Proceedings of DETC’03
ASME 2003 Design Engineering Technical Conferences and
Computers and Information in Engineering Conference
AN OPTIMAL SHAFT BALANCE SOLUTION USING INTEGER PROGRAMMING
Eric Bechhoefer,
Goodrich Fuel And Utility Systems
100 Panton Rd, Vergennes, VT 05491
Eric.Bechhoefer@Goodrich.com
ABSTRACT
A mathematical solution for optimal balance weights is
presented for single-plane, discrete weight and discrete
adjustment point balance. The algorithm uses influence
coefficients, either given or derived, and measured synchronous
complex vibration data to determine the best adjustment. The
solution has a user selected objective: minimum residual
vibration or minimum number of adjustments to reach a given
vibration. The algorithm is part of Goodrich's Integrated
Mechanical Diagnostics Health Usage Monitoring System
(IMD HUMS), currently installed on a number of helicopter
platforms.
Keywords: HUMS, Shaft Balance, Integer Programming
INTRODUCTION
IMD HUMS an extensive set of functions to support
rotorcraft health and diagnostics processing. These functions
support: rotor track and balance operations, gearbox and drive
train mechanical diagnostics, operational and structural usage,
exceedence detection processing, and engine power assurance
checks. The system is being fielded on a number of helicopter
platforms.
Part of the IMD HUMS functionality is to monitor
vibrations on high speed shafts, and to recommend a balance
solution when a shaft vibration is unacceptable. The IMD
HUMS unit is currently installed on 5 different aircraft: SH-
60B, CH-53E, UH-60A, S-92 and H-1. These aircraft have
different shaft configurations, with different numbers of
balance points and weight types. Because of this, a
configuration driven solution is required. Additionally, as the
number of balance points and adjustment types increase, the
total number of potential adjustments increases exponentially.
This can result in long processing time if total enumeration is
used (this is a class of problems know as NP complete)
Integer Programming (IP) is a well known solution strategy
used to derive solutions to NP complete problems. Using a
Chicago, Illinois USA, September 2-6, 2003
DETC2003/VIB-48469
Shawn Tayloe
Goodrich Fuel And Utility Systems
100 Panton Rd, Vergennes, VT 05491
Shawn.Tayloe@Goodrich.com
data driven IP solver allows one software build to be used
across all IMD HUMS platforms. For example, the S-92
aircraft has 12 discreet adjustment points and 2 adjustment
types while the SH-60 has 3 adjustment points and 4
adjustment types. Because of the data driven nature of the
solution strategy, the user can select at the time of maintenance
the number of adjustments allowed, and the specific adjustment
points to change (in the case that an adjustment point could not
be used).
NOMENCLATURE
The equations that are described within this document use
BOLD upper case letters (A, etc) to represent a matrix of n
rows by m columns, while bold lower case letters (x, etc.) to
represent a vector. A vector is a subclass of matrix with n rows
and 1 column. The basic arithmetic operations performed on a
matrix are (Strang).
Modeling, Linear Programming and the Simplex
Method
The calculations of a real shaft adjustment are made by
using a mathematical model of a physical object (Foiles).
Consider a shaft with 8 adjustment point with following
spacing in degrees around the adjustment flange:
Adjustment points: 0 24 78 102 168 192 258 and 282
degrees.
Assign 0 as the Y axis reference, and X as 90 degrees.
Take, for example, a frequency domain adjustment point of 91
grams at 47.2 degrees (the vibration vector was 92 grams at 230
degrees. The difference is between the adjustment vector and
vibration vector is due to the vibration coefficient error, defined
at .112).
If 66.846 grams were added to the 0 position
(cosine(47.2)*91) and 61.8 grams to the 90 degree position
(sine(47.2)*91) the adjustment solution would be complete.
However, the 90 degree position is not allowed, and we are
constrained as to what weight we can put on the shaft. In this
1 Copyright © 2003 by ASME
example, we have three types of screws and two types of Max z = cx
washers. The set of adjustments that are allowed are: Subject to:
No Weight Ax = b
Aluminum Screw - 15 grams l<x<u
Titanium Screw - 18 grams Where l and u represent the allowable lower and upper
Steel Screw - 21 grams bounds of variables x.
Aluminum Screw & Light Washer - 22 grams An extreme point, represents a basic feasible solution.
Titanium Screw & Light Washer - 25 grams This can be characterized mathematically by partitioning the
Steel Screw & Light Washer - 28 grams matrix A into a non-singular working basis matrix B , and the
Aluminum Screw & Heavy Washer - 30 grams matrices of nonbasic columns Nl and Nu.
Titanium Screw & Heavy Washer - 33 grams A = (B:Nl :Nu)
Steel Screw and Heavy Washer - 36 grams Based on this partitioning, the linear system Ax = b can be
rewritten to yield:
Any solution must be a combination of these allowable BxB+Nl xl +Nu xu = b
adjustments on n number of adjustment points. This simplifies to:
The model of this system is made by building a set of xB = B -1 b - B-1 Nl xl - B-1 Nu xu
constraints to satisfy the physical requirement of the system. The solution
The first constraint is the projection onto the Y plane, namely:  xB   x B 
the adjustment effectiveness is the weight multiplied by the    
cosine of the adjustment point angle. The sum of all weights x =  xN l  =  l N l 
applied must be at least equal the 66.846 grams:    
# Adjustmnet  xN u   u N u 
∑ Weight
i =1
i * cos( AdjustmentAngl ) + YP − YN = 66.8 is called a basic solution. If, in addition, the variable xB are
greater that or equal to their lower bounds and less than or
where YP is a variable representing the positive residual mass equal to their upper bounds, the solution is feasible. Now
and YN is a negative residual consider the objective function z = cx. By partitioning the cost
Similarly, the constraint for the projection onto the X plane vector, the objective function can be shown to be:
is: z = cBB-1 b - (c BB-1 Nl - cNl )l Nl - (c BB-1 Nu - cNu)uNu
# Adjustmnet Letting J l ,J u denote the index sets of variables that are
∑ Weight
i =1
i * sin( AdjustmentAngl ) + XP − XN = 61.8 nonbasic at their lower or upper bounds, this can be rewritten
as:

Constraints must be made such that only one weight can be z = c B B −1b − ∑ ( z j − c j ) x j − ∑ (z j − c j ) x j
j∈J l j∈J u
applied to each adjustment point. This constraint is a Boolean:
a decision is made to put on an Aluminum screw (e.g. 1) forces Equation 1
all other variables to Zero.
# Wgts

∑ TypeOfWeig ht
∀ AdjustmentPo ints j =1
j=1
The objective is to minimum amount of total residual
mass:
min YP + YN + XP + XN
This modeling process describes a Linear Program to find
the minimum residual adjustment. The Simplex method is a
common solution strategy used to solve linear programs. Yet,
the solution of this problem will rarely be an integer. An
integer solution can be made by sequentially bounding decision
variable to either 0 or 1. This procedure is called Branch and
Bound.
A Review of the Simplex Method
It can be shown that a solution to any linear problem is an
extreme point on an n-dimensional hyper-plane. The Simplex
method is a systematic method for iteratively moving from one
extreme point to an adjacent extreme point, in the search for an
optimal solution (Ignizio).
Consider the standard form of a linear programming
problem:
Simplex Optimality
Consider the nonbasic variable xj , where j is a member of
J l , that is, xj is at its lower bound. For xj to enter the basis, it
must increase from its lower bound. From equation 1 above,
the objective function will only improve if (zj -cj ) < 0.
Similarly, if xj is a member of J u, then we can only decrease xj
from it value of u. Because the rate of change of z with respect
to xj is given by -(zj -cj ), decreasing xj will increase the objective
function if and only if (zj -cj ) > 0. Therefore, the Optimality
Conditions are:
z j − c j ≥ 0, for all j ∈ J l
and
z j − c j ≤ 0, for all j ∈ J u
Integer Programming: Branch and Bound
Enumeration
Branch and Bound is an enumerative approach to problem
solving that has been applied to a wide variety of combinatorial
problems. The basic idea of Branch and Bound is to partition a
given problem into a number of sub-problems. This process of
partitioning is called branching and its purpose is to establish

2 Copyright © 2003 by ASME

sub problems that are easier to solve than the original problem
because of their smaller size. The solution process involves a
systematic process consisting of three key components:
branching, computing bounds and fathoming.
Boundary Conditions of Branch and Bound
There are two special cases that need to be considered
when performing shaft balance. The first is the case where the
vibration is so large that no adjustment can adequately control
vibration. When this occurs, the relaxed linear program
solution will return an unfeasible solution. This should raise an
exception, notifying the user that no feasible solution exits
(indicating that the shaft should be replaced).
Alternatively, there is the case when balancing a very
smooth shaft, where the magnitude of measured vibration is so
low that any adjustment, due to the available minimum
adjustment size, will force a larger vibration into the shaft.
This is the case where the norm of the vibration is less than one
half the minimum weight adjustment. In this case, no
adjustment should be made.
Branching
To derive the optimal solution to a given problem P, the set
of sub problems of P must represent all of P. Assume that {PI}
represents the set of feasible integer solutions to a problem P.
Then if P is partitioned into P1 , P2 …Pr, it must be true that {P}
= {P1 }U{P2 }U…U{Pr }. Additionally, we shall choose sub
problems P1 , P2 , …Pr such that {Pi } complement {Pj } is NULL
for all i not equal to j. Note that during the branching process,
we are adding restriction to a particular problem to form the
resulting sub problem. Consequently, the feasible region of a
sub problem is a subset of the feasible region of the parent
problem. Thus, in the case of a maximization problem, the
optimal objective value associated with a sub problem is always
less than or equal to the optimal value of the parent problem.
Therefore, as we descend in the search tree, the optimal
objective values associated with each sub problem decrease for
a maximization problem.
Bounds
If we know a feasible integer solution to a maximization
problem, we know that the solution is a lower bound for the
optimal objective of the integer problem. That is, we know we
are assured of obtaining another optimal value that is at least as
good. This value is then the lower bound of ZL. If several
feasible integers solutions are known, then ZL will correspond
to the largest know solution, and is known as the incumbent
solution.
The purpose of computing an incumbent solution is to
determine how good the optimal solution at the node is without
actually solving the integer program at the node. This is done
by solving the LP relaxation. Consider an integer sub problem
Pi associated with some node I. Let Z denote the objective
function value associated Pi . Now consider the LP relaxation of
a sub problem PI, and denote Zbar as the optimal value of the
relaxation. If Zbar is great than or equal to Z, then the feasible
region of the integer problem is a subset of the feasible region
of the relaxation.
Suppose that Zbar is less that ZL, then Z will be less than or
equal to Zbar, which is less than or equal to ZL and the sub
problem of Pi .
Fathoming
During the branch and bound process, an attempt is made
to resolve each of the sub-problems associated with a node in
the search tree. Once all of the sub-problems belonging to a
node are resolved, then the problem is solved. A sub-problem
can be eliminated from consideration in one of three ways:
• The sub-problem yields an optimal solution. In this case,
ZL is updated (e.g. a new incumbent) and the node
selection process continued.
• The optimal value of the LP relaxation is less than or equal
to the best integer solution.
• The sub-problem is infeasible.
A node (e.g. sub-problem) that has been removed from
consideration in one of these ways is said to be fathomed. The
algorithm continues until every node of the search tree is
fathomed. The incumbent solution is now the optimal solution.
Modeling and Matrix Generation
Branch and Bound is a generalized solution strategy. As
such, the utility of the solver is completely dependent on the
model, which is the matrix representation of the model. This
requires putting the matrix representation into standard Linear
Program form:
Max z = cx
subject to:
Ax = b
l<x<u
Thus all models attempt to maximize the objective, which
is the inner product of the cost vector c and the adjustment, x.
In shaft balance case, the objective is to minimize residual
vibration, which requires maximizing the negative residual
vibration. The standard LP solves an equality constraint, e.g.
A 11 + A 12 + …A 1m = b 1 . In the case where there is an inequality
constraint, it must be converted to equality by adding a
variable. The variable will have no associated cost (e.g. cm+1 =
0), but the sign of the variable in the constraint matrix will be
determined by the inequality: A less than constraint requires a
surplus variable which has a positive sign while a greater than
constraint requires a slack variable which has a negative sign.
Each constraint is represented by row in the A matrix and a
resource value as an index in the b vector. For example, each
adjustment point can have: no weights , a small screw or a
heavy screw. If there are 4 adjustment points, the set of
adjustment constraint and be resource vector would be:
 111 0 0 0 0 0 0 0 0 0 1
0 0 0 111 0 0 0 0 0 0 1
Aadj ≡   b adj ≡  
 0 0 0 0 0 0 11 1 0 0 0  1
  
 0 0 0 0 0 0 0 0 0 11 1  1
The function that is being optimized will depend on the
application. For example, it may be desirable to minimize the
total mass of the adjustment that is made, defined as
MINMASS. Conversely, it may be desirable to minimize the
3 Copyright © 2003 by ASME
total vibration from an adjustment, which we will call the
minimum residual adjustment, defined as MINRES. In either
case, each adjustment will project an amount of weight onto the
X or Y plane of the disk. If the vibration adjustment is
decomposed into it's X,Y components, the adjustment will
satisfy a demand for resources (e.g. weight) in one of the
planes. For example, if 3 grams of weight is required on the X
plane, and 4 grams of weight on the Y plane, then additional
constrains and resources would be (where the mass of the small
screw is 5 and the heavy screw is 8):
0 5 8 0 0 0 0 − 5 − 8 0 0 0   4
A wgt ≡  − − 
b wgt ≡  
0 0 0 0 5 8 0 0 0 0 5 8   3
The case of the MINMASS model, surplus variable would
be required (e.g. the project mass for X must total greater than
3) and the cost would be sum of the total weight. The cost
vector and additional constraints would be:
0 0
0 0 

0 0
A surplus ≡  c MINMASS ≡ [0 5 8 0 5 8 0 5 8 0 5 8 0 0]
0 0
1 0
0 1 
 Figure 1 Example of Minimum Residual Shaft Balance

The full constraint matrix and resource vector is then:
 A adj   b adj 
A≡ A surplus b ≡  
A wgt  b wgt 
In the case of MINRES, the objective is to minimize the
residual (e.g. both positive and negative weight adjustment on a
plane) mass, or mass that is not used to reduce vibration to
zero. For each weight constraint, there is both a slack and
surplus variable. In addition, a constraint will be required for
the maximum allowable number of adjustments (since an
adjustment cost nothing - only residual error has a cost, the
algorithm will attempt to force the error to zero. This could
result - potentially, in every adjustment point having a weight).
The cost vector will then be zeros for all adjustment, and 1 for
each slack/surplus variable.
Example Minimum Residual Models
This is an example of the S-92 aircraft shaft balance with
12 adjustment points: [0 48 60 108 120 168 180 228 240 288
300 348] degrees and two adjustment types (light and heavy
screws of .378 grams and .561 grams. The vibration coefficient
is 1.452 inches per second per gram. For a vibration of .6862
inches per second (IPS) and with a phase of 71.3 degrees, the
two models have the following results:
The solution provides a total residual mass of .014 grams
and vibration after adjustment of 0.018 IPS. This solution is
constrained to for adjustments,
Number of
Constraints
Total Residual
Mass
Vibration After
Adjustment
1 0.069 0.079
2 0.059 0.061
3 0.059 0.061
4 0.014 0.018
5 0.011 0.014
Due to measurement noise and numerical issues, at some
point there are diminishing returns on the vibration after the
adjustment. For the S-92, this leads to the general rule of using
no more than 4 adjustments.
IMPEMENTATION CONSIDERATIONS:
Implementation of the shaft balance algorithm on a FAA
certified embedded system results in a number of design issues.
Memory usage, computation resources and certification all
become significant development hurdles.
Embedded Processing and Time Sharing
The algorithm has been implemented on a Motorola Power
PC™ processor using a Goodrich patented software
architecture. This software architecture is based on a layered
hierarchy which takes advantage of ADA tasking to allow
multiple processes to execute concurrently (Patent No: US
6,256,679 B1). This is a requirement as the IMD HUMS
application process the shaft balance algorithm concurrently
with other monitoring functions. The architecture also enables
common information and configuration data to be protected and
shared among the multiple processes .

4 Copyright © 2003 by ASME

 The algorithm software is undergoing DO-178 Level B
Software certification for Airborne System. This certification
requires the software tested for requirements, code coverage,
branch coverage, and robustness. This certification is required
for critical software to execute on commercial aircraft systems.

Summary

The IMD HUMS shaft balance algorithm provides an

optimal, discrete adjustment. This system is unique in that the
maintainer can select in real time various constraints, taking
into account the current adjustments that might already be on
the shaft. The system allows forward deployed units to conduct
maintenance without additional ground support equipment.
The configuration divide nature to the solution allows the
application to work on multiple aircraft platforms. With the use
of configuration data being independent of the algorithm,
custom user interfaces can easily be designed.

REFERENCES

Ignizio, James, and Cavalier, Tom., 1994, Linear

Programming, Englewood Cliffs: Prentice Hall.

Strang, Gilbert, 1988, Linear Algebra and its Application, San

Diego: Harcourt Brace Jovanovich, Inc

W.C. Foiles, P.E. Allaire and E.J. Gunter, Review: Rotor

Balancing, Shock and Vibration 5, 1998 325-336

Blackboard-Centric Layered Software Architecture for an

Embedded Airborne Fuel Gauging Systems (Patent No: US
6,256,679 B1)

5 Copyright © 2003 by ASME