constrained optimization algorithms

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DEVELOPMENT OF SEMI-STOCHASTIC ALGORITHM FOR OPTIMIZING ALLOY COMPOSITION OF HIGH- TEMPERATURE AUSTENITIC STAINLESS STEELS (H-SERIES) FOR DESIRED MECHANICAL PROPERTIES George S. Dulikravich MAIDO Institute, Mech. & Aero. Eng. Dept., Univ. of Texas at Arlington Igor N. Egorov IOSO Technology Center, Moscow, Russia Vinod K. Sikka and G. Muralidharan Oak Ridge National Laboratory, Tennessee Funded by DoE- Idaho Office and Army Research Office

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Page 1: Constrained optimization algorithms

DEVELOPMENT OF SEMI-STOCHASTIC ALGORITHM FOR OPTIMIZING

ALLOY COMPOSITION OF HIGH-TEMPERATURE AUSTENITIC

STAINLESS STEELS (H-SERIES) FOR DESIRED MECHANICAL PROPERTIES

George S. DulikravichMAIDO Institute, Mech. & Aero. Eng. Dept., Univ. of Texas at Arlington

Igor N. EgorovIOSO Technology Center, Moscow, Russia

Vinod K. Sikka and G. MuralidharanOak Ridge National Laboratory, Tennessee

Funded by DoE- Idaho Office and Army Research Office

Page 2: Constrained optimization algorithms

Ultimate ObjectivesUse and adapt an advanced semi-stochastic

algorithm for constrained multi-objective optimization and combine it with

experimental testing and verification to determine optimum concentrations of alloying elements in heat-resistant and corrosion-resistant H-Series austenitic

stainless steel alloys that will simultaneously maximize a number of alloy’s mechanical

and corrosion properties.

Page 3: Constrained optimization algorithms

The proposed algorithm also requires a minimized number of

alloy samples that need to be produced and experimentally tested thus minimizing the overall cost of

automatically designing high-strength and corrosion-resistant H-

Series austenitic alloys.

Page 4: Constrained optimization algorithms
Page 5: Constrained optimization algorithms

Why this approach?Because the existing theoretical

models for prediction and possible optimization of physical

properties are extremely complex, are not general, and

are still not reliable.

Page 6: Constrained optimization algorithms

Why optimization?Because brute-force

experimentation would require an enormous matrix of

experimental samples and data that would be too time-

consuming and too costly.

Page 7: Constrained optimization algorithms

Constrained optimization algorithms

• Gradient Search (DFP, SQP)

• Genetic Algorithms

• Simulated Annealing

• Simplex (Nelder-Mead)

• Differential Evolution Algorithm

• Self-adaptive Response Surface (IOSO) & NNA

Page 8: Constrained optimization algorithms

Why semi-stochastic optimization?

Because gradient-based optimization is incapable of solving such multi-extremal multi-objective constrained

problems.

Page 9: Constrained optimization algorithms

The self-adapting response surface formulation used in this optimizer

allows for incorporation of realistic non-smooth variations of

experimentally obtained data and allows for accurate interpolation of

such data.

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Page 12: Constrained optimization algorithms

The main benefits of this algorithm are its outstanding reliability in avoiding local minimums, its computational speed, and a

significantly reduced number of required experimentally evaluated alloy samples as compared to more traditional optimizers like genetic

algorithms.

Page 13: Constrained optimization algorithms

Parallel Computer of a “Beowulf” type• Based on commodity hardware and public domain software• 16 dual Pentium II 400 MHz and 11 dual Pentium 500 MHz based

PC’s• Total of 54 processors and 10.75 GB of main memory • 100 Megabits/second switched Ethernet using MPI and Linux • Compressible NSE solved at 1.55 Gflop/sec with a LU SSOR solver

on a 100x100x100 structured grid on 32 processors (like a Cray-C90)

Page 14: Constrained optimization algorithms

How does this apply to alloys?Although of general applicability, the IOSO will be demonstrated on the optimization of the chemical composition of H-Series stainless steels based on Fe-Cr-Ni ternary.

Page 15: Constrained optimization algorithms

How does it work?1. Start with as large set of

reliable experimental data for the same general class of

arbitrary alloys as you can find anywhere. Response surfaces are then created that are based

on these experimental data

Page 16: Constrained optimization algorithms
Page 17: Constrained optimization algorithms

How is additional data created?Artificial neural networks (ANN)

were used for creating the response surfaces. We also used radial-basis functions that were

modified for the specifics of this optimization research.

Page 18: Constrained optimization algorithms

Summary of the technical approachEvery iteration of multi-objective

optimization consists of:1. Constructing and training the ANN1 for a given set of experimental points.

2. Using ANN1 to create additional data points. Thus, ANN1 is doing what is usually done by complex constitutive

models and expensive experimentation.

Page 19: Constrained optimization algorithms

3. Determining a subset of experimental points that are the closest to P1 points in

the space of design variables.4. Training the ANN2 so that it gives the

best predictions when applied to the obtained subset of experimental points .

5. Carrying out multi-objective optimization using ANN2 and obtaining

the pre-defined number of Pareto-optimal solutions P2.

Page 20: Constrained optimization algorithms

Design variablesAs the independent design variables for this problem we considered the

percentage of following components:

C, Mn, Si, Ni, Cr, N. Ranges of their variation were set in

accordance with lower and upper bounds of the available set of

experimental data.

Page 21: Constrained optimization algorithms
Page 22: Constrained optimization algorithms

Multiple simultaneous objectivesThe main objective was maximizing the strength of the H-series steel after 100 hours under the temperature of 1800 F. Additional three objectives were to simultaneously minimize the percentages of Mn, Ni, Cr. Thus, the multi-objective optimization problem had 6 independent design variables and 4 simultaneous objectives. We defined the desirable number of Pareto optimal solutions as 10 points.

Page 23: Constrained optimization algorithms
Page 24: Constrained optimization algorithms

Accuracy of neural network ANN1

Page 25: Constrained optimization algorithms

Accuracy of neural network ANN2

Page 26: Constrained optimization algorithms
Page 27: Constrained optimization algorithms
Page 28: Constrained optimization algorithms
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Page 31: Constrained optimization algorithms

An Example of Stochastic Multi-Objective

Constrained Optimization of a Large Experimental Dataset

Sumultaneously:1. Maximize PSI

2. Maximize HOURS3. Maximize TEMP

Page 32: Constrained optimization algorithms

Critical issuesExisting publicly available experimental data base is

practically non-existent. It needs to be expanded as much as

possible and well documented in order to minimize the number of

future experiments needed.

Page 33: Constrained optimization algorithms

Fig. 1. Distribution of percentage of sulfur (S)

in database alloys.

0.000

0.010

0.020

0.030

0.040

0.050

0.060

0.070

0.080

1 16 31 46 61 76 91 106 121 136 151 166

Page 34: Constrained optimization algorithms

Multi-objective optimization based on a 158 point experimental dataset

Page 35: Constrained optimization algorithms

Fig.2. Results of Problem No.1 solution in

objectives’ space.

2000 4000 6000 8000 10000

PSI

2000

4000

6000

8000

10000H

OU

RS

Page 36: Constrained optimization algorithms

Fig.3. Interdependence of optimization

objectives for Pareto set.

2000 4000 6000 8000 10000

PSI

2000

4000

6000

8000

10000

HO

UR

S

Page 37: Constrained optimization algorithms

Fig. 4. Sets of Pareto optimal solutions of

problems 2-6.

2000 4000 6000 8000 10000

P S I

0

4000

8000

12000

HO

UR

S

2 - T>=1600

3 - T>=1800

4 - T>=1900

5 - T>=2000

6 - T>=2050

Page 38: Constrained optimization algorithms

0 0.1 0.2 0.3 0.4 0.5 0.6

C ,%

0

2

4

6

0 0.004 0.008 0.012 0.016

S ,%

0

2

4

6

0.005 0.01 0.015 0.02 0.025 0.03 0.035

P ,%

0

2

4

6

15 20 25 30 35 40

C r,%

0

2

4

6

0 - EXPER IM EN TAL D ATA R AN G E

1 - 3-C R ITER IA O PTIM IZATIO N

2 - T>=1600

3 - T>=1800

4 - T>=1900

5 - T>=2000

6 - T>=2050

Page 39: Constrained optimization algorithms

1 0 2 0 3 0 4 0 5 0 6 0

N i , %

0

2

4

6

0 . 4 0 . 8 1 . 2 1 . 6 2M n , %

0

2

4

6

0 0 . 5 1 1 . 5 2 2 . 5

S i , %

0

2

4

6

0 0 . 0 4 0 . 0 8 0 . 1 2 0 . 1 6

C u , %

0

2

4

6

0 - E X P E R I M E N T A L D A T A R A N G E

1 - 3 - C R I T E R I A O P T I M I Z A T I O N

2 - T > = 1 6 0 0

3 - T > = 1 8 0 0

4 - T > = 1 9 0 0

5 - T > = 2 0 0 0

6 - T > = 2 0 5 0

Page 40: Constrained optimization algorithms

0 0.04 0.08 0.12 0.16

M o,%

0

2

4

6

0 0.04 0.08 0.12Pb,%

0

2

4

6

0 0.1 0.2 0.3 0.4

C o,%

0

2

4

6

0 0.4 0.8 1.2 1.6

C b,%

0

2

4

6

0 - EXPER IM EN TAL D ATA R AN G E

1 - 3-C R ITER IA O PTIM IZATIO N

2 - T>=1600

3 - T>=1800

4 - T>=1900

5 - T>=2000

6 - T>=2050

Page 41: Constrained optimization algorithms

0 0.1 0 .2 0 .3 0 .4 0 .5

W ,%

0

2

4

6

0 0.002 0.004 0.006S n,%

0

2

4

6

0 0.02 0.04 0.06 0.08

A l,%

0

2

4

6

0 0.004 0.008 0.012 0.016

Zn,%

0

2

4

6

0 - E X P E R IM E N TA L D A TA R A N G E

1 - 3-C R ITE R IA O P TIM IZA TIO N

2 - T>=1600

3 - T>=1800

4 - T>=1900

5 - T>=2000

6 - T>=2050

Page 42: Constrained optimization algorithms

GoalsGoalsThe final outcome of the project

will be the ability of H-Series stainless steel producers and users

to predict either the alloy compositions for desired

properties or properties of given alloy compositions.

Page 43: Constrained optimization algorithms

Potential payoffSuch capability will have economic

benefit of using the correct alloy compositions and large energy

savings through process improvement by the use of

optimized alloys.

Page 44: Constrained optimization algorithms

CommercializationAfter the first year, a ready-to-use commercialized version of

the single-property alloy-composition optimization

software will be licensed to U.S. industry and government

laboratories.

Page 45: Constrained optimization algorithms

Future plans1. Create larger experimental data sets

from the available publications2. Incorporate more design variables

(chemical elements)in the multi-objective optimization

3. Add additional objectives (tensile stress, corrosion resistance, cost of the

material) to the set of multiple simultaneous objectives.