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Page 1: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

General rights Copyright and moral rights for the publications made accessible in the public portal are retained by the authors and/or other copyright owners and it is a condition of accessing publications that users recognise and abide by the legal requirements associated with these rights.

• Users may download and print one copy of any publication from the public portal for the purpose of private study or research. • You may not further distribute the material or use it for any profit-making activity or commercial gain • You may freely distribute the URL identifying the publication in the public portal

If you believe that this document breaches copyright please contact us providing details, and we will remove access to the work immediately and investigate your claim.

Downloaded from orbit.dtu.dk on: Aug 30, 2018

Benchmarking of optimization methods for topology optimization problems

Rojas Labanda, Susana; Stolpe, Mathias

Publication date:2014

Document VersionPeer reviewed version

Link back to DTU Orbit

Citation (APA):Rojas Labanda, S., & Stolpe, M. (2014). Benchmarking of optimization methods for topology optimizationproblems [Sound/Visual production (digital)]. 11th World Congress on Computational Mechanics, 5th EuropeanConference on Computational Mechanics, 6th European Conference on Computational Fluid Dynamics,Barcelona, Spain, 20/07/2014

Page 2: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Benchmarking of optimization methods for topologyoptimization problems

Susana Rojas Labanda, PhD studentMathias Stolpe, Senior researcher

11th World Congress on Computational Mechanics. Barcelona 2014

Page 3: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Why?• Asses general purpose 2nd order optimization methods in topology optimization

problems.

Main results from the Benchmarking

• GCMMA outperforms MMA.• GCMMA and MMA tend to obtain a design with large KKT

error.• The performance of GCMMA and MMA do not highlight

respect to other solvers.• The interior-point solver IPOPT in the SAND formulation

produces the best designs using few number of iterations• IPOPT SAND is the most robust solver in the study.• The SAND formulation requires lot of memory and

computational time.

2 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Page 4: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Why?• Asses general purpose 2nd order optimization methods in topology optimization

problems.

Main results from the Benchmarking• GCMMA outperforms MMA.• GCMMA and MMA tend to obtain a design with large KKT

error.• The performance of GCMMA and MMA do not highlight

respect to other solvers.• The interior-point solver IPOPT, when the exact Hessian is

used (IPOPT SAND), produces the best designs using fewnumber of iterations

• IPOPT SAND is the most robust solver in the study.• The SAND formulation requires lot of memory and

computational time.

2 DTU Wind Energy, Technical University of Denmark WCCM 2014 23.7.2014

Page 5: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Topology optimization problems• Goal: Obtain optimal design of a structure with given loads.

• Model as an optimization problem

minimizex

f (x)

subject to g(x) 0h(x) = 0.

3 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Page 6: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Topology optimization formulations

SAND formulation:• Minimum compliance

minimizet,u

fTu

subject to aTt V

K(t)u � f = 00 t 1.

• Minimum volume

minimizet,u

aTt

subject to fTu C

K(t)u � f = 00 t 1.

• Compliant mechanism design

minimizet,u

lTu

subject to aTt V

K(t)u � f = 00 t 1.

• f 2 Rd the force vector.

• a 2 Rn the volume vector.

•V > 0 is the upper volume fraction.

•C > 0 the upper bound of the compliance.

• l 2 Rd vector that indicates the output displacement.

4 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Page 7: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Topology optimization formulations

NESTED formulation:• Minimum compliance

minimizet

uT(t)K(t)u(t)

subject to aTt V

0 t 1.

• Minimum volume

minimizet

aTt

subject to uT(t)K(t)u(t) C

0 t 1.

• Compliant mechanism design

minimizet

lTu(t)

subject to aTt V

0 t 1.

• u(t) = K�1(t)f.• f 2 Rd the force vector.

• a 2 Rn the volume vector.

•V > 0 is the upper volume fraction.

•C > 0 the upper bound of the compliance.

• l 2 Rd vector that indicates the output displacement.

5 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Page 8: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Considerations on the problem formulation

• Use only one external static load.• Linear elasticity in the equilibrium equation.• Assume K(t) � 0 to avoid ill-conditioning.• Use continuous density variables.• Use SIMP penalization and a density filter.

Bendsøe, M. P and Sigmund, O. Material interpolation schemes in topology optimization. Archive of AppliedMechanics,69:635–654,1999.

Bourdin, B. Filters in topology optimization. International Journal for Numerical Methods inEngineering,50(9):2143–2158, 2001.

6 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Page 9: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Optimization methods

Topology

optimization

problem

+non-linear

problem

• OC: Optimality criteria method.• MMA: Sequential convex approximations.• GCMMA: Global convergence MMA.

• FMINCON: Interior-point MATLAB. Use exact Hessian.• SNOPT: Sequential quadratic programming. BFGS approximations.• IPOPT: Interior-point software. Exact Hessian in the SAND

formulation, BFGS in the NESTED formulation.

Andreassen, E and Clausen, A and Schevenels, M and Lazarov, B. S and Sigmund, O. Efficient topology optimizationin MATLAB using 88 lines of code. Structural and Multidisciplinary Optimization, 43(1): 1–16, 2011.

Svanberg, K. The method of moving asymptotes a new method for structural optimization. International Journal forNumerical Methods in Engineering, 24(2): 359–373. 1987.

Svanberg, K. A class of globally convergent optimization methods based on conservative convex separableapproximations. SIAM Journal on Optimization, 12(2): 555-573, 2002.

Gill, P. E and Murray, W and Saunders, M. A. SNOPT: An SQP Algorithm for Large -Scale Constrained Optimization.SIAM Journal on Optimization, 47(4):99–131, 2005.

Wachter, A and Biegler, L. T. On the implementation of an interior point filter line-search algorithm for large-scalenonlinear programming. Mathematical Programming, 106(1):25–57, 2006.

7 DTU Wind Energy, Technical University of Denmark WCCM 2014 23.7.2014

Susana Rojas
Page 10: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Optimization methods

Topologyoptimization

problem+

non-linearproblem

• OC: Optimality criteria method.• MMA: Sequential convex approximations.• GCMMA: Global convergence MMA.

• FMINCON: Interior-point MATLAB. Use exact Hessian.• SNOPT: Sequential quadratic programming. BFGS approximations.• IPOPT: Interior-point software. Exact Hessian in the SAND

formulation, BFGS in the NESTED formulation.

Andreassen, E and Clausen, A and Schevenels, M and Lazarov, B. S and Sigmund, O. Efficient topology optimizationin MATLAB using 88 lines of code. Structural and Multidisciplinary Optimization, 43(1): 1–16, 2011.

Svanberg, K. The method of moving asymptotes a new method for structural optimization. International Journal forNumerical Methods in Engineering, 24(2): 359–373. 1987.

Svanberg, K. A class of globally convergent optimization methods based on conservative convex separableapproximations. SIAM Journal on Optimization, 12(2): 555-573, 2002.

Gill, P. E and Murray, W and Saunders, M. A. SNOPT: An SQP Algorithm for Large -Scale Constrained Optimization.SIAM Journal on Optimization, 47(4):99–131, 2005.

Wachter, A and Biegler, L. T. On the implementation of an interior point filter line-search algorithm for large-scalenonlinear programming. Mathematical Programming, 106(1):25–57, 2006.

7 DTU Wind Energy, Technical University of Denmark WCCM 2014 23.7.2014

Susana Rojas
Susana Rojas
Page 11: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Benchmarking in topology optimization

• How? Using performance profiles.• Evaluate the cumulative ratio for a performance metric.• Represent for each solver, the percentage of instances that achieve a criterion

for different ratio values.

rs

(t) = 1n

size{p 2 P : r

p,s t},

r

p,s =iter

p,s

min{iterp,s : s 2 S} .

1 1.02 1.04 1.06 1.08 1.1 1.12 1.14 1.16 1.18 1.20

10

20

30

40

50

60

70

80

90

100

τ (iterp,s = τ min{iterp})

%problems

Performance profile

Solver1Solver2

Dolan, E. D and More, J. J. Benchmarking optimization software with performance profiles. MathematicalProgramming,91:201–213, 2002.

8 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Page 12: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Benchmarking in topology optimization

• How? Using performance profiles.• Evaluate the cumulative ratio for a performance metric.• Represent for each solver, the percentage of instances that achieve a criterion

for different ratio values.

rs

(t) = 1n

size{p 2 P : r

p,s t},

r

p,s =iter

p,s

min{iterp,s : s 2 S} .

1 1.02 1.04 1.06 1.08 1.1 1.12 1.14 1.16 1.18 1.20

10

20

30

40

50

60

70

80

90

100

τ (iterp,s = τ min{iterp})

%problems

Performance profile

Solver1Solver2

Dolan, E. D and More, J. J. Benchmarking optimization software with performance profiles. MathematicalProgramming,91:201–213, 2002.

8 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Susana Rojas
Susana Rojas
Susana Rojas
Good Solver
Susana Rojas
Susana Rojas
Solution close to the best one
Susana Rojas
Susana Rojas
Best Solution
Susana Rojas
Not as good solver
Susana Rojas
Robustness
Susana Rojas
Page 13: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Benchmark set of topology optimization problems

Minimum compliance /minimum volume• Michell, Cantilever and MBB domains, respectively.

• Length ratio: Michell: 1 ⇥ 1, 2 ⇥ 1, and 3 ⇥ 1. Cantilever: 2 ⇥ 1, and 4 ⇥ 1. MBB: 1 ⇥ 2,1 ⇥ 4, 2 ⇥ 1, and 4 ⇥ 1.

• Discretization: 20, 40, 60, 80, 100 elements per ratio.• Volume constraint: 0.1 � 0.5.• Compliance constraint: 1, 1.25, 1.5 ⇥ C. Where C = fTK�1(t0)f.• Total Problems Compliance: 225.• Total Problems Volume: 135.

9 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Susana Rojas
Page 14: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Benchmark set of topology optimization problemsCompliant mechanism design• Force inverter, Compliant gripper, Amplifier, Compliant lever, and Crimper domain

examples, respectively.

• Length ratio: 1 ⇥ 1 and 2 ⇥ 1.• Volume constraint: 0.2 � 0.4• Discretization: 20, 40, 60, 80, 100 elements per ratio.• Total Problems Mechanism Design: 150.

10 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Susana Rojas
Page 15: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Performance profiles for minimum complianceproblems

Objective function value

1 1.02 1.04 1.06 1.08 1.1 1.12 1.14 1.16 1.18 1.20

10

20

30

40

50

60

70

80

90

100

τ

%problems

OCMMAGCMMAIPOPT NIPOPT SFMINCON NFMINCON SSNOPT NSNOPT S

Number of iterations

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 20

10

20

30

40

50

60

70

80

90

100

τ (log10)

%problems

OCMMAGCMMAIPOPT NIPOPT SFMINCON NFMINCON SSNOPT NSNOPT S

Performance profiles in a reduce test set of 121 instances.

Penalization of problems with KKT error higher than w = 1e � 3.

11 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Susana Rojas
Susana Rojas
Page 16: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Performance profiles for minimum complianceproblems

Objective function value

1 1.02 1.04 1.06 1.08 1.1 1.12 1.14 1.16 1.18 1.20

10

20

30

40

50

60

70

80

90

100

τ

%problems

OCMMAGCMMAIPOPT NIPOPT SFMINCON NFMINCON SSNOPT NSNOPT S

Number of iterations

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 20

10

20

30

40

50

60

70

80

90

100

τ (log10)

%problems

OCMMAGCMMAIPOPT NIPOPT SFMINCON NFMINCON SSNOPT NSNOPT S

Performance profiles in a reduce test set of 121 instances.

Penalization of problems with KKT error higher than w = 1e � 3.

12 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Susana Rojas
Susana Rojas
Susana Rojas
Page 17: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Performance profiles for compliant mechanism designproblems

Objective function value

1 1.02 1.04 1.06 1.08 1.1 1.12 1.14 1.16 1.18 1.20

10

20

30

40

50

60

70

80

90

τ

%problems

OCMMAGCMMAIPOPT NIPOPT SFMINCON NFMINCON SSNOPT NSNOPT S

Number of iterations

0 0.5 1 1.5 2 2.5 30

10

20

30

40

50

60

70

80

90

100

τ (log10)

%problems

OCMMAGCMMAIPOPT NIPOPT SFMINCON NFMINCON SSNOPT NSNOPT S

Performance profiles in a reduce test set of 124 instances.

Penalization of problems with KKT error higher than w = 1e � 3.

13 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Susana Rojas
Susana Rojas
Susana Rojas
Page 18: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Performance profiles for compliant mechanism designproblems

Objective function value

1 1.02 1.04 1.06 1.08 1.1 1.12 1.14 1.16 1.18 1.20

10

20

30

40

50

60

70

80

90

τ

%problems

OCMMAGCMMAIPOPT NIPOPT SFMINCON NFMINCON SSNOPT NSNOPT S

Number of iterations

0 0.5 1 1.5 2 2.5 30

10

20

30

40

50

60

70

80

90

100

τ (log10)

%problems

OCMMAGCMMAIPOPT NIPOPT SFMINCON NFMINCON SSNOPT NSNOPT S

Performance profiles in a reduce test set of 124 instances.

Penalization of problems with KKT error higher than w = 1e � 3.

14 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Susana Rojas
Susana Rojas
Susana Rojas
Page 19: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Performance profiles for minimum volume problems

Objective function value

1 1.02 1.04 1.06 1.08 1.1 1.12 1.14 1.16 1.18 1.20

10

20

30

40

50

60

70

80

90

100

τ

%problems

MMAGCMMAIPOPT NIPOPT SFMINCON NSNOPT N

Number of iterations

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.80

10

20

30

40

50

60

70

80

90

100

τ (log10)%

problems

MMAGCMMAIPOPT NIPOPT SFMINCON NSNOPT N

Performance profiles in a reduce test set of 64 instances.

Penalization of problems with KKT error higher than w = 1e � 3.

15 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Susana Rojas
Page 20: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Performance profiles for minimum volume problems

Objective function value

1 1.02 1.04 1.06 1.08 1.1 1.12 1.14 1.16 1.18 1.20

10

20

30

40

50

60

70

80

90

100

τ

%problems

MMAGCMMAIPOPT NIPOPT SFMINCON NSNOPT N

Number of iterations

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.80

10

20

30

40

50

60

70

80

90

100

τ (log10)%

problems

MMAGCMMAIPOPT NIPOPT SFMINCON NSNOPT N

Performance profiles in a reduce test set of 64 instances.

Penalization of problems with KKT error higher than w = 1e � 3.

16 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Susana Rojas
Page 21: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Conclusions• Important contributions.

• Develop a large topology optimization test set.• Introduction to performance profiles in topology optimization.• First extensive comparative study of the performance of the state-of-art topology

optimization methods with general non-linear optimization solvers.

• What is missing?• Large-scale problems, 3D domains, advance elements,...• Other regularization schemes.• Different formulations: Displacement constraint, stress constraints,...• More optimization solvers.• ...

• What can we conclude from the performance profiles?

• GCMMA outperforms MMA.• GCMMA and MMA tend to obtain a design with large

KKT error.• IPOPT-S produces better designs using few number

of iterations• IPOPT-S is the most robust solver in the study.• The SAND formulation requires lot of memory and

computational time.

17 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Page 22: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Conclusions• Important contributions.

• Develop a large topology optimization test set.• Introduction to performance profiles in topology optimization.• First extensive comparative study of the performance of the state-of-art topology

optimization methods with general non-linear optimization solvers.• What is missing?

• Large-scale problems, 3D domains, advance elements,...• Other regularization schemes.• Different formulations: Displacement constraint, stress constraints,...• More optimization solvers.• ...

• What can we conclude from the performance profiles?

• GCMMA outperforms MMA.• GCMMA and MMA tend to obtain a design with large

KKT error.• IPOPT-S produces better designs using few number

of iterations• IPOPT-S is the most robust solver in the study.• The SAND formulation requires lot of memory and

computational time.

17 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Page 23: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

Conclusions• Important contributions.

• Develop a large topology optimization test set.• Introduction to performance profiles in topology optimization.• First extensive comparative study of the performance of the state-of-art topology

optimization methods with general non-linear optimization solvers.• What is missing?

• Large-scale problems, 3D domains, advance elements,...• Other regularization schemes.• Different formulations: Displacement constraint, stress constraints,...• More optimization solvers.• ...

• What can we conclude from the performance profiles?

• GCMMA outperforms MMA.• GCMMA and MMA tend to obtain a design with large

KKT error.• IPOPT-S produces better designs using few number

of iterations• IPOPT-S is the most robust solver in the study.• The SAND formulation requires lot of memory and

computational time.

17 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014

Page 24: Benchmarking of optimization methods for topology ...orbit.dtu.dk/files/102117234/WCCM_presentation.pdf · Benchmarking of optimization methods for topology optimization problems

THANK YOU !!!

This research is funded by the Villum Foundation through the research project

Topology Optimization – the Next Generation (NextTop).18 DTU Wind Energy, Technical University of Denmark WCCM 2014 21.7.2014