Optimization in Engineering Design Georgia Institute of Technology Systems Realization Laboratory Mixed Integer Problems Most optimization algorithms deal with continuous variables. Branch and Bound and Cutting Plane algorithms are well known algorithms able to cope with integers. An optimization problem which involves both integers and continuous variables is called a mixed integer problem. The selection of a material for a pressure vessel out of a set of discrete choices, coupled with a pressure vessel optimization as you just did, is a mixed integer problem. Integers can be converted to booleans. This provides some nice properties which can be exploited, but typically, more variables are needed to characterize the same integer problem.

Optimization in Engineering Design Georgia Institute of Technology Systems Realization Laboratory Combinatorial Optimization Combinatorial problems are typically not well handled by cutting plane and branch and bound. Examples of combinatorial problems include scheduling and assignment problems. For combinatorial problems, often non-classical optimization approaches are used. Often heuristics (rules of thumb) are used to limit the choices. In Operations Research, you may find the term heuristic programming occasionally. Knowledge based systems are a well known example of coding heuristics and some people have connected knowledge bases to optimization algorithms. Another approach is based on randomness and probability.

Optimization in Engineering Design Georgia Institute of Technology Systems Realization Laboratory Monte Carlo Methods Monte Carlo methods employ random number generation as part of the iterative search for the solution of a (combinatorial) optimization problem. "Classical" Monte Carlo methods are nothing more than codes which randomly generate solutions and keep track of the best. However, statistical properties can be used to determine whether and how long it will take the method to find the solution to the given problem. More "enhanced" methods of growing importance are: simulated annealing genetic algorithms

Optimization in Engineering Design Georgia Institute of Technology Systems Realization Laboratory Simulated Annealing Basic idea is rooted in thermo-dynamics and the cooling (or annealing) of a liquid to a crystalline solid state: If the liquid (e.g., molten steel) is cooled slowly and allowed to spend a long time near the freezing temperature, a perfect crystal will form which has the lowest state of energy. If the liquid is not allowed to spend a long time reaching an equilibrium near its freezing point and/or it is cooled too quickly, then the material will form a crystal with many defects and a higher internal energy state (think of quenching of steel; the material may crack). Metropolis applied the same idea to simulate atoms in an equilibrium. The "Metropolis Algorithm" has also been applied to solving combinatorial optimization problems.

Optimization in Engineering Design Georgia Institute of Technology Systems Realization Laboratory Simulated Annealing – Metropolis Algorithm At each iteration, an “atom” is randomly displaced a small amount. The energy is calculated for each atom and the difference with the energy at its original location is calculated. The Boltzmann probability factor P = e ( –  E kT ) is calculated where k = Boltzmann constant, T = temperature, and  E = the energy difference between the two atom states. If  E  0 then the new location is accepted. Otherwise, a random number is generated between 0 and 1: If the random number is greater than the calculated P, then the higher energy state is accepted in the hope that the new location may eventually lead to a better location than the original location. Otherwise, theold atomic location is retained and the algorithm generates a new location.

Optimization in Engineering Design Georgia Institute of Technology Systems Realization Laboratory Simulated Annealing for Combinatorial Optimization How to convert metropolis algorithm to general combinatorial optimization algorithm? Rather than positioning atoms, one can also position cities in a traveling schedule (traveling salesman problem), materials in a product, etc. Use an objective (or fitness) function instead of energy function. Have the temperature T start at a high value so "atoms" (cities, material choices) can bounce around in the solution space. This causes solutions to jump out of local valleys. As the optimization proceeds, the temperature is lowered and less solutions with high energy states (or objective functions) are allowed to remain. Hopefully, this slow freezing gives you the best solution. Typical problem areas: Choice of T, solution generation (random or controlled).

Optimization in Engineering Design Georgia Institute of Technology Systems Realization Laboratory Genetic Algorithms (GAs) Originally developed by John Holland. Genetic algorithms are search algorithms based on the mechanics of natural selection and natural genetics subject to survival of the fittest among string structures. Genetic algorithms use strings of characters to represent solutions. These strings are called chromosomes. Each element (character) in such a string is a gene representing a certain choice of gene (e.g., gene 2 in a chromosome of 5 genes could represent the material choice for component 2). Most genetic algorithms use binary values for genes. However, integer GAs also exist, and (thus) a gene can also contain a real value. (HOW?)

Optimization in Engineering Design Georgia Institute of Technology Systems Realization Laboratory Genetic Algorithm Flowchart Randomly generate a population of potential solutions Evaluate fitness of population members Select two parents from population based on fitness Produce two children Evaluate children Crossover and mutation Is solution "Good"? Output best solution found Multiple repeats in one iteration yes no

Optimization in Engineering Design Georgia Institute of Technology Systems Realization Laboratory Parent Selection Several methods for selecting parents exist. Most common are: Rank ordered selection: A prescribed number of parents is taken for mating from the top of a rank-ordered list according to fitness function value. Roulette wheel selection: The sum of the fitness of all members is calculated and the fitness of each member is normalized to a percentage of this sum. All members are put on a roulette wheel which is spun several times to select members on the wheel for mating. The larger the fitness, the larger the space on the wheel for the member, the larger the chance of being chosen for mating. Boltzmann distribution: Based on simulated annealing. Instead of calculating a  E, the difference in fitness values  2 -  1 is calculated. If a1 is selected as a parent, then a2 is chosen if  2   1. Else, a random number is generated between 0 and 1, and if the Boltzmann probability for the differences in fitness is less than this number, then a2 is accepted as a parent. Choice of a1: can be the fittest member, or chosen at random, or...

Optimization in Engineering Design Georgia Institute of Technology Systems Realization Laboratory Mating, Crossover, and Mutation After parents have been choosen, they mate to produce two children. This is done by crossing (mixing) the genes of one parent with the genes of another parent and create two new combinations. Crossover is used to promote the mixing of good genes within a population. Methods for crossover: One point crossover: a point is determined in the chromosomes of the parents and the genes on each side of that point are recombined into two new combinations (children). Multipoint crossover: Multiple points are determined for recombining chromosome substrings. Uniform crossover: A flip of a coing determines whether a gene value of, say, parent 1 is given to child 1 or 2. After parents have been choosen, they mate to produce two children. This is done by crossing (mixing) the genes of one parent with the genes of another parent and create two new combinations. Crossover is used to promote the mixing of good genes within a population. Methods for crossover: One point crossover: a point is determined in the chromosomes of the parents and the genes on each side of that point are recombined into two new combinations (children). Multipoint crossover: Multiple points are determined for recombining chromosome substrings. Uniform crossover: A flip of a coing determines whether a gene value of, say, parent 1 is given to child 1 or 2. Mutation is the random change of one or more of the gene values and generally occurs with a very small probability. Mutation is used to promote genetic variations. Various schemes exist.

Optimization in Engineering Design Georgia Institute of Technology Systems Realization Laboratory Some Remarks on Genetic Algorithms Genetic algorithms (and simulated annealing) are gaining ground as practical tools. They are relatively simple and elegant because of their analogy with Nature. Public domain and commercial codes exist. However: They have a number of control parameters which affect the efficiency of solution. They typically perform a large number of fitness function evaluations (although less than an exhaustive search) and this may be unacceptable. They are unconstrained minimization algorithms, thus a penalty function or a lexicographic approach is required for constrained minimization problems. For a mixed integer problem, you may consider a hybrid GA which includes a regular optimization algorithm for the real variables.