HyperStudy

Single Loop Approach (SLA)

Single Loop Approach (SLA)

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Single Loop Approach (SLA)

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SLA is a reliability-based design optimization (RBDO) method. Reliability-based optimization methods take uncertainties in the design into account and search for designs that satisfy the design requirements with a required probability of success. A reliability-based design problem is formulated as follows:

Objective:

min f(x, r, p)

Constraints:  

P(g(x,r, p ≤ 0.0) > PS

 

where,

x is the deterministic input variables.

r is the random input variables (affect the design, but are subject to uncertainties).

p is the pure random parameters (variables we have no control over, but affect the design, such as humidity and temperature).

 

The traditional, double-loop RBDO algorithm requires nested optimization loops, where the design optimization (outer) loop repeatedly calls a series of reliability (inner) loops. Due to the nested optimization loops, the computational effort can be prohibitive for practical problems. SLA collapses the nested optimization loops into an equivalent single-loop optimization process by using the Karush–Kuhn–Tucker optimality conditions of the inner reliability loops in the outer design optimization loop, therefore converting the probabilistic optimization problem into a deterministic optimization problem. Single loop means the reliability estimate may not be accurate during the intermediate stages of the optimization. The reliability estimate is only valid in the final converged iteration.

 

Usability Characteristics

SLA is far more efficient than the traditional double-loop RBDO algorithm.
SLA’s efficiency and accuracy is ranked in between the two other RBDO methods in HyperStudy.
An extension of SLA is implemented in HyperStudy to allow for robust design optimization. Robust design optimization attempts to minimize the objective variance in order to reduce its sensitivity to design variations and consequently increase the design's robustness. The implementation in HyperStudy is based on the use of percentiles for the objective function and is turned on via the Robust Optimization setting in the Specification step.
SLA terminates if one of the conditions below are met:
-One of the convergence criteria are satisfied (SQPEPS or DVCONV).
-The maximum number of allowable iterations (MAXDES) is reached.
-An analysis fails and the “Terminate Optimization” option is the default (IGFAIL).
The reliability analysis is carried out by searching for the most probable point (MPP). Issues such as non-uniqueness of the MPP and highly non-linear output response functions can reduce the accuracy of the reliability calculation.

 

The flowchart below illustrates the different phases of the SLA process.

SLA_flowchart

 

Settings

In the Specifications step, you can change the settings of SLA from the following tabs:

hmtoggle_arrow1Settings

In the Settings tab, you can access the settings listed below. Please note that for most applications the default settings work optimally, and you may only need to change the Maximum Iterations and Robust Optimization.

Setting

Default

Range

Description

Maximum Iterations

(MAXDES)

25

> 0

Maximum number of iteration steps allowed.

Constraint violation tol.

(GMAX)

0.1

> 0.0

Global maximum allowable percentage constraint violation.  Constraints must not be violated by more than this value in the converged design.

Input variable convergence

(DVCONV)

1.0E-3

>= 0.0

Input variable convergence parameter. Design has converged when there are two consecutive designs for which the change in each input variable is less than both (1) DVCONV times the difference between its bounds, and (2) DVCONV times the absolute value of its initial value (simply DVCONV if its initial value is zero). There also must not be any constraint whose allowable violation is exceeded in the last design.

Robust Optimization

(ROBUST)

0

0, 1

To decide whether this is robust optimization or not; 0 means that do not use robust optimization; 1 means that robust optimization is used.

Robust Min %

(ROBMINPV)

95.0

>50,

<100

Define percentile value of robust optimization for minimization objective.

Robust Max %

(ROBMAXPV)

5.0

>0,

<50

Define percentile value of robust optimization for maximization objective.

 

hmtoggle_arrow1More

In the More tab, you can access the setting listed below. Please note that for most applications, the default settings work optimally.

Setting

Default

Range

Description

Termination criteria

(SQPEPS)

1.0E-4

> 0.0

SQP parameter defining the termination criterion, relates to satisfaction of Kuhn-Tucker condition of optimality. Also, constraint violations of the converged design should not be larger than this value.

Recommended range: 1.0E-3 to   1.0E-10

In general, smaller value results in higher solution precision. But more computational effort is needed.

Sensitivity

(DERIV)

Forward

FD,

Forward

FD,

Central

FD,

Asymmetric FD,

Analytical

Defines the way the derivatives of output responses with respect to input variables are calculated.

Forward

FD

For approximation by one step forward finite difference scheme.

sqp4

Central

FD

For approximation by two step central (one step forward, one step back) finite difference scheme.

sqp3

Asymmetric FD

For approximation by two step non-symmetric (one step forward, half step back) finite difference scheme.

sqp2

If analytical sensitivity is not available, in general the default choice can work well.  For higher solution precision, 2 or 3 can be used, but more computational effort is consumed.

Constraint Threshold

(EPSCON)

1.0e-4

> 0.0

This parameter is used for constraint value calculation. In general, constraint value is normalized to its bound value. One exception is that, constraint value is not normalized if its absolute bound value is less than this parameter. Recommended range is 1.0e-6 ~ 1.0.