the system only but not with any other
subsystem. Such data exchange occurs in analysis of structures by sub structuring. One iteration of
the procedure comprises the system analysis from the assembled system level down to the individual
system components level and optimization that proceeds in the opposite direction. The analysis data
passed from above become constant parameters in the lower level optimization. The optimization
results that are being passed from the bottom up include sensitivity of the optimum to these
parameters. The coordination problem solution depends on these sensitivity data. The current
practice relies on the engineer's insight to recognize whether the system is hierarchic, non-
hierarchic, or hybrid and to choose an appropriate decomposition scheme109.

108 Sobieszczanski-Sobieski, Jaroslaw, “Optimization by Decomposition: A Step from Hierarchic to Non-Hierarchic

Systems”, Hampton, VA, September 28–30, 1988. NASA TM-101494. NASA CP-3031, Part 1, 1989.
109 Jaroslaw Sobieszczanski-Sobieskieski, Raphael T. Haftka, “Multidisciplinary Aerospace Design Optimization:

Survey of Recent Developments”, AIAA 96-0711, 34th Aerospace Sciences Meeting and Exhibit, Reno, NV, 1995.
 75

Human Factor
MDO, definitely, is not a push-button design. Hence, the human interface is crucially important to
enable engineers to control the design process and to inject their judgment and creativity into it.
Therefore, various levels of that interface capability is prominent in the software systems that
incorporate MDO technology and are operated by industrial companies. Because these software
systems are nearly exclusively proprietary no published information is available for reference and to
discern whether there are any unifying principles to the interface technology as currently
implemented. However, from personal knowledge of some of these systems we may point to features
common to many of them. These are flexibility in selecting dependent and independent variables in
generation of graphic displays, use of color, contour and surface plotting, and orthographic
projections to capture large volumes of information at a glance, and the animation. The latter is used
not only to show dynamic behaviors like vibration but also to illustrate the changes in design
introduced by optimization process over a sequence of iterations.
One common denominator is the desire to support the engineer's train of thought continuity because
it is well known that such continuity fosters insight that stimulates creativity. The other common
denominator is the support the systems give to the communication among the members of the design
team. In the opposite direction, users control the process by a menu of choices and, at a higher level,
by meta-programming in languages that manipulate modules and their execution on concurrently
operating computers connected in a network. One should mention at this point, again, the non-
procedural programming introduced in [Kroo and Takai]110. This type of programming may be
regarded as a fundamental concept on which to base development of the means for human control of
software systems that support design. This is so because it liberates the user from the constraints of
a prepared menu of preconceived choices, and it efficiently sets the computational sequence needed
to generate data asked for by the user with a minimum of computational effort. A code representative
of the state of the art was developed by General Electric, Engineous, for support of design of aircraft
jet engines111.

MDO Formulation as Depicted by Wikipedia

Problem formulation is normally the most difficult part of the process. It is the selection of design
variables, constraints, objectives, and models of the disciplines. A further consideration is the
strength and extent of the interdisciplinary coupling in the problem.

Design Variables
A design variable is a specification that is controllable from the point of view of the designer. For
instance, the thickness of a structural member can be considered a design variable. Another might be
the choice of material. Design variables can be continuous (such as a wing span), discrete (such as
the number of ribs in a wing), or Boolean (such as whether to build a monoplane or a biplane). Design
problems with continuous variables are normally solved more easily. Design variables are often
bounded, that is, they often have maximum and minimum values. Depending on the solution method,
these bounds can be treated as constraints or separately.

Constraints
A constraint is a condition that must be satisfied in order for the design to be feasible. An example of
a constraint in aircraft design is that the lift generated by a wing must be equal to the weight of the
aircraft. In addition to physical laws, constraints can reflect resource limitations, user requirements,

110 Kroo, I.; and Takai, M., “A Quasi-Procedural Knowledge Based System for Aircraft Synthesis”, AIAA-88-6502,
AIAA Aircraft Design Conference, August 1988.
111 Jaroslaw Sobieszczanski-Sobieskieski, Raphael T. Haftka, “Multidisciplinary Aerospace Design optimization:

Survey of Recent Developments”, AIAA 96-0711, 34th Aerospace Sciences Meeting and Exhibit, Reno, NV, 1995.
 76

or bounds on the validity of the analysis models. Constraints can be used explicitly by the solution
algorithm or can be incorporated into the objective using Lagrange multipliers.

Objective
An objective is a numerical value that is to be maximized or minimized. For example, a designer may
wish to maximize profit or minimize weight. Many solution methods work only with single objectives.
When using these methods, the designer normally weights the various objectives and sums them to
form a single objective. Other methods allow multi-objective optimization, such as the calculation of
a Pareto front.

Models
The designer must also choose models to relate the constraints and the objectives to the design
variables. These models are dependent on the discipline involved. They may be empirical models,
such as a regression analysis of aircraft prices, theoretical models, such as from computational fluid
dynamics, or reduced-order models of either of these. In choosing the models the designer must trade
off fidelity with analysis time. The multidisciplinary nature of most design problems complicates
model choice and implementation. Often several iterations are necessary between the disciplines in
order to find the values of the objectives and constraints. As an example, the aerodynamic loads on a
wing affect the structural deformation of the wing. The structural deformation in turn changes the
shape of the wing and the aerodynamic loads. Therefore, in analyzing a wing, the aerodynamic and
structural analyses must be run a number of times in turn until the loads and deformation converge.

Simple Optimization
Once the design variables, constraints, objectives, and the relationships between them have been
chosen, the problem can be expressed in the following form:

Find x that minimizes F(x) :

subject to g(x)  0, h(x)  0, and x LB  x  x UB

Where F is an objective, x is a vector of design variables, g is a vector of inequality constraints, h is a

vector of equality constraints, and xLB and xUB are vectors of lower and upper bounds on the design
variables. Maximization problems can be converted to minimization problems by multiplying the
objective by -1. Constraints can be reversed in a similar manner. Equality constraints can be replaced
by two inequality constraints.

Problem Solution
The problem is normally solved using appropriate techniques from the field of optimization. These
include gradient-based algorithms, population-based algorithms, or others. Very simple problems can
sometimes be expressed linearly; in that case the techniques of linear programming are applicable.

Approaches to MDO for Turbomachinery Engine Applications

A significant amount of MDO research has been conducted in the field of turbomachinery design. A
number of reports have been published presenting the development of optimization environments,
optimization methods, and procedures for turbine engine design112. Particular aspects of
multidisciplinary optimization for different turbomachinery design stages are investigated by

112Y. Panchenko, H. Moustapha, S. Mah, K. Patel, M.J. Dowhan, D. Hall, “Preliminary Multi-Disciplinary
Optimization in Turbomachinery Design”, ADA415759.
 77

[Dornberger et al.]113. We describing the ongoing work related to the development and
implementation of a MDO environment with a focus on its application to the conceptual design of the
gas turbine engine. The effective introduction of MDO at the conceptual and preliminary design
stage depends on adopting the appropriate strategy, as discussed before. Other requirements include
adequate information infrastructure and robust design-oriented analysis tools. The use of high
fidelity analyses has always been part of the detailed levels of design. The benefits of effective
inclusion of high fidelity data into the design optimization process at the conceptual stage have been
investigated in114.

Overall Design Process

Every design must be grounded in sound physical principles that are grouped into categories named
disciplines115. Figure 42 illustrates the hierarchical breakdown of an engine into different
engineering disciplines that govern the design of major engine components that, in turn, combine to
make the final product. The process of engine design starts at the aircraft level. An engine is a system
that seamlessly integrates into the larger system of an aircraft. Engine design is a top down procedure

Figure 42 Product, components and the supporting disciplines

113 Dornberger, R., Buch, D. and Stoll, P., "Multidisciplinary in Turbomachinery Design", Presented at the
European Congress on Computational Methods in Applied Sciences and Engineering, September 11-14, 2000,
Barcelona.
114 Lytle, J.K., "The Numerical Propulsion System Simulation: A Multidisciplinary Design System for Aerospace

Vehicles", ISABE paper No. ISABE 99-7111, 1999.

115 Ryan, R., Blair, J., Townsend, J. and Verderaime, V., "Working on the Boundaries: Philosophies and Practices of

the Design Process", NASA Technical Paper 3642, July 1996.

 78

in which two processes, design and manufacturing, start and proceed from opposite ends of the
system configuration. The design process starts at the overall system level and gradually moves down
to the component level. The manufacturing process proceeds in the opposite direction. Traditionally,
the design of the gas turbine engine follows three major phases: Conceptual Design, Preliminary
Design, and Detailed Design that involves designing for manufacturing and assembly. Here, the
application of MDO methodology to the conceptual stage of the design cycle will be referred to as
Preliminary Multi-Disciplinary Design Optimization (PMDO). The aim is to explore the conceptual
phase of the design process which involves the exploration of different concepts that satisfy engine
design specifications and requirements. The interaction that takes place among the disciplines is a
series of feedback loops and trades between conflicting requirements imposed on the system.

Single Discipline Optimization

Optimization with a single tool has been investigated for two cases: axial compressor gas paths and
turbine gas paths. In each of these cases, the tool has been linked with an optimizer and successful
optimization runs have been accomplished. The purpose of the single discipline investigations was
to:
 Become familiar with the characteristics of various optimization methods
 Determine the best optimization methods for each tool
 Ensure that the selected tools are robust enough for use in optimization
 Explore the effect of alternate sets of optimization variables on convergence and robustness
of the solution

The optimizer used is iSIGHT©, developed by Engineous Software116. The iSIGHT software is a generic
shell environment that supports multidisciplinary optimization. The shell represents and manages
multiple elements of a particular design problem in conjunction with the integration of one or more
simulation programs. In essence, iSIGHT automates the execution of the different codes (in-house or
commercial), data exchange and iterative adjustment of the design parameters based on the problem
formulation and a specified optimization plan.

Aerodynamic Design Optimization for Turbomachinery

The gas turbine design is a sequential and highly iterative process that is represented by a net of
tightly coupled engineering disciplines as depicted in Figure 43 where a close-up view of the process
that takes place within the discipline of aerodynamics was also shown. The aerodynamic
characteristics of multi-stage axial compressors and turbines are predicted using 1D mean line
programs. Flow prediction in a mean line program is based on the calculation of velocity triangles at
the mid-span of the gas path with empirical models to account for losses. Further information on
mean line programs and loss models is available in 117-118. Typical input to a mean line program
includes geometric parameters and engine operating conditions. The output from a mean line
program includes a prediction of Mach numbers, pressure ratio and efficiency. Simple "layout"
programs are used to predict the aerodynamic characteristics and geometric cross-sections of fans
and centrifugal compressors. These programs are based on simple physics, design rules, and audits
of previous engines. Losses in ducts such as the engine inlet, bypass duct, and inter-compressor ducts
are modeled using either (i) simple correlations with geometric parameters and basic engine
operating conditions as input, or (ii) the numerical solution of one-dimensional flow equations with

116 iSIGHT V5.5 User's Guide, Engineous Software, Inc.

117 Raw, J. A. and Weir, G. C., "The Prediction of Off - Design Characteristics of Axial and Axial / centrifugal
Compressors ", SAE Technical Paper Series 800628, April, 1980.
118 Kacker, S.C. and Okapuu, U., “A Mean Line Prediction Method for Axial Flow Turbine Efficiency”, Journal of

Engineering for Power; Vol. 104, Jan. 1982.

 79

calibrated source terms for blockages

such as struts. In the traditional design
process, these empirical correlations,
"rules of thumb", and calibrated models
have been applied manually119.

Axial Compressor Gas path

Optimization
A three-stage axial compressor
optimization case was run at design
point using mean line program with
the following optimization variables:

 Shape of the hub and shroud

 Location and corner points of
each rotor and stator
 Number of airfoils per blade
row
 Airfoil angles

Constraints were imposed on the

following variables:
Figure 43 Aerodynamic design process for
 Diffusion factor Turbomachinery
 Swirl angle at stator trailing edges
 Exit Mach number
 Ratio of hub to tip radius
 Blade angles
 Pressure ratio
 Choked flow

The objective of the optimization was to maximize efficiency. The optimization was run for
approximately 1000 iterations which took about 1 hour on an HPC-class workstation using a Genetic
Algorithm followed by a Direct Heuristic Search. The number of iterations required to achieve an
optimum seems excessive and several opportunities are being explored to reduce the iteration count:

 alternate optimization strategies, and

 alternate sets of optimization variables based on "physical" quantities.

The iSIGHT optimizer has a suite of explorative and gradient-based optimization methods that can be
applied in any sequence. Different combinations of optimization methods will be investigated in an
attempt to improve the efficiency of the optimization process. The design variables used by the
optimizer are expected to have a significant influence on the robustness and speed of optimization.
In the current axial compressor mean line application, the optimizer alters the gas path shape by
varying the coefficients of splines representing the hub and shroud curves. The dependence of the

119Y. Panchenko, H. Moustapha, S. Mah, K. Patel, M.J. Dowhan, D. Hall, “Preliminary Multi-Disciplinary
Optimization in Turbomachinery Design”, ADA415759.
 80

compressor pressure ratio and efficiency on the spline coefficients is not direct. An improved set of
"physical" optimization variables has been suggested in which the optimizer varies axial
distributions of mean radius and area. The advantage of this formulation is that area and radius are
"physical" variables that have a direct link to the pressure ratio and efficiency predicted by the mean
line program. This direct link should result in a "cleaner" design space, a reduced number of
iterations to converge to an optimal solution, and improved robustness of the optimization
procedure.

Turbine Gas path Optimization

A three-stage turbine optimization case was run with a mean line program in which the optimization
variables included the number of airfoils per blade row, the location and cross-sectional shape of
each blade and vane, and the shape of the hub and shroud. The only constraint on the output
parameters was to keep the Zweifel Coefficient, which is a measure of airfoil loading, constant. The
objective of the optimization was to maximize efficiency and minimize the Degree of Reaction which
represents the proportion of the static temperature drop occurring in the rotor and, also, reduction
in total relative temperature which results in a lower metal temperature for the airfoil. The
optimization plan involved three optimization techniques available in the iSIGHT software: Genetic
Algorithm followed by Hooke-Jeeves Direct Search Method followed by Exterior Penalty technique.
The results of the
optimization run
were compared with
"baseline" results, as
shown in Figure 44.
The baseline results
were obtained by a
turbine design expert
in fraction of a day of.
In contrast, the
optimizer took
twenty minutes to set
up and two hours and Figure 44 Comparison of "baseline" and "optimized" turbine mean line results
twenty minutes to
run. The baseline solutions are shown as dotted lines in the Figure 44 and the optimizer solutions as
solid lines. The gas path shape and number of airfoils per blade row obtained by the optimizer were
close to the baseline results. The efficiencies were almost identical with slightly higher efficiencies
obtained by the optimizer. Of most significance is order of magnitude reduction in human time
required to obtain the solution120.

Concluding Remarks
Multidisciplinary optimization (MDO) involves the simultaneous optimization of multiple coupled
disciplines and includes the frequently conflicting requirements of each discipline. MDO is an active
field of research and several methods have been proposed to handle the complexities inherent in
systems with a large number of disciplines and design variables121. MDO can be described as an
environment for the design of complex, coupled engineering systems, such as a gas turbine engine,
the behavior of which is determined by interacting subsystems. It attempts to make the life cycle of

120 Y. Panchenko, H. Moustapha, S. Mah, K. Patel, M.J. Dowhan, D. Hall, “Preliminary Multi-Disciplinary
Optimization in Turbomachinery Design”, ADA415759.
121 Sobieszczanski-Sobieski, J. and Haftka, R. T., "Multidisciplinary Aerospace Design Optimization: Survey of

Recent Developments, Structural Optimization", AIAA Paper 96-0711, Jan. 1996.

 81

a product and the design process less expensive and more reliable122. The optimization problem is
often divided into separate sub-optimizations managed by an overall optimizer that strives to
minimize the global objective. Examples of these techniques are Concurrent Sub-Space
Optimization123, Collaborative Optimization124, and Bi-Level System Synthesis125. Simpler
optimization techniques, such as All-In-One optimization (in which all design variables are varied
simultaneously) and sequential disciplinary optimization (in which each discipline is optimized
sequentially) can lead to sub-optimal design and lack of robustness. MDO eases the process of design
and improves system performance by ensuring that the latest advances in each of the contributing
disciplines are used to the fullest, taking advantage of the interactions between the subsystems.
Although the potential of MDO for improving the design process and reducing the manufacturing cost
of complex systems is widely recognized by the engineering community, the extent of its practical
application is not as great as it should be due to the shortage of easily applied MDO tools.

122 See 99.

123 Sobieszczanski-Sobieski, J., "Optimization by Decomposition: A Step from Hierarchic to Non-hierarchic
Systems", Proceedings, 2nd NASA/USAF Symposium on Recent Advances in Multidisciplinary Analysis and
Optimization, Hampton, Virginia, 1988.
124 Braun, R.D., "Collaborative Optimization: An Architecture for Large-Scale Distributed Design", Ph.D. thesis,

Stanford University, May 1996.

125 Sobieszczanski-Sobieski, J., Agte, J. and Sandusly, Jr., R., "Bi-Level Integrated System Synthesis (BLISS)",

NASA/TM-1998-208715, NASA Langley Research Center, Hampton, Virginia, August 1998.

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