CUED Publications database

Riemannian optimization and multidisciplinary design optimization

Bakker, C and Parks, GT (2016) Riemannian optimization and multidisciplinary design optimization. Optimization and Engineering, 17. pp. 663-693. ISSN 1389-4420

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© 2016, The Author(s). Riemannian Optimization (RO) generalizes standard optimization methods from Euclidean spaces to Riemannian manifolds. Multidisciplinary Design Optimization (MDO) problems exist on Riemannian manifolds, and with the differential geometry framework which we have previously developed, we can now apply RO techniques to MDO. Here, we provide background theory and a literature review for RO and give the necessary formulae to implement the Steepest Descent Method (SDM), Newton’s Method (NM), and the Conjugate Gradient Method (CGM), in Riemannian form, on MDO problems. We then compare the performance of the Riemannian and Euclidean SDM, NM, and CGM algorithms on several test problems (including a satellite design problem from the MDO literature); we use a calculated step size, line search, and geodesic search in our comparisons. With the framework’s induced metric, the RO algorithms are generally not as effective as their Euclidean counterparts, and line search is consistently better than geodesic search. In our post-experimental analysis, we also show how the optimization trajectories for the Riemannian SDM and CGM relate to design coupling and thereby provide some explanation for the observed optimization behaviour. This work is only a first step in applying RO to MDO, however, and the use of quasi-Newton methods and different metrics should be explored in future research.

Item Type: Article
Divisions: Div A > Energy
Depositing User: Cron Job
Date Deposited: 17 Jul 2017 19:34
Last Modified: 23 Nov 2017 03:42