Natalia Alexandrov

A Trust Region Framework for Managing the Use of Approximation Models in Optimization

This paper presents an analytically robust, globally convergent approach to managing the use of approximation models of varying fidelity in optimization. By robust global behaviour we mean the mathematical assurance that the iterates produced by the optimization algorithm, started at an arbitrary initial iterate, will converge to a stationary point or local optimizer for the original problem. The approach presented is based on the trust region idea from nonlinear programming and is shown to be provably convergent to a solution of the original high-fidelity problem. The proposed method for managing approximations in engineering optimization suggests ways to decide when the fidelity, and thus the cost, of the approximations might be fruitfully increased or decreased in the course of the optimization iterations. The approach is quite general. We make no assumptions on the structure of the original problem, in particular, no assumptions of convexity and separability, and place only mild requirements on the approximations. The approximations used in the framework can be of any nature appropriate to an application; for instance, they can be represented by analyses, simulations, or simple algebraic models. This paper introduces the approach and outlines the convergence analysis.

Approximation and Model Management in Aerodynamic Optimization with Variable-Fidelity Models

This workdiscussesan approach,e rst-orderapproximation and modelmanagementoptimization (AMMO), for solving design optimization problems that involve computationally expensive simulations. AMMO maximizes the use of lower-e delity, cheaper models in iterative procedures with occasional, but systematic, recourse to highere delity, more expensive models for monitoring the progress of design optimization. A distinctive feature of the approach is thatit is globally convergent to a solution oftheoriginal, high-e delity problem. VariantsofAMMObased on three nonlinear programming algorithms are demonstrated on a three-dimensional aerodynamic wing optimization problemand atwo-dimensionalairfoiloptimizationproblem. Euleranalysisonmeshesof varying degrees of ree nement provides a suite of variable-e delity models. Preliminary results indicate threefold savings in terms of high-e delity analyses for the three-dimensional problem and twofold savings for the two-dimensional problem.

Optimization with variable-fidelity models applied to wing design

This work discusses an approach, the Approximation Management Framework (AMF), for solving optimization problems that involve computationally expensive simulations. AMF aims to maximize the use of lower-fidelity, cheaper models in iterative procedures with occasional, but systematic, recourse to higher-fidelity, more expensive models for monitoring the progress of the algorithm. The method is globally convergent to a solution of the original, high-fidelity problem. Three versions of AMF, based on three nonlinear programming algorithms, are demonstrated on a 3D aerodynamic wing optimization problem and a 2D airfoil optimization problem. In both cases Euler analysis solved on meshes of various refinement provides a suite of variable-fidelity models. Preliminary results indicate threefold savings in terms of high-fidelity analyses in case of the 3D problem and twofold savings for the 2D problem.

Analytical and Computational Aspects of Collaborative Optimization for Multidisciplinary Design

Analytical features of multidisciplinary optimization (MDO) problem formulations have significant practical consequences for the ability of nonlinear programming algorithms to solve the resulting computational optimization problems reliably and efficiently. We explore this important but frequently overlooked fact using the notion of disciplinary autonomy. Disciplinary autonomy is a desirable goal in formulating and solving MDO problems; however, the resulting system optimization problems are frequently difficult to solve. We illustrate the implications of MDO problem formulation for the tractability of the resulting design optimization problem by examining a representative class of MDO problem formulations known as collaborative optimization. We also discuss an alternative problem formulation, distributed analysis optimization, that yields a more tractable computational optimization problem.

An Overview of First-Order Model Management for Engineering Optimization

First-order approximation/model management optimization (AMMO) is a rigorous methodology for solving high-fidelity optimization problems with minimal expense in high-fidelity function and derivative evaluation. AMMO is a general approach that is applicable to any derivative based optimization algorithm and any combination of high-fidelity and low-fidelity models. This paper gives an overview of the principles that underlie AMMO and puts the method in perspective with other similarly motivated methods. AMMO is first illustrated by an example of a scheme for solving bound-constrained optimization problems. The principles can be easily extrapolated to other optimization algorithms. The applicability to general models is demonstrated on two recent computational studies of aerodynamic optimization with AMMO. One study considers variable-resolution models, where the high-fidelity model is provided by solutions on a fine mesh, while the corresponding low-fidelity model is computed by solving the same differential equations on a coarser mesh. The second study uses variable-fidelity physics models, with the high-fidelity model provided by the Navier-Stokes equations and the low-fidelity model—by the Euler equations. Both studies show promising savings in terms of high-fidelity function and derivative evaluations. The overview serves to introduce the reader to the general concept of AMMO and to illustrate the basic principles with current computational results.

Analytical and Computational Properties of Distributed Approaches to MDO

Historical evolution of engineering disciplines and the complexity of the MDO problem suggest that disciplinary autonomy is a desirable goal in formulating and solving MDO problems. We examine the notion of disciplinary autonomy and discuss the analytical properties of three approaches to formulating and solving MDO problems that achieve varying degrees of autonomy by distributing the problem along disciplinary lines. Two of the approaches - Optimization by Linear Decomposition and Collaborative Optimization - are based on bilevel optimization and reflect what we call a structural perspective. The third approach, Distributed Analysis Optimization, is a single-level approach that arises from what we call an algorithmic perspective. The main conclusion of the paper is that disciplinary autonomy may come at a price: in the bilevel approaches, the system-level constraints introduced to relax the interdisciplinary coupling and enable disciplinary autonomy can cause analytical and computational difficulties for optimization algorithms. The single-level alternative we discuss affords a more limited degree of autonomy than that of the bilevel approaches, but without the computational difficulties of the bilevel methods.

Algorithmic Perspectives on Problem Formulations in MDO

This work is concerned with an approach to formulating the multidisciplinary optimization (MDO) problem that reflects an algorithmic perspective on MDO problem solution. The algorithmic perspective focuses on formulating the problem in light of the abilities and inabilities of optimization algorithms, so that the resulting nonlinear programming problem can be solved reliably and efficiently by conventional optimization techniques. We propose a modular approach to formulating MDO problems that takes advantage of the problem structure, maximizes the autonomy of implementation, and allows for multiple easily interchangeable problem statements to be used depending on the available resources and the characteristics of the application problem.

Multilevel algorithms for nonlinear optimization

Multidisciplinary design optimization (MDO) gives rise to nonlinear optimization problems characterized by a large number of constraints that naturally occur in blocks. We propose a class of multilevel optimization methods motivated by the structure and number of constraints and by the expense of the derivative computations for MDO. The algorithms are an extension to the nonlinear programming problem of the successful class of local Brown-Brent algorithms for nonlinear equations. Our extensions allow the user to partition constraints into arbitrary blocks to fit the application, and they separately process each block and the objective function, restricted to certain subspaces. The methods use trust regions as a globalization startegy, and they have been shown to be globally convergent under reasonable assumptions. The multilevel algorithms can be applied to all classes of MDO formulations. Multilevel algorithms for solving nonlinear systems of equations are a special case of the multilevel optimization methods. In this case, they can be viewed as a trust-region globalization of the Brown-Brent class.

Toward Optimal Transport Networks

Strictly evolutionary approaches to improving the air transport system ‐ a highly complex network of interacting systems ‐ no longer suce in the face of demand that is projected to double or triple in the near future. Thus evolutionary approaches should be augmented with active design methods. The ability to actively design, optimize and control a system presupposes the existence of predictive modeling and reasonably well-defined functional dependences between the controllable variables of the system and objective and constraint functions for optimization. Following recent advances in the studies of the eects of network topology structure on dynamics, we investigate the performance of dynamic processes on transport networks as a function of the first nontrivial eigenvalue of the network’s Laplacian, which, in turn, is a function of the network’s connectivity and modularity. The last two characteristics can be controlled and tuned via optimization. We consider design optimization problem formulations. We have developed a flexible simulation of network topology coupled with flows on the network for use as a platform for computational experiments.

Reconfigurability in MDO Problem Synthesis. Part 1

Integrating autonomous disciplines into a problem amenable to solution presents a major challenge in realistic multidisciplinary design optimization (MDO). We propose a linguistic approach to MDO problem description, formulation, and solution we call reconfigurable multidisciplinary synthesis (REMS). With assistance from computer science techniques, REMS comprises an abstract language and a collection of processes that provide a means for dynamic reasoning about MDO problems in a range of contexts. The approach may be summarized as follows. Description of disciplinary data according to the rules of a grammar, followed by lexical analysis and compilation, yields basic computational components that can be assembled into various MDO problem formulations and solution algorithms, including hybrid strategies, with relative ease. The ability to re-use the computational components is due to the special structure of the MDO problem. The range of contexts for reasoning about MDO spans tasks from error checking and derivative computation to formulation and reformulation of optimization problem statements. In highly structured contexts, reconfigurability can mean a straightforward transformation among problem formulations with a single operation. We hope that REMS will enable experimentation with a variety of problem formulations in research environments, assist in the assembly of MDO test problems, and serve as a pre-processor in computational frameworks in production environments. This paper, Part 1 of two companion papers, discusses the fundamentals of REMS. Part 2 illustrates the methodology in more detail.