Global Optimization For Some Engineering Problems: Difficulties and Prospects
Global Optimization For Some Engineering Problems: Difficulties and Prospects
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Abstract. On the basis of one engineering non-convex optimization problem – optimization of pile placement sche-
mes in grillage type foundations, several global optimization algorithms are compared. Comparison reveals clear ad-
vantages of stochastic algorithms, among which the simulated annealing is most promising. The prospects of using
simulated annealing on different computer platforms are shown; the largest solved problem contained 55 decision
variables.
Keywords: global optimization, pile placement schemes, simulated annealing, clustering, GRID computations.
f (x ) = max Ri (x ) (2) where a stands for the ensemble of elements (not shown
i =1,..., N a
in eq. below), {u} are the nodal displacements, and {F}
where N a is the number of piles, Ri (x ) is the reactive are the active forces. The reactive forces at piles are avai-
lable after obtaining the nodal displacements:
force at i-th pile.
Since a supporting pile may reside only under con-
necting beams, there are evident restrictions on the posi-
Ri = ∑Kj
[ u
ij ] j (6)
tions of piles: during the optimization process the piles The finite element program requires the following
can move only along the connecting beams. Therefore, a initial data:
two-dimensional beam structure of the grillage is “un- – The geometrical scheme of connecting beams;
folded” to a one-dimensional construct, and the piles are – Cross-section data of all beams (area, moments
allowed to range through this space freely. of inertia);
In such a formulation one design parameter corre- – Material data of all beams (material in one
sponds to a position of one pile in the one-dimensional beam is treated as isotropic);
construct (n=Na). The backward transformation restores – Positions of immovable piles (if any);
the positions of piles in the two-dimensional beam struc- – Maximum allowable reactive force at any pile
ture of the grillage. The constraints for the design pa- Rallw;
rameters are as follows: – Minimum possible distance between adjacent
0 ≤ x i ≤ L, i = 1,..., N a (3) piles;
– Stiffnesses of pile (vertical, rotational);
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– Loading data. Active forces can be applied in
the form of concentrated loads and moments at
any point on beam, or in the form of distributed
trapezoidal loadings at any segment of beam.
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MRS. The new generation is obtained from the previous sover and mutation for GA are tuned to the problems
one using selection, crossover and mutation operations. under consideration (Šešok et al. 2010a, 2010b). All al-
Besides the population size and generation number, re- gorithms are initialized using MRS. This heuristic modi-
sults of algorithm depend on the probabilities of cross- fication significantly improves the results and enables
over and mutation, and the selection strategy. Here all optimal design of real grillages. If a pure random search
values of these parameters are chosen numerically, on the is used for initialization, the results are much worse.
basis of numerous experiments.
The SM is a general method for optimization of Table 2. Parameters for algorithms
nonlinear multidimensional function requiring only func- Algorithm Parameters
tion evaluations, but not derivatives. A simplex is the MRS N = 5000
geometrical figure consisting of n + 1 vertices in n di-
SA N_init = 200, N = 5000, t1 = 5, t2 = 2
mensions. The simplex method takes a series of steps,
popsize = 20, p_cross = 0.9, p_mut = 0.3,
moving the vertex of the simplex where the objective GA
G = N/popsize = 5000/20 = 250
function is worst. We use implementation of the method
SM N_init = 300, N = 5000
form (Press 1992).
VM is based on the Newton’s method to find the sta- VM N_init = 300, N = 5000
tionary point of objective function where its gradient is 0. NEWUOA N_init = 300, N = 5000
Here the BFGS form of method (Press 1992) is used.
Since variable metric method requires gradient informa- The algorithms were tested on a personal computer
tion, the results of sensitivity analysis are used. The start- with Intel(R) Xeon(R) CPU E5420 @ 2.50GHz,
ing point is the best solution obtained using MRS in the 3069 MB RAM, 32-bit Operating System. 28 independ-
given number of iterations N_init. Then the local search ent runs were performed for each algorithm.
is performed. Initialization and local search is repeated Table 3 shows the average results of all 28 runs. In
until the overall number of objective function evaluations Table 4 the best obtained results are rendered. The aver-
reaches N. age times of one run are given in Table 5. In all tables the
The NEWUOA algorithm is iterative algorithm for bold type highlights the best achieved results. The last
nonlinear optimization. A quadratic model is used in a column in Tables 3 and 4 presents discrepancies between
trust region procedure for adjusting the variables (Powell the best obtained results and the corresponding ideal
2006). The quadratic model interpolates the function at value.
2n+1 points, only one interpolation point is altered on Thus, an ideal solution was not obtained for any
each iteration. The starting point is the best solution ob- problem in any of 28 independent runs; in each run the
tained using MRS in the given number of iterations objective function was evaluated 5000 times. The best
N_init. The NEWUOA algorithm is stopped when the objective values found differ from ideal ones from 2.2 %
number of objective function evaluations reaches N. (Problem 2, 18 piles) to 46.8 % (Problem 8, 34 piles),
More thorough description of algorithms is given in while the average results – from 4.8 % to 63.4 % for the
(Šešok et al. 2010a, 2010b). Parameters for all algorithms same problems. As it can be expected, generally discrep-
are summarized in Table 2. Other parameters, for exam- ancy is larger for problems with the larger number of
ple the initial temperature for SA or probabilities of cros- piles.
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Table 4. The best values found in 28 runs
Problem Discrepancy,
Rideal RS MRS SA GA SM VM NEWUOA
No %
1 307.47 503.93 430.67 339.30 360.73 436.68 429.34 370.79 10.4
2 104.12 136.23 119.16 106.36 106.52 125.83 123.18 107.18 2.2
3 101.85 181.75 138.37 107.25 115.04 138.58 135.54 109.00 5.3
4 101.24 175.33 131.15 106.80 112.10 132.10 133.65 108.16 5.5
5 97.51 170.61 116.88 102.00 104.58 120.42 120.74 101.05 3.6
6 97.53 364.21 148.24 117.26 119.65 151.95 146.01 125.37 20.2
7 287.35 409.73 351.71 298.11 310.24 355.82 358.73 306.31 3.7
8 236.28 538.04 440.42 357.67 363.15 426.74 430.11 346.94 46.8
9 244.71 354.98 318.38 253.00 274.55 339.68 313.40 270.68 3.4
10 349.05 1026.48 670.72 463.34 519.07 698.15 648.84 486.46 32.7
The comparison of algorithms clearly shows the ad- the SA algorithm and the largest optimization problem –
vantages of SA with tuned parameters both for best ob- grillage No 10 with 55 piles, for which the discrepancy
tained as well as for average results of 28 runs. Compar- between average and ideal solutions reaches ~60 %, were
ing the average results, only the NEWUOA significantly chosen for further experiments with massive computation
outruns the SA for Problem 8 (34 piles). It shows slightly systems.
better results also for Problems 4 (31) and 6 (37). As to
the best results, the NEWUOA obtains the best solutions Comparison of solutions on different computer
for two problems. Nearly in all cases the GA shows the platforms
third best solutions; it never outruns the SA or NEWUOA
algorithms. The results of SM and VM are sometimes According to (Mockus 1967), the convergence rate
even worse than that of MRS what means that it is not of stochastic algorithm is asymptotic and slow, not more
worth to spend time to find local minima for these prob- than log(N), where N is the number of iterations. Theo-
lems, but rather to search wider globally since local retically, in order to decrease the discrepancy between
searches do not improve the value of the objective func- obtained optimization result and the global solution
tion significantly. twice, we have to perform about 100 times more itera-
One numerical experiment takes from approximately tions. Thus, for the 55-pile grillage the number of itera-
1.5 (algorithm GA, Problem 2, 18 piles) to 41 minutes tions of ~107 should guarantee the discrepancy between
(VM, Problem 8, 34 piles). Comparing the timings of all obtained and ideal solutions of around 10 %. Since one
algorithms, the clear winners here are the GA and SM. run of SA with 5000 iterations for 55-pile grillage takes
However, the other algorithms are not far behind, until 2125 seconds on PC (Belevičius et al. 2010) and at least
~18 % in ultimate cases. Thus, the timings can not be several tens of independent runs are needed, such a num-
treated as the decisive factor for comparison of these ber of iterations is inconceivable for PC platform.
algorithms. SA and GA algorithms ideally suit for parallel com-
All these results were obtained evaluating the objec- putations, because one run of an algorithm can be directly
tive function for 5000 times and repeating the experiment allotted for one processor. Any changes are not needed
28 times. It can be expected, that longer computations for an algorithm, if the intrinsic parallelization of the task
may render the relevant solutions. On the basis of this, (e.g. in the solution of a system of linear equations) is not
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involved; data exchange between processors is not nee-
ded in this case. Two computer platforms were used for
the solution: GRID and PC cluster.
Best results
GRID computations have some limitations: all the
numerical tests on the nodes of GRID must be accom-
Fig 2. Solution scheme in GRID plished in a real time (usually, in a few hours). Since
some computers in the grid may be incapable, it is not
Grillage optimization software has been deployed in possible to explore long lifespan of each run, however, a
BalticGrid infrastructure by using Gridcom (Šešok et al. large number of the nodes can be taken. Here we render
2010b). It is a simple web interface for launching com- results (Šešok et al. 2010b) of two contrary strategies of
plex applications on grid. Gridcom splits input data into grillage optimization on the GRIDs that exploit all capa-
intervals; generates and submits as many jobs as needed. bilities of our GRID: first, large number of independent
It can scatter parametric jobs into simple jobs or resubmit runs of SA with a short lifespan of one run, and second,
aborted jobs. Finally, Gridcom collects, merges and visu- less number of independent runs of SA with a maximum
alizes the computed results. All these functions are per- possible lifespan.
formed automatically, including transparent upload of For the first strategy, as in case of solution on a sin-
large files to storage elements. Gridcom launches spe- gle PC, we choose the total number of iterations N =
cially developed Gridcom applications. Once created, an 5000, but 1000 independent runs. For the second strategy,
application can be launched many times with different 100 independent runs were performed with 100,000 itera-
input data. Generally it takes some hours to adapt grid tions each. Other parameters used in the solution are gi-
application for Gridcom. Web form for grillage optimiza- ven in (Šešok et al. 2010a, 2010b).
tion application is shown in Fig 3. Obtained results show, the 35 times larger number of
numerical tests as compared to the calculations on a sin-
gle PC allows improving solution from 463.34 to the
value 449.93, i.e. for only ~4%. The second strategy gave
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the best solution of 433.42, or improving of an error by
~8 %.
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