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(1)

The state of the art in Collaborative Design

Mohamed Masmoudi

y

Didier Auroux z

Yogesh Parte

Abstract

ThegoalofthispaperistopresentanddiscussmaincontributionsinMultiDisciplinaryOptimiza-

tion(MDO) orcollaborativedesign. Thegoalof MDOisto deneamethodology fordisciplines

interactionwiththeaimofsolvingaglobaldesignproblem. InMDO,mostoftheauthorsconsider

twotypesofparameters,public(sharedbydisciplines)parameters,andprivateones. Inthispaper,

werstfocusourinterestonthedenition,creationanduseofpublicparameters. Wegivethenan

overview ofmostclassicalMDOapproaches. Finally, wepresentanother wayto dealwith MDO

problems,basedongametheory. Variousexamplesaregivenin thefollowing.

Key Words: Multidisciplinaryoptimization,collaborativedesign,gametheory.

1 Introduction

The goal of this paper is to present and discuss

most signicant contributions in M ulti-Disciplinary

Optimization(MDO).

The name multidisciplinary optimization is often

takenliterally. Wepreferto call itcollaborativede-

sign. Indeed, theoptimization toolis onlyone part

whichcannotbeseparatedfromthetotaldesignpro-

cess. Moreover,thegoalisnottocreateanautomatic

designprocessbasedonoptimizationalgorithmsbut

to alloweasyinteraction betweenteams fromdier-

entdisciplines.

Thecommon pointbetweenthedierent publica-

tions is to consider twotypes of design parameters,

publicparameters(sharedbydisciplines)andprivate

parameters(specic to thegiven discipline). Unlike

mostcontributions,weconsideronlypublicparame-

tersinthispaper. Weassumethatforagivenchoice

ofpublicparameters,privateparametersarexedby

eachdisciplineat theiroptimalvalue.

Thedenitionofpublicparametersandtheirrange

of validityare big issuesin MDO.Generally, the -

nal design depends strongly on the set of valid pa-

rameters. Forexample, for the design of a wing, a

thicknessandthehopeofCFD(ComputationalFluid

D ynamics) team isto decrease it. Parameterization

is awayto help teams to nd acompromise. Only

fewpaperspointouttheroleofparametricdenition.

ShapeparametersarequitediÆculttohandle. En-

gineers usually create parameters on dead meshes.

Unfortunately, eachdisciplinehas itsown mesh: in-

side thestructurefor structuralanalysis,on itssur-

face for acoustic, and outsideit for CFD. For these

reasons,wehavetodenedisciplineindependentpa-

rameterizedshapes.

Nowadays standard CAD (Computer Aided

D esign)codesprovideparameterizationfacilitiestak-

ing into account bounds and other types of con-

straints. ShapedenitionbyCADisanexcellentway

tofacilitateinteractionbetweendesignteams. Unfor-

tunately, this is notthe case for engineering teams.

CADcodesdonotoermeshparameterizationfacil-

ities. UsingCAD environment,itisonlypossibleto

buildanewmeshforagivenchoiceofdesignparam-

eters. Thiswayofgenerating meshesisnotsuitable

for optimal shape design. Generally, the numerical

error due to the change in topology of the mesh is

toohighcomparedtotheinformationtobecalculat-

ed(thedierencebetweenverycloseresponses).

(2)

ingaplatformallowingtheinteractionbetweenanal-

ysissoftwaresandoptimizationtoolboxes. Thewide-

ly known softwares are iSight, Dakota, Optimus

(from LMS)and Boss Quatro[64, 65,58, 2]. These

environmentsalsosupport \blackbox" applications.

The language PEARL for le parsing is commonly

used.

Considering these points, the paper is organized

as follows. In section 2, we discuss the parameter

denition problem. Most classicalMDOapproaches

arepresentedin section 3. Theapplication of game

theoryisarecentcontributionofJ.Periauxetal. to

MDO. It will be presented in section 4. In section

5wegiveabriefsurveyof veryrecentdevelopments

andalternativeapproachesforMDO.

2 Denition of parameters

2.1 Public parameters

In a multidisciplinary context, the choice of the

parameters can lead to many negotiations between

teams. Thedenitionorchoiceofparametersisitself

adesign step, and the nal resultstrongly depends

onit.

In our opinion, the denition of parameters is a

majorissueinthecollaborativedesign. Despitetech-

nological developments, this problem remains diÆ-

cult. It cannot be dened in a design department

(e.g. CAD department). Itis theaairof engineer-

ing department; and generally the rst simulations

carried out on the product allow parameter deni-

tioninarelevantway.

yLaboratoire MIP, Universite Paul Sabatier

Toulouse 3, 31062 Toulouse Cedex 9, France -

masmoudi@mip.ups-tlse.fr

zLaboratoireMIP, UniversitePaul Sabatier Toulouse 3,

31062ToulouseCedex9,France-auroux@mip.ups-tlse.fr

LaboratoireMIP,UniversitePaulSabatierToulouse3,

31062ToulouseCedex9,France-parte@mip.ups-tlse.fr

c

MohamedMasmoudiDidierAuroux&YogeshParte

SAROD-2005

Publishedin2005byTataMcGraw-Hill

2.2 Private parameters

Ifweconsiderawing,thenumberofribs,theirposi-

tionsandtheirsizesmayonlyinteresttheengineerin

chargeofstructuralanalysis. Onecallsthemprivate

parameters.

Foragivenchoiceofpublicparameters,thestruc-

ture engineering department should carry out com-

putations with an optimal conguration of private

parameters. Thisideaisconsideredinmostpapers.

2.3 Denition of public parameters

Ifoneconsidersthesignicantcaseofshapeoptimiza-

tion,thenumberofparametersareinnite. Inprac-

tice,onecanworkwithalargenumberofparameters:

allthenodesof themesh aredesignparameters. In

this case, it is possible to nd the optimal solution

(of the optimization problem), but not the optimal

design. The designcriterialikeaestheticand manu-

facturabilityarediÆculttodescribeandtheyarenot

takenintoaccountbytheoptimizationproblem. By

reducingthenumberofdesignparameterswereduce

theprobabilityofunacceptablesolutions.

However,anoptimizationprocessinvolvingalarge

numberofparameterscanhaveatleasttwoapplica-

tions:

The optimization process may compute an un-

expected form and one might realize afterward

that thecomputedform isfarfrom beingunin-

teresting,despitesomeunsatisedcriteria.

Inthedevelopmentstep,thecomputationofthe

sensitivitywithrespecttoalldegreesoffreedom

oftheproblem(usingadjointmethods)makesit

possibletondthemostsensitiveregionsandto

createmoreappropriateparameters.

It isclearthat in amultidisciplinarycontext, one

canonlywork withalimitednumberofparameters.

2.3.1 Adjoint methods

Adjoint methods are an excellent wayto dene pa-

rameters. Thecriteria ofthevarious disciplinescan

becombinedin onlyonecriterionin orderto havea

(3)

on the surface of the initial design indicates more

sensitivepartsoftheshape. Onecanalsocomputea

gradientforeachcriterion. Eachgradient,denedon

thesurface,canbeconsideredasabasicperturbation

function.

In [72] the authors determine the signicant pa-

rametersbyconsidering anhierarchicalapproach. A

methodbasedoncontrolvolumesispresentedinthe

nextsection.

Forthedenitionofadjoint,wereferto[16,50,32].

Automaticdierentiationmethodscouldbeusedfor

adjointcodegeneration[24,23,22,50,55,56,63,70,

71,78].

2.3.2 Engineeringknowledge

Thesecondapproachis basedonengineeringknowl-

edgeaboutthedimensioningparametersofashape.

This is, for example, thecase of the socalled aero-

functions likefunctions controlling the curvature of

theleadingedgeofawing.

These twoapproaches(adjointmethods and engi-

neeringknowledge)arecomplementary.

2.4 Creation of parameters

2.4.1 Overview

Inthe90's,commercial CADsoftwaresproposedfa-

cilitiesallowingtheparameterizationofshapesunder

someconstraints. These constraintscan directlyap-

pear as mathematical equations connecting one set

ofparameterstoothers(imposedsurfaceorvolume).

Theycanalsobeof geometricalnature: orthogonal-

ity,parallelism,etc.

Thesenewtoolsarestillnotused,inspiteofincen-

tive policy of many companies for the use of CAD

parameterizationfacilities. Thereasonbeing

TheyarediÆculttoimplement: Itisnotsoeasy

toimplementsimultaneouslyaninnitenumber

ofshapeswhereasitis alreadydiÆcultto draw

axed geometry.

The technical communications often rely on

CAD within a company. However, there is no

standardformatallowingparameterizedgeome-

trytransferbetweendierentsoftware.

Other concerns appear in the particular context

ofcollaborativedesign. Therelevantparametersare

notaprioriknownandCADparametersmaynotbe

suitable.

Engineersgenerallydon'tusetheCADfacilitiesfor

thecreationofparameters. Theyusedtomakesome

perturbationsofthedeadmesh.

2.4.2 Controlvolumes

We propose in this section an idea that meets the

needsofengineers. Inwhatfollows,wewillworkon

adeadmesh.

Wepresentamethod based onthevolume trans-

formations. Itconsistsinassociatingaparameterized

volume to the mesh. The mesh nodes undergo the

sameperturbationsasthepointsof thevolume(see

paragraphMeshperturbation).

ThebivariateNURBS (Non Uniform RationalB-

Splines) are a standard way for surface representa-

tion. One canimagine NURBS depending on three

variables(u;v;w)forthedenition ofvolumes. The

perturbation of the control points of the NURBS

leadsto anaturalmeshperturbation.

OnecanusehexahedralniteelementsasNURBS

of degree 1 or 2. These elements are generally im-

plemented in the computational part of most CAD

software.

Themajoradvantageofthesemethodsistocreate

aregularmeshperturbationinside eachvolume.

Mesh perturbation Theuseof NURBS ornite

elements both requirean explicitfunction,which at

eachpoint(u;v;w)ofthereferencecube(0u1,

0v 1,0w1) associatesapoint (x;y;z)of

thecontrolvolume(seeFig. 1),where

0

@

x(u;v;w)

y(u;v;w)

z(u;v;w) 1

A

= X

P

i

(u;v;w) 0

@ x

i

y

i

z

i 1

A

(1)

and where (x

i

;y

i

;z

i

) are the control points of the

controlvolume.

How tobuild aperturbation ofthemesh? Let us

denote by (x 0

i

;y 0

i

;z 0

i

) the coordinates of the control

points before the perturbation, and (x 1

;y 1

;z 1

) the

(4)

coordinates of these points after the perturbation.

Let(x 0

;y 0

;z 0

) beamesh node before perturbation.

Werstcomputethetriplet(u 0

;v 0

;w 0

)such that

0

@ x

0

y 0

z 0

1

A

= X

P

i (u

0

;v 0

;w 0

) 0

@ x

0

i

y 0

i

z 0

i 1

A

: (2)

Thecoordinatesofthispointafterperturbationare

givenby

0

@ x

1

y 1

z 1

1

A

= X

P

i (u

0

;v 0

;w 0

) 0

@ x

1

i

y 1

i

z 1

i 1

A

: (3)

Oneshouldsolvethesystemofthethreeequations

(2)andndthethreeunknownsateachnodeofthe

initialmesh. Thisoperationshouldbedoneonlyonce

forallperturbations.

Perturbation of the external mesh In the

acoustic or electromagnetic eld analysis, only the

structure's surfaceis meshed. In this case, thepro-

cess described in the previous paragraph makes it

possible to perturb the surface nodes which are by

denitioninside thecontrolvolume.

Aerodynamicphenomenaareoftenstudiedoutside

the structure. Inthis case, the greatest partof the

meshisoutsidethecontrolvolume.

We propose to use the control volume technique

forthecomputationoftheperturbationsofthemesh

surface,andtousetraditionalmethodsfor thecom-

putationofthevolumeperturbations. Therearesev-

eralmethodsofmesh propagation.

2.4.3 Mesh propagation

Inthe caseof an externalmesh, ifthe parameteris

denedbyasurfaceperturbation,oneneedstoprop-

agate the perturbation of the surface to the neigh-

bouringmesh.

Elasticitymethods Theedgeperturbationiscon-

sidered asan imposed displacement. Insidethe do-

main,onesolvesalinearelasticityproblem. Ingen-

eral,stinessisanincreasingfunctionoftheelement

volume. We use the current mesh as asupport for

Integral methods Letusdenote byF(x)theim-

ageofapointx. WeassumethatF(x)isknownfor

allpointsx oftheedge. The displacement ofanin-

ternalpointisweightedbytheinverseofitsdistance

fromthesurface:

F(x)= Z

@

r

0 F(x

0

)

kx x 0

k dx

0

!

= Z

@

r

0 1

kx x 0

k dx

0

!

:

(4)

Thisintegralmaybecomputedbyusingthenite

elementsmesh.

2.5 Application to a wing

We now consider a wing whose parametersare the

thickness,thetwist,thearrow(seeFig. 2),thebend,

andtheinection. (seeFig. 6and7).

In this case, we will naturally use the methods

basedoncontrolvolumes.

A thicknessmodicationsimplyconsists in aver-

ticalperturbationofthecontrolpointsoffaceA(see

Fig. 1and3). Thetwistconsists inarigidrotation

offace B(seeFig. 1and4). Thearrowmodication

consists in arigid translation of face B (see Fig. 1

and5).

Naturally, onecanimagineanite elementof de-

gree2ifwehaveto modify thebend of theaerofoil

ortheinectionofthewing. Onecanseein gure6

anite element of order two in the direction corre-

sponding to thebend, and in gure7anothernite

element of order twoin thedirection corresponding

totheinection.

One can see on gure 8 the engine displacement

along the wing. Blocks B1 and B3 follow the dis-

placementinducedbythecontrolpointsofblockB2.

Iftheleadingedgeandthetailingedgewereparallel,

one could only consider rigid displacements of this

block. Ifwewanttotakeinto accounttheanglebe-

tweenthese twoedges, wehave to force thecontrol

(5)

Figure1: Referencecube(left)andinitialhexahedral

elementwithits8controlpoints(right).

Figure 2: Wingparameters.

Figure3: Modicationofthewingthicknessusing a

niteelementofdegreeonein each direction.

Figure 4: Modication of the aerofoil twist using a

niteelementofdegreeonein eachdirection.

Figure 5: Modication of the arrow using a nite

elementofdegreeonein eachdirection.

Figure 6: Modicationofthebend using anite el-

ementofsecondorderin onedirectionandofdegree

onein thetwootherdirections.

(6)

Figure7: Modicationoftheinectionusinganite

elementofsecondorderinonedirectionandofdegree

onein thetwootherdirections.

Figure 8: Engine displacement. The arrows cor-

respond to the degrees of freedom of the dierent

points,theotherpointsarexed.

3 Several collaborative design

methods

Inorder to simplify this presentation, we limitour-

selvesto twodisciplines and theprivateparameters

are hidden by each discipline. The state equations

aregiveninanexplicitform

a

1

= A

1 (x;a

2

) (5)

a

2

= A

2 (x;a

1

) (6)

wherexrepresentspublicdesignparameters. Weas-

sume that one forgets the state, and we only take

careabouttheoutput. Wedenote bya

i

theoutput

of discipline i. In the rst equation, a

2

(resp. a

1 )

correspondstothecontributionofdiscipline2(resp.

1)in thecomputationofa

1

(resp. a

2 ).

Wewanttosolvethefollowingoptimizationprob-

lem

min

x

f(x;a

1 (x);a

2 (x)):

g(x;a

1 (x);a

2

(x))0

(7)

In this presentation we do notconsider disciplinary

internal constraints; theyshould be implicitlytaken

intoaccountbythestateequations.

3.1 The MDA (Multi-Disciplinary

Analysis) methods

In each iteration of theoptimization algorithm, the

stateequationsareassumedtobesatised[3]. Thisis

themostnaturalmethodinwhicheachdisciplinepro-

vides someanalysis services and possibly somegra-

dientcomputations.

3.2 The AAO (All-At-Once) method

The AAO method is also the so-called \one shot",

SAND orSAD (S imultaneous Analysis and Design)

method [15, 4, 30]. One solves simultaneously the

stateequationsandtheoptimizationproblem. Con-

trary to the MDA method, the state equations are

notsupposed tobesatisedat eachstepoftheopti-

mizationalgorithm,but theyare satisedwhen the

convergenceisachieved. Thestateequationsarein-

(7)

This method is really eÆcient, but it can be

diÆcult to obtainitsconvergence whensomeof the

state equations are strongly nonlinear. Even in a

monodisciplinary context, theconvergenceisnotal-

waysachieved.

3.3 The DAO (Disciplinary Analysis

Optimization) method

In the DAO method [2, 4], the optimization is no

more performed by the disciplines. However, each

disciplinemaychangetheparametersinordertoob-

tainanadmissiblepoint. Wepreviouslyassumedthat

theprivateconstraintsarepartofthestateequations.

Theprivate parametersare generallyused tosatisfy

theseconstraints,buttheremaynotexistanyvector

x, representing thepublic variables, i.e. solution of

theproblem. Thisiswhyoneusuallyrelaxesx. Each

disciplinechoosesitsownz

i

inordertosatisfyitspri-

vateconstraints. Whentheconvergenceis achieved,

thethree z

i

areequalif weadd three constraints in

theoptimizationproblem:

min

x f

DAO (x;b

1

;b

2 )

g(z

0

;b

1

;b

2 )0

b

1

=a

1 (z

1

;b

2 );

b

2

=a

2 (z

1

;b

1 );

z

0

=x

z

1

=x

z

2

=x

(8)

3.4 The CO (Collaborative

Optimization) method

IntheCOmethod [15, 2, 6,4,5], allthedisciplines

contributetotheimprovementoftheresults. Weuse

thesamenotationsasintheprevioussectionpresent-

ingtheDAOmethod.

Collaborative Optimization is a bilevel optimiza-

tionapproach: thesystemleveland thedisciplinary

Atthesystemlevelwesolvethefollowingproblem:

8

<

:

min

x f(x;b

1

;b

2 )

kx x

1 k

2

+kx x

2 k

2

+ka

1 b

1 k

2

+ka

2 b

2 k

2

=0

g(z

0

;b

1

;b

2 )0

(9)

The main goal of this system level optimization

problem is to impose to each disciplinesomeobjec-

tives tobereachedin a leastsquare sense. Theob-

jectivetargetisb

i

fordisciplineiandthedisciplinary

solutionx

i

shouldbeclosetox.

The disciplinary optimization problem for disci-

pline 1isthen

min

x

1 1

2

kx

1 xk

2

+kb

1 a

1 (x

1

;b

2 )k

2

(10)

wherea

1

isthesolutionofthestateequation(5).

Theoptimizationproblemfordiscipline2is

min

x

2 1

2

kx

2 xk

2

+kb

2 a

2 (x

2

;b

1 )k

2

(11)

wherea

2

isthesolutionofthestateequation(6).

3.5 The CSSO (Collaborative S ub-

S pace Optimization) method

Wewill giveaquickoverviewof theCSSOmethod,

onecansee[68]foramoredetailedpresentation. The

designparametersaredistributedbetweenthedier-

entdisciplines. Eachdisciplinehastooptimizeafew

parameters.

The CSSO is similar to the domain decomposi-

tion method and its application for solving state

equations, exceptfor oneaspect: in domaindecom-

position,anunknowncaneasilybeassociatedtoone

equation of the state. In multisciplinary optimiza-

tion,itseemshardtoassociateanypublicparameter

tooneparticulardiscipline,becauseithasbydeni-

tiontobesharedbetweendierentdisciplines.

Westillusethe samenotationsasintheprevious

sections. Fromnowon,wewilluseanapproximation

ofdiscipline2(denotedby

~

A

2

)intheequationcorre-

spondingtodiscipline1,and reciprocally,weusean

approximationofdiscipline1(denotedby

~

A

1 )inthe

(8)

Letusremindtheinitialproblem

a

1

=A

1 (x;a

2

) (12)

a

2

=A

2 (x;a

1

) (13)

min

x f(x;a

1 (x);a

2 (x))

g(x;a

1 (x);a

2

(x))0 (14)

andweset x=(x

1

;x

2

)where x

i

isthevectorofthe

variablesassociatedto disciplinei. Then, wedenote

by~a

i

theapproximationoftheanalysisofa

i

. Wewill

furthergivemoredetailsabouttheseapproximations.

Itisthennaturaltoconsiderthefollowingequations

a

1

=A

1 (x;~a

2

) (15)

~ a

2

=

~

A

2 (x;a

1

) (16)

min

x

1 f(x

1

;x

2

;a

1 (x);~a

2

(x)) (17)

g(x;a

1 (x);~a

2

(x)) 0

(1 )x

1cur x

1

(1+)x

1cur

: (18)

The last constraintis introduced to set thevalidity

domainoftheapproximationofa

2

aroundthecurrent

point x

1cur

. The approximate response ~a

2

and the

coeÆcientareprovided bydiscipline2.

Inthesameway,wecanwrite theproblemsolved

bydiscipline2

~ a

1

=

~

A

1 (x;a

2

) (19)

a

2

=A

2 (x;a~

1

) (20)

min

x

2 f(x

1

;x

2

;~a

1 (x);a

2

(x)) (21)

g(x;~a

1 (x);a

2

(x)) 0

(1 )x

2cur x

2

(1+)x

2cur

(22)

The process i is supposed to provide to all other

disciplines the state variable x

icur

, the approxima-

tion~a

i of a

i

anditstrustregion.

Many results have been published about param-

autonomyof each disciplineand enlarging thetrust

region[26,27,28,29,45,41,57,62,66, 67,69].

Inmostdomaindecompositionmethods [1],there

isanaturalwaytoassociateunknownstoequations,

andthereare asmanyequationsasunknowns. This

associationmakestheresolutionmucheasier. Incol-

laborativedesign, itis notso naturalto associatea

sub-spaceto adiscipline.

3.6 Surrogate models

Surrogatemodelsprovideaconvenientwaytoreduce

MDOcomplexity. An approximationhasalocalva-

lidityinanappropriatetrustregion:

Linearizationisvalidinasmallregionandfora

largenumberof parametersifadjointisconsid-

ered,

Response surfaces are generallyvalid in alarge

regionforonlyfewparameters.

3.6.1 First order approximation

Themostsimplewaytobuildalocalapproximation

isto dierentiate (5)and (6), but itstrustregion is

relativelysmall. Weobtain

~ a

1

=@

x A

1 (x

cur

;a

2 (x

cur

))(x x

cur )

+ @

a2 A

1 (x

cur

;a

2 (x

cur ))(a

2 (x) a

2 (x

cur ))(23)

and

~ a

2

=@

x A

2 (x

cur

;a

1 (x

cur

))(x x

cur )

+ @

a1 A

2 (x

cur

;a

1 (x

cur ))(a

1 (x) a

1 (x

cur )):(24)

The adjoint method (reverse mode in automatic

dierentiation) could be considered for large scale

problems: x

i

are of large dimension[24, 23, 22, 50,

55,56,63,70,71,78].

3.6.2 Approximation usingparameterization

methods

Parameterization methods are usually appropriate

(9)

cisely, we generallyassumethat onedisciplineis in-

dependentoftheothers:

a

1

=A

1

(x) (25)

a

2

=A

2 (x;a

1

): (26)

In this example, discipline 1 does not require any

informationfromdiscipline2.

One can see this kind of approximations in the

eld of aeroelasticity. The output a

1

usually repre-

sentsthestructureresponsetomechanicalexcitation

(a modal analysisis oftennecessaryfordetermining

thestructureresponse). Agoodapproximation~a

1 of

a

1

consists in using the samemodal basis whenthe

designparametersx vary.

Tobuildsurrogate(orreduced)models,weproceed

in the followingway. Firstwesolve(5) and (6) for

several vectors x. Generally, weconsider Design of

Experiments (DOE) methods to select appropriate

vectorsx k

,k=1;;nwherenissmall.

Thesecondstepconsistsinbuildingthesurrogate

model. There aretwofamiliesofmethods:

1. Approximationofcriteriaandconstraintsusing

surfaceresponse methods [18, 75, 60] like poly-

nomial approximation, neural networks, SVM

(Support Vector Machine), RBF (Radial Basis

Functions),...

2. Foreach vectorx k

, weconsiderthecorrespond-

ing solutionu k

(the resultof the full analysis).

Then, for a given new vector x, we look for

the corresponding solution u as a linear com-

bination of vectors u k

. This problem is smal-

l and has only a n-dimensional unknown vec-

tor. From the numerical point of view, it is

necessary to build an orthonormal basis from

vectors u k

. For this reason, this method is

calledPOD(ProperOrthogonalDecomposition)

[26,27,28,29,45, 41,57, 62,66,67,69].

Ifwecomparemethods1and2,theparameterization

providedby POD takesinto accountthe knowledge

ofthemodel.

With parameterization, theevaluation of thecost

functionissocheapthatitispossibletoconsiderge-

neticalgorithms[46, 59],and otherglobal optimiza-

4 Game theory

Game theory has been used for multicriteria opti-

mization [61]. Then, it has been enhanced by J.

Periaux et al. [59, 46, 77] as an excellent way to

dealwithmultidisciplinaryoptimization. Gamethe-

ory seems to be more suitable for multidisciplinary

designthanmostofclassicalmethods. Inparticular,

criterialikethemaximumoftheVonMisesstress,the

dragandthelift,themaximumdisplacement,andthe

fuelconsumption are criteriaof totallydierentna-

ture. Insection3,wesimplyweightedthesecriteria,

but anyweightingoperation is arbitrary. The main

advantageofgametheoryisto workin amulticrite-

riacontext,andeachdisciplineisinchargeofitsown

criterion.

Thenaturalwaytoadaptgametheorytomultidis-

ciplinaryoptimizationistoconsidereachdisciplineas

aplayer.

WeconsidertworealcostfunctionsdenedonA

B:

f

A

: AB ! R

(x;y) 7! f

A (x;y)

(27)

and

f

B

: AB ! R

(x;y) 7! f

B (x;y)

(28)

where AandB aretwopartsofR n

andR m

respec-

tively. PlayerAminimizesthecostfunctionf

A with

respecttox,whileplayerB minimizesthecostfunc-

tionf

B

withrespect toy.

4.1 The Pareto equilibrium

4.1.1 Denition

Thepoint(x

;y

)is Paretooptimal (or aParetoe-

quilibriumpoint)iftheredoesnotexist any(x;y)2

AB suchthat

f

A

(x;y)f

A (x

;y

)

f

B

(x;y)<f

B (x

;y

);

or

f

A

(x;y)<f

A (x

;y

)

f

B

(x;y)f

B (x

;y

):

Thisisequivalenttosaythat thereisnowaytoim-

provef

A

withoutalossofperformanceoff

B

andvice

(10)

The set of all Pareto equilibrium points is called

theParetofront.

WhentheParetofrontisaconvexset,onecannd

allitspointswhileminimizingf

=f

A

+(1 )f

B

for all 0 < < 1. For all , there exists a Pareto

equilibriumpoint.

Theteams inchargeofdisciplinesmayusetheset

oftheParetofronttondacompromise.

4.1.2 Example

Letusconsideraverysimpleexample

f

A

=(x 1) 2

+(x y) 2

f

B

=(x 3) 2

+(x y) 2

:

(29)

Onecan nd thePareto equilibrium points bycon-

sideringaconvexcombinationofthetwocriteria

f

=f

A

+(1 )f

B

; (30)

andminimizingf

forall0<<1. Inthiscase,we

have

f

=(x 1) 2

+(1 )(y 3) 2

+(x y) 2

(31)

andthen

@

x f

=2[(x 1)+(x y)]=0

@

y f

=2[(1 )(y 3) (x y)]=0:

(32)

Wenallyobtain

(1+)x y=

x+(2 )y=3(1 ):

(33)

4.2 The Nash equilibrium

4.2.1 Denition

Thepoint(x

;y

)isaNashequilibrium pointif

(

f

A (x

;y

)=inf

x f

A (x;y

)

f

B (x

;y

)=inf

y f

B (x

;y):

(34)

It is straightforward to see that this equilibrium

pointmustsatisytheoptimalitysystem

r

x f

A (x

;y

)=0

r

y f

B (x

;y

)=0

(35)

4.2.2 Example

Weconsideragainexample(29)

f

A

=(x 1) 2

+(x y) 2

f

B

=(y 3) 2

+(x y) 2

;

(36)

andthecorrespondingNashequilibriumisgivenby

@

x f

A

=0

@

y f

B

=0 ()

y=2x 1

x=2y 3 ()

x= 5

3

y= 7

3

(37)

Onemayremarkthatthesolutionof(37)isexactly

thesameasin (33)with =1in therst equation

and=0inthesecondone.

TheNashequilibriumisaninterestingwaytoavoid

arbitrary weighting of cost functions. However, the

compromise,betweendisciplines,ishiddenbyparam-

eters denition. Forexample, thechoice of the pa-

rameters subsets corresponding to discipline 1 and

discipline2isahiddencompromise.

4.3 The Stackelberg equilibrium

4.3.1 Denition

We now assume that one of the two players is the

leaderof thegame, forexampleplayerA. Themul-

tidisciplinaryproblemisformulatedasfollows:

min

x f

A (x;y

x )

wherey

x

=argmin

y f

B (x;y):

(38)

Thisisaneliminationmethodforunknownvariables.

Then,weonlyhaveto minimize

j(x):=f

A (x;y

x

): (39)

Ifweassumethatf

A

isanaerodynamicscostfunc-

tion,forexamplethedrag,andthatf

B

istheweight,

thenyrepresentstheprivateparametersofthestruc-

turalmechanics(numberofspars,position,thickness,

etc.). Each evaluation of f

B

requires the resolution

(11)

4.3.2 Example

Westillconsiderthepreviousexample

f

A

=(x 1) 2

+(x y) 2

f

B

=(y 3) 2

+(x y) 2

:

(40)

The Stackelberg equilibrium is exactly the Nash

equilibrium:

y

x

=

(x+3)

2

;

j(x)=(x 1) 2

+

x 3

2

2

:

Theminimizationofj(x)gives

x= 5

3

and y

x

= 7

3

.

4.4 Applicationof the game theory to

the multidisciplinary design

Wesimply haveto consider equations(20) andcost

function (7)

a

1

=A

1 (x;a

2

) (41)

a

2

=A

2 (x;a

1

) (42)

min

x f(x;a

1 (x);a

2

(x)) (43)

g(x;a

1 (x);a

2

(x))0

where theweighted criterionf(x;a

1 (x);a

2

(x))is re-

placed by f

1 (x;a

1 (x);a

2

(x)) for discipline1 and by

f

2 (x;a

1 (x);a

2

(x)) for discipline 2. For example, if

discipline1isstructuralmechanics,f

1

mayrepresent

theweightofthestructure. Ifdiscipline2isaerody-

namics,thenf

2

maybethelift(withaconstrainton

thedrag).

Then, we consider the decomposition introduced

in the frame of theCSSO method (see section 3.5).

But, here the systemlevelcost function is replaced

followingproblem

a

1

=A

1 (x;~a

2

) (44)

~ a

2

=

~

A

2 (x;a

1

) (45)

min

x

1 f

1 (x

1

;x

2

;a

1 (x);a~

2

(x)) (46)

g(x;a

1 (x);a~

2

(x))0

(1 )x

1cur x

1

(1+)x

1cur

; (47)

anddiscipline2solvesthefollowingproblem

~ a

1

=

~

A

1 (x;a

2

) (48)

a

2

=A

2 (x;~a

1

) (49)

min

x

2 f

2 (x

1

;x

2

;~a

1 (x);a

2

(x)) (50)

g(x;~a

1 (x);a

2

(x))0

(1 )x

2cur x

2

(1+)x

2cur

: (51)

One can add the constraints directly in the cost

function in orderto beexactlyin thecontext ofthe

gametheory.

The Pareto front provides a fundamental answer

to the multidisciplinary problems of optimization.

Among all the solutions given by the Pareto front,

one can choose the most relevant solution by tak-

inginto accountimplicitcriteria,such asaesthetics,

manufacturability,...

The Nash equilibrium makes it possible to avoid

themainissueofcompromises.

The Stackelberg equilibrium corresponds exactly

to theoptimization ofinternal (private)variables of

thediscipline.

Gametheoryislittleusedin thecontext ofmulti-

disciplinaryoptimization. However,atvariouslevels,

itcanoerinterestinganswers:

The Pareto equilibrium provides a complete

range of relevant solutions. Among these

solutions, one can choose the best design that

satisessubjectivecriteria.

(12)

TheNashequilibriummakesitpossibletoavoid

compromises, even if a hidden compromise lies

inthechoiceofthesubspacesofdiscipline1and

discipline2.

TheStackelbergequilibrium isparticularly well

adaptedto optimizationwith respectto private

variables.

5 Other approaches for collab-

orative design

Insection3wediscussedMDOframeworkinwhicha

complexsystemisdecomposedintosubsystemsbased

ontheaspectoftheinvolvedanalysis (suchasdisci-

pline specic analysis and expertise). These frame-

works are motivated primarily by aerospace indus-

tryinwhichthedesigntask isbasedondisciplinary

analysis,forexamplestructure, uiddynamics,con-

trol etc. In these frameworks allsubsystems are at

equallevelandin principlethereisnorestrictionon

communicationsbetween subsystems. However, de-

signcyclesinindustrieslikeautomotivesectorarenot

disciplinespecicbut areproductobjectdrivenand

maintainmulti-hierarchicalstructurewithrestriction

on communication paths amongst dierent subsys-

tems and levels [52]. The Use of MDO approach-

esdiscussed in section 3would require completere-

structuringoftheorganizationandhence,thissector

follows amulti-level designand optimization frame-

workusingproductdesigntoolslikeanalyticaltarget

cascading(ATC).Wereferto[39,52, 51]forfurther

details on ATC and its applications. Comparative

propertiesofATCandCOandotherapproachesare

discussed in [8]. A new framework based onnested

ATCandCO methodologyformulti-levelsystemsis

describedin[9]

Anotherapproachforcollaborativedesignisbased

on the theory of multi-agent game and collectives

[79,38]. Unlikethehierarchicalstructureconsidered

inearlierframeworksherethesubsytemsareconsid-

eredasplayerswitheach playerhavingstrategiesor

movesforoptimizingitsobjectiveswhile interacting

there moves for optimizing their objectivefunction.

However,whiledoingsoeachplayeralsotriestomin-

imize thesystemobjective function and receivesin-

centivesfor moves that minimize the systemobjec-

tivefunction. Basedonthese incentives,eachplayer

decideshis future moves. An equilibrium isreached

whennoplayercanimproveitsobjectivefunctionfur-

therandthus,alsoresultsinoptimizedsystemobjec-

tive. Thesetechniqueswererstappliedtovarietyof

distributedoptimizationproblemsincludingnetwork

routing,computingresourceallocation,anddatacol-

lection by autonomous rovers [80, 81, 74] however,

onlyrecentlywereappliedto aeronauticalandother

problems[13,14].

6 Conclusion

Most contributions consider collaborative design

fromtheoptimizationpointofview. Wepointedout

thecrucialroleofparametersdenitionasaprelimi-

narystepforMDO.Itisobviousthatthisstephasa

crucialimpactonthenalperformancesofeachdis-

cipline. Wealsothink thatthechoiceofparameters

cannotbedoneinanautomaticway.

Inouropinion, thecollaborativedesignconsistsin

providing an environment of aided design facilities

whereengineersanddesignersstillhavethemostim-

portantrole.

Themainstepsofthecollaborativedesignprocess

are:

Jointdenition ofthepublicparameters,which

aresharedbyalldisciplines.

Creation of disciplinary reduced models allow-

ing real time response for a given value of the

parameters.

Exploration ofthe designspace (set ofpossible

designs)tondthebestdesign.

We also think that there are two main types of

criteriaorcostfunctions:

objectivecriteria,

(13)

Thesubjectivecriteria(suchasaesthetics,manufac-

turability,...) arediÆculttohandlebymathemati-

calmodels,andshouldstillbetakenintoaccountby

engineers and designers. Only objective criteriaare

concernedwithmathematicalmodelling.

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