Genetic Algorithms in Multidisciplinary Optimizations

Octavian Thor Pleter, PhD, PhD, MBA (MBS)

This presentation draws on ideas from Dr. Pleter’s articles, books, and unpublished manuscripts. No
part of this publication may be reproduced, stored in a retrieval system or transmitted by any means
or in any form - electronic, mechanical, photocopying, recording or otherwise - without written
consent from Octavian Thor Pleter or the Brainbond consultancy firm, www.brainbond.ro Version 1.0
dated 14 September 2010 © O. T. Pleter and Brainbond
GEN01 1
 Genetic Algorithms in Multidisciplinary Optimizations

4 CP = 4 credit points

2C 2S = 2 hrs course + 2 hrs seminar

weekly

Grading policy:

• Final exam 50%

• Midterm 30%
• Class attendance 10%
• Seminar quiz 10%

Textbook: O. T. Pleter, Administrarea

Afacerilor, Editia a II-a, Ch. 4 and 7,
Ed. Univ. Rom-Brit. Bucuresti, 2005

www.brainbond.ro
FIMC01 2
 Course Outlines

1. Introduction. Why Financial Management?

2. Money and Currency.
3. Assets, Liabilities, Balance Sheet. Liquidity.
4. 1st Principle of Finance: Time Value of Money. Opportunity Cost.
5. Inflation and Hyperinflation.
6. Fixed Interest. Variable Interest. LIBOR, EURIBOR. Prime, Subprime.
Yield Curve.
7. Net Present Value (NPV). Investment Decision Making.
8. Internal Rate of Return. Payback. Outsourcing vs. Insourcing
Decisions.
9. 2nd Principle of Finance: Proportionality of Risks and Returns. Volatility.
10. Financial Ratios.
11. Equity and Debt Financing. Dividend Policy. Economic Value Added.
12. Risk Management. Hedging. Insurance.
13. Options in Contracts. European and American Call Option. Put Option.
14. Conclusions.
FIMC01 3
What is financial
management?

FIMC01 4
 Presentation Overview
• Why is this subject interesting?

• Defining the Optimization Problem and the

Aircraft Model

• Flight Management Optimization Case-Study

• Air Traffic Management Optimization Case-Study

 Air Navigation
Civil>
The science to move an aircraft
from an origin to a destination, with
lowest costs and risks
(economically and safely).

Military>
The science to move an aircraft in
order to accomplish a mission, with
maximum chances of survival.
 Why is this subject interesting?

the air traffic is growing => more elaborate optimization

techniques pay off

the skies get crowded => an optimized separation

between aircraft is necessary
 OPTIMIZATION
• Objective function: Total Costs & Risks (TCR)

• Evaluation algorithm: Dynamic Flight Simulation

• Optimization algorithm: Genetic

• Implementation: Parallel Processing

 OBJECTIVE FUNCTION

• Comprehensive (captures all relevant aspects of reality =>

multidisciplinary)

• General (may be used by many different applications)

• Natural (already invented)

Our experience shows that simple cost minimization in
air navigation problems yields risky solutions.

Why not including risks in the

objective function?
We used the financial management definition of risks as
damage costs multiplied by a certain probability of
occurrence. Thus, we may add costs and risks together.
TCR = Total Costs and Risks
Function
The TCR index is the total amount of money (€) representing
the costs and the risks incurred by the movement of all aircraft
in the analyzed area.
Damage (cost) incurred by
Probability of the undesired
the undesired event
event to occur (e.g. collision)

TCRk = ∑ Ci ,k + ∑ p j × R j ,k
i j
{
{
All costs of the flight which All risks which depend on the
depend on the 4D trajectory 4D trajectory
• F = Fuel Costs • D = Operational Costs

COSTS
• N = Navigation Costs
• M = Maintenance Costs
• F = Fuel Costs

• time of flight

• number of operating
engines

• thrust mode (CLB, CRZ)

• thrust control
• N = Navigation Costs
• country

• MTOW (max take-off

weight)

• distance flown

• duration of flight level

changes (while more
FLs are blocked)

• overflying areas with

noise restrictions
• M = Maintenance Costs

• time of flight

• weather
turbulence

• rate of climb /
descent
 • D = Operational Costs

• delays of arrival
beyond a tolerance
margin
 • S = Separation Risks

• W = Weather Risks

RISKS
• G = Obstacle Clearance
and CFIT Risks

• A = ATC Risks
• P = Positioning Errors
• I = Initial FPL Errors
• H = Maneuver Hazard
• W = Weather Risks

TRADE-OFF:

- fly through bad

weather

- go around it
• S = Separation Risks
TRADE-OFF:

- be prudent and
keep aircraft very
well separated

- allow lower
separation
margins and
increase traffic
capacity
Wake Turbulence Model
• G = Obstacle Clearance and
CFIT Risks
TRADE-OFF:

- steep climb and

descent, avoid low
flying, high approach

- economy climb and

descent, early
stabilized approach,
allow sequencing of
the low flying arrivals
 The Objective Function

Minimizing all costs and risks for the flight k

over the entire flight, from origin to destination:

TCRk = ∑ ( Fk + N k + M k + Dk + pW × Wk + pS × S k + pG × Gk ) = min
k

Gets the most economical and risk free 4D

trajectory for a single aircraft.
 Works also for Air Traffic Management
problems, for all the flights in a given area:

 
TCR = ∑ TCRk = ∑  ∑ Ci , k + ∑ p j × R j , k  = min

k k  i j 

Minimizing the total costs and risks (TCR) seems

to be superior to other criteria because it solves
both the navigation (flight management) problem
– best 4D trajectory, and the air traffic
management problem – safely separated traffic.
 OPTIMIZATION
• Objective function: Total Costs & Risks (TCR)

• Evaluation algorithm: Dynamic Flight Simulation

• Optimization algorithm: Genetic

• Implementation: Parallel Processing

 EVALUATION ALGORITHM
• As fast as possible

• Using a realistic simulation model

• Stable for all flight situations

The Flight Simulation Model

A simplified dynamic model of a normal transport

aircraft, assuming trim flight conditions and auto-pilot
control over the whole flight.

Why not a kinematic model as usual in air navigation

problems?

TCR depends on fuel flow, which depends on weight

and thrust, variables not found in the kinematic
model.
The Baro-Geodetic (BRGD)
Co-ordinate System

Geodetic Spherical Coordinates with a modified z-axis,

normal to the isobaric surface in the real atmosphere
The Flight Simulation Model
Wind Triangle and Dead Reckoning Equations

GS TN = TAS × cos γ × sin(90° − TH ) + WV × sin(270° − WD)

GS TE = TAS × cos γ × cos(90° − TH ) + WV × cos(270° − WD)

 GSTN
LAT =
ρ NS + H

 1 GSTE
LONG = ×
cos LAT ρ EW + H
The Flight Simulation Model
Vertical Navigation Equation

 TAS
H= × sin γ + VWV
cos α
The Flight Simulation Model
World Geodetic System WGS-84 Model

6335439.3
ρ NS =
(1 − 0,006694384442 × sin 2
LAT ) 3

6378137
ρ EW =
(1 − 0,006694384442 × sin 2
LAT )
The Flight Simulation Model
International Standard Atmosphere (ISA) Model

1
TAS = × IAS × cos α
σ

g
288.16[ K ]  0.0065[°C / m]  1.86576
σ= × 1 − × H 
Θ  288.16[ K ] 

Θ = Θ MSL − 0.0065[°C / m] × H
 The Flight Simulation Model

Dynamic
Equations

ρ W 
 

L = 0 × IAS 2 × S × C L ( α ) × TAS × θ = T × sin ( α + τ ) + L − W × cos ϕ + m × TAS × TH × sin ϕ  × cos γ
2 g  
ρ0
× IAS 2 × S × C D ( α ) W 
D= × TAS = T × cos( α + τ ) − D − W × sin γ
2 g
 The Flight Simulation Model

Dynamic
Equations (II)

  g tan ϕ
m = E × FF ( χ , M , ρ ) TH = ×
TAS cos γ
 The Flight Simulation Model

Simplified
Autopilot
Equations
(Trim Conditions)

ϕ = kϕ × max ( min ( XTK , XTK S ) ,− XTK S ) − k TH × ( TC − TC TRG )

 
θ = k H × max ( min ( H S , ∆ H ) ,− H S ) − kθ × (θ − α ) IAS = k IAS × ( IAS TRG − IAS )
 OPTIMIZATION
• Objective function: Total Costs & Risks (TCR)

• Evaluation algorithm: Dynamic Flight Simulation

• Optimization algorithm: Genetic

• Implementation: Parallel Processing

 Why Genetic Algorithms?
• N-Dimensional N-Variable Non-linear Optimization

• N is in the range of hundreds to tens of thousands

(N = number of aircraft in the area x number of trajectory segments x 4)

• Partial derivatives not known in algebraic form

• Hypersurface rich in local extremes

• Evaluating the objective function is time-consuming

Conclusion: DFP/Matrix and Newton-Raphson/Gradient are

not applicable
Genome = Chromosome Structure
For Aircraft k:
Route + Flight Profile
(3D Trajectory):
LEG j (WPTj-WPTj+1 )
LATj, LONGj, Hj
Time coordinates:
ETOj
Target Indicated Air
Speed (TRG IASj)
Fitness = TCR Objective Function
 Genetic Operators

• Crossover

• Mutation
 Genetic Algorithm

Tournament Selection
Simulated Annealing
(favor diversity initially,
favor convergence
later)
 OPTIMIZATION
• Objective function: Total Costs & Risks (TCR)

• Evaluation algorithm: Dynamic Flight Simulation

• Optimization algorithm: Genetic

• Implementation: Parallel Processing

 IMPLEMENTATION

Time Critical Section: Parallel Computing

Chromosome Evaluation for TCR evaluation
 FIGHT MANAGEMENT CASE STUDY
• Aircraft:
Boeing B737-600 NG HGW
• Flight:
from Edinburgh to Bucharest
• Weather: as for 10th of April 2006
• Start chromosome: great circle trajectory
• Flight Time ETE 03:02:04
• Start TCR: €5,628
• Optimized chromosome: brachistochrone
• Flight Time ETE: 02:32:50
• Last TCR: €4,516
• 335 generations, 6,700 chromosomes
FIGHT MANAGEMENT CASE STUDY
 Optimized 4D Trajectory:
The Flight Profile

14000,00

12000,00

10000,00

8000,00

6000,00

4000,00

evolution
2000,00
of height AMSL [m] over the duration of the flight
 Optimized 4D Trajectory:
The Vertical Speed

HP

25,00

20,00

15,00

10,00

5,00

0,00

-5,00

-10,00

-15,00

evolution
-20,00 of vertical speed [m/s] over the duration of the flight
 Optimization Progress
TCR

€ 6.000

€ 5.000

€ 4.000

€ 3.000

€ 2.000

€ 1.000

evolution of the best TCR with the generation index

€0
Evolution: the 6,700 Chromosomes in 335 Generations, superimposed
AIR TRAFFIC MANAGEMENT CASE STUDY
• Aircraft: Boeing B737-600 NG HGW
• 6 Flights (reciprocal routes):
Edinburgh  Bucharest
Madrid  Vilnius
Bodo (Norway)  Pescara
• Weather: as for 10th of April 2006
• Start chromosomes: great circle trajectories
trimmed to collide over the same point
• Start TCR: € 591,838,215! (collisions)
• Optimized chromosome: lowest costs and risks
• Last TCR: €32,315
• 34 generations, 680 chromosomes
The 6 Safely Separated, Fuel-Efficient (Sub-Optimal) Trajectories