Compromise between derivative-based and derivative-free optimization for nonsmooth and noisy dynamic responses

Makoto Yamakawa, Fred Van Keulen

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In structural design, nonsmooth and noisy responses are frequently encountered, e.g. for dynamic problems. It is well known, that for optimization of systems with nonsmooth and noisy responses, conventional derivative-based methods might not converge. On the contrary, the Direct Search Method (DSM), which is a derivative-free method, is a promising candidate providing global convergence even in nonsmooth optimization. DSM combines socalled poll steps, ensuring convergence, and search steps, improving efficiency. However, some derivatives may be smooth and easily available, i.e. inexpensive to calculate. Clearly, derivative-free methods ignore this valuable information, rendering them inefficient. To remedy this, we attempt a practical compromise between derivative-based and derivative-free methods by enhancing the DSM. The main ingredients of the proposed augmented DSM are: (i) a tangent cone which is identified efficiently by using derivatives of some, but not all, response functions, (ii) randomly generated poll directions in a tangent cone, (iii) Search steps facilitating a large flexibility, particularly for Kriging model with subset selection. The efficiency and robustness of the method is studied on a seismic design problem of a 10-story building model. The studied problem confirms the efficiency and robustness of the proposed method.

Original languageEnglish
Title of host publicationECCOMAS 2012 - European Congress on Computational Methods in Applied Sciences and Engineering, e-Book Full Papers
Pages8007-8020
Number of pages14
Publication statusPublished - 1 Dec 2012
Event6th European Congress on Computational Methods in Applied Sciences and Engineering, ECCOMAS 2012 - Vienna, Austria
Duration: 10 Sep 201214 Sep 2012

Publication series

NameECCOMAS 2012 - European Congress on Computational Methods in Applied Sciences and Engineering, e-Book Full Papers

Conference

Conference6th European Congress on Computational Methods in Applied Sciences and Engineering, ECCOMAS 2012
Country/TerritoryAustria
CityVienna
Period10/09/1214/09/12

Keywords

  • Derivative-free
  • Dynamic response
  • Nonsmooth function
  • Optimization
  • Sensitivities

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