July 13, 2004 Guest Lecture ESD.33 “Isoperformance” Olivier de Weck 1 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Why not performance-optimal ? “The experience of the 1960’s has shown that for military aircraft the cost of the final increment of performance usually is excessive in terms of other characteristics and that the overall system must be optimized, not just performance” Ref: Current State of the Art of Multidisciplinary Design Optimization (MDO TC) - AIAA White Paper, Jan 15, 1991 TRW Experience Industry designs not for optimal performance, but according to targets specified by a requirements document or contract - thus, optimize design for a set of GOALS. 2 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Lecture Outline • Motivation - why isoperformance ? • Example: Goal Seeking in Excel • Case 1: Target vector T in Range = Isoperformance • Case 2: Target vector T out of Range = Goal Programming • Application to Spacecraft Design • Stochastic Example: Baseball Target Vector T x Forward Perspective What is J ? Choose x Backward Perspective Choose J 3 What x satisfy this? © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics J Goal Seeking max(J) J xi ,iso T=Jreq min(J) xi , LB 4 * max x * min x xi ,UB xi © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Excel: Tools – Goal Seek Excel - example J=sin(x)/x 1.2 1 0.8 J 0.6 0.4 0.2 4 2 5. 6 6 3. 4. 2 8 1. 2. 4 2 0. -2 -1 .2 -0 .4 -0.2 -5 .2 -4 .4 -3 .6 -2 .8 -6 0 -0.4 x sin(x)/x - example • single variable x • no solution if T is out of range 5 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Goal Seeking and Equality Constraints • Goal Seeking – is essentially the same as finding the set of points x that will satisfy the following “soft” equality constraint on the objective: J x J req Find all x such that dH J req Example Target Vector: 6 J req ( x) ª msat º ª 1000kg º « R » { «1.5Mbps » « data » « » «¬ Csc »¼ «¬ 15M $ »¼ Target mass Target data rate Target Cost © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Goal Programming vs. Isoperformance Decision Space (Design Space) x2 c2 S x1 J3 x3 x2 Criterion Space (Objective Space) J2 J2 Z T1 x4 J2 J1 Case 1: The target (goal) vector is in Z - usually get non-unique solutions = Isoperformance Case 2: The target (goal) vector is not in Z - don’t get a solution - find closest = Goal Programming 7 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics T2 J1 Isoperformance Analogy Analogy: Sea Level Pressure [mbar] Chart: 1600 Z, Tue 9 May 2000 Non-Uniqueness of Design if n > z Performance: Buckling Load Constants: l=15 [m], c=2.05 PE Variable Parameters: E, I(r) Requirement: PE , REQ cS 2 EI l2 1000 metric tons Solution 1: V2A steel, r=10 cm , E=19.1e+10 Solution 2: Al(99.9%), r=12.8 cm, E=7.1e+10 PE c 1008 2r 1012 Bridge-Column 1012 L 1008 1008 1016 l 1012 L 1012 E,I 8 Isobars = Contours of Equal Pressure Parameters = Longitude and Latitude 1012 H L 1016 1012 1004 1008 1012 1016 1012 1008 Isoperformance Contours = Locus of constant system performance Parameters = e.g. Wheel Imbalance Us, Support Beam Ixx, Control Bandwidth Zc © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Isoperformance Approaches (a) deterministic I soperformance Approach Deterministic System Model Jz,req Design A Design C Isoperformance Algorithms Jz,req Design B (b) stocha stic I soperformance Approach 90% Design A Design B Jz,req 80% Empirical Isoperformance System Algorithms Model Empirical Isoperformance System Model Algorithms Design Space Ind 1 2 3 x y Jz 0.75 9.21 17.34 0.91 3.11 8.343 ...... ...... ...... 50% Statistical Data Jz,req 9 P(Jz) © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Bivariate Exhaustive Search (2D) “Simple” Start: Bivariate Isoperformance Problem Performance J z ( x1 , x2 ) : z 1 Variables x j , j 1, 2 : n Number of points along j-th axis: 2 nj x2 x1 10 First Algorithm: Exhaustive Search coupled with bilinear interpolation ª x j ,UB x j , LB º « » ' x « » Can also use standard contouring code like MATLAB contourc.m © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Contour Following (2D) k-th isoperformance point: Taylor series expansion 1 T J z ( x ) J 'x 'x H xk 'x H.O.T. 2 k J z ( x) T z xk first order term J zT t k p k Dk nk ª0 1º k «1 0 » n ¬ ¼ tk: tangential step direction k+1-th isoperformance point: 11 second order term 'x { 0 J z J z p k J z ª W J z ,req T tk H «2 ¬ 100 1/ 2 xk tk H: Hessian Dk : Step size 'x D k t k x k 'x 1 º » ¼ x k 1 J z ,req Demo xk x k 1 x k 1 ª wJ z º « wx » « 1» « wJ z » « wx » ¬ 2¼ t k © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics nk Progressive Spline Approximation (III) (b) t=1 • • First find iso-points on boundary Then progressive spline approximation via segment-wise bisection Makes use of MATLAB spline toolbox , e.g. function csape.m • piso t 6 Pl t t=0 12 ª f1 t º « » f t ¬ 2 ¼ t > 0,1@ 6 Pl t > a, b @ (a) Demo ª xiso ,1 t º « » x t ¬ iso ,2 ¼ Use cubic splines: k=4 f j ,l t k i t ] l c , t ] !] > l l 1 @ ¦ k i ! j ,l , k i 1 k © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Bivariate Algorithm Comparison Metric Exhaustive Search (I) Contour Spline Follow (II) Approx (III) FLOPS 2,140,897 783,761 377,196 CPU time [sec] 1.15 0.55 0.33 Tolerance W 1.0% 1.0% 1.0% Actual Error Jiso 0.057% 0.347% 0.087% # of isopoints 35 45 7 x 10 Isoperformance Quality Metric 13 1/ 2 º » » » »¼ Performance RMS z m biso 2 Conclusions: (I) most general but expensive (II) robust, but requires guesses (III) most efficient, but requires monotonic performance Jz Quality of Isoperformance Solution Plot 8.2 “Normalized Error” ª niso J z xiso ,k J z ,req 100 « ¦ «r 1 J z ,req « niso «¬ -4 Results for SDOF Problem Normalized Error : 0.34685 [%] Allowable Error: 1 [%] 8.15 8.1 8.05 8 7.95 7.9 correction step 7.85 7.8 0 5 10 15 20 25 30 35 Isoperformance Solution Number © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 40 45 Multivariable Branch-and-Bound Exhaustive Search requires np-nested loops -> NP-cost: e.g. ª xUB , j xLB , j º » « 'x j 1« » j np N Branch-and-Bound only retains points/branches which meet the condition: ª J z xi t J z ,req t J z x j º ª J z xi d J z ,req d J z x j º ¬ ¼ ¬ ¼ Expensive for small tolerance W Need initial branches to be fine enough 14 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Tangential Front Following U U 6V T ª¬u1 " unz º¼ zxz 0nz x ( n p nz ) º¼ 6 = ª¬diag V 1 " V nz wJ z º ª wJ1 « wx wx1 » 1 « » « # % # » « » J J w w z » « 1 «¬ wxn wx »¼ J zT J z zxn V ª º «v1 " vz vz 1 " vn » » « nullspace ¬ column space ¼ 'x D E1vz 1 ! E n z vn DVt E V2 SVD of Jacobian provides V-matrix V-matrix contains the orthonormal vectors of the nullspace. Isoperformance set I is obtained by following the nullspace of the Jacobian ! 15 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics V1 Vector Spline Approximation Tangential front following is more efficient than branch-and-bound but can still be expensive for np large. Centroid Idea: Find a representative subset off all isoperformance points, which are different from other. B 600 500 control corner “Frame-but-not-panels” analogy in construction Vector Spline Approximation of Isoperformance Set 400 300 200 100 0 Algorithm: 50 1. Find Boundary (Edge) Points 2. Approximate Boundary curves 3. Find Centroid point 4. Approximate Internal curves 16 A 60 1 2 40 30 3 20 10 disturbance corner Isoperformance Boundary Curves 4 5 mass Isoperformance Boundary Points © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Multivariable Algorithm Comparison Challenges if np > 2 Problem Size: • Computational complexity as a function of [ nz nd np ns ] • Visualization of isoperformance set in np-space Table: Multivariable Algorithm Comparison for SDOF (np=3) Metric MFLOPS Exhaustive Search 6,163.72 Branch-andBound 891.35 Tang Front Following 106.04 V- Spline Approx 1.49 CPU [sec] 5078.19 498.56 69.59 4.45 Error Yiso 0.87 % 2.43% 0.22% 0.42% 2073 7421 4999 20 z = # of performances d = # of disturbances n = # of variables # of points From Complexity Theory: Asymptotic Cost Exhaustive Search: ns = # of states Branch-and-Bound: [FLOPS] log J exs o n p log D 3log ns c log J bab o ng n p log 2 log E 3log ns c Tang Front Follow: log J tff o n p nz log J log 1 nz 3log ns c V-Spline Approx: log J vsa o n p log 2 3log ns log(nz +1)+c Conclusion: Isoperformance problem is non-polynomial in np 17 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Graphics: Radar Plots Disturbance corner Zd 6.2832 21.3705 Oscillator mass m 5.0000 0.5000 Optical control bw Zo 186.5751 628.3185 For np >3 B A Multi-Dimensional Comparison of Isoperformance Points m 5 kg Interested in low COM pairs A B Cross Orthogonality Matrix COM (i, j ) 18 Zd piso ,i piso , j piso ,i piso , j Zo 628.3 rad/sec © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 62.8 rad/sec Nexus Case Study on-orbit configuration Purpose of this case study: Pro/E models © NASA GSFC Nexus Spacecraft Concept Demonstrate the usefulness of Isoperformance on a realistic conceptual design model of a high-performance spacecraft OTA launch configuration The following results are shown: Sunshield • Integrated Modeling • Nexus Block Diagram • Baseline Performance Assessment • Sensitivity Analysis • Isoperformance Analysis (2) Deployable • Multiobjective Optimization PM petal • Error Budgeting Details are contained in CH7 19 Delta II Fairing Instrument Module 0 1 meters NGST Precursor Mission 2.8 m diameter aperture Mass: 752.5 kg Cost: 105.88 M$ (FY00) Target Orbit: L2 Sun/Earth Projected Launch: 2004 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 2 Nexus Integrated Model Legend: Design Parameters (I/O Nodes) Spacecraft bus (84) m_bus sunshield I_ss Instrument (207) Cassegrain Telescope: 8 m2 solar panel RWA and hex isolator (79-83) K_rISO 2 fixed PM petals (149,169) K_yPM Z X PM (2.8 m) PM f/# 1.25 SM (0.27 m) f/24 OTA Y deployable PM petal (129) K_zpet Structural Model (FEM) (Nastran, IMOS) 20 SM spider t_sp SM (202) m_SM :, ) © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Nexus Block Diagram Number of performances: nz=2 Number of design parameters: np=25 Number of states ns= 320 Number of disturbance sources: nd=4 Inputs RWA Noise NEXUS Plant Dynamics WFE physical Sensitivity [m] 30 dofs K [m,rad] Outputs 24 Out1 [N,Nm] 3 Out1 Mux 30 x' = Ax+Bu y = Cx+Du [N] 36 3 Demux 3 3 [Nm] [nm] In1 Out1 WFE Performance 1 Performance 2 Centroid Sensitivity K Cryo Noise RMMS LOS WFE [microns] 2 2 Demux [m] -K- m2mic Attitude Control Torques 2 3 rates x' = Ax+Bu y = Cx+Du 8 3 Mux Out1 Angles 2 [rad] 21 K [rad] ACS Controller [m] Centroid [rad/sec] FSM Coupling x' = Ax+Bu y = Cx+Du FSM Controller Measured Centroid 2 Out1 [m] GS Noise ACS Noise K desaturation signal gimbal angles FSM Plant © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 2 [rad] Initial Performance Assessment Jz(po) RSS [ Pm] Results Lyap/Freq Jz,1 (RMMS WFE) Jz,2 (RSS LOS) 25.61 15.51 Cumulative RSS for LOS 20 10 requirement 0 -1 10 0 1 10 2 10 10 Frequency [Hz] 23.1 Hz Time [nm] [Pm] 19.51 14.97 Centroid Jitter on Focal Plane [RSS LOS] Critical Mode 40 0 10 Freq Domain Time Domain -5 10 -1 0 10 1 10 2 10 10 Cent x Signal [Pm] Frequency [Hz] 22 1 pixel T=5 sec Centroid Y [Pm] PSD [ Pm2/Hz] 60 20 0 14.97 Pm -20 50 -40 0 -50 5 Requirement: Jz,2=5 Pm 6 7 8 9 10 -60 -60 -40 -20 0 20 Centroid X [Pm] Time [sec] © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 40 60 Nexus Sensitivity Analysis Srg Sst Tgs m_SM K_yPM K_rISO Srg Sst Tgs m_SM K_yPM K_rISO m_bus K_zpet t_sp I_ss I_propt zeta lambda m_bus K_zpet t_sp I_ss I_propt zeta lambda Ro QE Mgs fca Kc Kcf Ro QE Mgs fca Kc Kcf analytical finite difference -0.5 0 po 23 0.5 1 1.5 /Jz,1,o *w Jz,1 /w p Graphical Representation of Jacobian evaluated at design po, normalized for comparison. J z plant parameters Ru Us Ud fc Qc Tst Design Parameters Ru Us Ud fc Qc Tst disturbance parameters Norm Sensitivities: RSS LOS -0.5 0 po 0.5 1 1.5 /Jz,2,o *w Jz,2 /w p control optics params params Norm Sensitivities: RMMS WFE ª wJ z ,1 « wRu « po « " J z ,o « « wJ z ,1 « wK ¬ cf wJ z ,2 º » wRu » " » » wJ z ,2 » wK cf »¼ RMMS WFE most sensitive to: Ru - upper op wheel speed [RPM] Sst - star track noise 1V [asec] K_rISO - isolator joint stiffness [Nm/rad] K_zpet - deploy petal stiffness [N/m] RSS LOS most sensitive to: Ud - dynamic wheel imbalance [gcm2] K_rISO - isolator joint stiffness [Nm/rad] zeta - proportional damping ratio [-] Mgs - guide star magnitude [mag] Kcf - FSM controller gain [-] © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 2D-Isoperformance Analysis joint isolator strut Isoperformance contour for RSS LOS : Jz,req = 5 Pm Parameter Bounding Box 10000 K_rISO RWA isolator joint stiffness [Nm/rad] K_rISO [Nm/rad] CAD Model Ud=mrd [gcm2] Z E-wheel m m d 9000 60 20 8000 120 160 7000 60 120 6000 60 5000 20 Initial design 4000 HST 3000 20 p o 5 2000 10 test 1000 spec 5 0 0 10 Ud 20 30 40 50 60 dynamic wheel imbalance 70 80 [gcm2] r 24 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 90 Nexus Multivariable Qc 0.025 [-] Isoperformance n =10 p Pareto-Optimal Designs p Ud * iso 2 90 [gcm ] Cumulative RSS for LOS Design A 2.7 [gcm] 6 RMS [Pm] Us Tgs 0.4 [sec] Best “mid-range” compromise 4 2 0 Design B K ISO r Ru 3850 [RPM] 5000 [Nm/rad] 0 2 10 10 Frequency [Hz] Smallest FSM control gain K pet Design C Kcf z 18E+08 [N/m] 1E+06 [-] t p s 0.005 [m] Smallest performance uncertainty Mgs 20 [mag] Jz,1 25 Design A Design B Design C -5 10 0 2 10 Performance A: min(Jc1) B: min(Jc2) C: min(Jr1) PSD [ Pm2/Hz] 0 10 20.0000 20.0012 20.0001 Jz,2 5.2013 5.0253 4.8559 Cost and Risk Objectives Jc,1 Jc,2 0.6324 0.8960 1.5627 0.4668 0.0017 1.0000 10 Frequency [Hz] Jr,1 +/- 14.3218 % +/- 8.7883 % +/- 5.3067 % © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Nexus Initial po vs. Final Design p**iso +Y secondary hub +Z SM +X SM Spider Support Spider wall thickness tsp Dsp Deployable segment Parameters Ru Us Ud Qc Tgs KrISO Kzpet tsp Mgs Kcf Improvements are achieved by a well balanced mix of changes in the disturbance parameters, structural redesign and increase in control gain of the FSM fine pointing loop. 26 Centroid Y Kzpet 50 40 30 20 10 0 -10 -20 -30 -40 -50 Initial 3000 1.8 60 0.005 0.040 3000 0.9E+8 0.003 15 2E+3 Final 3845 1.45 47.2 0.014 0.196 2546 8.9E+8 0.003 18.6 4.7E+5 T=5 sec Pm [RPM] [gcm] [gcm2] [-] [sec] [Nm/rad] [N/m] [m] [Mag] [-] Centroid Jitter on Focal Plane [RSS LOS] Initial: 14.97 Final: 5.155 -50 0 50 Centroid X © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Isoperformance with Stochastic Data Example: Baseball season has started What determines success of a team ? Pitching Batting ERA “Earned Run Average” RBI “Runs Batted In” How is success of team measured ? 27 FS= Wins/Decisions © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Raw Data Team results for 2000, 2001 seasons: RBI,ERA,FS 28 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Stochastic Isoperformance (I) Step-by-step process for obtaining (bivariate) isoperformance curves given statistical data: Starting point, need: - Model - derived from empirical data set - (Performance) Criterion - Desired Confidence Level 29 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Model Step 1: Obtain an expression from model for expected performance of a “system” for individual design i as a function of design variables x1,I and x2,i 1.1 assumed model E > J i @ a0 a1 x1,i a2 x2,i a12 x1,i x1 x 2, i x2 (1) 1.2 model fitting General mean ao 1 N Used Matlab fminunc.m for optimal surface fit N ¦J j j 1 Baseball: Obtain an expression for expected final standings (FSi) of individual Team i as a function of RBIi and ERAi E > FSi @ m a RBI i b ERAi c RBI i RBI 30 ERA ERA i © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Fitted Model Coefficients: ao=0.7450 a1=0.0321 a2=-0.0869 a12= -0.0369 RMSE: Error Ve= 0.0493 31 Error Distribution © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Expected Performance Step 2: Determine expected level of performance for design i such that the probability of adequate performance is equal to specified confidence level E > Ji @ )z J req zV H Error Term (total variance) Required performance level Confidence level normal variable z (Lookup Table) Specify z 32 )z (2) 1 2S z ³e z2 2 dz f © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Expected Performance Baseball: Performance criterion - User specifies a final desired standing of FSi=0.550 Confidence Level - User specifies a .80 confidence level that this is achieved Spec is met if for Team i: E > FSi @ .550 zV r From normal table lookup Error term from data .550 0.84 0.0493 0.5914 If the final standing of team i is to equal or exceed .550 with a probability of .80, then the expected final standing for Team i must equal 0.5914 33 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Get Isoperformance Curve Step 3: J req zV r Put equations (1) and (2) together E > J i @ a0 a1 x1,i a2 x2,i a12 x1,i x1 x Two sample statistics: x1 , x 2 Then rearrange: Baseball: 34 RBI i Equation for isoperformance curve x2,i x1,i and x2,i f x1,i .5914 m bERAi cRBI ERAi ERA a c ERAi ERA x2 (3) Four constant parameters: ao , a1 , a2 , a12 Two design variables: 2, i © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Stochastic Isoperformance This is our desired tradeoff curve 35 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics Summary • Isoperformance fixes a target level of “expected” performance and finds a set of points (contours) that meet that requirement • Model can be physics-based or empirical • Helps to achieve a “balanced” system design, rather than an “optimal design”. 36 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics