A Sequential Linear Programming Coordination Algorithm for Analytical Target Cascading

2010 ◽  
Vol 132 (2) ◽  
Author(s):  
Jeongwoo Han ◽  
Panos Y. Papalambros
Keyword(s):  
Design Optimization ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Test Problems ◽  
Analytical Target Cascading ◽  
Step Size ◽  
Coordination Strategy ◽  
Target Cascading ◽  
Solution Accuracy

Decomposition-based strategies, such as analytical target cascading (ATC), are often employed in design optimization of complex systems. Achieving convergence and computational efficiency in the coordination strategy that solves the partitioned problem is a key challenge. A new convergent strategy is proposed for ATC that coordinates interactions among subproblems using sequential linearizations. The linearity of subproblems is maintained using infinity norms to measure deviations between targets and responses. A subproblem suspension strategy is used to suspend temporarily inclusion of subproblems that do not need significant redesign, based on trust region and target value step size. An individual subproblem trust region method is introduced for faster convergence. The proposed strategy is intended for use in design optimization problems where sequential linearizations are typically effective, such as problems with extensive monotonicities, a large number of constraints relative to variables, and propagation of probabilities with normal distributions. Experiments with test problems show that, relative to standard ATC coordination, the number of subproblem evaluations is reduced considerably while the solution accuracy depends on the degree of monotonicity and nonlinearity.

A Sequential Linear Programming Coordination Algorithm for Analytical Target Cascading

2007 ◽  
Author(s):  
Jeongwoo Han ◽  
Panos Papalambros
Keyword(s):  
Linear Programming ◽  
Optimization Problems ◽  
Trust Region ◽  
Test Problems ◽  
Sequential Linear Programming ◽  
Analytical Target Cascading ◽  
Step Size ◽  
Normal Distributions ◽  
Coordination Strategy ◽  
Target Cascading

Decomposition-based strategies, such as analytical target cascading (ATC), are often employed in design optimization of complex systems. Achieving convergence and computational efficiency in the coordination strategy that solves the partitioned problem is a key challenge. A new convergent strategy is proposed for ATC, which coordinates the interactions among subproblems using sequential lineralizations. Linearity of subproblems is maintained using L∞ norms to measure deviations between targets and responses. A subproblem suspension strategy is used to temporarily suspend inclusion of subproblems that do not need significant redesign, based on trust region and target value step size. The proposed strategy is intended for use in optimization problems where sequential linearizations are typically effective, such as problems with extensive monotonicities, large number of constraints relative to variables, and propagation of probabilities with normal distributions. Experiments with test problems show that, relative to standard ATC coordination, the number of subproblem evaluations is reduced considerably while maintaining accuracy.

scholarly journals An Enhanced Analytical Target Cascading and Kriging Model Combined Approach for Multidisciplinary Design Optimization

2015 ◽  
Vol 2015 ◽  
pp. 1-11 ◽  
Author(s):  
Ping Jiang ◽  
Jianzhuang Wang ◽  
Qi Zhou ◽  
Xiaolin Zhang
Keyword(s):  
Design Optimization ◽  
Multidisciplinary Design Optimization ◽  
Kriging Model ◽  
Multidisciplinary Design ◽  
High Approximation ◽  
Engineering Systems ◽  
Analytical Target Cascading ◽  
Combined Approach ◽  
Coordination Strategy ◽  
Target Cascading

Multidisciplinary design optimization (MDO) has been applied widely in the design of complex engineering systems. To ease MDO problems, analytical target cascading (ATC) organizes MDO process into multilevels according to the components of engineering systems, which provides a promising way to deal with MDO problems. ATC adopts a coordination strategy to coordinate the couplings between two adjacent levels in the design optimization process; however, existing coordination strategies in ATC face the obstacles of complicated coordination process and heavy computation cost. In order to conquer this problem, a quadratic exterior penalty function (QEPF) based ATC (QEPF-ATC) approach is proposed, where QEPF is adopted as the coordination strategy. Moreover, approximate models are adopted widely to replace the expensive simulation models in MDO; a QEPF-ATC and Kriging model combined approach is further proposed to deal with MDO problems, owing to the comprehensive performance, high approximation accuracy, and robustness of Kriging model. Finally, the geometric programming and reducer design cases are given to validate the applicability and efficiency of the proposed approach.

A randomized nonmonotone adaptive trust region method based on the simulated annealing strategy for unconstrained optimization

2019 ◽  
Vol 12 (3) ◽  
pp. 389-399
Author(s):  
Saman Babaie-Kafaki ◽  
Saeed Rezaee
Keyword(s):  
Simulated Annealing ◽  
Unconstrained Optimization ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Test Problems ◽  
Content Type ◽  
Unconstrained Optimization Problems ◽  
Randomization Scheme ◽  
Enhance Efficiency

PurposeThe purpose of this paper is to employ stochastic techniques to increase efficiency of the classical algorithms for solving nonlinear optimization problems.Design/methodology/approachThe well-known simulated annealing strategy is employed to search successive neighborhoods of the classical trust region (TR) algorithm.FindingsAn adaptive formula for computing the TR radius is suggested based on an eigenvalue analysis conducted on the memoryless Broyden-Fletcher-Goldfarb-Shanno updating formula. Also, a (heuristic) randomized adaptive TR algorithm is developed for solving unconstrained optimization problems. Results of computational experiments on a set of CUTEr test problems show that the proposed randomization scheme can enhance efficiency of the TR methods.Practical implicationsThe algorithm can be effectively used for solving the optimization problems which appear in engineering, economics, management, industry and other areas.Originality/valueThe proposed randomization scheme improves computational costs of the classical TR algorithm. Especially, the suggested algorithm avoids resolving the TR subproblems for many times.

Diagonal Quadratic Approximation for Parallelization of Analytical Target Cascading

2008 ◽  
Vol 130 (5) ◽  
Author(s):  
Yanjing Li ◽  
Zhaosong Lu ◽  
Jeremy J. Michalek
Keyword(s):  
Optimization Problems ◽  
Computational Cost ◽  
Descent Method ◽  
Quadratic Approximation ◽  
Test Problems ◽  
Analytical Target Cascading ◽  
Decomposition Approach ◽  
Diagonal Quadratic Approximation ◽  
Target Cascading ◽  
Nested Loop

Analytical target cascading (ATC) is an effective decomposition approach used for engineering design optimization problems that have hierarchical structures. With ATC, the overall system is split into subsystems, which are solved separately and coordinated via target/response consistency constraints. As parallel computing becomes more common, it is desirable to have separable subproblems in ATC so that each subproblem can be solved concurrently to increase computational throughput. In this paper, we first examine existing ATC methods, providing an alternative to existing nested coordination schemes by using the block coordinate descent method (BCD). Then we apply diagonal quadratic approximation (DQA) by linearizing the cross term of the augmented Lagrangian function to create separable subproblems. Local and global convergence proofs are described for this method. To further reduce overall computational cost, we introduce the truncated DQA (TDQA) method, which limits the number of inner loop iterations of DQA. These two new methods are empirically compared to existing methods using test problems from the literature. Results show that computational cost of nested loop methods is reduced by using BCD, and generally the computational cost of the truncated methods is superior to the nested loop methods with lower overall computational cost than the best previously reported results.

A Note on Wedge Trust Region Radius Update

2011 ◽  
Vol 52-54 ◽  
pp. 926-931
Author(s):  
Qing Hua Zhou ◽  
Feng Xia Xu ◽  
Yan Geng ◽  
Ya Rui Zhang
Keyword(s):  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Test Problems ◽  
Region Method ◽  
Derivative Free Optimization ◽  
Derivative Free ◽  
Updating Rule

Wedge trust region method based on traditional trust region is designed for derivative free optimization problems. This method adds a constraint to the trust region problem, which is called “wedge method”. The problem is that the updating strategy of wedge trust region radius is somewhat simple. In this paper, we develop and combine a new radius updating rule with this method. For most test problems, the number of function evaluations is reduced significantly. The experiments demonstrate the effectiveness of the improvement through our algorithm.

scholarly journals AN IMPROVED ADAPTIVE TRUST-REGION METHOD FOR UNCONSTRAINED OPTIMIZATION

2014 ◽  
Vol 19 (4) ◽  
pp. 469-490 ◽  
Author(s):  
Hamid Esmaeili ◽  
Morteza Kimiaei
Keyword(s):  
Unconstrained Optimization ◽  
Large Scale ◽  
Optimization Problems ◽  
Trust Region Method ◽  
Trust Region ◽  
Standard Test ◽  
Test Problems ◽  
Unconstrained Optimization Problems ◽  
Large Scale Problems ◽  
Adaptive Radius

In this study, we propose a trust-region-based procedure to solve unconstrained optimization problems that take advantage of the nonmonotone technique to introduce an efficient adaptive radius strategy. In our approach, the adaptive technique leads to decreasing the total number of iterations, while utilizing the structure of nonmonotone formula helps us to handle large-scale problems. The new algorithm preserves the global convergence and has quadratic convergence under suitable conditions. Preliminary numerical experiments on standard test problems indicate the efficiency and robustness of the proposed approach for solving unconstrained optimization problems.

scholarly journals A Fractional Trust Region Method for Linear Equality Constrained Optimization

2016 ◽  
Vol 2016 ◽  
pp. 1-10 ◽  
Author(s):  
Honglan Zhu ◽  
Qin Ni ◽  
Liwei Zhang ◽  
Weiwei Yang
Keyword(s):  
Constrained Optimization ◽  
Optimization Problems ◽  
Null Space ◽  
Trust Region Method ◽  
Trust Region ◽  
Test Problems ◽  
Fractional Model ◽  
Region Method ◽  
Linear Equality ◽  
Space Technique

A quasi-Newton trust region method with a new fractional model for linearly constrained optimization problems is proposed. We delete linear equality constraints by using null space technique. The fractional trust region subproblem is solved by a simple dogleg method. The global convergence of the proposed algorithm is established and proved. Numerical results for test problems show the efficiency of the trust region method with new fractional model. These results give the base of further research on nonlinear optimization.

Bounded Target Cascading in Hierarchical Design Optimization

2011 ◽  
Author(s):  
Xiao-Ling Zhang ◽  
Po Ting Lin ◽  
Hae Chang Gea ◽  
Hong-Zhong Huang
Keyword(s):  
Design Optimization ◽  
Optimization Problems ◽  
System Level ◽  
Weighted Sum ◽  
Analytical Target Cascading ◽  
Hierarchical Design ◽  
Design Variables ◽  
Target Cascading ◽  
The Cost ◽  
Weighting Coefficients

Analytical Target Cascading method has been widely developed to solve hierarchical design optimization problems. In the Analytical Target Cascading method, a weighted-sum formulation has been commonly used to coordinate the inconsistency between design points and assigned targets in each level while minimizing the cost function. However, the choice of the weighting coefficients is very problem dependent and improper selections of the weights will lead to incorrect solutions. To avoid the problems associated with the weights, single objective functions in the hierarchical design optimization are formulated by a new Bounded Target Cascading method. Instead of point targets assigned for design variables in the Analytical Target Cascading method, bounded targets are introduced in the new method. The target bounds are obtained from the optimal solutions in each level while the response bounds are updated back to the system level. If the common variables exist, they are coordinated based on their sensitivities with respect to design variables. Finally, comparisons of the results from the proposed method and the weighted-sum Analytical Target Cascading are presented and discussed.

Diagonal Quadratic Approximation for Parallelization of Analytical Target Cascading

2007 ◽  
Author(s):  
Yanjing Li ◽  
Zhaosong Lu ◽  
Jeremy J. Michalek
Keyword(s):  
Optimization Problems ◽  
Computational Cost ◽  
Descent Method ◽  
Quadratic Approximation ◽  
Test Problems ◽  
Analytical Target Cascading ◽  
Decomposition Approach ◽  
Diagonal Quadratic Approximation ◽  
Target Cascading ◽  
Nested Loop

Analytical Target Cascading (ATC) is an effective decomposition approach used for engineering design optimization problems that have hierarchical structures. With ATC, the overall system is split into subsystems, which are solved separately and coordinated via target/response consistency constraints. As parallel computing becomes more common, it is desirable to have separable subproblems in ATC so that each subproblem can be solved concurrently to increase computational throughput. In this paper, we first examine existing ATC methods, providing an alternative to existing nested coordination schemes by using the block coordinate descent method (BCD). Then we apply diagonal quadratic approximation (DQA) by linearizing the cross term of the augmented Lagrangian function to create separable subproblems. Local and global convergence proofs are described for this method. To further reduce overall computational cost, we introduce the truncated DQA (TDQA) method that limits the number of inner loop iterations of DQA. These two new methods are empirically compared to existing methods using test problems from the literature. Results show that computational cost of nested loop methods is reduced by using BCD and generally the computational cost of the truncated methods, TDQA and ALAD, are superior to other nested loop methods with lower overall computational cost than the best previously reported results.

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