Skip to main content
Log in

Topology optimization under uncertainty using a stochastic gradient-based approach

  • Research Paper
  • Published:
Structural and Multidisciplinary Optimization Aims and scope Submit manuscript

Abstract

Topology optimization under uncertainty (TOuU) often defines objectives and constraints by statistical moments of geometric and physical quantities of interest. Most traditional TOuU methods use gradient-based optimization algorithms and rely on accurate estimates of the statistical moments and their gradients, e.g., via adjoint calculations. When the number of uncertain inputs is large or the quantities of interest exhibit large variability, a large number of adjoint (and/or forward) solves may be required to ensure the accuracy of these gradients. The optimization procedure itself often requires a large number of iterations, which may render TOuU computationally expensive, if not infeasible. To tackle this difficulty, we here propose an optimization approach that generates a stochastic approximation of the objective, constraints, and their gradients via a small number of adjoint (and/or forward) solves, per optimization iteration. A statistically independent (stochastic) approximation of these quantities is generated at each optimization iteration. The total cost of this approach is only a small factor larger than that of the corresponding deterministic topology optimization problem. We incorporate the stochastic approximation of objective, constraints, and their design sensitivities into two classes of optimization algorithms. First, we investigate the stochastic gradient descent (SGD) method and a number of its variants, which have been successfully applied to large-scale optimization problems for machine learning. Second, we study the use of the proposed stochastic approximation approach within conventional nonlinear programming methods, focusing on the globally convergent method of moving asymptotes (GCMMA). The performance of these algorithms is investigated with structural design optimization problems utilizing a solid isotropic material with penalization (SIMP), as well as an explicit level set method. These investigations, conducted on both two- and three-dimensional structures, illustrate the efficacy of the proposed stochastic gradient approach for TOuU applications.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8
Fig. 9
Fig. 10
Fig. 11
Fig. 12
Fig. 13
Fig. 14
Fig. 15
Fig. 16
Fig. 17
Fig. 18
Fig. 19
Fig. 20
Fig. 21
Fig. 22

Similar content being viewed by others

References

  • Alvarez F, Carrasco M (2005) Minimization of the expected compliance as an alternative approach to multiload truss optimization. Struct Multidiscip Optim 29(6):470–476

    MathSciNet  MATH  Google Scholar 

  • Andreassen E, Clausen A, Schevenels M, Lazarov BS, Sigmund O (2011) Efficient topology optimization in MATLAB using 88 lines of code. Struct Multidiscip Optim 43(1):1–16

    MATH  Google Scholar 

  • Asadpoure A, Tootkaboni M, Guest JK (2011) Robust topology optimization of structures with uncertainties in stiffness – application to truss structures. Comput Struc 89(11-12):1131–1141

    Google Scholar 

  • Bae K-R, Wang S (2002) Reliability-based topology optimization. In: 9th AIAA/ISSMO symposium on multidisciplinary analysis and optimization, p 5542

  • Bendsøe MP (1989) Optimal shape design as a material distribution problem. Struct Optim 1 (4):193–202

    Google Scholar 

  • Beyer H-G, Sendhoff B (2007) Robust optimization–a comprehensive survey. Comput Methods Appl Mech Eng 196(33-34):3190– 3218

    MathSciNet  MATH  Google Scholar 

  • Blatman G, Sudret B (2010) An adaptive algorithm to build up sparse polynomial chaos expansions for stochastic finite element analysis. Probabilist Eng Mech 25(2):183–197

    Google Scholar 

  • Bottou L (2010) Large-scale machine learning with stochastic gradient descent. In: Proceedings of COMPSTAT 2010. Springer, pp 177–186

  • Bottou L (2012) Stochastic gradient descent tricks. In: Neural networks: tricks of the trade. Springer, pp 421–436

  • Bottou L, Curtis FE, Nocedal J (2018) Optimization methods for large-scale machine learning. SIAM Rev 60(2):223–311

    MathSciNet  MATH  Google Scholar 

  • Bourdin B (2001) Filters in topology optimization. Int J Numer Methods Eng 50(9):2143–2158

    MathSciNet  MATH  Google Scholar 

  • Bruns TE, Tortorelli DA (2001) Topology optimization of non-linear elastic structures and compliant mechanisms. Comput Methods Appl Mech Eng 190(26-27):3443–3459

    MATH  Google Scholar 

  • Burman E, Hansbo P (2014) Fictitious domain methods using cut elements: III. A stabilized Nitsche method for Stokes’ problem. ESAIM: Math Model Numer Anal 48(3):859–874

    MathSciNet  MATH  Google Scholar 

  • Chen S, Chen W (2011) A new level-set based approach to shape and topology optimization under geometric uncertainty. Struct Multidiscip Optim 44(1):1–18

    MathSciNet  MATH  Google Scholar 

  • Chen S, Chen W, Lee S (2010) Level set based robust shape and topology optimization under random field uncertainties. Struct Multidiscip Optim 41(4):507–524

    MathSciNet  MATH  Google Scholar 

  • Collins MD, Kohli P (2014) Memory bounded deep convolutional networks. arXiv:1412.1442

  • Conti S, Held H, Pach M, Rumpf M, Schultz R (2009) Shape optimization under uncertainty – a stochastic programming perspective. SIAM J Optim 19(4):1610–1632

    MathSciNet  MATH  Google Scholar 

  • Deaton JD, Grandhi RV (2014) A survey of structural and multidisciplinary continuum topology optimization: post 2000. Struct Multidiscip Optim 49(1):1–38

    MathSciNet  Google Scholar 

  • Doostan A, Owhadi H (2011) A non-adapted sparse approximation of PDEs with stochastic inputs. J Comput Phys 230(8):3015–3034

    MathSciNet  MATH  Google Scholar 

  • Doostan A, Owhadi H, Lashgari A, Iaccarino G (2009) Non-adapted sparse approximation of PDEs with stochastic inputs. Technical Report Annual Research Brief, Center for Turbulence Research, Stanford University

  • Duchi J, Hazan E, Singer Y (2011) Adaptive subgradient methods for online learning and stochastic optimization. J Mach Learn Res 12(Jul):2121–2159

    MathSciNet  MATH  Google Scholar 

  • Dunning PD, Kim HA (2013) Robust topology optimization: minimization of expected and variance of compliance. AIAA J 51(11):2656–2664

    Google Scholar 

  • Dunning PD, Kim HA, Mullineux G (2011) Introducing loading uncertainty in topology optimization. AIAA J 49(4):760–768

    Google Scholar 

  • Eldred MS, Elman HC (2011) Design under uncertainty employing stochastic expansion methods. Int J Uncertain Quantif 1(2)

  • Eom Y-S, Yoo K-S, Park J-Y, Han S-Y (2011) Reliability-based topology optimization using a standard response surface method for three-dimensional structures. Struct Multidiscip Optim 43(2):287–295

    MATH  Google Scholar 

  • Ghanem RG, Spanos PD (2003) Stochastic finite elements: a spectral approach. Dover Publications

  • Griva I, Nash SG, Sofer A (2009) Linear and nonlinear optimization. SIAM, Philadelphia

    MATH  Google Scholar 

  • Guest JK, Igusa T (2008) Structural optimization under uncertain loads and nodal locations. Comput Methods Appl Mech Eng 198(1):116–124

    MathSciNet  MATH  Google Scholar 

  • Guo X, Zhang W, Zhong W (2014) Doing topology optimization explicitly and geometrically – a new moving morphable components based framework. J Appli Mech 81(8):081009

    Google Scholar 

  • Haldar A, Mahadevan S (2000) Probability, reliability, and statistical methods in engineering design, 1st edn. Wiley, New York

    Google Scholar 

  • Hampton J, Doostan A (2016) Compressive sampling methods for sparse polynomial chaos expansions. Handbook of Uncertainty Quantification, pp 1–29

  • Jansen M, Lombaert G, Schevenels M (2015) Robust topology optimization of structures with imperfect geometry based on geometric nonlinear analysis. Comput Methods Appl Mech Eng 285:452–467

    MathSciNet  MATH  Google Scholar 

  • Johnson R, Zhang T (2013) Accelerating stochastic gradient descent using predictive variance reduction. In: Advances in neural information processing systems, pp 315–323

  • Jung H-S, Cho S (2004) Reliability-based topology optimization of geometrically nonlinear structures with loading and material uncertainties. Finite Elem Anal Des 41(3):311–331

    Google Scholar 

  • Keshavarzzadeh V, Fernandez F, Tortorelli DA (2017) Topology optimization under uncertainty via non-intrusive polynomial chaos expansion. Comput Methods Appl Mech Eng 318:120–147

    MathSciNet  MATH  Google Scholar 

  • Keshavarzzadeh V, Meidani H, Tortorelli DA (2016) Gradient based design optimization under uncertainty via stochastic expansion methods. Comput Methods Appl Mech Eng 306:47–76

    MathSciNet  MATH  Google Scholar 

  • Kharmanda G, Olhoff N, Mohamed A, Lemaire M (2004) Reliability-based topology optimization. Struct Multidiscip Optim 26(5):295–307

    Google Scholar 

  • Kim C, Wang S, Rae K-R, Moon H, Choi KK (2006) Reliability-based topology optimization with uncertainties. J Mech Sci Technol 20(4):494

    Google Scholar 

  • Kingma D, Ba J (2014) Adam: a method for stochastic optimization. arXiv:1412.6980

  • Kreissl S, Maute K (2012) Levelset based fluid topology optimization using the extended finite element method. Struct Multidiscip Optim 46(3):311–326

    MathSciNet  MATH  Google Scholar 

  • Kriegesmann B (2020) Robust design optimization with design-dependent random input variables. Struct Multidiscip Optim 61:661–674

    MathSciNet  Google Scholar 

  • Lavergne T, Cappé O, Yvon F (2010) Practical very large scale CRFs. In: proceedings of the 48th annual meeting of the association for computational linguistics. Association for Computational Linguistics, pp 504–513

  • Lazarov BS, Schevenels M, Sigmund O (2012) Topology optimization considering material and geometric uncertainties using stochastic collocation methods. Struct Multidiscip Optim 46(4):597–612

    MathSciNet  MATH  Google Scholar 

  • Liu C, Zhu Y, Sun Z, Li D, Du Z, Zhang W, Guo X (2018) An efficient Moving Morphable Component (MMC)-based approach for multi-resolution topology optimization. arXiv:1805.02008

  • Mahsereci M, Hennig P (2015) Probabilistic line searches for stochastic optimization. In: Advances in neural information processing systems, pp 181–189

  • Martin M, Krumscheid S, Nobile F (2018) Analysis of stochastic gradient methods for PDE-constrained optimal control problems with uncertain parameters. Technical report, Institute of Mathematics, École Polytechnique Fédérale de Lausanne

  • Maute K (2014) Topology optimization under uncertainty. In: Topology optimization in structural and continuum mechanics. Springer, pp 457–471

  • Maute K, Frangopol DM (2003) Reliability-based design of MEMS mechanisms by topology optimization. Comput Struc 81(8-11):813–824

    Google Scholar 

  • Maute K, Weickum G, Eldred M (2009) A reduced-order stochastic finite element approach for design optimization under uncertainty. Struct Saf 31(6):450–459

    Google Scholar 

  • Mogami K, Nishiwaki S, Izui K, Yoshimura M, Kogiso N (2006) Reliability-based structural optimization of frame structures for multiple failure criteria using topology optimization techniques. Struct Multidiscip Optim 32(4):299–311

    Google Scholar 

  • Moon H, Kim C, Wang S (2004) Reliability-based topology optimization of thermal systems considering convection heat transfer. In: 10th AIAA/ISSMO multidisciplinary analysis and optimization conference, p 4410

  • Norato JA, Bell B, Tortorelli D (2015) A geometry projection method for continuum based topology optimization with discrete elements. Comp Methods Appl Mech Eng 293:306–327

    MathSciNet  MATH  Google Scholar 

  • Ross SM (2013) Simulation, 5th edn. Academic Press, New York

    MATH  Google Scholar 

  • Roux NL, Schmidt M, Bach FR (2012) A stochastic gradient method with an exponential convergence rate for finite training sets. In: Advances in neural information processing systems, pp 2663–2671

  • Ruder S (2016) An overview of gradient descent optimization algorithms. arXiv:1609.04747

  • Schott B, Rasthofer U, Gravemeier V, Wall W (2014) A face-oriented stabilized Nitsche-type extended variational multiscale method for incompressible two-phase flow. Int J Numerical Methods Eng 104 (7):721–748

    MathSciNet  MATH  Google Scholar 

  • Schuëller GI, Jensen HA (2008) Computational methods in optimization considering uncertainties – an overview. Comput Methods Appl Mech Eng 198(1):2–13

    MATH  Google Scholar 

  • Sharma A (2017) Advances in design and optimization using immersed boundary methods. PhD thesis, University of Colorado at Boulder

  • Sharma A, Villanueva H, Maute K (2017) On shape sensitivities with Heaviside-enriched XFEM. Struct Multidiscip Optim 55(2):385–408

    MathSciNet  Google Scholar 

  • Sigmund O (2007) Morphology-based black and white filters for topology optimization. Struct Multidiscip Optim 33(4-5):401–424

    Google Scholar 

  • Sigmund O, Maute K (2013) Topology optimization approaches: a comparative review. Struct Multidiscip Optim 48(6):1031–1055

    MathSciNet  Google Scholar 

  • Sigmund O, Petersson J (1998) Numerical instabilities in topology optimization: a survey on procedures dealing with checkerboards, mesh-dependencies and local minima. Struct Optim 16(1):68–75

    Google Scholar 

  • Sutskever I, Martens J, Dahl G, Hinton G (2013) On the importance of initialization and momentum in deep learning. In: International conference on machine learning, pp 1139–1147

  • Svanberg K (1987) The method of moving asymptotes – a new method for structural optimization. Int J Numer Methods Eng 24(2):359–373

    MathSciNet  MATH  Google Scholar 

  • Tootkaboni M, Asadpoure A, Guest JK (2012) Topology optimization of continuum structures under uncertainty – a polynomial chaos approach. Comput Methods Appl Mech Eng 201:263–275

    MathSciNet  MATH  Google Scholar 

  • Tsuruoka Y, Tsujii J, Ananiadou S (2009) Stochastic gradient descent training for L1-regularized log-linear models with cumulative penalty. In: Proceedings of the joint conference of the 47th annual meeting of the ACL and the 4th international joint conference on natural language processing of the AFNLP. Association for Computational Linguistics, vol 1, pp 477–485

  • van Dijk NP, Maute K, Langelaar M, Van Keulen F (2013) Level-set methods for structural topology optimization: a review. Struct Multidiscip Optim 48(3):437–472

    MathSciNet  Google Scholar 

  • Villanueva CH, Maute K (2014) Density and level set-XFEM schemes for topology optimization of 3-D structures. Comput Mech 54(1):133–150

    MathSciNet  MATH  Google Scholar 

  • Wang F, Lazarov BS, Sigmund O (2011) On projection methods, convergence and robust formulations in topology optimization. Struct Multidiscip Optim 43(6):767–784

    MATH  Google Scholar 

  • Wein F, Dunning P, Norato JA (2019) A review on feature-mapping methods for structural optimization. arXiv:1910.10770

  • Zeiler MD (2012) Adadelta: an adaptive learning rate method. arXiv:1212.5701

  • Zhang W, Kang Z (2017) Robust shape and topology optimization considering geometric uncertainties with stochastic level set perturbation. Int J Numer Methods Eng 110(1):31–56

    MathSciNet  MATH  Google Scholar 

  • Zhang W, Yuan J, Zhang J, Guo X (2016) A new topology optimization approach based on Moving Morphable Components (MMC) and the ersatz material model. Struct Multidiscip Optim 53 (6):1243–1260

    MathSciNet  Google Scholar 

  • Zhao J, Wang C (2014) Robust topology optimization of structures under loading uncertainty. AIAA J 52(2):398–407

    Google Scholar 

  • Zhou M, Rozvany G (1991) The COC algorithm, Part II: Topological, geometrical and generalized shape optimization. Comput Methods Appl Mech Eng 89(1):309 –336

    Google Scholar 

Download references

Acknowledgments

The authors acknowledge the support of the Defense Advanced Research Projects Agency (DARPA) TRADES project under agreement HR0011-17-2-0022. Computations for the results presented in Section 3 are performed on Lonestar5, a high-performance computing resource operated by the Texas Advanced Computing Center (TACC) at University of Texas, Austin.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Alireza Doostan.

Ethics declarations

Conflict of interests

On behalf of all authors, the corresponding author states that there is no conflict of interest.

Additional information

Responsible Editor: James K Guest

Publisher’s note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Replication of results

The optimization algorithms of Sections 2.4 and 2.5 have been implemented in MATLAB and are accessible via the GitHub page https://github.com/CU-UQ/TOuU. The link also includes the necessary input files for the elastic bedding example of Section 3.2. The TO and XFEM calculations were performed using an in-house solver that is not at the stage of being publicly available. However, the MATLAB codes used in this study can interface with other TO and XFEM codes.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

De, S., Hampton, J., Maute, K. et al. Topology optimization under uncertainty using a stochastic gradient-based approach. Struct Multidisc Optim 62, 2255–2278 (2020). https://doi.org/10.1007/s00158-020-02599-z

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00158-020-02599-z

Keywords

Navigation