Function Minimization

Motivation

Multivariate Taylor Series

Gradient and Hessian Newton Iteration

Example

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MAE 155A

Motivation
Good design attempts to find the optimal or best solution to a problem. The emerging field of Multidisciplinary Design Optimization (MDO) uses numerical techniques to find optimal solutions to aerospace design problems.
MDO combines numerical methods from many aerospace disciplines: aerodynamics, structures, propulsion, and flight control.

While true MDO solutions are difficult to obtain in practice, it is very useful to look at optimization methods as a way to characterize how the design process works.

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Multivariate Taylor Series

Start with a scalar function m(x), with the vector x representing design parameters that describe possible solutions.
The vector x might contain parameters such as wingspan, weight, engine size, etc. The function m(x) might return predictions for range, endurance, speed, etc. The value of x that mimimizes m(x) is considered the optimal design solution.
m(x) can be maximized by minimizing -m(x)

A Taylor Series is defined about the point x0:

1 m x = m x 0 x x 0 T m x 0 x x 0 T 2 m x 0 x x 0 2

MAE 155A

Gradient and Hessian

The function gradient is expressed as a vector.

m x = m x2

[]
m x1 2 m
2 x1

The gradient vector and x have the same number of elements.

The Hessian is defined by a square, symmetric matrix of second partials.

2 m x =

2 m x1 x 2 2 m x2 2

2 m x1 x2

The number of rows (and columns) of the Hessian matrix is equal to the number of elements in x.

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Newton Iteration
A Taylor's Series for the gradient vector is given by:

m x = m x 0 2 m x 0 x x 0
The function m(x) is minimized when the gradient vector is equal to zero.

0= m x 0 2 x 0 x x 0

x = x 0 [ 2 m x 0 ]

m x0

Newton Iteration

x = x 0 m x 0
Steepest Descent
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0
5

Carpet Plots
A carpet plot provides a visual representation of the gradient vector.
m x1 , x0 2
vary x1

m x1 , x2

m x

0 m x0 , x 1 2
baseline

vary x1 and x2

m x0 ,x 1 2
vary x2

m x = m x 0 x x 0 T m x 0 m x = m x 0 x 1 x 0 1

[ ]
m x1

x 1= x 0 1

x 2 x 0 2

[ ]
m x2

x2=x0 2

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Example Carpet Plot

wing loading = 400 kg/m/m

aircraft empty mass

450 kg/m/m 500 kg/m/m 550 kg/m/m 14

12 Baseline: wing loading = 500 kg/m/m aspect ratio = 10

10

aspect ratio = 8

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Software Tools
The MATLAB program has become the industry standard for dynamic system modeling and control system design.
MATLAB is a proprietary software program distributed by the Mathworks, Inc. MATLAB 1.0 was released in 1984. Student license versions are available:
http://www.mathworks.com/academia/student_version/ $100 at the UCSD bookstore

Open-source alternatives to MATLAB include:

Scilab http://www.scilab.org Octave
http://www.gnu.org/software/octave

FreeMat
http://freemat.sourceforge.net

MAE 155A

Function Minimization Example

m x = x 1 2 4 x 2 1 2 3 x 3 1 6

m x = 2 x 1 2

[ ]
4 x 1 2 3 18 x 3 1 5

2.0 x opt = 1.0 1.0

[]

Scilab Script File

// // function to minimize // function [m, dmdx, ind] = cost(x, ind) m = (x(1)-2)^4 + (x(2)-1)^2 + 3*(x(3)-1)^6; dmdx = [4*(x(1)-2)^3; 2*(x(2)-1); 18*(x(3)-1)^5]; endfunction // // call optimizer // x0 = [1.6; 1.2; 0.8]; [mopt, xopt] = optim(cost, x0) MAE 155A

Application to Aerospace Design

What design parameters should define x?
Planform geometry, weight, thrust, fuel capacity, Are there any constraints on x?

What is the appropriate initial guess for x0 ?

How can m(x) be selected so that it represents needed design requirements?

Cost, range, endurance, orbit, maneuverability,

How should x be chosen for the next design iteration?

Gradient vector reveals direction for steepest descent

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