This is an archived course. A more recent version may be available at ocw.mit.edu.

Calendar

SES # TOPICS LECTURERS KEY DATES
Module 1: Problem Formulation and Setup
1 Introduction to Multidisciplinary System Design Optimization

Course Administration, Learning Objectives, Importance of MSDO for Engineering Systems, "Dairy Farm" Sample Problems
de Weck, and Willcox  
2 Open Lab    
3 Problem Formulation

Definitions, Mathematical Notation, Introduction of Design Variables, Parameters, Constraints, Objectives

Formal Optimal Design Problem Definition

Distinction between Simulation Model and Optimizer

Active Learning Exercise: In Class Role Play (Student Groups) to Find Problem Formulation for a Range of Complex Systems/Products
Willcox Assignment 1 handed out
4 Modeling and Simulation (iSIGHT CD-ROM handed out)

Design Variable -> Objective Mapping, Simulation Module Identification, Physics-based Modeling (Governing Equations) vs. Empirical Modeling, N2 Diagrams and Design Structure-Matrices (DSM), Model Fidelity and Benchmarking, Modeling Environments, Runtime Reduction Strategies

Active Learning: Find N2 Diagram for Communication Satellite
de Weck  
5 Lab 1: Introduction to Optimization Kim  
6 Decomposition and Coupling

Task Sequencing, Parallelization, Simcode-optimizer Coupling, Process Integration and Design Optimization (PIDO) Environments, Formal MDO Approaches: Collaborative Optimization (CO), Concurrent Subspace Optimization (CSSO), Bi-level Integrated System Synthesis (BLISS)
de Weck  
7 Design Space Exploration

Design of Experiments (DoE): Full Factorial, Monte Carlo, Parameter Study (Univariate Search), one-at-a-time, Orthogonal Arrays (Taguchi), Latin Hypercubes

Active Learning Exercise: Paper Airplane
Willcox  
8 Lab 1: Introduction to Optimization (cont.) Kim  
Module 2: Optimization and Search Methods
9 Numerical Optimization I

Existence and Uniqueness of an Optimum Solution, Karush-Kuhn-Tucker Conditions, Convex and Non-convex Spaces, Unconstrained Problems, Linear Programming

Active Learning Exercise
Willcox Assignment 1 due

Assignment 2 handed out
10 Numerical Optimization II

Constrained Problems, Reduced Gradient and Gradient Projection Methods, Penalty and Barrier Methods, Augmented Lagrangian Methods, Projected Lagrangian Methods, Convergence and Termination Criteria, Mixed-integer Programming, Examples

Active Learning Exercise
Willcox  
11 Open Lab    
12 Sensitivity Analysis

Jacobian, Hessian Matrix Properties, Sensitivity Analysis w.r.t Design Variables, Fixed Parameters and Constraints, Normalization, Finite Difference Approximation, Automatic Differentiation, ANOVA, Adjoint Methods, Examples

Active Learning Exercise
Willcox  
13 Guest Lecture 1

Overview of MDO, Issues in Optimization
Dr. Jaroslaw Sobieski - NASA LaRC  
14 Simulated Annealing (SA)

Statistical Mechanics Analogy, Simulated Annealing Algorithm, Metropolis Step, System Temperature Cooling Schedule Tuning, Strengths and Weaknesses Relative to GA, Multiobjective SA, Tabu Search, Examples
de Weck, and Dr. Cyrus Jilla  
15 Genetic Algorithms I

Combinatorial Optimization Problems, Overview of Heuristic (Stochastic) Search Methods, Evolutionary Computing, Basic Genetic Algorithm, Chromosome Encoding/Decoding, Selection, Crossover, Mutation Operators, Population Strategies

Active learning exercise: The binary GA game
de Weck Assignment 2 due

Assignment 3 handed out
16 Genetic Algorithms II

Specialty Variants of GA's: Parallel GA's, Diffusion GA, Micro-GA and Cellular automata

Constraint Resolution, Application of GA's in Multiobjective Optimization, Mating Restrictions, Pareto Fitness Ranking, Speciation
de Weck  
17 Lab 2: Optimization Algoritms Kim  
18 Particle Swarm Optimization Dr. Rania Hassan  
19 Post-optimality Analysis

Convergence for Gradient-Based and Heuristic Algorithms, Lagrange Multipliers, Duality Theory
Willcox, and de Weck  
20 Lab 2: Optimization Algoritms Kim  
Module 3: Multiobjective and Stochastic Challenges
21 Goal Programming

Objectives Versus Constraints

Performance Targets as Equality Constraints, Isoperformance, Contour following Algorithms, Singular Value Decomposition of Jacobian, Goal Programming, Satisficing Design Philosophy, Target Cascading
de Weck Assignment 3 due

Assignment 4 handed out
22 Multiobjective Optimization I

Scalar versus Vector Optimization, The Vector Maximum Problem, Edgeworth-Pareto Optimality, Generalized Karush-Kuhn-Tucker Conditions, Strong and Weak Dominance, Domination Matrix, Multiobjective Linear Programming (MOLP), Preference Weightings and Aggregation Methods (1st Generation Methods)
de Weck  
23 Open Lab    
24 Multiobjective Optimization II

Generation of Pareto Frontier (2D) and Surface (Multidimensional), Normal-boundary-intersection (NBI), Multiobjective Evolutionary (2nd Generation) Algorithms, Review of Pareto Based Fitness Ranking Schemes

Research and Industrial Examples, Tradeoff Resolution/Design Selection, Relationship with Utility and Game Theory
de Weck  
25 Design Space Optimization

Multi-level Optimization Problems, Design Space Optimization - Number of Design Variables as a Design Variable, Conceptual Design Optimization, S-pareto Approach to Concept Selection, Applications from Structural Topology Optimization and MEMS
Il Yong Kim  
26 Lab 3: Multiobjective Optimization Kim  
27 Approximation Methods

Design Variable Linking, Reduced-basis Methods, Response Surface Approximations, Kriging, Neural Networks as Multivariable Function Approximators, Variable-fidelity Models
Willcox Assignment 4 due

Assignment 5 handed out
28 Guest Lecture 2

MDO at General Motors (IFAD/CDQM)
Dr. Peter Fenyes, GM Research Center  
29 Lab 3: Multiobjective Optimization (cont.) Kim  
Module 4: Implementation Issues and Real World Applications
30 Robust Design

Review of Probability and Statistics, Probability Density Functions, Reliability Analysis, Taguchi Robust Design Method, Computational Issues in Robust Design Optimization
Prof. Dan Frey  
31 Open Lab    
32 Visualization Techniques

Convergence, Objective Vector and Active Constraint Set Monitoring during Optimization Execution, Multivariable Plotting Techniques: Radar Plots, Carpet Plots and Glyphs

Linking of Optimization to Dynamic (Geometric) Design Representation
Willcox Assignment 5 due

Final Report Assignment handed out
33 Computational Strategies

Parallel Computing, Grid Computing, Compiled versus Interpretive Languages
de Weck  
34 Open Lab    
35 Project Presentations I Students  
36 Project Presentations II Students  
37 Project Presentations III Students  
38 Design for Value

Net Present Value, What is Value and How do we Quantify it? How do we Design for Value? A Value Framework

Cost Models, Revenue Models, Examples from Aircraft, Spacecraft and Automotive Engineering
Willcox Final report (journal article paper format) due
39 Course Summary

Provide Summary and Highlights of Course, Classify Materials Learned as either Principles, Methods or Tools, Give Pointers to Resources for Further Individual Learning after the Course, Give Time for Student Feedback, Course Critique
Willcox, and de Weck