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1 © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics July 13, 2004 July 13, 2004 Guest Lecture ESD.33 “IsoperformanceOlivier de Weck

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Page 1: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

1© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

July 13, 2004July 13, 2004

Guest Lecture ESD.33

“Isoperformance”

Olivier de Weck

Page 2: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

2© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Why not performance-optimal ?Why not performance-optimal ?

“The experience of the 1960’s has shown that formilitary aircraft the cost of the final increment ofperformance usually is excessive in terms of othercharacteristics and that the overall system must beoptimized, not just performance”

Ref: Current State of the Art of Multidisciplinary Design Optimization(MDO TC) - AIAA White Paper, Jan 15, 1991

Page 3: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

3© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Lecture OutlineLecture 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

Page 4: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

4© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Goal SeekingGoal Seeking

Page 5: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

5© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Excel: Tools – Goal SeekExcel: Tools – Goal Seek

Page 6: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

6© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Goal Seeking and Equality ConstraintsGoal 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:

Find all x such that

Page 7: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

7© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Goal Programming vs. IsoperformanceGoal Programming vs. Isoperformance

Page 8: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

8© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Isoperformance AnalogyIsoperformance Analogy

Page 9: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

9© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Isoperformance ApproachesIsoperformance Approaches

Page 10: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

10© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Bivariate Exhaustive Search (2D)Bivariate Exhaustive Search (2D)

Page 11: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

11© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Contour Following (2D)Contour Following (2D)

Page 12: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

12© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Progressive SplineProgressive SplineApproximation (III)Approximation (III)

Page 13: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

13© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Bivariate Algorithm Bivariate Algorithm ComparisonComparison

Page 14: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

14© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Multivariable Branch-and-BoundMultivariable Branch-and-Bound

Page 15: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

15© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Tangential Front FollowingTangential Front Following

Page 16: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

16© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Vector Spline ApproximationVector Spline Approximation

Page 17: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

17© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Multivariable AlgorithmMultivariable AlgorithmComparisonComparison

Page 18: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

18© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Graphics: Radar PlotsGraphics: Radar Plots

Page 19: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

19© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Nexus Case StudyNexus Case Study

Page 20: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

20© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Nexus Integrated ModelNexus Integrated Model

Page 21: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

21© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Nexus Block DiagramNexus Block Diagram

Page 22: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

22© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Initial Performance AssessmentInitial Performance AssessmentJJzz(p(poo))

Page 23: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

23© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Nexus SensitivityNexus SensitivityAnalysisAnalysis

Page 24: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

24© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

2D-Isoperformance Analysis2D-Isoperformance Analysis

Page 25: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

25© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Nexus MultivariableNexus MultivariableIsoperformance Isoperformance nnpp=10=10

Page 26: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

26© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Nexus Nexus Initial pInitial poo vs. Final Design p** vs. Final Design p** isoiso

Page 27: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

27© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Example: Baseball season has started

What determines success of a team ?

Pitching Batting

ERA RBI

Earned Run Average” “Runs Batted In”

How is success of team measured ?

Isoperformance with Stochastic DataIsoperformance with Stochastic Data

FS=Wins/Decisions

Page 28: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

28© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Raw DataRaw Data

Page 29: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

29© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Stochastic Isoperformance (I)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

Page 30: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

30© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

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[Ji] = a0+a1(x1,i)+a2(x2,i)+a12(x1,i - x1)(x2,i - x2) (1)

1.2 model fitting

General mean

E[FSi] = m + a(RBIi) + b(ERAi) +c(RBIi – RBI)(ERAi – ERA)

ModelModel

Used Matlabfminunc.m forOptimal surface fit

Baseball:

Obtain an expression for expected final standings (FSi) ofindividual Team i as a function of RBIi and ERAi

Page 31: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

31© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Fitted ModelFitted Model

Page 32: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

32© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Expected PerformanceExpected Performance

Page 33: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

33© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Expected PerformanceExpected 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 +zσr = .550 + 0.84(0.0493) = .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

From normaltable lookup

Error termfrom data

Page 34: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

34© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Get Isoperformance CurveGet Isoperformance Curve

Page 35: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

35© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

Stochastic IsoperformanceStochastic Isoperformance

Page 36: © Massachusetts Institute of Technology - Prof. de Weck and Prof. Willcox Engineering Systems Division and Dept. of Aeronautics and Astronautics 1 July

36© Massachusetts Institute of Technology - Prof. de Weck and Prof. WillcoxEngineering Systems Division and Dept. of Aeronautics and Astronautics

SummarySummary

‧ 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”.