ELEMENTS OF STRUCTURAL OPTIMIZAnON

SOLID MECHANICS AND ITS APPLICATIONS

Volume 11
Series Editor:

G.M.L. GLADWELL
Solid Mechanics Division, Faculty of Engineering
University of Waterloo
Waterloo, Ontario, Canada N2L3GI

Aims and Scope of the Series

The fundamental questions arising in mechanics are: Why?, How?, and How much?
The aim of this series is to provide lucid accounts written by authoritative researchers giving vision and insight in answering these questions on the subject of
mechanics as it relates to solids.
The scope of the series covers the entire spectrum of solid mechanics. Thus it
includes the foundation of mechanics; variational formulations; computational
mechanics; statics, kinematics and dynamics of rigid and elastic bodies; vibrations
of solids and structures; dynamical systems and chaos; the theories of elasticity,
plasticity and viscoelasticity; composite materials; rods, beams, shells and
membranes; structural control and stability; soils, rocks and geomechanics;
fracture; tribology; experimental mechanics; biomechanics and machine design.
The median level of presentation is the first year graduate student. Some texts are
monographs defining the current state of the field; others are accessible to final
year undergraduates; but essentially the emphasis is on readability and clarity.

For a list of related mechanics titles, see final pages.

Elements of
Structural Optimization
Third revised and expanded edition

by
RAPHAEL T. HAFfKA
Department ofAerospace ami Ocean Engineering,
Virginia Polytechnic Institute and State Vniversity,
Blacksburg, Virginia, U.sA.

and

ZAFER GORDAL
Department of Engineering Science ami Mechanics,
Virginia Polytechnic Institute ami State VniverSity,
Blacksburg, Virginia, V.SA.

..

SPRINGER-SCIENCE+BUSINESS MEDIA, B.V.

Library of Congress Cataloging-in-Publication Data

Haftka. Raphael T.
Elements of structural optimization I by Raphael T. Haftka and
Zafer Gurdal. -- 3rd rev. and expanded ed.
p.
cm. -- (Solid mechanlcs and its applications ; v. 11)
Includes blbllographlcal references and indexes.
ISBN 978-0-7923-1505-6

ISBN 978-94-011-2550-5 (eBook)

DOI 10.1007/978-94-011-2550-5
1. Structural optlmlzation.

1. Gurdal. Zafer.

II, Tltle.

III. Ser Ies.

TA658.8.H34

1991

624.1' 7--dc20

91-37690

CIP

ISBN 978-0-7923-1505-6

Printed an acid-free paper

AH Rights Reserved
1992 Springer Science+Business Media Dordrecht
Originally published by Kluwer Academic Publishers in 1992
Softcover reprint of the hardcover l st edition 1992

No part of the material protected by this copyright notice may be reproduced or

utilized in any form or by any means, electronic or mechanica1,
including photocopying, recording or by any information storage and
retrieval system, without written permission from the copyright owner.

This book is dedicated to

Rose

PIllar and Erin

Contents

Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. xiii
Chapter 1. Introduction ................................................. 1
1.1 Function Optimization and Parameter Optimization ................. 1
1.2 Elements of Problem Formulation ................................... 3
Design Variables ................................................. 3
Objective Function . .............................................. 5
Constraints . ..................................................... 9
Standard Formulation . ........................................... 9
1.3 The Solution Process .............................................. 12
1.4 Analysis and Design Formulations .................................. 14
1.5 Specific Versus General Methods ................................... 15
1.6 Exercises .......................................................... 16
1. 7 References ......................................................... 19
Chapter 2. Classical Tools in Structural Optimization ............... 23
2.1 Optimization Using Differential Calculus ........................... 23
2.2 Optimization Using Variational Calculus ........................... 29
Introduction to the Calculus of Variations . ...................... 29
2.3 Classical Methods for Constrained Problems ....................... 33
Method of Lagrange Multipliers .. ................................ 34
Function Subjected to an Integral Constraint . ...................... 37
Finite Subsidiary Conditions . ................................... 40
2.4 Local Constraints and the Minmax Approach ...................... 44
2.5 Necessary and Sufficient Conditions for Optimality ................. 49
Elastic Structures of Maximum Stiffness ......................... 50
vii

Contents
Optimal Desiqn of Euler-Bernoulli Columns . .................... 52
Optimum Vibrating Euler-Bernoulli Beams ....................... 57
2.6 Use of Series Solutions in Structural Optimization .................. 61
2.7 Exercises .......................................................... 64
2.8 References ......................................................... 66
I

Chapter 3. Linear Programming .............. ............................. 71

3.1 Limit Analysis and Design of Structures Formulated as LP Problems72
3.2 Prestressed Concrete Design by Linear Programming .............. 81
3.3 Minimum Weight Design of Statically Determinate Trusses ......... 83
3.4 Graphical Solutions of Simple LP Problems ........................ 86
3.5 A Linear Program in a Standard Form ............................ 88
Basic Solution . ................................................. 89
3.6 The Simplex Method .............................................. 90
Changing the Basis .. ........................................... 91
Improving the Objective Function . .............................. 93
Generating a Basic Feasible Solution-Use of Artificial Variables 94
3.7 Duality in Linear Programming .................................... 96
3.8 An Interior Method-Karmarkar's Algorithm ..................... 100
Direction of Move ................. ............................ 101
Transformation of Coordinates . ................................ 103
Move Distance .. .............................................. 104
3.9 Integer Linear Programming ...................................... 104
Branch-and-Bound Algorithm . ................................. 107
3.10 Exercises ........................................................ 110
3.11 References ....................................................... 113

Chapter 4. Unconstrained Optimization ............................. 115

4.1 Minimization of Functions of One Variable ........................ 115
Zeroth Order Methods ........... .............................. 116
First Order Methods . .......................................... 121
Second Order Method ....... ................................... 122
Safegttarded Polynomial Interpolation . ......................... 123
4.2 Minimization of Functions of Several Variables .................... 123
Zeroth Order Methods .... ..................................... 123
First Order Methods . .......................................... 132
Second Order Methods . ........................................ 137
Applications to Analysis . ...................................... 142
4.3 Specialized Quasi-Newton Methods ............................... 143
Exploiting Sparsity . ........................................... 143
Coercion of Hessians for Suitability with Quasi-Newton Methods 144
Making Quasi-Newton Methods Globally Convergent .. ......... 145
4.4 Probabilistic Search Algorithms ................................... 145
Simulated Annealing . .......................................... 146
Genetic Algorithms . ........................................... 149
4.5 Exercises ......................................................... 152
4.6 References ........................................................ 154
Vlll

Contents

Chapter 5. Constrained Optimization ................................ 159

5.1 The Kuhn-Thcker Conditions ..................................... 161
General Case ............................................... ... 161
Convex Problems .............................................. 166
5.2 Quadratic Programming Problems ................................ 169
5.3 Computing the Lagrange Multipliers .............................. 170
5.4 Sensitivity of Optimum Solution to Problem Parameters .............. 173
5.5 Gradient Projection and Reduced Gradient Methods .............. 176
5.6 The Feasible Directions Method ................................... 182
5.7 Penalty Function Methods ........................................ 186
Exterior Penalty Function ..................................... 187
Interior and Extended Interior Penalty Functions .............. 190
Unconstrained Minimization with Penalty Functions ........... 193
Integer Programming with Penalty Functions .................. 195
5.8 Multiplier Methods ............................................... 198
5.9 Projected Lagrangian Methods (Sequential Quadratic Prog.) ..... 201
5.10 Exercises ........................................................ 205
5.11 References ...................................................... 206
Chapter 6. Aspects of the Optimization Process in Practice ....... 209
6.1 Generic Approximations .......................................... 211
Local Approximations ......................................... 211
Global and Midrange Approximations .......................... 219
6.2 Fast Reanalysis Techniques ....................................... 222
Linear Static Response . ....................................... 222
Eigenvalue Problems . .......................................... 226
6.3 Sequential Linear Programming ................................... 228
6.4 Sequential Nonlinear Approximate Optimization .................. 236
6.5 Special Problems Associated with Shape Optimization ............. 239
6.6 Optimization Packages ........................................... 242
6.7 Test Problems .................................................... 244
Ten-Bar Truss ................................................ 244
Twenty-Five-Bar Truss ........................................ 245
Seventy-Two-Bar Truss ........................................ 246
6.8 Exercises ......................................................... 248
6.9 References ........................................................ 249
Chapter 7. Sensitivity of Discrete Systems .......................... 255
7.1 Finite Difference Approximations ................................. 256
Accuracy and Step Size Selection . .............................. 256
Iterative Methods .. ............................................ 259
Effect of Derivative Magnitude on Accuracy ................... 261
7.2 Sensitivity Derivatives of Static Displacement and Stress Constraints263
Analytical First Derivatives . ................................... 263
Second Derivatives ............................................ 268
The Semi-Analytical Method . .................................. 269
Nonlinear Analysis . ........................................... 273
IX

Contents
Sensitivity of Limit Loads . .................................... 274
7.3 Sensitivity Calculations for Eigenvalue Problems .................. 276
Sensitivity Derivatives of Vibration and Buckling Constraints .. . 276
Sensitivity Derivatives for Non-Hermitian Ei.qenvalue Problems. 283
Sensitivity Derivatives for Nonlinear Eigenvalue Problems ....... 290
7.4 Sensitivity of Constraints on Transient Response .................. 291
Equivalent Constraints .. ....................................... 291
Derivatives of Constraints . .................................... 293
Linear Structural Dynamics . ................................... 298
7.5 Exercises ......................................................... 301
7.6 References ........................................................ 302

Chapter 8. Introduction to Variational Sensitivity Analysis .. ..... 305

8.1 Linear Static Analysis ............................................ 306
The Direct Method ............................................ 308
The Adjoint Method . .......................................... 312
Implementation Notes ........................................ 317
8.2 Nonlinear Static Analysis and Limit Loads ........................ 318
Static Analysis . ............................................... 318
Limit Loads . .................................................. 323
Implementation Notes .............................. ........... 327
8.3 Vibration and Buckling ........................................... 327
The Direct Method ............................................ 328
The Adjoint Method . .......................................... 331
8.4 Static Shape Sensitivity .......................................... 334
The Material Derivative . ...................................... 334
Domain Parametrization .................................. .... 337
The Direct Method ................ ............................ 339
The Adjoint Method ........................................... 343
8.5 Exercise .......................................................... 345
8.6 References ........................................................ 345
Chapter 9. Dual and Optimality Criteria Methods . ................ 347
9.1 Intuitive Optimality Criteria Methods ............................. 348
Fully Stressed Design . ......................................... 348
Other Intuitive Methods .. ..................................... 353
9.2 Dual Methods .................................................... 353
General Formulation . ......................................... 354
Application to Separable Problems . ............................ 355
Discrete Design Variables .............. ........................ 357
Application with First Order Approximations . .................. 361
9.3 Optimality Criteria Methods for a Single Constraint .................. 365
The Reciprocal Approximation for a Displacement Constraint . .. 366
A Single Displacement Constraint .. ............................ 368
Generalization for Other Constraints . .......................... 370
Scaling-based Resizing . ........................................ 372
9.4 Several Constraints ............................................... 375
x

Contents
Reciprocal-Approximation Based Approach . .................... 375
Scaling-based Approach ....................................... 380
Other Formulations . ........................................... 382
9.5 Exercises ......................................................... 383
9.6 References ........................................................ 384
Chapter 10. Decomposition and Multilevel Optimization .......... 387
10.1 The Relation between Decomposition and Multilevel Formulation .387
10.2 Decomposition .................................................. 388
10.3 Coordination and Multilevel Optimization ....................... 399
10.4 Penalty and Envelope Function Approaches ...................... 401
10.5 Narrow-Tree Multilevel Problems ................................ 404
Simultaneous Analysis and Design . ............................ 404
Other Applications . ........................................... 406
10.6 Decomposition in Response and Sensitivity Calculations .......... 406
10.7 Exercises ........................................................ 412
10.8 References ...................................................... 412
Chapter 11. Optimum Design of Laminated Composite Materials 415
11.1 Mechanical Response of a Laminate .............................. 415
Orthotropic Lamina . .......................................... 416
Classical Laminated Plate Theory .. ............................ 418
Bending, Extension, and Shear Coupling .. ..................... 420
11.2 Laminate Design ............................................... 422
Design of Laminates for In-plane Response . .................... 422
Design of Laminates for Flexural Response . .................... 430
11.3 Stacking Sequence Design ....................................... 438
Graphical Stacking Sequence Design . ........................... 438
Penalty Function Formulation . ................................ 440
Integer Linear Programming FormtLlation ...................... 442
Probabilistic Search Methods . .................................. 450
11.4 Design Applications ............................................. 451
Stiffened Plate Design . ........................................ 451
Aeroelastic Tailoring . .......................................... 459
11.5 Design Uncertainties ............................................ 460
11.6 Exercises ........................................................ 462
11.7 References ...................................................... 464
N arne Index ............................................................ 469
Subject Index .......................................................... 475

xi

Preface

The field of structural optimization is still a relatively new field undergoing rapid
changes in methods and focus. Until recently there was a severe imbalance between
the enormous amount of literature on the subject, and the paucity of applications
to practical design problems. This imbalance is being gradually redressed. There is
still no shortage of new publications, but there are also exciting applications of the
methods of structural optimizations in the automotive, aerospace, civil engineering,
machine design and other engineering fields. As a result of the growing pace of
applications, research into structural optimization methods is increasingly driven by
real-life problems.
t-.Jost engineers who design structures employ complex general-purpose software
packages for structural analysis. Often they do not have any access to the source
program, and even more frequently they have only scant knowledge of the details of
the structural analysis algorithms used in this software packages. Therefore the major
challenge faced by researchers in structural optimization is to develop methods that
are suitable for use with such software packages. Another major challenge is the high
computational cost associated with the analysis of many complex real-life problems.
In many cases the engineer who has the task of designing a structure cannot afford
to analyze it more than a handful of times.
This environment motivates a focus on optimization techniques that call for minimal interference with the structural analysis package, and require only a small number
of stfllctural analysis runs. A class of techniques of this type, pioneered by Lucien
XUI

Preface
Schmit, and which are becoming widely used, are referred to in this book as sequential approximate optimization techniques. These techniques use the analysis package
for the purpose of constructing an approximation to the structural design problem,
and then employ various mathematical optimization techniques to solve the approximate problem. The optimum of the approximate problem is then used as a basis for
performing one or more structural analyses for the purpose of updating or refining
the approximate design problem. Most of the approximate design problems are based
on derivatives of the structural response with respect to design parameters.
In the new environment the structural designer is typically called upon to provide
the interface between a commercially available analysis program, and a commercially
available optimization software package. The three most important ingredients of
the interface are: sensitivity derivative calculation, construction of an approximate
problem, and evaluation of results for the purpose of fine-tuning the approximate
problem or the optimization method for maximum efficiency and reliability.
This textbook is organized so that its middle part-Chapters 6, 7 and 8 deal with
the two issues of constructing the approximate problem and obtaining sensitivity
derivatives. Evaluating the results of the optimization calls for a basic understanding
of optimality conditions and optimization methods. This is dealt with in Chapters
1 through 5. The last three chapters deal with the specialized topics of optimality
criteria methods, multi-level optimization, and applications to composite materials.
The material in the textbook can be used in various ways in teaching a graduate
course in structural optimization, depending on the available amount of time, and
whether students have prior preparation in optimization techniques.
Without prior preparation in optimization techniques it is suggested that the
minimum time requirement is one semester. It is suggested to cover Chapter 1,
sections 2.1, 2.2 and 2.3 of Chapter 2, Sections 3.1 and 3.4 of Chapter 3, some
material from Chapters 4 and 5 depending on the instructor's favorite optimization
methods, most of Chapter 6 and the first two sections of Chapter 7. With a twoquarter sequence it is suggested to cover Chapters 1 and 2, selected t.opics of Chapters
3 to 5 and Chapter 6 in the first quarter, and Chapters 7, 9, 11 and either Chapter
8 or Chapter 10 in the second quarter. Finally, in a two-semester sequence it is
recommended to cover Chapters 1 through 6 in the first semester, and Chapters 7
through 11 in the second semester.
With a preparatory course in mathematical optimization a one quarter and a
one semester versions of the course can be considered. A one-quarter version could
include Chapters 1 and 2, sections 3.1, 3.2, 3.3 and 3.7 of Chapter 3, and Chapters
6, the first two sections of Chapter 7, and Chapter 9 or 11.. A one-semester version
could include the same part of Chapters 1 through 7 and then Chapters 9 through
11.
The authors gratefully acknowledge the assistance of Drs. H. Adelman, B.
Barthelemy, J-F. Barthelemy, L. Berke, R. Grandhi, D. Grierson, E. Haug, R. Plaut,
J. Sobieski, and J. Starnes in reviewing parts of the manuscript and offering critical
comments.
xiv