Stochastic Approximation Algorithms for Constrained Optimization via Simulation

We develop four algorithms for simulation-based optimization under multiple inequality constraints. Both the cost and the constraint functions are considered to be long-run averages of certain state-dependent single-stage functions. We pose the problem in the simulation optimization framework by using the Lagrange multiplier method. Two of our algorithms estimate only the gradient of the Lagrangian, while the other two estimate both the gradient and the Hessian of it. In the process, we also develop various new estimators for the gradient and Hessian. All our algorithms use two simulations each. Two of these algorithms are based on the smoothed functional (SF) technique, while the other two are based on the simultaneous perturbation stochastic approximation (SPSA) method. We prove the convergence of our algorithms and show numerical experiments on a setting involving an open Jackson network. The Newton-based SF algorithm is seen to show the best overall performance.

Constrained optimization of heat exchangers

Optimizing a shell and tube heat exchanger for a given duty is an important and relatively difficult task. There is a need for a simple, general and reliable method for realizing this task. The authors present here one such method for optimizing single phase shell-and-tube heat exchangers with given geometric and thermohydraulic constraints. They discuss the problem in detail. Then they introduce a basic algorithm for optimizing the exchanger. This algorithm is based on data from an earlier study of a large collection of feasible designs generated for different process specifications. The algorithm ensures a near-optimal design satisfying the given heat duty and geometric constraints. The authors also provide several sub-algorithms to satisfy imposed velocity limitations. They illustrate how useful these sub-algorithms are with several examples where the exchanger weight is minimized.

Control of transient thermal response during sequential open-die forging: A trajectory optimization approach

A trajectory optimization approach is applied to the design of a sequence of open-die forging operations in order to control the transient thermal response of a large titanium alloy billet. The amount of time tire billet is soaked in furnace prior to each successive forging operation is optimized to minimize the total process time while simultaneously satisfying constraints on the maximum and minimum values of the billet's temperature distribution to avoid microstructural defects during forging. The results indicate that a "differential" heating profile is the most effective at meeting these design goals.

Topology Optimization of Micromachined Structures with the Manufacturing Constraints of KOH Etching of (110) Silicon

The focus of this paper is on designing useful compliant micro-mechanisms of high-aspect-ratio which can be microfabricated by the cost-effective wet etching of (110) orientation silicon (Si) wafers. Wet etching of (110) Si imposes constraints on the geometry of the realized mechanisms because it allows only etch-through in the form of slots parallel to the wafer's flat with a certain minimum length. In this paper, we incorporate this constraint in the topology optimization and obtain compliant designs that meet the specifications on the desired motion for given input forces. Using this design technique and wet etching, we show that we can realize high-aspect-ratio compliant micro-mechanisms. For a (110) Si wafer of 250 µm thickness, the minimum length of the etch opening to get a slot is found to be 866 µm. The minimum achievable width of the slot is limited by the resolution of the lithography process and this can be a very small value. This is studied by conducting trials with different mask layouts on a (110) Si wafer. These constraints are taken care of by using a suitable design parameterization rather than by imposing the constraints explicitly. Topology optimization, as is well known, gives designs using only the essential design specifications. In this work, we show that our technique also gives manufacturable mechanism designs along with lithography mask layouts. Some designs obtained are transferred to lithography masks and mechanisms are fabricated on (110) Si wafers.

Topology Optimization of Electrostatically Actuated Micromechanical Structures with Accurate Electrostatic Modeling of the Interpolated Material Model

In this paper, we present a novel formulation for performing topology optimization of electrostatically actuated constrained elastic structures. We propose a new electrostatic-elastic formulation that uses the leaky capacitor model and material interpolation to define the material state at every point of a given design domain continuously between conductor and void states. The new formulation accurately captures the physical behavior when the material in between a conductor and a void is present during the iterative process of topology optimization. The method then uses the optimality criteria method to solve the optimization problem by iteratively pushing the state of the domain towards that of a conductor or a void in the appropriate regions. We present examples to illustrate the ability of the method in creating the stiffest structure under electrostatic force for different boundary conditions.

Swarm intelligence algorithms for integrated optimization of piezoelectric actuator and sensor placement and feedback gains

Swarm intelligence algorithms are applied for optimal control of flexible smart structures bonded with piezoelectric actuators and sensors. The optimal locations of actuators/sensors and feedback gain are obtained by maximizing the energy dissipated by the feedback control system. We provide a mathematical proof that this system is uncontrollable if the actuators and sensors are placed at the nodal points of the mode shapes. The optimal locations of actuators/sensors and feedback gain represent a constrained non-linear optimization problem. This problem is converted to an unconstrained optimization problem by using penalty functions. Two swarm intelligence algorithms, namely, Artificial bee colony (ABC) and glowworm swarm optimization (GSO) algorithms, are considered to obtain the optimal solution. In earlier published research, a cantilever beam with one and two collocated actuator(s)/sensor(s) was considered and the numerical results were obtained by using genetic algorithm and gradient based optimization methods. We consider the same problem and present the results obtained by using the swarm intelligence algorithms ABC and GSO. An extension of this cantilever beam problem with five collocated actuators/sensors is considered and the numerical results obtained by using the ABC and GSO algorithms are presented. The effect of increasing the number of design variables (locations of actuators and sensors and gain) on the optimization process is investigated. It is shown that the ABC and GSO algorithms are robust and are good choices for the optimization of smart structures.

Stochastic optimization for adaptive labor staffing in service systems

Service systems are labor intensive. Further, the workload tends to vary greatly with time. Adapting the staffing levels to the workloads in such systems is nontrivial due to a large number of parameters and operational variations, but crucial for business objectives such as minimal labor inventory. One of the central challenges is to optimize the staffing while maintaining system steady-state and compliance to aggregate SLA constraints. We formulate this problem as a parametrized constrained Markov process and propose a novel stochastic optimization algorithm for solving it. Our algorithm is a multi-timescale stochastic approximation scheme that incorporates a SPSA based algorithm for ‘primal descent' and couples it with a ‘dual ascent' scheme for the Lagrange multipliers. We validate this optimization scheme on five real-life service systems and compare it with a state-of-the-art optimization tool-kit OptQuest. Being two orders of magnitude faster than OptQuest, our scheme is particularly suitable for adaptive labor staffing. Also, we observe that it guarantees convergence and finds better solutions than OptQuest in many cases.

Multi-objective optimization of satellite image registration using discrete Pparticle swarm optimisation

A new multi-sensor image registration technique is proposed based on detecting the feature corner points using modified Harris Corner Detector (HDC). These feature points are matched using multi-objective optimization (distance condition and angle criterion) based on Discrete Particle Swarm Optimization (DPSO). This optimization process is more efficient as it considers both the distance and angle criteria to incorporate multi-objective switching in the fitness function. This optimization process helps in picking up three corresponding corner points detected in the sensed and base image and thereby using the affine transformation, the sensed image is aligned with the base image. Further, the results show that the new approach can provide a new dimension in solving multi-sensor image registration problems. From the obtained results, the performance of image registration is evaluated and is concluded that the proposed approach is efficient.

A practical approach for cross-functional vehicle body weight optimization

The goal of optimization in vehicle design is often blurred by the myriads of requirements belonging to attributes that may not be quite related. If solutions are sought by optimizing attribute performance-related objectives separately starting with a common baseline design configuration as in a traditional design environment, it becomes an arduous task to integrate the potentially conflicting solutions into one satisfactory design. It may be thus more desirable to carry out a combined multi-disciplinary design optimization (MDO) with vehicle weight as an objective function and cross-functional attribute performance targets as constraints. For the particular case of vehicle body structure design, the initial design is likely to be arrived at taking into account styling, packaging and market-driven requirements. The problem with performing a combined cross-functional optimization is the time associated with running such CAE algorithms that can provide a single optimal solution for heterogeneous areas such as NVH and crash safety. In the present paper, a practical MDO methodology is suggested that can be applied to weight optimization of automotive body structures by specifying constraints on frequency and crash performance. Because of the reduced number of cases to be analyzed for crash safety in comparison with other MDO approaches, the present methodology can generate a single size-optimized solution without having to take recourse to empirical techniques such as response surface-based prediction of crash performance and associated successive response surface updating for convergence. An example of weight optimization of spaceframe-based BIW of an aluminum-intensive vehicle is given to illustrate the steps involved in the current optimization process.

Optimization of degree of sphericity of primary phase during cooling slope casting of A356 Al alloy: Taguchi method and regression analysis

The present work presents the results of experimental investigation of semi-solid rheocasting of A356 Al alloy using a cooling slope. The experiments have been carried out following Taguchi method of parameter design (orthogonal array of L-9 experiments). Four key process variables (slope angle, pouring temperature, wall temperature, and length of travel of the melt) at three different levels have been considered for the present experimentation. Regression analysis and analysis of variance (ANOVA) has also been performed to develop a mathematical model for degree of sphericity evolution of primary alpha-Al phase and to find the significance and percentage contribution of each process variable towards the final outcome of degree of sphericity, respectively. The best processing condition has been identified for optimum degree of sphericity (0.83) as A(3), B-3, C-2, D-1 i.e., slope angle of 60 degrees, pouring temperature of 650 degrees C, wall temperature 60 degrees C, and 500 mm length of travel of the melt, based on mean response and signal to noise ratio (SNR). ANOVA results shows that the length of travel has maximum impact on degree of sphericity evolution. The predicted sphericity obtained from the developed regression model and the values obtained experimentally are found to be in good agreement with each other. The sphericity values obtained from confirmation experiment, performed at 95% confidence level, ensures that the optimum result is correct and also the confirmation experiment values are within permissible limits. (c) 2014 Elsevier Ltd. All rights reserved.

A bottom-up approach for optimization of friction stir processing parameters; a study on aluminium 2024-T3 alloy

Friction stir processing (FSP) is emerging as one of the most competent severe plastic deformation (SPD) method for producing bulk ultra-fine grained materials with improved properties. Optimizing the process parameters for a defect free process is one of the challenging aspects of FSP to mark its commercial use. For the commercial aluminium alloy 2024-T3 plate of 6 mm thickness, a bottom-up approach has been attempted to optimize major independent parameters of the process such as plunge depth, tool rotation speed and traverse speed. Tensile properties of the optimum friction stir processed sample were correlated with the microstructural characterization done using Scanning Electron Microscope (SEM) and Electron Back-Scattered Diffraction (EBSD). Optimum parameters from the bottom-up approach have led to a defect free FSP having a maximum strength of 93% the base material strength. Micro tensile testing of the samples taken from the center of processed zone has shown an increased strength of 1.3 times the base material. Measured maximum longitudinal residual stress on the processed surface was only 30 MPa which was attributed to the solid state nature of FSP. Microstructural observation reveals significant grain refinement with less variation in the grain size across the thickness and a large amount of grain boundary precipitation compared to the base metal. The proposed experimental bottom-up approach can be applied as an effective method for optimizing parameters during FSP of aluminium alloys, which is otherwise difficult through analytical methods due to the complex interactions between work-piece, tool and process parameters. Precipitation mechanisms during FSP were responsible for the fine grained microstructure in the nugget zone that provided better mechanical properties than the base metal. (C) 2014 Elsevier Ltd. All rights reserved.

A Polymatroid Approach to Separable Convex Optimization with Linear Ascending Constraints

We revisit a problem studied by Padakandla and Sundaresan SIAM J. Optim., August 2009] on the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation problems in wireless communication settings. It is also a special case of an optimization of a separable convex function over the bases of a specially structured polymatroid. We give an alternative proof of the correctness of the algorithm of Padakandla and Sundaresan. In the process we relax some of their restrictions placed on the objective function.

PolyMage: Automatic Optimization for Image Processing Pipelines

This paper presents the design and implementation of PolyMage, a domain-specific language and compiler for image processing pipelines. An image processing pipeline can be viewed as a graph of interconnected stages which process images successively. Each stage typically performs one of point-wise, stencil, reduction or data-dependent operations on image pixels. Individual stages in a pipeline typically exhibit abundant data parallelism that can be exploited with relative ease. However, the stages also require high memory bandwidth preventing effective utilization of parallelism available on modern architectures. For applications that demand high performance, the traditional options are to use optimized libraries like OpenCV or to optimize manually. While using libraries precludes optimization across library routines, manual optimization accounting for both parallelism and locality is very tedious. The focus of our system, PolyMage, is on automatically generating high-performance implementations of image processing pipelines expressed in a high-level declarative language. Our optimization approach primarily relies on the transformation and code generation capabilities of the polyhedral compiler framework. To the best of our knowledge, this is the first model-driven compiler for image processing pipelines that performs complex fusion, tiling, and storage optimization automatically. Experimental results on a modern multicore system show that the performance achieved by our automatic approach is up to 1.81x better than that achieved through manual tuning in Halide, a state-of-the-art language and compiler for image processing pipelines. For a camera raw image processing pipeline, our performance is comparable to that of a hand-tuned implementation.