DOI 10.1007/s00158-006-0078-y
RESEARCH PAPER
Abstract The high dimensionality encountered in engineering design optimization due to large numbers
of performance criteria and specifications leads to
cumbersome and sometimes unachievable trade-off
analyses. To facilitate those analyses and enhance
decision-making and design selection, we propose to
decompose the original problem by considering only
pairs of criteria at a time, thereby making trade-off
evaluation the simplest possible. For the final design
integration, we develop a novel coordination mechanism that guarantees that the selected design is also
preferred for the original problem. The solution of
an overall large-scale problem is therefore reduced to
solving a family of bicriteria subproblems and allows
designers to effectively use decision-making in merely
two dimensions for multicriteria design optimization.
MOP
MOPi
COP
COPi
SEP
SEPij
f
fi
g, h
x
xi
i
ij
Nomenclature
multiobjective problem
i-th multiobjective subproblem
coordination problem
i-th coordination problem
sensitivity problem
j-th sensitivity problem for COPi
vector objective function for MOP
vector objective function for MOPi , COPi
vector constraint functions
vector of design variables
vector of design variables selected in COPi
vector of tolerance values in COPi
vector of Langragean multipliers in SEPij
Structural design optimization deals with the development of complex systems and structures such as
cars, airplanes, spaceships, or satellites. On the basis of
tremendous gain in experience and knowledge together
with the rapid progress in computing technologies, the
underlying mathematical models and design simulations become better and better and provide designers
with growing amounts of data that need to be analyzed
for choosing a final optimal design. In particular, the
steadily increasing number of specifications and criteria
A. Engau, M. M. Wiecek
A. Engau, M. M. Wiecek
Fig. 1 Traditional
decomposition and
integration without
coordination
Design
f1
f2
f3
Observation
x1
x2
x3
x4
1
1
9
2
1
9
1
2
9
1
1
2
The performance function f = f1 , f2 , . . . , f p for the
overall MOP is decomposed into k pairs of criteria that are used as new performance functions f j =
j
j
f1 , f2 , j = 1, . . . , k. As described in the above paragraph, the canonical subproblem formulations
j
j
MOP j : minimize f j(x) = f1 (x), f2 (x)
subject to x X
are modified by additional epsilon-constraints to account for the additional tolerances imposed by the designer and to sequentially coordinate the performance
trade-offs between different subproblems. Therefore,
we also call these new subproblems coordination problems (COP)
j
j
COP j : minimize f j(x) = f1 (x), f2 (x)
subject to f i (x) f i xi +i for all i = 1,. . . , j1
x X,
where i = 1i , 2i R2 , and i = 1, . . . , j 1 are the
performance tolerances specified by the designer.
Since each coordination problem COPj is, in particular, a bicriteria problem, we can visualize the tradeoff between optimal solutions in the form of a 2D
Pareto frontier. The choice of a preferred solution x j
can, thus, be based on a visual representation and
only requires decision-making with respect to two dimensions. The chosen design x j is communicated as a
A. Engau, M. M. Wiecek
Fig. 2 Decomposition and
integration with coordination
f1 , f2
(1)
j
j
j
f xj
f xj
f xj
and similarly for f1i (x j ) , f2i (x j ) , and f2i (x j ) . In general,
2( )
1( )
2( )
however, it is not obvious how far we need to move
away from the Pareto curve in COPi to achieve a
satisfactory improvement in COPj, that is, how large we
need to choose the value . To help the designer with
this decision, we propose to examine the sensitivities
at the current design with respect to the criteria f i in
COPi and f j in COPj. The higher these sensitivities,
the higher the potential trade-off,
so that even small
additional tolerances for f i = f1i , f2i are expected to
yield asignificant improvement with respect to f j =
j
j
f1 , f2 . To enable meaningful trade-off comparisons,
we then need to assume that all objectives are reasonably scaled to the same order of magnitude.
subject to f i (x) f i xi +i for all i = 1,. . . , j1
j
j
f2 (x) f2 x j
x X.
A. Engau, M. M. Wiecek
and
= 12
11
f1i (x) x=x j
f2i (x) x=x j
for all i = 1, . . . , j 1
(2a)
j
(2b)
4 Examples
For a demonstration of the proposed 2D decisionmaking procedure and the underlying coordination
mechanism, we adopt the role of a hypothetical
decision-maker and apply this method to two examples from multiobjective programming and structural
design optimization. By the nature of this approach, it
is unavoidable that all the decisions we make remain
subjective and, in practice, would also depend on the
expertise, preferences, and performance expectations
of the actual designer.
4.1 A mathematical programming problem
The first problem consists of four quadratic objective
functions f1 , f2 , f3 , and f4 , which need to be minimized,
subject to three inequality constraints g1 , g2 , and g3 in
two variables x1 and x2 .
Without practical interpretation, however, the four objectives also lack relative importances and, thus, do
not allow for priority ranking according to their relevance on the overall performance. Instead, we group
the objectives intothe canonical
pairs f 1 = f11 , f21 =
( f1 , f2 ) and f 2 = f12 , f22 = ( f3 , f4 ) and, accordingly,
reduce further notational burden by replacing all double indices 11 , 12 , 21 , and 22 by 1 , 2 , 3 , and 4 , respectively.
To find a preferred design to the above problem
using the proposed procedure, we would then start by
solving
f3 (x)
f1 (x) f1 x1 + 1
f2 (x) f2 x1 + 2
f4 (x) f4 x1
x X
SEP4 : minimize
subject to
f4 (x)
f1 (x) f1 x1 + 1
f2 (x) f2 x1 + 2
f3 (x) f3 x1
x X
where, initially, 1 = 2 = 0. Then choosing the optimal design x1 as the initial design in our optimization
routine, this immediately (after one iteration) confirms
optimality of x1 for both SEP3 and SEP4 and, according
to the sensitivity theorem (2), provides us with the
sensitivity information
f3 (x)
f1 (x) x=x1
f3 (x)
f2 (x) x=x1
f4 (x)
f1 (x) x=x1
f4 (x)
f2 (x) x=x1
= 31 = 0.1706,
= 32 = 1.8294,
= 41 = 1.1706,
= 42 = 0.8294.
A. Engau, M. M. Wiecek
Fig. 5 On the right, Pareto
solutions for COP2 with
f 2 = ( f3 , f4 ) and, on the left,
their images for f 1 = ( f1 , f2 ),
with tolerances = (1 , 2 ) =
(1, 2)
f 2 = [ f3 (x), f4 (x)]
subject to f1 (x) f1 x1 + 1 = 2.7173 + 1
f2 (x) f2 x1 + 2 = 2.2939 + 2
x X.
If we decide to focus on the more promising tradeoff between f3 and f2 , we might set the new tolerance
2 = 1 and, after solving COP2 with = (1 , 2 ) = (0, 1),
select the new design xnew = (0.4402, 1.2393) with performances f (xnew ) = (2.4903, 3.2939, 5.3278, 2.1314). In
particular, the actually achieved trade-off between f3
and f2 can now be computed as
f3 x1
f3 x1 f3 (xnew )
=
f2 x1
f2 (xnew ) f2 x1
=
6.8232 5.3278
= 1.4954.
3.2939 2.2939
x1
0.5026
0.3838
0.2400
0.1220
0.0720
3 x
1
32 2 = 1.8294 2 = 3.6588 and f4 x 41 1 =
1.1706 1 = 1.1706. Then solving COP2 for, say, five
new designs, we obtain the Pareto solutions of COP2
depicted in Fig. 5, which, together with their sensitivities, are listed in Table 2. For convenience, we also circle all those sampled outcomes from Fig.
4 that satisfy
1
the new
performance
bounds
of
f
x
+ 1 = 3.7173
1
and f2 x1 + 2 = 4.2939 and, thus, form the underlying
set of feasible points for COP2 .
Note how the maximal improvements with respect to
3
f and f 4 ,
max f 3 x1 = f 3 x1 f 3 (0.5026, 0.9897)
= 6.8232 4.2064
= 2.6168 (expected: 3.6588)
1
4
max f x = f 4 x1 f 4 (0.0720, 1.0000)
= 2.3997 1.1491
= 1.2506 (expected: 1.1706)
are achieved by two of the five different Pareto solutions and, thus, are not achievable simultaneously.
Therefore, a preferred solution must also compromise
between these two improvements, which then can be
accomplished by 2D decision-making for COP2 . Again
selecting the best compromise design, we find the third
design in Table 2, x2 = (0.2400,
highlighted
0.9418),
in Fig. 5, with performances f x2 = (3.1009, 4.2939,
4.3481, 1.5410) as the preferred overall design. In particular, note that at this design all sensitivities and,
hence, all remaining trade-offs are reduced to values
less than 1, suggesting the termination of the algorithm.
x2
f1
f2
f3
f4
31
32
41
42
0.9897
0.9637
0.9418
0.9314
1.0000
2.2424
2.6133
3.1009
3.5317
3.7173
4.2939
4.2939
4.2939
4.2939
4.0052
4.2064
4.2358
4.3481
4.5013
4.8613
2.2578
1.9163
1.5410
1.2635
1.1491
0
0
0
0
0
0.9898
0.9898
0.9898
0.9898
1.0602
1.0034
0.8558
0.7036
0.5964
0.5560
0
0
0
0
0
2(F/ ) x2 , x3 3(F/ ) .
The overall problem then becomes the selection of a
feasible preferred design that minimizes the structural
2 2 2 2
2
2
+
+
,
x1
x2
x3
x4
FL 2
2 2 4 2
6
d2 (x) =
+
+
+
,
E
x1
x2
x3
x4
FL 6 2
3
d3 (x) =
subject to x X.
+
E
x3
x4
d1 (x) =
FL
E
This problem can be viewed as a multi-scenario multiobjective problem (Fadel et al. 2005), with each loading
condition acting as one of three possible scenarios.
Based on the assumption that the first loading scenario
occurs most often and the third scenario only very
rarely, we decompose the overall problem
into the
1
1
1
=
f
,
f
three associated
criteria
pairs
f
1 2 = (d1 , V),
f 2 = f12 , f22 = (d2 , V), and f 3 = f13 , f23 = (d3 , V).
Note how the volume criterion participates in every
scenario and, thus, is repeated in each subproblem.
In particular, by including additional scenarios, this
example readily extends to problems with five or any
other number of objectives, and the restriction to three
is merely for the ease of demonstration. Then, using
the proposed procedure to find a common design that
is preferred for all given scenarios, we start by solving
COP1 : minimize f 1 (x) = d1 (x), V(x)
subject to x X.
Again, recall that solving COP1 means to find a number
of Pareto designs, from which we need to select a
first baseline design for the subsequent coordination
problems. As before, we choose the epsilon-constraint
method and find the ten solutions that are highlighted
in Fig. 7.
A. Engau, M. M. Wiecek
Fig. 7 From left to right,
Pareto solutions for COP1
(first scenario) and their
images for the second and
third scenario
subject to d1 (x) d1 x1 + d1
V(x) V x1 + V
xX
subject to d1 (x) d1 x1 + d1
V(x) V x1 + V
xX
COP2 : minimize f 2 = d2 (x), V(x)
subject to d1 (x) d1 (x1 ) + d1 = 0.0310
V(x) V x1 + V = 2, 292.5
x X.
By solving COP2 for the second scenario, we find its
set of Pareto optimal designs that is depicted in the middle plot of Fig. 8, with the corresponding performances
for the first and third scenario depicted on the left and
right, respectively.
Note from the left plot that all these new solutions, in
fact, meet the specified upper performance bound on d1
for the first subproblem, while now visualizing a tradeoff between the volume and second node deflection
in COP2 . Assuming that the main incentive is still the
improvement with respect to node deflection d2 , we
decide not to further improve the structural volume
and, thus, select the highlighted bottommost point as
the improved second design x2 = (1.1754, 1.6582, 2.7837,
2.8298), as depicted in Fig. 9.
The
performances3 of this
2 new design are given
2 by
,
d
x
=
0.0310
cm,
d
x =
V x2 = 2, 292.5 cm
1
2
0.0411 cm, and d3 x2 = 0.0756 cm. Hence, the actual
trade-offs achieved are
d2 x 1 d2 x 2
d2 (x)
=
d1 (x)
d1 x 2 d1 x 1
0.0721 0.0411
= 1.5500,
0.0310 0.0110
1
2
d3 x d3 x
d3 (x)
=
d1 (x)
d1 x 2 d1 x 1
=
0.0872 0.0756
= 0.5800.
0.0310 0.0110
subject to d1 (x) d1 x1 + d1 = d1 x2 = 0.0310
d2 (x) d2 x2 + d2 = 0.0411
V(x) V x2 + V = 2, 292.5
x X,
we obtain a set of new Lagrangean multipliers, yielding
the updated sensitivities
d2 (x)
= 21 = 0.7877,
d1 (x) x=x2
d3 (x)
= 31 = 0,
d1 (x) x=x2
d3 (x)
= 32 = 0.2481.
d2 (x) x=x2
In particular, since all Lagrangean multipliers are now
less than 1, these sensitivities reveal that solving the
third coordination problem is unlikely to yield significant further improvement and, thus, suggests the termination of this problem with x2 from Fig. 9 as the final
design.
5 Conclusion
In this paper, we propose an interactive decisionmaking procedure to select an overall preferred design
for a complex and multicriteria design optimization
problem. Taking into account that these problems are
A. Engau, M. M. Wiecek
usually solved by multiple designers or multidisciplinary design teams, the selection of a final design is facilitated using a decompositionintegration framework,
together with a novel coordination mechanism that
guarantees that the chosen design is also commonly
preferred for the overall problem.
The method requires that only one subproblem
needs to be solved at a time, upon which the designer
communicates a new baseline design and a set of new
tolerances to the other design teams to sequentially
coordinate the final design integration. Moreover, in
order to not overload the individual designers with analytical analyses and to make trade-off evaluation and
decision-making the simplest possible, all decisions are
reduced to merely two dimensions. As one of the main
features of this procedure, this also enables the complete visualization of all design decisions in the form
of 2D trade-off curves.
The specification of tolerances for a selected design
is supported by an additional trade-off analysis that
provides a very efficient way to compute design sensitivities with respect to different performance criteria.
In particular, this extends the consideration of performance trade-offs within one subproblem to trade-offs
that occur between different subproblems, in further
enhancement of the proposed coordination and final
design integration.
Based on several theoretical results and the illustration of the procedure on two examples, this method has
been shown to
1. Offer the capability of replacing the cumbersome
trade-off analysis for an overall multicriteria problem with trade-off analyses for a collection of
smaller-sized bicriteria problems
2. Make designers judgment and knowledge about
smaller-sized problems sufficient for the final design integration
3. Allow designers to visualize the Pareto curves in
each subproblem and for each decision
4. Provide a general framework for the independent
participation of multiple designers
In our future work, we intend to further investigate
the information that can be obtained from the proposed
trade-off and sensitivity analysis. In view of the current
approach, we are aware of the remaining weakness
that this information only allows a local trade-off assessment and, thus, cannot be used for more accurate
estimates in a larger region of the outcome space.
We would also like to address remaining issues such
as computational benchmarking or further analysis of
effects from grouping and ordering of objectives using
examples from the industry. We believe that such fu-
References
Agrawal G, Lewis K, Chugh K, Huang C-H, Parashar S,
Bloebaum C (2004) Intuitive visualization of Pareto frontier for multi-objective optimization in n-dimensional
performance space. 10th AIAA/ISSMO Multidisciplinary
Analysis and Optimization Conference, Albany, New York,
3031 Aug 2004, AIAA-2004-4434
Agrawal G, Bloebaum C, Lewis K (2005) Intuitive design selection using visualized n-dimensional Pareto frontier. 46th
AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics and Materials Conference, Austin, Texas, 1821
April 2005, AIAA-2005-1813
Azarm S, Narayanan S (2000) Multiobjective interactive sequential hybrid optimization technique for design decision making. Eng Optim 32(4):485500
Blouin VY, Summers J, Fadel G, Gu J (2004) Intrinsic analysis of
decomposition and coordination strategies for complex design problems. 10th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, Albany, New York, 3031
Aug 2004, AIAA-2004-4466
Chankong V, Haimes YY (1983) Multiobjective decision making.
Theory and methodology. North Holland series in system
science and engineering, vol. 8. North Holland, Amsterdam,
The Netherlands
Chanron V, Lewis K (2005) A study of convergence in decentralized design processes. Res Eng Design 16(3):133145
Chanron V, Singh T, Lewis K (2005) Equilibrium stability in
decentralized design systems. Int J Syst Sci 36(10):651662
Coates G, Whitfield RI, Duffy AH, Hills B (2000) Coordination
approaches and systemspart ii: an operational perspective.
Res Eng Design 12(2):7389
Das I, Dennis J (1997) A closer look at drawbacks of minimizing weighted sums of objectives for Pareto set generation
in multicriteria optimization problems. Struct Optim 14(1):
6369
Dym CL, Wood WH, Scott MJ (2002) Rank ordering engineering
designs: pairwise comparison charts and borda counts. Res
Eng Design 13:236242
Eddy J, Lewis KE (2002) Visualization of multidimensional design and optimization data using cloud visualization. ASME
Des Eng Tech Conf 2:899908
Fadel G, Haque I, Blouin V, Wiecek M (2005) Multi-criteria
multi-scenario approaches in the design of vehicles. Proceeedings of 6th World Congresses of Structural and Multidisciplinary Optimization, Rio de Janeiro, Brazil, MayJune,
2005. Technical Publication
Narayanan S, Azarm S (1999) On improving multiobjective genetic algorithms for design optimization. Struct Optim 18(2
3):146155
Pareto V (1896) Cours dconomie Politique. Rouge, Lausanne,
Switzerland
Rabeau S, Depince P, Bennis F (2006) COSMOS: collaborative
optimization strategy for multi-objective systems. Proceedings of TMCE 2006, Ljubljana, Slovenia, 1822 April, pp
487500
Rentmeesters MJ, Tsai WK, Lin K-J (1996) Theory of lexicographic multi-criteria optimization. Proceedings of the IEEE
International Conference on Engineering of Complex Computer Systems, ICECCS, pp 7679
Scott MJ, Antonsson EK (2005) Compensation and weights for
trade-offs in engineering design: beyond the weighted sum.
J Mech Des, Transactions of the ASME 127(6):10451055
Stadler W, Dauer J (1992) Multicriteria optimization in engineering: a tutorial and survey. In: Structural optimization:
Status and future. American Institute of Aeronautics and
Astronautics, pp 209249
Stump GM, Simpson TW, Yukish MA, Bennet L (2002) Multidimensional visualization and its application to a design by
shopping paradigm. 9th AIAA/ISSMO Symposium on Multidisciplinary Analysis and Optimization Conference, Atlanta, GA, September 2002, AIAA 2002-5622
Stump GM, Simpson TW, Yukish M, Harris EN (2003) Design
space visualization and its application to a design by shopping paradigm. ASME Des Eng Tech Conf 2B:795804
Stump GM, Yukish MA, Martin JD, Simpson TW (2004) The
ARL trade space visualizer: an engineering decision-making
tool. 10th AIAA/ISSMO Multidisciplinary Analysis and
Optimization Conference, Albany, New York, 3031 Aug
2004, AIAA-2004-4568
Tappeta RV, Renaud JE (1999) Interactive multiobjective optimization procedure. AIAA J 37(7):881889
Tappeta RV, Renaud JE, Messac A, Sundararaj GJ (2000) Interactive physical programming: tradeoff analysis and decision
making in multicriteria optimization. AIAA J 38(5):917926
Verma M, Rizzoni G, Guenther DA, James L (2005) Modeling,
simulation and design space exploration of a MTV 5.0 ton
cargo truck in MSC-ADAMS. SAE2005-01-0938
Whitfield RI, Coates G, Duffy AH, Hills, B (2000) Coordination
approaches and systemspart i: a strategic perspective. Res
Eng Design 12(1):4860
Whitfield RI, Duffy AH, Coates G, Hills W (2002) Distributed
design coordination. Res Eng Des 13(3):243252
Ying MQ (1983) The set of cone extreme points and the
grouping-hierarchy problem. Journal of Systems Science and
Mathematical Sciences 3(2):125138
Yoshimura M, Izui K, Komori S (2002) Optimization of machine
system designs using hierarchical decomposition based on
criteria influence. ASME Des Eng Tech Conf 2:8798
Yoshimura M, Izui K, Fujimi Y (2003) Optimizing the decisionmaking process for large-scale design problems according to
criteria interrelationships. Int J Prod Res 41(9):19872002
Zadeh L (1963) Optimality and nonscalar-valued performance
criteria. IEEE Trans Automat Contr AC-8:1