Infram publication no.

Integral optimisation design techniques and neural networks

Jentsje van der Meer

Infram, PO Box 16, 8316 PT Marknesse, Netherlands, jentsje.vandermeer@infram.nl

Roy Stroeve and Rico Sies,

Directorate-General of Public Works and Water Management, Utrecht, Netherlands

Paper published in Proceedings of the International Workshop on Advanced Design of Maritime Structures
in the 21st Century, March 5-7 2001 at the Port and Harbour Research Institute, Yokosuka, Japan

April 2001

1
Integral optimisation design techniques and neural networks
Jentsje van der Meer
Infram, PO Box 16, 8316 PT Marknesse, Netherlands, jentsje.vandermeer@infram.nl
Roy Stroeve and Rico Sies
Directorate-General of Public Works and Water Management, Utrecht, Netherlands

ABSTRACT: This paper deals with two advanced design methods in coastal engineering that will gain more
attention in the 21st century. An integral optimisation technique has been used for the design of a land recla-
mation in the North Sea for the future extension of the port of Rotterdam. The method was based on an inte-
gral economical optimisation taking into account all costs and risks related to the maritime structures simulta-
neously. Another innovative design tool is the development and application of a neural network. Neural
networks are used in many areas and some applications have already been developed for design of maritime
structures. A few applications are given and the advantages and disadvantages of such a system.

1 INTEGRAL OPTIMISATION OF LAND 1.2 Hydraulic structures considered

RECLAMATION PROJECT
1.1 Introduction
Land reclamation in the North Sea for construction
of an industrial area is one of the options to enable
expansion of the Port of Rotterdam in the future. The
Rotterdam Mainport Development Project is
responsible for further elaboration of this plan.
Until now, the design activities for this so-called
Maasvlakte II have not yet reached a very detailed
level. Several alternative layouts have been studied
and a preliminary design and a reference design
were made successively. A design methodology was
developed for Maasvlakte II from an economic point
of view, in which all structures are considered
integrally. The optimised set of dimensions for the
considered hydraulic structures is found by minimi-
sing the life cycle costs; i.e. the total costs encoun-
tered during the life cycle of Maasvlakte II, inclu-
ding construction costs, failure costs and functional
costs.
Moreover, the philosophy has been verified for
the existing Maasvlakte, for which the design was
analysed in relation to the functional failure events
since 1960; the date that Maasvlakte became opera-
tional. This study was carried out by the Hydraulic
Engineering Innovation Centre of the Directorate-
General of Public Works and Water Management in
the Netherlands.
All hydraulic structures of Maasvlakte II, which are
supposed to enable the economic activities in the
Port and at the industrial area are included. Only one
alternative layout was subject for this study, which
in order to simplify the problem, was schematised
into three main components: the industrial area, the
breakwater and the sea defence structure, see Fig. 1.
The sand-filled area is characterised by a surface
level above high tide. The considered sea defence
structure consists of artificially constructed sand
dunes, which protect the area from erosion due to
direct wave attack. Situated at the northern side of
Maasvlakte II, the rubble mound breakwater has to
protect the shipping operations in the shipping
channel and the harbour and also the industrial area
against the rough wave climate of the North Sea. In
the case study the armour layer of the breakwater
consisted of large concrete cubes.
1.3 Minimisation of life cycle costs
The absence of any legal design requirements with
respect to structures and safety levels enables a
rational evaluation of the dimensions of the structu-
res. The costs of a structure comprises the construc-
tion costs and damage. Damage can be split into to
components, viz. repair costs, and functional failure
costs. The repair costs vary from initial damage to
collapsing of the structure.

1
 Figure 1. Considered layout of Maasvlakte II

Functional failure costs occur in case the structure Damage (repair and
fails to perform its function. Functional failure of functional failure)

the breakwater for instance causes excessive wave costs

construction costs
height in the basin, obstruction of the shipping
M inimal
channel and / or overtopping of the quay. A life costs Life cycle costs
cycle cost analysis (LCA) considers not only the
construction costs, but also the damage to be optimal strength

expected over the entire lifespan. The construction Optimal

costs will decrease with decreasing strength, the failure
probabilit strength
damage however will increase. The design with a y

minimum of life cycle costs is the economic opti-

mum, see Fig. 2. failure
probability
During extreme storm conditions it may be
possible that, besides the economic consequences,
also people may be at risk of drowning, because of
inundation of the industrial area. However, a com-
parison showed that the risk of people is below the Figure 2. Construction costs, (functional) failure costs
socially accepted risk standards. and life cycle costs

2
1.4 System analysis of damage events
Damage to hydraulic structures is mainly caused by
extreme water levels and wave attacks during
storms. The analysis of the possible failure costs has
been performed by tracing the waves from the North
Sea penetrating the harbour during storm conditions.
Large waves may erode the dunes and displace the
concrete blocks of the breakwater. Wave transmis-
sion over and wave penetration along the front of the
breakwater can cause wave heights that obstruct the
shipping operations behind the breakwater. Tug-
boats, which are essential for large ships for entering
into and manoeuvring in the harbour, are not able to
hook to the ships safely, because of the rough con-
ditions. At the quay, waves can on the one hand
obstruct the transhipment, and on the other cause
inundation by overtopping the quay. These events
contribute to the damage and will thereby influence
the optimal design.
The scheme in Figure 3 shows the existing rela-
tions between the structures of Maasvlakte II. The
crest height of the breakwater influences the optimal
surface level of the industrial area, because the wave
transmission over and through the breakwater influ-
ences the wave climate in the harbour. By conside-
ring the structures at Maasvlakte II as an interactive
system with coherence between the structures, the
calculations will result in a well balanced optimal
integral design.
1.5 Failure costs
The failure events generate damage successively. In
contrast with the construction costs, the damage is
taken into account every year during the life cycle of
Maasvlakte II by calculating the yearly expected
damage and taking into account interest effects. A
computation according to the principle “probability
times effect” yielded the yearly expected costs,
where the probability mainly depends on the unpre-
dictable character of the hydraulic conditions. There-
fore, the joint statistics of water heights and waves
heights have been determined probabilistically at the
boundary of Maasvlakte II. The wave propagation in
the harbour has been calculated with a wave
transmission formulation for the breakwater and the
results of a wave penetration study for the entire
harbour layout.
For the sake of simplicity, in this study solely the
principal dimensions of the structures are varied.
They also determine the total costs the most. These
dimensions are the ‘tuning-scales’ of the optimisa-
tion. Other, less important design parameters have
not been varied in the calculations. The principal
dimensions are given in Table 1 and Figure 4. The
formulae used for the breakwater (stability and
transmission) will be described in more detail.

Shoaling water

Hydraulic conditions Hydraulic conditions

Northsea project area Transmission of
(waves, waterheights , waves
wind)

geometrics and strength breakwater

Hydraulic conditions Obstruction of tugging

behind breakwater diffraction, wave growth,
refraction, reflection

wave
penetration Hydraulic conditions
overtopping in harbour
and overflow

Wind

inundation area diffraction, wave growth,

refraction, reflection

Hydraulic conditions
overtopping
and overflow in front of quay

obstruction trans-
geometrics and strengh shipment
Erosion sea defense
sea defence and industrial area Surface level of industrial area

Boundary of
project area

Figure 3. Relations between structures as a result of wave propagation for Maasvlakte II

3
Table 1. Considered dimension of the hydraulic strutures B =
crest width
Hi =
incident significant wave height
Element Principal dimension ξ =
breaker parameter
industrial area surface level of industrial area Astr =
a coefficient depending on the type of struc-
breakwater crest height of breakwater, ture:
diameter concrete blocks rock slopes and concrete units: Astr = 0.64
sea defence width of dunes smooth impermeable dam (asphalt) Astr = 0.80
impermeable smooth block revetment Astr = 0.80
block mattresses Astr = 0.75
gabion matresses Astr = 0.70
sea harbour sea The standard deviation around the formula is
given by σCt = 0.06, resulting in a 90% confidence
dune band of Ct ± 0.10. For cubes the value of Astr = 0.64
breakwater Industrial
was used.
area
1.7 Life cycle cost
Figure 4. Cross-section of the area with prinipal dimen-
sions The life cycle cost can be calculated as follows, as a
function of the dimensions of the structures:

1.6 The breakwater in detail 1  1 

K ( z) = ∑K const ( z) + ⋅  1 −  ⋅ ∑K
r  (1 + r ) M  structures failure
( z) ⋅ Pfailure ( z) (4)
For the breakwater two principal dimensions were structures

considered, the stability of the armour layer (only

cubes were taken in this analysis) and the crest
height, which was determined by wave transmission
allowed.
The stability of cubes was described by the for-
mula of Van der Meer (1999):
Hs  N 0.4  −0.1
=  6.7 od0.3 + 1.0  s om
∆Dn  N 
where: Hs = significant wave height in front of struc-
ture, ∆ = relative mass density, Dn = nominal dia-
meter (cubic size), Tm = mean period, sm = wave
steepness with mean period = (2πHs/gTm2), N =
number of waves, Nod = damage level (Nod = 0
means no damage at all, Nod = 0.2-0.5 means low,
acceptable damage in a life time and Nod = 1-1.5 is
large unacceptable damage, or acceptable for very
extreme events). In the analysis repair costs were
considered for various damage levels.
Allowable wave transmission determined the crest
height of the breakwater. Formulae used are de-
scribed in Van der Meer (1998).
Ct = a – 0.4 Rc/Hi
with a maximum of Ct = 0.8 and a minimum of Ct =
0.075. The parameter “a” describes all the other rele-
vant influences:
a = (B/Hi)-0.31 * (1 – e-0.5ξ) * Astr
with:
Ct = transmission coefficient
Rc = crest freeboard
with:
K(z) = life cycle cost, as a function of the
dimensions of the structures
z = vector with values for the dimensions
Kconst(z) = construction costs
Kfailure(z) = direct and indirect damage
Pfailure(z) = yearly probability to (functional) failure
r = rate of interest minus inflation minus
(1) rate of growth
M = life cycle or planning period of the land
reclamation
The optimal set of dimensions for the hydraulic
structures can be determined iteratively using a sys-
tem approach. For the set with the minimum of life
cycle costs also the optimal probability of damage
can be calculated.
1.8 Analysis Maasvlakte I
Comparing the calculated optimal dimensions for
Maasvlakte I with the existing structures in practice,
the optimisation method appeared to give realistic
answers. Furthermore, an analysis of the history of
this harbour showed that no significant failure events
(2) have occurred since construction, which could be
stated by the computed low probabilities of damage.
Comparing the optimal economic design with the
actual dimensions of the hydraulic structures of
Maasvlakte I shows that the design of Maasvlakte I
is more solid than economically preferable. This has
(3) lead to relatively high construction costs, and to
lower damage. In total, the actual design is more
expensive than the (fictitious) optimum, because the
construction costs increase more than the damage
decreases.

4
Table 2. Comparison of optimal and actual dimensions Table 5. Probability of (functional) failure events opti-
of the hydraulic structures mal design
Optimal Actual dimensions Probability of failure events [yearly probability]
Parameter
design Maasvlakte I inundation depth > 0.1 m once every 97 year
surface level of NAP NAP + 5.0 m obstruction of transhipment 0.107 days / year
industrial area + 4.5 m Nod > 0.5 once every 79 year
crest height NAP NAP + 2.5 m
breakwater + 2.5 m Considering the preliminary design, the crest height
diameter concrete 2.1 m 2.55 m of the breakwater seems to low (NAP + 2.2 m) and
blocks breakwater provides the harbour relatively little protection to the
waves. The low breakwater leads to a higher
probability of obstruction for shipping than the
Table 3. Probability of damage events of actual optimal breakwater. Inundation occurs with higher
dimensions
frequency than in the optimum, which also is the
Probability of failure events [yearly probability] result of the lower surface level of the industrial
inundation depth > 0.1 m once every 432 year area. Although the construction costs of the optimal
obstruction of transhipment 0.076 days / year design are about 40 M€ higher than with the preli-
Nod > 0.5 never minary design, the failure costs however are 170 M€
lower. This leads to 130 M€ net of saving expenses
considering the life cycle. It is attractive to invest
1.9 Optimal design for Maasvlakte II more in construction costs, because later on this
When considering life cycle costs, it is optimal to investment will pay back by lower operational costs.
construct the industrial area fairly high above mean One of the reasons to raise the crest height of the
sea level (chart datum is called NAP). The optimum breakwater to the level NAP + 4.5 m in the reference
value became NAP + 6.5 m. The optimum width of design was the preliminary result of this study. The
the sea defence (dune) is 70 m. Economically it is final results of the optimisation study show that
preferable to design the crest height of the break- the crest height of the breakwater of the reference
water not only for protection of the shipping, but design is 1 meter higher than the optimum. The other
also to protect the industrial area to inundation by dimensions of the hydraulic structures are so near
overtopping. This twofold function leads to a crest the optimal value that the total life cycle costs of the
height of NAP + 3.5 m, which leads to obstruction of reference design are ‘only’ 15 M€ higher than the
transhipment with an average occurrence of 1 day optimum.
per year. Not only the optimum value of a parameter is
In the optimisation of the breakwater armour important, also the shape of the life cycle costs near
layer, besides the costs of complete failure of the the optimum may give valuable information. The
breakwater, also the maintenance costs for occur- global picture in Figure 2, for example, has a very
rences of initial damage has been taken into account. flat optimum. Without increasing costs significantly,
This is often called a ‘maintenance-aware’ design. it would be advisable, based on Figure 2, to chose a
Considering the life cycle, it appears to be optimal to larger “strength value” for design than the optimal
use concrete blocks of 2.8 m (50 tons). This leads to strength. A (much) lower failure probability would
initial damage on an average return period of 370 be reached without extra costs.
years. The mean time between significant damage Two of these life cycle cost pictures are presented
events is about 70,000 year. in Figures 5 and 6, one for the surface level of the
industrial area and one for the crest height of the
breakwater. In Figure 5 the optimal height of the
Table 4. Comparison of optimal dimensions of the industrial area is found for NAP + 6.5 m. A lower
hydraulic structures with the reference design and the value will increase damage costs (flooding), a little
preliminary design higher value to NAP + 7 m would not increase (con-
Optimal Reference Preliminary
struction) costs significantly. A higher value than
Parameter this NAP + 7 m would indeed increase construction
design design design
surface level of NAP NAP NAP costs, and therefore, total life cycle costs. A level
industrial area + 6.5 m + 5.8 m + 5.6 m between NAP + 6.5 and + 7 m would be a good
crest height NAP NAP NAP choice.
breakwater + 3.5 m + 4.5 m + 2.2 m Figure 6 shows the total life cycle costs for the
diameter concrete 2.8 m 2.7 m 2.7 m crest height of the breakwater. The minimum is
blocks breakwater found for NAP + 3.5 m, but there is hardly any diffe-
width of dunes 70 m 100 m rence in costs for crest heights between NAP + 3.5
and + 5 m. A crest height lower than NAP + 3.5 m

5
would increase the damage costs and is not recom-
mended. But actually the designer has some freedom
between above given values, despite the fact that the
exact optimum is found for NAP + 3.5 m.
Figure 5. Total life cycle costs as a function of the
surface level of the industrial area
Figure 6. Total life cycle costs as a function of the crest
height of the breakwater
In order to give an idea of the various costs in the
optimal design situation an overall view is given in
Table 6. In the table costs are given over the total life
time of the area.
Table 6. Costs over the life time of the area in millions of
euro (close to US$) in the optimal design situation
Description costs (M€)
Damage to industrial area
Damage to breakwater
Damage to dunes
Damage by obstruction of transhipment
Total damage costs
Construction costs breakwater
Construction costs quay walls
Construction costs industrial area
Construction costs dunes
Total construction costs 1755
Total life cycle costs 1821
1.10 Dealing with uncertainties
The method to determine the optimal dimensions of
the structures is subject to many uncertainties, al-
though they do not play an equally important role.
Every parameter used in the calculations is a source
of uncertainty. An extensive sensitivity analysis has
shown the significant parameters that influence the
optimum. Attention should be paid to these parame-
ters. The optimum is sensible especially for uncer-
tainties concerning wave statistics, wave propaga-
tion in and outside the harbour and the determination
of the inundation depth on the industrial area. More-
over, an expectation of future interest rates and eco-
nomic growth is very important, since these parame-
ters influence the optimum quite strongly.
1.11 Conclusions
The economic optimisation using a system approach
proves to be a very useful method. The integral ap-
proach of different hydraulic structures is useful to
calculate a well balanced optimum. It is possible to
analyse existing designs from an economical point
of view, make objective comparisons and eventually
adjust the design.
Besides being used in the eventual continuation
of the Maasvlakte II project, this integral economic
optimisation can proof its usefulness in future land
reclamation projects, whereby design requirements
are not clear. In the end, it is always the question
to find the design, that has not only limited costs
during the building phase, but also has limited costs
during the period of use.
2 NEURAL NETWORKS IN COASTAL
ENGINEERING
2.1 Introduction
Another innovative design tool is the development
and application of a neural network. Neural net-
works are used in many areas and some applications
have already been developed for design of maritime
42 structures. Mase et al. (1995) used the extensive data
2 of Van der Meer (1988) to develop a neural network
2 for stability of rock slopes. Van Gent and Van den
20 Bogaard (1998) describe a neural network for wave
66 forces on a vertical structure, which can be com-
pared with the Goda formula. Medina (1999) devel-
250 oped a neural network for wave run-up and overtop-
605 ping on breakwaters.
589 This section of the paper will discuss criteria for
311 development and application of a neural network.
The paper will describe the differences between the
stability formula and the neural network and the ad-
vantages and disadvantages of both methods. It will
also show the possibility for developing a new neu-
6
ral network for wave overtopping, based on a large (training set). After the training, or learning proce-
database, mainly developed in ten years of coopera- dure, the neural network needs to be validated by us-
tive European research. ing the remaining part of the data set.

2.2 When to consider a neural network

A neural network is a sophisticated data-oriented
technique to find relations between input and output
patterns, without using process-knowledge. A part of
the process-knowledge is taken into account by
choosing the right (number of) input parameters. For
the preparation of a neural network a sufficiently
large set of input-output patterns is required.
This means that there are actually two main fac-
tors that may lead to the development of a neural
network:
1. The process to be described should be (very)
complex and the conventional way to establish
design formulae should be almost impossible or Figure 7. Neural network configuration for horizontal
very difficult. wave forces on a vertical structure (Van Gent and Van
2. There should be a large data set with input-output den Boogaard, 1998)
patterns. Specially the results of physical small or
large scale model tests all over the world may
lead to large data sets. 2.4 Existing applications
Mase et al. (1995) describe a neural network for sta-
bility analysis of rubble mound breakwaters. The
2.3 What is a neural network
data they used were the experimental data of Van
Van Gent and Van den Boogaard (1998), give a der Meer (1988) on rock slope stability. About 400
good introduction to neural network training and tests were available to train and test the neural net-
they also give good references to basic information work. Figures 8 and 9 show the comparison between
on this subject. The configuration of a neural net- measured and predicted values, both for the stability
work model can vary. The neural network is organ- formulae of Van der Meer (1988), Fig. 8, and the
ised in the form of layers and within each layer there neural network predictions, Fig. 9. The range con-
are one or more processing elements called “neu- sidered is for stability numbers between 1 and 5.
rons”. The first layer is the input layer and the num-
ber of neurons in this layer is equal to the number of
input parameters. The last layer is the output layer
and the number of neurons in this layer is equal to
the number of output parameters. The layers be-
tween the input and output layer are the so-called
“hidden layers”. Van Gent and Van den Boogaard
(1998) have chosen for a configuration with only
one hidden layer, see Figure 7, where the horizontal
force on a vertical structure is the output parameter
and where the input consists of a layer with nine
neurons. Here, the information goes from the input
layer, via the hidden layer, to the output layer (feed
foreward configuration).
Each neuron receives inputs from all neurons of
the preceding layer via the connectivities. To each
connectivity a weight is assigned. The total input to
a neuron then consists of a weighted sum of the out-
puts of the preceding layer. The output of the neuron
is generated using a “non-linear activation function”
with a sigmoid shaped form. This procedure is fol-
lowed for each neuron; the output neuron generates
the final prediction of the neural network. Before the Figure 8. Comparison between measured and predicted
neural network can be used weight factors need to be stability numbers by Van der Meer’s formula (Mase et
calibrated for which a part of the data set is used al., 1995)

7
Figure 9. Comparison between measured and predicted
stability numbers by neural network prediction (Mase et
al., 1995)
Both figures show a similar behaviour and the
neural network does not predict better than the fom-
ula or vice versa. In figures 10 en 11 similar graphs
are given, but now for the damage level S. The dam-
age level in design of rock layers varies between 2-
12 for steep slopes and 3-17 for gentle slopes. The
range considered in figures 10 and 11 shows values
of S up to 40. These values mean large reshaping of
the structure and were not considered in the predic-
tion formulae of Van der Meer (1988).
Figure 10. Comparison between measured and predicted
damage levels by Van der Meer’s formula (Mase et al.,
1995)
8
Figure 11. Comparison between measured and predicted
damage levels by neural network prediction (Mase et al.,
1995)
Comparison of the two figures leads to a few con-
clusions. In the actual area of application (no dam-
age up to underlayer visible, S=2-12 or 17) there is
hardly difference between both methods. Beyond the
high damage levels the neural network predicts
much better, due to the fact that the network was
trained for such values, where too extreme values
were ignored in the stability formulae. One conclu-
sion is the neural network predicts better, the oppo-
site site is that the neural network predicts values
with hardly any physical meaning.
Van Gent and Van den Boogaard (1998) used
various data sets from various laboratories, all de-
scribing the horizontal force on a vertical structure
(with or without inclination of the top, with or with-
out a berm). The comparison of the neural network
with measured values is given in the left graph of
Figure 12. The right graph of this figure gives the
prediction with the Goda formula.
Also here a few conclusions can be drawn. First
of all the neural network gives a better prediction
than the Goda formula. But one should consider the
fact that the Goda formula was not calibrated or
trained on the data set used, where the neural net-
work was. This is different with the neural network
of Mase et al. (1995) and the Van der Meer formula,
where both were based on exactly the same data set.
The right graph in Figure 12 shows in fact how the
Goda formula behaves for all kind of vertical struc-
tures in all kind of situations, and a direct compari-
son with the neural network is in fact not completely
fair.
Figure 12. Comparison of measured and predicted horizontal forces on vertical structures. Left the neural network pre-
diction, right the Goda formula. From Van Gent and Van den Bogaard (1998).

Medina (1999) developed a neural network for quired, the programme gives directly the answer
wave run-up and overtopping. They used only one needed.
data set and only a limited amount of tests. A con-
ventionally determined formula would also have fit-
ted to the data. The main conclusion on Medina’s References
work is that it is indeed possible to develop a neural Mase, H., M. Sakamoto and T. Sakai, 1995. Neural net-
network for wave run-up and overtopping. work for stability analysis of rubble mound break-
waters. ASCE, J. of WPC&OE, 121(6): 294-299.
Medina, J.R., 1998. Neural network modeling of runup
2.5 Future applications and overtopping. Proc. Coastal Structures ’99, San-
Of course many applications are possible, as long tander, Spain. Balkema, Rotterdam, ed. Losada.
as the phenomenon is complex and data is available. Van der Meer, J.W., 1988. Rock slopes and gravel
Two possible future applications will be described. beaches under random wave attack. PhD thesis Delft
Many data sets are available on wave overtopping University of Technology, The Netherlands.
at all kind of coastal structures, such as dikes, rubble Van der Meer, J.W., 1998. Geometrical design of coastal
mound coastal protections and (nearly) vertical sea- structures. In “Dikes and revetments”, chapter 9. Ed.
walls. Very often a formula was derived for each set K.W. Pilarczyk, Balkema, Rotterdam.
of data or each set of tests. No general prediction Van der Meer, J.W., 1999. Design of concrete armour
formula is available which covers all kind of coastal layers. Proc. Coastal Structures 99, Santander Spain.
structures. This is also hardly or not possible. Van Gent, M.R.A. and H.F.P. van den Bogaard, 1998.
Neural network and numerical modelling of forces on
And, therefore, this is the ideal situation for de-
vertical structures. ASCE, Proc. ICCE ’98, Copen-
velopment of a generic prediction method on wave
hagen, Denmark.
overtopping by means of a neural network. The ex-
tensive testing in Europe over the last decade, very
often in co-operative research for the European
Community, contains about 3000 – 5000 tests on
wave overtopping at all kind of coastal structures.
Another possible application has correlation with
the work of Van Gent and Van den Bogaard (1998).
It is not possible to predict the horizontal wave force
on a vertical structure, there are enough data sets to
develop a neural network for vertical uplift forces
underneath such structures.
Although the development of a neural network
may be fairly complicated, the application of a
trained neural network is very easy. It is comparable
to a spreadsheet calculation: input parameters are re-