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Issues and Strategies in Solving Multidisciplinary Optimization Problems

Optimization research at NASA Glenn Research Center has addressed the design of structures, aircraft and airbreathing propulsion engines. The accumulated multidisciplinary design activity is collected under a testbed entitled COMETBOARDS. Several issues were encountered during the solution of the problems. Four issues and the strategies adapted for their resolution are discussed. This is followed by a discussion on analytical methods that is limited to structural design application. An optimization process can lead to an inefficient local solution. This deficiency was encountered during design of an engine component. The limitation was overcome through an augmentation of animation into optimization. Optimum solutions obtained were infeasible for aircraft and airbreathing propulsion engine problems. Alleviation of this deficiency required a cascading of multiple algorithms. Profile optimization of a beam produced an irregular shape. Engineering intuition restored the regular shape for the beam. The solution obtained for a cylindrical shell by a subproblem strategy converged to a design that can be difficult to manufacture. Resolution of this issue remains a challenge. The issues and resolutions are illustrated through a set of problems: Design of an engine component, Synthesis of a subsonic aircraft, Operation optimization of a supersonic engine, Design of a wave-rotor-topping device, Profile optimization of a cantilever beam, and Design of a cylindrical shell. This chapter provides a cursory account of the issues. Cited references provide detailed discussion on the topics. Design of a structure can also be generated by traditional method and the stochastic design concept. Merits and limitations of the three methods (traditional method, optimization method and stochastic concept) are illustrated. In the traditional method, the constraints are manipulated to obtain the design and weight is back calculated. In design optimization, the weight of a structure becomes the merit function with constraints imposed on failure modes and an optimization algorithm is used to generate the solution. Stochastic design concept accounts for uncertainties in loads, material properties, and other parameters and solution is obtained by solving a design optimization problem for a specified reliability. Acceptable solutions can be produced by all the three methods. The variation in the weight calculated by the methods was found to be modest. Some variation was noticed in designs calculated by the methods. The variation may be attributed to structural indeterminacy. It is prudent to develop design by all three methods prior to its fabrication. The traditional design method can be improved when the simplified sensitivities of the behavior constraint is used. Such sensitivity can reduce design calculations and may have a potential to unify the traditional and optimization methods. Weight versus reliability traced out an inverted-S-shaped graph. The center of the graph corresponded to mean valued design. A heavy design with weight approaching infinity could be produced for a near-zero rate of failure. Weight can be reduced to a small value for a most failure-prone design. Probabilistic modeling of load and material properties remained a challenge.

Patnaik, Surya↗

Lessons Learned During Solutions of Multidisciplinary Design Optimization Problems

Optimization research at NASA Glenn Research Center has addressed the design of structures, aircraft and airbreathing propulsion engines. During solution of the multidisciplinary problems several issues were encountered. This paper lists four issues and discusses the strategies adapted for their resolution: (1) The optimization process can lead to an inefficient local solution. This deficiency was encountered during design of an engine component. The limitation was overcome through an augmentation of animation into optimization. (2) Optimum solutions obtained were infeasible for aircraft and air-breathing propulsion engine problems. Alleviation of this deficiency required a cascading of multiple algorithms. (3) Profile optimization of a beam produced an irregular shape. Engineering intuition restored the regular shape for the beam. (4) The solution obtained for a cylindrical shell by a subproblem strategy converged to a design that can be difficult to manufacture. Resolution of this issue remains a challenge. The issues and resolutions are illustrated through six problems: (1) design of an engine component, (2) synthesis of a subsonic aircraft, (3) operation optimization of a supersonic engine, (4) design of a wave-rotor-topping device, (5) profile optimization of a cantilever beam, and (6) design of a cvlindrical shell. The combined effort of designers and researchers can bring the optimization method from academia to industry.

Patnaik, Suna N.↗

A Quantum-Inspired Tensor Network Algorithm for Constrained Combinatorial Optimization Problems

Combinatorial optimization is of general interest for both theoretical study and real-world applications. Fast-developing quantum algorithms provide a different perspective on solving combinatorial optimization problems. In this paper, we propose a quantum-inspired tensor-network-based algorithm for general locally constrained combinatorial optimization problems. Our algorithm constructs a Hamiltonian for the problem of interest, effectively mapping it to a quantum problem, then encodes the constraints directly into a tensor network state and solves the optimal solution by evolving the system to the ground state of the Hamiltonian. We demonstrate our algorithm with the open-pit mining problem, which results in a quadratic asymptotic time complexity. Our numerical results show the effectiveness of this construction and potential applications in further studies for general combinatorial optimization problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Understanding Resilience Optimization Architectures With an Optimization Problem Repository

Optimizing a system’s resilience can be challenging, especially when it involves considering both the inherent resilience of a robust design and the active resilience of a health management system to a set of computationally-expensive hazard simulations. While prior work has developed specialized architectures to effectively and efficiently solve combined design and resilience optimization problems, the comparison of these architectures has been limited to a single case study. To further study resilience optimization formulations, this work develops a problem repository which includes previously-developed resilience optimization problems and additional problems presented in this work: a notional system resilience model, a pandemic response model, and a cooling tank hazard prevention model. This work then uses models in the repository at large to understand the characteristics of resilience optimization problems and study the applicability of optimization architectures and decomposition strategies. Based on the comparisons in the repository, applying an optimization architecture effectively requires understanding the alignment and coupling relationships between the design and resilience models, as well as the efficiency characteristics of the algorithms. While alignment determines the necessity of a surrogate of resilience cost in the upper-level design problem, coupling determines the overall applicability of a sequential, alternating, or bilevel structure. Additionally, the application of decomposition strategies is dependent on there being limited interactions between variable sets, which often does not hold when a resilience policy is parameterized in terms of actions to take in hazardous model states rather than specific given scenarios.

Resilience↗

Study network-related optimization problems using quantum alternating optimization ansatz

Network-related connectivity optimization problems are underlying a wide range of applications and are also of high computational complexity. We consider studying network optimization problems using two types of quantum heuristics. One is quantum annealing, and the other Quantum Alternating Operator Ansatz, an extension of the Quantum Approximate Optimization Algorithms for gate-model quantum computation, in which a cost-function based unitary and a non-commuting mixing unitary are applied alternately. We present problem mappings for problems of finding the spanning-tree or spanning-graph of a graph that optimizes certain costs, and a variant that further requires the spanning-tree be degree-bounded. With quantum annealing, all constraints are cast into penalty terms in the cost Hamiltonian, and the solution is encoded as the ground state of the Hamiltonian. We provide three mappings to the quadratic unconstrained binary optimization (QUBO) form, compare the resource requirements, and analyze the tradeoffs. For QAOA, we give special focus on the design of mixers based on the constraints presented in the problem, such that the system evolution remains in a subspace of the full Hilbert space where all constraints are satisfied. In the spanning-tree problem, one such hard constraint is that a mixer applied to a spanning-tree needs also be a spanning tree. This involves checking the connectivity of a subgraph, which is a global condition common for most network-related problems. We show how this feature can be efficiently represented in the mixer in a quantum coherent way, based on manipulation of a descendant-matrix and an adjacent matrix. We further develop a mixer for the spanning-graphs based on the spanning-tree mixer.

Zhihui Wang↗

On domains of convergence in optimization problems

Numerical optimization algorithms require the knowledge of an initial set of design variables. Starting from an initial design x(sup 0), improved solutions are obtained by updating the design iteratively in a way prescribed by the particular algorithm used. If the algorithm is successful, convergence is achieved to a local optimal solution. Let A denote the iterative procedure that characterizes a typical optimization algorithm, applied to the problem: Find x belonging to R(sup n) that maximizes f(x) subject to x belonging to Omega contained in R(sup n). We are interested in problems with several local maxima (x(sub j))(sup *), j=1, ..., m, in the feasible design space Omega. In general, convergence of the algorithm A to a specific solution (x(sub j))(sup *) is determined by the choice of initial design x(sup 0). The domain of convergence D(sub j) of A associated with a local maximum (x(sub j))(sup *) is a subset of initial designs x(sup 0) in Omega such that the sequence (x(sup k)), k=0,1,2,... defined by x(sup k+1) = A(x(sup k)), k=0,1,... converges to (x(sub j))(sup *). The set D(sub j) is also called the basin of attraction of (x(sub j))(sup *). Cayley first proposed the problem of finding the basin of attraction for Newton's method in 1897. It has been shown that the basin of attraction for Newton's method exhibits chaotic behavior in problems with polynomial objective. This implies that there may be regions in the feasible design space where arbitrarily close starting points will converge to different local optimal solutions. Furthermore, the boundaries of the domains of convergence may have a very complex, even fractal structure. In this paper we show that even simple structural optimization problems solved using standard gradient based (first order) algorithms exhibit similar features.

Diaz, Alejandro R.↗

Designing a Framework for Solving Multiobjective Simulation Optimization Problems

Multiobjective simulation optimization (MOSO) problems are optimization problems with multiple conflicting objectives, where evaluation of at least one of the objectives depends on a black-box numerical code or real-world experiment, which we refer to as a simulation. Whereas an extensive body of research is dedicated to developing new algorithms and methods for solving these and related problems, it is challenging and time-consuming to integrate these techniques into real-world production-ready solvers. This is partly because of the diversity and complexity of modern state-of-the-art MOSO algorithms and methods and partly because of the complexity and specificity of many real-world problems and their corresponding computing environments. The complexity of this problem is only compounded when introducing potentially complex and/or domain-specific surrogate-modeling techniques, problem formulations, design spaces, and data acquisition functions. Here, this paper carefully surveys the current state of the art in MOSO algorithms, techniques, and solvers, as well as problem types and computational environments where MOSO is commonly applied. We then present several key challenges in the design of a parallel multiobjective simulation optimization framework (ParMOO) and how they have been addressed. Finally, we provide two case studies demonstrating how customized ParMOO solvers can be quickly built and deployed to solve real-world MOSO problems.

engineering design optimization↗

Applications of the Dulmage–Mendelsohn decomposition for debugging nonlinear optimization problems

Nonlinear modeling and optimization is a valuable tool for aiding decisions by engineering practitioners, but programming an optimization problem based on a complex electrical, mechanical, or chemical process is a time-consuming and error-prone activity. Therefore, there is a need for model analysis and debugging tools that can detect and diagnose modeling errors. One such tool is the Dulmage–Mendelsohn decomposition, which identifies structurally under- and over-determined subsets in systems of equations and variables by partitioning the bipartite graph of the system. This work provides the necessary background to understand the Dulmage–Mendelsohn decomposition and its application to the analysis of nonlinear optimization problems, demonstrates its use in diagnosing a variety of modeling errors, and introduces software implementations for analyzing nonlinear optimization problems in the Pyomo and JuMP algebraic modeling languages.

42 ENGINEERING↗

A nonsmooth nonconvex optimization algorithm for two-stage optimization problems

An optimization algorithm for a group of nonsmooth nonconvex problems inspired by two-stage stochastic programming problems is proposed. The main challenges for these problems include (1) the problems lack the popular lower-type properties such as prox-regularity assumed in many nonsmooth nonconvex optimization algorithms, (2) the objective can not be analytically expressed and (3) the evaluation of function values and subgradients are computationally expensive. To address these challenges, this report first examines the properties that exist in many two-stage problems, specifically upper-C 2 objectives. Then, we show that quadratic penalty method for securityconstrained alternating current optimal power flow (SCACOPF) contingency problems can make the contingency solution functions upper-C 2 . Based on these observations, a simplified bundle algorithm that bears similarity to sequential quadratic programming (SQP) method is proposed. It is more efficient in implementation and computation compared to conventional bundle methods. Global convergence analysis of the algorithm is presented under novel and reasonable assumptions. The proposed algorithm therefore fills the gap of theoretical convergence for smoothed SCACOPF problems. The inconsistency that might arise in our treatment of the constraints are addressed through a penalty algorithm whose convergence analysis is also provided. Finally, theoretical capabilities and numerical performance of the algorithm are demonstrated through numerical examples.

97 MATHEMATICS AND COMPUTING↗

A Mixed Integer Efficient Global Optimization Algorithm with Multiple Infill Strategy - Applied to a Wing Topology Optimization Problem

With the advancement in high performance computing and numerical optimization techniques,engineering design optimization problems are becoming more complex, larger scale,higher fidelity, and computationally more demanding, requiring longer run times than ever before. There exists methodologies and techniques that can address some of these challenges but very few can address all, and most are limited in the extent that these concerns can be addressed. With the goal of addressing such challenging engineering problems, we developed anew optimization framework, named AMIEGO, that combines concepts from surrogate-based optimization approaches, gradient-based numerical methods, Partial Least Squares, evolutionary algorithms, and Branch-and-Bound, providing newer capabilities that were not previouslyperceived. However, the original version of this framework, in the process of adaptive samplingto explore and exploit the design space, finds only a single sample point per iteration. The efforthere builds upon this previously developed optimization framework to include multiple infillsampling capability that combines the concept of generalized expected improvement function,unsupervised learning, and multi-objective evolutionary technique. To demonstrate, AMIEGOwith the multiple infill capability (called AMIEGO-MIMOS) solves a series of increasingly difficultengineering design optimization problems. The results reveal the performance of the newapproach is problem dependent. When applied to a ten-bar truss problem, the newly proposedmultiple infill strategy consistently leads to a better design solutions when compared to theexisting CPTV method (implemented with the context of the AMIEGO framework). On theother hand, when applied to a mixed-integer high fidelity wing topology optimization problem- MIMOS, despite showing a steeper convergence at the start, eventually leads to an inferiorsolution as compared to CPTV approach. These results also reveal that a small number ofstarting points, in general, are sufficient to lead to a good overall solution.

Mixed-integer optimization↗

The synthesis of optimal controls for linear, time-optimal problems with retarded controls.

Optimization problems involving linear systems with retardations in the controls are studied in a systematic way. Some physical motivation for the problems is discussed. The topics covered are: controllability, existence and uniqueness of the optimal control, sufficient conditions, techniques of synthesis, and dynamic programming. A number of solved examples are presented.

Banks, H. T.↗

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗

FRANOPP: Framework for analysis and optimization problems user's guide

Framework for analysis and optimization problems (FRANOPP) is a software aid for the study and solution of design (optimization) problems which provides the driving program and plotting capability for a user generated programming system. In addition to FRANOPP, the programming system also contains the optimization code CONMIN, and two user supplied codes, one for analysis and one for output. With FRANOPP the user is provided with five options for studying a design problem. Three of the options utilize the plot capability and present an indepth study of the design problem. The study can be focused on a history of the optimization process or on the interaction of variables within the design problem.

Riley, K. M.↗

Exploring Network-Related Optimization Problems Using Quantum Heuristics

Network-related connectivity optimization problems are underlying a wide range of applications and are also of high computational complexity. We consider studying network optimization problems using two types of quantum heuristics.One is quantum annealing, and the other Quantum Alternating Operator Ansatz, an extension of the Quantum Approximate Optimization Algorithms for gate-model quantum computation, in which a cost-function based unitary and a non-commuting mixing unitary are applied alternately. We present problem mappings for problems of finding the spanning-tree or spanning-graph of a graph that optimizes certain costs, and a variant that further requires the spanning-tree be degree-bounded. With quantum annealing, all constraints are cast into penalty terms in the cost Hamiltonian, and the solution is encoded as the ground state of the Hamiltonian. We provide three mappings to the quadratic unconstrained binary optimization (QUBO) form, compare the resource requirements, and analyze the tradeoffs. For QAOA, we give special focus on the design of mixers based on the constraints presented in the problem, such that the system evolution remains in a subspace of the full Hilbert space where all constraints are satisfied. In the spanning-tree problem, one such hard constraint is that a mixer applied to a spanning-tree needs also be a spanning tree. This involves checking the connectivity of a subgraph, which is a global condition common for most network-related problems. We show how this feature can be efficiently represented in the mixer in a quantum coherent way, based on manipulation of a descendant-matrix and an adjacent matrix. We further develop a mixer for the spanning-graphs based on the spanning-tree mixer.

Wang, Zhihui↗

Quantum computing based hybrid solution strategies for large-scale discrete-continuous optimization problems

Technologies for a quantum/classical hybrid approach to solving optimization problems is disclosed. In the illustrative embodiment, an optimization problem is decomposed into two sub-problems. The first sub-problem is solved on a classical computer, and a result from the first sub-problem is provided to a quantum computer. The quantum computer then solves the second sub-problem based on the result of the first sub-problem from the classical computer. The quantum computer can then provide a result to the classical computer to re-solve the first problem. The iterative calculation is continued until an end condition is met.

You, Fengqi↗

XY vs X Mixer in Quantum Alternating Operator Ansatz for Optimization Problems with Constraints

Quantum Approximate Optimization Algorithm, further generalized as Quantum Alternating Operator Ansatz (QAOA), is a family of algorithms for combinatorial optimization problems. It is a leading candidate to run on emerging universal quantum computers to gain insight into quantum heuristics. In constrained optimization, penalties are often introduced so that the ground state of the cost Hamiltonian encodes the solution (a standard practice in quantum annealing). An alternative is to choose a mixing Hamiltonian such that the constraint corresponds to a constant of motion and the quantum evolution stays in the feasible subspace. Better performance of the algorithm is speculated due to a much smaller search space. We consider problems with a constant Hamming weight as the constraint. We also compare different methods of generating the generalized W-state, which serves as a natural initial state for the Hamming-weight constraint. Using graph-coloring as an example, we compare the performance of using XY model as a mixer that preserves the Hamming weight with the performance of adding a penalty term in the cost Hamiltonian.

quantum computing↗