Energy efficient LED layout optimization for near-uniform illumination

NASA Astrophysics Data System (ADS)

Ali, Ramy E.; Elgala, Hany

2016-09-01

In this paper, we consider the problem of designing energy efficient light emitting diodes (LEDs) layout while satisfying the illumination constraints. Towards this objective, we present a simple approach to the illumination design problem based on the concept of the virtual LED. We formulate a constrained optimization problem for minimizing the power consumption while maintaining a near-uniform illumination throughout the room. By solving the resulting constrained linear program, we obtain the number of required LEDs and the optimal output luminous intensities that achieve the desired illumination constraints.

A Mixed Integer Linear Programming Approach to Electrical Stimulation Optimization Problems.

PubMed

Abouelseoud, Gehan; Abouelseoud, Yasmine; Shoukry, Amin; Ismail, Nour; Mekky, Jaidaa

2018-02-01

Electrical stimulation optimization is a challenging problem. Even when a single region is targeted for excitation, the problem remains a constrained multi-objective optimization problem. The constrained nature of the problem results from safety concerns while its multi-objectives originate from the requirement that non-targeted regions should remain unaffected. In this paper, we propose a mixed integer linear programming formulation that can successfully address the challenges facing this problem. Moreover, the proposed framework can conclusively check the feasibility of the stimulation goals. This helps researchers to avoid wasting time trying to achieve goals that are impossible under a chosen stimulation setup. The superiority of the proposed framework over alternative methods is demonstrated through simulation examples.

Domain decomposition in time for PDE-constrained optimization

DOE PAGES

Barker, Andrew T.; Stoll, Martin

2015-08-28

Here, PDE-constrained optimization problems have a wide range of applications, but they lead to very large and ill-conditioned linear systems, especially if the problems are time dependent. In this paper we outline an approach for dealing with such problems by decomposing them in time and applying an additive Schwarz preconditioner in time, so that we can take advantage of parallel computers to deal with the very large linear systems. We then illustrate the performance of our method on a variety of problems.

A quasi-Newton approach to optimization problems with probability density constraints. [problem solving in mathematical programming

NASA Technical Reports Server (NTRS)

Tapia, R. A.; Vanrooy, D. L.

1976-01-01

A quasi-Newton method is presented for minimizing a nonlinear function while constraining the variables to be nonnegative and sum to one. The nonnegativity constraints were eliminated by working with the squares of the variables and the resulting problem was solved using Tapia's general theory of quasi-Newton methods for constrained optimization. A user's guide for a computer program implementing this algorithm is provided.

Evolutionary optimization methods for accelerator design

NASA Astrophysics Data System (ADS)

Poklonskiy, Alexey A.

Many problems from the fields of accelerator physics and beam theory can be formulated as optimization problems and, as such, solved using optimization methods. Despite growing efficiency of the optimization methods, the adoption of modern optimization techniques in these fields is rather limited. Evolutionary Algorithms (EAs) form a relatively new and actively developed optimization methods family. They possess many attractive features such as: ease of the implementation, modest requirements on the objective function, a good tolerance to noise, robustness, and the ability to perform a global search efficiently. In this work we study the application of EAs to problems from accelerator physics and beam theory. We review the most commonly used methods of unconstrained optimization and describe the GATool, evolutionary algorithm and the software package, used in this work, in detail. Then we use a set of test problems to assess its performance in terms of computational resources, quality of the obtained result, and the tradeoff between them. We justify the choice of GATool as a heuristic method to generate cutoff values for the COSY-GO rigorous global optimization package for the COSY Infinity scientific computing package. We design the model of their mutual interaction and demonstrate that the quality of the result obtained by GATool increases as the information about the search domain is refined, which supports the usefulness of this model. We Giscuss GATool's performance on the problems suffering from static and dynamic noise and study useful strategies of GATool parameter tuning for these and other difficult problems. We review the challenges of constrained optimization with EAs and methods commonly used to overcome them. We describe REPA, a new constrained optimization method based on repairing, in exquisite detail, including the properties of its two repairing techniques: REFIND and REPROPT. We assess REPROPT's performance on the standard constrained optimization test problems for EA with a variety of different configurations and suggest optimal default parameter values based on the results. Then we study the performance of the REPA method on the same set of test problems and compare the obtained results with those of several commonly used constrained optimization methods with EA. Based on the obtained results, particularly on the outstanding performance of REPA on test problem that presents significant difficulty for other reviewed EAs, we conclude that the proposed method is useful and competitive. We discuss REPA parameter tuning for difficult problems and critically review some of the problems from the de-facto standard test problem set for the constrained optimization with EA. In order to demonstrate the practical usefulness of the developed method, we study several problems of accelerator design and demonstrate how they can be solved with EAs. These problems include a simple accelerator design problem (design a quadrupole triplet to be stigmatically imaging, find all possible solutions), a complex real-life accelerator design problem (an optimization of the front end section for the future neutrino factory), and a problem of the normal form defect function optimization which is used to rigorously estimate the stability of the beam dynamics in circular accelerators. The positive results we obtained suggest that the application of EAs to problems from accelerator theory can be very beneficial and has large potential. The developed optimization scenarios and tools can be used to approach similar problems.

Stress-Constrained Structural Topology Optimization with Design-Dependent Loads

NASA Astrophysics Data System (ADS)

Lee, Edmund

Topology optimization is commonly used to distribute a given amount of material to obtain the stiffest structure, with predefined fixed loads. The present work investigates the result of applying stress constraints to topology optimization, for problems with design-depending loading, such as self-weight and pressure. In order to apply pressure loading, a material boundary identification scheme is proposed, iteratively connecting points of equal density. In previous research, design-dependent loading problems have been limited to compliance minimization. The present study employs a more practical approach by minimizing mass subject to failure constraints, and uses a stress relaxation technique to avoid stress constraint singularities. The results show that these design dependent loading problems may converge to a local minimum when stress constraints are enforced. Comparisons between compliance minimization solutions and stress-constrained solutions are also given. The resulting topologies of these two solutions are usually vastly different, demonstrating the need for stress-constrained topology optimization.

CONORBIT: constrained optimization by radial basis function interpolation in trust regions

DOE PAGES

Regis, Rommel G.; Wild, Stefan M.

2016-09-26

Here, this paper presents CONORBIT (CONstrained Optimization by Radial Basis function Interpolation in Trust regions), a derivative-free algorithm for constrained black-box optimization where the objective and constraint functions are computationally expensive. CONORBIT employs a trust-region framework that uses interpolating radial basis function (RBF) models for the objective and constraint functions, and is an extension of the ORBIT algorithm. It uses a small margin for the RBF constraint models to facilitate the generation of feasible iterates, and extensive numerical tests confirm that such a margin is helpful in improving performance. CONORBIT is compared with other algorithms on 27 test problems, amore » chemical process optimization problem, and an automotive application. Numerical results show that CONORBIT performs better than COBYLA, a sequential penalty derivative-free method, an augmented Lagrangian method, a direct search method, and another RBF-based algorithm on the test problems and on the automotive application.« less

Critical transition in the constrained traveling salesman problem.

PubMed

Andrecut, M; Ali, M K

2001-04-01

We investigate the finite size scaling of the mean optimal tour length as a function of density of obstacles in a constrained variant of the traveling salesman problem (TSP). The computational experience pointed out a critical transition (at rho(c) approximately 85%) in the dependence between the excess of the mean optimal tour length over the Held-Karp lower bound and the density of obstacles.

Prediction-Correction Algorithms for Time-Varying Constrained Optimization

DOE PAGES

Simonetto, Andrea; Dall'Anese, Emiliano

2017-07-26

This article develops online algorithms to track solutions of time-varying constrained optimization problems. Particularly, resembling workhorse Kalman filtering-based approaches for dynamical systems, the proposed methods involve prediction-correction steps to provably track the trajectory of the optimal solutions of time-varying convex problems. The merits of existing prediction-correction methods have been shown for unconstrained problems and for setups where computing the inverse of the Hessian of the cost function is computationally affordable. This paper addresses the limitations of existing methods by tackling constrained problems and by designing first-order prediction steps that rely on the Hessian of the cost function (and do notmore » require the computation of its inverse). In addition, the proposed methods are shown to improve the convergence speed of existing prediction-correction methods when applied to unconstrained problems. Numerical simulations corroborate the analytical results and showcase performance and benefits of the proposed algorithms. A realistic application of the proposed method to real-time control of energy resources is presented.« less

Parameterized LMI Based Diagonal Dominance Compensator Study for Polynomial Linear Parameter Varying System

NASA Astrophysics Data System (ADS)

Han, Xiaobao; Li, Huacong; Jia, Qiusheng

2017-12-01

For dynamic decoupling of polynomial linear parameter varying(PLPV) system, a robust dominance pre-compensator design method is given. The parameterized precompensator design problem is converted into an optimal problem constrained with parameterized linear matrix inequalities(PLMI) by using the conception of parameterized Lyapunov function(PLF). To solve the PLMI constrained optimal problem, the precompensator design problem is reduced into a normal convex optimization problem with normal linear matrix inequalities (LMI) constraints on a new constructed convex polyhedron. Moreover, a parameter scheduling pre-compensator is achieved, which satisfies robust performance and decoupling performances. Finally, the feasibility and validity of the robust diagonal dominance pre-compensator design method are verified by the numerical simulation on a turbofan engine PLPV model.

Numerical study of a matrix-free trust-region SQP method for equality constrained optimization.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Heinkenschloss, Matthias; Ridzal, Denis; Aguilo, Miguel Antonio

2011-12-01

This is a companion publication to the paper 'A Matrix-Free Trust-Region SQP Algorithm for Equality Constrained Optimization' [11]. In [11], we develop and analyze a trust-region sequential quadratic programming (SQP) method that supports the matrix-free (iterative, in-exact) solution of linear systems. In this report, we document the numerical behavior of the algorithm applied to a variety of equality constrained optimization problems, with constraints given by partial differential equations (PDEs).

Modified Backtracking Search Optimization Algorithm Inspired by Simulated Annealing for Constrained Engineering Optimization Problems

PubMed Central

Wang, Hailong; Sun, Yuqiu; Su, Qinghua; Xia, Xuewen

2018-01-01

The backtracking search optimization algorithm (BSA) is a population-based evolutionary algorithm for numerical optimization problems. BSA has a powerful global exploration capacity while its local exploitation capability is relatively poor. This affects the convergence speed of the algorithm. In this paper, we propose a modified BSA inspired by simulated annealing (BSAISA) to overcome the deficiency of BSA. In the BSAISA, the amplitude control factor (F) is modified based on the Metropolis criterion in simulated annealing. The redesigned F could be adaptively decreased as the number of iterations increases and it does not introduce extra parameters. A self-adaptive ε-constrained method is used to handle the strict constraints. We compared the performance of the proposed BSAISA with BSA and other well-known algorithms when solving thirteen constrained benchmarks and five engineering design problems. The simulation results demonstrated that BSAISA is more effective than BSA and more competitive with other well-known algorithms in terms of convergence speed. PMID:29666635

Mixed-Strategy Chance Constrained Optimal Control

NASA Technical Reports Server (NTRS)

Ono, Masahiro; Kuwata, Yoshiaki; Balaram, J.

2013-01-01

This paper presents a novel chance constrained optimal control (CCOC) algorithm that chooses a control action probabilistically. A CCOC problem is to find a control input that minimizes the expected cost while guaranteeing that the probability of violating a set of constraints is below a user-specified threshold. We show that a probabilistic control approach, which we refer to as a mixed control strategy, enables us to obtain a cost that is better than what deterministic control strategies can achieve when the CCOC problem is nonconvex. The resulting mixed-strategy CCOC problem turns out to be a convexification of the original nonconvex CCOC problem. Furthermore, we also show that a mixed control strategy only needs to "mix" up to two deterministic control actions in order to achieve optimality. Building upon an iterative dual optimization, the proposed algorithm quickly converges to the optimal mixed control strategy with a user-specified tolerance.

A "Reverse-Schur" Approach to Optimization With Linear PDE Constraints: Application to Biomolecule Analysis and Design.

PubMed

Bardhan, Jaydeep P; Altman, Michael D; Tidor, B; White, Jacob K

2009-01-01

We present a partial-differential-equation (PDE)-constrained approach for optimizing a molecule's electrostatic interactions with a target molecule. The approach, which we call reverse-Schur co-optimization, can be more than two orders of magnitude faster than the traditional approach to electrostatic optimization. The efficiency of the co-optimization approach may enhance the value of electrostatic optimization for ligand-design efforts-in such projects, it is often desirable to screen many candidate ligands for their viability, and the optimization of electrostatic interactions can improve ligand binding affinity and specificity. The theoretical basis for electrostatic optimization derives from linear-response theory, most commonly continuum models, and simple assumptions about molecular binding processes. Although the theory has been used successfully to study a wide variety of molecular binding events, its implications have not yet been fully explored, in part due to the computational expense associated with the optimization. The co-optimization algorithm achieves improved performance by solving the optimization and electrostatic simulation problems simultaneously, and is applicable to both unconstrained and constrained optimization problems. Reverse-Schur co-optimization resembles other well-known techniques for solving optimization problems with PDE constraints. Model problems as well as realistic examples validate the reverse-Schur method, and demonstrate that our technique and alternative PDE-constrained methods scale very favorably compared to the standard approach. Regularization, which ordinarily requires an explicit representation of the objective function, can be included using an approximate Hessian calculated using the new BIBEE/P (boundary-integral-based electrostatics estimation by preconditioning) method.

A “Reverse-Schur” Approach to Optimization With Linear PDE Constraints: Application to Biomolecule Analysis and Design

PubMed Central

Bardhan, Jaydeep P.; Altman, Michael D.

2009-01-01

We present a partial-differential-equation (PDE)-constrained approach for optimizing a molecule’s electrostatic interactions with a target molecule. The approach, which we call reverse-Schur co-optimization, can be more than two orders of magnitude faster than the traditional approach to electrostatic optimization. The efficiency of the co-optimization approach may enhance the value of electrostatic optimization for ligand-design efforts–in such projects, it is often desirable to screen many candidate ligands for their viability, and the optimization of electrostatic interactions can improve ligand binding affinity and specificity. The theoretical basis for electrostatic optimization derives from linear-response theory, most commonly continuum models, and simple assumptions about molecular binding processes. Although the theory has been used successfully to study a wide variety of molecular binding events, its implications have not yet been fully explored, in part due to the computational expense associated with the optimization. The co-optimization algorithm achieves improved performance by solving the optimization and electrostatic simulation problems simultaneously, and is applicable to both unconstrained and constrained optimization problems. Reverse-Schur co-optimization resembles other well-known techniques for solving optimization problems with PDE constraints. Model problems as well as realistic examples validate the reverse-Schur method, and demonstrate that our technique and alternative PDE-constrained methods scale very favorably compared to the standard approach. Regularization, which ordinarily requires an explicit representation of the objective function, can be included using an approximate Hessian calculated using the new BIBEE/P (boundary-integral-based electrostatics estimation by preconditioning) method. PMID:23055839

A one-layer recurrent neural network for constrained pseudoconvex optimization and its application for dynamic portfolio optimization.

PubMed

Liu, Qingshan; Guo, Zhishan; Wang, Jun

2012-02-01

In this paper, a one-layer recurrent neural network is proposed for solving pseudoconvex optimization problems subject to linear equality and bound constraints. Compared with the existing neural networks for optimization (e.g., the projection neural networks), the proposed neural network is capable of solving more general pseudoconvex optimization problems with equality and bound constraints. Moreover, it is capable of solving constrained fractional programming problems as a special case. The convergence of the state variables of the proposed neural network to achieve solution optimality is guaranteed as long as the designed parameters in the model are larger than the derived lower bounds. Numerical examples with simulation results illustrate the effectiveness and characteristics of the proposed neural network. In addition, an application for dynamic portfolio optimization is discussed. Copyright © 2011 Elsevier Ltd. All rights reserved.

Benchmarking optimization software with COPS 3.0.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dolan, E. D.; More, J. J.; Munson, T. S.

2004-05-24

The authors describe version 3.0 of the COPS set of nonlinearly constrained optimization problems. They have added new problems, as well as streamlined and improved most of the problems. They also provide a comparison of the FILTER, KNITRO, LOQO, MINOS, and SNOPT solvers on these problems.

A shifted hyperbolic augmented Lagrangian-based artificial fish two-swarm algorithm with guaranteed convergence for constrained global optimization

NASA Astrophysics Data System (ADS)

Rocha, Ana Maria A. C.; Costa, M. Fernanda P.; Fernandes, Edite M. G. P.

2016-12-01

This article presents a shifted hyperbolic penalty function and proposes an augmented Lagrangian-based algorithm for non-convex constrained global optimization problems. Convergence to an ?-global minimizer is proved. At each iteration k, the algorithm requires the ?-global minimization of a bound constrained optimization subproblem, where ?. The subproblems are solved by a stochastic population-based metaheuristic that relies on the artificial fish swarm paradigm and a two-swarm strategy. To enhance the speed of convergence, the algorithm invokes the Nelder-Mead local search with a dynamically defined probability. Numerical experiments with benchmark functions and engineering design problems are presented. The results show that the proposed shifted hyperbolic augmented Lagrangian compares favorably with other deterministic and stochastic penalty-based methods.

Energy-Efficient Cognitive Radio Sensor Networks: Parametric and Convex Transformations

PubMed Central

Naeem, Muhammad; Illanko, Kandasamy; Karmokar, Ashok; Anpalagan, Alagan; Jaseemuddin, Muhammad

2013-01-01

Designing energy-efficient cognitive radio sensor networks is important to intelligently use battery energy and to maximize the sensor network life. In this paper, the problem of determining the power allocation that maximizes the energy-efficiency of cognitive radio-based wireless sensor networks is formed as a constrained optimization problem, where the objective function is the ratio of network throughput and the network power. The proposed constrained optimization problem belongs to a class of nonlinear fractional programming problems. Charnes-Cooper Transformation is used to transform the nonlinear fractional problem into an equivalent concave optimization problem. The structure of the power allocation policy for the transformed concave problem is found to be of a water-filling type. The problem is also transformed into a parametric form for which a ε-optimal iterative solution exists. The convergence of the iterative algorithms is proven, and numerical solutions are presented. The iterative solutions are compared with the optimal solution obtained from the transformed concave problem, and the effects of different system parameters (interference threshold level, the number of primary users and secondary sensor nodes) on the performance of the proposed algorithms are investigated. PMID:23966194

Energetic Materials Optimization via Constrained Search

DTIC Science & Technology

2015-06-01

steps. 3. Optimization Methodology Our optimization problem is formulated as a constrained maximization: max x∈CCS P (x) s.t. : TED ( x )− 9.75 ≥ 0 SV (x)− 9...0 5− SA(x) ≥ 0, (1) where TED ( x ) is the total energy of detonation (TED) of compound x from the chosen chemical subspace (CCS) of chemical compound...max problem, max x∈CCS min λ∈R3+ P (x)− λTC(x), (2) where C(x) is the vector of constraint violations, i.e., η(9.75 − TED ( x )), η(9 − SV (x)), η(SA(x

Optimality conditions for the numerical solution of optimization problems with PDE constraints :

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aguilo Valentin, Miguel Alejandro; Ridzal, Denis

2014-03-01

A theoretical framework for the numerical solution of partial di erential equation (PDE) constrained optimization problems is presented in this report. This theoretical framework embodies the fundamental infrastructure required to e ciently implement and solve this class of problems. Detail derivations of the optimality conditions required to accurately solve several parameter identi cation and optimal control problems are also provided in this report. This will allow the reader to further understand how the theoretical abstraction presented in this report translates to the application.

Statistical mechanics of budget-constrained auctions

NASA Astrophysics Data System (ADS)

Altarelli, F.; Braunstein, A.; Realpe-Gomez, J.; Zecchina, R.

2009-07-01

Finding the optimal assignment in budget-constrained auctions is a combinatorial optimization problem with many important applications, a notable example being in the sale of advertisement space by search engines (in this context the problem is often referred to as the off-line AdWords problem). On the basis of the cavity method of statistical mechanics, we introduce a message-passing algorithm that is capable of solving efficiently random instances of the problem extracted from a natural distribution, and we derive from its properties the phase diagram of the problem. As the control parameter (average value of the budgets) is varied, we find two phase transitions delimiting a region in which long-range correlations arise.

A subgradient approach for constrained binary optimization via quantum adiabatic evolution

NASA Astrophysics Data System (ADS)

Karimi, Sahar; Ronagh, Pooya

2017-08-01

Outer approximation method has been proposed for solving the Lagrangian dual of a constrained binary quadratic programming problem via quantum adiabatic evolution in the literature. This should be an efficient prescription for solving the Lagrangian dual problem in the presence of an ideally noise-free quantum adiabatic system. However, current implementations of quantum annealing systems demand methods that are efficient at handling possible sources of noise. In this paper, we consider a subgradient method for finding an optimal primal-dual pair for the Lagrangian dual of a constrained binary polynomial programming problem. We then study the quadratic stable set (QSS) problem as a case study. We see that this method applied to the QSS problem can be viewed as an instance-dependent penalty-term approach that avoids large penalty coefficients. Finally, we report our experimental results of using the D-Wave 2X quantum annealer and conclude that our approach helps this quantum processor to succeed more often in solving these problems compared to the usual penalty-term approaches.

Proportional Topology Optimization: A New Non-Sensitivity Method for Solving Stress Constrained and Minimum Compliance Problems and Its Implementation in MATLAB

PubMed Central

Biyikli, Emre; To, Albert C.

2015-01-01

A new topology optimization method called the Proportional Topology Optimization (PTO) is presented. As a non-sensitivity method, PTO is simple to understand, easy to implement, and is also efficient and accurate at the same time. It is implemented into two MATLAB programs to solve the stress constrained and minimum compliance problems. Descriptions of the algorithm and computer programs are provided in detail. The method is applied to solve three numerical examples for both types of problems. The method shows comparable efficiency and accuracy with an existing optimality criteria method which computes sensitivities. Also, the PTO stress constrained algorithm and minimum compliance algorithm are compared by feeding output from one algorithm to the other in an alternative manner, where the former yields lower maximum stress and volume fraction but higher compliance compared to the latter. Advantages and disadvantages of the proposed method and future works are discussed. The computer programs are self-contained and publicly shared in the website www.ptomethod.org. PMID:26678849

Multi-Constraint Multi-Variable Optimization of Source-Driven Nuclear Systems

NASA Astrophysics Data System (ADS)

Watkins, Edward Francis

1995-01-01

A novel approach to the search for optimal designs of source-driven nuclear systems is investigated. Such systems include radiation shields, fusion reactor blankets and various neutron spectrum-shaping assemblies. The novel approach involves the replacement of the steepest-descents optimization algorithm incorporated in the code SWAN by a significantly more general and efficient sequential quadratic programming optimization algorithm provided by the code NPSOL. The resulting SWAN/NPSOL code system can be applied to more general, multi-variable, multi-constraint shield optimization problems. The constraints it accounts for may include simple bounds on variables, linear constraints, and smooth nonlinear constraints. It may also be applied to unconstrained, bound-constrained and linearly constrained optimization. The shield optimization capabilities of the SWAN/NPSOL code system is tested and verified in a variety of optimization problems: dose minimization at constant cost, cost minimization at constant dose, and multiple-nonlinear constraint optimization. The replacement of the optimization part of SWAN with NPSOL is found feasible and leads to a very substantial improvement in the complexity of optimization problems which can be efficiently handled.

Optimal Control of Evolution Mixed Variational Inclusions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Alduncin, Gonzalo, E-mail: alduncin@geofisica.unam.mx

2013-12-15

Optimal control problems of primal and dual evolution mixed variational inclusions, in reflexive Banach spaces, are studied. The solvability analysis of the mixed state systems is established via duality principles. The optimality analysis is performed in terms of perturbation conjugate duality methods, and proximation penalty-duality algorithms to mixed optimality conditions are further presented. Applications to nonlinear diffusion constrained problems as well as quasistatic elastoviscoplastic bilateral contact problems exemplify the theory.

Solving LP Relaxations of Large-Scale Precedence Constrained Problems

NASA Astrophysics Data System (ADS)

Bienstock, Daniel; Zuckerberg, Mark

We describe new algorithms for solving linear programming relaxations of very large precedence constrained production scheduling problems. We present theory that motivates a new set of algorithmic ideas that can be employed on a wide range of problems; on data sets arising in the mining industry our algorithms prove effective on problems with many millions of variables and constraints, obtaining provably optimal solutions in a few minutes of computation.

Calculation of Pareto-optimal solutions to multiple-objective problems using threshold-of-acceptability constraints

NASA Technical Reports Server (NTRS)

Giesy, D. P.

1978-01-01

A technique is presented for the calculation of Pareto-optimal solutions to a multiple-objective constrained optimization problem by solving a series of single-objective problems. Threshold-of-acceptability constraints are placed on the objective functions at each stage to both limit the area of search and to mathematically guarantee convergence to a Pareto optimum.

Fat water decomposition using globally optimal surface estimation (GOOSE) algorithm.

PubMed

Cui, Chen; Wu, Xiaodong; Newell, John D; Jacob, Mathews

2015-03-01

This article focuses on developing a novel noniterative fat water decomposition algorithm more robust to fat water swaps and related ambiguities. Field map estimation is reformulated as a constrained surface estimation problem to exploit the spatial smoothness of the field, thus minimizing the ambiguities in the recovery. Specifically, the differences in the field map-induced frequency shift between adjacent voxels are constrained to be in a finite range. The discretization of the above problem yields a graph optimization scheme, where each node of the graph is only connected with few other nodes. Thanks to the low graph connectivity, the problem is solved efficiently using a noniterative graph cut algorithm. The global minimum of the constrained optimization problem is guaranteed. The performance of the algorithm is compared with that of state-of-the-art schemes. Quantitative comparisons are also made against reference data. The proposed algorithm is observed to yield more robust fat water estimates with fewer fat water swaps and better quantitative results than other state-of-the-art algorithms in a range of challenging applications. The proposed algorithm is capable of considerably reducing the swaps in challenging fat water decomposition problems. The experiments demonstrate the benefit of using explicit smoothness constraints in field map estimation and solving the problem using a globally convergent graph-cut optimization algorithm. © 2014 Wiley Periodicals, Inc.

Vehicle routing problem with time windows using natural inspired algorithms

NASA Astrophysics Data System (ADS)

Pratiwi, A. B.; Pratama, A.; Sa’diyah, I.; Suprajitno, H.

2018-03-01

Process of distribution of goods needs a strategy to make the total cost spent for operational activities minimized. But there are several constrains have to be satisfied which are the capacity of the vehicles and the service time of the customers. This Vehicle Routing Problem with Time Windows (VRPTW) gives complex constrains problem. This paper proposes natural inspired algorithms for dealing with constrains of VRPTW which involves Bat Algorithm and Cat Swarm Optimization. Bat Algorithm is being hybrid with Simulated Annealing, the worst solution of Bat Algorithm is replaced by the solution from Simulated Annealing. Algorithm which is based on behavior of cats, Cat Swarm Optimization, is improved using Crow Search Algorithm to make simplier and faster convergence. From the computational result, these algorithms give good performances in finding the minimized total distance. Higher number of population causes better computational performance. The improved Cat Swarm Optimization with Crow Search gives better performance than the hybridization of Bat Algorithm and Simulated Annealing in dealing with big data.

JuPOETs: a constrained multiobjective optimization approach to estimate biochemical model ensembles in the Julia programming language.

PubMed

Bassen, David M; Vilkhovoy, Michael; Minot, Mason; Butcher, Jonathan T; Varner, Jeffrey D

2017-01-25

Ensemble modeling is a promising approach for obtaining robust predictions and coarse grained population behavior in deterministic mathematical models. Ensemble approaches address model uncertainty by using parameter or model families instead of single best-fit parameters or fixed model structures. Parameter ensembles can be selected based upon simulation error, along with other criteria such as diversity or steady-state performance. Simulations using parameter ensembles can estimate confidence intervals on model variables, and robustly constrain model predictions, despite having many poorly constrained parameters. In this software note, we present a multiobjective based technique to estimate parameter or models ensembles, the Pareto Optimal Ensemble Technique in the Julia programming language (JuPOETs). JuPOETs integrates simulated annealing with Pareto optimality to estimate ensembles on or near the optimal tradeoff surface between competing training objectives. We demonstrate JuPOETs on a suite of multiobjective problems, including test functions with parameter bounds and system constraints as well as for the identification of a proof-of-concept biochemical model with four conflicting training objectives. JuPOETs identified optimal or near optimal solutions approximately six-fold faster than a corresponding implementation in Octave for the suite of test functions. For the proof-of-concept biochemical model, JuPOETs produced an ensemble of parameters that gave both the mean of the training data for conflicting data sets, while simultaneously estimating parameter sets that performed well on each of the individual objective functions. JuPOETs is a promising approach for the estimation of parameter and model ensembles using multiobjective optimization. JuPOETs can be adapted to solve many problem types, including mixed binary and continuous variable types, bilevel optimization problems and constrained problems without altering the base algorithm. JuPOETs is open source, available under an MIT license, and can be installed using the Julia package manager from the JuPOETs GitHub repository.

Constrained Multiobjective Biogeography Optimization Algorithm

PubMed Central

Mo, Hongwei; Xu, Zhidan; Xu, Lifang; Wu, Zhou; Ma, Haiping

2014-01-01

Multiobjective optimization involves minimizing or maximizing multiple objective functions subject to a set of constraints. In this study, a novel constrained multiobjective biogeography optimization algorithm (CMBOA) is proposed. It is the first biogeography optimization algorithm for constrained multiobjective optimization. In CMBOA, a disturbance migration operator is designed to generate diverse feasible individuals in order to promote the diversity of individuals on Pareto front. Infeasible individuals nearby feasible region are evolved to feasibility by recombining with their nearest nondominated feasible individuals. The convergence of CMBOA is proved by using probability theory. The performance of CMBOA is evaluated on a set of 6 benchmark problems and experimental results show that the CMBOA performs better than or similar to the classical NSGA-II and IS-MOEA. PMID:25006591

Distributed Constrained Optimization with Semicoordinate Transformations

NASA Technical Reports Server (NTRS)

Macready, William; Wolpert, David

2006-01-01

Recent work has shown how information theory extends conventional full-rationality game theory to allow bounded rational agents. The associated mathematical framework can be used to solve constrained optimization problems. This is done by translating the problem into an iterated game, where each agent controls a different variable of the problem, so that the joint probability distribution across the agents moves gives an expected value of the objective function. The dynamics of the agents is designed to minimize a Lagrangian function of that joint distribution. Here we illustrate how the updating of the Lagrange parameters in the Lagrangian is a form of automated annealing, which focuses the joint distribution more and more tightly about the joint moves that optimize the objective function. We then investigate the use of "semicoordinate" variable transformations. These separate the joint state of the agents from the variables of the optimization problem, with the two connected by an onto mapping. We present experiments illustrating the ability of such transformations to facilitate optimization. We focus on the special kind of transformation in which the statistically independent states of the agents induces a mixture distribution over the optimization variables. Computer experiment illustrate this for &sat constraint satisfaction problems and for unconstrained minimization of NK functions.

A sequential solution for anisotropic total variation image denoising with interval constraints

NASA Astrophysics Data System (ADS)

Xu, Jingyan; Noo, Frédéric

2017-09-01

We show that two problems involving the anisotropic total variation (TV) and interval constraints on the unknown variables admit, under some conditions, a simple sequential solution. Problem 1 is a constrained TV penalized image denoising problem; problem 2 is a constrained fused lasso signal approximator. The sequential solution entails finding first the solution to the unconstrained problem, and then applying a thresholding to satisfy the constraints. If the interval constraints are uniform, this sequential solution solves problem 1. If the interval constraints furthermore contain zero, the sequential solution solves problem 2. Here uniform interval constraints refer to all unknowns being constrained to the same interval. A typical example of application is image denoising in x-ray CT, where the image intensities are non-negative as they physically represent linear attenuation coefficient in the patient body. Our results are simple yet seem unknown; we establish them using the Karush-Kuhn-Tucker conditions for constrained convex optimization.

Necessary optimality conditions for infinite dimensional state constrained control problems

NASA Astrophysics Data System (ADS)

Frankowska, H.; Marchini, E. M.; Mazzola, M.

2018-06-01

This paper is concerned with first order necessary optimality conditions for state constrained control problems in separable Banach spaces. Assuming inward pointing conditions on the constraint, we give a simple proof of Pontryagin maximum principle, relying on infinite dimensional neighboring feasible trajectories theorems proved in [20]. Further, we provide sufficient conditions guaranteeing normality of the maximum principle. We work in the abstract semigroup setting, but nevertheless we apply our results to several concrete models involving controlled PDEs. Pointwise state constraints (as positivity of the solutions) are allowed.

OpenMDAO: Framework for Flexible Multidisciplinary Design, Analysis and Optimization Methods

NASA Technical Reports Server (NTRS)

Heath, Christopher M.; Gray, Justin S.

2012-01-01

The OpenMDAO project is underway at NASA to develop a framework which simplifies the implementation of state-of-the-art tools and methods for multidisciplinary design, analysis and optimization. Foremost, OpenMDAO has been designed to handle variable problem formulations, encourage reconfigurability, and promote model reuse. This work demonstrates the concept of iteration hierarchies in OpenMDAO to achieve a flexible environment for supporting advanced optimization methods which include adaptive sampling and surrogate modeling techniques. In this effort, two efficient global optimization methods were applied to solve a constrained, single-objective and constrained, multiobjective version of a joint aircraft/engine sizing problem. The aircraft model, NASA's nextgeneration advanced single-aisle civil transport, is being studied as part of the Subsonic Fixed Wing project to help meet simultaneous program goals for reduced fuel burn, emissions, and noise. This analysis serves as a realistic test problem to demonstrate the flexibility and reconfigurability offered by OpenMDAO.

Comments on "The multisynapse neural network and its application to fuzzy clustering".

PubMed

Yu, Jian; Hao, Pengwei

2005-05-01

In the above-mentioned paper, Wei and Fahn proposed a neural architecture, the multisynapse neural network, to solve constrained optimization problems including high-order, logarithmic, and sinusoidal forms, etc. As one of its main applications, a fuzzy bidirectional associative clustering network (FBACN) was proposed for fuzzy-partition clustering according to the objective-functional method. The connection between the objective-functional-based fuzzy c-partition algorithms and FBACN is the Lagrange multiplier approach. Unfortunately, the Lagrange multiplier approach was incorrectly applied so that FBACN does not equivalently minimize its corresponding constrained objective-function. Additionally, Wei and Fahn adopted traditional definition of fuzzy c-partition, which is not satisfied by FBACN. Therefore, FBACN can not solve constrained optimization problems, either.

A generalized fuzzy credibility-constrained linear fractional programming approach for optimal irrigation water allocation under uncertainty

NASA Astrophysics Data System (ADS)

Zhang, Chenglong; Guo, Ping

2017-10-01

The vague and fuzzy parametric information is a challenging issue in irrigation water management problems. In response to this problem, a generalized fuzzy credibility-constrained linear fractional programming (GFCCFP) model is developed for optimal irrigation water allocation under uncertainty. The model can be derived from integrating generalized fuzzy credibility-constrained programming (GFCCP) into a linear fractional programming (LFP) optimization framework. Therefore, it can solve ratio optimization problems associated with fuzzy parameters, and examine the variation of results under different credibility levels and weight coefficients of possibility and necessary. It has advantages in: (1) balancing the economic and resources objectives directly; (2) analyzing system efficiency; (3) generating more flexible decision solutions by giving different credibility levels and weight coefficients of possibility and (4) supporting in-depth analysis of the interrelationships among system efficiency, credibility level and weight coefficient. The model is applied to a case study of irrigation water allocation in the middle reaches of Heihe River Basin, northwest China. Therefore, optimal irrigation water allocation solutions from the GFCCFP model can be obtained. Moreover, factorial analysis on the two parameters (i.e. λ and γ) indicates that the weight coefficient is a main factor compared with credibility level for system efficiency. These results can be effective for support reasonable irrigation water resources management and agricultural production.

A Study of Penalty Function Methods for Constraint Handling with Genetic Algorithm

NASA Technical Reports Server (NTRS)

Ortiz, Francisco

2004-01-01

COMETBOARDS (Comparative Evaluation Testbed of Optimization and Analysis Routines for Design of Structures) is a design optimization test bed that can evaluate the performance of several different optimization algorithms. A few of these optimization algorithms are the sequence of unconstrained minimization techniques (SUMT), sequential linear programming (SLP) and the sequential quadratic programming techniques (SQP). A genetic algorithm (GA) is a search technique that is based on the principles of natural selection or "survival of the fittest". Instead of using gradient information, the GA uses the objective function directly in the search. The GA searches the solution space by maintaining a population of potential solutions. Then, using evolving operations such as recombination, mutation and selection, the GA creates successive generations of solutions that will evolve and take on the positive characteristics of their parents and thus gradually approach optimal or near-optimal solutions. By using the objective function directly in the search, genetic algorithms can be effectively applied in non-convex, highly nonlinear, complex problems. The genetic algorithm is not guaranteed to find the global optimum, but it is less likely to get trapped at a local optimum than traditional gradient-based search methods when the objective function is not smooth and generally well behaved. The purpose of this research is to assist in the integration of genetic algorithm (GA) into COMETBOARDS. COMETBOARDS cast the design of structures as a constrained nonlinear optimization problem. One method used to solve constrained optimization problem with a GA to convert the constrained optimization problem into an unconstrained optimization problem by developing a penalty function that penalizes infeasible solutions. There have been several suggested penalty function in the literature each with there own strengths and weaknesses. A statistical analysis of some suggested penalty functions is performed in this study. Also, a response surface approach to robust design is used to develop a new penalty function approach. This new penalty function approach is then compared with the other existing penalty functions.

Mixed Integer Programming and Heuristic Scheduling for Space Communication Networks

NASA Technical Reports Server (NTRS)

Cheung, Kar-Ming; Lee, Charles H.

2012-01-01

We developed framework and the mathematical formulation for optimizing communication network using mixed integer programming. The design yields a system that is much smaller, in search space size, when compared to the earlier approach. Our constrained network optimization takes into account the dynamics of link performance within the network along with mission and operation requirements. A unique penalty function is introduced to transform the mixed integer programming into the more manageable problem of searching in a continuous space. The constrained optimization problem was proposed to solve in two stages: first using the heuristic Particle Swarming Optimization algorithm to get a good initial starting point, and then feeding the result into the Sequential Quadratic Programming algorithm to achieve the final optimal schedule. We demonstrate the above planning and scheduling methodology with a scenario of 20 spacecraft and 3 ground stations of a Deep Space Network site. Our approach and framework have been simple and flexible so that problems with larger number of constraints and network can be easily adapted and solved.

On the optimization of electromagnetic geophysical data: Application of the PSO algorithm

NASA Astrophysics Data System (ADS)

Godio, A.; Santilano, A.

2018-01-01

Particle Swarm optimization (PSO) algorithm resolves constrained multi-parameter problems and is suitable for simultaneous optimization of linear and nonlinear problems, with the assumption that forward modeling is based on good understanding of ill-posed problem for geophysical inversion. We apply PSO for solving the geophysical inverse problem to infer an Earth model, i.e. the electrical resistivity at depth, consistent with the observed geophysical data. The method doesn't require an initial model and can be easily constrained, according to external information for each single sounding. The optimization process to estimate the model parameters from the electromagnetic soundings focuses on the discussion of the objective function to be minimized. We discuss the possibility to introduce in the objective function vertical and lateral constraints, with an Occam-like regularization. A sensitivity analysis allowed us to check the performance of the algorithm. The reliability of the approach is tested on synthetic, real Audio-Magnetotelluric (AMT) and Long Period MT data. The method appears able to solve complex problems and allows us to estimate the a posteriori distribution of the model parameters.

A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems

DOE PAGES

Kouri, Drew Philip

2017-12-19

In numerous applications, scientists and engineers acquire varied forms of data that partially characterize the inputs to an underlying physical system. This data is then used to inform decisions such as controls and designs. Consequently, it is critical that the resulting control or design is robust to the inherent uncertainties associated with the unknown probabilistic characterization of the model inputs. Here in this work, we consider optimal control and design problems constrained by partial differential equations with uncertain inputs. We do not assume a known probabilistic model for the inputs, but rather we formulate the problem as a distributionally robustmore » optimization problem where the outer minimization problem determines the control or design, while the inner maximization problem determines the worst-case probability measure that matches desired characteristics of the data. We analyze the inner maximization problem in the space of measures and introduce a novel measure approximation technique, based on the approximation of continuous functions, to discretize the unknown probability measure. Finally, we prove consistency of our approximated min-max problem and conclude with numerical results.« less

UAV path planning using artificial potential field method updated by optimal control theory

NASA Astrophysics Data System (ADS)

Chen, Yong-bo; Luo, Guan-chen; Mei, Yue-song; Yu, Jian-qiao; Su, Xiao-long

2016-04-01

The unmanned aerial vehicle (UAV) path planning problem is an important assignment in the UAV mission planning. Based on the artificial potential field (APF) UAV path planning method, it is reconstructed into the constrained optimisation problem by introducing an additional control force. The constrained optimisation problem is translated into the unconstrained optimisation problem with the help of slack variables in this paper. The functional optimisation method is applied to reform this problem into an optimal control problem. The whole transformation process is deduced in detail, based on a discrete UAV dynamic model. Then, the path planning problem is solved with the help of the optimal control method. The path following process based on the six degrees of freedom simulation model of the quadrotor helicopters is introduced to verify the practicability of this method. Finally, the simulation results show that the improved method is more effective in planning path. In the planning space, the length of the calculated path is shorter and smoother than that using traditional APF method. In addition, the improved method can solve the dead point problem effectively.

Optimal Guaranteed Cost Sliding Mode Control for Constrained-Input Nonlinear Systems With Matched and Unmatched Disturbances.

PubMed

Zhang, Huaguang; Qu, Qiuxia; Xiao, Geyang; Cui, Yang

2018-06-01

Based on integral sliding mode and approximate dynamic programming (ADP) theory, a novel optimal guaranteed cost sliding mode control is designed for constrained-input nonlinear systems with matched and unmatched disturbances. When the system moves on the sliding surface, the optimal guaranteed cost control problem of sliding mode dynamics is transformed into the optimal control problem of a reformulated auxiliary system with a modified cost function. The ADP algorithm based on single critic neural network (NN) is applied to obtain the approximate optimal control law for the auxiliary system. Lyapunov techniques are used to demonstrate the convergence of the NN weight errors. In addition, the derived approximate optimal control is verified to guarantee the sliding mode dynamics system to be stable in the sense of uniform ultimate boundedness. Some simulation results are presented to verify the feasibility of the proposed control scheme.

Dynamic optimization and its relation to classical and quantum constrained systems

NASA Astrophysics Data System (ADS)

Contreras, Mauricio; Pellicer, Rely; Villena, Marcelo

2017-08-01

We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physical model, we study this system in the classical and quantum frameworks. Classically, the dynamic optimization problem is equivalent to a classical mechanics constrained system, so we must use the Dirac method to analyze it in a correct way. We find that there are two second-class constraints in the model: one fix the momenta associated with the control variables, and the other is a reminder of the optimal control law. The dynamic evolution of this constrained system is given by the Dirac's bracket of the canonical variables with the Hamiltonian. This dynamic results to be identical to the unconstrained one given by the Pontryagin equations, which are the correct classical equations of motion for our physical optimization problem. In the same Pontryagin scheme, by imposing a closed-loop λ-strategy, the optimality condition for the action gives a consistency relation, which is associated to the Hamilton-Jacobi-Bellman equation of the dynamic programming method. A similar result is achieved by quantizing the classical model. By setting the wave function Ψ(x , t) =e iS(x , t) in the quantum Schrödinger equation, a non-linear partial equation is obtained for the S function. For the right-hand side quantization, this is the Hamilton-Jacobi-Bellman equation, when S(x , t) is identified with the optimal value function. Thus, the Hamilton-Jacobi-Bellman equation in Bellman's maximum principle, can be interpreted as the quantum approach of the optimization problem.

Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kouri, Drew Philip; Surowiec, Thomas M.

Uncertainty is ubiquitous in virtually all engineering applications, and, for such problems, it is inadequate to simulate the underlying physics without quantifying the uncertainty in unknown or random inputs, boundary and initial conditions, and modeling assumptions. Here in this paper, we introduce a general framework for analyzing risk-averse optimization problems constrained by partial differential equations (PDEs). In particular, we postulate conditions on the random variable objective function as well as the PDE solution that guarantee existence of minimizers. Furthermore, we derive optimality conditions and apply our results to the control of an environmental contaminant. Lastly, we introduce a new riskmore » measure, called the conditional entropic risk, that fuses desirable properties from both the conditional value-at-risk and the entropic risk measures.« less

Existence and Optimality Conditions for Risk-Averse PDE-Constrained Optimization

DOE PAGES

Kouri, Drew Philip; Surowiec, Thomas M.

2018-06-05

Uncertainty is ubiquitous in virtually all engineering applications, and, for such problems, it is inadequate to simulate the underlying physics without quantifying the uncertainty in unknown or random inputs, boundary and initial conditions, and modeling assumptions. Here in this paper, we introduce a general framework for analyzing risk-averse optimization problems constrained by partial differential equations (PDEs). In particular, we postulate conditions on the random variable objective function as well as the PDE solution that guarantee existence of minimizers. Furthermore, we derive optimality conditions and apply our results to the control of an environmental contaminant. Lastly, we introduce a new riskmore » measure, called the conditional entropic risk, that fuses desirable properties from both the conditional value-at-risk and the entropic risk measures.« less

An expert system for choosing the best combination of options in a general purpose program for automated design synthesis

NASA Technical Reports Server (NTRS)

Rogers, J. L.; Barthelemy, J.-F. M.

1986-01-01

An expert system called EXADS has been developed to aid users of the Automated Design Synthesis (ADS) general purpose optimization program. ADS has approximately 100 combinations of strategy, optimizer, and one-dimensional search options from which to choose. It is difficult for a nonexpert to make this choice. This expert system aids the user in choosing the best combination of options based on the users knowledge of the problem and the expert knowledge stored in the knowledge base. The knowledge base is divided into three categories; constrained problems, unconstrained problems, and constrained problems being treated as unconstrained problems. The inference engine and rules are written in LISP, contains about 200 rules, and executes on DEC-VAX (with Franz-LISP) and IBM PC (with IQ-LISP) computers.

Optimization by nonhierarchical asynchronous decomposition

NASA Technical Reports Server (NTRS)

Shankar, Jayashree; Ribbens, Calvin J.; Haftka, Raphael T.; Watson, Layne T.

1992-01-01

Large scale optimization problems are tractable only if they are somehow decomposed. Hierarchical decompositions are inappropriate for some types of problems and do not parallelize well. Sobieszczanski-Sobieski has proposed a nonhierarchical decomposition strategy for nonlinear constrained optimization that is naturally parallel. Despite some successes on engineering problems, the algorithm as originally proposed fails on simple two dimensional quadratic programs. The algorithm is carefully analyzed for quadratic programs, and a number of modifications are suggested to improve its robustness.

Spacecraft inertia estimation via constrained least squares

NASA Technical Reports Server (NTRS)

Keim, Jason A.; Acikmese, Behcet A.; Shields, Joel F.

2006-01-01

This paper presents a new formulation for spacecraft inertia estimation from test data. Specifically, the inertia estimation problem is formulated as a constrained least squares minimization problem with explicit bounds on the inertia matrix incorporated as LMIs [linear matrix inequalities). The resulting minimization problem is a semidefinite optimization that can be solved efficiently with guaranteed convergence to the global optimum by readily available algorithms. This method is applied to data collected from a robotic testbed consisting of a freely rotating body. The results show that the constrained least squares approach produces more accurate estimates of the inertia matrix than standard unconstrained least squares estimation methods.

Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

NASA Astrophysics Data System (ADS)

Chen, Wei

2015-07-01

In this paper, we discuss the portfolio optimization problem with real-world constraints under the assumption that the returns of risky assets are fuzzy numbers. A new possibilistic mean-semiabsolute deviation model is proposed, in which transaction costs, cardinality and quantity constraints are considered. Due to such constraints the proposed model becomes a mixed integer nonlinear programming problem and traditional optimization methods fail to find the optimal solution efficiently. Thus, a modified artificial bee colony (MABC) algorithm is developed to solve the corresponding optimization problem. Finally, a numerical example is given to illustrate the effectiveness of the proposed model and the corresponding algorithm.

Particle swarm optimization - Genetic algorithm (PSOGA) on linear transportation problem

NASA Astrophysics Data System (ADS)

Rahmalia, Dinita

2017-08-01

Linear Transportation Problem (LTP) is the case of constrained optimization where we want to minimize cost subject to the balance of the number of supply and the number of demand. The exact method such as northwest corner, vogel, russel, minimal cost have been applied at approaching optimal solution. In this paper, we use heurisitic like Particle Swarm Optimization (PSO) for solving linear transportation problem at any size of decision variable. In addition, we combine mutation operator of Genetic Algorithm (GA) at PSO to improve optimal solution. This method is called Particle Swarm Optimization - Genetic Algorithm (PSOGA). The simulations show that PSOGA can improve optimal solution resulted by PSO.

Constrained Optimization Methods in Health Services Research-An Introduction: Report 1 of the ISPOR Optimization Methods Emerging Good Practices Task Force.

PubMed

Crown, William; Buyukkaramikli, Nasuh; Thokala, Praveen; Morton, Alec; Sir, Mustafa Y; Marshall, Deborah A; Tosh, Jon; Padula, William V; Ijzerman, Maarten J; Wong, Peter K; Pasupathy, Kalyan S

2017-03-01

Providing health services with the greatest possible value to patients and society given the constraints imposed by patient characteristics, health care system characteristics, budgets, and so forth relies heavily on the design of structures and processes. Such problems are complex and require a rigorous and systematic approach to identify the best solution. Constrained optimization is a set of methods designed to identify efficiently and systematically the best solution (the optimal solution) to a problem characterized by a number of potential solutions in the presence of identified constraints. This report identifies 1) key concepts and the main steps in building an optimization model; 2) the types of problems for which optimal solutions can be determined in real-world health applications; and 3) the appropriate optimization methods for these problems. We first present a simple graphical model based on the treatment of "regular" and "severe" patients, which maximizes the overall health benefit subject to time and budget constraints. We then relate it back to how optimization is relevant in health services research for addressing present day challenges. We also explain how these mathematical optimization methods relate to simulation methods, to standard health economic analysis techniques, and to the emergent fields of analytics and machine learning. Copyright © 2017 International Society for Pharmacoeconomics and Outcomes Research (ISPOR). Published by Elsevier Inc. All rights reserved.

A chance constraint estimation approach to optimizing resource management under uncertainty

Treesearch

Michael Bevers

2007-01-01

Chance-constrained optimization is an important method for managing risk arising from random variations in natural resource systems, but the probabilistic formulations often pose mathematical programming problems that cannot be solved with exact methods. A heuristic estimation method for these problems is presented that combines a formulation for order statistic...

Optimal design of piezoelectric transformers: a rational approach based on an analytical model and a deterministic global optimization.

PubMed

Pigache, Francois; Messine, Frédéric; Nogarede, Bertrand

2007-07-01

This paper deals with a deterministic and rational way to design piezoelectric transformers in radial mode. The proposed approach is based on the study of the inverse problem of design and on its reformulation as a mixed constrained global optimization problem. The methodology relies on the association of the analytical models for describing the corresponding optimization problem and on an exact global optimization software, named IBBA and developed by the second author to solve it. Numerical experiments are presented and compared in order to validate the proposed approach.

Exact and explicit optimal solutions for trajectory planning and control of single-link flexible-joint manipulators

NASA Technical Reports Server (NTRS)

Chen, Guanrong

1991-01-01

An optimal trajectory planning problem for a single-link, flexible joint manipulator is studied. A global feedback-linearization is first applied to formulate the nonlinear inequality-constrained optimization problem in a suitable way. Then, an exact and explicit structural formula for the optimal solution of the problem is derived and the solution is shown to be unique. It turns out that the optimal trajectory planning and control can be done off-line, so that the proposed method is applicable to both theoretical analysis and real time tele-robotics control engineering.

Reinforcement learning solution for HJB equation arising in constrained optimal control problem.

PubMed

Luo, Biao; Wu, Huai-Ning; Huang, Tingwen; Liu, Derong

2015-11-01

The constrained optimal control problem depends on the solution of the complicated Hamilton-Jacobi-Bellman equation (HJBE). In this paper, a data-based off-policy reinforcement learning (RL) method is proposed, which learns the solution of the HJBE and the optimal control policy from real system data. One important feature of the off-policy RL is that its policy evaluation can be realized with data generated by other behavior policies, not necessarily the target policy, which solves the insufficient exploration problem. The convergence of the off-policy RL is proved by demonstrating its equivalence to the successive approximation approach. Its implementation procedure is based on the actor-critic neural networks structure, where the function approximation is conducted with linearly independent basis functions. Subsequently, the convergence of the implementation procedure with function approximation is also proved. Finally, its effectiveness is verified through computer simulations. Copyright © 2015 Elsevier Ltd. All rights reserved.

Nonlinear model predictive control of a wave energy converter based on differential flatness parameterisation

NASA Astrophysics Data System (ADS)

Li, Guang

2017-01-01

This paper presents a fast constrained optimization approach, which is tailored for nonlinear model predictive control of wave energy converters (WEC). The advantage of this approach relies on its exploitation of the differential flatness of the WEC model. This can reduce the dimension of the resulting nonlinear programming problem (NLP) derived from the continuous constrained optimal control of WEC using pseudospectral method. The alleviation of computational burden using this approach helps to promote an economic implementation of nonlinear model predictive control strategy for WEC control problems. The method is applicable to nonlinear WEC models, nonconvex objective functions and nonlinear constraints, which are commonly encountered in WEC control problems. Numerical simulations demonstrate the efficacy of this approach.

Missile Guidance Law Based on Robust Model Predictive Control Using Neural-Network Optimization.

PubMed

Li, Zhijun; Xia, Yuanqing; Su, Chun-Yi; Deng, Jun; Fu, Jun; He, Wei

2015-08-01

In this brief, the utilization of robust model-based predictive control is investigated for the problem of missile interception. Treating the target acceleration as a bounded disturbance, novel guidance law using model predictive control is developed by incorporating missile inside constraints. The combined model predictive approach could be transformed as a constrained quadratic programming (QP) problem, which may be solved using a linear variational inequality-based primal-dual neural network over a finite receding horizon. Online solutions to multiple parametric QP problems are used so that constrained optimal control decisions can be made in real time. Simulation studies are conducted to illustrate the effectiveness and performance of the proposed guidance control law for missile interception.

Direct Method Transcription for a Human-Class Translunar Injection Trajectory Optimization

NASA Technical Reports Server (NTRS)

Witzberger, Kevin E.; Zeiler, Tom

2012-01-01

This paper presents a new trajectory optimization software package developed in the framework of a low-to-high fidelity 3 degrees-of-freedom (DOF)/6-DOF vehicle simulation program named Mission Analysis Simulation Tool in Fortran (MASTIF) and its application to a translunar trajectory optimization problem. The functionality of the developed optimization package is implemented as a new "mode" in generalized settings to make it applicable for a general trajectory optimization problem. In doing so, a direct optimization method using collocation is employed for solving the problem. Trajectory optimization problems in MASTIF are transcribed to a constrained nonlinear programming (NLP) problem and solved with SNOPT, a commercially available NLP solver. A detailed description of the optimization software developed is provided as well as the transcription specifics for the translunar injection (TLI) problem. The analysis includes a 3-DOF trajectory TLI optimization and a 3-DOF vehicle TLI simulation using closed-loop guidance.

Pseudo-time methods for constrained optimization problems governed by PDE

NASA Technical Reports Server (NTRS)

Taasan, Shlomo

1995-01-01

In this paper we present a novel method for solving optimization problems governed by partial differential equations. Existing methods are gradient information in marching toward the minimum, where the constrained PDE is solved once (sometimes only approximately) per each optimization step. Such methods can be viewed as a marching techniques on the intersection of the state and costate hypersurfaces while improving the residuals of the design equations per each iteration. In contrast, the method presented here march on the design hypersurface and at each iteration improve the residuals of the state and costate equations. The new method is usually much less expensive per iteration step since, in most problems of practical interest, the design equation involves much less unknowns that that of either the state or costate equations. Convergence is shown using energy estimates for the evolution equations governing the iterative process. Numerical tests show that the new method allows the solution of the optimization problem in a cost of solving the analysis problems just a few times, independent of the number of design parameters. The method can be applied using single grid iterations as well as with multigrid solvers.

Constrained optimization of sequentially generated entangled multiqubit states

NASA Astrophysics Data System (ADS)

Saberi, Hamed; Weichselbaum, Andreas; Lamata, Lucas; Pérez-García, David; von Delft, Jan; Solano, Enrique

2009-08-01

We demonstrate how the matrix-product state formalism provides a flexible structure to solve the constrained optimization problem associated with the sequential generation of entangled multiqubit states under experimental restrictions. We consider a realistic scenario in which an ancillary system with a limited number of levels performs restricted sequential interactions with qubits in a row. The proposed method relies on a suitable local optimization procedure, yielding an efficient recipe for the realistic and approximate sequential generation of any entangled multiqubit state. We give paradigmatic examples that may be of interest for theoretical and experimental developments.

Solution of nonlinear multivariable constrained systems using a gradient projection digital algorithm that is insensitive to the initial state

NASA Technical Reports Server (NTRS)

Hargrove, A.

1982-01-01

Optimal digital control of nonlinear multivariable constrained systems was studied. The optimal controller in the form of an algorithm was improved and refined by reducing running time and storage requirements. A particularly difficult system of nine nonlinear state variable equations was chosen as a test problem for analyzing and improving the controller. Lengthy analysis, modeling, computing and optimization were accomplished. A remote interactive teletype terminal was installed. Analysis requiring computer usage of short duration was accomplished using Tuskegee's VAX 11/750 system.

Robust fuel- and time-optimal control of uncertain flexible space structures

NASA Technical Reports Server (NTRS)

Wie, Bong; Sinha, Ravi; Sunkel, John; Cox, Ken

1993-01-01

The problem of computing open-loop, fuel- and time-optimal control inputs for flexible space structures in the face of modeling uncertainty is investigated. Robustified, fuel- and time-optimal pulse sequences are obtained by solving a constrained optimization problem subject to robustness constraints. It is shown that 'bang-off-bang' pulse sequences with a finite number of switchings provide a practical tradeoff among the maneuvering time, fuel consumption, and performance robustness of uncertain flexible space structures.

Fitting Prony Series To Data On Viscoelastic Materials

NASA Technical Reports Server (NTRS)

Hill, S. A.

1995-01-01

Improved method of fitting Prony series to data on viscoelastic materials involves use of least-squares optimization techniques. Based on optimization techniques yields closer correlation with data than traditional method. Involves no assumptions regarding the gamma'(sub i)s and higher-order terms, and provides for as many Prony terms as needed to represent higher-order subtleties in data. Curve-fitting problem treated as design-optimization problem and solved by use of partially-constrained-optimization techniques.

Mixed Integer Programming and Heuristic Scheduling for Space Communication

NASA Technical Reports Server (NTRS)

Lee, Charles H.; Cheung, Kar-Ming

2013-01-01

Optimal planning and scheduling for a communication network was created where the nodes within the network are communicating at the highest possible rates while meeting the mission requirements and operational constraints. The planning and scheduling problem was formulated in the framework of Mixed Integer Programming (MIP) to introduce a special penalty function to convert the MIP problem into a continuous optimization problem, and to solve the constrained optimization problem using heuristic optimization. The communication network consists of space and ground assets with the link dynamics between any two assets varying with respect to time, distance, and telecom configurations. One asset could be communicating with another at very high data rates at one time, and at other times, communication is impossible, as the asset could be inaccessible from the network due to planetary occultation. Based on the network's geometric dynamics and link capabilities, the start time, end time, and link configuration of each view period are selected to maximize the communication efficiency within the network. Mathematical formulations for the constrained mixed integer optimization problem were derived, and efficient analytical and numerical techniques were developed to find the optimal solution. By setting up the problem using MIP, the search space for the optimization problem is reduced significantly, thereby speeding up the solution process. The ratio of the dimension of the traditional method over the proposed formulation is approximately an order N (single) to 2*N (arraying), where N is the number of receiving antennas of a node. By introducing a special penalty function, the MIP problem with non-differentiable cost function and nonlinear constraints can be converted into a continuous variable problem, whose solution is possible.

Adaptive sparsest narrow-band decomposition method and its applications to rolling element bearing fault diagnosis

NASA Astrophysics Data System (ADS)

Cheng, Junsheng; Peng, Yanfeng; Yang, Yu; Wu, Zhantao

2017-02-01

Enlightened by ASTFA method, adaptive sparsest narrow-band decomposition (ASNBD) method is proposed in this paper. In ASNBD method, an optimized filter must be established at first. The parameters of the filter are determined by solving a nonlinear optimization problem. A regulated differential operator is used as the objective function so that each component is constrained to be a local narrow-band signal. Afterwards, the signal is filtered by the optimized filter to generate an intrinsic narrow-band component (INBC). ASNBD is proposed aiming at solving the problems existed in ASTFA. Gauss-Newton type method, which is applied to solve the optimization problem in ASTFA, is irreplaceable and very sensitive to initial values. However, more appropriate optimization method such as genetic algorithm (GA) can be utilized to solve the optimization problem in ASNBD. Meanwhile, compared with ASTFA, the decomposition results generated by ASNBD have better physical meaning by constraining the components to be local narrow-band signals. Comparisons are made between ASNBD, ASTFA and EMD by analyzing simulation and experimental signals. The results indicate that ASNBD method is superior to the other two methods in generating more accurate components from noise signal, restraining the boundary effect, possessing better orthogonality and diagnosing rolling element bearing fault.

Quadratic Optimization in the Problems of Active Control of Sound

NASA Technical Reports Server (NTRS)

Loncaric, J.; Tsynkov, S. V.; Bushnell, Dennis M. (Technical Monitor)

2002-01-01

We analyze the problem of suppressing the unwanted component of a time-harmonic acoustic field (noise) on a predetermined region of interest. The suppression is rendered by active means, i.e., by introducing the additional acoustic sources called controls that generate the appropriate anti-sound. Previously, we have obtained general solutions for active controls in both continuous and discrete formulations of the problem. We have also obtained optimal solutions that minimize the overall absolute acoustic source strength of active control sources. These optimal solutions happen to be particular layers of monopoles on the perimeter of the protected region. Mathematically, minimization of acoustic source strength is equivalent to minimization in the sense of L(sub 1). By contrast. in the current paper we formulate and study optimization problems that involve quadratic functions of merit. Specifically, we minimize the L(sub 2) norm of the control sources, and we consider both the unconstrained and constrained minimization. The unconstrained L(sub 2) minimization is certainly the easiest problem to address numerically. On the other hand, the constrained approach allows one to analyze sophisticated geometries. In a special case, we call compare our finite-difference optimal solutions to the continuous optimal solutions obtained previously using a semi-analytic technique. We also show that the optima obtained in the sense of L(sub 2) differ drastically from those obtained in the sense of L(sub 1).

Preconditioned Alternating Projection Algorithms for Maximum a Posteriori ECT Reconstruction

PubMed Central

Krol, Andrzej; Li, Si; Shen, Lixin; Xu, Yuesheng

2012-01-01

We propose a preconditioned alternating projection algorithm (PAPA) for solving the maximum a posteriori (MAP) emission computed tomography (ECT) reconstruction problem. Specifically, we formulate the reconstruction problem as a constrained convex optimization problem with the total variation (TV) regularization. We then characterize the solution of the constrained convex optimization problem and show that it satisfies a system of fixed-point equations defined in terms of two proximity operators raised from the convex functions that define the TV-norm and the constrain involved in the problem. The characterization (of the solution) via the proximity operators that define two projection operators naturally leads to an alternating projection algorithm for finding the solution. For efficient numerical computation, we introduce to the alternating projection algorithm a preconditioning matrix (the EM-preconditioner) for the dense system matrix involved in the optimization problem. We prove theoretically convergence of the preconditioned alternating projection algorithm. In numerical experiments, performance of our algorithms, with an appropriately selected preconditioning matrix, is compared with performance of the conventional MAP expectation-maximization (MAP-EM) algorithm with TV regularizer (EM-TV) and that of the recently developed nested EM-TV algorithm for ECT reconstruction. Based on the numerical experiments performed in this work, we observe that the alternating projection algorithm with the EM-preconditioner outperforms significantly the EM-TV in all aspects including the convergence speed, the noise in the reconstructed images and the image quality. It also outperforms the nested EM-TV in the convergence speed while providing comparable image quality. PMID:23271835

Constrained Optimization Problems in Cost and Managerial Accounting--Spreadsheet Tools

ERIC Educational Resources Information Center

Amlie, Thomas T.

2009-01-01

A common problem addressed in Managerial and Cost Accounting classes is that of selecting an optimal production mix given scarce resources. That is, if a firm produces a number of different products, and is faced with scarce resources (e.g., limitations on labor, materials, or machine time), what combination of products yields the greatest profit…

Conceptual Comparison of Population Based Metaheuristics for Engineering Problems

PubMed Central

Green, Paul

2015-01-01

Metaheuristic algorithms are well-known optimization tools which have been employed for solving a wide range of optimization problems. Several extensions of differential evolution have been adopted in solving constrained and nonconstrained multiobjective optimization problems, but in this study, the third version of generalized differential evolution (GDE) is used for solving practical engineering problems. GDE3 metaheuristic modifies the selection process of the basic differential evolution and extends DE/rand/1/bin strategy in solving practical applications. The performance of the metaheuristic is investigated through engineering design optimization problems and the results are reported. The comparison of the numerical results with those of other metaheuristic techniques demonstrates the promising performance of the algorithm as a robust optimization tool for practical purposes. PMID:25874265

Conceptual comparison of population based metaheuristics for engineering problems.

PubMed

Adekanmbi, Oluwole; Green, Paul

2015-01-01

Metaheuristic algorithms are well-known optimization tools which have been employed for solving a wide range of optimization problems. Several extensions of differential evolution have been adopted in solving constrained and nonconstrained multiobjective optimization problems, but in this study, the third version of generalized differential evolution (GDE) is used for solving practical engineering problems. GDE3 metaheuristic modifies the selection process of the basic differential evolution and extends DE/rand/1/bin strategy in solving practical applications. The performance of the metaheuristic is investigated through engineering design optimization problems and the results are reported. The comparison of the numerical results with those of other metaheuristic techniques demonstrates the promising performance of the algorithm as a robust optimization tool for practical purposes.

A chance-constrained stochastic approach to intermodal container routing problems.

PubMed

Zhao, Yi; Liu, Ronghui; Zhang, Xi; Whiteing, Anthony

2018-01-01

We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost.

A chance-constrained stochastic approach to intermodal container routing problems

PubMed Central

Zhao, Yi; Zhang, Xi; Whiteing, Anthony

2018-01-01

We consider a container routing problem with stochastic time variables in a sea-rail intermodal transportation system. The problem is formulated as a binary integer chance-constrained programming model including stochastic travel times and stochastic transfer time, with the objective of minimising the expected total cost. Two chance constraints are proposed to ensure that the container service satisfies ship fulfilment and cargo on-time delivery with pre-specified probabilities. A hybrid heuristic algorithm is employed to solve the binary integer chance-constrained programming model. Two case studies are conducted to demonstrate the feasibility of the proposed model and to analyse the impact of stochastic variables and chance-constraints on the optimal solution and total cost. PMID:29438389

Classification-Assisted Memetic Algorithms for Equality-Constrained Optimization Problems

NASA Astrophysics Data System (ADS)

Handoko, Stephanus Daniel; Kwoh, Chee Keong; Ong, Yew Soon

Regressions has successfully been incorporated into memetic algorithm (MA) to build surrogate models for the objective or constraint landscape of optimization problems. This helps to alleviate the needs for expensive fitness function evaluations by performing local refinements on the approximated landscape. Classifications can alternatively be used to assist MA on the choice of individuals that would experience refinements. Support-vector-assisted MA were recently proposed to alleviate needs for function evaluations in the inequality-constrained optimization problems by distinguishing regions of feasible solutions from those of the infeasible ones based on some past solutions such that search efforts can be focussed on some potential regions only. For problems having equality constraints, however, the feasible space would obviously be extremely small. It is thus extremely difficult for the global search component of the MA to produce feasible solutions. Hence, the classification of feasible and infeasible space would become ineffective. In this paper, a novel strategy to overcome such limitation is proposed, particularly for problems having one and only one equality constraint. The raw constraint value of an individual, instead of its feasibility class, is utilized in this work.

Numerical methods for the inverse problem of density functional theory

DOE PAGES

Jensen, Daniel S.; Wasserman, Adam

2017-07-17

Here, the inverse problem of Kohn–Sham density functional theory (DFT) is often solved in an effort to benchmark and design approximate exchange-correlation potentials. The forward and inverse problems of DFT rely on the same equations but the numerical methods for solving each problem are substantially different. We examine both problems in this tutorial with a special emphasis on the algorithms and error analysis needed for solving the inverse problem. Two inversion methods based on partial differential equation constrained optimization and constrained variational ideas are introduced. We compare and contrast several different inversion methods applied to one-dimensional finite and periodic modelmore » systems.« less

Numerical methods for the inverse problem of density functional theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jensen, Daniel S.; Wasserman, Adam

Here, the inverse problem of Kohn–Sham density functional theory (DFT) is often solved in an effort to benchmark and design approximate exchange-correlation potentials. The forward and inverse problems of DFT rely on the same equations but the numerical methods for solving each problem are substantially different. We examine both problems in this tutorial with a special emphasis on the algorithms and error analysis needed for solving the inverse problem. Two inversion methods based on partial differential equation constrained optimization and constrained variational ideas are introduced. We compare and contrast several different inversion methods applied to one-dimensional finite and periodic modelmore » systems.« less

An indirect method for numerical optimization using the Kreisselmeir-Steinhauser function

NASA Technical Reports Server (NTRS)

Wrenn, Gregory A.

1989-01-01

A technique is described for converting a constrained optimization problem into an unconstrained problem. The technique transforms one of more objective functions into reduced objective functions, which are analogous to goal constraints used in the goal programming method. These reduced objective functions are appended to the set of constraints and an envelope of the entire function set is computed using the Kreisselmeir-Steinhauser function. This envelope function is then searched for an unconstrained minimum. The technique may be categorized as a SUMT algorithm. Advantages of this approach are the use of unconstrained optimization methods to find a constrained minimum without the draw down factor typical of penalty function methods, and that the technique may be started from the feasible or infeasible design space. In multiobjective applications, the approach has the advantage of locating a compromise minimum design without the need to optimize for each individual objective function separately.

An Efficient Augmented Lagrangian Method with Applications to Total Variation Minimization

DTIC Science & Technology

2012-08-17

the classic augmented Lagrangian multiplier method, we propose, analyze and test an algorithm for solving a class of equality-constrained non-smooth...method, we propose, analyze and test an algorithm for solving a class of equality-constrained non-smooth optimization problems (chie y but not...significantly outperforming several state-of-the-art solvers on most tested problems. The resulting MATLAB solver, called TVAL3, has been posted online [23]. 2

Structural optimization: Status and promise

NASA Astrophysics Data System (ADS)

Kamat, Manohar P.

Chapters contained in this book include fundamental concepts of optimum design, mathematical programming methods for constrained optimization, function approximations, approximate reanalysis methods, dual mathematical programming methods for constrained optimization, a generalized optimality criteria method, and a tutorial and survey of multicriteria optimization in engineering. Also included are chapters on the compromise decision support problem and the adaptive linear programming algorithm, sensitivity analyses of discrete and distributed systems, the design sensitivity analysis of nonlinear structures, optimization by decomposition, mixed elements in shape sensitivity analysis of structures based on local criteria, and optimization of stiffened cylindrical shells subjected to destabilizing loads. Other chapters are on applications to fixed-wing aircraft and spacecraft, integrated optimum structural and control design, modeling concurrency in the design of composite structures, and tools for structural optimization. (No individual items are abstracted in this volume)

On size-constrained minimum s–t cut problems and size-constrained dense subgraph problems

DOE PAGES

Chen, Wenbin; Samatova, Nagiza F.; Stallmann, Matthias F.; ...

2015-10-30

In some application cases, the solutions of combinatorial optimization problems on graphs should satisfy an additional vertex size constraint. In this paper, we consider size-constrained minimum s–t cut problems and size-constrained dense subgraph problems. We introduce the minimum s–t cut with at-least-k vertices problem, the minimum s–t cut with at-most-k vertices problem, and the minimum s–t cut with exactly k vertices problem. We prove that they are NP-complete. Thus, they are not polynomially solvable unless P = NP. On the other hand, we also study the densest at-least-k-subgraph problem (DalkS) and the densest at-most-k-subgraph problem (DamkS) introduced by Andersen andmore » Chellapilla [1]. We present a polynomial time algorithm for DalkS when k is bounded by some constant c. We also present two approximation algorithms for DamkS. In conclusion, the first approximation algorithm for DamkS has an approximation ratio of n-1/k-1, where n is the number of vertices in the input graph. The second approximation algorithm for DamkS has an approximation ratio of O (n δ), for some δ < 1/3.« less

Optimal mistuning for enhanced aeroelastic stability of transonic fans

NASA Technical Reports Server (NTRS)

Hall, K. C.; Crawley, E. F.

1983-01-01

An inverse design procedure was developed for the design of a mistuned rotor. The design requirements are that the stability margin of the eigenvalues of the aeroelastic system be greater than or equal to some minimum stability margin, and that the mass added to each blade be positive. The objective was to achieve these requirements with a minimal amount of mistuning. Hence, the problem was posed as a constrained optimization problem. The constrained minimization problem was solved by the technique of mathematical programming via augmented Lagrangians. The unconstrained minimization phase of this technique was solved by the variable metric method. The bladed disk was modelled as being composed of a rigid disk mounted on a rigid shaft. Each of the blades were modelled with a single tosional degree of freedom.

An inverse dynamics approach to trajectory optimization and guidance for an aerospace plane

NASA Technical Reports Server (NTRS)

Lu, Ping

1992-01-01

The optimal ascent problem for an aerospace planes is formulated as an optimal inverse dynamic problem. Both minimum-fuel and minimax type of performance indices are considered. Some important features of the optimal trajectory and controls are used to construct a nonlinear feedback midcourse controller, which not only greatly simplifies the difficult constrained optimization problem and yields improved solutions, but is also suited for onboard implementation. Robust ascent guidance is obtained by using combination of feedback compensation and onboard generation of control through the inverse dynamics approach. Accurate orbital insertion can be achieved with near-optimal control of the rocket through inverse dynamics even in the presence of disturbances.

Adaptive Multi-Agent Systems for Constrained Optimization

NASA Technical Reports Server (NTRS)

Macready, William; Bieniawski, Stefan; Wolpert, David H.

2004-01-01

Product Distribution (PD) theory is a new framework for analyzing and controlling distributed systems. Here we demonstrate its use for distributed stochastic optimization. First we review one motivation of PD theory, as the information-theoretic extension of conventional full-rationality game theory to the case of bounded rational agents. In this extension the equilibrium of the game is the optimizer of a Lagrangian of the (probability distribution of) the joint state of the agents. When the game in question is a team game with constraints, that equilibrium optimizes the expected value of the team game utility, subject to those constraints. The updating of the Lagrange parameters in the Lagrangian can be viewed as a form of automated annealing, that focuses the MAS more and more on the optimal pure strategy. This provides a simple way to map the solution of any constrained optimization problem onto the equilibrium of a Multi-Agent System (MAS). We present computer experiments involving both the Queen s problem and K-SAT validating the predictions of PD theory and its use for off-the-shelf distributed adaptive optimization.

Multimode resource-constrained multiple project scheduling problem under fuzzy random environment and its application to a large scale hydropower construction project.

PubMed

Xu, Jiuping; Feng, Cuiying

2014-01-01

This paper presents an extension of the multimode resource-constrained project scheduling problem for a large scale construction project where multiple parallel projects and a fuzzy random environment are considered. By taking into account the most typical goals in project management, a cost/weighted makespan/quality trade-off optimization model is constructed. To deal with the uncertainties, a hybrid crisp approach is used to transform the fuzzy random parameters into fuzzy variables that are subsequently defuzzified using an expected value operator with an optimistic-pessimistic index. Then a combinatorial-priority-based hybrid particle swarm optimization algorithm is developed to solve the proposed model, where the combinatorial particle swarm optimization and priority-based particle swarm optimization are designed to assign modes to activities and to schedule activities, respectively. Finally, the results and analysis of a practical example at a large scale hydropower construction project are presented to demonstrate the practicality and efficiency of the proposed model and optimization method.

Multimode Resource-Constrained Multiple Project Scheduling Problem under Fuzzy Random Environment and Its Application to a Large Scale Hydropower Construction Project

PubMed Central

Xu, Jiuping

2014-01-01

This paper presents an extension of the multimode resource-constrained project scheduling problem for a large scale construction project where multiple parallel projects and a fuzzy random environment are considered. By taking into account the most typical goals in project management, a cost/weighted makespan/quality trade-off optimization model is constructed. To deal with the uncertainties, a hybrid crisp approach is used to transform the fuzzy random parameters into fuzzy variables that are subsequently defuzzified using an expected value operator with an optimistic-pessimistic index. Then a combinatorial-priority-based hybrid particle swarm optimization algorithm is developed to solve the proposed model, where the combinatorial particle swarm optimization and priority-based particle swarm optimization are designed to assign modes to activities and to schedule activities, respectively. Finally, the results and analysis of a practical example at a large scale hydropower construction project are presented to demonstrate the practicality and efficiency of the proposed model and optimization method. PMID:24550708

Constrained optimization by radial basis function interpolation for high-dimensional expensive black-box problems with infeasible initial points

NASA Astrophysics Data System (ADS)

Regis, Rommel G.

2014-02-01

This article develops two new algorithms for constrained expensive black-box optimization that use radial basis function surrogates for the objective and constraint functions. These algorithms are called COBRA and Extended ConstrLMSRBF and, unlike previous surrogate-based approaches, they can be used for high-dimensional problems where all initial points are infeasible. They both follow a two-phase approach where the first phase finds a feasible point while the second phase improves this feasible point. COBRA and Extended ConstrLMSRBF are compared with alternative methods on 20 test problems and on the MOPTA08 benchmark automotive problem (D.R. Jones, Presented at MOPTA 2008), which has 124 decision variables and 68 black-box inequality constraints. The alternatives include a sequential penalty derivative-free algorithm, a direct search method with kriging surrogates, and two multistart methods. Numerical results show that COBRA algorithms are competitive with Extended ConstrLMSRBF and they generally outperform the alternatives on the MOPTA08 problem and most of the test problems.

Finite dimensional approximation of a class of constrained nonlinear optimal control problems

NASA Technical Reports Server (NTRS)

Gunzburger, Max D.; Hou, L. S.

1994-01-01

An abstract framework for the analysis and approximation of a class of nonlinear optimal control and optimization problems is constructed. Nonlinearities occur in both the objective functional and in the constraints. The framework includes an abstract nonlinear optimization problem posed on infinite dimensional spaces, and approximate problem posed on finite dimensional spaces, together with a number of hypotheses concerning the two problems. The framework is used to show that optimal solutions exist, to show that Lagrange multipliers may be used to enforce the constraints, to derive an optimality system from which optimal states and controls may be deduced, and to derive existence results and error estimates for solutions of the approximate problem. The abstract framework and the results derived from that framework are then applied to three concrete control or optimization problems and their approximation by finite element methods. The first involves the von Karman plate equations of nonlinear elasticity, the second, the Ginzburg-Landau equations of superconductivity, and the third, the Navier-Stokes equations for incompressible, viscous flows.

Convex optimisation approach to constrained fuel optimal control of spacecraft in close relative motion

NASA Astrophysics Data System (ADS)

Massioni, Paolo; Massari, Mauro

2018-05-01

This paper describes an interesting and powerful approach to the constrained fuel-optimal control of spacecraft in close relative motion. The proposed approach is well suited for problems under linear dynamic equations, therefore perfectly fitting to the case of spacecraft flying in close relative motion. If the solution of the optimisation is approximated as a polynomial with respect to the time variable, then the problem can be approached with a technique developed in the control engineering community, known as "Sum Of Squares" (SOS), and the constraints can be reduced to bounds on the polynomials. Such a technique allows rewriting polynomial bounding problems in the form of convex optimisation problems, at the cost of a certain amount of conservatism. The principles of the techniques are explained and some application related to spacecraft flying in close relative motion are shown.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Luo, Yousong, E-mail: yousong.luo@rmit.edu.au

This paper deals with a class of optimal control problems governed by an initial-boundary value problem of a parabolic equation. The case of semi-linear boundary control is studied where the control is applied to the system via the Wentzell boundary condition. The differentiability of the state variable with respect to the control is established and hence a necessary condition is derived for the optimal solution in the case of both unconstrained and constrained problems. The condition is also sufficient for the unconstrained convex problems. A second order condition is also derived.

Computational alternatives to obtain time optimal jet engine control. M.S. Thesis

NASA Technical Reports Server (NTRS)

Basso, R. J.; Leake, R. J.

1976-01-01

Two computational methods to determine an open loop time optimal control sequence for a simple single spool turbojet engine are described by a set of nonlinear differential equations. Both methods are modifications of widely accepted algorithms which can solve fixed time unconstrained optimal control problems with a free right end. Constrained problems to be considered have fixed right ends and free time. Dynamic programming is defined on a standard problem and it yields a successive approximation solution to the time optimal problem of interest. A feedback control law is obtained and it is then used to determine the corresponding open loop control sequence. The Fletcher-Reeves conjugate gradient method has been selected for adaptation to solve a nonlinear optimal control problem with state variable and control constraints.

A DAG Scheduling Scheme on Heterogeneous Computing Systems Using Tuple-Based Chemical Reaction Optimization

PubMed Central

Jiang, Yuyi; Shao, Zhiqing; Guo, Yi

2014-01-01

A complex computing problem can be solved efficiently on a system with multiple computing nodes by dividing its implementation code into several parallel processing modules or tasks that can be formulated as directed acyclic graph (DAG) problems. The DAG jobs may be mapped to and scheduled on the computing nodes to minimize the total execution time. Searching an optimal DAG scheduling solution is considered to be NP-complete. This paper proposed a tuple molecular structure-based chemical reaction optimization (TMSCRO) method for DAG scheduling on heterogeneous computing systems, based on a very recently proposed metaheuristic method, chemical reaction optimization (CRO). Comparing with other CRO-based algorithms for DAG scheduling, the design of tuple reaction molecular structure and four elementary reaction operators of TMSCRO is more reasonable. TMSCRO also applies the concept of constrained critical paths (CCPs), constrained-critical-path directed acyclic graph (CCPDAG) and super molecule for accelerating convergence. In this paper, we have also conducted simulation experiments to verify the effectiveness and efficiency of TMSCRO upon a large set of randomly generated graphs and the graphs for real world problems. PMID:25143977

A DAG scheduling scheme on heterogeneous computing systems using tuple-based chemical reaction optimization.

PubMed

Jiang, Yuyi; Shao, Zhiqing; Guo, Yi

2014-01-01

A complex computing problem can be solved efficiently on a system with multiple computing nodes by dividing its implementation code into several parallel processing modules or tasks that can be formulated as directed acyclic graph (DAG) problems. The DAG jobs may be mapped to and scheduled on the computing nodes to minimize the total execution time. Searching an optimal DAG scheduling solution is considered to be NP-complete. This paper proposed a tuple molecular structure-based chemical reaction optimization (TMSCRO) method for DAG scheduling on heterogeneous computing systems, based on a very recently proposed metaheuristic method, chemical reaction optimization (CRO). Comparing with other CRO-based algorithms for DAG scheduling, the design of tuple reaction molecular structure and four elementary reaction operators of TMSCRO is more reasonable. TMSCRO also applies the concept of constrained critical paths (CCPs), constrained-critical-path directed acyclic graph (CCPDAG) and super molecule for accelerating convergence. In this paper, we have also conducted simulation experiments to verify the effectiveness and efficiency of TMSCRO upon a large set of randomly generated graphs and the graphs for real world problems.

Joint Chance-Constrained Dynamic Programming

NASA Technical Reports Server (NTRS)

Ono, Masahiro; Kuwata, Yoshiaki; Balaram, J. Bob

2012-01-01

This paper presents a novel dynamic programming algorithm with a joint chance constraint, which explicitly bounds the risk of failure in order to maintain the state within a specified feasible region. A joint chance constraint cannot be handled by existing constrained dynamic programming approaches since their application is limited to constraints in the same form as the cost function, that is, an expectation over a sum of one-stage costs. We overcome this challenge by reformulating the joint chance constraint into a constraint on an expectation over a sum of indicator functions, which can be incorporated into the cost function by dualizing the optimization problem. As a result, the primal variables can be optimized by a standard dynamic programming, while the dual variable is optimized by a root-finding algorithm that converges exponentially. Error bounds on the primal and dual objective values are rigorously derived. We demonstrate the algorithm on a path planning problem, as well as an optimal control problem for Mars entry, descent and landing. The simulations are conducted using a real terrain data of Mars, with four million discrete states at each time step.

Fast alternating projection methods for constrained tomographic reconstruction

PubMed Central

Liu, Li; Han, Yongxin

2017-01-01

The alternating projection algorithms are easy to implement and effective for large-scale complex optimization problems, such as constrained reconstruction of X-ray computed tomography (CT). A typical method is to use projection onto convex sets (POCS) for data fidelity, nonnegative constraints combined with total variation (TV) minimization (so called TV-POCS) for sparse-view CT reconstruction. However, this type of method relies on empirically selected parameters for satisfactory reconstruction and is generally slow and lack of convergence analysis. In this work, we use a convex feasibility set approach to address the problems associated with TV-POCS and propose a framework using full sequential alternating projections or POCS (FS-POCS) to find the solution in the intersection of convex constraints of bounded TV function, bounded data fidelity error and non-negativity. The rationale behind FS-POCS is that the mathematically optimal solution of the constrained objective function may not be the physically optimal solution. The breakdown of constrained reconstruction into an intersection of several feasible sets can lead to faster convergence and better quantification of reconstruction parameters in a physical meaningful way than that in an empirical way of trial-and-error. In addition, for large-scale optimization problems, first order methods are usually used. Not only is the condition for convergence of gradient-based methods derived, but also a primal-dual hybrid gradient (PDHG) method is used for fast convergence of bounded TV. The newly proposed FS-POCS is evaluated and compared with TV-POCS and another convex feasibility projection method (CPTV) using both digital phantom and pseudo-real CT data to show its superior performance on reconstruction speed, image quality and quantification. PMID:28253298

A frozen Gaussian approximation-based multi-level particle swarm optimization for seismic inversion

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Jinglai, E-mail: jinglaili@sjtu.edu.cn; Lin, Guang, E-mail: lin491@purdue.edu; Computational Sciences and Mathematics Division, Pacific Northwest National Laboratory, Richland, WA 99352

2015-09-01

In this paper, we propose a frozen Gaussian approximation (FGA)-based multi-level particle swarm optimization (MLPSO) method for seismic inversion of high-frequency wave data. The method addresses two challenges in it: First, the optimization problem is highly non-convex, which makes hard for gradient-based methods to reach global minima. This is tackled by MLPSO which can escape from undesired local minima. Second, the character of high-frequency of seismic waves requires a large number of grid points in direct computational methods, and thus renders an extremely high computational demand on the simulation of each sample in MLPSO. We overcome this difficulty by threemore » steps: First, we use FGA to compute high-frequency wave propagation based on asymptotic analysis on phase plane; Then we design a constrained full waveform inversion problem to prevent the optimization search getting into regions of velocity where FGA is not accurate; Last, we solve the constrained optimization problem by MLPSO that employs FGA solvers with different fidelity. The performance of the proposed method is demonstrated by a two-dimensional full-waveform inversion example of the smoothed Marmousi model.« less

Adaptive nearly optimal control for a class of continuous-time nonaffine nonlinear systems with inequality constraints.

PubMed

Fan, Quan-Yong; Yang, Guang-Hong

2017-01-01

The state inequality constraints have been hardly considered in the literature on solving the nonlinear optimal control problem based the adaptive dynamic programming (ADP) method. In this paper, an actor-critic (AC) algorithm is developed to solve the optimal control problem with a discounted cost function for a class of state-constrained nonaffine nonlinear systems. To overcome the difficulties resulting from the inequality constraints and the nonaffine nonlinearities of the controlled systems, a novel transformation technique with redesigned slack functions and a pre-compensator method are introduced to convert the constrained optimal control problem into an unconstrained one for affine nonlinear systems. Then, based on the policy iteration (PI) algorithm, an online AC scheme is proposed to learn the nearly optimal control policy for the obtained affine nonlinear dynamics. Using the information of the nonlinear model, novel adaptive update laws are designed to guarantee the convergence of the neural network (NN) weights and the stability of the affine nonlinear dynamics without the requirement for the probing signal. Finally, the effectiveness of the proposed method is validated by simulation studies. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Distance Metric Learning via Iterated Support Vector Machines.

PubMed

Zuo, Wangmeng; Wang, Faqiang; Zhang, David; Lin, Liang; Huang, Yuchi; Meng, Deyu; Zhang, Lei

2017-07-11

Distance metric learning aims to learn from the given training data a valid distance metric, with which the similarity between data samples can be more effectively evaluated for classification. Metric learning is often formulated as a convex or nonconvex optimization problem, while most existing methods are based on customized optimizers and become inefficient for large scale problems. In this paper, we formulate metric learning as a kernel classification problem with the positive semi-definite constraint, and solve it by iterated training of support vector machines (SVMs). The new formulation is easy to implement and efficient in training with the off-the-shelf SVM solvers. Two novel metric learning models, namely Positive-semidefinite Constrained Metric Learning (PCML) and Nonnegative-coefficient Constrained Metric Learning (NCML), are developed. Both PCML and NCML can guarantee the global optimality of their solutions. Experiments are conducted on general classification, face verification and person re-identification to evaluate our methods. Compared with the state-of-the-art approaches, our methods can achieve comparable classification accuracy and are efficient in training.

Chance-Constrained AC Optimal Power Flow: Reformulations and Efficient Algorithms

DOE PAGES

Roald, Line Alnaes; Andersson, Goran

2017-08-29

Higher levels of renewable electricity generation increase uncertainty in power system operation. To ensure secure system operation, new tools that account for this uncertainty are required. Here, in this paper, we adopt a chance-constrained AC optimal power flow formulation, which guarantees that generation, power flows and voltages remain within their bounds with a pre-defined probability. We then discuss different chance-constraint reformulations and solution approaches for the problem. Additionally, we first discuss an analytical reformulation based on partial linearization, which enables us to obtain a tractable representation of the optimization problem. We then provide an efficient algorithm based on an iterativemore » solution scheme which alternates between solving a deterministic AC OPF problem and assessing the impact of uncertainty. This more flexible computational framework enables not only scalable implementations, but also alternative chance-constraint reformulations. In particular, we suggest two sample based reformulations that do not require any approximation or relaxation of the AC power flow equations.« less

Constrained Null Space Component Analysis for Semiblind Source Separation Problem.

PubMed

Hwang, Wen-Liang; Lu, Keng-Shih; Ho, Jinn

2018-02-01

The blind source separation (BSS) problem extracts unknown sources from observations of their unknown mixtures. A current trend in BSS is the semiblind approach, which incorporates prior information on sources or how the sources are mixed. The constrained independent component analysis (ICA) approach has been studied to impose constraints on the famous ICA framework. We introduced an alternative approach based on the null space component (NCA) framework and referred to the approach as the c-NCA approach. We also presented the c-NCA algorithm that uses signal-dependent semidefinite operators, which is a bilinear mapping, as signatures for operator design in the c-NCA approach. Theoretically, we showed that the source estimation of the c-NCA algorithm converges with a convergence rate dependent on the decay of the sequence, obtained by applying the estimated operators on corresponding sources. The c-NCA can be formulated as a deterministic constrained optimization method, and thus, it can take advantage of solvers developed in optimization society for solving the BSS problem. As examples, we demonstrated electroencephalogram interference rejection problems can be solved by the c-NCA with proximal splitting algorithms by incorporating a sparsity-enforcing separation model and considering the case when reference signals are available.

Thermally-Constrained Fuel-Optimal ISS Maneuvers

NASA Technical Reports Server (NTRS)

Bhatt, Sagar; Svecz, Andrew; Alaniz, Abran; Jang, Jiann-Woei; Nguyen, Louis; Spanos, Pol

2015-01-01

Optimal Propellant Maneuvers (OPMs) are now being used to rotate the International Space Station (ISS) and have saved hundreds of kilograms of propellant over the last two years. The savings are achieved by commanding the ISS to follow a pre-planned attitude trajectory optimized to take advantage of environmental torques. The trajectory is obtained by solving an optimal control problem. Prior to use on orbit, OPM trajectories are screened to ensure a static sun vector (SSV) does not occur during the maneuver. The SSV is an indicator that the ISS hardware temperatures may exceed thermal limits, causing damage to the components. In this paper, thermally-constrained fuel-optimal trajectories are presented that avoid an SSV and can be used throughout the year while still reducing propellant consumption significantly.

A general optimality criteria algorithm for a class of engineering optimization problems

NASA Astrophysics Data System (ADS)

Belegundu, Ashok D.

2015-05-01

An optimality criteria (OC)-based algorithm for optimization of a general class of nonlinear programming (NLP) problems is presented. The algorithm is only applicable to problems where the objective and constraint functions satisfy certain monotonicity properties. For multiply constrained problems which satisfy these assumptions, the algorithm is attractive compared with existing NLP methods as well as prevalent OC methods, as the latter involve computationally expensive active set and step-size control strategies. The fixed point algorithm presented here is applicable not only to structural optimization problems but also to certain problems as occur in resource allocation and inventory models. Convergence aspects are discussed. The fixed point update or resizing formula is given physical significance, which brings out a strength and trim feature. The number of function evaluations remains independent of the number of variables, allowing the efficient solution of problems with large number of variables.

Distributed Optimization

NASA Technical Reports Server (NTRS)

Macready, William; Wolpert, David

2005-01-01

We demonstrate a new framework for analyzing and controlling distributed systems, by solving constrained optimization problems with an algorithm based on that framework. The framework is ar. information-theoretic extension of conventional full-rationality game theory to allow bounded rational agents. The associated optimization algorithm is a game in which agents control the variables of the optimization problem. They do this by jointly minimizing a Lagrangian of (the probability distribution of) their joint state. The updating of the Lagrange parameters in that Lagrangian is a form of automated annealing, one that focuses the multi-agent system on the optimal pure strategy. We present computer experiments for the k-sat constraint satisfaction problem and for unconstrained minimization of NK functions.

Existence and discrete approximation for optimization problems governed by fractional differential equations

NASA Astrophysics Data System (ADS)

Bai, Yunru; Baleanu, Dumitru; Wu, Guo-Cheng

2018-06-01

We investigate a class of generalized differential optimization problems driven by the Caputo derivative. Existence of weak Carathe ´odory solution is proved by using Weierstrass existence theorem, fixed point theorem and Filippov implicit function lemma etc. Then a numerical approximation algorithm is introduced, and a convergence theorem is established. Finally, a nonlinear programming problem constrained by the fractional differential equation is illustrated and the results verify the validity of the algorithm.

Walking the Filament of Feasibility: Global Optimization of Highly-Constrained, Multi-Modal Interplanetary Trajectories Using a Novel Stochastic Search Technique

NASA Technical Reports Server (NTRS)

Englander, Arnold C.; Englander, Jacob A.

2017-01-01

Interplanetary trajectory optimization problems are highly complex and are characterized by a large number of decision variables and equality and inequality constraints as well as many locally optimal solutions. Stochastic global search techniques, coupled with a large-scale NLP solver, have been shown to solve such problems but are inadequately robust when the problem constraints become very complex. In this work, we present a novel search algorithm that takes advantage of the fact that equality constraints effectively collapse the solution space to lower dimensionality. This new approach walks the filament'' of feasibility to efficiently find the global optimal solution.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Simonetto, Andrea; Dall'Anese, Emiliano

This article develops online algorithms to track solutions of time-varying constrained optimization problems. Particularly, resembling workhorse Kalman filtering-based approaches for dynamical systems, the proposed methods involve prediction-correction steps to provably track the trajectory of the optimal solutions of time-varying convex problems. The merits of existing prediction-correction methods have been shown for unconstrained problems and for setups where computing the inverse of the Hessian of the cost function is computationally affordable. This paper addresses the limitations of existing methods by tackling constrained problems and by designing first-order prediction steps that rely on the Hessian of the cost function (and do notmore » require the computation of its inverse). In addition, the proposed methods are shown to improve the convergence speed of existing prediction-correction methods when applied to unconstrained problems. Numerical simulations corroborate the analytical results and showcase performance and benefits of the proposed algorithms. A realistic application of the proposed method to real-time control of energy resources is presented.« less

A Numerical Comparison of Barrier and Modified Barrier Methods for Large-Scale Bound-Constrained Optimization

NASA Technical Reports Server (NTRS)

Nash, Stephen G.; Polyak, R.; Sofer, Ariela

1994-01-01

When a classical barrier method is applied to the solution of a nonlinear programming problem with inequality constraints, the Hessian matrix of the barrier function becomes increasingly ill-conditioned as the solution is approached. As a result, it may be desirable to consider alternative numerical algorithms. We compare the performance of two methods motivated by barrier functions. The first is a stabilized form of the classical barrier method, where a numerically stable approximation to the Newton direction is used when the barrier parameter is small. The second is a modified barrier method where a barrier function is applied to a shifted form of the problem, and the resulting barrier terms are scaled by estimates of the optimal Lagrange multipliers. The condition number of the Hessian matrix of the resulting modified barrier function remains bounded as the solution to the constrained optimization problem is approached. Both of these techniques can be used in the context of a truncated-Newton method, and hence can be applied to large problems, as well as on parallel computers. In this paper, both techniques are applied to problems with bound constraints and we compare their practical behavior.

Mixed Integer Programming and Heuristic Scheduling for Space Communication Networks

NASA Technical Reports Server (NTRS)

Lee, Charles H.; Cheung, Kar-Ming

2012-01-01

In this paper, we propose to solve the constrained optimization problem in two phases. The first phase uses heuristic methods such as the ant colony method, particle swarming optimization, and genetic algorithm to seek a near optimal solution among a list of feasible initial populations. The final optimal solution can be found by using the solution of the first phase as the initial condition to the SQP algorithm. We demonstrate the above problem formulation and optimization schemes with a large-scale network that includes the DSN ground stations and a number of spacecraft of deep space missions.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Huang, Kuo -Ling; Mehrotra, Sanjay

We present a homogeneous algorithm equipped with a modified potential function for the monotone complementarity problem. We show that this potential function is reduced by at least a constant amount if a scaled Lipschitz condition (SLC) is satisfied. A practical algorithm based on this potential function is implemented in a software package named iOptimize. The implementation in iOptimize maintains global linear and polynomial time convergence properties, while achieving practical performance. It either successfully solves the problem, or concludes that the SLC is not satisfied. When compared with the mature software package MOSEK (barrier solver version 6.0.0.106), iOptimize solves convex quadraticmore » programming problems, convex quadratically constrained quadratic programming problems, and general convex programming problems in fewer iterations. Moreover, several problems for which MOSEK fails are solved to optimality. In addition, we also find that iOptimize detects infeasibility more reliably than the general nonlinear solvers Ipopt (version 3.9.2) and Knitro (version 8.0).« less

Computing global minimizers to a constrained B-spline image registration problem from optimal l1 perturbations to block match data

PubMed Central

Castillo, Edward; Castillo, Richard; Fuentes, David; Guerrero, Thomas

2014-01-01

Purpose: Block matching is a well-known strategy for estimating corresponding voxel locations between a pair of images according to an image similarity metric. Though robust to issues such as image noise and large magnitude voxel displacements, the estimated point matches are not guaranteed to be spatially accurate. However, the underlying optimization problem solved by the block matching procedure is similar in structure to the class of optimization problem associated with B-spline based registration methods. By exploiting this relationship, the authors derive a numerical method for computing a global minimizer to a constrained B-spline registration problem that incorporates the robustness of block matching with the global smoothness properties inherent to B-spline parameterization. Methods: The method reformulates the traditional B-spline registration problem as a basis pursuit problem describing the minimal l1-perturbation to block match pairs required to produce a B-spline fitting error within a given tolerance. The sparsity pattern of the optimal perturbation then defines a voxel point cloud subset on which the B-spline fit is a global minimizer to a constrained variant of the B-spline registration problem. As opposed to traditional B-spline algorithms, the optimization step involving the actual image data is addressed by block matching. Results: The performance of the method is measured in terms of spatial accuracy using ten inhale/exhale thoracic CT image pairs (available for download at www.dir-lab.com) obtained from the COPDgene dataset and corresponding sets of expert-determined landmark point pairs. The results of the validation procedure demonstrate that the method can achieve a high spatial accuracy on a significantly complex image set. Conclusions: The proposed methodology is demonstrated to achieve a high spatial accuracy and is generalizable in that in can employ any displacement field parameterization described as a least squares fit to block match generated estimates. Thus, the framework allows for a wide range of image similarity block match metric and physical modeling combinations. PMID:24694135

Robust Path Planning and Feedback Design Under Stochastic Uncertainty

NASA Technical Reports Server (NTRS)

Blackmore, Lars

2008-01-01

Autonomous vehicles require optimal path planning algorithms to achieve mission goals while avoiding obstacles and being robust to uncertainties. The uncertainties arise from exogenous disturbances, modeling errors, and sensor noise, which can be characterized via stochastic models. Previous work defined a notion of robustness in a stochastic setting by using the concept of chance constraints. This requires that mission constraint violation can occur with a probability less than a prescribed value.In this paper we describe a novel method for optimal chance constrained path planning with feedback design. The approach optimizes both the reference trajectory to be followed and the feedback controller used to reject uncertainty. Our method extends recent results in constrained control synthesis based on convex optimization to solve control problems with nonconvex constraints. This extension is essential for path planning problems, which inherently have nonconvex obstacle avoidance constraints. Unlike previous approaches to chance constrained path planning, the new approach optimizes the feedback gain as wellas the reference trajectory.The key idea is to couple a fast, nonconvex solver that does not take into account uncertainty, with existing robust approaches that apply only to convex feasible regions. By alternating between robust and nonrobust solutions, the new algorithm guarantees convergence to a global optimum. We apply the new method to an unmanned aircraft and show simulation results that demonstrate the efficacy of the approach.

An all-at-once reduced Hessian SQP scheme for aerodynamic design optimization

NASA Technical Reports Server (NTRS)

Feng, Dan; Pulliam, Thomas H.

1995-01-01

This paper introduces a computational scheme for solving a class of aerodynamic design problems that can be posed as nonlinear equality constrained optimizations. The scheme treats the flow and design variables as independent variables, and solves the constrained optimization problem via reduced Hessian successive quadratic programming. It updates the design and flow variables simultaneously at each iteration and allows flow variables to be infeasible before convergence. The solution of an adjoint flow equation is never needed. In addition, a range space basis is chosen so that in a certain sense the 'cross term' ignored in reduced Hessian SQP methods is minimized. Numerical results for a nozzle design using the quasi-one-dimensional Euler equations show that this scheme is computationally efficient and robust. The computational cost of a typical nozzle design is only a fraction more than that of the corresponding analysis flow calculation. Superlinear convergence is also observed, which agrees with the theoretical properties of this scheme. All optimal solutions are obtained by starting far away from the final solution.

Interior point techniques for LP and NLP

DOE Office of Scientific and Technical Information (OSTI.GOV)

Evtushenko, Y.

By using surjective mapping the initial constrained optimization problem is transformed to a problem in a new space with only equality constraints. For the numerical solution of the latter problem we use the generalized gradient-projection method and Newton`s method. After inverse transformation to the initial space we obtain the family of numerical methods for solving optimization problems with equality and inequality constraints. In the linear programming case after some simplification we obtain Dikin`s algorithm, affine scaling algorithm and generalized primal dual interior point linear programming algorithm.

A One-Layer Recurrent Neural Network for Real-Time Portfolio Optimization With Probability Criterion.

PubMed

Liu, Qingshan; Dang, Chuangyin; Huang, Tingwen

2013-02-01

This paper presents a decision-making model described by a recurrent neural network for dynamic portfolio optimization. The portfolio-optimization problem is first converted into a constrained fractional programming problem. Since the objective function in the programming problem is not convex, the traditional optimization techniques are no longer applicable for solving this problem. Fortunately, the objective function in the fractional programming is pseudoconvex on the feasible region. It leads to a one-layer recurrent neural network modeled by means of a discontinuous dynamic system. To ensure the optimal solutions for portfolio optimization, the convergence of the proposed neural network is analyzed and proved. In fact, the neural network guarantees to get the optimal solutions for portfolio-investment advice if some mild conditions are satisfied. A numerical example with simulation results substantiates the effectiveness and illustrates the characteristics of the proposed neural network.

Solution techniques for transient stability-constrained optimal power flow – Part II

DOE PAGES

Geng, Guangchao; Abhyankar, Shrirang; Wang, Xiaoyu; ...

2017-06-28

Transient stability-constrained optimal power flow is an important emerging problem with power systems pushed to the limits for economic benefits, dense and larger interconnected systems, and reduced inertia due to expected proliferation of renewable energy resources. In this study, two more approaches: single machine equivalent and computational intelligence are presented. Also discussed are various application areas, and future directions in this research area. In conclusion, a comprehensive resource for the available literature, publicly available test systems, and relevant numerical libraries is also provided.

Solution techniques for transient stability-constrained optimal power flow – Part II

DOE Office of Scientific and Technical Information (OSTI.GOV)

Geng, Guangchao; Abhyankar, Shrirang; Wang, Xiaoyu

Transient stability-constrained optimal power flow is an important emerging problem with power systems pushed to the limits for economic benefits, dense and larger interconnected systems, and reduced inertia due to expected proliferation of renewable energy resources. In this study, two more approaches: single machine equivalent and computational intelligence are presented. Also discussed are various application areas, and future directions in this research area. In conclusion, a comprehensive resource for the available literature, publicly available test systems, and relevant numerical libraries is also provided.

A globally convergent LCL method for nonlinear optimization.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Friedlander, M. P.; Saunders, M. A.; Mathematics and Computer Science

2005-01-01

For optimization problems with nonlinear constraints, linearly constrained Lagrangian (LCL) methods solve a sequence of subproblems of the form 'minimize an augmented Lagrangian function subject to linearized constraints.' Such methods converge rapidly near a solution but may not be reliable from arbitrary starting points. Nevertheless, the well-known software package MINOS has proved effective on many large problems. Its success motivates us to derive a related LCL algorithm that possesses three important properties: it is globally convergent, the subproblem constraints are always feasible, and the subproblems may be solved inexactly. The new algorithm has been implemented in Matlab, with an optionmore » to use either MINOS or SNOPT (Fortran codes) to solve the linearly constrained subproblems. Only first derivatives are required. We present numerical results on a subset of the COPS, HS, and CUTE test problems, which include many large examples. The results demonstrate the robustness and efficiency of the stabilized LCL procedure.« less

A TV-constrained decomposition method for spectral CT

NASA Astrophysics Data System (ADS)

Guo, Xiaoyue; Zhang, Li; Xing, Yuxiang

2017-03-01

Spectral CT is attracting more and more attention in medicine, industrial nondestructive testing and security inspection field. Material decomposition is an important issue to a spectral CT to discriminate materials. Because of the spectrum overlap of energy channels, as well as the correlation of basis functions, it is well acknowledged that decomposition step in spectral CT imaging causes noise amplification and artifacts in component coefficient images. In this work, we propose materials decomposition via an optimization method to improve the quality of decomposed coefficient images. On the basis of general optimization problem, total variance minimization is constrained on coefficient images in our overall objective function with adjustable weights. We solve this constrained optimization problem under the framework of ADMM. Validation on both a numerical dental phantom in simulation and a real phantom of pig leg on a practical CT system using dual-energy imaging is executed. Both numerical and physical experiments give visually obvious better reconstructions than a general direct inverse method. SNR and SSIM are adopted to quantitatively evaluate the image quality of decomposed component coefficients. All results demonstrate that the TV-constrained decomposition method performs well in reducing noise without losing spatial resolution so that improving the image quality. The method can be easily incorporated into different types of spectral imaging modalities, as well as for cases with energy channels more than two.

Reinforcement-Learning-Based Robust Controller Design for Continuous-Time Uncertain Nonlinear Systems Subject to Input Constraints.

PubMed

Liu, Derong; Yang, Xiong; Wang, Ding; Wei, Qinglai

2015-07-01

The design of stabilizing controller for uncertain nonlinear systems with control constraints is a challenging problem. The constrained-input coupled with the inability to identify accurately the uncertainties motivates the design of stabilizing controller based on reinforcement-learning (RL) methods. In this paper, a novel RL-based robust adaptive control algorithm is developed for a class of continuous-time uncertain nonlinear systems subject to input constraints. The robust control problem is converted to the constrained optimal control problem with appropriately selecting value functions for the nominal system. Distinct from typical action-critic dual networks employed in RL, only one critic neural network (NN) is constructed to derive the approximate optimal control. Meanwhile, unlike initial stabilizing control often indispensable in RL, there is no special requirement imposed on the initial control. By utilizing Lyapunov's direct method, the closed-loop optimal control system and the estimated weights of the critic NN are proved to be uniformly ultimately bounded. In addition, the derived approximate optimal control is verified to guarantee the uncertain nonlinear system to be stable in the sense of uniform ultimate boundedness. Two simulation examples are provided to illustrate the effectiveness and applicability of the present approach.

A method to stabilize linear systems using eigenvalue gradient information

NASA Technical Reports Server (NTRS)

Wieseman, C. D.

1985-01-01

Formal optimization methods and eigenvalue gradient information are used to develop a stabilizing control law for a closed loop linear system that is initially unstable. The method was originally formulated by using direct, constrained optimization methods with the constraints being the real parts of the eigenvalues. However, because of problems in trying to achieve stabilizing control laws, the problem was reformulated to be solved differently. The method described uses the Davidon-Fletcher-Powell minimization technique to solve an indirect, constrained minimization problem in which the performance index is the Kreisselmeier-Steinhauser function of the real parts of all the eigenvalues. The method is applied successfully to solve two different problems: the determination of a fourth-order control law stabilizes a single-input single-output active flutter suppression system and the determination of a second-order control law for a multi-input multi-output lateral-directional flight control system. Various sets of design variables and initial starting points were chosen to show the robustness of the method.

A generalized network flow model for the multi-mode resource-constrained project scheduling problem with discounted cash flows

NASA Astrophysics Data System (ADS)

Chen, Miawjane; Yan, Shangyao; Wang, Sin-Siang; Liu, Chiu-Lan

2015-02-01

An effective project schedule is essential for enterprises to increase their efficiency of project execution, to maximize profit, and to minimize wastage of resources. Heuristic algorithms have been developed to efficiently solve the complicated multi-mode resource-constrained project scheduling problem with discounted cash flows (MRCPSPDCF) that characterize real problems. However, the solutions obtained in past studies have been approximate and are difficult to evaluate in terms of optimality. In this study, a generalized network flow model, embedded in a time-precedence network, is proposed to formulate the MRCPSPDCF with the payment at activity completion times. Mathematically, the model is formulated as an integer network flow problem with side constraints, which can be efficiently solved for optimality, using existing mathematical programming software. To evaluate the model performance, numerical tests are performed. The test results indicate that the model could be a useful planning tool for project scheduling in the real world.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dufour, F., E-mail: dufour@math.u-bordeaux1.fr; Prieto-Rumeau, T., E-mail: tprieto@ccia.uned.es

We consider a discrete-time constrained discounted Markov decision process (MDP) with Borel state and action spaces, compact action sets, and lower semi-continuous cost functions. We introduce a set of hypotheses related to a positive weight function which allow us to consider cost functions that might not be bounded below by a constant, and which imply the solvability of the linear programming formulation of the constrained MDP. In particular, we establish the existence of a constrained optimal stationary policy. Our results are illustrated with an application to a fishery management problem.

Correction method for stripe nonuniformity.

PubMed

Qian, Weixian; Chen, Qian; Gu, Guohua; Guan, Zhiqiang

2010-04-01

Stripe nonuniformity is very typical in line infrared focal plane arrays (IR-FPA) and uncooled staring IR-FPA. In this paper, the mechanism of the stripe nonuniformity is analyzed, and the gray-scale co-occurrence matrix theory and optimization theory are studied. Through these efforts, the stripe nonuniformity correction problem is translated into the optimization problem. The goal of the optimization is to find the minimal energy of the image's line gradient. After solving the constrained nonlinear optimization equation, the parameters of the stripe nonuniformity correction are obtained and the stripe nonuniformity correction is achieved. The experiments indicate that this algorithm is effective and efficient.

Constrained multi-objective optimization of storage ring lattices

NASA Astrophysics Data System (ADS)

Husain, Riyasat; Ghodke, A. D.

2018-03-01

The storage ring lattice optimization is a class of constrained multi-objective optimization problem, where in addition to low beam emittance, a large dynamic aperture for good injection efficiency and improved beam lifetime are also desirable. The convergence and computation times are of great concern for the optimization algorithms, as various objectives are to be optimized and a number of accelerator parameters to be varied over a large span with several constraints. In this paper, a study of storage ring lattice optimization using differential evolution is presented. The optimization results are compared with two most widely used optimization techniques in accelerators-genetic algorithm and particle swarm optimization. It is found that the differential evolution produces a better Pareto optimal front in reasonable computation time between two conflicting objectives-beam emittance and dispersion function in the straight section. The differential evolution was used, extensively, for the optimization of linear and nonlinear lattices of Indus-2 for exploring various operational modes within the magnet power supply capabilities.

The use of optimization techniques to design controlled diffusion compressor blading

NASA Technical Reports Server (NTRS)

Sanger, N. L.

1982-01-01

A method for automating compressor blade design using numerical optimization, and applied to the design of a controlled diffusion stator blade row is presented. A general purpose optimization procedure is employed, based on conjugate directions for locally unconstrained problems and on feasible directions for locally constrained problems. Coupled to the optimizer is an analysis package consisting of three analysis programs which calculate blade geometry, inviscid flow, and blade surface boundary layers. The optimizing concepts and selection of design objective and constraints are described. The procedure for automating the design of a two dimensional blade section is discussed, and design results are presented.

An Optimization Model for Scheduling Problems with Two-Dimensional Spatial Resource Constraint

NASA Technical Reports Server (NTRS)

Garcia, Christopher; Rabadi, Ghaith

2010-01-01

Traditional scheduling problems involve determining temporal assignments for a set of jobs in order to optimize some objective. Some scheduling problems also require the use of limited resources, which adds another dimension of complexity. In this paper we introduce a spatial resource-constrained scheduling problem that can arise in assembly, warehousing, cross-docking, inventory management, and other areas of logistics and supply chain management. This scheduling problem involves a twodimensional rectangular area as a limited resource. Each job, in addition to having temporal requirements, has a width and a height and utilizes a certain amount of space inside the area. We propose an optimization model for scheduling the jobs while respecting all temporal and spatial constraints.

Constrained Versions of DEDICOM for Use in Unsupervised Part-Of-Speech Tagging

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dunlavy, Daniel; Chew, Peter A.

This reports describes extensions of DEDICOM (DEcomposition into DIrectional COMponents) data models [3] that incorporate bound and linear constraints. The main purpose of these extensions is to investigate the use of improved data models for unsupervised part-of-speech tagging, as described by Chew et al. [2]. In that work, a single domain, two-way DEDICOM model was computed on a matrix of bigram fre- quencies of tokens in a corpus and used to identify parts-of-speech as an unsupervised approach to that problem. An open problem identi ed in that work was the com- putation of a DEDICOM model that more closely resembledmore » the matrices used in a Hidden Markov Model (HMM), speci cally through post-processing of the DEDICOM factor matrices. The work reported here consists of the description of several models that aim to provide a direct solution to that problem and a way to t those models. The approach taken here is to incorporate the model requirements as bound and lin- ear constrains into the DEDICOM model directly and solve the data tting problem as a constrained optimization problem. This is in contrast to the typical approaches in the literature, where the DEDICOM model is t using unconstrained optimization approaches, and model requirements are satis ed as a post-processing step.« less

Solution of monotone complementarity and general convex programming problems using a modified potential reduction interior point method

DOE PAGES

Huang, Kuo -Ling; Mehrotra, Sanjay

2016-11-08

We present a homogeneous algorithm equipped with a modified potential function for the monotone complementarity problem. We show that this potential function is reduced by at least a constant amount if a scaled Lipschitz condition (SLC) is satisfied. A practical algorithm based on this potential function is implemented in a software package named iOptimize. The implementation in iOptimize maintains global linear and polynomial time convergence properties, while achieving practical performance. It either successfully solves the problem, or concludes that the SLC is not satisfied. When compared with the mature software package MOSEK (barrier solver version 6.0.0.106), iOptimize solves convex quadraticmore » programming problems, convex quadratically constrained quadratic programming problems, and general convex programming problems in fewer iterations. Moreover, several problems for which MOSEK fails are solved to optimality. In addition, we also find that iOptimize detects infeasibility more reliably than the general nonlinear solvers Ipopt (version 3.9.2) and Knitro (version 8.0).« less

An adaptive finite element method for the inequality-constrained Reynolds equation

NASA Astrophysics Data System (ADS)

Gustafsson, Tom; Rajagopal, Kumbakonam R.; Stenberg, Rolf; Videman, Juha

2018-07-01

We present a stabilized finite element method for the numerical solution of cavitation in lubrication, modeled as an inequality-constrained Reynolds equation. The cavitation model is written as a variable coefficient saddle-point problem and approximated by a residual-based stabilized method. Based on our recent results on the classical obstacle problem, we present optimal a priori estimates and derive novel a posteriori error estimators. The method is implemented as a Nitsche-type finite element technique and shown in numerical computations to be superior to the usually applied penalty methods.

Multiple utility constrained multi-objective programs using Bayesian theory

NASA Astrophysics Data System (ADS)

Abbasian, Pooneh; Mahdavi-Amiri, Nezam; Fazlollahtabar, Hamed

2018-03-01

A utility function is an important tool for representing a DM's preference. We adjoin utility functions to multi-objective optimization problems. In current studies, usually one utility function is used for each objective function. Situations may arise for a goal to have multiple utility functions. Here, we consider a constrained multi-objective problem with each objective having multiple utility functions. We induce the probability of the utilities for each objective function using Bayesian theory. Illustrative examples considering dependence and independence of variables are worked through to demonstrate the usefulness of the proposed model.

Local structure of equality constrained NLP problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mari, J.

We show that locally around a feasible point, the behavior of an equality constrained nonlinear program is described by the gradient and the Hessian of the Lagrangian on the tangent subspace. In particular this holds true for reduced gradient approaches. Applying the same ideas to the control of nonlinear ODE:s, one can device first and second order methods that can be applied also to stiff problems. We finally describe an application of these ideas to the optimization of the production of human growth factor by fed-batch fermentation.

Maximum principle for a stochastic delayed system involving terminal state constraints.

PubMed

Wen, Jiaqiang; Shi, Yufeng

2017-01-01

We investigate a stochastic optimal control problem where the controlled system is depicted as a stochastic differential delayed equation; however, at the terminal time, the state is constrained in a convex set. We firstly introduce an equivalent backward delayed system depicted as a time-delayed backward stochastic differential equation. Then a stochastic maximum principle is obtained by virtue of Ekeland's variational principle. Finally, applications to a state constrained stochastic delayed linear-quadratic control model and a production-consumption choice problem are studied to illustrate the main obtained result.

Risk-Constrained Dynamic Programming for Optimal Mars Entry, Descent, and Landing

NASA Technical Reports Server (NTRS)

Ono, Masahiro; Kuwata, Yoshiaki

2013-01-01

A chance-constrained dynamic programming algorithm was developed that is capable of making optimal sequential decisions within a user-specified risk bound. This work handles stochastic uncertainties over multiple stages in the CEMAT (Combined EDL-Mobility Analyses Tool) framework. It was demonstrated by a simulation of Mars entry, descent, and landing (EDL) using real landscape data obtained from the Mars Reconnaissance Orbiter. Although standard dynamic programming (DP) provides a general framework for optimal sequential decisionmaking under uncertainty, it typically achieves risk aversion by imposing an arbitrary penalty on failure states. Such a penalty-based approach cannot explicitly bound the probability of mission failure. A key idea behind the new approach is called risk allocation, which decomposes a joint chance constraint into a set of individual chance constraints and distributes risk over them. The joint chance constraint was reformulated into a constraint on an expectation over a sum of an indicator function, which can be incorporated into the cost function by dualizing the optimization problem. As a result, the chance-constraint optimization problem can be turned into an unconstrained optimization over a Lagrangian, which can be solved efficiently using a standard DP approach.

Advanced Computational Methods for Security Constrained Financial Transmission Rights

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kalsi, Karanjit; Elbert, Stephen T.; Vlachopoulou, Maria

Financial Transmission Rights (FTRs) are financial insurance tools to help power market participants reduce price risks associated with transmission congestion. FTRs are issued based on a process of solving a constrained optimization problem with the objective to maximize the FTR social welfare under power flow security constraints. Security constraints for different FTR categories (monthly, seasonal or annual) are usually coupled and the number of constraints increases exponentially with the number of categories. Commercial software for FTR calculation can only provide limited categories of FTRs due to the inherent computational challenges mentioned above. In this paper, first an innovative mathematical reformulationmore » of the FTR problem is presented which dramatically improves the computational efficiency of optimization problem. After having re-formulated the problem, a novel non-linear dynamic system (NDS) approach is proposed to solve the optimization problem. The new formulation and performance of the NDS solver is benchmarked against widely used linear programming (LP) solvers like CPLEX™ and tested on both standard IEEE test systems and large-scale systems using data from the Western Electricity Coordinating Council (WECC). The performance of the NDS is demonstrated to be comparable and in some cases is shown to outperform the widely used CPLEX algorithms. The proposed formulation and NDS based solver is also easily parallelizable enabling further computational improvement.« less

Exact solution for the optimal neuronal layout problem.

PubMed

Chklovskii, Dmitri B

2004-10-01

Evolution perfected brain design by maximizing its functionality while minimizing costs associated with building and maintaining it. Assumption that brain functionality is specified by neuronal connectivity, implemented by costly biological wiring, leads to the following optimal design problem. For a given neuronal connectivity, find a spatial layout of neurons that minimizes the wiring cost. Unfortunately, this problem is difficult to solve because the number of possible layouts is often astronomically large. We argue that the wiring cost may scale as wire length squared, reducing the optimal layout problem to a constrained minimization of a quadratic form. For biologically plausible constraints, this problem has exact analytical solutions, which give reasonable approximations to actual layouts in the brain. These solutions make the inverse problem of inferring neuronal connectivity from neuronal layout more tractable.

Formulation of image fusion as a constrained least squares optimization problem

PubMed Central

Dwork, Nicholas; Lasry, Eric M.; Pauly, John M.; Balbás, Jorge

2017-01-01

Abstract. Fusing a lower resolution color image with a higher resolution monochrome image is a common practice in medical imaging. By incorporating spatial context and/or improving the signal-to-noise ratio, it provides clinicians with a single frame of the most complete information for diagnosis. In this paper, image fusion is formulated as a convex optimization problem that avoids image decomposition and permits operations at the pixel level. This results in a highly efficient and embarrassingly parallelizable algorithm based on widely available robust and simple numerical methods that realizes the fused image as the global minimizer of the convex optimization problem. PMID:28331885

A Comparison of Trajectory Optimization Methods for the Impulsive Minimum Fuel Rendezvous Problem

NASA Technical Reports Server (NTRS)

Hughes, Steven P.; Mailhe, Laurie M.; Guzman, Jose J.

2002-01-01

In this paper we present a comparison of optimization approaches to the minimum fuel rendezvous problem. Both indirect and direct methods are compared for a variety of test cases. The indirect approach is based on primer vector theory. The direct approaches are implemented numerically and include Sequential Quadratic Programming (SQP), Quasi-Newton, Simplex, Genetic Algorithms, and Simulated Annealing. Each method is applied to a variety of test cases including, circular to circular coplanar orbits, LEO to GEO, and orbit phasing in highly elliptic orbits. We also compare different constrained optimization routines on complex orbit rendezvous problems with complicated, highly nonlinear constraints.

Design of optimally normal minimum gain controllers by continuation method

NASA Technical Reports Server (NTRS)

Lim, K. B.; Juang, J.-N.; Kim, Z. C.

1989-01-01

A measure of the departure from normality is investigated for system robustness. An attractive feature of the normality index is its simplicity for pole placement designs. To allow a tradeoff between system robustness and control effort, a cost function consisting of the sum of a norm of weighted gain matrix and a normality index is minimized. First- and second-order necessary conditions for the constrained optimization problem are derived and solved by a Newton-Raphson algorithm imbedded into a one-parameter family of neighboring zero problems. The method presented allows the direct computation of optimal gains in terms of robustness and control effort for pole placement problems.

PI controller design of a wind turbine: evaluation of the pole-placement method and tuning using constrained optimization

NASA Astrophysics Data System (ADS)

Mirzaei, Mahmood; Tibaldi, Carlo; Hansen, Morten H.

2016-09-01

PI/PID controllers are the most common wind turbine controllers. Normally a first tuning is obtained using methods such as pole-placement or Ziegler-Nichols and then extensive aeroelastic simulations are used to obtain the best tuning in terms of regulation of the outputs and reduction of the loads. In the traditional tuning approaches, the properties of different open loop and closed loop transfer functions of the system are not normally considered. In this paper, an assessment of the pole-placement tuning method is presented based on robustness measures. Then a constrained optimization setup is suggested to automatically tune the wind turbine controller subject to robustness constraints. The properties of the system such as the maximum sensitivity and complementary sensitivity functions (Ms and Mt ), along with some of the responses of the system, are used to investigate the controller performance and formulate the optimization problem. The cost function is the integral absolute error (IAE) of the rotational speed from a disturbance modeled as a step in wind speed. Linearized model of the DTU 10-MW reference wind turbine is obtained using HAWCStab2. Thereafter, the model is reduced with model order reduction. The trade-off curves are given to assess the tunings of the poles- placement method and a constrained optimization problem is solved to find the best tuning.

Variational Trajectory Optimization Tool Set: Technical description and user's manual

NASA Technical Reports Server (NTRS)

Bless, Robert R.; Queen, Eric M.; Cavanaugh, Michael D.; Wetzel, Todd A.; Moerder, Daniel D.

1993-01-01

The algorithms that comprise the Variational Trajectory Optimization Tool Set (VTOTS) package are briefly described. The VTOTS is a software package for solving nonlinear constrained optimal control problems from a wide range of engineering and scientific disciplines. The VTOTS package was specifically designed to minimize the amount of user programming; in fact, for problems that may be expressed in terms of analytical functions, the user needs only to define the problem in terms of symbolic variables. This version of the VTOTS does not support tabular data; thus, problems must be expressed in terms of analytical functions. The VTOTS package consists of two methods for solving nonlinear optimal control problems: a time-domain finite-element algorithm and a multiple shooting algorithm. These two algorithms, under the VTOTS package, may be run independently or jointly. The finite-element algorithm generates approximate solutions, whereas the shooting algorithm provides a more accurate solution to the optimization problem. A user's manual, some examples with results, and a brief description of the individual subroutines are included.

Stochastic reduced order models for inverse problems under uncertainty

PubMed Central

Warner, James E.; Aquino, Wilkins; Grigoriu, Mircea D.

2014-01-01

This work presents a novel methodology for solving inverse problems under uncertainty using stochastic reduced order models (SROMs). Given statistical information about an observed state variable in a system, unknown parameters are estimated probabilistically through the solution of a model-constrained, stochastic optimization problem. The point of departure and crux of the proposed framework is the representation of a random quantity using a SROM - a low dimensional, discrete approximation to a continuous random element that permits e cient and non-intrusive stochastic computations. Characterizing the uncertainties with SROMs transforms the stochastic optimization problem into a deterministic one. The non-intrusive nature of SROMs facilitates e cient gradient computations for random vector unknowns and relies entirely on calls to existing deterministic solvers. Furthermore, the method is naturally extended to handle multiple sources of uncertainty in cases where state variable data, system parameters, and boundary conditions are all considered random. The new and widely-applicable SROM framework is formulated for a general stochastic optimization problem in terms of an abstract objective function and constraining model. For demonstration purposes, however, we study its performance in the specific case of inverse identification of random material parameters in elastodynamics. We demonstrate the ability to efficiently recover random shear moduli given material displacement statistics as input data. We also show that the approach remains effective for the case where the loading in the problem is random as well. PMID:25558115

Optimum oil production planning using infeasibility driven evolutionary algorithm.

PubMed

Singh, Hemant Kumar; Ray, Tapabrata; Sarker, Ruhul

2013-01-01

In this paper, we discuss a practical oil production planning optimization problem. For oil wells with insufficient reservoir pressure, gas is usually injected to artificially lift oil, a practice commonly referred to as enhanced oil recovery (EOR). The total gas that can be used for oil extraction is constrained by daily availability limits. The oil extracted from each well is known to be a nonlinear function of the gas injected into the well and varies between wells. The problem is to identify the optimal amount of gas that needs to be injected into each well to maximize the amount of oil extracted subject to the constraint on the total daily gas availability. The problem has long been of practical interest to all major oil exploration companies as it has the potential to derive large financial benefit. In this paper, an infeasibility driven evolutionary algorithm is used to solve a 56 well reservoir problem which demonstrates its efficiency in solving constrained optimization problems. Furthermore, a multi-objective formulation of the problem is posed and solved using a number of algorithms, which eliminates the need for solving the (single objective) problem on a regular basis. Lastly, a modified single objective formulation of the problem is also proposed, which aims to maximize the profit instead of the quantity of oil. It is shown that even with a lesser amount of oil extracted, more economic benefits can be achieved through the modified formulation.

On the existence of touch points for first-order state inequality constraints

NASA Technical Reports Server (NTRS)

Seywald, Hans; Cliff, Eugene M.

1993-01-01

The appearance of touch points in state constrained optimal control problems with general vector-valued control is studied. Under the assumption that the Hamiltonian is regular, touch points for first-order state inequalities are shown to exist only under very special conditions. In many cases of practical importance these conditions can be used to exclude touch points a priori without solving an optimal control problem. The results are demonstrated on a simple example.

Optimal Chebyshev polynomials on ellipses in the complex plane

NASA Technical Reports Server (NTRS)

Fischer, Bernd; Freund, Roland

1989-01-01

The design of iterative schemes for sparse matrix computations often leads to constrained polynomial approximation problems on sets in the complex plane. For the case of ellipses, we introduce a new class of complex polynomials which are in general very good approximations to the best polynomials and even optimal in most cases.

Optimization-based additive decomposition of weakly coercive problems with applications

DOE PAGES

Bochev, Pavel B.; Ridzal, Denis

2016-01-27

In this study, we present an abstract mathematical framework for an optimization-based additive decomposition of a large class of variational problems into a collection of concurrent subproblems. The framework replaces a given monolithic problem by an equivalent constrained optimization formulation in which the subproblems define the optimization constraints and the objective is to minimize the mismatch between their solutions. The significance of this reformulation stems from the fact that one can solve the resulting optimality system by an iterative process involving only solutions of the subproblems. Consequently, assuming that stable numerical methods and efficient solvers are available for every subproblem,more » our reformulation leads to robust and efficient numerical algorithms for a given monolithic problem by breaking it into subproblems that can be handled more easily. An application of the framework to the Oseen equations illustrates its potential.« less

Policy Iteration for $H_\\infty $ Optimal Control of Polynomial Nonlinear Systems via Sum of Squares Programming.

PubMed

Zhu, Yuanheng; Zhao, Dongbin; Yang, Xiong; Zhang, Qichao

2018-02-01

Sum of squares (SOS) polynomials have provided a computationally tractable way to deal with inequality constraints appearing in many control problems. It can also act as an approximator in the framework of adaptive dynamic programming. In this paper, an approximate solution to the optimal control of polynomial nonlinear systems is proposed. Under a given attenuation coefficient, the Hamilton-Jacobi-Isaacs equation is relaxed to an optimization problem with a set of inequalities. After applying the policy iteration technique and constraining inequalities to SOS, the optimization problem is divided into a sequence of feasible semidefinite programming problems. With the converged solution, the attenuation coefficient is further minimized to a lower value. After iterations, approximate solutions to the smallest -gain and the associated optimal controller are obtained. Four examples are employed to verify the effectiveness of the proposed algorithm.

Optimal Water-Power Flow Problem: Formulation and Distributed Optimal Solution

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dall-Anese, Emiliano; Zhao, Changhong; Zamzam, Admed S.

This paper formalizes an optimal water-power flow (OWPF) problem to optimize the use of controllable assets across power and water systems while accounting for the couplings between the two infrastructures. Tanks and pumps are optimally managed to satisfy water demand while improving power grid operations; {for the power network, an AC optimal power flow formulation is augmented to accommodate the controllability of water pumps.} Unfortunately, the physics governing the operation of the two infrastructures and coupling constraints lead to a nonconvex (and, in fact, NP-hard) problem; however, after reformulating OWPF as a nonconvex, quadratically-constrained quadratic problem, a feasible point pursuit-successivemore » convex approximation approach is used to identify feasible and optimal solutions. In addition, a distributed solver based on the alternating direction method of multipliers enables water and power operators to pursue individual objectives while respecting the couplings between the two networks. The merits of the proposed approach are demonstrated for the case of a distribution feeder coupled with a municipal water distribution network.« less

Parameter identification in ODE models with oscillatory dynamics: a Fourier regularization approach

NASA Astrophysics Data System (ADS)

Chiara D'Autilia, Maria; Sgura, Ivonne; Bozzini, Benedetto

2017-12-01

In this paper we consider a parameter identification problem (PIP) for data oscillating in time, that can be described in terms of the dynamics of some ordinary differential equation (ODE) model, resulting in an optimization problem constrained by the ODEs. In problems with this type of data structure, simple application of the direct method of control theory (discretize-then-optimize) yields a least-squares cost function exhibiting multiple ‘low’ minima. Since in this situation any optimization algorithm is liable to fail in the approximation of a good solution, here we propose a Fourier regularization approach that is able to identify an iso-frequency manifold {{ S}} of codimension-one in the parameter space \

Constrained Optimal Transport

NASA Astrophysics Data System (ADS)

Ekren, Ibrahim; Soner, H. Mete

2018-03-01

The classical duality theory of Kantorovich (C R (Doklady) Acad Sci URSS (NS) 37:199-201, 1942) and Kellerer (Z Wahrsch Verw Gebiete 67(4):399-432, 1984) for classical optimal transport is generalized to an abstract framework and a characterization of the dual elements is provided. This abstract generalization is set in a Banach lattice X with an order unit. The problem is given as the supremum over a convex subset of the positive unit sphere of the topological dual of X and the dual problem is defined on the bi-dual of X. These results are then applied to several extensions of the classical optimal transport.

Viscoelastic material inversion using Sierra-SD and ROL

DOE Office of Scientific and Technical Information (OSTI.GOV)

Walsh, Timothy; Aquino, Wilkins; Ridzal, Denis

2014-11-01

In this report we derive frequency-domain methods for inverse characterization of the constitutive parameters of viscoelastic materials. The inverse problem is cast in a PDE-constrained optimization framework with efficient computation of gradients and Hessian vector products through matrix free operations. The abstract optimization operators for first and second derivatives are derived from first principles. Various methods from the Rapid Optimization Library (ROL) are tested on the viscoelastic inversion problem. The methods described herein are applied to compute the viscoelastic bulk and shear moduli of a foam block model, which was recently used in experimental testing for viscoelastic property characterization.

Application of decomposition techniques to the preliminary design of a transport aircraft

NASA Technical Reports Server (NTRS)

Rogan, J. E.; Kolb, M. A.

1987-01-01

A nonlinear constrained optimization problem describing the preliminary design process for a transport aircraft has been formulated. A multifaceted decomposition of the optimization problem has been made. Flight dynamics, flexible aircraft loads and deformations, and preliminary structural design subproblems appear prominently in the decomposition. The use of design process decomposition for scheduling design projects, a new system integration approach to configuration control, and the application of object-centered programming to a new generation of design tools are discussed.

Genetic Evolution of Shape-Altering Programs for Supersonic Aerodynamics

NASA Technical Reports Server (NTRS)

Kennelly, Robert A., Jr.; Bencze, Daniel P. (Technical Monitor)

2002-01-01

Two constrained shape optimization problems relevant to aerodynamics are solved by genetic programming, in which a population of computer programs evolves automatically under pressure of fitness-driven reproduction and genetic crossover. Known optimal solutions are recovered using a small, naive set of elementary operations. Effectiveness is improved through use of automatically defined functions, especially when one of them is capable of a variable number of iterations, even though the test problems lack obvious exploitable regularities. An attempt at evolving new elementary operations was only partially successful.

Aerodynamic optimization by simultaneously updating flow variables and design parameters with application to advanced propeller designs

NASA Technical Reports Server (NTRS)

Rizk, Magdi H.

1988-01-01

A scheme is developed for solving constrained optimization problems in which the objective function and the constraint function are dependent on the solution of the nonlinear flow equations. The scheme updates the design parameter iterative solutions and the flow variable iterative solutions simultaneously. It is applied to an advanced propeller design problem with the Euler equations used as the flow governing equations. The scheme's accuracy, efficiency and sensitivity to the computational parameters are tested.

An Optimization-based Atomistic-to-Continuum Coupling Method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Olson, Derek; Bochev, Pavel B.; Luskin, Mitchell

2014-08-21

In this paper, we present a new optimization-based method for atomistic-to-continuum (AtC) coupling. The main idea is to cast the latter as a constrained optimization problem with virtual Dirichlet controls on the interfaces between the atomistic and continuum subdomains. The optimization objective is to minimize the error between the atomistic and continuum solutions on the overlap between the two subdomains, while the atomistic and continuum force balance equations provide the constraints. Separation, rather then blending of the atomistic and continuum problems, and their subsequent use as constraints in the optimization problem distinguishes our approach from the existing AtC formulations. Finally,more » we present and analyze the method in the context of a one-dimensional chain of atoms modeled using a linearized two-body potential with next-nearest neighbor interactions.« less

CSOLNP: Numerical Optimization Engine for Solving Non-linearly Constrained Problems.

PubMed

Zahery, Mahsa; Maes, Hermine H; Neale, Michael C

2017-08-01

We introduce the optimizer CSOLNP, which is a C++ implementation of the R package RSOLNP (Ghalanos & Theussl, 2012, Rsolnp: General non-linear optimization using augmented Lagrange multiplier method. R package version, 1) alongside some improvements. CSOLNP solves non-linearly constrained optimization problems using a Sequential Quadratic Programming (SQP) algorithm. CSOLNP, NPSOL (a very popular implementation of SQP method in FORTRAN (Gill et al., 1986, User's guide for NPSOL (version 4.0): A Fortran package for nonlinear programming (No. SOL-86-2). Stanford, CA: Stanford University Systems Optimization Laboratory), and SLSQP (another SQP implementation available as part of the NLOPT collection (Johnson, 2014, The NLopt nonlinear-optimization package. Retrieved from http://ab-initio.mit.edu/nlopt)) are three optimizers available in OpenMx package. These optimizers are compared in terms of runtimes, final objective values, and memory consumption. A Monte Carlo analysis of the performance of the optimizers was performed on ordinal and continuous models with five variables and one or two factors. While the relative difference between the objective values is less than 0.5%, CSOLNP is in general faster than NPSOL and SLSQP for ordinal analysis. As for continuous data, none of the optimizers performs consistently faster than the others. In terms of memory usage, we used Valgrind's heap profiler tool, called Massif, on one-factor threshold models. CSOLNP and NPSOL consume the same amount of memory, while SLSQP uses 71 MB more memory than the other two optimizers.

A majorized Newton-CG augmented Lagrangian-based finite element method for 3D restoration of geological models

NASA Astrophysics Data System (ADS)

Tang, Peipei; Wang, Chengjing; Dai, Xiaoxia

2016-04-01

In this paper, we propose a majorized Newton-CG augmented Lagrangian-based finite element method for 3D elastic frictionless contact problems. In this scheme, we discretize the restoration problem via the finite element method and reformulate it to a constrained optimization problem. Then we apply the majorized Newton-CG augmented Lagrangian method to solve the optimization problem, which is very suitable for the ill-conditioned case. Numerical results demonstrate that the proposed method is a very efficient algorithm for various large-scale 3D restorations of geological models, especially for the restoration of geological models with complicated faults.

Generalized Pattern Search methods for a class of nonsmooth optimization problems with structure

NASA Astrophysics Data System (ADS)

Bogani, C.; Gasparo, M. G.; Papini, A.

2009-07-01

We propose a Generalized Pattern Search (GPS) method to solve a class of nonsmooth minimization problems, where the set of nondifferentiability is included in the union of known hyperplanes and, therefore, is highly structured. Both unconstrained and linearly constrained problems are considered. At each iteration the set of poll directions is enforced to conform to the geometry of both the nondifferentiability set and the boundary of the feasible region, near the current iterate. This is the key issue to guarantee the convergence of certain subsequences of iterates to points which satisfy first-order optimality conditions. Numerical experiments on some classical problems validate the method.

Non Linear Programming (NLP) Formulation for Quantitative Modeling of Protein Signal Transduction Pathways

PubMed Central

Morris, Melody K.; Saez-Rodriguez, Julio; Lauffenburger, Douglas A.; Alexopoulos, Leonidas G.

2012-01-01

Modeling of signal transduction pathways plays a major role in understanding cells' function and predicting cellular response. Mathematical formalisms based on a logic formalism are relatively simple but can describe how signals propagate from one protein to the next and have led to the construction of models that simulate the cells response to environmental or other perturbations. Constrained fuzzy logic was recently introduced to train models to cell specific data to result in quantitative pathway models of the specific cellular behavior. There are two major issues in this pathway optimization: i) excessive CPU time requirements and ii) loosely constrained optimization problem due to lack of data with respect to large signaling pathways. Herein, we address both issues: the former by reformulating the pathway optimization as a regular nonlinear optimization problem; and the latter by enhanced algorithms to pre/post-process the signaling network to remove parts that cannot be identified given the experimental conditions. As a case study, we tackle the construction of cell type specific pathways in normal and transformed hepatocytes using medium and large-scale functional phosphoproteomic datasets. The proposed Non Linear Programming (NLP) formulation allows for fast optimization of signaling topologies by combining the versatile nature of logic modeling with state of the art optimization algorithms. PMID:23226239

Non Linear Programming (NLP) formulation for quantitative modeling of protein signal transduction pathways.

PubMed

Mitsos, Alexander; Melas, Ioannis N; Morris, Melody K; Saez-Rodriguez, Julio; Lauffenburger, Douglas A; Alexopoulos, Leonidas G

2012-01-01

Modeling of signal transduction pathways plays a major role in understanding cells' function and predicting cellular response. Mathematical formalisms based on a logic formalism are relatively simple but can describe how signals propagate from one protein to the next and have led to the construction of models that simulate the cells response to environmental or other perturbations. Constrained fuzzy logic was recently introduced to train models to cell specific data to result in quantitative pathway models of the specific cellular behavior. There are two major issues in this pathway optimization: i) excessive CPU time requirements and ii) loosely constrained optimization problem due to lack of data with respect to large signaling pathways. Herein, we address both issues: the former by reformulating the pathway optimization as a regular nonlinear optimization problem; and the latter by enhanced algorithms to pre/post-process the signaling network to remove parts that cannot be identified given the experimental conditions. As a case study, we tackle the construction of cell type specific pathways in normal and transformed hepatocytes using medium and large-scale functional phosphoproteomic datasets. The proposed Non Linear Programming (NLP) formulation allows for fast optimization of signaling topologies by combining the versatile nature of logic modeling with state of the art optimization algorithms.

Optimizing Experimental Designs Relative to Costs and Effect Sizes.

ERIC Educational Resources Information Center

Headrick, Todd C.; Zumbo, Bruno D.

A general model is derived for the purpose of efficiently allocating integral numbers of units in multi-level designs given prespecified power levels. The derivation of the model is based on a constrained optimization problem that maximizes a general form of a ratio of expected mean squares subject to a budget constraint. This model provides more…

One- and two-objective approaches to an area-constrained habitat reserve site selection problem

Treesearch

Stephanie Snyder; Charles ReVelle; Robert Haight

2004-01-01

We compare several ways to model a habitat reserve site selection problem in which an upper bound on the total area of the selected sites is included. The models are cast as optimization coverage models drawn from the location science literature. Classic covering problems typically include a constraint on the number of sites that can be selected. If potential reserve...

An Investigation of Generalized Differential Evolution Metaheuristic for Multiobjective Optimal Crop-Mix Planning Decision

PubMed Central

Olugbara, Oludayo

2014-01-01

This paper presents an annual multiobjective crop-mix planning as a problem of concurrent maximization of net profit and maximization of crop production to determine an optimal cropping pattern. The optimal crop production in a particular planting season is a crucial decision making task from the perspectives of economic management and sustainable agriculture. A multiobjective optimal crop-mix problem is formulated and solved using the generalized differential evolution 3 (GDE3) metaheuristic to generate a globally optimal solution. The performance of the GDE3 metaheuristic is investigated by comparing its results with the results obtained using epsilon constrained and nondominated sorting genetic algorithms—being two representatives of state-of-the-art in evolutionary optimization. The performance metrics of additive epsilon, generational distance, inverted generational distance, and spacing are considered to establish the comparability. In addition, a graphical comparison with respect to the true Pareto front for the multiobjective optimal crop-mix planning problem is presented. Empirical results generally show GDE3 to be a viable alternative tool for solving a multiobjective optimal crop-mix planning problem. PMID:24883369

An investigation of generalized differential evolution metaheuristic for multiobjective optimal crop-mix planning decision.

PubMed

Adekanmbi, Oluwole; Olugbara, Oludayo; Adeyemo, Josiah

2014-01-01

This paper presents an annual multiobjective crop-mix planning as a problem of concurrent maximization of net profit and maximization of crop production to determine an optimal cropping pattern. The optimal crop production in a particular planting season is a crucial decision making task from the perspectives of economic management and sustainable agriculture. A multiobjective optimal crop-mix problem is formulated and solved using the generalized differential evolution 3 (GDE3) metaheuristic to generate a globally optimal solution. The performance of the GDE3 metaheuristic is investigated by comparing its results with the results obtained using epsilon constrained and nondominated sorting genetic algorithms-being two representatives of state-of-the-art in evolutionary optimization. The performance metrics of additive epsilon, generational distance, inverted generational distance, and spacing are considered to establish the comparability. In addition, a graphical comparison with respect to the true Pareto front for the multiobjective optimal crop-mix planning problem is presented. Empirical results generally show GDE3 to be a viable alternative tool for solving a multiobjective optimal crop-mix planning problem.

Modal Test/Analysis Correlation of Space Station Structures Using Nonlinear Sensitivity

NASA Technical Reports Server (NTRS)

Gupta, Viney K.; Newell, James F.; Berke, Laszlo; Armand, Sasan

1992-01-01

The modal correlation problem is formulated as a constrained optimization problem for validation of finite element models (FEM's). For large-scale structural applications, a pragmatic procedure for substructuring, model verification, and system integration is described to achieve effective modal correlation. The space station substructure FEM's are reduced using Lanczos vectors and integrated into a system FEM using Craig-Bampton component modal synthesis. The optimization code is interfaced with MSC/NASTRAN to solve the problem of modal test/analysis correlation; that is, the problem of validating FEM's for launch and on-orbit coupled loads analysis against experimentally observed frequencies and mode shapes. An iterative perturbation algorithm is derived and implemented to update nonlinear sensitivity (derivatives of eigenvalues and eigenvectors) during optimizer iterations, which reduced the number of finite element analyses.

Modal test/analysis correlation of Space Station structures using nonlinear sensitivity

NASA Technical Reports Server (NTRS)

Gupta, Viney K.; Newell, James F.; Berke, Laszlo; Armand, Sasan

1992-01-01

The modal correlation problem is formulated as a constrained optimization problem for validation of finite element models (FEM's). For large-scale structural applications, a pragmatic procedure for substructuring, model verification, and system integration is described to achieve effective modal correlations. The space station substructure FEM's are reduced using Lanczos vectors and integrated into a system FEM using Craig-Bampton component modal synthesis. The optimization code is interfaced with MSC/NASTRAN to solve the problem of modal test/analysis correlation; that is, the problem of validating FEM's for launch and on-orbit coupled loads analysis against experimentally observed frequencies and mode shapes. An iterative perturbation algorithm is derived and implemented to update nonlinear sensitivity (derivatives of eigenvalues and eigenvectors) during optimizer iterations, which reduced the number of finite element analyses.

Three-Dimensional Path Planning for Uninhabited Combat Aerial Vehicle Based on Predator-Prey Pigeon-Inspired Optimization in Dynamic Environment.

PubMed

Zhang, Bo; Duan, Haibin

2017-01-01

Three-dimension path planning of uninhabited combat aerial vehicle (UCAV) is a complicated optimal problem, which mainly focused on optimizing the flight route considering the different types of constrains under complex combating environment. A novel predator-prey pigeon-inspired optimization (PPPIO) is proposed to solve the UCAV three-dimension path planning problem in dynamic environment. Pigeon-inspired optimization (PIO) is a new bio-inspired optimization algorithm. In this algorithm, map and compass operator model and landmark operator model are used to search the best result of a function. The prey-predator concept is adopted to improve global best properties and enhance the convergence speed. The characteristics of the optimal path are presented in the form of a cost function. The comparative simulation results show that our proposed PPPIO algorithm is more efficient than the basic PIO, particle swarm optimization (PSO), and different evolution (DE) in solving UCAV three-dimensional path planning problems.

$L^1$ penalization of volumetric dose objectives in optimal control of PDEs

DOE PAGES

Barnard, Richard C.; Clason, Christian

2017-02-11

This work is concerned with a class of PDE-constrained optimization problems that are motivated by an application in radiotherapy treatment planning. Here the primary design objective is to minimize the volume where a functional of the state violates a prescribed level, but prescribing these levels in the form of pointwise state constraints leads to infeasible problems. We therefore propose an alternative approach based on L 1 penalization of the violation that is also applicable when state constraints are infeasible. We establish well-posedness of the corresponding optimal control problem, derive first-order optimality conditions, discuss convergence of minimizers as the penalty parametermore » tends to infinity, and present a semismooth Newton method for their efficient numerical solution. Finally, the performance of this method for a model problem is illustrated and contrasted with an alternative approach based on (regularized) state constraints.« less

Fleet Assignment Using Collective Intelligence

NASA Technical Reports Server (NTRS)

Antoine, Nicolas E.; Bieniawski, Stefan R.; Kroo, Ilan M.; Wolpert, David H.

2004-01-01

Product distribution theory is a new collective intelligence-based framework for analyzing and controlling distributed systems. Its usefulness in distributed stochastic optimization is illustrated here through an airline fleet assignment problem. This problem involves the allocation of aircraft to a set of flights legs in order to meet passenger demand, while satisfying a variety of linear and non-linear constraints. Over the course of the day, the routing of each aircraft is determined in order to minimize the number of required flights for a given fleet. The associated flow continuity and aircraft count constraints have led researchers to focus on obtaining quasi-optimal solutions, especially at larger scales. In this paper, the authors propose the application of this new stochastic optimization algorithm to a non-linear objective cold start fleet assignment problem. Results show that the optimizer can successfully solve such highly-constrained problems (130 variables, 184 constraints).

AI techniques for a space application scheduling problem

NASA Technical Reports Server (NTRS)

Thalman, N.; Sparn, T.; Jaffres, L.; Gablehouse, D.; Judd, D.; Russell, C.

1991-01-01

Scheduling is a very complex optimization problem which can be categorized as an NP-complete problem. NP-complete problems are quite diverse, as are the algorithms used in searching for an optimal solution. In most cases, the best solutions that can be derived for these combinatorial explosive problems are near-optimal solutions. Due to the complexity of the scheduling problem, artificial intelligence (AI) can aid in solving these types of problems. Some of the factors are examined which make space application scheduling problems difficult and presents a fairly new AI-based technique called tabu search as applied to a real scheduling application. the specific problem is concerned with scheduling application. The specific problem is concerned with scheduling solar and stellar observations for the SOLar-STellar Irradiance Comparison Experiment (SOLSTICE) instrument in a constrained environment which produces minimum impact on the other instruments and maximizes target observation times. The SOLSTICE instrument will gly on-board the Upper Atmosphere Research Satellite (UARS) in 1991, and a similar instrument will fly on the earth observing system (Eos).

Preconditioned alternating projection algorithms for maximum a posteriori ECT reconstruction

NASA Astrophysics Data System (ADS)

Krol, Andrzej; Li, Si; Shen, Lixin; Xu, Yuesheng

2012-11-01

We propose a preconditioned alternating projection algorithm (PAPA) for solving the maximum a posteriori (MAP) emission computed tomography (ECT) reconstruction problem. Specifically, we formulate the reconstruction problem as a constrained convex optimization problem with the total variation (TV) regularization. We then characterize the solution of the constrained convex optimization problem and show that it satisfies a system of fixed-point equations defined in terms of two proximity operators raised from the convex functions that define the TV-norm and the constraint involved in the problem. The characterization (of the solution) via the proximity operators that define two projection operators naturally leads to an alternating projection algorithm for finding the solution. For efficient numerical computation, we introduce to the alternating projection algorithm a preconditioning matrix (the EM-preconditioner) for the dense system matrix involved in the optimization problem. We prove theoretically convergence of the PAPA. In numerical experiments, performance of our algorithms, with an appropriately selected preconditioning matrix, is compared with performance of the conventional MAP expectation-maximization (MAP-EM) algorithm with TV regularizer (EM-TV) and that of the recently developed nested EM-TV algorithm for ECT reconstruction. Based on the numerical experiments performed in this work, we observe that the alternating projection algorithm with the EM-preconditioner outperforms significantly the EM-TV in all aspects including the convergence speed, the noise in the reconstructed images and the image quality. It also outperforms the nested EM-TV in the convergence speed while providing comparable image quality.

Multidisciplinary Optimization Approach for Design and Operation of Constrained and Complex-shaped Space Systems

NASA Astrophysics Data System (ADS)

Lee, Dae Young

The design of a small satellite is challenging since they are constrained by mass, volume, and power. To mitigate these constraint effects, designers adopt deployable configurations on the spacecraft that result in an interesting and difficult optimization problem. The resulting optimization problem is challenging due to the computational complexity caused by the large number of design variables and the model complexity created by the deployables. Adding to these complexities, there is a lack of integration of the design optimization systems into operational optimization, and the utility maximization of spacecraft in orbit. The developed methodology enables satellite Multidisciplinary Design Optimization (MDO) that is extendable to on-orbit operation. Optimization of on-orbit operations is possible with MDO since the model predictive controller developed in this dissertation guarantees the achievement of the on-ground design behavior in orbit. To enable the design optimization of highly constrained and complex-shaped space systems, the spherical coordinate analysis technique, called the "Attitude Sphere", is extended and merged with an additional engineering tools like OpenGL. OpenGL's graphic acceleration facilitates the accurate estimation of the shadow-degraded photovoltaic cell area. This technique is applied to the design optimization of the satellite Electric Power System (EPS) and the design result shows that the amount of photovoltaic power generation can be increased more than 9%. Based on this initial methodology, the goal of this effort is extended from Single Discipline Optimization to Multidisciplinary Optimization, which includes the design and also operation of the EPS, Attitude Determination and Control System (ADCS), and communication system. The geometry optimization satisfies the conditions of the ground development phase; however, the operation optimization may not be as successful as expected in orbit due to disturbances. To address this issue, for the ADCS operations, controllers based on Model Predictive Control that are effective for constraint handling were developed and implemented. All the suggested design and operation methodologies are applied to a mission "CADRE", which is space weather mission scheduled for operation in 2016. This application demonstrates the usefulness and capability of the methodology to enhance CADRE's capabilities, and its ability to be applied to a variety of missions.

A Model for Engaging Students in a Research Experience Involving Variational Techniques, Mathematica, and Descent Methods.

ERIC Educational Resources Information Center

Mahavier, W. Ted

2002-01-01

Describes a two-semester numerical methods course that serves as a research experience for undergraduate students without requiring external funding or the modification of current curriculum. Uses an engineering problem to introduce students to constrained optimization via a variation of the traditional isoperimetric problem of finding the curve…

A Sequential Linear Quadratic Approach for Constrained Nonlinear Optimal Control with Adaptive Time Discretization and Application to Higher Elevation Mars Landing Problem

NASA Astrophysics Data System (ADS)

Sandhu, Amit

A sequential quadratic programming method is proposed for solving nonlinear optimal control problems subject to general path constraints including mixed state-control and state only constraints. The proposed algorithm further develops on the approach proposed in [1] with objective to eliminate the use of a high number of time intervals for arriving at an optimal solution. This is done by introducing an adaptive time discretization to allow formation of a desirable control profile without utilizing a lot of intervals. The use of fewer time intervals reduces the computation time considerably. This algorithm is further used in this thesis to solve a trajectory planning problem for higher elevation Mars landing.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dall-Anese, Emiliano; Simonetto, Andrea

This paper focuses on the design of online algorithms based on prediction-correction steps to track the optimal solution of a time-varying constrained problem. Existing prediction-correction methods have been shown to work well for unconstrained convex problems and for settings where obtaining the inverse of the Hessian of the cost function can be computationally affordable. The prediction-correction algorithm proposed in this paper addresses the limitations of existing methods by tackling constrained problems and by designing a first-order prediction step that relies on the Hessian of the cost function (and do not require the computation of its inverse). Analytical results are establishedmore » to quantify the tracking error. Numerical simulations corroborate the analytical results and showcase performance and benefits of the algorithms.« less

OPUS: Optimal Projection for Uncertain Systems. Volume 1

DTIC Science & Technology

1991-09-01

unifiedI control- design methodology that directly addresses these technology issues. 1 In particular, optimal projection theory addresses the need for...effects, and limited identification accuracy in a 1-g environment. The principal contribution of OPUS is a unified design methodology that...characterizing solutions to constrained control- design problems. Transforming OPUS into a practi- cal design methodology requires the development of

Constrained Optimization of Average Arrival Time via a Probabilistic Approach to Transport Reliability

PubMed Central

Namazi-Rad, Mohammad-Reza; Dunbar, Michelle; Ghaderi, Hadi; Mokhtarian, Payam

2015-01-01

To achieve greater transit-time reduction and improvement in reliability of transport services, there is an increasing need to assist transport planners in understanding the value of punctuality; i.e. the potential improvements, not only to service quality and the consumer but also to the actual profitability of the service. In order for this to be achieved, it is important to understand the network-specific aspects that affect both the ability to decrease transit-time, and the associated cost-benefit of doing so. In this paper, we outline a framework for evaluating the effectiveness of proposed changes to average transit-time, so as to determine the optimal choice of average arrival time subject to desired punctuality levels whilst simultaneously minimizing operational costs. We model the service transit-time variability using a truncated probability density function, and simultaneously compare the trade-off between potential gains and increased service costs, for several commonly employed cost-benefit functions of general form. We formulate this problem as a constrained optimization problem to determine the optimal choice of average transit time, so as to increase the level of service punctuality, whilst simultaneously ensuring a minimum level of cost-benefit to the service operator. PMID:25992902

Applications of Evolutionary Technology to Manufacturing and Logistics Systems : State-of-the Art Survey

NASA Astrophysics Data System (ADS)

Gen, Mitsuo; Lin, Lin

Many combinatorial optimization problems from industrial engineering and operations research in real-world are very complex in nature and quite hard to solve them by conventional techniques. Since the 1960s, there has been an increasing interest in imitating living beings to solve such kinds of hard combinatorial optimization problems. Simulating the natural evolutionary process of human beings results in stochastic optimization techniques called evolutionary algorithms (EAs), which can often outperform conventional optimization methods when applied to difficult real-world problems. In this survey paper, we provide a comprehensive survey of the current state-of-the-art in the use of EA in manufacturing and logistics systems. In order to demonstrate the EAs which are powerful and broadly applicable stochastic search and optimization techniques, we deal with the following engineering design problems: transportation planning models, layout design models and two-stage logistics models in logistics systems; job-shop scheduling, resource constrained project scheduling in manufacturing system.

Chance-Constrained AC Optimal Power Flow for Distribution Systems With Renewables

DOE Office of Scientific and Technical Information (OSTI.GOV)

DallAnese, Emiliano; Baker, Kyri; Summers, Tyler

This paper focuses on distribution systems featuring renewable energy sources (RESs) and energy storage systems, and presents an AC optimal power flow (OPF) approach to optimize system-level performance objectives while coping with uncertainty in both RES generation and loads. The proposed method hinges on a chance-constrained AC OPF formulation where probabilistic constraints are utilized to enforce voltage regulation with prescribed probability. A computationally more affordable convex reformulation is developed by resorting to suitable linear approximations of the AC power-flow equations as well as convex approximations of the chance constraints. The approximate chance constraints provide conservative bounds that hold for arbitrarymore » distributions of the forecasting errors. An adaptive strategy is then obtained by embedding the proposed AC OPF task into a model predictive control framework. Finally, a distributed solver is developed to strategically distribute the solution of the optimization problems across utility and customers.« less

Fleet Assignment Using Collective Intelligence

NASA Technical Reports Server (NTRS)

Antoine, Nicolas E.; Bieniawski, Stefan R.; Kroo, Ilan M.; Wolpert, David H.

2004-01-01

Airline fleet assignment involves the allocation of aircraft to a set of flights legs in order to meet passenger demand, while satisfying a variety of constraints. Over the course of the day, the routing of each aircraft is determined in order to minimize the number of required flights for a given fleet. The associated flow continuity and aircraft count constraints have led researchers to focus on obtaining quasi-optimal solutions, especially at larger scales. In this paper, the authors propose the application of an agent-based integer optimization algorithm to a "cold start" fleet assignment problem. Results show that the optimizer can successfully solve such highly- constrained problems (129 variables, 184 constraints).

Genetic algorithm parameters tuning for resource-constrained project scheduling problem

NASA Astrophysics Data System (ADS)

Tian, Xingke; Yuan, Shengrui

2018-04-01

Project Scheduling Problem (RCPSP) is a kind of important scheduling problem. To achieve a certain optimal goal such as the shortest duration, the smallest cost, the resource balance and so on, it is required to arrange the start and finish of all tasks under the condition of satisfying project timing constraints and resource constraints. In theory, the problem belongs to the NP-hard problem, and the model is abundant. Many combinatorial optimization problems are special cases of RCPSP, such as job shop scheduling, flow shop scheduling and so on. At present, the genetic algorithm (GA) has been used to deal with the classical RCPSP problem and achieved remarkable results. Vast scholars have also studied the improved genetic algorithm for the RCPSP problem, which makes it to solve the RCPSP problem more efficiently and accurately. However, for the selection of the main parameters of the genetic algorithm, there is no parameter optimization in these studies. Generally, we used the empirical method, but it cannot ensure to meet the optimal parameters. In this paper, the problem was carried out, which is the blind selection of parameters in the process of solving the RCPSP problem. We made sampling analysis, the establishment of proxy model and ultimately solved the optimal parameters.

An improved genetic algorithm for multidimensional optimization of precedence-constrained production planning and scheduling

NASA Astrophysics Data System (ADS)

Dao, Son Duy; Abhary, Kazem; Marian, Romeo

2017-06-01

Integration of production planning and scheduling is a class of problems commonly found in manufacturing industry. This class of problems associated with precedence constraint has been previously modeled and optimized by the authors, in which, it requires a multidimensional optimization at the same time: what to make, how many to make, where to make and the order to make. It is a combinatorial, NP-hard problem, for which no polynomial time algorithm is known to produce an optimal result on a random graph. In this paper, the further development of Genetic Algorithm (GA) for this integrated optimization is presented. Because of the dynamic nature of the problem, the size of its solution is variable. To deal with this variability and find an optimal solution to the problem, GA with new features in chromosome encoding, crossover, mutation, selection as well as algorithm structure is developed herein. With the proposed structure, the proposed GA is able to "learn" from its experience. Robustness of the proposed GA is demonstrated by a complex numerical example in which performance of the proposed GA is compared with those of three commercial optimization solvers.

A Novel Optimal Joint Resource Allocation Method in Cooperative Multicarrier Networks: Theory and Practice

PubMed Central

Gao, Yuan; Zhou, Weigui; Ao, Hong; Chu, Jian; Zhou, Quan; Zhou, Bo; Wang, Kang; Li, Yi; Xue, Peng

2016-01-01

With the increasing demands for better transmission speed and robust quality of service (QoS), the capacity constrained backhaul gradually becomes a bottleneck in cooperative wireless networks, e.g., in the Internet of Things (IoT) scenario in joint processing mode of LTE-Advanced Pro. This paper focuses on resource allocation within capacity constrained backhaul in uplink cooperative wireless networks, where two base stations (BSs) equipped with single antennae serve multiple single-antennae users via multi-carrier transmission mode. In this work, we propose a novel cooperative transmission scheme based on compress-and-forward with user pairing to solve the joint mixed integer programming problem. To maximize the system capacity under the limited backhaul, we formulate the joint optimization problem of user sorting, subcarrier mapping and backhaul resource sharing among different pairs (subcarriers for users). A novel robust and efficient centralized algorithm based on alternating optimization strategy and perfect mapping is proposed. Simulations show that our novel method can improve the system capacity significantly under the constraint of the backhaul resource compared with the blind alternatives. PMID:27077865

Acceleration techniques in the univariate Lipschitz global optimization

NASA Astrophysics Data System (ADS)

Sergeyev, Yaroslav D.; Kvasov, Dmitri E.; Mukhametzhanov, Marat S.; De Franco, Angela

2016-10-01

Univariate box-constrained Lipschitz global optimization problems are considered in this contribution. Geometric and information statistical approaches are presented. The novel powerful local tuning and local improvement techniques are described in the contribution as well as the traditional ways to estimate the Lipschitz constant. The advantages of the presented local tuning and local improvement techniques are demonstrated using the operational characteristics approach for comparing deterministic global optimization algorithms on the class of 100 widely used test functions.

Benchmarking optimization software with COPS.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dolan, E.D.; More, J.J.

2001-01-08

The COPS test set provides a modest selection of difficult nonlinearly constrained optimization problems from applications in optimal design, fluid dynamics, parameter estimation, and optimal control. In this report we describe version 2.0 of the COPS problems. The formulation and discretization of the original problems have been streamlined and improved. We have also added new problems. The presentation of COPS follows the original report, but the description of the problems has been streamlined. For each problem we discuss the formulation of the problem and the structural data in Table 0.1 on the formulation. The aim of presenting this data ismore » to provide an approximate idea of the size and sparsity of the problem. We also include the results of computational experiments with the LANCELOT, LOQO, MINOS, and SNOPT solvers. These computational experiments differ from the original results in that we have deleted problems that were considered to be too easy. Moreover, in the current version of the computational experiments, each problem is tested with four variations. An important difference between this report and the original report is that the tables that present the computational experiments are generated automatically from the testing script. This is explained in more detail in the report.« less

The benefits of adaptive parametrization in multi-objective Tabu Search optimization

NASA Astrophysics Data System (ADS)

Ghisu, Tiziano; Parks, Geoffrey T.; Jaeggi, Daniel M.; Jarrett, Jerome P.; Clarkson, P. John

2010-10-01

In real-world optimization problems, large design spaces and conflicting objectives are often combined with a large number of constraints, resulting in a highly multi-modal, challenging, fragmented landscape. The local search at the heart of Tabu Search, while being one of its strengths in highly constrained optimization problems, requires a large number of evaluations per optimization step. In this work, a modification of the pattern search algorithm is proposed: this modification, based on a Principal Components' Analysis of the approximation set, allows both a re-alignment of the search directions, thereby creating a more effective parametrization, and also an informed reduction of the size of the design space itself. These changes make the optimization process more computationally efficient and more effective - higher quality solutions are identified in fewer iterations. These advantages are demonstrated on a number of standard analytical test functions (from the ZDT and DTLZ families) and on a real-world problem (the optimization of an axial compressor preliminary design).

Number-unconstrained quantum sensing

NASA Astrophysics Data System (ADS)

Mitchell, Morgan W.

2017-12-01

Quantum sensing is commonly described as a constrained optimization problem: maximize the information gained about an unknown quantity using a limited number of particles. Important sensors including gravitational wave interferometers and some atomic sensors do not appear to fit this description, because there is no external constraint on particle number. Here, we develop the theory of particle-number-unconstrained quantum sensing, and describe how optimal particle numbers emerge from the competition of particle-environment and particle-particle interactions. We apply the theory to optical probing of an atomic medium modeled as a resonant, saturable absorber, and observe the emergence of well-defined finite optima without external constraints. The results contradict some expectations from number-constrained quantum sensing and show that probing with squeezed beams can give a large sensitivity advantage over classical strategies when each is optimized for particle number.

A Nonlinear Programming Perspective on Sensitivity Calculations for Systems Governed by State Equations

NASA Technical Reports Server (NTRS)

Lewis, Robert Michael

1997-01-01

This paper discusses the calculation of sensitivities. or derivatives, for optimization problems involving systems governed by differential equations and other state relations. The subject is examined from the point of view of nonlinear programming, beginning with the analytical structure of the first and second derivatives associated with such problems and the relation of these derivatives to implicit differentiation and equality constrained optimization. We also outline an error analysis of the analytical formulae and compare the results with similar results for finite-difference estimates of derivatives. We then attend to an investigation of the nature of the adjoint method and the adjoint equations and their relation to directions of steepest descent. We illustrate the points discussed with an optimization problem in which the variables are the coefficients in a differential operator.

Very Large Scale Optimization

NASA Technical Reports Server (NTRS)

Vanderplaats, Garrett; Townsend, James C. (Technical Monitor)

2002-01-01

The purpose of this research under the NASA Small Business Innovative Research program was to develop algorithms and associated software to solve very large nonlinear, constrained optimization tasks. Key issues included efficiency, reliability, memory, and gradient calculation requirements. This report describes the general optimization problem, ten candidate methods, and detailed evaluations of four candidates. The algorithm chosen for final development is a modern recreation of a 1960s external penalty function method that uses very limited computer memory and computational time. Although of lower efficiency, the new method can solve problems orders of magnitude larger than current methods. The resulting BIGDOT software has been demonstrated on problems with 50,000 variables and about 50,000 active constraints. For unconstrained optimization, it has solved a problem in excess of 135,000 variables. The method includes a technique for solving discrete variable problems that finds a "good" design, although a theoretical optimum cannot be guaranteed. It is very scalable in that the number of function and gradient evaluations does not change significantly with increased problem size. Test cases are provided to demonstrate the efficiency and reliability of the methods and software.

A Modified Penalty Parameter Approach for Optimal Estimation of UH with Simultaneous Estimation of Infiltration Parameters

NASA Astrophysics Data System (ADS)

Bhattacharjya, Rajib Kumar

2018-05-01

The unit hydrograph and the infiltration parameters of a watershed can be obtained from observed rainfall-runoff data by using inverse optimization technique. This is a two-stage optimization problem. In the first stage, the infiltration parameters are obtained and the unit hydrograph ordinates are estimated in the second stage. In order to combine this two-stage method into a single stage one, a modified penalty parameter approach is proposed for converting the constrained optimization problem to an unconstrained one. The proposed approach is designed in such a way that the model initially obtains the infiltration parameters and then searches the optimal unit hydrograph ordinates. The optimization model is solved using Genetic Algorithms. A reduction factor is used in the penalty parameter approach so that the obtained optimal infiltration parameters are not destroyed during subsequent generation of genetic algorithms, required for searching optimal unit hydrograph ordinates. The performance of the proposed methodology is evaluated by using two example problems. The evaluation shows that the model is superior, simple in concept and also has the potential for field application.

Sequential quadratic programming-based fast path planning algorithm subject to no-fly zone constraints

NASA Astrophysics Data System (ADS)

Liu, Wei; Ma, Shunjian; Sun, Mingwei; Yi, Haidong; Wang, Zenghui; Chen, Zengqiang

2016-08-01

Path planning plays an important role in aircraft guided systems. Multiple no-fly zones in the flight area make path planning a constrained nonlinear optimization problem. It is necessary to obtain a feasible optimal solution in real time. In this article, the flight path is specified to be composed of alternate line segments and circular arcs, in order to reformulate the problem into a static optimization one in terms of the waypoints. For the commonly used circular and polygonal no-fly zones, geometric conditions are established to determine whether or not the path intersects with them, and these can be readily programmed. Then, the original problem is transformed into a form that can be solved by the sequential quadratic programming method. The solution can be obtained quickly using the Sparse Nonlinear OPTimizer (SNOPT) package. Mathematical simulations are used to verify the effectiveness and rapidity of the proposed algorithm.

Information-Constrained Optima with Retrading: An Externality and Its Market-Based Solution☆

PubMed Central

Kilenthong, Weerachart T.; Townsend, Robert M.

2010-01-01

This paper studies the efficiency of competitive equilibria in environments with a moral hazard problem and unobserved states, both with retrading in ex post spot markets. The interaction between private information problems and the possibility of retrade creates an externality, unless preferences have special, restrictive properties. The externality is internalized by allowing agents to contract ex ante on market fundamentals determining the spot price or interest rate, over and above contracting on actions and outputs. Then competitive equilibria are equivalent with the appropriate notion of constrained Pareto optimality. Examples show that it is possible to have multiple market fundamentals or price-islands, created endogenously in equilibrium. PMID:21765540

An iterative algorithm for L1-TV constrained regularization in image restoration

NASA Astrophysics Data System (ADS)

Chen, K.; Loli Piccolomini, E.; Zama, F.

2015-11-01

We consider the problem of restoring blurred images affected by impulsive noise. The adopted method restores the images by solving a sequence of constrained minimization problems where the data fidelity function is the ℓ1 norm of the residual and the constraint, chosen as the image Total Variation, is automatically adapted to improve the quality of the restored images. Although this approach is general, we report here the case of vectorial images where the blurring model involves contributions from the different image channels (cross channel blur). A computationally convenient extension of the Total Variation function to vectorial images is used and the results reported show that this approach is efficient for recovering nearly optimal images.

Optimal processor assignment for pipeline computations

NASA Technical Reports Server (NTRS)

Nicol, David M.; Simha, Rahul; Choudhury, Alok N.; Narahari, Bhagirath

1991-01-01

The availability of large scale multitasked parallel architectures introduces the following processor assignment problem for pipelined computations. Given a set of tasks and their precedence constraints, along with their experimentally determined individual responses times for different processor sizes, find an assignment of processor to tasks. Two objectives are of interest: minimal response given a throughput requirement, and maximal throughput given a response time requirement. These assignment problems differ considerably from the classical mapping problem in which several tasks share a processor; instead, it is assumed that a large number of processors are to be assigned to a relatively small number of tasks. Efficient assignment algorithms were developed for different classes of task structures. For a p processor system and a series parallel precedence graph with n constituent tasks, an O(np2) algorithm is provided that finds the optimal assignment for the response time optimization problem; it was found that the assignment optimizing the constrained throughput in O(np2log p) time. Special cases of linear, independent, and tree graphs are also considered.

On the decentralized control of large-scale systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Chong, C.

1973-01-01

The decentralized control of stochastic large scale systems was considered. Particular emphasis was given to control strategies which utilize decentralized information and can be computed in a decentralized manner. The deterministic constrained optimization problem is generalized to the stochastic case when each decision variable depends on different information and the constraint is only required to be satisfied on the average. For problems with a particular structure, a hierarchical decomposition is obtained. For the stochastic control of dynamic systems with different information sets, a new kind of optimality is proposed which exploits the coupled nature of the dynamic system. The subsystems are assumed to be uncoupled and then certain constraints are required to be satisfied, either in a off-line or on-line fashion. For off-line coordination, a hierarchical approach of solving the problem is obtained. The lower level problems are all uncoupled. For on-line coordination, distinction is made between open loop feedback optimal coordination and closed loop optimal coordination.

Adaptive eigenspace method for inverse scattering problems in the frequency domain

NASA Astrophysics Data System (ADS)

Grote, Marcus J.; Kray, Marie; Nahum, Uri

2017-02-01

A nonlinear optimization method is proposed for the solution of inverse scattering problems in the frequency domain, when the scattered field is governed by the Helmholtz equation. The time-harmonic inverse medium problem is formulated as a PDE-constrained optimization problem and solved by an inexact truncated Newton-type iteration. Instead of a grid-based discrete representation, the unknown wave speed is projected to a particular finite-dimensional basis of eigenfunctions, which is iteratively adapted during the optimization. Truncating the adaptive eigenspace (AE) basis at a (small and slowly increasing) finite number of eigenfunctions effectively introduces regularization into the inversion and thus avoids the need for standard Tikhonov-type regularization. Both analytical and numerical evidence underpins the accuracy of the AE representation. Numerical experiments demonstrate the efficiency and robustness to missing or noisy data of the resulting adaptive eigenspace inversion method.

Optimal Control Problems with Switching Points. Ph.D. Thesis, 1990 Final Report

NASA Technical Reports Server (NTRS)

Seywald, Hans

1991-01-01

The main idea of this report is to give an overview of the problems and difficulties that arise in solving optimal control problems with switching points. A brief discussion of existing optimality conditions is given and a numerical approach for solving the multipoint boundary value problems associated with the first-order necessary conditions of optimal control is presented. Two real-life aerospace optimization problems are treated explicitly. These are altitude maximization for a sounding rocket (Goddard Problem) in the presence of a dynamic pressure limit, and range maximization for a supersonic aircraft flying in the vertical, also in the presence of a dynamic pressure limit. In the second problem singular control appears along arcs with active dynamic pressure limit, which in the context of optimal control, represents a first-order state inequality constraint. An extension of the Generalized Legendre-Clebsch Condition to the case of singular control along state/control constrained arcs is presented and is applied to the aircraft range maximization problem stated above. A contribution to the field of Jacobi Necessary Conditions is made by giving a new proof for the non-optimality of conjugate paths in the Accessory Minimum Problem. Because of its simple and explicit character, the new proof may provide the basis for an extension of Jacobi's Necessary Condition to the case of the trajectories with interior point constraints. Finally, the result that touch points cannot occur for first-order state inequality constraints is extended to the case of vector valued control functions.

Finite Element Based Structural Damage Detection Using Artificial Boundary Conditions

DTIC Science & Technology

2007-09-01

C. (2005). Elementary Linear Algebra . New York: John Wiley and Sons. Avitable, Peter (2001, January) Experimental Modal Analysis, A Simple Non...variables under consideration. 3 Frequency sensitivities are the basis for a linear approximation to compute the change in the natural frequencies of a...THEORY The general problem statement for a non- linear constrained optimization problem is: To minimize ( )f x Objective Function Subject to

A greedy algorithm for species selection in dimension reduction of combustion chemistry

NASA Astrophysics Data System (ADS)

Hiremath, Varun; Ren, Zhuyin; Pope, Stephen B.

2010-09-01

Computational calculations of combustion problems involving large numbers of species and reactions with a detailed description of the chemistry can be very expensive. Numerous dimension reduction techniques have been developed in the past to reduce the computational cost. In this paper, we consider the rate controlled constrained-equilibrium (RCCE) dimension reduction method, in which a set of constrained species is specified. For a given number of constrained species, the 'optimal' set of constrained species is that which minimizes the dimension reduction error. The direct determination of the optimal set is computationally infeasible, and instead we present a greedy algorithm which aims at determining a 'good' set of constrained species; that is, one leading to near-minimal dimension reduction error. The partially-stirred reactor (PaSR) involving methane premixed combustion with chemistry described by the GRI-Mech 1.2 mechanism containing 31 species is used to test the algorithm. Results on dimension reduction errors for different sets of constrained species are presented to assess the effectiveness of the greedy algorithm. It is shown that the first four constrained species selected using the proposed greedy algorithm produce lower dimension reduction error than constraints on the major species: CH4, O2, CO2 and H2O. It is also shown that the first ten constrained species selected using the proposed greedy algorithm produce a non-increasing dimension reduction error with every additional constrained species; and produce the lowest dimension reduction error in many cases tested over a wide range of equivalence ratios, pressures and initial temperatures.

Constraint Optimization Problem For The Cutting Of A Cobalt Chrome Refractory Material

NASA Astrophysics Data System (ADS)

Lebaal, Nadhir; Schlegel, Daniel; Folea, Milena

2011-05-01

This paper shows a complete approach to solve a given problem, from the experimentation to the optimization of different cutting parameters. In response to an industrial problem of slotting FSX 414, a Cobalt-based refractory material, we have implemented a design of experiment to determine the most influent parameters on the tool life, the surface roughness and the cutting forces. After theses trials, an optimization approach has been implemented to find the lowest manufacturing cost while respecting the roughness constraints and cutting force limitation constraints. The optimization approach is based on the Response Surface Method (RSM) using the Sequential Quadratic programming algorithm (SQP) for a constrained problem. To avoid a local optimum and to obtain an accurate solution at low cost, an efficient strategy, which allows improving the RSM accuracy in the vicinity of the global optimum, is presented. With these models and these trials, we could apply and compare our optimization methods in order to get the lowest cost for the best quality, i.e. a satisfying surface roughness and limited cutting forces.

Role of slack variables in quasi-Newton methods for constrained optimization

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tapia, R.A.

In constrained optimization the technique of converting an inequality constraint into an equality constraint by the addition of a squared slack variable is well known but rarely used. In choosing an active constraint philosophy over the slack variable approach, researchers quickly justify their choice with the standard criticisms: the slack variable approach increases the dimension of the problem, is numerically unstable, and gives rise to singular systems. It is shown that these criticisms of the slack variable approach need not apply and the two seemingly distinct approaches are actually very closely related. In fact, the squared slack variable formulation canmore » be used to develop a superior and more comprehensive active constraint philosophy.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zamzam, Ahmed, S.; Zhaoy, Changhong; Dall'Anesey, Emiliano

This paper examines the AC Optimal Power Flow (OPF) problem for multiphase distribution networks featuring renewable energy resources (RESs). We start by outlining a power flow model for radial multiphase systems that accommodates wye-connected and delta-connected RESs and non-controllable energy assets. We then formalize an AC OPF problem that accounts for both types of connections. Similar to various AC OPF renditions, the resultant problem is a non convex quadratically-constrained quadratic program. However, the so-called Feasible Point Pursuit-Successive Convex Approximation algorithm is leveraged to obtain a feasible and yet locally-optimal solution. The merits of the proposed solution approach are demonstrated usingmore » two unbalanced multiphase distribution feeders with both wye and delta connections.« less

Learning optimal embedded cascades.

PubMed

Saberian, Mohammad Javad; Vasconcelos, Nuno

2012-10-01

The problem of automatic and optimal design of embedded object detector cascades is considered. Two main challenges are identified: optimization of the cascade configuration and optimization of individual cascade stages, so as to achieve the best tradeoff between classification accuracy and speed, under a detection rate constraint. Two novel boosting algorithms are proposed to address these problems. The first, RCBoost, formulates boosting as a constrained optimization problem which is solved with a barrier penalty method. The constraint is the target detection rate, which is met at all iterations of the boosting process. This enables the design of embedded cascades of known configuration without extensive cross validation or heuristics. The second, ECBoost, searches over cascade configurations to achieve the optimal tradeoff between classification risk and speed. The two algorithms are combined into an overall boosting procedure, RCECBoost, which optimizes both the cascade configuration and its stages under a detection rate constraint, in a fully automated manner. Extensive experiments in face, car, pedestrian, and panda detection show that the resulting detectors achieve an accuracy versus speed tradeoff superior to those of previous methods.

Design Optimization Toolkit: Users' Manual

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aguilo Valentin, Miguel Alejandro

The Design Optimization Toolkit (DOTk) is a stand-alone C++ software package intended to solve complex design optimization problems. DOTk software package provides a range of solution methods that are suited for gradient/nongradient-based optimization, large scale constrained optimization, and topology optimization. DOTk was design to have a flexible user interface to allow easy access to DOTk solution methods from external engineering software packages. This inherent flexibility makes DOTk barely intrusive to other engineering software packages. As part of this inherent flexibility, DOTk software package provides an easy-to-use MATLAB interface that enables users to call DOTk solution methods directly from the MATLABmore » command window.« less

Optimization of flexible wing structures subject to strength and induced drag constraints

NASA Technical Reports Server (NTRS)

Haftka, R. T.

1977-01-01

An optimization procedure for designing wing structures subject to stress, strain, and drag constraints is presented. The optimization method utilizes an extended penalty function formulation for converting the constrained problem into a series of unconstrained ones. Newton's method is used to solve the unconstrained problems. An iterative analysis procedure is used to obtain the displacements of the wing structure including the effects of load redistribution due to the flexibility of the structure. The induced drag is calculated from the lift distribution. Approximate expressions for the constraints used during major portions of the optimization process enhance the efficiency of the procedure. A typical fighter wing is used to demonstrate the procedure. Aluminum and composite material designs are obtained. The tradeoff between weight savings and drag reduction is investigated.

An interval chance-constrained fuzzy modeling approach for supporting land-use planning and eco-environment planning at a watershed level.

PubMed

Ou, Guoliang; Tan, Shukui; Zhou, Min; Lu, Shasha; Tao, Yinghui; Zhang, Zuo; Zhang, Lu; Yan, Danping; Guan, Xingliang; Wu, Gang

2017-12-15

An interval chance-constrained fuzzy land-use allocation (ICCF-LUA) model is proposed in this study to support solving land resource management problem associated with various environmental and ecological constraints at a watershed level. The ICCF-LUA model is based on the ICCF (interval chance-constrained fuzzy) model which is coupled with interval mathematical model, chance-constrained programming model and fuzzy linear programming model and can be used to deal with uncertainties expressed as intervals, probabilities and fuzzy sets. Therefore, the ICCF-LUA model can reflect the tradeoff between decision makers and land stakeholders, the tradeoff between the economical benefits and eco-environmental demands. The ICCF-LUA model has been applied to the land-use allocation of Wujiang watershed, Guizhou Province, China. The results indicate that under highly land suitable conditions, optimized area of cultivated land, forest land, grass land, construction land, water land, unused land and landfill in Wujiang watershed will be [5015, 5648] hm 2 , [7841, 7965] hm 2 , [1980, 2056] hm 2 , [914, 1423] hm 2 , [70, 90] hm 2 , [50, 70] hm 2 and [3.2, 4.3] hm 2 , the corresponding system economic benefit will be between 6831 and 7219 billion yuan. Consequently, the ICCF-LUA model can effectively support optimized land-use allocation problem in various complicated conditions which include uncertainties, risks, economic objective and eco-environmental constraints. Copyright © 2017 Elsevier Ltd. All rights reserved.

Stochastic Averaging for Constrained Optimization With Application to Online Resource Allocation

NASA Astrophysics Data System (ADS)

Chen, Tianyi; Mokhtari, Aryan; Wang, Xin; Ribeiro, Alejandro; Giannakis, Georgios B.

2017-06-01

Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource allocation tasks. By recognizing the central role of Lagrange multipliers, the underlying constrained optimization problem is formulated as a machine learning task involving both training and operational modes, with the goal of learning the sought multipliers in a fast and efficient manner. To this end, an order-optimal offline learning approach is developed first for batch training, and it is then generalized to the online setting with a procedure termed learn-and-adapt. The novel resource allocation protocol permeates benefits of stochastic approximation and statistical learning to obtain low-complexity online updates with learning errors close to the statistical accuracy limits, while still preserving adaptation performance, which in the stochastic network optimization context guarantees queue stability. Analysis and simulated tests demonstrate that the proposed data-driven approach improves the delay and convergence performance of existing resource allocation schemes.

Memory and Energy Optimization Strategies for Multithreaded Operating System on the Resource-Constrained Wireless Sensor Node

PubMed Central

Liu, Xing; Hou, Kun Mean; de Vaulx, Christophe; Xu, Jun; Yang, Jianfeng; Zhou, Haiying; Shi, Hongling; Zhou, Peng

2015-01-01

Memory and energy optimization strategies are essential for the resource-constrained wireless sensor network (WSN) nodes. In this article, a new memory-optimized and energy-optimized multithreaded WSN operating system (OS) LiveOS is designed and implemented. Memory cost of LiveOS is optimized by using the stack-shifting hybrid scheduling approach. Different from the traditional multithreaded OS in which thread stacks are allocated statically by the pre-reservation, thread stacks in LiveOS are allocated dynamically by using the stack-shifting technique. As a result, memory waste problems caused by the static pre-reservation can be avoided. In addition to the stack-shifting dynamic allocation approach, the hybrid scheduling mechanism which can decrease both the thread scheduling overhead and the thread stack number is also implemented in LiveOS. With these mechanisms, the stack memory cost of LiveOS can be reduced more than 50% if compared to that of a traditional multithreaded OS. Not is memory cost optimized, but also the energy cost is optimized in LiveOS, and this is achieved by using the multi-core “context aware” and multi-core “power-off/wakeup” energy conservation approaches. By using these approaches, energy cost of LiveOS can be reduced more than 30% when compared to the single-core WSN system. Memory and energy optimization strategies in LiveOS not only prolong the lifetime of WSN nodes, but also make the multithreaded OS feasible to run on the memory-constrained WSN nodes. PMID:25545264

PAPR-Constrained Pareto-Optimal Waveform Design for OFDM-STAP Radar

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sen, Satyabrata

We propose a peak-to-average power ratio (PAPR) constrained Pareto-optimal waveform design approach for an orthogonal frequency division multiplexing (OFDM) radar signal to detect a target using the space-time adaptive processing (STAP) technique. The use of an OFDM signal does not only increase the frequency diversity of our system, but also enables us to adaptively design the OFDM coefficients in order to further improve the system performance. First, we develop a parametric OFDM-STAP measurement model by considering the effects of signaldependent clutter and colored noise. Then, we observe that the resulting STAP-performance can be improved by maximizing the output signal-to-interference-plus-noise ratiomore » (SINR) with respect to the signal parameters. However, in practical scenarios, the computation of output SINR depends on the estimated values of the spatial and temporal frequencies and target scattering responses. Therefore, we formulate a PAPR-constrained multi-objective optimization (MOO) problem to design the OFDM spectral parameters by simultaneously optimizing four objective functions: maximizing the output SINR, minimizing two separate Cramer-Rao bounds (CRBs) on the normalized spatial and temporal frequencies, and minimizing the trace of CRB matrix on the target scattering coefficients estimations. We present several numerical examples to demonstrate the achieved performance improvement due to the adaptive waveform design.« less

Chance-Constrained Guidance With Non-Convex Constraints

NASA Technical Reports Server (NTRS)

Ono, Masahiro

2011-01-01

Missions to small bodies, such as comets or asteroids, require autonomous guidance for descent to these small bodies. Such guidance is made challenging by uncertainty in the position and velocity of the spacecraft, as well as the uncertainty in the gravitational field around the small body. In addition, the requirement to avoid collision with the asteroid represents a non-convex constraint that means finding the optimal guidance trajectory, in general, is intractable. In this innovation, a new approach is proposed for chance-constrained optimal guidance with non-convex constraints. Chance-constrained guidance takes into account uncertainty so that the probability of collision is below a specified threshold. In this approach, a new bounding method has been developed to obtain a set of decomposed chance constraints that is a sufficient condition of the original chance constraint. The decomposition of the chance constraint enables its efficient evaluation, as well as the application of the branch and bound method. Branch and bound enables non-convex problems to be solved efficiently to global optimality. Considering the problem of finite-horizon robust optimal control of dynamic systems under Gaussian-distributed stochastic uncertainty, with state and control constraints, a discrete-time, continuous-state linear dynamics model is assumed. Gaussian-distributed stochastic uncertainty is a more natural model for exogenous disturbances such as wind gusts and turbulence than the previously studied set-bounded models. However, with stochastic uncertainty, it is often impossible to guarantee that state constraints are satisfied, because there is typically a non-zero probability of having a disturbance that is large enough to push the state out of the feasible region. An effective framework to address robustness with stochastic uncertainty is optimization with chance constraints. These require that the probability of violating the state constraints (i.e., the probability of failure) is below a user-specified bound known as the risk bound. An example problem is to drive a car to a destination as fast as possible while limiting the probability of an accident to 10(exp -7). This framework allows users to trade conservatism against performance by choosing the risk bound. The more risk the user accepts, the better performance they can expect.

Multi-point objective-oriented sequential sampling strategy for constrained robust design

NASA Astrophysics Data System (ADS)

Zhu, Ping; Zhang, Siliang; Chen, Wei

2015-03-01

Metamodelling techniques are widely used to approximate system responses of expensive simulation models. In association with the use of metamodels, objective-oriented sequential sampling methods have been demonstrated to be effective in balancing the need for searching an optimal solution versus reducing the metamodelling uncertainty. However, existing infilling criteria are developed for deterministic problems and restricted to one sampling point in one iteration. To exploit the use of multiple samples and identify the true robust solution in fewer iterations, a multi-point objective-oriented sequential sampling strategy is proposed for constrained robust design problems. In this article, earlier development of objective-oriented sequential sampling strategy for unconstrained robust design is first extended to constrained problems. Next, a double-loop multi-point sequential sampling strategy is developed. The proposed methods are validated using two mathematical examples followed by a highly nonlinear automotive crashworthiness design example. The results show that the proposed method can mitigate the effect of both metamodelling uncertainty and design uncertainty, and identify the robust design solution more efficiently than the single-point sequential sampling approach.

On Efficient Deployment of Wireless Sensors for Coverage and Connectivity in Constrained 3D Space.

PubMed

Wu, Chase Q; Wang, Li

2017-10-10

Sensor networks have been used in a rapidly increasing number of applications in many fields. This work generalizes a sensor deployment problem to place a minimum set of wireless sensors at candidate locations in constrained 3D space to k -cover a given set of target objects. By exhausting the combinations of discreteness/continuousness constraints on either sensor locations or target objects, we formulate four classes of sensor deployment problems in 3D space: deploy sensors at Discrete/Continuous Locations (D/CL) to cover Discrete/Continuous Targets (D/CT). We begin with the design of an approximate algorithm for DLDT and then reduce DLCT, CLDT, and CLCT to DLDT by discretizing continuous sensor locations or target objects into a set of divisions without sacrificing sensing precision. Furthermore, we consider a connected version of each problem where the deployed sensors must form a connected network, and design an approximation algorithm to minimize the number of deployed sensors with connectivity guarantee. For performance comparison, we design and implement an optimal solution and a genetic algorithm (GA)-based approach. Extensive simulation results show that the proposed deployment algorithms consistently outperform the GA-based heuristic and achieve a close-to-optimal performance in small-scale problem instances and a significantly superior overall performance than the theoretical upper bound.

Finite-horizon control-constrained nonlinear optimal control using single network adaptive critics.

PubMed

Heydari, Ali; Balakrishnan, Sivasubramanya N

2013-01-01

To synthesize fixed-final-time control-constrained optimal controllers for discrete-time nonlinear control-affine systems, a single neural network (NN)-based controller called the Finite-horizon Single Network Adaptive Critic is developed in this paper. Inputs to the NN are the current system states and the time-to-go, and the network outputs are the costates that are used to compute optimal feedback control. Control constraints are handled through a nonquadratic cost function. Convergence proofs of: 1) the reinforcement learning-based training method to the optimal solution; 2) the training error; and 3) the network weights are provided. The resulting controller is shown to solve the associated time-varying Hamilton-Jacobi-Bellman equation and provide the fixed-final-time optimal solution. Performance of the new synthesis technique is demonstrated through different examples including an attitude control problem wherein a rigid spacecraft performs a finite-time attitude maneuver subject to control bounds. The new formulation has great potential for implementation since it consists of only one NN with single set of weights and it provides comprehensive feedback solutions online, though it is trained offline.

Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dufour, F., E-mail: dufour@math.u-bordeaux1.fr; Piunovskiy, A. B., E-mail: piunov@liv.ac.uk

2016-08-15

In this paper, we investigate an optimization problem for continuous-time Markov decision processes with both impulsive and continuous controls. We consider the so-called constrained problem where the objective of the controller is to minimize a total expected discounted optimality criterion associated with a cost rate function while keeping other performance criteria of the same form, but associated with different cost rate functions, below some given bounds. Our model allows multiple impulses at the same time moment. The main objective of this work is to study the associated linear program defined on a space of measures including the occupation measures ofmore » the controlled process and to provide sufficient conditions to ensure the existence of an optimal control.« less

Metabolic flux estimation using particle swarm optimization with penalty function.

PubMed

Long, Hai-Xia; Xu, Wen-Bo; Sun, Jun

2009-01-01

Metabolic flux estimation through 13C trace experiment is crucial for quantifying the intracellular metabolic fluxes. In fact, it corresponds to a constrained optimization problem that minimizes a weighted distance between measured and simulated results. In this paper, we propose particle swarm optimization (PSO) with penalty function to solve 13C-based metabolic flux estimation problem. The stoichiometric constraints are transformed to an unconstrained one, by penalizing the constraints and building a single objective function, which in turn is minimized using PSO algorithm for flux quantification. The proposed algorithm is applied to estimate the central metabolic fluxes of Corynebacterium glutamicum. From simulation results, it is shown that the proposed algorithm has superior performance and fast convergence ability when compared to other existing algorithms.

Determining the Optimal Solution for Quadratically Constrained Quadratic Programming (QCQP) on Energy-Saving Generation Dispatch Problem

NASA Astrophysics Data System (ADS)

Lesmana, E.; Chaerani, D.; Khansa, H. N.

2018-03-01

Energy-Saving Generation Dispatch (ESGD) is a scheme made by Chinese Government in attempt to minimize CO2 emission produced by power plant. This scheme is made related to global warming which is primarily caused by too much CO2 in earth’s atmosphere, and while the need of electricity is something absolute, the power plants producing it are mostly thermal-power plant which produced many CO2. Many approach to fulfill this scheme has been made, one of them came through Minimum Cost Flow in which resulted in a Quadratically Constrained Quadratic Programming (QCQP) form. In this paper, ESGD problem with Minimum Cost Flow in QCQP form will be solved using Lagrange’s Multiplier Method

Resource Constrained Planning of Multiple Projects with Separable Activities

NASA Astrophysics Data System (ADS)

Fujii, Susumu; Morita, Hiroshi; Kanawa, Takuya

In this study we consider a resource constrained planning problem of multiple projects with separable activities. This problem provides a plan to process the activities considering a resource availability with time window. We propose a solution algorithm based on the branch and bound method to obtain the optimal solution minimizing the completion time of all projects. We develop three methods for improvement of computational efficiency, that is, to obtain initial solution with minimum slack time rule, to estimate lower bound considering both time and resource constraints and to introduce an equivalence relation for bounding operation. The effectiveness of the proposed methods is demonstrated by numerical examples. Especially as the number of planning projects increases, the average computational time and the number of searched nodes are reduced.

Modelling night-time ecosystem respiration by a constrained source optimization method

Treesearch

Chun-Tai Lai; Gabriel Katul; John Butnor; David Ellsworth; Ram Oren

2002-01-01

One of the main challenges to quantifying ecosystem carbon budgets is properly quantifying the magnitude of night-time ecosystem respiration. Inverse Lagrangian dispersion analysis provides a promising approach to addressing such a problem when measured mean CO2 concentration profiles and nocturnal velocity statistics are available. An inverse...

Interplanetary Program to Optimize Simulated Trajectories (IPOST). Volume 1: User's guide

NASA Technical Reports Server (NTRS)

Hong, P. E.; Kent, P. D.; Olson, D. W.; Vallado, C. A.

1992-01-01

IPOST is intended to support many analysis phases, from early interplanetary feasibility studies through spacecraft development and operations. The IPOST output provides information for sizing and understanding mission impacts related to propulsion, guidance, communications, sensor/actuators, payload, and other dynamic and geometric environments. IPOST models three degree of freedom trajectory events, such as launch/ascent, orbital coast, propulsive maneuvering (impulsive and finite burn), gravity assist, and atmospheric entry. Trajectory propagation is performed using a choice of Cowell, Encke, Multiconic, Onestep, or Conic methods. The user identifies a desired sequence fo trajectory events, and selects which parameters are independent (controls) and dependent (targets), as well as other constraints and the coat function. Targeting and optimization is performed using the Stanford NPSOL algorithm. IPOST structure allows sub-problems within a master optimization problem to aid in the general constrained parameter optimization solution. An alternate optimization method uses implicit simulation and collocation techniques.

An efficient interior-point algorithm with new non-monotone line search filter method for nonlinear constrained programming

NASA Astrophysics Data System (ADS)

Wang, Liwei; Liu, Xinggao; Zhang, Zeyin

2017-02-01

An efficient primal-dual interior-point algorithm using a new non-monotone line search filter method is presented for nonlinear constrained programming, which is widely applied in engineering optimization. The new non-monotone line search technique is introduced to lead to relaxed step acceptance conditions and improved convergence performance. It can also avoid the choice of the upper bound on the memory, which brings obvious disadvantages to traditional techniques. Under mild assumptions, the global convergence of the new non-monotone line search filter method is analysed, and fast local convergence is ensured by second order corrections. The proposed algorithm is applied to the classical alkylation process optimization problem and the results illustrate its effectiveness. Some comprehensive comparisons to existing methods are also presented.

Global Optimization of Interplanetary Trajectories in the Presence of Realistic Mission Contraints

NASA Technical Reports Server (NTRS)

Hinckley, David, Jr.; Englander, Jacob; Hitt, Darren

2015-01-01

Interplanetary missions are often subject to difficult constraints, like solar phase angle upon arrival at the destination, velocity at arrival, and altitudes for flybys. Preliminary design of such missions is often conducted by solving the unconstrained problem and then filtering away solutions which do not naturally satisfy the constraints. However this can bias the search into non-advantageous regions of the solution space, so it can be better to conduct preliminary design with the full set of constraints imposed. In this work two stochastic global search methods are developed which are well suited to the constrained global interplanetary trajectory optimization problem.

Joint terminals and relay optimization for two-way power line information exchange systems with QoS constraints

NASA Astrophysics Data System (ADS)

Wu, Xiaolin; Rong, Yue

2015-12-01

The quality-of-service (QoS) criteria (measured in terms of the minimum capacity requirement in this paper) are very important to practical indoor power line communication (PLC) applications as they greatly affect the user experience. With a two-way multicarrier relay configuration, in this paper we investigate the joint terminals and relay power optimization for the indoor broadband PLC environment, where the relay node works in the amplify-and-forward (AF) mode. As the QoS-constrained power allocation problem is highly non-convex, the globally optimal solution is computationally intractable to obtain. To overcome this challenge, we propose an alternating optimization (AO) method to decompose this problem into three convex/quasi-convex sub-problems. Simulation results demonstrate the fast convergence of the proposed algorithm under practical PLC channel conditions. Compared with the conventional bidirectional direct transmission (BDT) system, the relay-assisted two-way information exchange (R2WX) scheme can meet the same QoS requirement with less total power consumption.

The reduced space Sequential Quadratic Programming (SQP) method for calculating the worst resonance response of nonlinear systems

NASA Astrophysics Data System (ADS)

Liao, Haitao; Wu, Wenwang; Fang, Daining

2018-07-01

A coupled approach combining the reduced space Sequential Quadratic Programming (SQP) method with the harmonic balance condensation technique for finding the worst resonance response is developed. The nonlinear equality constraints of the optimization problem are imposed on the condensed harmonic balance equations. Making use of the null space decomposition technique, the original optimization formulation in the full space is mathematically simplified, and solved in the reduced space by means of the reduced SQP method. The transformation matrix that maps the full space to the null space of the constrained optimization problem is constructed via the coordinate basis scheme. The removal of the nonlinear equality constraints is accomplished, resulting in a simple optimization problem subject to bound constraints. Moreover, second order correction technique is introduced to overcome Maratos effect. The combination application of the reduced SQP method and condensation technique permits a large reduction of the computational cost. Finally, the effectiveness and applicability of the proposed methodology is demonstrated by two numerical examples.

Optimization for Service Routes of Pallet Service Center Based on the Pallet Pool Mode

PubMed Central

He, Shiwei; Song, Rui

2016-01-01

Service routes optimization (SRO) of pallet service center should meet customers' demand firstly and then, through the reasonable method of lines organization, realize the shortest path of vehicle driving. The routes optimization of pallet service center is similar to the distribution problems of vehicle routing problem (VRP) and Chinese postman problem (CPP), but it has its own characteristics. Based on the relevant research results, the conditions of determining the number of vehicles, the one way of the route, the constraints of loading, and time windows are fully considered, and a chance constrained programming model with stochastic constraints is constructed taking the shortest path of all vehicles for a delivering (recycling) operation as an objective. For the characteristics of the model, a hybrid intelligent algorithm including stochastic simulation, neural network, and immune clonal algorithm is designed to solve the model. Finally, the validity and rationality of the optimization model and algorithm are verified by the case. PMID:27528865

Emergence of Fundamental Limits in Spatially Distributed Dynamical Networks and Their Tradeoffs

DTIC Science & Technology

2017-05-01

It is shown that the resulting non -convex optimization problem can be equivalently reformulated into a rank-constrained problem. We then...display a current ly valid OMB control number. PLEASE DO NOT RETURN YOUR FORM TO THE ABOVE ADDRESS. 1. REPORT DATE (DD-MM- YYYY) ,2. REPORT TYPE 3...robustness in distributed control and dynamical systems. Our research re- sults are highly relevant for analysis and synthesis of engineered and natural

Unscented Sampling Techniques For Evolutionary Computation With Applications To Astrodynamic Optimization

DTIC Science & Technology

2016-09-01

to both genetic algorithms and evolution strategies to achieve these goals. The results of this research offer a promising new set of modified ...abs_all.jsp?arnumber=203904 [163] Z. Michalewicz, C. Z. Janikow, and J. B. Krawczyk, “A modified genetic algo- rithm for optimal control problems...Available: http://arc.aiaa.org/doi/abs/10.2514/ 2.7053 375 [166] N. Yokoyama and S. Suzuki, “ Modified genetic algorithm for constrained trajectory

Multiobjective genetic algorithm conjunctive use optimization for production, cost, and energy with dynamic return flow

NASA Astrophysics Data System (ADS)

Peralta, Richard C.; Forghani, Ali; Fayad, Hala

2014-04-01

Many real water resources optimization problems involve conflicting objectives for which the main goal is to find a set of optimal solutions on, or near to the Pareto front. E-constraint and weighting multiobjective optimization techniques have shortcomings, especially as the number of objectives increases. Multiobjective Genetic Algorithms (MGA) have been previously proposed to overcome these difficulties. Here, an MGA derives a set of optimal solutions for multiobjective multiuser conjunctive use of reservoir, stream, and (un)confined groundwater resources. The proposed methodology is applied to a hydraulically and economically nonlinear system in which all significant flows, including stream-aquifer-reservoir-diversion-return flow interactions, are simulated and optimized simultaneously for multiple periods. Neural networks represent constrained state variables. The addressed objectives that can be optimized simultaneously in the coupled simulation-optimization model are: (1) maximizing water provided from sources, (2) maximizing hydropower production, and (3) minimizing operation costs of transporting water from sources to destinations. Results show the efficiency of multiobjective genetic algorithms for generating Pareto optimal sets for complex nonlinear multiobjective optimization problems.

Evaluating the effects of real power losses in optimal power flow based storage integration

DOE PAGES

Castillo, Anya; Gayme, Dennice

2017-03-27

This study proposes a DC optimal power flow (DCOPF) with losses formulation (the `-DCOPF+S problem) and uses it to investigate the role of real power losses in OPF based grid-scale storage integration. We derive the `- DCOPF+S problem by augmenting a standard DCOPF with storage (DCOPF+S) problem to include quadratic real power loss approximations. This procedure leads to a multi-period nonconvex quadratically constrained quadratic program, which we prove can be solved to optimality using either a semidefinite or second order cone relaxation. Our approach has some important benefits over existing models. It is more computationally tractable than ACOPF with storagemore » (ACOPF+S) formulations and the provably exact convex relaxations guarantee that an optimal solution can be attained for a feasible problem. Adding loss approximations to a DCOPF+S model leads to a more accurate representation of locational marginal prices, which have been shown to be critical to determining optimal storage dispatch and siting in prior ACOPF+S based studies. Case studies demonstrate the improved accuracy of the `-DCOPF+S model over a DCOPF+S model and the computational advantages over an ACOPF+S formulation.« less

An effective rumor-containing strategy

NASA Astrophysics Data System (ADS)

Pan, Cheng; Yang, Lu-Xing; Yang, Xiaofan; Wu, Yingbo; Tang, Yuan Yan

2018-06-01

False rumors can lead to huge economic losses or/and social instability. Hence, mitigating the impact of bogus rumors is of primary importance. This paper focuses on the problem of how to suppress a false rumor by use of the truth. Based on a set of rational hypotheses and a novel rumor-truth mixed spreading model, the effectiveness and cost of a rumor-containing strategy are quantified, respectively. On this basis, the original problem is modeled as a constrained optimization problem (the RC model), in which the independent variable and the objective function represent a rumor-containing strategy and the effectiveness of a rumor-containing strategy, respectively. The goal of the optimization problem is to find the most effective rumor-containing strategy subject to a limited rumor-containing budget. Some optimal rumor-containing strategies are given by solving their respective RC models. The influence of different factors on the highest cost effectiveness of a RC model is illuminated through computer experiments. The results obtained are instructive to develop effective rumor-containing strategies.

H2, fixed architecture, control design for large scale systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Mercadal, Mathieu

1990-01-01

The H2, fixed architecture, control problem is a classic linear quadratic Gaussian (LQG) problem whose solution is constrained to be a linear time invariant compensator with a decentralized processing structure. The compensator can be made of p independent subcontrollers, each of which has a fixed order and connects selected sensors to selected actuators. The H2, fixed architecture, control problem allows the design of simplified feedback systems needed to control large scale systems. Its solution becomes more complicated, however, as more constraints are introduced. This work derives the necessary conditions for optimality for the problem and studies their properties. It is found that the filter and control problems couple when the architecture constraints are introduced, and that the different subcontrollers must be coordinated in order to achieve global system performance. The problem requires the simultaneous solution of highly coupled matrix equations. The use of homotopy is investigated as a numerical tool, and its convergence properties studied. It is found that the general constrained problem may have multiple stabilizing solutions, and that these solutions may be local minima or saddle points for the quadratic cost. The nature of the solution is not invariant when the parameters of the system are changed. Bifurcations occur, and a solution may continuously transform into a nonstabilizing compensator. Using a modified homotopy procedure, fixed architecture compensators are derived for models of large flexible structures to help understand the properties of the constrained solutions and compare them to the corresponding unconstrained ones.

Provisional-Ideal-Point-Based Multi-objective Optimization Method for Drone Delivery Problem

NASA Astrophysics Data System (ADS)

Omagari, Hiroki; Higashino, Shin-Ichiro

2018-04-01

In this paper, we proposed a new evolutionary multi-objective optimization method for solving drone delivery problems (DDP). It can be formulated as a constrained multi-objective optimization problem. In our previous research, we proposed the "aspiration-point-based method" to solve multi-objective optimization problems. However, this method needs to calculate the optimal values of each objective function value in advance. Moreover, it does not consider the constraint conditions except for the objective functions. Therefore, it cannot apply to DDP which has many constraint conditions. To solve these issues, we proposed "provisional-ideal-point-based method." The proposed method defines a "penalty value" to search for feasible solutions. It also defines a new reference solution named "provisional-ideal point" to search for the preferred solution for a decision maker. In this way, we can eliminate the preliminary calculations and its limited application scope. The results of the benchmark test problems show that the proposed method can generate the preferred solution efficiently. The usefulness of the proposed method is also demonstrated by applying it to DDP. As a result, the delivery path when combining one drone and one truck drastically reduces the traveling distance and the delivery time compared with the case of using only one truck.

Singular perturbation analysis of AOTV-related trajectory optimization problems

NASA Technical Reports Server (NTRS)

Calise, Anthony J.; Bae, Gyoung H.

1990-01-01

The problem of real time guidance and optimal control of Aeroassisted Orbit Transfer Vehicles (AOTV's) was addressed using singular perturbation theory as an underlying method of analysis. Trajectories were optimized with the objective of minimum energy expenditure in the atmospheric phase of the maneuver. Two major problem areas were addressed: optimal reentry, and synergetic plane change with aeroglide. For the reentry problem, several reduced order models were analyzed with the objective of optimal changes in heading with minimum energy loss. It was demonstrated that a further model order reduction to a single state model is possible through the application of singular perturbation theory. The optimal solution for the reduced problem defines an optimal altitude profile dependent on the current energy level of the vehicle. A separate boundary layer analysis is used to account for altitude and flight path angle dynamics, and to obtain lift and bank angle control solutions. By considering alternative approximations to solve the boundary layer problem, three guidance laws were derived, each having an analytic feedback form. The guidance laws were evaluated using a Maneuvering Reentry Research Vehicle model and all three laws were found to be near optimal. For the problem of synergetic plane change with aeroglide, a difficult terminal boundary layer control problem arises which to date is found to be analytically intractable. Thus a predictive/corrective solution was developed to satisfy the terminal constraints on altitude and flight path angle. A composite guidance solution was obtained by combining the optimal reentry solution with the predictive/corrective guidance method. Numerical comparisons with the corresponding optimal trajectory solutions show that the resulting performance is very close to optimal. An attempt was made to obtain numerically optimized trajectories for the case where heating rate is constrained. A first order state variable inequality constraint was imposed on the full order AOTV point mass equations of motion, using a simple aerodynamic heating rate model.

Interplanetary program to optimize simulated trajectories (IPOST). Volume 4: Sample cases

NASA Technical Reports Server (NTRS)

Hong, P. E.; Kent, P. D; Olson, D. W.; Vallado, C. A.

1992-01-01

The Interplanetary Program to Optimize Simulated Trajectories (IPOST) is intended to support many analysis phases, from early interplanetary feasibility studies through spacecraft development and operations. The IPOST output provides information for sizing and understanding mission impacts related to propulsion, guidance, communications, sensor/actuators, payload, and other dynamic and geometric environments. IPOST models three degree of freedom trajectory events, such as launch/ascent, orbital coast, propulsive maneuvering (impulsive and finite burn), gravity assist, and atmospheric entry. Trajectory propagation is performed using a choice of Cowell, Encke, Multiconic, Onestep, or Conic methods. The user identifies a desired sequence of trajectory events, and selects which parameters are independent (controls) and dependent (targets), as well as other constraints and the cost function. Targeting and optimization are performed using the Standard NPSOL algorithm. The IPOST structure allows sub-problems within a master optimization problem to aid in the general constrained parameter optimization solution. An alternate optimization method uses implicit simulation and collocation techniques.

The effect of parking orbit constraints on the optimization of ballistic planetary trajectories

NASA Technical Reports Server (NTRS)

Sauer, C. G., Jr.

1984-01-01

The optimization of ballistic planetary trajectories is developed which includes constraints on departure parking orbit inclination and node. This problem is formulated to result in a minimum total Delta V where the entire constrained injection Delta V is included in the optimization. An additional Delta V is also defined to allow for possible optimization of parking orbit inclination when the launch vehicle orbit capability varies as a function of parking orbit inclination. The optimization problem is formulated using primer vector theory to derive partial derivatives of total Delta V with respect to possible free parameters. Minimization of total Delta V is accomplished using a quasi-Newton gradient search routine. The analysis is applied to an Eros rendezvous mission whose transfer trajectories are characterized by high values of launch asymptote declination during particular launch opportunities. Comparisons in performance are made between trajectories where parking orbit constraints are included in the optimization and trajectories where the constraints are not included.

Advanced Computational Methods for Security Constrained Financial Transmission Rights: Structure and Parallelism

DOE Office of Scientific and Technical Information (OSTI.GOV)

Elbert, Stephen T.; Kalsi, Karanjit; Vlachopoulou, Maria

Financial Transmission Rights (FTRs) help power market participants reduce price risks associated with transmission congestion. FTRs are issued based on a process of solving a constrained optimization problem with the objective to maximize the FTR social welfare under power flow security constraints. Security constraints for different FTR categories (monthly, seasonal or annual) are usually coupled and the number of constraints increases exponentially with the number of categories. Commercial software for FTR calculation can only provide limited categories of FTRs due to the inherent computational challenges mentioned above. In this paper, a novel non-linear dynamical system (NDS) approach is proposed tomore » solve the optimization problem. The new formulation and performance of the NDS solver is benchmarked against widely used linear programming (LP) solvers like CPLEX™ and tested on large-scale systems using data from the Western Electricity Coordinating Council (WECC). The NDS is demonstrated to outperform the widely used CPLEX algorithms while exhibiting superior scalability. Furthermore, the NDS based solver can be easily parallelized which results in significant computational improvement.« less

On the utilization of engineering knowledge in design optimization

NASA Technical Reports Server (NTRS)

Papalambros, P.

1984-01-01

Some current research work conducted at the University of Michigan is described to illustrate efforts for incorporating knowledge in optimization in a nontraditional way. The incorporation of available knowledge in a logic structure is examined in two circumstances. The first examines the possibility of introducing global design information in a local active set strategy implemented during the iterations of projection-type algorithms for nonlinearly constrained problems. The technique used algorithms for nonlinearly constrained problems. The technique used combines global and local monotinicity analysis of the objective and constraint functions. The second examines a knowledge-based program which aids the user to create condigurations that are most desirable from the manufacturing assembly viewpoint. The data bank used is the classification scheme suggested by Boothroyd. The important aspect of this program is that it is an aid for synthesis intended for use in the design concept phase in a way similar to the so-called idea-triggers in creativity-enhancement techniques like brain-storming. The idea generation, however, is not random but it is driven by the goal of achieving the best acceptable configuration.

Level-Set Topology Optimization with Aeroelastic Constraints

NASA Technical Reports Server (NTRS)

Dunning, Peter D.; Stanford, Bret K.; Kim, H. Alicia

2015-01-01

Level-set topology optimization is used to design a wing considering skin buckling under static aeroelastic trim loading, as well as dynamic aeroelastic stability (flutter). The level-set function is defined over the entire 3D volume of a transport aircraft wing box. Therefore, the approach is not limited by any predefined structure and can explore novel configurations. The Sequential Linear Programming (SLP) level-set method is used to solve the constrained optimization problems. The proposed method is demonstrated using three problems with mass, linear buckling and flutter objective and/or constraints. A constraint aggregation method is used to handle multiple buckling constraints in the wing skins. A continuous flutter constraint formulation is used to handle difficulties arising from discontinuities in the design space caused by a switching of the critical flutter mode.

Extremal Optimization for estimation of the error threshold in topological subsystem codes at T = 0

NASA Astrophysics Data System (ADS)

Millán-Otoya, Jorge E.; Boettcher, Stefan

2014-03-01

Quantum decoherence is a problem that arises in implementations of quantum computing proposals. Topological subsystem codes (TSC) have been suggested as a way to overcome decoherence. These offer a higher optimal error tolerance when compared to typical error-correcting algorithms. A TSC has been translated into a planar Ising spin-glass with constrained bimodal three-spin couplings. This spin-glass has been considered at finite temperature to determine the phase boundary between the unstable phase and the stable phase, where error recovery is possible.[1] We approach the study of the error threshold problem by exploring ground states of this spin-glass with the Extremal Optimization algorithm (EO).[2] EO has proven to be a effective heuristic to explore ground state configurations of glassy spin-systems.[3

Distribution-Agnostic Stochastic Optimal Power Flow for Distribution Grids: Preprint

DOE Office of Scientific and Technical Information (OSTI.GOV)

Baker, Kyri; Dall'Anese, Emiliano; Summers, Tyler

2016-09-01

This paper outlines a data-driven, distributionally robust approach to solve chance-constrained AC optimal power flow problems in distribution networks. Uncertain forecasts for loads and power generated by photovoltaic (PV) systems are considered, with the goal of minimizing PV curtailment while meeting power flow and voltage regulation constraints. A data- driven approach is utilized to develop a distributionally robust conservative convex approximation of the chance-constraints; particularly, the mean and covariance matrix of the forecast errors are updated online, and leveraged to enforce voltage regulation with predetermined probability via Chebyshev-based bounds. By combining an accurate linear approximation of the AC power flowmore » equations with the distributionally robust chance constraint reformulation, the resulting optimization problem becomes convex and computationally tractable.« less

Cognitive radio adaptation for power consumption minimization using biogeography-based optimization

NASA Astrophysics Data System (ADS)

Qi, Pei-Han; Zheng, Shi-Lian; Yang, Xiao-Niu; Zhao, Zhi-Jin

2016-12-01

Adaptation is one of the key capabilities of cognitive radio, which focuses on how to adjust the radio parameters to optimize the system performance based on the knowledge of the radio environment and its capability and characteristics. In this paper, we consider the cognitive radio adaptation problem for power consumption minimization. The problem is formulated as a constrained power consumption minimization problem, and the biogeography-based optimization (BBO) is introduced to solve this optimization problem. A novel habitat suitability index (HSI) evaluation mechanism is proposed, in which both the power consumption minimization objective and the quality of services (QoS) constraints are taken into account. The results show that under different QoS requirement settings corresponding to different types of services, the algorithm can minimize power consumption while still maintaining the QoS requirements. Comparison with particle swarm optimization (PSO) and cat swarm optimization (CSO) reveals that BBO works better, especially at the early stage of the search, which means that the BBO is a better choice for real-time applications. Project supported by the National Natural Science Foundation of China (Grant No. 61501356), the Fundamental Research Funds of the Ministry of Education, China (Grant No. JB160101), and the Postdoctoral Fund of Shaanxi Province, China.

Multimaterial topology optimization of contact problems using phase field regularization

NASA Astrophysics Data System (ADS)

Myśliński, Andrzej

2018-01-01

The numerical method to solve multimaterial topology optimization problems for elastic bodies in unilateral contact with Tresca friction is developed in the paper. The displacement of the elastic body in contact is governed by elliptic equation with inequality boundary conditions. The body is assumed to consists from more than two distinct isotropic elastic materials. The materials distribution function is chosen as the design variable. Since high contact stress appears during the contact phenomenon the aim of the structural optimization problem is to find such topology of the domain occupied by the body that the normal contact stress along the boundary of the body is minimized. The original cost functional is regularized using the multiphase volume constrained Ginzburg-Landau energy functional rather than the perimeter functional. The first order necessary optimality condition is recalled and used to formulate the generalized gradient flow equations of Allen-Cahn type. The optimal topology is obtained as the steady state of the phase transition governed by the generalized Allen-Cahn equation. As the interface width parameter tends to zero the transition of the phase field model to the level set model is studied. The optimization problem is solved numerically using the operator splitting approach combined with the projection gradient method. Numerical examples confirming the applicability of the proposed method are provided and discussed.

Weighted mining of massive collections of [Formula: see text]-values by convex optimization.

PubMed

Dobriban, Edgar

2018-06-01

Researchers in data-rich disciplines-think of computational genomics and observational cosmology-often wish to mine large bodies of [Formula: see text]-values looking for significant effects, while controlling the false discovery rate or family-wise error rate. Increasingly, researchers also wish to prioritize certain hypotheses, for example, those thought to have larger effect sizes, by upweighting, and to impose constraints on the underlying mining, such as monotonicity along a certain sequence. We introduce Princessp , a principled method for performing weighted multiple testing by constrained convex optimization. Our method elegantly allows one to prioritize certain hypotheses through upweighting and to discount others through downweighting, while constraining the underlying weights involved in the mining process. When the [Formula: see text]-values derive from monotone likelihood ratio families such as the Gaussian means model, the new method allows exact solution of an important optimal weighting problem previously thought to be non-convex and computationally infeasible. Our method scales to massive data set sizes. We illustrate the applications of Princessp on a series of standard genomics data sets and offer comparisons with several previous 'standard' methods. Princessp offers both ease of operation and the ability to scale to extremely large problem sizes. The method is available as open-source software from github.com/dobriban/pvalue_weighting_matlab (accessed 11 October 2017).

Microgrid Optimal Scheduling With Chance-Constrained Islanding Capability

DOE PAGES

Liu, Guodong; Starke, Michael R.; Xiao, B.; ...

2017-01-13

To facilitate the integration of variable renewable generation and improve the resilience of electricity sup-ply in a microgrid, this paper proposes an optimal scheduling strategy for microgrid operation considering constraints of islanding capability. A new concept, probability of successful islanding (PSI), indicating the probability that a microgrid maintains enough spinning reserve (both up and down) to meet local demand and accommodate local renewable generation after instantaneously islanding from the main grid, is developed. The PSI is formulated as mixed-integer linear program using multi-interval approximation taking into account the probability distributions of forecast errors of wind, PV and load. With themore » goal of minimizing the total operating cost while preserving user specified PSI, a chance-constrained optimization problem is formulated for the optimal scheduling of mirogrids and solved by mixed integer linear programming (MILP). Numerical simulations on a microgrid consisting of a wind turbine, a PV panel, a fuel cell, a micro-turbine, a diesel generator and a battery demonstrate the effectiveness of the proposed scheduling strategy. Lastly, we verify the relationship between PSI and various factors.« less

Optimal Shakedown of the Thin-Wall Metal Structures Under Strength and Stiffness Constraints

NASA Astrophysics Data System (ADS)

Alawdin, Piotr; Liepa, Liudas

2017-06-01

Classical optimization problems of metal structures confined mainly with 1st class cross-sections. But in practice it is common to use the cross-sections of higher classes. In this paper, a new mathematical model for described shakedown optimization problem for metal structures, which elements are designed from 1st to 4th class cross-sections, under variable quasi-static loads is presented. The features of limited plastic redistribution of forces in the structure with thin-walled elements there are taken into account. Authors assume the elastic-plastic flexural buckling in one plane without lateral torsional buckling behavior of members. Design formulae for Methods 1 and 2 for members are analyzed. Structures stiffness constrains are also incorporated in order to satisfy the limit serviceability state requirements. With the help of mathematical programming theory and extreme principles the structure optimization algorithm is developed and justified with the numerical experiment for the metal plane frames.

Optimization of Turkish Air Force SAR Units Forward Deployment Points for a Central Based SAR Force Structure

DTIC Science & Technology

2015-03-26

Turkish Airborne Early Warning and Control (AEW& C ) aircraft in the combat arena. He examines three combat scenarios Turkey might encounter to cover and...to limited SAR assets, constrained budgets, logistic- maintenance problems, and high risk level of military flights. In recent years, the Turkish Air...model, Set Covering Location Problem (SCLP), defines the minimum number of SAR DPs to cover all fighter aircraft training areas (TAs). The second

Smooth Constrained Heuristic Optimization of a Combinatorial Chemical Space

DTIC Science & Technology

2015-05-01

ARL-TR-7294•MAY 2015 US Army Research Laboratory Smooth ConstrainedHeuristic Optimization of a Combinatorial Chemical Space by Berend Christopher...7294•MAY 2015 US Army Research Laboratory Smooth ConstrainedHeuristic Optimization of a Combinatorial Chemical Space by Berend Christopher...

Optimal control of first order distributed systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Johnson, T. L.

1972-01-01

The problem of characterizing optimal controls for a class of distributed-parameter systems is considered. The system dynamics are characterized mathematically by a finite number of coupled partial differential equations involving first-order time and space derivatives of the state variables, which are constrained at the boundary by a finite number of algebraic relations. Multiple control inputs, extending over the entire spatial region occupied by the system ("distributed controls') are to be designed so that the response of the system is optimal. A major example involving boundary control of an unstable low-density plasma is developed from physical laws.

Improved multi-objective ant colony optimization algorithm and its application in complex reasoning

NASA Astrophysics Data System (ADS)

Wang, Xinqing; Zhao, Yang; Wang, Dong; Zhu, Huijie; Zhang, Qing

2013-09-01

The problem of fault reasoning has aroused great concern in scientific and engineering fields. However, fault investigation and reasoning of complex system is not a simple reasoning decision-making problem. It has become a typical multi-constraint and multi-objective reticulate optimization decision-making problem under many influencing factors and constraints. So far, little research has been carried out in this field. This paper transforms the fault reasoning problem of complex system into a paths-searching problem starting from known symptoms to fault causes. Three optimization objectives are considered simultaneously: maximum probability of average fault, maximum average importance, and minimum average complexity of test. Under the constraints of both known symptoms and the causal relationship among different components, a multi-objective optimization mathematical model is set up, taking minimizing cost of fault reasoning as the target function. Since the problem is non-deterministic polynomial-hard(NP-hard), a modified multi-objective ant colony algorithm is proposed, in which a reachability matrix is set up to constrain the feasible search nodes of the ants and a new pseudo-random-proportional rule and a pheromone adjustment mechinism are constructed to balance conflicts between the optimization objectives. At last, a Pareto optimal set is acquired. Evaluation functions based on validity and tendency of reasoning paths are defined to optimize noninferior set, through which the final fault causes can be identified according to decision-making demands, thus realize fault reasoning of the multi-constraint and multi-objective complex system. Reasoning results demonstrate that the improved multi-objective ant colony optimization(IMACO) can realize reasoning and locating fault positions precisely by solving the multi-objective fault diagnosis model, which provides a new method to solve the problem of multi-constraint and multi-objective fault diagnosis and reasoning of complex system.

An Optimization-Based Method for Feature Ranking in Nonlinear Regression Problems.

PubMed

Bravi, Luca; Piccialli, Veronica; Sciandrone, Marco

2017-04-01

In this paper, we consider the feature ranking problem, where, given a set of training instances, the task is to associate a score with the features in order to assess their relevance. Feature ranking is a very important tool for decision support systems, and may be used as an auxiliary step of feature selection to reduce the high dimensionality of real-world data. We focus on regression problems by assuming that the process underlying the generated data can be approximated by a continuous function (for instance, a feedforward neural network). We formally state the notion of relevance of a feature by introducing a minimum zero-norm inversion problem of a neural network, which is a nonsmooth, constrained optimization problem. We employ a concave approximation of the zero-norm function, and we define a smooth, global optimization problem to be solved in order to assess the relevance of the features. We present the new feature ranking method based on the solution of instances of the global optimization problem depending on the available training data. Computational experiments on both artificial and real data sets are performed, and point out that the proposed feature ranking method is a valid alternative to existing methods in terms of effectiveness. The obtained results also show that the method is costly in terms of CPU time, and this may be a limitation in the solution of large-dimensional problems.

Trajectory optimization for the National Aerospace Plane

NASA Technical Reports Server (NTRS)

Lu, Ping

1993-01-01

The objective of this second phase research is to investigate the optimal ascent trajectory for the National Aerospace Plane (NASP) from runway take-off to orbital insertion and address the unique problems associated with the hypersonic flight trajectory optimization. The trajectory optimization problem for an aerospace plane is a highly challenging problem because of the complexity involved. Previous work has been successful in obtaining sub-optimal trajectories by using energy-state approximation and time-scale decomposition techniques. But it is known that the energy-state approximation is not valid in certain portions of the trajectory. This research aims at employing full dynamics of the aerospace plane and emphasizing direct trajectory optimization methods. The major accomplishments of this research include the first-time development of an inverse dynamics approach in trajectory optimization which enables us to generate optimal trajectories for the aerospace plane efficiently and reliably, and general analytical solutions to constrained hypersonic trajectories that has wide application in trajectory optimization as well as in guidance and flight dynamics. Optimal trajectories in abort landing and ascent augmented with rocket propulsion and thrust vectoring control were also investigated. Motivated by this study, a new global trajectory optimization tool using continuous simulated annealing and a nonlinear predictive feedback guidance law have been under investigation and some promising results have been obtained, which may well lead to more significant development and application in the near future.

A memetic optimization algorithm for multi-constrained multicast routing in ad hoc networks.

PubMed

Ramadan, Rahab M; Gasser, Safa M; El-Mahallawy, Mohamed S; Hammad, Karim; El Bakly, Ahmed M

2018-01-01

A mobile ad hoc network is a conventional self-configuring network where the routing optimization problem-subject to various Quality-of-Service (QoS) constraints-represents a major challenge. Unlike previously proposed solutions, in this paper, we propose a memetic algorithm (MA) employing an adaptive mutation parameter, to solve the multicast routing problem with higher search ability and computational efficiency. The proposed algorithm utilizes an updated scheme, based on statistical analysis, to estimate the best values for all MA parameters and enhance MA performance. The numerical results show that the proposed MA improved the delay and jitter of the network, while reducing computational complexity as compared to existing algorithms.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Baker, Kyri; Dall'Anese, Emiliano; Summers, Tyler

This paper outlines a data-driven, distributionally robust approach to solve chance-constrained AC optimal power flow problems in distribution networks. Uncertain forecasts for loads and power generated by photovoltaic (PV) systems are considered, with the goal of minimizing PV curtailment while meeting power flow and voltage regulation constraints. A data- driven approach is utilized to develop a distributionally robust conservative convex approximation of the chance-constraints; particularly, the mean and covariance matrix of the forecast errors are updated online, and leveraged to enforce voltage regulation with predetermined probability via Chebyshev-based bounds. By combining an accurate linear approximation of the AC power flowmore » equations with the distributionally robust chance constraint reformulation, the resulting optimization problem becomes convex and computationally tractable.« less

Prepositioning emergency supplies under uncertainty: a parametric optimization method

NASA Astrophysics Data System (ADS)

Bai, Xuejie; Gao, Jinwu; Liu, Yankui

2018-07-01

Prepositioning of emergency supplies is an effective method for increasing preparedness for disasters and has received much attention in recent years. In this article, the prepositioning problem is studied by a robust parametric optimization method. The transportation cost, supply, demand and capacity are unknown prior to the extraordinary event, which are represented as fuzzy parameters with variable possibility distributions. The variable possibility distributions are obtained through the credibility critical value reduction method for type-2 fuzzy variables. The prepositioning problem is formulated as a fuzzy value-at-risk model to achieve a minimum total cost incurred in the whole process. The key difficulty in solving the proposed optimization model is to evaluate the quantile of the fuzzy function in the objective and the credibility in the constraints. The objective function and constraints can be turned into their equivalent parametric forms through chance constrained programming under the different confidence levels. Taking advantage of the structural characteristics of the equivalent optimization model, a parameter-based domain decomposition method is developed to divide the original optimization problem into six mixed-integer parametric submodels, which can be solved by standard optimization solvers. Finally, to explore the viability of the developed model and the solution approach, some computational experiments are performed on realistic scale case problems. The computational results reported in the numerical example show the credibility and superiority of the proposed parametric optimization method.

Analytical investigations in aircraft and spacecraft trajectory optimization and optimal guidance

NASA Technical Reports Server (NTRS)

Markopoulos, Nikos; Calise, Anthony J.

1995-01-01

A collection of analytical studies is presented related to unconstrained and constrained aircraft (a/c) energy-state modeling and to spacecraft (s/c) motion under continuous thrust. With regard to a/c unconstrained energy-state modeling, the physical origin of the singular perturbation parameter that accounts for the observed 2-time-scale behavior of a/c during energy climbs is identified and explained. With regard to the constrained energy-state modeling, optimal control problems are studied involving active state-variable inequality constraints. Departing from the practical deficiencies of the control programs for such problems that result from the traditional formulations, a complete reformulation is proposed for these problems which, in contrast to the old formulation, will presumably lead to practically useful controllers that can track an inequality constraint boundary asymptotically, and even in the presence of 2-sided perturbations about it. Finally, with regard to s/c motion under continuous thrust, a thrust program is proposed for which the equations of 2-dimensional motion of a space vehicle in orbit, viewed as a point mass, afford an exact analytic solution. The thrust program arises under the assumption of tangential thrust from the costate system corresponding to minimum-fuel, power-limited, coplanar transfers between two arbitrary conics. The thrust program can be used not only with power-limited propulsion systems, but also with any propulsion system capable of generating continuous thrust of controllable magnitude, and, for propulsion types and classes of transfers for which it is sufficiently optimal the results of this report suggest a method of maneuvering during planetocentric or heliocentric orbital operations, requiring a minimum amount of computation; thus uniquely suitable for real-time feedback guidance implementations.

Force sensing using 3D displacement measurements in linear elastic bodies

NASA Astrophysics Data System (ADS)

Feng, Xinzeng; Hui, Chung-Yuen

2016-07-01

In cell traction microscopy, the mechanical forces exerted by a cell on its environment is usually determined from experimentally measured displacement by solving an inverse problem in elasticity. In this paper, an innovative numerical method is proposed which finds the "optimal" traction to the inverse problem. When sufficient regularization is applied, we demonstrate that the proposed method significantly improves the widely used approach using Green's functions. Motivated by real cell experiments, the equilibrium condition of a slowly migrating cell is imposed as a set of equality constraints on the unknown traction. Our validation benchmarks demonstrate that the numeric solution to the constrained inverse problem well recovers the actual traction when the optimal regularization parameter is used. The proposed method can thus be applied to study general force sensing problems, which utilize displacement measurements to sense inaccessible forces in linear elastic bodies with a priori constraints.

Augmented Lagrange Hopfield network for solving economic dispatch problem in competitive environment

NASA Astrophysics Data System (ADS)

Vo, Dieu Ngoc; Ongsakul, Weerakorn; Nguyen, Khai Phuc

2012-11-01

This paper proposes an augmented Lagrange Hopfield network (ALHN) for solving economic dispatch (ED) problem in the competitive environment. The proposed ALHN is a continuous Hopfield network with its energy function based on augmented Lagrange function for efficiently dealing with constrained optimization problems. The ALHN method can overcome the drawbacks of the conventional Hopfield network such as local optimum, long computational time, and linear constraints. The proposed method is used for solving the ED problem with two revenue models of revenue based on payment for power delivered and payment for reserve allocated. The proposed ALHN has been tested on two systems of 3 units and 10 units for the two considered revenue models. The obtained results from the proposed methods are compared to those from differential evolution (DE) and particle swarm optimization (PSO) methods. The result comparison has indicated that the proposed method is very efficient for solving the problem. Therefore, the proposed ALHN could be a favorable tool for ED problem in the competitive environment.

On the suitability of different representations of solid catalysts for combinatorial library design by genetic algorithms.

PubMed

Gobin, Oliver C; Schüth, Ferdi

2008-01-01

Genetic algorithms are widely used to solve and optimize combinatorial problems and are more often applied for library design in combinatorial chemistry. Because of their flexibility, however, their implementation can be challenging. In this study, the influence of the representation of solid catalysts on the performance of genetic algorithms was systematically investigated on the basis of a new, constrained, multiobjective, combinatorial test problem with properties common to problems in combinatorial materials science. Constraints were satisfied by penalty functions, repair algorithms, or special representations. The tests were performed using three state-of-the-art evolutionary multiobjective algorithms by performing 100 optimization runs for each algorithm and test case. Experimental data obtained during the optimization of a noble metal-free solid catalyst system active in the selective catalytic reduction of nitric oxide with propene was used to build up a predictive model to validate the results of the theoretical test problem. A significant influence of the representation on the optimization performance was observed. Binary encodings were found to be the preferred encoding in most of the cases, and depending on the experimental test unit, repair algorithms or penalty functions performed best.

Bayesian Optimization Under Mixed Constraints with A Slack-Variable Augmented Lagrangian

DOE Office of Scientific and Technical Information (OSTI.GOV)

Picheny, Victor; Gramacy, Robert B.; Wild, Stefan M.

An augmented Lagrangian (AL) can convert a constrained optimization problem into a sequence of simpler (e.g., unconstrained) problems, which are then usually solved with local solvers. Recently, surrogate-based Bayesian optimization (BO) sub-solvers have been successfully deployed in the AL framework for a more global search in the presence of inequality constraints; however, a drawback was that expected improvement (EI) evaluations relied on Monte Carlo. Here we introduce an alternative slack variable AL, and show that in this formulation the EI may be evaluated with library routines. The slack variables furthermore facilitate equality as well as inequality constraints, and mixtures thereof.more » We show our new slack “ALBO” compares favorably to the original. Its superiority over conventional alternatives is reinforced on several mixed constraint examples.« less

Analytical design of an industrial two-term controller for optimal regulatory control of open-loop unstable processes under operational constraints.

PubMed

Tchamna, Rodrigue; Lee, Moonyong

2018-01-01

This paper proposes a novel optimization-based approach for the design of an industrial two-term proportional-integral (PI) controller for the optimal regulatory control of unstable processes subjected to three common operational constraints related to the process variable, manipulated variable and its rate of change. To derive analytical design relations, the constrained optimal control problem in the time domain was transformed into an unconstrained optimization problem in a new parameter space via an effective parameterization. The resulting optimal PI controller has been verified to yield optimal performance and stability of an open-loop unstable first-order process under operational constraints. The proposed analytical design method explicitly takes into account the operational constraints in the controller design stage and also provides useful insights into the optimal controller design. Practical procedures for designing optimal PI parameters and a feasible constraint set exclusive of complex optimization steps are also proposed. The proposed controller was compared with several other PI controllers to illustrate its performance. The robustness of the proposed controller against plant-model mismatch has also been investigated. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION.

PubMed

Fan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy

We propose a novel Rayleigh quotient based sparse quadratic dimension reduction method-named QUADRO (Quadratic Dimension Reduction via Rayleigh Optimization)-for analyzing high-dimensional data. Unlike in the linear setting where Rayleigh quotient optimization coincides with classification, these two problems are very different under nonlinear settings. In this paper, we clarify this difference and show that Rayleigh quotient optimization may be of independent scientific interests. One major challenge of Rayleigh quotient optimization is that the variance of quadratic statistics involves all fourth cross-moments of predictors, which are infeasible to compute for high-dimensional applications and may accumulate too many stochastic errors. This issue is resolved by considering a family of elliptical models. Moreover, for heavy-tail distributions, robust estimates of mean vectors and covariance matrices are employed to guarantee uniform convergence in estimating non-polynomially many parameters, even though only the fourth moments are assumed. Methodologically, QUADRO is based on elliptical models which allow us to formulate the Rayleigh quotient maximization as a convex optimization problem. Computationally, we propose an efficient linearized augmented Lagrangian method to solve the constrained optimization problem. Theoretically, we provide explicit rates of convergence in terms of Rayleigh quotient under both Gaussian and general elliptical models. Thorough numerical results on both synthetic and real datasets are also provided to back up our theoretical results.

An adaptive evolutionary multi-objective approach based on simulated annealing.

PubMed

Li, H; Landa-Silva, D

2011-01-01

A multi-objective optimization problem can be solved by decomposing it into one or more single objective subproblems in some multi-objective metaheuristic algorithms. Each subproblem corresponds to one weighted aggregation function. For example, MOEA/D is an evolutionary multi-objective optimization (EMO) algorithm that attempts to optimize multiple subproblems simultaneously by evolving a population of solutions. However, the performance of MOEA/D highly depends on the initial setting and diversity of the weight vectors. In this paper, we present an improved version of MOEA/D, called EMOSA, which incorporates an advanced local search technique (simulated annealing) and adapts the search directions (weight vectors) corresponding to various subproblems. In EMOSA, the weight vector of each subproblem is adaptively modified at the lowest temperature in order to diversify the search toward the unexplored parts of the Pareto-optimal front. Our computational results show that EMOSA outperforms six other well established multi-objective metaheuristic algorithms on both the (constrained) multi-objective knapsack problem and the (unconstrained) multi-objective traveling salesman problem. Moreover, the effects of the main algorithmic components and parameter sensitivities on the search performance of EMOSA are experimentally investigated.

MORE: mixed optimization for reverse engineering--an application to modeling biological networks response via sparse systems of nonlinear differential equations.

PubMed

Sambo, Francesco; de Oca, Marco A Montes; Di Camillo, Barbara; Toffolo, Gianna; Stützle, Thomas

2012-01-01

Reverse engineering is the problem of inferring the structure of a network of interactions between biological variables from a set of observations. In this paper, we propose an optimization algorithm, called MORE, for the reverse engineering of biological networks from time series data. The model inferred by MORE is a sparse system of nonlinear differential equations, complex enough to realistically describe the dynamics of a biological system. MORE tackles separately the discrete component of the problem, the determination of the biological network topology, and the continuous component of the problem, the strength of the interactions. This approach allows us both to enforce system sparsity, by globally constraining the number of edges, and to integrate a priori information about the structure of the underlying interaction network. Experimental results on simulated and real-world networks show that the mixed discrete/continuous optimization approach of MORE significantly outperforms standard continuous optimization and that MORE is competitive with the state of the art in terms of accuracy of the inferred networks.

XY vs X Mixer in Quantum Alternating Operator Ansatz for Optimization Problems with Constraints

NASA Technical Reports Server (NTRS)

Wang, Zhihui; Rubin, Nicholas; Rieffel, Eleanor G.

2018-01-01

Quantum Approximate Optimization Algorithm, further generalized as Quantum Alternating Operator Ansatz (QAOA), is a family of algorithms for combinatorial optimization problems. It is a leading candidate to run on emerging universal quantum computers to gain insight into quantum heuristics. In constrained optimization, penalties are often introduced so that the ground state of the cost Hamiltonian encodes the solution (a standard practice in quantum annealing). An alternative is to choose a mixing Hamiltonian such that the constraint corresponds to a constant of motion and the quantum evolution stays in the feasible subspace. Better performance of the algorithm is speculated due to a much smaller search space. We consider problems with a constant Hamming weight as the constraint. We also compare different methods of generating the generalized W-state, which serves as a natural initial state for the Hamming-weight constraint. Using graph-coloring as an example, we compare the performance of using XY model as a mixer that preserves the Hamming weight with the performance of adding a penalty term in the cost Hamiltonian.

Study on transfer optimization of urban rail transit and conventional public transport

NASA Astrophysics Data System (ADS)

Wang, Jie; Sun, Quan Xin; Mao, Bao Hua

2018-04-01

This paper mainly studies the time optimization of feeder connection between rail transit and conventional bus in a shopping center. In order to achieve the goal of connecting rail transportation effectively and optimizing the convergence between the two transportations, the things had to be done are optimizing the departure intervals, shorting the passenger transfer time and improving the service level of public transit. Based on the goal that has the minimum of total waiting time of passengers and the number of start of classes, establish the optimizing model of bus connecting of departure time. This model has some constrains such as transfer time, load factor, and the convergence of public transportation grid spacing. It solves the problems by using genetic algorithms.

Constrained binary classification using ensemble learning: an application to cost-efficient targeted PrEP strategies.

PubMed

Zheng, Wenjing; Balzer, Laura; van der Laan, Mark; Petersen, Maya

2018-01-30

Binary classification problems are ubiquitous in health and social sciences. In many cases, one wishes to balance two competing optimality considerations for a binary classifier. For instance, in resource-limited settings, an human immunodeficiency virus prevention program based on offering pre-exposure prophylaxis (PrEP) to select high-risk individuals must balance the sensitivity of the binary classifier in detecting future seroconverters (and hence offering them PrEP regimens) with the total number of PrEP regimens that is financially and logistically feasible for the program. In this article, we consider a general class of constrained binary classification problems wherein the objective function and the constraint are both monotonic with respect to a threshold. These include the minimization of the rate of positive predictions subject to a minimum sensitivity, the maximization of sensitivity subject to a maximum rate of positive predictions, and the Neyman-Pearson paradigm, which minimizes the type II error subject to an upper bound on the type I error. We propose an ensemble approach to these binary classification problems based on the Super Learner methodology. This approach linearly combines a user-supplied library of scoring algorithms, with combination weights and a discriminating threshold chosen to minimize the constrained optimality criterion. We then illustrate the application of the proposed classifier to develop an individualized PrEP targeting strategy in a resource-limited setting, with the goal of minimizing the number of PrEP offerings while achieving a minimum required sensitivity. This proof of concept data analysis uses baseline data from the ongoing Sustainable East Africa Research in Community Health study. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

The 2-D magnetotelluric inverse problem solved with optimization

NASA Astrophysics Data System (ADS)

van Beusekom, Ashley E.; Parker, Robert L.; Bank, Randolph E.; Gill, Philip E.; Constable, Steven

2011-02-01

The practical 2-D magnetotelluric inverse problem seeks to determine the shallow-Earth conductivity structure using finite and uncertain data collected on the ground surface. We present an approach based on using PLTMG (Piecewise Linear Triangular MultiGrid), a special-purpose code for optimization with second-order partial differential equation (PDE) constraints. At each frequency, the electromagnetic field and conductivity are treated as unknowns in an optimization problem in which the data misfit is minimized subject to constraints that include Maxwell's equations and the boundary conditions. Within this framework it is straightforward to accommodate upper and lower bounds or other conditions on the conductivity. In addition, as the underlying inverse problem is ill-posed, constraints may be used to apply various kinds of regularization. We discuss some of the advantages and difficulties associated with using PDE-constrained optimization as the basis for solving large-scale nonlinear geophysical inverse problems. Combined transverse electric and transverse magnetic complex admittances from the COPROD2 data are inverted. First, we invert penalizing size and roughness giving solutions that are similar to those found previously. In a second example, conventional regularization is replaced by a technique that imposes upper and lower bounds on the model. In both examples the data misfit is better than that obtained previously, without any increase in model complexity.

Multi-Objective Differential Evolution for Voltage Security Constrained Optimal Power Flow in Deregulated Power Systems

NASA Astrophysics Data System (ADS)

Roselyn, J. Preetha; Devaraj, D.; Dash, Subhransu Sekhar

2013-11-01

Voltage stability is an important issue in the planning and operation of deregulated power systems. The voltage stability problems is a most challenging one for the system operators in deregulated power systems because of the intense use of transmission line capabilities and poor regulation in market environment. This article addresses the congestion management problem avoiding offline transmission capacity limits related to voltage stability by considering Voltage Security Constrained Optimal Power Flow (VSCOPF) problem in deregulated environment. This article presents the application of Multi Objective Differential Evolution (MODE) algorithm to solve the VSCOPF problem in new competitive power systems. The maximum of L-index of the load buses is taken as the indicator of voltage stability and is incorporated in the Optimal Power Flow (OPF) problem. The proposed method in hybrid power market which also gives solutions to voltage stability problems by considering the generation rescheduling cost and load shedding cost which relieves the congestion problem in deregulated environment. The buses for load shedding are selected based on the minimum eigen value of Jacobian with respect to the load shed. In the proposed approach, real power settings of generators in base case and contingency cases, generator bus voltage magnitudes, real and reactive power demands of selected load buses using sensitivity analysis are taken as the control variables and are represented as the combination of floating point numbers and integers. DE/randSF/1/bin strategy scheme of differential evolution with self-tuned parameter which employs binomial crossover and difference vector based mutation is used for the VSCOPF problem. A fuzzy based mechanism is employed to get the best compromise solution from the pareto front to aid the decision maker. The proposed VSCOPF planning model is implemented on IEEE 30-bus system, IEEE 57 bus practical system and IEEE 118 bus system. The pareto optimal front obtained from MODE is compared with reference pareto front and the best compromise solution for all the cases are obtained from fuzzy decision making strategy. The performance measures of proposed MODE in two test systems are calculated using suitable performance metrices. The simulation results show that the proposed approach provides considerable improvement in the congestion management by generation rescheduling and load shedding while enhancing the voltage stability in deregulated power system.

A Constrained Least Squares Approach to Mobile Positioning: Algorithms and Optimality

NASA Astrophysics Data System (ADS)

Cheung, KW; So, HC; Ma, W.-K.; Chan, YT

2006-12-01

The problem of locating a mobile terminal has received significant attention in the field of wireless communications. Time-of-arrival (TOA), received signal strength (RSS), time-difference-of-arrival (TDOA), and angle-of-arrival (AOA) are commonly used measurements for estimating the position of the mobile station. In this paper, we present a constrained weighted least squares (CWLS) mobile positioning approach that encompasses all the above described measurement cases. The advantages of CWLS include performance optimality and capability of extension to hybrid measurement cases (e.g., mobile positioning using TDOA and AOA measurements jointly). Assuming zero-mean uncorrelated measurement errors, we show by mean and variance analysis that all the developed CWLS location estimators achieve zero bias and the Cramér-Rao lower bound approximately when measurement error variances are small. The asymptotic optimum performance is also confirmed by simulation results.

MONSS: A multi-objective nonlinear simplex search approach

NASA Astrophysics Data System (ADS)

Zapotecas-Martínez, Saúl; Coello Coello, Carlos A.

2016-01-01

This article presents a novel methodology for dealing with continuous box-constrained multi-objective optimization problems (MOPs). The proposed algorithm adopts a nonlinear simplex search scheme in order to obtain multiple elements of the Pareto optimal set. The search is directed by a well-distributed set of weight vectors, each of which defines a scalarization problem that is solved by deforming a simplex according to the movements described by Nelder and Mead's method. Considering an MOP with n decision variables, the simplex is constructed using n+1 solutions which minimize different scalarization problems defined by n+1 neighbor weight vectors. All solutions found in the search are used to update a set of solutions considered to be the minima for each separate problem. In this way, the proposed algorithm collectively obtains multiple trade-offs among the different conflicting objectives, while maintaining a proper representation of the Pareto optimal front. In this article, it is shown that a well-designed strategy using just mathematical programming techniques can be competitive with respect to the state-of-the-art multi-objective evolutionary algorithms against which it was compared.

Genetic algorithm-based multi-objective optimal absorber system for three-dimensional seismic structures

NASA Astrophysics Data System (ADS)

Ren, Wenjie; Li, Hongnan; Song, Gangbing; Huo, Linsheng

2009-03-01

The problem of optimizing an absorber system for three-dimensional seismic structures is addressed. The objective is to determine the number and position of absorbers to minimize the coupling effects of translation-torsion of structures at minimum cost. A procedure for a multi-objective optimization problem is developed by integrating a dominance-based selection operator and a dominance-based penalty function method. Based on the two-branch tournament genetic algorithm, the selection operator is constructed by evaluating individuals according to their dominance in one run. The technique guarantees the better performing individual winning its competition, provides a slight selection pressure toward individuals and maintains diversity in the population. Moreover, due to the evaluation for individuals in each generation being finished in one run, less computational effort is taken. Penalty function methods are generally used to transform a constrained optimization problem into an unconstrained one. The dominance-based penalty function contains necessary information on non-dominated character and infeasible position of an individual, essential for success in seeking a Pareto optimal set. The proposed approach is used to obtain a set of non-dominated designs for a six-storey three-dimensional building with shape memory alloy dampers subjected to earthquake.

Stochastic Control of Energy Efficient Buildings: A Semidefinite Programming Approach

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ma, Xiao; Dong, Jin; Djouadi, Seddik M

2015-01-01

The key goal in energy efficient buildings is to reduce energy consumption of Heating, Ventilation, and Air- Conditioning (HVAC) systems while maintaining a comfortable temperature and humidity in the building. This paper proposes a novel stochastic control approach for achieving joint performance and power control of HVAC. We employ a constrained Stochastic Linear Quadratic Control (cSLQC) by minimizing a quadratic cost function with a disturbance assumed to be Gaussian. The problem is formulated to minimize the expected cost subject to a linear constraint and a probabilistic constraint. By using cSLQC, the problem is reduced to a semidefinite optimization problem, wheremore » the optimal control can be computed efficiently by Semidefinite programming (SDP). Simulation results are provided to demonstrate the effectiveness and power efficiency by utilizing the proposed control approach.« less

Optimal design of reverse osmosis module networks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Maskan, F.; Wiley, D.E.; Johnston, L.P.M.

2000-05-01

The structure of individual reverse osmosis modules, the configuration of the module network, and the operating conditions were optimized for seawater and brackish water desalination. The system model included simple mathematical equations to predict the performance of the reverse osmosis modules. The optimization problem was formulated as a constrained multivariable nonlinear optimization. The objective function was the annual profit for the system, consisting of the profit obtained from the permeate, capital cost for the process units, and operating costs associated with energy consumption and maintenance. Optimization of several dual-stage reverse osmosis systems were investigated and compared. It was found thatmore » optimal network designs are the ones that produce the most permeate. It may be possible to achieve economic improvements by refining current membrane module designs and their operating pressures.« less

A Risk-Constrained Multi-Stage Decision Making Approach to the Architectural Analysis of Mars Missions

NASA Technical Reports Server (NTRS)

Kuwata, Yoshiaki; Pavone, Marco; Balaram, J. (Bob)

2012-01-01

This paper presents a novel risk-constrained multi-stage decision making approach to the architectural analysis of planetary rover missions. In particular, focusing on a 2018 Mars rover concept, which was considered as part of a potential Mars Sample Return campaign, we model the entry, descent, and landing (EDL) phase and the rover traverse phase as four sequential decision-making stages. The problem is to find a sequence of divert and driving maneuvers so that the rover drive is minimized and the probability of a mission failure (e.g., due to a failed landing) is below a user specified bound. By solving this problem for several different values of the model parameters (e.g., divert authority), this approach enables rigorous, accurate and systematic trade-offs for the EDL system vs. the mobility system, and, more in general, cross-domain trade-offs for the different phases of a space mission. The overall optimization problem can be seen as a chance-constrained dynamic programming problem, with the additional complexity that 1) in some stages the disturbances do not have any probabilistic characterization, and 2) the state space is extremely large (i.e, hundreds of millions of states for trade-offs with high-resolution Martian maps). To this purpose, we solve the problem by performing an unconventional combination of average and minimax cost analysis and by leveraging high efficient computation tools from the image processing community. Preliminary trade-off results are presented.

Robust penalty method for structural synthesis

NASA Technical Reports Server (NTRS)

Kamat, M. P.

1983-01-01

The Sequential Unconstrained Minimization Technique (SUMT) offers an easy way of solving nonlinearly constrained problems. However, this algorithm frequently suffers from the need to minimize an ill-conditioned penalty function. An ill-conditioned minimization problem can be solved very effectively by posing the problem as one of integrating a system of stiff differential equations utilizing concepts from singular perturbation theory. This paper evaluates the robustness and the reliability of such a singular perturbation based SUMT algorithm on two different problems of structural optimization of widely separated scales. The report concludes that whereas conventional SUMT can be bogged down by frequent ill-conditioning, especially in large scale problems, the singular perturbation SUMT has no such difficulty in converging to very accurate solutions.

Density-to-Potential Inversions to Guide Development of Exchange-Correlation Approximations at Finite Temperature

NASA Astrophysics Data System (ADS)

Jensen, Daniel; Wasserman, Adam; Baczewski, Andrew

The construction of approximations to the exchange-correlation potential for warm dense matter (WDM) is a topic of significant recent interest. In this work, we study the inverse problem of Kohn-Sham (KS) DFT as a means of guiding functional design at zero temperature and in WDM. Whereas the forward problem solves the KS equations to produce a density from a specified exchange-correlation potential, the inverse problem seeks to construct the exchange-correlation potential from specified densities. These two problems require different computational methods and convergence criteria despite sharing the same mathematical equations. We present two new inversion methods based on constrained variational and PDE-constrained optimization methods. We adapt these methods to finite temperature calculations to reveal the exchange-correlation potential's temperature dependence in WDM-relevant conditions. The different inversion methods presented are applied to both non-interacting and interacting model systems for comparison. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Security Administration under contract DE-AC04-94.

High resolution quantitative phase imaging of live cells with constrained optimization approach

NASA Astrophysics Data System (ADS)

Pandiyan, Vimal Prabhu; Khare, Kedar; John, Renu

2016-03-01

Quantitative phase imaging (QPI) aims at studying weakly scattering and absorbing biological specimens with subwavelength accuracy without any external staining mechanisms. Use of a reference beam at an angle is one of the necessary criteria for recording of high resolution holograms in most of the interferometric methods used for quantitative phase imaging. The spatial separation of the dc and twin images is decided by the reference beam angle and Fourier-filtered reconstructed image will have a very poor resolution if hologram is recorded below a minimum reference angle condition. However, it is always inconvenient to have a large reference beam angle while performing high resolution microscopy of live cells and biological specimens with nanometric features. In this paper, we treat reconstruction of digital holographic microscopy images as a constrained optimization problem with smoothness constraint in order to recover only complex object field in hologram plane even with overlapping dc and twin image terms. We solve this optimization problem by gradient descent approach iteratively and the smoothness constraint is implemented by spatial averaging with appropriate size. This approach will give excellent high resolution image recovery compared to Fourier filtering while keeping a very small reference angle. We demonstrate this approach on digital holographic microscopy of live cells by recovering the quantitative phase of live cells from a hologram recorded with nearly zero reference angle.

Consideration of plant behaviour in optimal servo-compensator design

NASA Astrophysics Data System (ADS)

Moase, W. H.; Manzie, C.

2016-07-01

Where the most prevalent optimal servo-compensator formulations penalise the behaviour of an error system, this paper considers the problem of additionally penalising the actual states and inputs of the plant. Doing so has the advantage of enabling the penalty function to better resemble an economic cost. This is especially true of problems where control effort needs to be sensibly allocated across weakly redundant inputs or where one wishes to use penalties to soft-constrain certain states or inputs. It is shown that, although the resulting cost function grows unbounded as its horizon approaches infinity, it is possible to formulate an equivalent optimisation problem with a bounded cost. The resulting optimisation problem is similar to those in earlier studies but has an additional 'correction term' in the cost function, and a set of equality constraints that arise when there are redundant inputs. A numerical approach to solve the resulting optimisation problem is presented, followed by simulations on a micro-macro positioner that illustrate the benefits of the proposed servo-compensator design approach.

Transoptr — A second order beam transport design code with optimization and constraints

NASA Astrophysics Data System (ADS)

Heighway, E. A.; Hutcheon, R. M.

1981-08-01

This code was written initially to design an achromatic and isochronous reflecting magnet and has been extended to compete in capability (for constrained problems) with TRANSPORT. Its advantage is its flexibility in that the user writes a routine to describe his transport system. The routine allows the definition of general variables from which the system parameters can be derived. Further, the user can write any constraints he requires as algebraic equations relating the parameters. All variables may be used in either a first or second order optimization.

A novel constrained H2 optimization algorithm for mechatronics design in flexure-linked biaxial gantry.

PubMed

Ma, Jun; Chen, Si-Lu; Kamaldin, Nazir; Teo, Chek Sing; Tay, Arthur; Mamun, Abdullah Al; Tan, Kok Kiong

2017-11-01

The biaxial gantry is widely used in many industrial processes that require high precision Cartesian motion. The conventional rigid-link version suffers from breaking down of joints if any de-synchronization between the two carriages occurs. To prevent above potential risk, a flexure-linked biaxial gantry is designed to allow a small rotation angle of the cross-arm. Nevertheless, the chattering of control signals and inappropriate design of the flexure joint will possibly induce resonant modes of the end-effector. Thus, in this work, the design requirements in terms of tracking accuracy, biaxial synchronization, and resonant mode suppression are achieved by integrated optimization of the stiffness of flexures and PID controller parameters for a class of point-to-point reference trajectories with same dynamics but different steps. From here, an H 2 optimization problem with defined constraints is formulated, and an efficient iterative solver is proposed by hybridizing direct computation of constrained projection gradient and line search of optimal step. Comparative experimental results obtained on the testbed are presented to verify the effectiveness of the proposed method. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

CONSOLE: A CAD tandem for optimization-based design interacting with user-supplied simulators

NASA Technical Reports Server (NTRS)

Fan, Michael K. H.; Wang, Li-Sheng; Koninckx, Jan; Tits, Andre L.

1989-01-01

CONSOLE employs a recently developed design methodology (International Journal of Control 43:1693-1721) which provides the designer with a congenial environment to express his problem as a multiple ojective constrained optimization problem and allows him to refine his characterization of optimality when a suboptimal design is approached. To this end, in CONSOLE, the designed formulates the design problem using a high-level language and performs design task and explores tradeoff through a few short and clearly defined commands. The range of problems that can be solved efficiently using a CAD tools depends very much on the ability of this tool to be interfaced with user-supplied simulators. For instance, when designing a control system one makes use of the characteristics of the plant, and therefore, a model of the plant under study has to be made available to the CAD tool. CONSOLE allows for an easy interfacing of almost any simulator the user has available. To date CONSOLE has already been used successfully in many applications, including the design of controllers for a flexible arm and for a robotic manipulator and the solution of a parameter selection problem for a neural network.

Optimization-based mesh correction with volume and convexity constraints

DOE PAGES

D'Elia, Marta; Ridzal, Denis; Peterson, Kara J.; ...

2016-02-24

In this study, we consider the problem of finding a mesh such that 1) it is the closest, with respect to a suitable metric, to a given source mesh having the same connectivity, and 2) the volumes of its cells match a set of prescribed positive values that are not necessarily equal to the cell volumes in the source mesh. This volume correction problem arises in important simulation contexts, such as satisfying a discrete geometric conservation law and solving transport equations by incremental remapping or similar semi-Lagrangian transport schemes. In this paper we formulate volume correction as a constrained optimizationmore » problem in which the distance to the source mesh defines an optimization objective, while the prescribed cell volumes, mesh validity and/or cell convexity specify the constraints. We solve this problem numerically using a sequential quadratic programming (SQP) method whose performance scales with the mesh size. To achieve scalable performance we develop a specialized multigrid-based preconditioner for optimality systems that arise in the application of the SQP method to the volume correction problem. Numerical examples illustrate the importance of volume correction, and showcase the accuracy, robustness and scalability of our approach.« less

Optimal time points sampling in pathway modelling.

PubMed

Hu, Shiyan

2004-01-01

Modelling cellular dynamics based on experimental data is at the heart of system biology. Considerable progress has been made to dynamic pathway modelling as well as the related parameter estimation. However, few of them gives consideration for the issue of optimal sampling time selection for parameter estimation. Time course experiments in molecular biology rarely produce large and accurate data sets and the experiments involved are usually time consuming and expensive. Therefore, to approximate parameters for models with only few available sampling data is of significant practical value. For signal transduction, the sampling intervals are usually not evenly distributed and are based on heuristics. In the paper, we investigate an approach to guide the process of selecting time points in an optimal way to minimize the variance of parameter estimates. In the method, we first formulate the problem to a nonlinear constrained optimization problem by maximum likelihood estimation. We then modify and apply a quantum-inspired evolutionary algorithm, which combines the advantages of both quantum computing and evolutionary computing, to solve the optimization problem. The new algorithm does not suffer from the morass of selecting good initial values and being stuck into local optimum as usually accompanied with the conventional numerical optimization techniques. The simulation results indicate the soundness of the new method.

Optimization-based channel constrained data aggregation routing algorithms in multi-radio wireless sensor networks.

PubMed

Yen, Hong-Hsu

2009-01-01

In wireless sensor networks, data aggregation routing could reduce the number of data transmissions so as to achieve energy efficient transmission. However, data aggregation introduces data retransmission that is caused by co-channel interference from neighboring sensor nodes. This kind of co-channel interference could result in extra energy consumption and significant latency from retransmission. This will jeopardize the benefits of data aggregation. One possible solution to circumvent data retransmission caused by co-channel interference is to assign different channels to every sensor node that is within each other's interference range on the data aggregation tree. By associating each radio with a different channel, a sensor node could receive data from all the children nodes on the data aggregation tree simultaneously. This could reduce the latency from the data source nodes back to the sink so as to meet the user's delay QoS. Since the number of radios on each sensor node and the number of non-overlapping channels are all limited resources in wireless sensor networks, a challenging question here is to minimize the total transmission cost under limited number of non-overlapping channels in multi-radio wireless sensor networks. This channel constrained data aggregation routing problem in multi-radio wireless sensor networks is an NP-hard problem. I first model this problem as a mixed integer and linear programming problem where the objective is to minimize the total transmission subject to the data aggregation routing, channel and radio resources constraints. The solution approach is based on the Lagrangean relaxation technique to relax some constraints into the objective function and then to derive a set of independent subproblems. By optimally solving these subproblems, it can not only calculate the lower bound of the original primal problem but also provide useful information to get the primal feasible solutions. By incorporating these Lagrangean multipliers as the link arc weight, the optimization-based heuristics are proposed to get energy-efficient data aggregation tree with better resource (channel and radio) utilization. From the computational experiments, the proposed optimization-based approach is superior to existing heuristics under all tested cases.

Improved Sensitivity Relations in State Constrained Optimal Control

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bettiol, Piernicola, E-mail: piernicola.bettiol@univ-brest.fr; Frankowska, Hélène, E-mail: frankowska@math.jussieu.fr; Vinter, Richard B., E-mail: r.vinter@imperial.ac.uk

2015-04-15

Sensitivity relations in optimal control provide an interpretation of the costate trajectory and the Hamiltonian, evaluated along an optimal trajectory, in terms of gradients of the value function. While sensitivity relations are a straightforward consequence of standard transversality conditions for state constraint free optimal control problems formulated in terms of control-dependent differential equations with smooth data, their verification for problems with either pathwise state constraints, nonsmooth data, or for problems where the dynamic constraint takes the form of a differential inclusion, requires careful analysis. In this paper we establish validity of both ‘full’ and ‘partial’ sensitivity relations for an adjointmore » state of the maximum principle, for optimal control problems with pathwise state constraints, where the underlying control system is described by a differential inclusion. The partial sensitivity relation interprets the costate in terms of partial Clarke subgradients of the value function with respect to the state variable, while the full sensitivity relation interprets the couple, comprising the costate and Hamiltonian, as the Clarke subgradient of the value function with respect to both time and state variables. These relations are distinct because, for nonsmooth data, the partial Clarke subdifferential does not coincide with the projection of the (full) Clarke subdifferential on the relevant coordinate space. We show for the first time (even for problems without state constraints) that a costate trajectory can be chosen to satisfy the partial and full sensitivity relations simultaneously. The partial sensitivity relation in this paper is new for state constraint problems, while the full sensitivity relation improves on earlier results in the literature (for optimal control problems formulated in terms of Lipschitz continuous multifunctions), because a less restrictive inward pointing hypothesis is invoked in the proof, and because it is validated for a stronger set of necessary conditions.« less

Quadruped Robot Locomotion using a Global Optimization Stochastic Algorithm

NASA Astrophysics Data System (ADS)

Oliveira, Miguel; Santos, Cristina; Costa, Lino; Ferreira, Manuel

2011-09-01

The problem of tuning nonlinear dynamical systems parameters, such that the attained results are considered good ones, is a relevant one. This article describes the development of a gait optimization system that allows a fast but stable robot quadruped crawl gait. We combine bio-inspired Central Patterns Generators (CPGs) and Genetic Algorithms (GA). CPGs are modelled as autonomous differential equations, that generate the necessar y limb movement to perform the required walking gait. The GA finds parameterizations of the CPGs parameters which attain good gaits in terms of speed, vibration and stability. Moreover, two constraint handling techniques based on tournament selection and repairing mechanism are embedded in the GA to solve the proposed constrained optimization problem and make the search more efficient. The experimental results, performed on a simulated Aibo robot, demonstrate that our approach allows low vibration with a high velocity and wide stability margin for a quadruped slow crawl gait.

An approximation function for frequency constrained structural optimization

NASA Technical Reports Server (NTRS)

Canfield, R. A.

1989-01-01

The purpose is to examine a function for approximating natural frequency constraints during structural optimization. The nonlinearity of frequencies has posed a barrier to constructing approximations for frequency constraints of high enough quality to facilitate efficient solutions. A new function to represent frequency constraints, called the Rayleigh Quotient Approximation (RQA), is presented. Its ability to represent the actual frequency constraint results in stable convergence with effectively no move limits. The objective of the optimization problem is to minimize structural weight subject to some minimum (or maximum) allowable frequency and perhaps subject to other constraints such as stress, displacement, and gage size, as well. A reason for constraining natural frequencies during design might be to avoid potential resonant frequencies due to machinery or actuators on the structure. Another reason might be to satisy requirements of an aircraft or spacecraft's control law. Whatever the structure supports may be sensitive to a frequency band that must be avoided. Any of these situations or others may require the designer to insure the satisfaction of frequency constraints. A further motivation for considering accurate approximations of natural frequencies is that they are fundamental to dynamic response constraints.

Biogeography-based particle swarm optimization with fuzzy elitism and its applications to constrained engineering problems

NASA Astrophysics Data System (ADS)

Guo, Weian; Li, Wuzhao; Zhang, Qun; Wang, Lei; Wu, Qidi; Ren, Hongliang

2014-11-01

In evolutionary algorithms, elites are crucial to maintain good features in solutions. However, too many elites can make the evolutionary process stagnate and cannot enhance the performance. This article employs particle swarm optimization (PSO) and biogeography-based optimization (BBO) to propose a hybrid algorithm termed biogeography-based particle swarm optimization (BPSO) which could make a large number of elites effective in searching optima. In this algorithm, the whole population is split into several subgroups; BBO is employed to search within each subgroup and PSO for the global search. Since not all the population is used in PSO, this structure overcomes the premature convergence in the original PSO. Time complexity analysis shows that the novel algorithm does not increase the time consumption. Fourteen numerical benchmarks and four engineering problems with constraints are used to test the BPSO. To better deal with constraints, a fuzzy strategy for the number of elites is investigated. The simulation results validate the feasibility and effectiveness of the proposed algorithm.

State-constrained booster trajectory solutions via finite elements and shooting

NASA Technical Reports Server (NTRS)

Bless, Robert R.; Hodges, Dewey H.; Seywald, Hans

1993-01-01

This paper presents an extension of a FEM formulation based on variational principles. A general formulation for handling internal boundary conditions and discontinuities in the state equations is presented, and the general formulation is modified for optimal control problems subject to state-variable inequality constraints. Solutions which only touch the state constraint and solutions which have a boundary arc of finite length are considered. Suitable shape and test functions are chosen for a FEM discretization. All element quadrature (equivalent to one-point Gaussian quadrature over each element) may be done in closed form. The final form of the algebraic equations is then derived. A simple state-constrained problem is solved. Then, for a practical application of the use of the FEM formulation, a launch vehicle subject to a dynamic pressure constraint (a first-order state inequality constraint) is solved. The results presented for the launch-vehicle trajectory have some interesting features, including a touch-point solution.

Design and optimization of color lookup tables on a simplex topology.

PubMed

Monga, Vishal; Bala, Raja; Mo, Xuan

2012-04-01

An important computational problem in color imaging is the design of color transforms that map color between devices or from a device-dependent space (e.g., RGB/CMYK) to a device-independent space (e.g., CIELAB) and vice versa. Real-time processing constraints entail that such nonlinear color transforms be implemented using multidimensional lookup tables (LUTs). Furthermore, relatively sparse LUTs (with efficient interpolation) are employed in practice because of storage and memory constraints. This paper presents a principled design methodology rooted in constrained convex optimization to design color LUTs on a simplex topology. The use of n simplexes, i.e., simplexes in n dimensions, as opposed to traditional lattices, recently has been of great interest in color LUT design for simplex topologies that allow both more analytically tractable formulations and greater efficiency in the LUT. In this framework of n-simplex interpolation, our central contribution is to develop an elegant iterative algorithm that jointly optimizes the placement of nodes of the color LUT and the output values at those nodes to minimize interpolation error in an expected sense. This is in contrast to existing work, which exclusively designs either node locations or the output values. We also develop new analytical results for the problem of node location optimization, which reduces to constrained optimization of a large but sparse interpolation matrix in our framework. We evaluate our n -simplex color LUTs against the state-of-the-art lattice (e.g., International Color Consortium profiles) and simplex-based techniques for approximating two representative multidimensional color transforms that characterize a CMYK xerographic printer and an RGB scanner, respectively. The results show that color LUTs designed on simplexes offer very significant benefits over traditional lattice-based alternatives in improving color transform accuracy even with a much smaller number of nodes.

Particle swarm optimization with recombination and dynamic linkage discovery.

PubMed

Chen, Ying-Ping; Peng, Wen-Chih; Jian, Ming-Chung

2007-12-01

In this paper, we try to improve the performance of the particle swarm optimizer by incorporating the linkage concept, which is an essential mechanism in genetic algorithms, and design a new linkage identification technique called dynamic linkage discovery to address the linkage problem in real-parameter optimization problems. Dynamic linkage discovery is a costless and effective linkage recognition technique that adapts the linkage configuration by employing only the selection operator without extra judging criteria irrelevant to the objective function. Moreover, a recombination operator that utilizes the discovered linkage configuration to promote the cooperation of particle swarm optimizer and dynamic linkage discovery is accordingly developed. By integrating the particle swarm optimizer, dynamic linkage discovery, and recombination operator, we propose a new hybridization of optimization methodologies called particle swarm optimization with recombination and dynamic linkage discovery (PSO-RDL). In order to study the capability of PSO-RDL, numerical experiments were conducted on a set of benchmark functions as well as on an important real-world application. The benchmark functions used in this paper were proposed in the 2005 Institute of Electrical and Electronics Engineers Congress on Evolutionary Computation. The experimental results on the benchmark functions indicate that PSO-RDL can provide a level of performance comparable to that given by other advanced optimization techniques. In addition to the benchmark, PSO-RDL was also used to solve the economic dispatch (ED) problem for power systems, which is a real-world problem and highly constrained. The results indicate that PSO-RDL can successfully solve the ED problem for the three-unit power system and obtain the currently known best solution for the 40-unit system.

Particle Swarm Optimization

NASA Technical Reports Server (NTRS)

Venter, Gerhard; Sobieszczanski-Sobieski Jaroslaw

2002-01-01

The purpose of this paper is to show how the search algorithm known as particle swarm optimization performs. Here, particle swarm optimization is applied to structural design problems, but the method has a much wider range of possible applications. The paper's new contributions are improvements to the particle swarm optimization algorithm and conclusions and recommendations as to the utility of the algorithm, Results of numerical experiments for both continuous and discrete applications are presented in the paper. The results indicate that the particle swarm optimization algorithm does locate the constrained minimum design in continuous applications with very good precision, albeit at a much higher computational cost than that of a typical gradient based optimizer. However, the true potential of particle swarm optimization is primarily in applications with discrete and/or discontinuous functions and variables. Additionally, particle swarm optimization has the potential of efficient computation with very large numbers of concurrently operating processors.

APPLICATION OF A BIP CONSTRAINED OPTIMIZATION MODEL COMBINED WITH NASA's ATLAS MODEL TO OPTIMIZE THE SOCIETAL BENEFITS OF THE USA's INTERNATIONAL SPACE EXPLORATION AND UTILIZATION INITIATIVE OF 1/14/04

NASA Technical Reports Server (NTRS)

Morgenthaler, George W.; Glover, Fred W.; Woodcock, Gordon R.; Laguna, Manuel

2005-01-01

The 1/14/04 USA Space Exploratiofltilization Initiative invites all Space-faring Nations, all Space User Groups in Science, Space Entrepreneuring, Advocates of Robotic and Human Space Exploration, Space Tourism and Colonization Promoters, etc., to join an International Space Partnership. With more Space-faring Nations and Space User Groups each year, such a Partnership would require Multi-year (35 yr.-45 yr.) Space Mission Planning. With each Nation and Space User Group demanding priority for its missions, one needs a methodology for obiectively selecting the best mission sequences to be added annually to this 45 yr. Moving Space Mission Plan. How can this be done? Planners have suggested building a Reusable, Sustainable, Space Transportation Infrastructure (RSSn) to increase Mission synergism, reduce cost, and increase scientific and societal returns from this Space Initiative. Morgenthaler and Woodcock presented a Paper at the 55th IAC, Vancouver B.C., Canada, entitled Constrained Optimization Models For Optimizing Multi - Year Space Programs. This Paper showed that a Binary Integer Programming (BIP) Constrained Optimization Model combined with the NASA ATLAS Cost and Space System Operational Parameter Estimating Model has the theoretical capability to solve such problems. IAA Commission III, Space Technology and Space System Development, in its ACADEMY DAY meeting at Vancouver, requested that the Authors and NASA experts find several Space Exploration Architectures (SEAS), apply the combined BIP/ATLAS Models, and report the results at the 56th Fukuoka IAC. While the mathematical Model is in Ref.[2] this Paper presents the Application saga of that effort.

An effective parameter optimization with radiation balance constraints in the CAM5

NASA Astrophysics Data System (ADS)

Wu, L.; Zhang, T.; Qin, Y.; Lin, Y.; Xue, W.; Zhang, M.

2017-12-01

Uncertain parameters in physical parameterizations of General Circulation Models (GCMs) greatly impact model performance. Traditional parameter tuning methods are mostly unconstrained optimization, leading to the simulation results with optimal parameters may not meet the conditions that models have to keep. In this study, the radiation balance constraint is taken as an example, which is involved in the automatic parameter optimization procedure. The Lagrangian multiplier method is used to solve this optimization problem with constrains. In our experiment, we use CAM5 atmosphere model under 5-yr AMIP simulation with prescribed seasonal climatology of SST and sea ice. We consider the synthesized metrics using global means of radiation, precipitation, relative humidity, and temperature as the goal of optimization, and simultaneously consider the conditions that FLUT and FSNTOA should satisfy as constraints. The global average of the output variables FLUT and FSNTOA are set to be approximately equal to 240 Wm-2 in CAM5. Experiment results show that the synthesized metrics is 13.6% better than the control run. At the same time, both FLUT and FSNTOA are close to the constrained conditions. The FLUT condition is well satisfied, which is obviously better than the average annual FLUT obtained with the default parameters. The FSNTOA has a slight deviation from the observed value, but the relative error is less than 7.7‰.

Control of linear uncertain systems utilizing mismatched state observers

NASA Technical Reports Server (NTRS)

Goldstein, B.

1972-01-01

The control of linear continuous dynamical systems is investigated as a problem of limited state feedback control. The equations which describe the structure of an observer are developed constrained to time-invarient systems. The optimal control problem is formulated, accounting for the uncertainty in the design parameters. Expressions for bounds on closed loop stability are also developed. The results indicate that very little uncertainty may be tolerated before divergence occurs in the recursive computation algorithms, and the derived stability bound yields extremely conservative estimates of regions of allowable parameter variations.

Optimal design for robust control of uncertain flexible joint manipulators: a fuzzy dynamical system approach

NASA Astrophysics Data System (ADS)

Han, Jiang; Chen, Ye-Hwa; Zhao, Xiaomin; Dong, Fangfang

2018-04-01

A novel fuzzy dynamical system approach to the control design of flexible joint manipulators with mismatched uncertainty is proposed. Uncertainties of the system are assumed to lie within prescribed fuzzy sets. The desired system performance includes a deterministic phase and a fuzzy phase. First, by creatively implanting a fictitious control, a robust control scheme is constructed to render the system uniformly bounded and uniformly ultimately bounded. Both the manipulator modelling and control scheme are deterministic and not IF-THEN heuristic rules-based. Next, a fuzzy-based performance index is proposed. An optimal design problem for a control design parameter is formulated as a constrained optimisation problem. The global solution to this problem can be obtained from solving two quartic equations. The fuzzy dynamical system approach is systematic and is able to assure the deterministic performance as well as to minimise the fuzzy performance index.

QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION

PubMed Central

Fan, Jianqing; Ke, Zheng Tracy; Liu, Han; Xia, Lucy

2016-01-01

We propose a novel Rayleigh quotient based sparse quadratic dimension reduction method—named QUADRO (Quadratic Dimension Reduction via Rayleigh Optimization)—for analyzing high-dimensional data. Unlike in the linear setting where Rayleigh quotient optimization coincides with classification, these two problems are very different under nonlinear settings. In this paper, we clarify this difference and show that Rayleigh quotient optimization may be of independent scientific interests. One major challenge of Rayleigh quotient optimization is that the variance of quadratic statistics involves all fourth cross-moments of predictors, which are infeasible to compute for high-dimensional applications and may accumulate too many stochastic errors. This issue is resolved by considering a family of elliptical models. Moreover, for heavy-tail distributions, robust estimates of mean vectors and covariance matrices are employed to guarantee uniform convergence in estimating non-polynomially many parameters, even though only the fourth moments are assumed. Methodologically, QUADRO is based on elliptical models which allow us to formulate the Rayleigh quotient maximization as a convex optimization problem. Computationally, we propose an efficient linearized augmented Lagrangian method to solve the constrained optimization problem. Theoretically, we provide explicit rates of convergence in terms of Rayleigh quotient under both Gaussian and general elliptical models. Thorough numerical results on both synthetic and real datasets are also provided to back up our theoretical results. PMID:26778864

Optimizing Department of Defense Acquisition Development Test and Evaluation Scheduling

DTIC Science & Technology

2015-06-01

CPM Critical Path Method DOD Department of Defense DT&E development test and evaluation EMD engineering and manufacturing development GAMS...these, including the Program Evaluation Review Technique (PERT), the Critical Path Method ( CPM ), and the resource- constrained project-scheduling...problem (RCPSP). These are of particular interest to this thesis as the current scheduling method uses elements of the PERT/ CPM , and the test

Options for Robust Airfoil Optimization under Uncertainty

NASA Technical Reports Server (NTRS)

Padula, Sharon L.; Li, Wu

2002-01-01

A robust optimization method is developed to overcome point-optimization at the sampled design points. This method combines the best features from several preliminary methods proposed by the authors and their colleagues. The robust airfoil shape optimization is a direct method for drag reduction over a given range of operating conditions and has three advantages: (1) it prevents severe degradation in the off-design performance by using a smart descent direction in each optimization iteration, (2) it uses a large number of spline control points as design variables yet the resulting airfoil shape does not need to be smoothed, and (3) it allows the user to make a tradeoff between the level of optimization and the amount of computing time consumed. For illustration purposes, the robust optimization method is used to solve a lift-constrained drag minimization problem for a two-dimensional (2-D) airfoil in Euler flow with 20 geometric design variables.

Methods of sequential estimation for determining initial data in numerical weather prediction. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Cohn, S. E.

1982-01-01

Numerical weather prediction (NWP) is an initial-value problem for a system of nonlinear differential equations, in which initial values are known incompletely and inaccurately. Observational data available at the initial time must therefore be supplemented by data available prior to the initial time, a problem known as meteorological data assimilation. A further complication in NWP is that solutions of the governing equations evolve on two different time scales, a fast one and a slow one, whereas fast scale motions in the atmosphere are not reliably observed. This leads to the so called initialization problem: initial values must be constrained to result in a slowly evolving forecast. The theory of estimation of stochastic dynamic systems provides a natural approach to such problems. For linear stochastic dynamic models, the Kalman-Bucy (KB) sequential filter is the optimal data assimilation method, for linear models, the optimal combined data assimilation-initialization method is a modified version of the KB filter.

Neural networks for feedback feedforward nonlinear control systems.

PubMed

Parisini, T; Zoppoli, R

1994-01-01

This paper deals with the problem of designing feedback feedforward control strategies to drive the state of a dynamic system (in general, nonlinear) so as to track any desired trajectory joining the points of given compact sets, while minimizing a certain cost function (in general, nonquadratic). Due to the generality of the problem, conventional methods are difficult to apply. Thus, an approximate solution is sought by constraining control strategies to take on the structure of multilayer feedforward neural networks. After discussing the approximation properties of neural control strategies, a particular neural architecture is presented, which is based on what has been called the "linear-structure preserving principle". The original functional problem is then reduced to a nonlinear programming one, and backpropagation is applied to derive the optimal values of the synaptic weights. Recursive equations to compute the gradient components are presented, which generalize the classical adjoint system equations of N-stage optimal control theory. Simulation results related to nonlinear nonquadratic problems show the effectiveness of the proposed method.

Algorithm to solve a chance-constrained network capacity design problem with stochastic demands and finite support

DOE Office of Scientific and Technical Information (OSTI.GOV)

Schumacher, Kathryn M.; Chen, Richard Li-Yang; Cohn, Amy E. M.

2016-04-15

Here, we consider the problem of determining the capacity to assign to each arc in a given network, subject to uncertainty in the supply and/or demand of each node. This design problem underlies many real-world applications, such as the design of power transmission and telecommunications networks. We first consider the case where a set of supply/demand scenarios are provided, and we must determine the minimum-cost set of arc capacities such that a feasible flow exists for each scenario. We briefly review existing theoretical approaches to solving this problem and explore implementation strategies to reduce run times. With this as amore » foundation, our primary focus is on a chance-constrained version of the problem in which α% of the scenarios must be feasible under the chosen capacity, where α is a user-defined parameter and the specific scenarios to be satisfied are not predetermined. We describe an algorithm which utilizes a separation routine for identifying violated cut-sets which can solve the problem to optimality, and we present computational results. We also present a novel greedy algorithm, our primary contribution, which can be used to solve for a high quality heuristic solution. We present computational analysis to evaluate the performance of our proposed approaches.« less

Constrained Multi-Level Algorithm for Trajectory Optimization

NASA Astrophysics Data System (ADS)

Adimurthy, V.; Tandon, S. R.; Jessy, Antony; Kumar, C. Ravi

The emphasis on low cost access to space inspired many recent developments in the methodology of trajectory optimization. Ref.1 uses a spectral patching method for optimization, where global orthogonal polynomials are used to describe the dynamical constraints. A two-tier approach of optimization is used in Ref.2 for a missile mid-course trajectory optimization. A hybrid analytical/numerical approach is described in Ref.3, where an initial analytical vacuum solution is taken and gradually atmospheric effects are introduced. Ref.4 emphasizes the fact that the nonlinear constraints which occur in the initial and middle portions of the trajectory behave very nonlinearly with respect the variables making the optimization very difficult to solve in the direct and indirect shooting methods. The problem is further made complex when different phases of the trajectory have different objectives of optimization and also have different path constraints. Such problems can be effectively addressed by multi-level optimization. In the multi-level methods reported so far, optimization is first done in identified sub-level problems, where some coordination variables are kept fixed for global iteration. After all the sub optimizations are completed, higher-level optimization iteration with all the coordination and main variables is done. This is followed by further sub system optimizations with new coordination variables. This process is continued until convergence. In this paper we use a multi-level constrained optimization algorithm which avoids the repeated local sub system optimizations and which also removes the problem of non-linear sensitivity inherent in the single step approaches. Fall-zone constraints, structural load constraints and thermal constraints are considered. In this algorithm, there is only a single multi-level sequence of state and multiplier updates in a framework of an augmented Lagrangian. Han Tapia multiplier updates are used in view of their special role in diagonalised methods, being the only single update with quadratic convergence. For a single level, the diagonalised multiplier method (DMM) is described in Ref.5. The main advantage of the two-level analogue of the DMM approach is that it avoids the inner loop optimizations required in the other methods. The scheme also introduces a gradient change measure to reduce the computational time needed to calculate the gradients. It is demonstrated that the new multi-level scheme leads to a robust procedure to handle the sensitivity of the constraints, and the multiple objectives of different trajectory phases. Ref. 1. Fahroo, F and Ross, M., " A Spectral Patching Method for Direct Trajectory Optimization" The Journal of the Astronautical Sciences, Vol.48, 2000, pp.269-286 Ref. 2. Phililps, C.A. and Drake, J.C., "Trajectory Optimization for a Missile using a Multitier Approach" Journal of Spacecraft and Rockets, Vol.37, 2000, pp.663-669 Ref. 3. Gath, P.F., and Calise, A.J., " Optimization of Launch Vehicle Ascent Trajectories with Path Constraints and Coast Arcs", Journal of Guidance, Control, and Dynamics, Vol. 24, 2001, pp.296-304 Ref. 4. Betts, J.T., " Survey of Numerical Methods for Trajectory Optimization", Journal of Guidance, Control, and Dynamics, Vol.21, 1998, pp. 193-207 Ref. 5. Adimurthy, V., " Launch Vehicle Trajectory Optimization", Acta Astronautica, Vol.15, 1987, pp.845-850.

WE-FG-207B-05: Iterative Reconstruction Via Prior Image Constrained Total Generalized Variation for Spectral CT

DOE Office of Scientific and Technical Information (OSTI.GOV)

Niu, S; Zhang, Y; Ma, J

Purpose: To investigate iterative reconstruction via prior image constrained total generalized variation (PICTGV) for spectral computed tomography (CT) using fewer projections while achieving greater image quality. Methods: The proposed PICTGV method is formulated as an optimization problem, which balances the data fidelity and prior image constrained total generalized variation of reconstructed images in one framework. The PICTGV method is based on structure correlations among images in the energy domain and high-quality images to guide the reconstruction of energy-specific images. In PICTGV method, the high-quality image is reconstructed from all detector-collected X-ray signals and is referred as the broad-spectrum image. Distinctmore » from the existing reconstruction methods applied on the images with first order derivative, the higher order derivative of the images is incorporated into the PICTGV method. An alternating optimization algorithm is used to minimize the PICTGV objective function. We evaluate the performance of PICTGV on noise and artifacts suppressing using phantom studies and compare the method with the conventional filtered back-projection method as well as TGV based method without prior image. Results: On the digital phantom, the proposed method outperforms the existing TGV method in terms of the noise reduction, artifacts suppression, and edge detail preservation. Compared to that obtained by the TGV based method without prior image, the relative root mean square error in the images reconstructed by the proposed method is reduced by over 20%. Conclusion: The authors propose an iterative reconstruction via prior image constrained total generalize variation for spectral CT. Also, we have developed an alternating optimization algorithm and numerically demonstrated the merits of our approach. Results show that the proposed PICTGV method outperforms the TGV method for spectral CT.« less

Efficient Transition State Optimization of Periodic Structures through Automated Relaxed Potential Energy Surface Scans.

PubMed

Plessow, Philipp N

2018-02-13

This work explores how constrained linear combinations of bond lengths can be used to optimize transition states in periodic structures. Scanning of constrained coordinates is a standard approach for molecular codes with localized basis functions, where a full set of internal coordinates is used for optimization. Common plane wave-codes for periodic boundary conditions almost exlusively rely on Cartesian coordinates. An implementation of constrained linear combinations of bond lengths with Cartesian coordinates is described. Along with an optimization of the value of the constrained coordinate toward the transition states, this allows transition optimization within a single calculation. The approach is suitable for transition states that can be well described in terms of broken and formed bonds. In particular, the implementation is shown to be effective and efficient in the optimization of transition states in zeolite-catalyzed reactions, which have high relevance in industrial processes.

Derivative-free generation and interpolation of convex Pareto optimal IMRT plans

NASA Astrophysics Data System (ADS)

Hoffmann, Aswin L.; Siem, Alex Y. D.; den Hertog, Dick; Kaanders, Johannes H. A. M.; Huizenga, Henk

2006-12-01

In inverse treatment planning for intensity-modulated radiation therapy (IMRT), beamlet intensity levels in fluence maps of high-energy photon beams are optimized. Treatment plan evaluation criteria are used as objective functions to steer the optimization process. Fluence map optimization can be considered a multi-objective optimization problem, for which a set of Pareto optimal solutions exists: the Pareto efficient frontier (PEF). In this paper, a constrained optimization method is pursued to iteratively estimate the PEF up to some predefined error. We use the property that the PEF is convex for a convex optimization problem to construct piecewise-linear upper and lower bounds to approximate the PEF from a small initial set of Pareto optimal plans. A derivative-free Sandwich algorithm is presented in which these bounds are used with three strategies to determine the location of the next Pareto optimal solution such that the uncertainty in the estimated PEF is maximally reduced. We show that an intelligent initial solution for a new Pareto optimal plan can be obtained by interpolation of fluence maps from neighbouring Pareto optimal plans. The method has been applied to a simplified clinical test case using two convex objective functions to map the trade-off between tumour dose heterogeneity and critical organ sparing. All three strategies produce representative estimates of the PEF. The new algorithm is particularly suitable for dynamic generation of Pareto optimal plans in interactive treatment planning.

Robust Airfoil Optimization to Achieve Consistent Drag Reduction Over a Mach Range

NASA Technical Reports Server (NTRS)

Li, Wu; Huyse, Luc; Padula, Sharon; Bushnell, Dennis M. (Technical Monitor)

2001-01-01

We prove mathematically that in order to avoid point-optimization at the sampled design points for multipoint airfoil optimization, the number of design points must be greater than the number of free-design variables. To overcome point-optimization at the sampled design points, a robust airfoil optimization method (called the profile optimization method) is developed and analyzed. This optimization method aims at a consistent drag reduction over a given Mach range and has three advantages: (a) it prevents severe degradation in the off-design performance by using a smart descent direction in each optimization iteration, (b) there is no random airfoil shape distortion for any iterate it generates, and (c) it allows a designer to make a trade-off between a truly optimized airfoil and the amount of computing time consumed. For illustration purposes, we use the profile optimization method to solve a lift-constrained drag minimization problem for 2-D airfoil in Euler flow with 20 free-design variables. A comparison with other airfoil optimization methods is also included.

Multi-Objective Trajectory Optimization of a Hypersonic Reconnaissance Vehicle with Temperature Constraints

NASA Astrophysics Data System (ADS)

Masternak, Tadeusz J.

This research determines temperature-constrained optimal trajectories for a scramjet-based hypersonic reconnaissance vehicle by developing an optimal control formulation and solving it using a variable order Gauss-Radau quadrature collocation method with a Non-Linear Programming (NLP) solver. The vehicle is assumed to be an air-breathing reconnaissance aircraft that has specified takeoff/landing locations, airborne refueling constraints, specified no-fly zones, and specified targets for sensor data collections. A three degree of freedom scramjet aircraft model is adapted from previous work and includes flight dynamics, aerodynamics, and thermal constraints. Vehicle control is accomplished by controlling angle of attack, roll angle, and propellant mass flow rate. This model is incorporated into an optimal control formulation that includes constraints on both the vehicle and mission parameters, such as avoidance of no-fly zones and coverage of high-value targets. To solve the optimal control formulation, a MATLAB-based package called General Pseudospectral Optimal Control Software (GPOPS-II) is used, which transcribes continuous time optimal control problems into an NLP problem. In addition, since a mission profile can have varying vehicle dynamics and en-route imposed constraints, the optimal control problem formulation can be broken up into several "phases" with differing dynamics and/or varying initial/final constraints. Optimal trajectories are developed using several different performance costs in the optimal control formulation: minimum time, minimum time with control penalties, and maximum range. The resulting analysis demonstrates that optimal trajectories that meet specified mission parameters and constraints can be quickly determined and used for larger-scale operational and campaign planning and execution.

Genetic Algorithm for Optimization: Preprocessor and Algorithm

NASA Technical Reports Server (NTRS)

Sen, S. K.; Shaykhian, Gholam A.

2006-01-01

Genetic algorithm (GA) inspired by Darwin's theory of evolution and employed to solve optimization problems - unconstrained or constrained - uses an evolutionary process. A GA has several parameters such the population size, search space, crossover and mutation probabilities, and fitness criterion. These parameters are not universally known/determined a priori for all problems. Depending on the problem at hand, these parameters need to be decided such that the resulting GA performs the best. We present here a preprocessor that achieves just that, i.e., it determines, for a specified problem, the foregoing parameters so that the consequent GA is a best for the problem. We stress also the need for such a preprocessor both for quality (error) and for cost (complexity) to produce the solution. The preprocessor includes, as its first step, making use of all the information such as that of nature/character of the function/system, search space, physical/laboratory experimentation (if already done/available), and the physical environment. It also includes the information that can be generated through any means - deterministic/nondeterministic/graphics. Instead of attempting a solution of the problem straightway through a GA without having/using the information/knowledge of the character of the system, we would do consciously a much better job of producing a solution by using the information generated/created in the very first step of the preprocessor. We, therefore, unstintingly advocate the use of a preprocessor to solve a real-world optimization problem including NP-complete ones before using the statistically most appropriate GA. We also include such a GA for unconstrained function optimization problems.

Learning automata-based solutions to the nonlinear fractional knapsack problem with applications to optimal resource allocation.

PubMed

Granmo, Ole-Christoffer; Oommen, B John; Myrer, Svein Arild; Olsen, Morten Goodwin

2007-02-01

This paper considers the nonlinear fractional knapsack problem and demonstrates how its solution can be effectively applied to two resource allocation problems dealing with the World Wide Web. The novel solution involves a "team" of deterministic learning automata (LA). The first real-life problem relates to resource allocation in web monitoring so as to "optimize" information discovery when the polling capacity is constrained. The disadvantages of the currently reported solutions are explained in this paper. The second problem concerns allocating limited sampling resources in a "real-time" manner with the purpose of estimating multiple binomial proportions. This is the scenario encountered when the user has to evaluate multiple web sites by accessing a limited number of web pages, and the proportions of interest are the fraction of each web site that is successfully validated by an HTML validator. Using the general LA paradigm to tackle both of the real-life problems, the proposed scheme improves a current solution in an online manner through a series of informed guesses that move toward the optimal solution. At the heart of the scheme, a team of deterministic LA performs a controlled random walk on a discretized solution space. Comprehensive experimental results demonstrate that the discretization resolution determines the precision of the scheme, and that for a given precision, the current solution (to both problems) is consistently improved until a nearly optimal solution is found--even for switching environments. Thus, the scheme, while being novel to the entire field of LA, also efficiently handles a class of resource allocation problems previously not addressed in the literature.

SU-E-T-574: Novel Chance-Constrained Optimization in Intensity-Modulated Proton Therapy Planning to Account for Range and Patient Setup Uncertainties

DOE Office of Scientific and Technical Information (OSTI.GOV)

An, Y; Liang, J; Liu, W

2015-06-15

Purpose: We propose to apply a probabilistic framework, namely chanceconstrained optimization, in the intensity-modulated proton therapy (IMPT) planning subject to range and patient setup uncertainties. The purpose is to hedge against the influence of uncertainties and improve robustness of treatment plans. Methods: IMPT plans were generated for a typical prostate patient. Nine dose distributions are computed — the nominal one and one each for ±5mm setup uncertainties along three cardinal axes and for ±3.5% range uncertainty. These nine dose distributions are supplied to the solver CPLEX as chance constraints to explicitly control plan robustness under these representative uncertainty scenarios withmore » certain probability. This probability is determined by the tolerance level. We make the chance-constrained model tractable by converting it to a mixed integer optimization problem. The quality of plans derived from this method is evaluated using dose-volume histogram (DVH) indices such as tumor dose homogeneity (D5% – D95%) and coverage (D95%) and normal tissue sparing like V70 of rectum, V65, and V40 of bladder. We also compare the results from this novel method with the conventional PTV-based method to further demonstrate its effectiveness Results: Our model can yield clinically acceptable plans within 50 seconds. The chance-constrained optimization produces IMPT plans with comparable target coverage, better target dose homogeneity, and better normal tissue sparing compared to the PTV-based optimization [D95% CTV: 67.9 vs 68.7 (Gy), D5% – D95% CTV: 11.9 vs 18 (Gy), V70 rectum: 0.0 % vs 0.33%, V65 bladder: 2.17% vs 9.33%, V40 bladder: 8.83% vs 21.83%]. It also simultaneously makes the plan more robust [Width of DVH band at D50%: 2.0 vs 10.0 (Gy)]. The tolerance level may be varied to control the tradeoff between plan robustness and quality. Conclusion: The chance-constrained optimization generates superior IMPT plan compared to the PTV-based optimization with explicit control of plan robustness. NIH/NCI K25CA168984, Eagles Cancer Research Career Development, The Lawrence W. and Marilyn W. Matteson Fund for Cancer Research, Mayo ASU Seed Grant, and The Kemper Marley Foundation.« less

Structural synthesis: Precursor and catalyst

NASA Technical Reports Server (NTRS)

Schmit, L. A.

1984-01-01

More than twenty five years have elapsed since it was recognized that a rather general class of structural design optimization tasks could be properly posed as an inequality constrained minimization problem. It is suggested that, independent of primary discipline area, it will be useful to think about: (1) posing design problems in terms of an objective function and inequality constraints; (2) generating design oriented approximate analysis methods (giving special attention to behavior sensitivity analysis); (3) distinguishing between decisions that lead to an analysis model and those that lead to a design model; (4) finding ways to generate a sequence of approximate design optimization problems that capture the essential characteristics of the primary problem, while still having an explicit algebraic form that is matched to one or more of the established optimization algorithms; (5) examining the potential of optimum design sensitivity analysis to facilitate quantitative trade-off studies as well as participation in multilevel design activities. It should be kept in mind that multilevel methods are inherently well suited to a parallel mode of operation in computer terms or to a division of labor between task groups in organizational terms. Based on structural experience with multilevel methods general guidelines are suggested.

Minimum impulse transfers to rotate the line of apsides

NASA Technical Reports Server (NTRS)

Phong, Connie; Sweetser, Theodore H.

2005-01-01

Transfer between two coplanar orbits can be accomplished via a single impulse if the two orbits intersect. Optimization of a single-impulse transfer, however, is not possible since the transfer orbit is completely constrained by the initial and final orbits. On the other hand, two-impulse transfers are possible between any two terminal orbits. While optimal scenarios are not known for the general two-impulse case, there are various approximate solutions to many special cases. We consider the problem of an inplane rotation of the line of apsides, leaving the size and shape of the orbit unaffected.

Economic environmental dispatch using BSA algorithm

NASA Astrophysics Data System (ADS)

Jihane, Kartite; Mohamed, Cherkaoui

2018-05-01

Economic environmental dispatch problem (EED) is an important issue especially in the field of fossil fuel power plant system. It allows the network manager to choose among different units the most optimized in terms of fuel costs and emission level. The objective of this paper is to minimize the fuel cost with emissions constrained; the test is conducted for two cases: six generator unit and ten generator unit for the same power demand 1200Mw. The simulation has been computed in MATLAB and the result shows the robustness of the Backtracking Search optimization Algorithm (BSA) and the impact of the load demand on the emission.

Tailored parameter optimization methods for ordinary differential equation models with steady-state constraints.

PubMed

Fiedler, Anna; Raeth, Sebastian; Theis, Fabian J; Hausser, Angelika; Hasenauer, Jan

2016-08-22

Ordinary differential equation (ODE) models are widely used to describe (bio-)chemical and biological processes. To enhance the predictive power of these models, their unknown parameters are estimated from experimental data. These experimental data are mostly collected in perturbation experiments, in which the processes are pushed out of steady state by applying a stimulus. The information that the initial condition is a steady state of the unperturbed process provides valuable information, as it restricts the dynamics of the process and thereby the parameters. However, implementing steady-state constraints in the optimization often results in convergence problems. In this manuscript, we propose two new methods for solving optimization problems with steady-state constraints. The first method exploits ideas from optimization algorithms on manifolds and introduces a retraction operator, essentially reducing the dimension of the optimization problem. The second method is based on the continuous analogue of the optimization problem. This continuous analogue is an ODE whose equilibrium points are the optima of the constrained optimization problem. This equivalence enables the use of adaptive numerical methods for solving optimization problems with steady-state constraints. Both methods are tailored to the problem structure and exploit the local geometry of the steady-state manifold and its stability properties. A parameterization of the steady-state manifold is not required. The efficiency and reliability of the proposed methods is evaluated using one toy example and two applications. The first application example uses published data while the second uses a novel dataset for Raf/MEK/ERK signaling. The proposed methods demonstrated better convergence properties than state-of-the-art methods employed in systems and computational biology. Furthermore, the average computation time per converged start is significantly lower. In addition to the theoretical results, the analysis of the dataset for Raf/MEK/ERK signaling provides novel biological insights regarding the existence of feedback regulation. Many optimization problems considered in systems and computational biology are subject to steady-state constraints. While most optimization methods have convergence problems if these steady-state constraints are highly nonlinear, the methods presented recover the convergence properties of optimizers which can exploit an analytical expression for the parameter-dependent steady state. This renders them an excellent alternative to methods which are currently employed in systems and computational biology.

Optimization of Regional Geodynamic Models for Mantle Dynamics

NASA Astrophysics Data System (ADS)

Knepley, M.; Isaac, T.; Jadamec, M. A.

2016-12-01

The SubductionGenerator program is used to construct high resolution, 3D regional thermal structures for mantle convection simulations using a variety of data sources, including sea floor ages and geographically referenced 3D slab locations based on seismic observations. The initial bulk temperature field is constructed using a half-space cooling model or plate cooling model, and related smoothing functions based on a diffusion length-scale analysis. In this work, we seek to improve the 3D thermal model and test different model geometries and dynamically driven flow fields using constraints from observed seismic velocities and plate motions. Through a formal adjoint analysis, we construct the primal-dual version of the multi-objective PDE-constrained optimization problem for the plate motions and seismic misfit. We have efficient, scalable preconditioners for both the forward and adjoint problems based upon a block preconditioning strategy, and a simple gradient update is used to improve the control residual. The full optimal control problem is formulated on a nested hierarchy of grids, allowing a nonlinear multigrid method to accelerate the solution.

Split diversity in constrained conservation prioritization using integer linear programming.

PubMed

Chernomor, Olga; Minh, Bui Quang; Forest, Félix; Klaere, Steffen; Ingram, Travis; Henzinger, Monika; von Haeseler, Arndt

2015-01-01

Phylogenetic diversity (PD) is a measure of biodiversity based on the evolutionary history of species. Here, we discuss several optimization problems related to the use of PD, and the more general measure split diversity (SD), in conservation prioritization.Depending on the conservation goal and the information available about species, one can construct optimization routines that incorporate various conservation constraints. We demonstrate how this information can be used to select sets of species for conservation action. Specifically, we discuss the use of species' geographic distributions, the choice of candidates under economic pressure, and the use of predator-prey interactions between the species in a community to define viability constraints.Despite such optimization problems falling into the area of NP hard problems, it is possible to solve them in a reasonable amount of time using integer programming. We apply integer linear programming to a variety of models for conservation prioritization that incorporate the SD measure.We exemplarily show the results for two data sets: the Cape region of South Africa and a Caribbean coral reef community. Finally, we provide user-friendly software at http://www.cibiv.at/software/pda.

An interior-point method for total variation regularized positron emission tomography image reconstruction

NASA Astrophysics Data System (ADS)

Bai, Bing

2012-03-01

There has been a lot of work on total variation (TV) regularized tomographic image reconstruction recently. Many of them use gradient-based optimization algorithms with a differentiable approximation of the TV functional. In this paper we apply TV regularization in Positron Emission Tomography (PET) image reconstruction. We reconstruct the PET image in a Bayesian framework, using Poisson noise model and TV prior functional. The original optimization problem is transformed to an equivalent problem with inequality constraints by adding auxiliary variables. Then we use an interior point method with logarithmic barrier functions to solve the constrained optimization problem. In this method, a series of points approaching the solution from inside the feasible region are found by solving a sequence of subproblems characterized by an increasing positive parameter. We use preconditioned conjugate gradient (PCG) algorithm to solve the subproblems directly. The nonnegativity constraint is enforced by bend line search. The exact expression of the TV functional is used in our calculations. Simulation results show that the algorithm converges fast and the convergence is insensitive to the values of the regularization and reconstruction parameters.

A bat algorithm with mutation for UCAV path planning.

PubMed

Wang, Gaige; Guo, Lihong; Duan, Hong; Liu, Luo; Wang, Heqi

2012-01-01

Path planning for uninhabited combat air vehicle (UCAV) is a complicated high dimension optimization problem, which mainly centralizes on optimizing the flight route considering the different kinds of constrains under complicated battle field environments. Original bat algorithm (BA) is used to solve the UCAV path planning problem. Furthermore, a new bat algorithm with mutation (BAM) is proposed to solve the UCAV path planning problem, and a modification is applied to mutate between bats during the process of the new solutions updating. Then, the UCAV can find the safe path by connecting the chosen nodes of the coordinates while avoiding the threat areas and costing minimum fuel. This new approach can accelerate the global convergence speed while preserving the strong robustness of the basic BA. The realization procedure for original BA and this improved metaheuristic approach BAM is also presented. To prove the performance of this proposed metaheuristic method, BAM is compared with BA and other population-based optimization methods, such as ACO, BBO, DE, ES, GA, PBIL, PSO, and SGA. The experiment shows that the proposed approach is more effective and feasible in UCAV path planning than the other models.

D-Optimal Experimental Design for Contaminant Source Identification

NASA Astrophysics Data System (ADS)

Sai Baba, A. K.; Alexanderian, A.

2016-12-01

Contaminant source identification seeks to estimate the release history of a conservative solute given point concentration measurements at some time after the release. This can be mathematically expressed as an inverse problem, with a linear observation operator or a parameter-to-observation map, which we tackle using a Bayesian approach. Acquisition of experimental data can be laborious and expensive. The goal is to control the experimental parameters - in our case, the sparsity of the sensors, to maximize the information gain subject to some physical or budget constraints. This is known as optimal experimental design (OED). D-optimal experimental design seeks to maximize the expected information gain, and has long been considered the gold standard in the statistics community. Our goal is to develop scalable methods for D-optimal experimental designs involving large-scale PDE constrained problems with high-dimensional parameter fields. A major challenge for the OED, is that a nonlinear optimization algorithm for the D-optimality criterion requires repeated evaluation of objective function and gradient involving the determinant of large and dense matrices - this cost can be prohibitively expensive for applications of interest. We propose novel randomized matrix techniques that bring down the computational costs of the objective function and gradient evaluations by several orders of magnitude compared to the naive approach. The effect of randomized estimators on the accuracy and the convergence of the optimization solver will be discussed. The features and benefits of our new approach will be demonstrated on a challenging model problem from contaminant source identification involving the inference of the initial condition from spatio-temporal observations in a time-dependent advection-diffusion problem.

The generalized quadratic knapsack problem. A neuronal network approach.

PubMed

Talaván, Pedro M; Yáñez, Javier

2006-05-01

The solution of an optimization problem through the continuous Hopfield network (CHN) is based on some energy or Lyapunov function, which decreases as the system evolves until a local minimum value is attained. A new energy function is proposed in this paper so that any 0-1 linear constrains programming with quadratic objective function can be solved. This problem, denoted as the generalized quadratic knapsack problem (GQKP), includes as particular cases well-known problems such as the traveling salesman problem (TSP) and the quadratic assignment problem (QAP). This new energy function generalizes those proposed by other authors. Through this energy function, any GQKP can be solved with an appropriate parameter setting procedure, which is detailed in this paper. As a particular case, and in order to test this generalized energy function, some computational experiments solving the traveling salesman problem are also included.

Optimizing the Usability of Brain-Computer Interfaces.

PubMed

Zhang, Yin; Chase, Steve M

2018-05-01

Brain-computer interfaces are in the process of moving from the laboratory to the clinic. These devices act by reading neural activity and using it to directly control a device, such as a cursor on a computer screen. An open question in the field is how to map neural activity to device movement in order to achieve the most proficient control. This question is complicated by the fact that learning, especially the long-term skill learning that accompanies weeks of practice, can allow subjects to improve performance over time. Typical approaches to this problem attempt to maximize the biomimetic properties of the device in order to limit the need for extensive training. However, it is unclear if this approach would ultimately be superior to performance that might be achieved with a nonbiomimetic device once the subject has engaged in extended practice and learned how to use it. Here we approach this problem using ideas from optimal control theory. Under the assumption that the brain acts as an optimal controller, we present a formal definition of the usability of a device and show that the optimal postlearning mapping can be written as the solution of a constrained optimization problem. We then derive the optimal mappings for particular cases common to most brain-computer interfaces. Our results suggest that the common approach of creating biomimetic interfaces may not be optimal when learning is taken into account. More broadly, our method provides a blueprint for optimal device design in general control-theoretic contexts.

Application of a derivative-free global optimization algorithm to the derivation of a new time integration scheme for the simulation of incompressible turbulence

NASA Astrophysics Data System (ADS)

Alimohammadi, Shahrouz; Cavaglieri, Daniele; Beyhaghi, Pooriya; Bewley, Thomas R.

2016-11-01

This work applies a recently developed Derivative-free optimization algorithm to derive a new mixed implicit-explicit (IMEX) time integration scheme for Computational Fluid Dynamics (CFD) simulations. This algorithm allows imposing a specified order of accuracy for the time integration and other important stability properties in the form of nonlinear constraints within the optimization problem. In this procedure, the coefficients of the IMEX scheme should satisfy a set of constraints simultaneously. Therefore, the optimization process, at each iteration, estimates the location of the optimal coefficients using a set of global surrogates, for both the objective and constraint functions, as well as a model of the uncertainty function of these surrogates based on the concept of Delaunay triangulation. This procedure has been proven to converge to the global minimum of the constrained optimization problem provided the constraints and objective functions are twice differentiable. As a result, a new third-order, low-storage IMEX Runge-Kutta time integration scheme is obtained with remarkably fast convergence. Numerical tests are then performed leveraging the turbulent channel flow simulations to validate the theoretical order of accuracy and stability properties of the new scheme.

Enhanced Multiobjective Optimization Technique for Comprehensive Aerospace Design. Part A

NASA Technical Reports Server (NTRS)

Chattopadhyay, Aditi; Rajadas, John N.

1997-01-01

A multidisciplinary design optimization procedure which couples formal multiobjectives based techniques and complex analysis procedures (such as computational fluid dynamics (CFD) codes) developed. The procedure has been demonstrated on a specific high speed flow application involving aerodynamics and acoustics (sonic boom minimization). In order to account for multiple design objectives arising from complex performance requirements, multiobjective formulation techniques are used to formulate the optimization problem. Techniques to enhance the existing Kreisselmeier-Steinhauser (K-S) function multiobjective formulation approach have been developed. The K-S function procedure used in the proposed work transforms a constrained multiple objective functions problem into an unconstrained problem which then is solved using the Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm. Weight factors are introduced during the transformation process to each objective function. This enhanced procedure will provide the designer the capability to emphasize specific design objectives during the optimization process. The demonstration of the procedure utilizes a computational Fluid dynamics (CFD) code which solves the three-dimensional parabolized Navier-Stokes (PNS) equations for the flow field along with an appropriate sonic boom evaluation procedure thus introducing both aerodynamic performance as well as sonic boom as the design objectives to be optimized simultaneously. Sensitivity analysis is performed using a discrete differentiation approach. An approximation technique has been used within the optimizer to improve the overall computational efficiency of the procedure in order to make it suitable for design applications in an industrial setting.

Interplanetary Program to Optimize Simulated Trajectories (IPOST). Volume 2: Analytic manual

NASA Technical Reports Server (NTRS)

Hong, P. E.; Kent, P. D.; Olson, D. W.; Vallado, C. A.

1992-01-01

The Interplanetary Program to Optimize Space Trajectories (IPOST) is intended to support many analysis phases, from early interplanetary feasibility studies through spacecraft development and operations. The IPOST output provides information for sizing and understanding mission impacts related to propulsion, guidance, communications, sensor/actuators, payload, and other dynamic and geometric environments. IPOST models three degree of freedom trajectory events, such as launch/ascent, orbital coast, propulsive maneuvering (impulsive and finite burn), gravity assist, and atmospheric entry. Trajectory propagation is performed using a choice of Cowell, Encke, Multiconic, Onestep, or Conic methods. The user identifies a desired sequence of trajectory events, and selects which parameters are independent (controls) and dependent (targets), as well as other constraints and the cost function. Targeting and optimization is performed using the Stanford NPSOL algorithm. IPOST structure allows subproblems within a master optimization problem to aid in the general constrained parameter optimization solution. An alternate optimization method uses implicit simulation and collocation techniques.

Optimal Policy of Cross-Layer Design for Channel Access and Transmission Rate Adaptation in Cognitive Radio Networks

NASA Astrophysics Data System (ADS)

He, Hao; Wang, Jun; Zhu, Jiang; Li, Shaoqian

2010-12-01

In this paper, we investigate the cross-layer design of joint channel access and transmission rate adaptation in CR networks with multiple channels for both centralized and decentralized cases. Our target is to maximize the throughput of CR network under transmission power constraint by taking spectrum sensing errors into account. In centralized case, this problem is formulated as a special constrained Markov decision process (CMDP), which can be solved by standard linear programming (LP) method. As the complexity of finding the optimal policy by LP increases exponentially with the size of action space and state space, we further apply action set reduction and state aggregation to reduce the complexity without loss of optimality. Meanwhile, for the convenience of implementation, we also consider the pure policy design and analyze the corresponding characteristics. In decentralized case, where only local information is available and there is no coordination among the CR users, we prove the existence of the constrained Nash equilibrium and obtain the optimal decentralized policy. Finally, in the case that the traffic load parameters of the licensed users are unknown for the CR users, we propose two methods to estimate the parameters for two different cases. Numerical results validate the theoretic analysis.

Global optimization framework for solar building design

NASA Astrophysics Data System (ADS)

Silva, N.; Alves, N.; Pascoal-Faria, P.

2017-07-01

The generative modeling paradigm is a shift from static models to flexible models. It describes a modeling process using functions, methods and operators. The result is an algorithmic description of the construction process. Each evaluation of such an algorithm creates a model instance, which depends on its input parameters (width, height, volume, roof angle, orientation, location). These values are normally chosen according to aesthetic aspects and style. In this study, the model's parameters are automatically generated according to an objective function. A generative model can be optimized according to its parameters, in this way, the best solution for a constrained problem is determined. Besides the establishment of an overall framework design, this work consists on the identification of different building shapes and their main parameters, the creation of an algorithmic description for these main shapes and the formulation of the objective function, respecting a building's energy consumption (solar energy, heating and insulation). Additionally, the conception of an optimization pipeline, combining an energy calculation tool with a geometric scripting engine is presented. The methods developed leads to an automated and optimized 3D shape generation for the projected building (based on the desired conditions and according to specific constrains). The approach proposed will help in the construction of real buildings that account for less energy consumption and for a more sustainable world.

Mass-based design and optimization of wave rotors for gas turbine engine enhancement

NASA Astrophysics Data System (ADS)

Chan, S.; Liu, H.

2017-03-01

An analytic method aiming at mass properties was developed for the preliminary design and optimization of wave rotors. In the present method, we introduce the mass balance principle into the design and thus can predict and optimize the mass qualities as well as the performance of wave rotors. A dedicated least-square method with artificial weighting coefficients was developed to solve the over-constrained system in the mass-based design. This method and the adoption of the coefficients were validated by numerical simulation. Moreover, the problem of fresh air exhaustion (FAE) was put forward and analyzed, and exhaust gas recirculation (EGR) was investigated. Parameter analyses and optimization elucidated which designs would not only achieve the best performance, but also operate with minimum EGR and no FAE.

Optimal design of dampers within seismic structures

NASA Astrophysics Data System (ADS)

Ren, Wenjie; Qian, Hui; Song, Wali; Wang, Liqiang

2009-07-01

An improved multi-objective genetic algorithm for structural passive control system optimization is proposed. Based on the two-branch tournament genetic algorithm, the selection operator is constructed by evaluating individuals according to their dominance in one run. For a constrained problem, the dominance-based penalty function method is advanced, containing information on an individual's status (feasible or infeasible), position in a search space, and distance from a Pareto optimal set. The proposed approach is used for the optimal designs of a six-storey building with shape memory alloy dampers subjected to earthquake. The number and position of dampers are chosen as the design variables. The number of dampers and peak relative inter-storey drift are considered as the objective functions. Numerical results generate a set of non-dominated solutions.

A comparison of optimization algorithms for localized in vivo B0 shimming.

PubMed

Nassirpour, Sahar; Chang, Paul; Fillmer, Ariane; Henning, Anke

2018-02-01

To compare several different optimization algorithms currently used for localized in vivo B 0 shimming, and to introduce a novel, fast, and robust constrained regularized algorithm (ConsTru) for this purpose. Ten different optimization algorithms (including samples from both generic and dedicated least-squares solvers, and a novel constrained regularized inversion method) were implemented and compared for shimming in five different shimming volumes on 66 in vivo data sets from both 7 T and 9.4 T. The best algorithm was chosen to perform single-voxel spectroscopy at 9.4 T in the frontal cortex of the brain on 10 volunteers. The results of the performance tests proved that the shimming algorithm is prone to unstable solutions if it depends on the value of a starting point, and is not regularized to handle ill-conditioned problems. The ConsTru algorithm proved to be the most robust, fast, and efficient algorithm among all of the chosen algorithms. It enabled acquisition of spectra of reproducible high quality in the frontal cortex at 9.4 T. For localized in vivo B 0 shimming, the use of a dedicated linear least-squares solver instead of a generic nonlinear one is highly recommended. Among all of the linear solvers, the constrained regularized method (ConsTru) was found to be both fast and most robust. Magn Reson Med 79:1145-1156, 2018. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.

Performance impact of mutation operators of a subpopulation-based genetic algorithm for multi-robot task allocation problems.

PubMed

Liu, Chun; Kroll, Andreas

2016-01-01

Multi-robot task allocation determines the task sequence and distribution for a group of robots in multi-robot systems, which is one of constrained combinatorial optimization problems and more complex in case of cooperative tasks because they introduce additional spatial and temporal constraints. To solve multi-robot task allocation problems with cooperative tasks efficiently, a subpopulation-based genetic algorithm, a crossover-free genetic algorithm employing mutation operators and elitism selection in each subpopulation, is developed in this paper. Moreover, the impact of mutation operators (swap, insertion, inversion, displacement, and their various combinations) is analyzed when solving several industrial plant inspection problems. The experimental results show that: (1) the proposed genetic algorithm can obtain better solutions than the tested binary tournament genetic algorithm with partially mapped crossover; (2) inversion mutation performs better than other tested mutation operators when solving problems without cooperative tasks, and the swap-inversion combination performs better than other tested mutation operators/combinations when solving problems with cooperative tasks. As it is difficult to produce all desired effects with a single mutation operator, using multiple mutation operators (including both inversion and swap) is suggested when solving similar combinatorial optimization problems.

Publications | Grid Modernization | NREL

Science.gov Websites

Photovoltaics: Trajectories and Challenges Cover of Efficient Relaxations for Joint Chance Constrained AC Optimal Power Flow publication Efficient Relaxations for Joint Chance Constrained AC Optimal Power Flow

DOE Office of Scientific and Technical Information (OSTI.GOV)

Burke, J.V.

The published work on exact penalization is indeed vast. Recently this work has indicated an intimate relationship between exact penalization, Lagrange multipliers, and problem stability or calmness. In the present work we chronicle this development within a simple idealized problem framework, wherein we unify, extend, and refine much of the known theory. In particular, most of the foundations for constrained optimization are developed with the aid of exact penalization techniques. Our approach is highly geometric and is based upon the elementary subdifferential theory for distance functions. It is assumed that the reader is familiar with the theory of convex setsmore » and functions. 54 refs.« less

Robust on-off pulse control of flexible space vehicles

NASA Technical Reports Server (NTRS)

Wie, Bong; Sinha, Ravi

1993-01-01

The on-off reaction jet control system is often used for attitude and orbital maneuvering of various spacecraft. Future space vehicles such as the orbital transfer vehicles, orbital maneuvering vehicles, and space station will extensively use reaction jets for orbital maneuvering and attitude stabilization. The proposed robust fuel- and time-optimal control algorithm is used for a three-mass spacing model of flexible spacecraft. A fuel-efficient on-off control logic is developed for robust rest-to-rest maneuver of a flexible vehicle with minimum excitation of structural modes. The first part of this report is concerned with the problem of selecting a proper pair of jets for practical trade-offs among the maneuvering time, fuel consumption, structural mode excitation, and performance robustness. A time-optimal control problem subject to parameter robustness constraints is formulated and solved. The second part of this report deals with obtaining parameter insensitive fuel- and time- optimal control inputs by solving a constrained optimization problem subject to robustness constraints. It is shown that sensitivity to modeling errors can be significantly reduced by the proposed, robustified open-loop control approach. The final part of this report deals with sliding mode control design for uncertain flexible structures. The benchmark problem of a flexible structure is used as an example for the feedback sliding mode controller design with bounded control inputs and robustness to parameter variations is investigated.

Learning Incoherent Sparse and Low-Rank Patterns from Multiple Tasks

PubMed Central

Chen, Jianhui; Liu, Ji; Ye, Jieping

2013-01-01

We consider the problem of learning incoherent sparse and low-rank patterns from multiple tasks. Our approach is based on a linear multi-task learning formulation, in which the sparse and low-rank patterns are induced by a cardinality regularization term and a low-rank constraint, respectively. This formulation is non-convex; we convert it into its convex surrogate, which can be routinely solved via semidefinite programming for small-size problems. We propose to employ the general projected gradient scheme to efficiently solve such a convex surrogate; however, in the optimization formulation, the objective function is non-differentiable and the feasible domain is non-trivial. We present the procedures for computing the projected gradient and ensuring the global convergence of the projected gradient scheme. The computation of projected gradient involves a constrained optimization problem; we show that the optimal solution to such a problem can be obtained via solving an unconstrained optimization subproblem and an Euclidean projection subproblem. We also present two projected gradient algorithms and analyze their rates of convergence in details. In addition, we illustrate the use of the presented projected gradient algorithms for the proposed multi-task learning formulation using the least squares loss. Experimental results on a collection of real-world data sets demonstrate the effectiveness of the proposed multi-task learning formulation and the efficiency of the proposed projected gradient algorithms. PMID:24077658

Learning Incoherent Sparse and Low-Rank Patterns from Multiple Tasks.

PubMed

Chen, Jianhui; Liu, Ji; Ye, Jieping

2012-02-01

We consider the problem of learning incoherent sparse and low-rank patterns from multiple tasks. Our approach is based on a linear multi-task learning formulation, in which the sparse and low-rank patterns are induced by a cardinality regularization term and a low-rank constraint, respectively. This formulation is non-convex; we convert it into its convex surrogate, which can be routinely solved via semidefinite programming for small-size problems. We propose to employ the general projected gradient scheme to efficiently solve such a convex surrogate; however, in the optimization formulation, the objective function is non-differentiable and the feasible domain is non-trivial. We present the procedures for computing the projected gradient and ensuring the global convergence of the projected gradient scheme. The computation of projected gradient involves a constrained optimization problem; we show that the optimal solution to such a problem can be obtained via solving an unconstrained optimization subproblem and an Euclidean projection subproblem. We also present two projected gradient algorithms and analyze their rates of convergence in details. In addition, we illustrate the use of the presented projected gradient algorithms for the proposed multi-task learning formulation using the least squares loss. Experimental results on a collection of real-world data sets demonstrate the effectiveness of the proposed multi-task learning formulation and the efficiency of the proposed projected gradient algorithms.

OTIS 3.2 Software Released

NASA Technical Reports Server (NTRS)

Riehl, John P.; Sjauw, Waldy K.

2004-01-01

Trajectory, mission, and vehicle engineers concern themselves with finding the best way for an object to get from one place to another. These engineers rely upon special software to assist them in this. For a number of years, many engineers have used the OTIS program for this assistance. With OTIS, an engineer can fully optimize trajectories for airplanes, launch vehicles like the space shuttle, interplanetary spacecraft, and orbital transfer vehicles. OTIS provides four modes of operation, with each mode providing successively stronger optimization capability. The most powerful mode uses a mathematical method called implicit integration to solve what engineers and mathematicians call the optimal control problem. OTIS 3.2, which was developed at the NASA Glenn Research Center, is the latest release of this industry workhorse and features new capabilities for parameter optimization and mission design. OTIS stands for Optimal Control by Implicit Simulation, and it is implicit integration that makes OTIS so powerful at solving trajectory optimization problems. Why is this so important? The optimization process not only determines how to get from point A to point B, but it can also determine how to do this with the least amount of propellant, with the lightest starting weight, or in the fastest time possible while avoiding certain obstacles along the way. There are numerous conditions that engineers can use to define optimal, or best. OTIS provides a framework for defining the starting and ending points of the trajectory (point A and point B), the constraints on the trajectory (requirements like "avoid these regions where obstacles occur"), and what is being optimized (e.g., minimize propellant). The implicit integration method can find solutions to very complicated problems when there is not a lot of information available about what the optimal trajectory might be. The method was first developed for solving two-point boundary value problems and was adapted for use in OTIS. Implicit integration usually allows OTIS to find solutions to problems much faster than programs that use explicit integration and parametric methods. Consequently, OTIS is best suited to solving very complicated and highly constrained problems.

Optimization-based interactive segmentation interface for multiregion problems

PubMed Central

Baxter, John S. H.; Rajchl, Martin; Peters, Terry M.; Chen, Elvis C. S.

2016-01-01

Abstract. Interactive segmentation is becoming of increasing interest to the medical imaging community in that it combines the positive aspects of both manual and automated segmentation. However, general-purpose tools have been lacking in terms of segmenting multiple regions simultaneously with a high degree of coupling between groups of labels. Hierarchical max-flow segmentation has taken advantage of this coupling for individual applications, but until recently, these algorithms were constrained to a particular hierarchy and could not be considered general-purpose. In a generalized form, the hierarchy for any given segmentation problem is specified in run-time, allowing different hierarchies to be quickly explored. We present an interactive segmentation interface, which uses generalized hierarchical max-flow for optimization-based multiregion segmentation guided by user-defined seeds. Applications in cardiac and neonatal brain segmentation are given as example applications of its generality. PMID:27335892

On portfolio risk diversification

NASA Astrophysics Data System (ADS)

Takada, Hellinton H.; Stern, Julio M.

2017-06-01

The first portfolio risk diversification strategy was put into practice by the All Weather fund in 1996. The idea of risk diversification is related to the risk contribution of each available asset class or investment factor to the total portfolio risk. The maximum diversification or the risk parity allocation is achieved when the set of risk contributions is given by a uniform distribution. Meucci (2009) introduced the maximization of the Rényi entropy as part of a leverage constrained optimization problem to achieve such diversified risk contributions when dealing with uncorrelated investment factors. A generalization of the risk parity is the risk budgeting when there is a prior for the distribution of the risk contributions. Our contribution is the generalization of the existent optimization frameworks to be able to solve the risk budgeting problem. In addition, our framework does not possess any leverage constraint.

Multidimensional density shaping by sigmoids.

PubMed

Roth, Z; Baram, Y

1996-01-01

An estimate of the probability density function of a random vector is obtained by maximizing the output entropy of a feedforward network of sigmoidal units with respect to the input weights. Classification problems can be solved by selecting the class associated with the maximal estimated density. Newton's optimization method, applied to the estimated density, yields a recursive estimator for a random variable or a random sequence. A constrained connectivity structure yields a linear estimator, which is particularly suitable for "real time" prediction. A Gaussian nonlinearity yields a closed-form solution for the network's parameters, which may also be used for initializing the optimization algorithm when other nonlinearities are employed. A triangular connectivity between the neurons and the input, which is naturally suggested by the statistical setting, reduces the number of parameters. Applications to classification and forecasting problems are demonstrated.

Remote Sensing of Precipitation from Airborne and Spaceborne Radar. Chapter 13

NASA Technical Reports Server (NTRS)

Munchak, S. Joseph

2017-01-01

Weather radar measurements from airborne or satellite platforms can be an effective remote sensing tool for examining the three-dimensional structures of clouds and precipitation. This chapter describes some fundamental properties of radar measurements and their dependence on the particle size distribution (PSD) and radar frequency. The inverse problem of solving for the vertical profile of PSD from a profile of measured reflectivity is stated as an optimal estimation problem for single- and multi-frequency measurements. Phenomena that can change the measured reflectivity Z(sub m) from its intrinsic value Z(sub e), namely attenuation, non-uniform beam filling, and multiple scattering, are described and mitigation of these effects in the context of the optimal estimation framework is discussed. Finally, some techniques involving the use of passive microwave measurements to further constrain the retrieval of the PSD are presented.

Multi-Objective Approach for Energy-Aware Workflow Scheduling in Cloud Computing Environments

PubMed Central

Kadima, Hubert; Granado, Bertrand

2013-01-01

We address the problem of scheduling workflow applications on heterogeneous computing systems like cloud computing infrastructures. In general, the cloud workflow scheduling is a complex optimization problem which requires considering different criteria so as to meet a large number of QoS (Quality of Service) requirements. Traditional research in workflow scheduling mainly focuses on the optimization constrained by time or cost without paying attention to energy consumption. The main contribution of this study is to propose a new approach for multi-objective workflow scheduling in clouds, and present the hybrid PSO algorithm to optimize the scheduling performance. Our method is based on the Dynamic Voltage and Frequency Scaling (DVFS) technique to minimize energy consumption. This technique allows processors to operate in different voltage supply levels by sacrificing clock frequencies. This multiple voltage involves a compromise between the quality of schedules and energy. Simulation results on synthetic and real-world scientific applications highlight the robust performance of the proposed approach. PMID:24319361

Multi-objective approach for energy-aware workflow scheduling in cloud computing environments.

PubMed

Yassa, Sonia; Chelouah, Rachid; Kadima, Hubert; Granado, Bertrand

2013-01-01

We address the problem of scheduling workflow applications on heterogeneous computing systems like cloud computing infrastructures. In general, the cloud workflow scheduling is a complex optimization problem which requires considering different criteria so as to meet a large number of QoS (Quality of Service) requirements. Traditional research in workflow scheduling mainly focuses on the optimization constrained by time or cost without paying attention to energy consumption. The main contribution of this study is to propose a new approach for multi-objective workflow scheduling in clouds, and present the hybrid PSO algorithm to optimize the scheduling performance. Our method is based on the Dynamic Voltage and Frequency Scaling (DVFS) technique to minimize energy consumption. This technique allows processors to operate in different voltage supply levels by sacrificing clock frequencies. This multiple voltage involves a compromise between the quality of schedules and energy. Simulation results on synthetic and real-world scientific applications highlight the robust performance of the proposed approach.

A Piecewise Deterministic Markov Toy Model for Traffic/Maintenance and Associated Hamilton–Jacobi Integrodifferential Systems on Networks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Goreac, Dan, E-mail: Dan.Goreac@u-pem.fr; Kobylanski, Magdalena, E-mail: Magdalena.Kobylanski@u-pem.fr; Martinez, Miguel, E-mail: Miguel.Martinez@u-pem.fr

2016-10-15

We study optimal control problems in infinite horizon whxen the dynamics belong to a specific class of piecewise deterministic Markov processes constrained to star-shaped networks (corresponding to a toy traffic model). We adapt the results in Soner (SIAM J Control Optim 24(6):1110–1122, 1986) to prove the regularity of the value function and the dynamic programming principle. Extending the networks and Krylov’s “shaking the coefficients” method, we prove that the value function can be seen as the solution to a linearized optimization problem set on a convenient set of probability measures. The approach relies entirely on viscosity arguments. As a by-product,more » the dual formulation guarantees that the value function is the pointwise supremum over regular subsolutions of the associated Hamilton–Jacobi integrodifferential system. This ensures that the value function satisfies Perron’s preconization for the (unique) candidate to viscosity solution.« less

Chance-Constrained Day-Ahead Hourly Scheduling in Distribution System Operation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jiang, Huaiguang; Zhang, Yingchen; Muljadi, Eduard

This paper aims to propose a two-step approach for day-ahead hourly scheduling in a distribution system operation, which contains two operation costs, the operation cost at substation level and feeder level. In the first step, the objective is to minimize the electric power purchase from the day-ahead market with the stochastic optimization. The historical data of day-ahead hourly electric power consumption is used to provide the forecast results with the forecasting error, which is presented by a chance constraint and formulated into a deterministic form by Gaussian mixture model (GMM). In the second step, the objective is to minimize themore » system loss. Considering the nonconvexity of the three-phase balanced AC optimal power flow problem in distribution systems, the second-order cone program (SOCP) is used to relax the problem. Then, a distributed optimization approach is built based on the alternating direction method of multiplier (ADMM). The results shows that the validity and effectiveness method.« less

Introducing the MCHF/OVRP/SDMP: Multicapacitated/Heterogeneous Fleet/Open Vehicle Routing Problems with Split Deliveries and Multiproducts

PubMed Central

Yilmaz Eroglu, Duygu; Caglar Gencosman, Burcu; Cavdur, Fatih; Ozmutlu, H. Cenk

2014-01-01

In this paper, we analyze a real-world OVRP problem for a production company. Considering real-world constrains, we classify our problem as multicapacitated/heterogeneous fleet/open vehicle routing problem with split deliveries and multiproduct (MCHF/OVRP/SDMP) which is a novel classification of an OVRP. We have developed a mixed integer programming (MIP) model for the problem and generated test problems in different size (10–90 customers) considering real-world parameters. Although MIP is able to find optimal solutions of small size (10 customers) problems, when the number of customers increases, the problem gets harder to solve, and thus MIP could not find optimal solutions for problems that contain more than 10 customers. Moreover, MIP fails to find any feasible solution of large-scale problems (50–90 customers) within time limits (7200 seconds). Therefore, we have developed a genetic algorithm (GA) based solution approach for large-scale problems. The experimental results show that the GA based approach reaches successful solutions with 9.66% gap in 392.8 s on average instead of 7200 s for the problems that contain 10–50 customers. For large-scale problems (50–90 customers), GA reaches feasible solutions of problems within time limits. In conclusion, for the real-world applications, GA is preferable rather than MIP to reach feasible solutions in short time periods. PMID:25045735

Optimization of spatiotemporally fractionated radiotherapy treatments with bounds on the achievable benefit

NASA Astrophysics Data System (ADS)

Gaddy, Melissa R.; Yıldız, Sercan; Unkelbach, Jan; Papp, Dávid

2018-01-01

Spatiotemporal fractionation schemes, that is, treatments delivering different dose distributions in different fractions, can potentially lower treatment side effects without compromising tumor control. This can be achieved by hypofractionating parts of the tumor while delivering approximately uniformly fractionated doses to the surrounding tissue. Plan optimization for such treatments is based on biologically effective dose (BED); however, this leads to computationally challenging nonconvex optimization problems. Optimization methods that are in current use yield only locally optimal solutions, and it has hitherto been unclear whether these plans are close to the global optimum. We present an optimization framework to compute rigorous bounds on the maximum achievable normal tissue BED reduction for spatiotemporal plans. The approach is demonstrated on liver tumors, where the primary goal is to reduce mean liver BED without compromising any other treatment objective. The BED-based treatment plan optimization problems are formulated as quadratically constrained quadratic programming (QCQP) problems. First, a conventional, uniformly fractionated reference plan is computed using convex optimization. Then, a second, nonconvex, QCQP model is solved to local optimality to compute a spatiotemporally fractionated plan that minimizes mean liver BED, subject to the constraints that the plan is no worse than the reference plan with respect to all other planning goals. Finally, we derive a convex relaxation of the second model in the form of a semidefinite programming problem, which provides a rigorous lower bound on the lowest achievable mean liver BED. The method is presented on five cases with distinct geometries. The computed spatiotemporal plans achieve 12-35% mean liver BED reduction over the optimal uniformly fractionated plans. This reduction corresponds to 79-97% of the gap between the mean liver BED of the uniform reference plans and our lower bounds on the lowest achievable mean liver BED. The results indicate that spatiotemporal treatments can achieve substantial reductions in normal tissue dose and BED, and that local optimization techniques provide high-quality plans that are close to realizing the maximum potential normal tissue dose reduction.

A Lifetime Maximization Relay Selection Scheme in Wireless Body Area Networks.

PubMed

Zhang, Yu; Zhang, Bing; Zhang, Shi

2017-06-02

Network Lifetime is one of the most important metrics in Wireless Body Area Networks (WBANs). In this paper, a relay selection scheme is proposed under the topology constrains specified in the IEEE 802.15.6 standard to maximize the lifetime of WBANs through formulating and solving an optimization problem where relay selection of each node acts as optimization variable. Considering the diversity of the sensor nodes in WBANs, the optimization problem takes not only energy consumption rate but also energy difference among sensor nodes into account to improve the network lifetime performance. Since it is Non-deterministic Polynomial-hard (NP-hard) and intractable, a heuristic solution is then designed to rapidly address the optimization. The simulation results indicate that the proposed relay selection scheme has better performance in network lifetime compared with existing algorithms and that the heuristic solution has low time complexity with only a negligible performance degradation gap from optimal value. Furthermore, we also conduct simulations based on a general WBAN model to comprehensively illustrate the advantages of the proposed algorithm. At the end of the evaluation, we validate the feasibility of our proposed scheme via an implementation discussion.

Variable-Metric Algorithm For Constrained Optimization

NASA Technical Reports Server (NTRS)

Frick, James D.

1989-01-01

Variable Metric Algorithm for Constrained Optimization (VMACO) is nonlinear computer program developed to calculate least value of function of n variables subject to general constraints, both equality and inequality. First set of constraints equality and remaining constraints inequalities. Program utilizes iterative method in seeking optimal solution. Written in ANSI Standard FORTRAN 77.

Global Optimization of Emergency Evacuation Assignments

DOE Office of Scientific and Technical Information (OSTI.GOV)

Han, Lee; Yuan, Fang; Chin, Shih-Miao

2006-01-01

Conventional emergency evacuation plans often assign evacuees to fixed routes or destinations based mainly on geographic proximity. Such approaches can be inefficient if the roads are congested, blocked, or otherwise dangerous because of the emergency. By not constraining evacuees to prespecified destinations, a one-destination evacuation approach provides flexibility in the optimization process. We present a framework for the simultaneous optimization of evacuation-traffic distribution and assignment. Based on the one-destination evacuation concept, we can obtain the optimal destination and route assignment by solving a one-destination traffic-assignment problem on a modified network representation. In a county-wide, large-scale evacuation case study, the one-destinationmore » model yields substantial improvement over the conventional approach, with the overall evacuation time reduced by more than 60 percent. More importantly, emergency planners can easily implement this framework by instructing evacuees to go to destinations that the one-destination optimization process selects.« less

An efficient and practical approach to obtain a better optimum solution for structural optimization

NASA Astrophysics Data System (ADS)

Chen, Ting-Yu; Huang, Jyun-Hao

2013-08-01

For many structural optimization problems, it is hard or even impossible to find the global optimum solution owing to unaffordable computational cost. An alternative and practical way of thinking is thus proposed in this research to obtain an optimum design which may not be global but is better than most local optimum solutions that can be found by gradient-based search methods. The way to reach this goal is to find a smaller search space for gradient-based search methods. It is found in this research that data mining can accomplish this goal easily. The activities of classification, association and clustering in data mining are employed to reduce the original design space. For unconstrained optimization problems, the data mining activities are used to find a smaller search region which contains the global or better local solutions. For constrained optimization problems, it is used to find the feasible region or the feasible region with better objective values. Numerical examples show that the optimum solutions found in the reduced design space by sequential quadratic programming (SQP) are indeed much better than those found by SQP in the original design space. The optimum solutions found in a reduced space by SQP sometimes are even better than the solution found using a hybrid global search method with approximate structural analyses.

Optimization of Angular-Momentum Biases of Reaction Wheels

NASA Technical Reports Server (NTRS)

Lee, Clifford; Lee, Allan

2008-01-01

RBOT [RWA Bias Optimization Tool (wherein RWA signifies Reaction Wheel Assembly )] is a computer program designed for computing angular momentum biases for reaction wheels used for providing spacecraft pointing in various directions as required for scientific observations. RBOT is currently deployed to support the Cassini mission to prevent operation of reaction wheels at unsafely high speeds while minimizing time in undesirable low-speed range, where elasto-hydrodynamic lubrication films in bearings become ineffective, leading to premature bearing failure. The problem is formulated as a constrained optimization problem in which maximum wheel speed limit is a hard constraint and a cost functional that increases as speed decreases below a low-speed threshold. The optimization problem is solved using a parametric search routine known as the Nelder-Mead simplex algorithm. To increase computational efficiency for extended operation involving large quantity of data, the algorithm is designed to (1) use large time increments during intervals when spacecraft attitudes or rates of rotation are nearly stationary, (2) use sinusoidal-approximation sampling to model repeated long periods of Earth-point rolling maneuvers to reduce computational loads, and (3) utilize an efficient equation to obtain wheel-rate profiles as functions of initial wheel biases based on conservation of angular momentum (in an inertial frame) using pre-computed terms.

Inverse Electrocardiographic Source Localization of Ischemia: An Optimization Framework and Finite Element Solution

PubMed Central

Wang, Dafang; Kirby, Robert M.; MacLeod, Rob S.; Johnson, Chris R.

2013-01-01

With the goal of non-invasively localizing cardiac ischemic disease using body-surface potential recordings, we attempted to reconstruct the transmembrane potential (TMP) throughout the myocardium with the bidomain heart model. The task is an inverse source problem governed by partial differential equations (PDE). Our main contribution is solving the inverse problem within a PDE-constrained optimization framework that enables various physically-based constraints in both equality and inequality forms. We formulated the optimality conditions rigorously in the continuum before deriving finite element discretization, thereby making the optimization independent of discretization choice. Such a formulation was derived for the L2-norm Tikhonov regularization and the total variation minimization. The subsequent numerical optimization was fulfilled by a primal-dual interior-point method tailored to our problem’s specific structure. Our simulations used realistic, fiber-included heart models consisting of up to 18,000 nodes, much finer than any inverse models previously reported. With synthetic ischemia data we localized ischemic regions with roughly a 10% false-negative rate or a 20% false-positive rate under conditions up to 5% input noise. With ischemia data measured from animal experiments, we reconstructed TMPs with roughly 0.9 correlation with the ground truth. While precisely estimating the TMP in general cases remains an open problem, our study shows the feasibility of reconstructing TMP during the ST interval as a means of ischemia localization. PMID:23913980

Adaptive, Distributed Control of Constrained Multi-Agent Systems

NASA Technical Reports Server (NTRS)

Bieniawski, Stefan; Wolpert, David H.

2004-01-01

Product Distribution (PO) theory was recently developed as a broad framework for analyzing and optimizing distributed systems. Here we demonstrate its use for adaptive distributed control of Multi-Agent Systems (MASS), i.e., for distributed stochastic optimization using MAS s. First we review one motivation of PD theory, as the information-theoretic extension of conventional full-rationality game theory to the case of bounded rational agents. In this extension the equilibrium of the game is the optimizer of a Lagrangian of the (Probability dist&&on on the joint state of the agents. When the game in question is a team game with constraints, that equilibrium optimizes the expected value of the team game utility, subject to those constraints. One common way to find that equilibrium is to have each agent run a Reinforcement Learning (E) algorithm. PD theory reveals this to be a particular type of search algorithm for minimizing the Lagrangian. Typically that algorithm i s quite inefficient. A more principled alternative is to use a variant of Newton's method to minimize the Lagrangian. Here we compare this alternative to RL-based search in three sets of computer experiments. These are the N Queen s problem and bin-packing problem from the optimization literature, and the Bar problem from the distributed RL literature. Our results confirm that the PD-theory-based approach outperforms the RL-based scheme in all three domains.

Improving approximate-optimized effective potentials by imposing exact conditions: Theory and applications to electronic statics and dynamics

NASA Astrophysics Data System (ADS)

Kurzweil, Yair; Head-Gordon, Martin

2009-07-01

We develop a method that can constrain any local exchange-correlation potential to preserve basic exact conditions. Using the method of Lagrange multipliers, we calculate for each set of given Kohn-Sham orbitals a constraint-preserving potential which is closest to the given exchange-correlation potential. The method is applicable to both the time-dependent (TD) and independent cases. The exact conditions that are enforced for the time-independent case are Galilean covariance, zero net force and torque, and Levy-Perdew virial theorem. For the time-dependent case we enforce translational covariance, zero net force, Levy-Perdew virial theorem, and energy balance. We test our method on the exchange (only) Krieger-Li-Iafrate (xKLI) approximate-optimized effective potential for both cases. For the time-independent case, we calculated the ground state properties of some hydrogen chains and small sodium clusters for some constrained xKLI potentials and Hartree-Fock (HF) exchange. The results (total energy, Kohn-Sham eigenvalues, polarizability, and hyperpolarizability) indicate that enforcing the exact conditions is not important for these cases. On the other hand, in the time-dependent case, constraining both energy balance and zero net force yields improved results relative to TDHF calculations. We explored the electron dynamics in small sodium clusters driven by cw laser pulses. For each laser pulse we compared calculations from TD constrained xKLI, TD partially constrained xKLI, and TDHF. We found that electron dynamics such as electron ionization and moment of inertia dynamics for the constrained xKLI are most similar to the TDHF results. Also, energy conservation is better by at least one order of magnitude with respect to the unconstrained xKLI. We also discuss the problems that arise in satisfying constraints in the TD case with a non-cw driving force.

Improving approximate-optimized effective potentials by imposing exact conditions: Theory and applications to electronic statics and dynamics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kurzweil, Yair; Head-Gordon, Martin

2009-07-15

We develop a method that can constrain any local exchange-correlation potential to preserve basic exact conditions. Using the method of Lagrange multipliers, we calculate for each set of given Kohn-Sham orbitals a constraint-preserving potential which is closest to the given exchange-correlation potential. The method is applicable to both the time-dependent (TD) and independent cases. The exact conditions that are enforced for the time-independent case are Galilean covariance, zero net force and torque, and Levy-Perdew virial theorem. For the time-dependent case we enforce translational covariance, zero net force, Levy-Perdew virial theorem, and energy balance. We test our method on the exchangemore » (only) Krieger-Li-Iafrate (xKLI) approximate-optimized effective potential for both cases. For the time-independent case, we calculated the ground state properties of some hydrogen chains and small sodium clusters for some constrained xKLI potentials and Hartree-Fock (HF) exchange. The results (total energy, Kohn-Sham eigenvalues, polarizability, and hyperpolarizability) indicate that enforcing the exact conditions is not important for these cases. On the other hand, in the time-dependent case, constraining both energy balance and zero net force yields improved results relative to TDHF calculations. We explored the electron dynamics in small sodium clusters driven by cw laser pulses. For each laser pulse we compared calculations from TD constrained xKLI, TD partially constrained xKLI, and TDHF. We found that electron dynamics such as electron ionization and moment of inertia dynamics for the constrained xKLI are most similar to the TDHF results. Also, energy conservation is better by at least one order of magnitude with respect to the unconstrained xKLI. We also discuss the problems that arise in satisfying constraints in the TD case with a non-cw driving force.« less

Order-Constrained Solutions in K-Means Clustering: Even Better than Being Globally Optimal

ERIC Educational Resources Information Center

Steinley, Douglas; Hubert, Lawrence

2008-01-01

This paper proposes an order-constrained K-means cluster analysis strategy, and implements that strategy through an auxiliary quadratic assignment optimization heuristic that identifies an initial object order. A subsequent dynamic programming recursion is applied to optimally subdivide the object set subject to the order constraint. We show that…

A Bat Algorithm with Mutation for UCAV Path Planning

PubMed Central

Wang, Gaige; Guo, Lihong; Duan, Hong; Liu, Luo; Wang, Heqi

2012-01-01

Path planning for uninhabited combat air vehicle (UCAV) is a complicated high dimension optimization problem, which mainly centralizes on optimizing the flight route considering the different kinds of constrains under complicated battle field environments. Original bat algorithm (BA) is used to solve the UCAV path planning problem. Furthermore, a new bat algorithm with mutation (BAM) is proposed to solve the UCAV path planning problem, and a modification is applied to mutate between bats during the process of the new solutions updating. Then, the UCAV can find the safe path by connecting the chosen nodes of the coordinates while avoiding the threat areas and costing minimum fuel. This new approach can accelerate the global convergence speed while preserving the strong robustness of the basic BA. The realization procedure for original BA and this improved metaheuristic approach BAM is also presented. To prove the performance of this proposed metaheuristic method, BAM is compared with BA and other population-based optimization methods, such as ACO, BBO, DE, ES, GA, PBIL, PSO, and SGA. The experiment shows that the proposed approach is more effective and feasible in UCAV path planning than the other models. PMID:23365518

A Multiuser Manufacturing Resource Service Composition Method Based on the Bees Algorithm

PubMed Central

Xie, Yongquan; Zhou, Zude; Pham, Duc Truong; Xu, Wenjun; Ji, Chunqian

2015-01-01

In order to realize an optimal resource service allocation in current open and service-oriented manufacturing model, multiuser resource service composition (RSC) is modeled as a combinational and constrained multiobjective problem. The model takes into account both subjective and objective quality of service (QoS) properties as representatives to evaluate a solution. The QoS properties aggregation and evaluation techniques are based on existing researches. The basic Bees Algorithm is tailored for finding a near optimal solution to the model, since the basic version is only proposed to find a desired solution in continuous domain and thus not suitable for solving the problem modeled in our study. Particular rules are designed for handling the constraints and finding Pareto optimality. In addition, the established model introduces a trusted service set to each user so that the algorithm could start by searching in the neighbor of more reliable service chains (known as seeds) than those randomly generated. The advantages of these techniques are validated by experiments in terms of success rate, searching speed, ability of avoiding ingenuity, and so forth. The results demonstrate the effectiveness of the proposed method in handling multiuser RSC problems. PMID:26339232

Reliable Adaptive Data Aggregation Route Strategy for a Trade-off between Energy and Lifetime in WSNs

PubMed Central

Guo, Wenzhong; Hong, Wei; Zhang, Bin; Chen, Yuzhong; Xiong, Naixue

2014-01-01

Mobile security is one of the most fundamental problems in Wireless Sensor Networks (WSNs). The data transmission path will be compromised for some disabled nodes. To construct a secure and reliable network, designing an adaptive route strategy which optimizes energy consumption and network lifetime of the aggregation cost is of great importance. In this paper, we address the reliable data aggregation route problem for WSNs. Firstly, to ensure nodes work properly, we propose a data aggregation route algorithm which improves the energy efficiency in the WSN. The construction process achieved through discrete particle swarm optimization (DPSO) saves node energy costs. Then, to balance the network load and establish a reliable network, an adaptive route algorithm with the minimal energy and the maximum lifetime is proposed. Since it is a non-linear constrained multi-objective optimization problem, in this paper we propose a DPSO with the multi-objective fitness function combined with the phenotype sharing function and penalty function to find available routes. Experimental results show that compared with other tree routing algorithms our algorithm can effectively reduce energy consumption and trade off energy consumption and network lifetime. PMID:25215944

Fair Inference on Outcomes

PubMed Central

Nabi, Razieh; Shpitser, Ilya

2017-01-01

In this paper, we consider the problem of fair statistical inference involving outcome variables. Examples include classification and regression problems, and estimating treatment effects in randomized trials or observational data. The issue of fairness arises in such problems where some covariates or treatments are “sensitive,” in the sense of having potential of creating discrimination. In this paper, we argue that the presence of discrimination can be formalized in a sensible way as the presence of an effect of a sensitive covariate on the outcome along certain causal pathways, a view which generalizes (Pearl 2009). A fair outcome model can then be learned by solving a constrained optimization problem. We discuss a number of complications that arise in classical statistical inference due to this view and provide workarounds based on recent work in causal and semi-parametric inference.

A constrained robust least squares approach for contaminant release history identification

NASA Astrophysics Data System (ADS)

Sun, Alexander Y.; Painter, Scott L.; Wittmeyer, Gordon W.

2006-04-01

Contaminant source identification is an important type of inverse problem in groundwater modeling and is subject to both data and model uncertainty. Model uncertainty was rarely considered in the previous studies. In this work, a robust framework for solving contaminant source recovery problems is introduced. The contaminant source identification problem is first cast into one of solving uncertain linear equations, where the response matrix is constructed using a superposition technique. The formulation presented here is general and is applicable to any porous media flow and transport solvers. The robust least squares (RLS) estimator, which originated in the field of robust identification, directly accounts for errors arising from model uncertainty and has been shown to significantly reduce the sensitivity of the optimal solution to perturbations in model and data. In this work, a new variant of RLS, the constrained robust least squares (CRLS), is formulated for solving uncertain linear equations. CRLS allows for additional constraints, such as nonnegativity, to be imposed. The performance of CRLS is demonstrated through one- and two-dimensional test problems. When the system is ill-conditioned and uncertain, it is found that CRLS gave much better performance than its classical counterpart, the nonnegative least squares. The source identification framework developed in this work thus constitutes a reliable tool for recovering source release histories in real applications.

BCDP: Budget Constrained and Delay-Bounded Placement for Hybrid Roadside Units in Vehicular Ad Hoc Networks

PubMed Central

Li, Peng; Huang, Chuanhe; Liu, Qin

2014-01-01

In vehicular ad hoc networks, roadside units (RSUs) placement has been proposed to improve the the overall network performance in many ITS applications. This paper addresses the budget constrained and delay-bounded placement problem (BCDP) for roadside units in vehicular ad hoc networks. There are two types of RSUs: cable connected RSU (c-RSU) and wireless RSU (w-RSU). c-RSUs are interconnected through wired lines, and they form the backbone of VANETs, while w-RSUs connect to other RSUs through wireless communication and serve as an economical extension of the coverage of c-RSUs. The delay-bounded coverage range and deployment cost of these two cases are totally different. We are given a budget constraint and a delay bound, the problem is how to find the optimal candidate sites with the maximal delay-bounded coverage to place RSUs such that a message from any c-RSU in the region can be disseminated to the more vehicles within the given budget constraint and delay bound. We first prove that the BCDP problem is NP-hard. Then we propose several algorithms to solve the BCDP problem. Simulation results show the heuristic algorithms can significantly improve the coverage range and reduce the total deployment cost, compared with other heuristic methods. PMID:25436656

Wavelet evolutionary network for complex-constrained portfolio rebalancing

NASA Astrophysics Data System (ADS)

Suganya, N. C.; Vijayalakshmi Pai, G. A.

2012-07-01

Portfolio rebalancing problem deals with resetting the proportion of different assets in a portfolio with respect to changing market conditions. The constraints included in the portfolio rebalancing problem are basic, cardinality, bounding, class and proportional transaction cost. In this study, a new heuristic algorithm named wavelet evolutionary network (WEN) is proposed for the solution of complex-constrained portfolio rebalancing problem. Initially, the empirical covariance matrix, one of the key inputs to the problem, is estimated using the wavelet shrinkage denoising technique to obtain better optimal portfolios. Secondly, the complex cardinality constraint is eliminated using k-means cluster analysis. Finally, WEN strategy with logical procedures is employed to find the initial proportion of investment in portfolio of assets and also rebalance them after certain period. Experimental studies of WEN are undertaken on Bombay Stock Exchange, India (BSE200 index, period: July 2001-July 2006) and Tokyo Stock Exchange, Japan (Nikkei225 index, period: March 2002-March 2007) data sets. The result obtained using WEN is compared with the only existing counterpart named Hopfield evolutionary network (HEN) strategy and also verifies that WEN performs better than HEN. In addition, different performance metrics and data envelopment analysis are carried out to prove the robustness and efficiency of WEN over HEN strategy.

Chance-constrained multi-objective optimization of groundwater remediation design at DNAPLs-contaminated sites using a multi-algorithm genetically adaptive method

NASA Astrophysics Data System (ADS)

Ouyang, Qi; Lu, Wenxi; Hou, Zeyu; Zhang, Yu; Li, Shuai; Luo, Jiannan

2017-05-01

In this paper, a multi-algorithm genetically adaptive multi-objective (AMALGAM) method is proposed as a multi-objective optimization solver. It was implemented in the multi-objective optimization of a groundwater remediation design at sites contaminated by dense non-aqueous phase liquids. In this study, there were two objectives: minimization of the total remediation cost, and minimization of the remediation time. A non-dominated sorting genetic algorithm II (NSGA-II) was adopted to compare with the proposed method. For efficiency, the time-consuming surfactant-enhanced aquifer remediation simulation model was replaced by a surrogate model constructed by a multi-gene genetic programming (MGGP) technique. Similarly, two other surrogate modeling methods-support vector regression (SVR) and Kriging (KRG)-were employed to make comparisons with MGGP. In addition, the surrogate-modeling uncertainty was incorporated in the optimization model by chance-constrained programming (CCP). The results showed that, for the problem considered in this study, (1) the solutions obtained by AMALGAM incurred less remediation cost and required less time than those of NSGA-II, indicating that AMALGAM outperformed NSGA-II. It was additionally shown that (2) the MGGP surrogate model was more accurate than SVR and KRG; and (3) the remediation cost and time increased with the confidence level, which can enable decision makers to make a suitable choice by considering the given budget, remediation time, and reliability.

Adaptive bi-level programming for optimal gene knockouts for targeted overproduction under phenotypic constraints

PubMed Central

2013-01-01

Background Optimization procedures to identify gene knockouts for targeted biochemical overproduction have been widely in use in modern metabolic engineering. Flux balance analysis (FBA) framework has provided conceptual simplifications for genome-scale dynamic analysis at steady states. Based on FBA, many current optimization methods for targeted bio-productions have been developed under the maximum cell growth assumption. The optimization problem to derive gene knockout strategies recently has been formulated as a bi-level programming problem in OptKnock for maximum targeted bio-productions with maximum growth rates. However, it has been shown that knockout mutants in fact reach the steady states with the minimization of metabolic adjustment (MOMA) from the corresponding wild-type strains instead of having maximal growth rates after genetic or metabolic intervention. In this work, we propose a new bi-level computational framework--MOMAKnock--which can derive robust knockout strategies under the MOMA flux distribution approximation. Methods In this new bi-level optimization framework, we aim to maximize the production of targeted chemicals by identifying candidate knockout genes or reactions under phenotypic constraints approximated by the MOMA assumption. Hence, the targeted chemical production is the primary objective of MOMAKnock while the MOMA assumption is formulated as the inner problem of constraining the knockout metabolic flux to be as close as possible to the steady-state phenotypes of wide-type strains. As this new inner problem becomes a quadratic programming problem, a novel adaptive piecewise linearization algorithm is developed in this paper to obtain the exact optimal solution to this new bi-level integer quadratic programming problem for MOMAKnock. Results Our new MOMAKnock model and the adaptive piecewise linearization solution algorithm are tested with a small E. coli core metabolic network and a large-scale iAF1260 E. coli metabolic network. The derived knockout strategies are compared with those from OptKnock. Our preliminary experimental results show that MOMAKnock can provide improved targeted productions with more robust knockout strategies. PMID:23368729

Adaptive bi-level programming for optimal gene knockouts for targeted overproduction under phenotypic constraints.

PubMed

Ren, Shaogang; Zeng, Bo; Qian, Xiaoning

2013-01-01

Optimization procedures to identify gene knockouts for targeted biochemical overproduction have been widely in use in modern metabolic engineering. Flux balance analysis (FBA) framework has provided conceptual simplifications for genome-scale dynamic analysis at steady states. Based on FBA, many current optimization methods for targeted bio-productions have been developed under the maximum cell growth assumption. The optimization problem to derive gene knockout strategies recently has been formulated as a bi-level programming problem in OptKnock for maximum targeted bio-productions with maximum growth rates. However, it has been shown that knockout mutants in fact reach the steady states with the minimization of metabolic adjustment (MOMA) from the corresponding wild-type strains instead of having maximal growth rates after genetic or metabolic intervention. In this work, we propose a new bi-level computational framework--MOMAKnock--which can derive robust knockout strategies under the MOMA flux distribution approximation. In this new bi-level optimization framework, we aim to maximize the production of targeted chemicals by identifying candidate knockout genes or reactions under phenotypic constraints approximated by the MOMA assumption. Hence, the targeted chemical production is the primary objective of MOMAKnock while the MOMA assumption is formulated as the inner problem of constraining the knockout metabolic flux to be as close as possible to the steady-state phenotypes of wide-type strains. As this new inner problem becomes a quadratic programming problem, a novel adaptive piecewise linearization algorithm is developed in this paper to obtain the exact optimal solution to this new bi-level integer quadratic programming problem for MOMAKnock. Our new MOMAKnock model and the adaptive piecewise linearization solution algorithm are tested with a small E. coli core metabolic network and a large-scale iAF1260 E. coli metabolic network. The derived knockout strategies are compared with those from OptKnock. Our preliminary experimental results show that MOMAKnock can provide improved targeted productions with more robust knockout strategies.

Application of decomposition techniques to the preliminary design of a transport aircraft

NASA Technical Reports Server (NTRS)

Rogan, J. E.; Mcelveen, R. P.; Kolb, M. A.

1986-01-01

A multifaceted decomposition of a nonlinear constrained optimization problem describing the preliminary design process for a transport aircraft has been made. Flight dynamics, flexible aircraft loads and deformations, and preliminary structural design subproblems appear prominently in the decomposition. The use of design process decomposition for scheduling design projects, a new system integration approach to configuration control, and the application of object-centered programming to a new generation of design tools are discussed.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Geng, Guangchao; Abhyankar, Shrirang; Wang, Xiaoyu

Transient stability-constrained optimal power flow is an important emerging problem with power systems pushed to the limits for economic benefits, dense and larger interconnected systems, and reduced inertia due to expected proliferation of renewable energy resources. In this study, two more approaches: single machine equivalent and computational intelligence are presented. Also discussed are various application areas, and future directions in this research area. In conclusion, a comprehensive resource for the available literature, publicly available test systems, and relevant numerical libraries is also provided.

Maximum margin multiple instance clustering with applications to image and text clustering.

PubMed

Zhang, Dan; Wang, Fei; Si, Luo; Li, Tao

2011-05-01

In multiple instance learning problems, patterns are often given as bags and each bag consists of some instances. Most of existing research in the area focuses on multiple instance classification and multiple instance regression, while very limited work has been conducted for multiple instance clustering (MIC). This paper formulates a novel framework, maximum margin multiple instance clustering (M(3)IC), for MIC. However, it is impractical to directly solve the optimization problem of M(3)IC. Therefore, M(3)IC is relaxed in this paper to enable an efficient optimization solution with a combination of the constrained concave-convex procedure and the cutting plane method. Furthermore, this paper presents some important properties of the proposed method and discusses the relationship between the proposed method and some other related ones. An extensive set of empirical results are shown to demonstrate the advantages of the proposed method against existing research for both effectiveness and efficiency.

A Proposal of a Fast Computation Method for Thermal Capacity and Voltage ATC by Means of Homotopy Functions

NASA Astrophysics Data System (ADS)

Zoka, Yoshifumi; Yorino, Naoto; Kawano, Koki; Suenari, Hiroyasu

This paper proposes a fast computation method for Available Transfer Capability (ATC) with respect to thermal and voltage magnitude limits. In the paper, ATC is formulated as an optimization problem. In order to obtain the efficiency for the N-1 outage contingency calculations, linear sensitivity methods are applied for screening and ranking all contingency selections with respect to the thermal and voltage magnitude limits margin to identify the severest case. In addition, homotopy functions are used for the generator QV constrains to reduce the maximum error of the linear estimation. Then, the Primal-Dual Interior Point Method (PDIPM) is used to solve the optimization problem for the severest case only, in which the solutions of ATC can be obtained efficiently. The effectiveness of the proposed method is demonstrated through IEEE 30, 57, 118-bus systems.

Manifold Learning by Preserving Distance Orders.

PubMed

Ataer-Cansizoglu, Esra; Akcakaya, Murat; Orhan, Umut; Erdogmus, Deniz

2014-03-01

Nonlinear dimensionality reduction is essential for the analysis and the interpretation of high dimensional data sets. In this manuscript, we propose a distance order preserving manifold learning algorithm that extends the basic mean-squared error cost function used mainly in multidimensional scaling (MDS)-based methods. We develop a constrained optimization problem by assuming explicit constraints on the order of distances in the low-dimensional space. In this optimization problem, as a generalization of MDS, instead of forcing a linear relationship between the distances in the high-dimensional original and low-dimensional projection space, we learn a non-decreasing relation approximated by radial basis functions. We compare the proposed method with existing manifold learning algorithms using synthetic datasets based on the commonly used residual variance and proposed percentage of violated distance orders metrics. We also perform experiments on a retinal image dataset used in Retinopathy of Prematurity (ROP) diagnosis.

A hybrid intelligent algorithm for portfolio selection problem with fuzzy returns

NASA Astrophysics Data System (ADS)

Li, Xiang; Zhang, Yang; Wong, Hau-San; Qin, Zhongfeng

2009-11-01

Portfolio selection theory with fuzzy returns has been well developed and widely applied. Within the framework of credibility theory, several fuzzy portfolio selection models have been proposed such as mean-variance model, entropy optimization model, chance constrained programming model and so on. In order to solve these nonlinear optimization models, a hybrid intelligent algorithm is designed by integrating simulated annealing algorithm, neural network and fuzzy simulation techniques, where the neural network is used to approximate the expected value and variance for fuzzy returns and the fuzzy simulation is used to generate the training data for neural network. Since these models are used to be solved by genetic algorithm, some comparisons between the hybrid intelligent algorithm and genetic algorithm are given in terms of numerical examples, which imply that the hybrid intelligent algorithm is robust and more effective. In particular, it reduces the running time significantly for large size problems.

Matching CT and ultrasound data of the liver by landmark constrained image registration

NASA Astrophysics Data System (ADS)

Olesch, Janine; Papenberg, Nils; Lange, Thomas; Conrad, Matthias; Fischer, Bernd

2009-02-01

In navigated liver surgery the key challenge is the registration of pre-operative planing and intra-operative navigation data. Due to the patients individual anatomy the planning is based on segmented, pre-operative CT scans whereas ultrasound captures the actual intra-operative situation. In this paper we derive a novel method based on variational image registration methods and additional given anatomic landmarks. For the first time we embed the landmark information as inequality hard constraints and thereby allowing for inaccurately placed landmarks. The yielding optimization problem allows to ensure the accuracy of the landmark fit by simultaneous intensity based image registration. Following the discretize-then-optimize approach the overall problem is solved by a generalized Gauss-Newton-method. The upcoming linear system is attacked by the MinRes solver. We demonstrate the applicability of the new approach for clinical data which lead to convincing results.

Using information Theory in Optimal Test Point Selection for Health Management in NASA's Exploration Vehicles

NASA Technical Reports Server (NTRS)

Mehr, Ali Farhang; Tumer, Irem

2005-01-01

In this paper, we will present a new methodology that measures the "worth" of deploying an additional testing instrument (sensor) in terms of the amount of information that can be retrieved from such measurement. This quantity is obtained using a probabilistic model of RLV's that has been partially developed in the NASA Ames Research Center. A number of correlated attributes are identified and used to obtain the worth of deploying a sensor in a given test point from an information-theoretic viewpoint. Once the information-theoretic worth of sensors is formulated and incorporated into our general model for IHM performance, the problem can be formulated as a constrained optimization problem where reliability and operational safety of the system as a whole is considered. Although this research is conducted specifically for RLV's, the proposed methodology in its generic form can be easily extended to other domains of systems health monitoring.

Optimization of the Number and Location of Tsunami Stations in a Tsunami Warning System

NASA Astrophysics Data System (ADS)

An, C.; Liu, P. L. F.; Pritchard, M. E.

2014-12-01

Optimizing the number and location of tsunami stations in designing a tsunami warning system is an important and practical problem. It is always desirable to maximize the capability of the data obtained from the stations for constraining the earthquake source parameters, and to minimize the number of stations at the same time. During the 2011 Tohoku tsunami event, 28 coastal gauges and DART buoys in the near-field recorded tsunami waves, providing an opportunity for assessing the effectiveness of those stations in identifying the earthquake source parameters. Assuming a single-plane fault geometry, inversions of tsunami data from combinations of various number (1~28) of stations and locations are conducted and evaluated their effectiveness according to the residues of the inverse method. Results show that the optimized locations of stations depend on the number of stations used. If the stations are optimally located, 2~4 stations are sufficient to constrain the source parameters. Regarding the optimized location, stations must be uniformly spread in all directions, which is not surprising. It is also found that stations within the source region generally give worse constraint of earthquake source than stations farther from source, which is due to the exaggeration of model error in matching large amplitude waves at near-source stations. Quantitative discussions on these findings will be given in the presentation. Applying similar analysis to the Manila Trench based on artificial scenarios of earthquakes and tsunamis, the optimal location of tsunami stations are obtained, which provides guidance of deploying a tsunami warning system in this region.

Constrained growth flips the direction of optimal phenological responses among annual plants.

PubMed

Lindh, Magnus; Johansson, Jacob; Bolmgren, Kjell; Lundström, Niklas L P; Brännström, Åke; Jonzén, Niclas

2016-03-01

Phenological changes among plants due to climate change are well documented, but often hard to interpret. In order to assess the adaptive value of observed changes, we study how annual plants with and without growth constraints should optimize their flowering time when productivity and season length changes. We consider growth constraints that depend on the plant's vegetative mass: self-shading, costs for nonphotosynthetic structural tissue and sibling competition. We derive the optimal flowering time from a dynamic energy allocation model using optimal control theory. We prove that an immediate switch (bang-bang control) from vegetative to reproductive growth is optimal with constrained growth and constant mortality. Increasing mean productivity, while keeping season length constant and growth unconstrained, delayed the optimal flowering time. When growth was constrained and productivity was relatively high, the optimal flowering time advanced instead. When the growth season was extended equally at both ends, the optimal flowering time was advanced under constrained growth and delayed under unconstrained growth. Our results suggests that growth constraints are key factors to consider when interpreting phenological flowering responses. It can help to explain phenological patterns along productivity gradients, and links empirical observations made on calendar scales with life-history theory. © 2015 The Authors. New Phytologist © 2015 New Phytologist Trust.

Cascaded Optimization for a Persistent Data Ferrying Unmanned Aircraft

NASA Astrophysics Data System (ADS)

Carfang, Anthony

This dissertation develops and assesses a cascaded method for designing optimal periodic trajectories and link schedules for an unmanned aircraft to ferry data between stationary ground nodes. This results in a fast solution method without the need to artificially constrain system dynamics. Focusing on a fundamental ferrying problem that involves one source and one destination, but includes complex vehicle and Radio-Frequency (RF) dynamics, a cascaded structure to the system dynamics is uncovered. This structure is exploited by reformulating the nonlinear optimization problem into one that reduces the independent control to the vehicle's motion, while the link scheduling control is folded into the objective function and implemented as an optimal policy that depends on candidate motion control. This formulation is proven to maintain optimality while reducing computation time in comparison to traditional ferry optimization methods. The discrete link scheduling problem takes the form of a combinatorial optimization problem that is known to be NP-Hard. A derived necessary condition for optimality guides the development of several heuristic algorithms, specifically the Most-Data-First Algorithm and the Knapsack Adaptation. These heuristics are extended to larger ferrying scenarios, and assessed analytically and through Monte Carlo simulation, showing better throughput performance in the same order of magnitude of computation time in comparison to other common link scheduling policies. The cascaded optimization method is implemented with a novel embedded software system on a small, unmanned aircraft to validate the simulation results with field experiments. To address the sensitivity of results on trajectory tracking performance, a system that combines motion and link control with waypoint-based navigation is developed and assessed through field experiments. The data ferrying algorithms are further extended by incorporating a Gaussian process to opportunistically learn the RF environment. By continuously improving RF models, the cascaded planner can continually improve the ferrying system's overall performance.

Optimal control penalty finite elements - Applications to integrodifferential equations

NASA Astrophysics Data System (ADS)

Chung, T. J.

The application of the optimal-control/penalty finite-element method to the solution of integrodifferential equations in radiative-heat-transfer problems (Chung et al.; Chung and Kim, 1982) is discussed and illustrated. The nonself-adjointness of the convective terms in the governing equations is treated by utilizing optimal-control cost functions and employing penalty functions to constrain auxiliary equations which permit the reduction of second-order derivatives to first order. The OCPFE method is applied to combined-mode heat transfer by conduction, convection, and radiation, both without and with scattering and viscous dissipation; the results are presented graphically and compared to those obtained by other methods. The OCPFE method is shown to give good results in cases where standard Galerkin FE fail, and to facilitate the investigation of scattering and dissipation effects.

An artificial bee colony algorithm for locating the critical slip surface in slope stability analysis

NASA Astrophysics Data System (ADS)

Kang, Fei; Li, Junjie; Ma, Zhenyue

2013-02-01

Determination of the critical slip surface with the minimum factor of safety of a slope is a difficult constrained global optimization problem. In this article, an artificial bee colony algorithm with a multi-slice adjustment method is proposed for locating the critical slip surfaces of soil slopes, and the Spencer method is employed to calculate the factor of safety. Six benchmark examples are presented to illustrate the reliability and efficiency of the proposed technique, and it is also compared with some well-known or recent algorithms for the problem. The results show that the new algorithm is promising in terms of accuracy and efficiency.

Density of convex intersections and applications

PubMed Central

Rautenberg, C. N.; Rösel, S.

2017-01-01

In this paper, we address density properties of intersections of convex sets in several function spaces. Using the concept of Γ-convergence, it is shown in a general framework, how these density issues naturally arise from the regularization, discretization or dualization of constrained optimization problems and from perturbed variational inequalities. A variety of density results (and counterexamples) for pointwise constraints in Sobolev spaces are presented and the corresponding regularity requirements on the upper bound are identified. The results are further discussed in the context of finite-element discretizations of sets associated with convex constraints. Finally, two applications are provided, which include elasto-plasticity and image restoration problems. PMID:28989301

Far-field mission planning for nap-of-the-earth flight

NASA Technical Reports Server (NTRS)

Deutsch, Owen L.; Desai, Mukund; Mcgee, Leonard A.

1987-01-01

In the face of numerically superior hostile forces, deployment of individual vehicles to the right place, at the right time, and the ability to plan missions with less conservatism, will become significant force multipliers. Far-field mission planning is one of the enabling technologies that will facilitate force coordination through management of mission timeline, vehicle survivability and fuel constraints. On-board replanning is required to deal responsively with departures from nominal plan execution that result from imperfect knowledge of and temporal variability in the mission environment. The far-field planning problem is posed as a constrained optimization problem and algorithms and structural organization are proposed for the solution.

CAD of control systems: Application of nonlinear programming to a linear quadratic formulation

NASA Technical Reports Server (NTRS)

Fleming, P.

1983-01-01

The familiar suboptimal regulator design approach is recast as a constrained optimization problem and incorporated in a Computer Aided Design (CAD) package where both design objective and constraints are quadratic cost functions. This formulation permits the separate consideration of, for example, model following errors, sensitivity measures and control energy as objectives to be minimized or limits to be observed. Efficient techniques for computing the interrelated cost functions and their gradients are utilized in conjunction with a nonlinear programming algorithm. The effectiveness of the approach and the degree of insight into the problem which it affords is illustrated in a helicopter regulation design example.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Birge, J. R.; Qi, L.; Wei, Z.

In this paper we give a variant of the Topkis-Veinott method for solving inequality constrained optimization problems. This method uses a linearly constrained positive semidefinite quadratic problem to generate a feasible descent direction at each iteration. Under mild assumptions, the algorithm is shown to be globally convergent in the sense that every accumulation point of the sequence generated by the algorithm is a Fritz-John point of the problem. We introduce a Fritz-John (FJ) function, an FJ1 strong second-order sufficiency condition (FJ1-SSOSC), and an FJ2 strong second-order sufficiency condition (FJ2-SSOSC), and then show, without any constraint qualification (CQ), that (i) ifmore » an FJ point z satisfies the FJ1-SSOSC, then there exists a neighborhood N(z) of z such that, for any FJ point y element of N(z) {l_brace}z {r_brace} , f{sub 0}(y) {ne} f{sub 0}(z) , where f{sub 0} is the objective function of the problem; (ii) if an FJ point z satisfies the FJ2-SSOSC, then z is a strict local minimum of the problem. The result (i) implies that the entire iteration point sequence generated by the method converges to an FJ point. We also show that if the parameters are chosen large enough, a unit step length can be accepted by the proposed algorithm.« less

Formation of current singularity in a topologically constrained plasma

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhou, Yao; Huang, Yi-Min; Qin, Hong

2016-02-01

Recently a variational integrator for ideal magnetohydrodynamics in Lagrangian labeling has been developed. Its built-in frozen-in equation makes it optimal for studying current sheet formation. We use this scheme to study the Hahm-Kulsrud-Taylor problem, which considers the response of a 2D plasma magnetized by a sheared field under sinusoidal boundary forcing. We obtain an equilibrium solution that preserves the magnetic topology of the initial field exactly, with a fluid mapping that is non-differentiable. Unlike previous studies that examine the current density output, we identify a singular current sheet from the fluid mapping. These results are benchmarked with a constrained Grad-Shafranovmore » solver. The same signature of current singularity can be found in other cases with more complex magnetic topologies.« less

Constrained ℋ∞ control for low bandwidth active suspensions

NASA Astrophysics Data System (ADS)

Wasiwitono, Unggul; Sutantra, I. Nyoman

2017-08-01

Low Bandwidth Active Suspension (LBAS) is shown to be more competitive to High Bandwidth Active Suspension (HBAS) when energy and cost aspects are taken into account. In this paper, the constrained ℋ∞ control scheme is applied for LBAS system. The ℋ∞ performance is used to measure ride comfort while the concept of reachable set in a state-space ellipsoid defined by a quadratic storage function is used to capture the time domain constraint that representing the requirements for road holding, suspension deflection limitation and actuator saturation. Then, the control problem is derived in the framework of Linear Matrix Inequality (LMI) optimization. The simulation is conducted considering the road disturbance as a stationary random process. The achievable performance of LBAS is analyzed for different values of bandwidth and damping ratio.

An optimization tool for satellite equipment layout

NASA Astrophysics Data System (ADS)

Qin, Zheng; Liang, Yan-gang; Zhou, Jian-ping

2018-01-01

Selection of the satellite equipment layout with performance constraints is a complex task which can be viewed as a constrained multi-objective optimization and a multiple criteria decision making problem. The layout design of a satellite cabin involves the process of locating the required equipment in a limited space, thereby satisfying various behavioral constraints of the interior and exterior environments. The layout optimization of satellite cabin in this paper includes the C.G. offset, the moments of inertia and the space debris impact risk of the system, of which the impact risk index is developed to quantify the risk to a satellite cabin of coming into contact with space debris. In this paper an optimization tool for the integration of CAD software as well as the optimization algorithms is presented, which is developed to automatically find solutions for a three-dimensional layout of equipment in satellite. The effectiveness of the tool is also demonstrated by applying to the layout optimization of a satellite platform.

Global Optimization of Low-Thrust Interplanetary Trajectories Subject to Operational Constraints

NASA Technical Reports Server (NTRS)

Englander, Jacob A.; Vavrina, Matthew A.; Hinckley, David

2016-01-01

Low-thrust interplanetary space missions are highly complex and there can be many locally optimal solutions. While several techniques exist to search for globally optimal solutions to low-thrust trajectory design problems, they are typically limited to unconstrained trajectories. The operational design community in turn has largely avoided using such techniques and has primarily focused on accurate constrained local optimization combined with grid searches and intuitive design processes at the expense of efficient exploration of the global design space. This work is an attempt to bridge the gap between the global optimization and operational design communities by presenting a mathematical framework for global optimization of low-thrust trajectories subject to complex constraints including the targeting of planetary landing sites, a solar range constraint to simplify the thermal design of the spacecraft, and a real-world multi-thruster electric propulsion system that must switch thrusters on and off as available power changes over the course of a mission.

Scheduling Aircraft Landings under Constrained Position Shifting

NASA Technical Reports Server (NTRS)

Balakrishnan, Hamsa; Chandran, Bala

2006-01-01

Optimal scheduling of airport runway operations can play an important role in improving the safety and efficiency of the National Airspace System (NAS). Methods that compute the optimal landing sequence and landing times of aircraft must accommodate practical issues that affect the implementation of the schedule. One such practical consideration, known as Constrained Position Shifting (CPS), is the restriction that each aircraft must land within a pre-specified number of positions of its place in the First-Come-First-Served (FCFS) sequence. We consider the problem of scheduling landings of aircraft in a CPS environment in order to maximize runway throughput (minimize the completion time of the landing sequence), subject to operational constraints such as FAA-specified minimum inter-arrival spacing restrictions, precedence relationships among aircraft that arise either from airline preferences or air traffic control procedures that prevent overtaking, and time windows (representing possible control actions) during which each aircraft landing can occur. We present a Dynamic Programming-based approach that scales linearly in the number of aircraft, and describe our computational experience with a prototype implementation on realistic data for Denver International Airport.

Interconnection-wide hour-ahead scheduling in the presence of intermittent renewables and demand response: A surplus maximizing approach

DOE Office of Scientific and Technical Information (OSTI.GOV)

Behboodi, Sahand; Chassin, David P.; Djilali, Ned

This study describes a new approach for solving the multi-area electricity resource allocation problem when considering both intermittent renewables and demand response. The method determines the hourly inter-area export/import set that maximizes the interconnection (global) surplus satisfying transmission, generation and load constraints. The optimal inter-area transfer set effectively makes the electricity price uniform over the interconnection apart from constrained areas, which overall increases the consumer surplus more than it decreases the producer surplus. The method is computationally efficient and suitable for use in simulations that depend on optimal scheduling models. The method is demonstrated on a system that represents Northmore » America Western Interconnection for the planning year of 2024. Simulation results indicate that effective use of interties reduces the system operation cost substantially. Excluding demand response, both the unconstrained and the constrained scheduling solutions decrease the global production cost (and equivalently increase the global economic surplus) by 12.30B and 10.67B per year, respectively, when compared to the standalone case in which each control area relies only on its local supply resources. This cost saving is equal to 25% and 22% of the annual production cost. Including 5% demand response, the constrained solution decreases the annual production cost by 10.70B, while increases the annual surplus by 9.32B in comparison to the standalone case.« less

Interconnection-wide hour-ahead scheduling in the presence of intermittent renewables and demand response: A surplus maximizing approach

DOE PAGES

Behboodi, Sahand; Chassin, David P.; Djilali, Ned; ...

2016-12-23

This study describes a new approach for solving the multi-area electricity resource allocation problem when considering both intermittent renewables and demand response. The method determines the hourly inter-area export/import set that maximizes the interconnection (global) surplus satisfying transmission, generation and load constraints. The optimal inter-area transfer set effectively makes the electricity price uniform over the interconnection apart from constrained areas, which overall increases the consumer surplus more than it decreases the producer surplus. The method is computationally efficient and suitable for use in simulations that depend on optimal scheduling models. The method is demonstrated on a system that represents Northmore » America Western Interconnection for the planning year of 2024. Simulation results indicate that effective use of interties reduces the system operation cost substantially. Excluding demand response, both the unconstrained and the constrained scheduling solutions decrease the global production cost (and equivalently increase the global economic surplus) by 12.30B and 10.67B per year, respectively, when compared to the standalone case in which each control area relies only on its local supply resources. This cost saving is equal to 25% and 22% of the annual production cost. Including 5% demand response, the constrained solution decreases the annual production cost by 10.70B, while increases the annual surplus by 9.32B in comparison to the standalone case.« less

Structural and parameteric uncertainty quantification in cloud microphysics parameterization schemes

NASA Astrophysics Data System (ADS)

van Lier-Walqui, M.; Morrison, H.; Kumjian, M. R.; Prat, O. P.; Martinkus, C.

2017-12-01

Atmospheric model parameterization schemes employ approximations to represent the effects of unresolved processes. These approximations are a source of error in forecasts, caused in part by considerable uncertainty about the optimal value of parameters within each scheme -- parameteric uncertainty. Furthermore, there is uncertainty regarding the best choice of the overarching structure of the parameterization scheme -- structrual uncertainty. Parameter estimation can constrain the first, but may struggle with the second because structural choices are typically discrete. We address this problem in the context of cloud microphysics parameterization schemes by creating a flexible framework wherein structural and parametric uncertainties can be simultaneously constrained. Our scheme makes no assuptions about drop size distribution shape or the functional form of parametrized process rate terms. Instead, these uncertainties are constrained by observations using a Markov Chain Monte Carlo sampler within a Bayesian inference framework. Our scheme, the Bayesian Observationally-constrained Statistical-physical Scheme (BOSS), has flexibility to predict various sets of prognostic drop size distribution moments as well as varying complexity of process rate formulations. We compare idealized probabilistic forecasts from versions of BOSS with varying levels of structural complexity. This work has applications in ensemble forecasts with model physics uncertainty, data assimilation, and cloud microphysics process studies.

Real-Time Optimization for use in a Control Allocation System to Recover from Pilot Induced Oscillations

NASA Technical Reports Server (NTRS)

Leonard, Michael W.

2013-01-01

Integration of the Control Allocation technique to recover from Pilot Induced Oscillations (CAPIO) System into the control system of a Short Takeoff and Landing Mobility Concept Vehicle simulation presents a challenge because the CAPIO formulation requires that constrained optimization problems be solved at the controller operating frequency. We present a solution that utilizes a modified version of the well-known L-BFGS-B solver. Despite the iterative nature of the solver, the method is seen to converge in real time with sufficient reliability to support three weeks of piloted runs at the NASA Ames Vertical Motion Simulator (VMS) facility. The results of the optimization are seen to be excellent in the vast majority of real-time frames. Deficiencies in the quality of the results in some frames are shown to be improvable with simple termination criteria adjustments, though more real-time optimization iterations would be required.

Reinforcement learning for adaptive optimal control of unknown continuous-time nonlinear systems with input constraints

NASA Astrophysics Data System (ADS)

Yang, Xiong; Liu, Derong; Wang, Ding

2014-03-01

In this paper, an adaptive reinforcement learning-based solution is developed for the infinite-horizon optimal control problem of constrained-input continuous-time nonlinear systems in the presence of nonlinearities with unknown structures. Two different types of neural networks (NNs) are employed to approximate the Hamilton-Jacobi-Bellman equation. That is, an recurrent NN is constructed to identify the unknown dynamical system, and two feedforward NNs are used as the actor and the critic to approximate the optimal control and the optimal cost, respectively. Based on this framework, the action NN and the critic NN are tuned simultaneously, without the requirement for the knowledge of system drift dynamics. Moreover, by using Lyapunov's direct method, the weights of the action NN and the critic NN are guaranteed to be uniformly ultimately bounded, while keeping the closed-loop system stable. To demonstrate the effectiveness of the present approach, simulation results are illustrated.

ADS: A FORTRAN program for automated design synthesis: Version 1.10

NASA Technical Reports Server (NTRS)

Vanderplaats, G. N.

1985-01-01

A new general-purpose optimization program for engineering design is described. ADS (Automated Design Synthesis - Version 1.10) is a FORTRAN program for solution of nonlinear constrained optimization problems. The program is segmented into three levels: strategy, optimizer, and one-dimensional search. At each level, several options are available so that a total of over 100 possible combinations can be created. Examples of available strategies are sequential unconstrained minimization, the Augmented Lagrange Multiplier method, and Sequential Linear Programming. Available optimizers include variable metric methods and the Method of Feasible Directions as examples, and one-dimensional search options include polynomial interpolation and the Golden Section method as examples. Emphasis is placed on ease of use of the program. All information is transferred via a single parameter list. Default values are provided for all internal program parameters such as convergence criteria, and the user is given a simple means to over-ride these, if desired.

Material Distribution Optimization for the Shell Aircraft Composite Structure

NASA Astrophysics Data System (ADS)

Shevtsov, S.; Zhilyaev, I.; Oganesyan, P.; Axenov, V.

2016-09-01

One of the main goal in aircraft structures designing isweight decreasing and stiffness increasing. Composite structures recently became popular in aircraft because of their mechanical properties and wide range of optimization possibilities.Weight distribution and lay-up are keys to creating lightweight stiff strictures. In this paperwe discuss optimization of specific structure that undergoes the non-uniform air pressure at the different flight conditions and reduce a level of noise caused by the airflowinduced vibrations at the constrained weight of the part. Initial model was created with CAD tool Siemens NX, finite element analysis and post processing were performed with COMSOL Multiphysicsr and MATLABr. Numerical solutions of the Reynolds averaged Navier-Stokes (RANS) equations supplemented by k-w turbulence model provide the spatial distributions of air pressure applied to the shell surface. At the formulation of optimization problem the global strain energy calculated within the optimized shell was assumed as the objective. Wall thickness has been changed using parametric approach by an initiation of auxiliary sphere with varied radius and coordinates of the center, which were the design variables. To avoid a local stress concentration, wall thickness increment was defined as smooth function on the shell surface dependent of auxiliary sphere position and size. Our study consists of multiple steps: CAD/CAE transformation of the model, determining wind pressure for different flow angles, optimizing wall thickness distribution for specific flow angles, designing a lay-up for optimal material distribution. The studied structure was improved in terms of maximum and average strain energy at the constrained expense ofweight growth. Developed methods and tools can be applied to wide range of shell-like structures made of multilayered quasi-isotropic laminates.

Decomposing Large Inverse Problems with an Augmented Lagrangian Approach: Application to Joint Inversion of Body-Wave Travel Times and Surface-Wave Dispersion Measurements

NASA Astrophysics Data System (ADS)

Reiter, D. T.; Rodi, W. L.

2015-12-01

Constructing 3D Earth models through the joint inversion of large geophysical data sets presents numerous theoretical and practical challenges, especially when diverse types of data and model parameters are involved. Among the challenges are the computational complexity associated with large data and model vectors and the need to unify differing model parameterizations, forward modeling methods and regularization schemes within a common inversion framework. The challenges can be addressed in part by decomposing the inverse problem into smaller, simpler inverse problems that can be solved separately, providing one knows how to merge the separate inversion results into an optimal solution of the full problem. We have formulated an approach to the decomposition of large inverse problems based on the augmented Lagrangian technique from optimization theory. As commonly done, we define a solution to the full inverse problem as the Earth model minimizing an objective function motivated, for example, by a Bayesian inference formulation. Our decomposition approach recasts the minimization problem equivalently as the minimization of component objective functions, corresponding to specified data subsets, subject to the constraints that the minimizing models be equal. A standard optimization algorithm solves the resulting constrained minimization problems by alternating between the separate solution of the component problems and the updating of Lagrange multipliers that serve to steer the individual solution models toward a common model solving the full problem. We are applying our inversion method to the reconstruction of the·crust and upper-mantle seismic velocity structure across Eurasia.· Data for the inversion comprise a large set of P and S body-wave travel times·and fundamental and first-higher mode Rayleigh-wave group velocities.

Optimizing Preseason Training Loads in Australian Football.

PubMed

Carey, David L; Crow, Justin; Ong, Kok-Leong; Blanch, Peter; Morris, Meg E; Dascombe, Ben J; Crossley, Kay M

2018-02-01

To investigate whether preseason training plans for Australian football can be computer generated using current training-load guidelines to optimize injury-risk reduction and performance improvement. A constrained optimization problem was defined for daily total and sprint distance, using the preseason schedule of an elite Australian football team as a template. Maximizing total training volume and maximizing Banister-model-projected performance were both considered optimization objectives. Cumulative workload and acute:chronic workload-ratio constraints were placed on training programs to reflect current guidelines on relative and absolute training loads for injury-risk reduction. Optimization software was then used to generate preseason training plans. The optimization framework was able to generate training plans that satisfied relative and absolute workload constraints. Increasing the off-season chronic training loads enabled the optimization algorithm to prescribe higher amounts of "safe" training and attain higher projected performance levels. Simulations showed that using a Banister-model objective led to plans that included a taper in training load prior to competition to minimize fatigue and maximize projected performance. In contrast, when the objective was to maximize total training volume, more frequent training was prescribed to accumulate as much load as possible. Feasible training plans that maximize projected performance and satisfy injury-risk constraints can be automatically generated by an optimization problem for Australian football. The optimization methods allow for individualized training-plan design and the ability to adapt to changing training objectives and different training-load metrics.

Machine Learning Techniques in Optimal Design

NASA Technical Reports Server (NTRS)

Cerbone, Giuseppe

1992-01-01

Many important applications can be formalized as constrained optimization tasks. For example, we are studying the engineering domain of two-dimensional (2-D) structural design. In this task, the goal is to design a structure of minimum weight that bears a set of loads. A solution to a design problem in which there is a single load (L) and two stationary support points (S1 and S2) consists of four members, E1, E2, E3, and E4 that connect the load to the support points is discussed. In principle, optimal solutions to problems of this kind can be found by numerical optimization techniques. However, in practice [Vanderplaats, 1984] these methods are slow and they can produce different local solutions whose quality (ratio to the global optimum) varies with the choice of starting points. Hence, their applicability to real-world problems is severely restricted. To overcome these limitations, we propose to augment numerical optimization by first performing a symbolic compilation stage to produce: (a) objective functions that are faster to evaluate and that depend less on the choice of the starting point and (b) selection rules that associate problem instances to a set of recommended solutions. These goals are accomplished by successive specializations of the problem class and of the associated objective functions. In the end, this process reduces the problem to a collection of independent functions that are fast to evaluate, that can be differentiated symbolically, and that represent smaller regions of the overall search space. However, the specialization process can produce a large number of sub-problems. This is overcome by deriving inductively selection rules which associate problems to small sets of specialized independent sub-problems. Each set of candidate solutions is chosen to minimize a cost function which expresses the tradeoff between the quality of the solution that can be obtained from the sub-problem and the time it takes to produce it. The overall solution to the problem, is then obtained by solving in parallel each of the sub-problems in the set and computing the one with the minimum cost. In addition to speeding up the optimization process, our use of learning methods also relieves the expert from the burden of identifying rules that exactly pinpoint optimal candidate sub-problems. In real engineering tasks it is usually too costly to the engineers to derive such rules. Therefore, this paper also contributes to a further step towards the solution of the knowledge acquisition bottleneck [Feigenbaum, 1977] which has somewhat impaired the construction of rulebased expert systems.

LDRD Report: Topological Design Optimization of Convolutes in Next Generation Pulsed Power Devices.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cyr, Eric C.; von Winckel, Gregory John; Kouri, Drew Philip

This LDRD project was developed around the ambitious goal of applying PDE-constrained opti- mization approaches to design Z-machine components whose performance is governed by elec- tromagnetic and plasma models. This report documents the results of this LDRD project. Our differentiating approach was to use topology optimization methods developed for structural design and extend them for application to electromagnetic systems pertinent to the Z-machine. To achieve this objective a suite of optimization algorithms were implemented in the ROL library part of the Trilinos framework. These methods were applied to standalone demonstration problems and the Drekar multi-physics research application. Out of thismore » exploration a new augmented Lagrangian approach to structural design problems was developed. We demonstrate that this approach has favorable mesh-independent performance. Both the final design and the algorithmic performance were independent of the size of the mesh. In addition, topology optimization formulations for the design of conducting networks were developed and demonstrated. Of note, this formulation was used to develop a design for the inner magnetically insulated transmission line on the Z-machine. The resulting electromagnetic device is compared with theoretically postulated designs.« less

Conjugate gradient determination of optimal plane changes for a class of three-impulse transfers between noncoplanar circular orbits

NASA Technical Reports Server (NTRS)

Burrows, R. R.

1972-01-01

A particular type of three-impulse transfer between two circular orbits is analyzed. The possibility of three plane changes is recognized, and the problem is to optimally distribute these plane changes to minimize the sum of the individual impulses. Numerical difficulties and their solution are discussed. Numerical results obtained from a conjugate gradient technique are presented for both the case where the individual plane changes are unconstrained and for the case where they are constrained. Possibly not unexpectedly, multiple minima are found. The techniques presented could be extended to the finite burn case, but primarily the contents are addressed to preliminary mission design and vehicle sizing.

A memetic optimization algorithm for multi-constrained multicast routing in ad hoc networks

PubMed Central

Hammad, Karim; El Bakly, Ahmed M.

2018-01-01

A mobile ad hoc network is a conventional self-configuring network where the routing optimization problem—subject to various Quality-of-Service (QoS) constraints—represents a major challenge. Unlike previously proposed solutions, in this paper, we propose a memetic algorithm (MA) employing an adaptive mutation parameter, to solve the multicast routing problem with higher search ability and computational efficiency. The proposed algorithm utilizes an updated scheme, based on statistical analysis, to estimate the best values for all MA parameters and enhance MA performance. The numerical results show that the proposed MA improved the delay and jitter of the network, while reducing computational complexity as compared to existing algorithms. PMID:29509760

Implementation and verification of global optimization benchmark problems

NASA Astrophysics Data System (ADS)

Posypkin, Mikhail; Usov, Alexander

2017-12-01

The paper considers the implementation and verification of a test suite containing 150 benchmarks for global deterministic box-constrained optimization. A C++ library for describing standard mathematical expressions was developed for this purpose. The library automate the process of generating the value of a function and its' gradient at a given point and the interval estimates of a function and its' gradient on a given box using a single description. Based on this functionality, we have developed a collection of tests for an automatic verification of the proposed benchmarks. The verification has shown that literary sources contain mistakes in the benchmarks description. The library and the test suite are available for download and can be used freely.

Augmented Lagrange Programming Neural Network for Localization Using Time-Difference-of-Arrival Measurements.

PubMed

Han, Zifa; Leung, Chi Sing; So, Hing Cheung; Constantinides, Anthony George

2017-08-15

A commonly used measurement model for locating a mobile source is time-difference-of-arrival (TDOA). As each TDOA measurement defines a hyperbola, it is not straightforward to compute the mobile source position due to the nonlinear relationship in the measurements. This brief exploits the Lagrange programming neural network (LPNN), which provides a general framework to solve nonlinear constrained optimization problems, for the TDOA-based localization. The local stability of the proposed LPNN solution is also analyzed. Simulation results are included to evaluate the localization accuracy of the LPNN scheme by comparing with the state-of-the-art methods and the optimality benchmark of Cramér-Rao lower bound.

Global Optimization of N-Maneuver, High-Thrust Trajectories Using Direct Multiple Shooting

NASA Technical Reports Server (NTRS)

Vavrina, Matthew A.; Englander, Jacob A.; Ellison, Donald H.

2016-01-01

The performance of impulsive, gravity-assist trajectories often improves with the inclusion of one or more maneuvers between flybys. However, grid-based scans over the entire design space can become computationally intractable for even one deep-space maneuver, and few global search routines are capable of an arbitrary number of maneuvers. To address this difficulty a trajectory transcription allowing for any number of maneuvers is developed within a multi-objective, global optimization framework for constrained, multiple gravity-assist trajectories. The formulation exploits a robust shooting scheme and analytic derivatives for computational efficiency. The approach is applied to several complex, interplanetary problems, achieving notable performance without a user-supplied initial guess.

A Hybrid Metaheuristic DE/CS Algorithm for UCAV Three-Dimension Path Planning

PubMed Central

Wang, Gaige; Guo, Lihong; Duan, Hong; Wang, Heqi; Liu, Luo; Shao, Mingzhen

2012-01-01

Three-dimension path planning for uninhabited combat air vehicle (UCAV) is a complicated high-dimension optimization problem, which primarily centralizes on optimizing the flight route considering the different kinds of constrains under complicated battle field environments. A new hybrid metaheuristic differential evolution (DE) and cuckoo search (CS) algorithm is proposed to solve the UCAV three-dimension path planning problem. DE is applied to optimize the process of selecting cuckoos of the improved CS model during the process of cuckoo updating in nest. The cuckoos can act as an agent in searching the optimal UCAV path. And then, the UCAV can find the safe path by connecting the chosen nodes of the coordinates while avoiding the threat areas and costing minimum fuel. This new approach can accelerate the global convergence speed while preserving the strong robustness of the basic CS. The realization procedure for this hybrid metaheuristic approach DE/CS is also presented. In order to make the optimized UCAV path more feasible, the B-Spline curve is adopted for smoothing the path. To prove the performance of this proposed hybrid metaheuristic method, it is compared with basic CS algorithm. The experiment shows that the proposed approach is more effective and feasible in UCAV three-dimension path planning than the basic CS model. PMID:23193383

A hybrid metaheuristic DE/CS algorithm for UCAV three-dimension path planning.

PubMed

Wang, Gaige; Guo, Lihong; Duan, Hong; Wang, Heqi; Liu, Luo; Shao, Mingzhen

2012-01-01

Three-dimension path planning for uninhabited combat air vehicle (UCAV) is a complicated high-dimension optimization problem, which primarily centralizes on optimizing the flight route considering the different kinds of constrains under complicated battle field environments. A new hybrid metaheuristic differential evolution (DE) and cuckoo search (CS) algorithm is proposed to solve the UCAV three-dimension path planning problem. DE is applied to optimize the process of selecting cuckoos of the improved CS model during the process of cuckoo updating in nest. The cuckoos can act as an agent in searching the optimal UCAV path. And then, the UCAV can find the safe path by connecting the chosen nodes of the coordinates while avoiding the threat areas and costing minimum fuel. This new approach can accelerate the global convergence speed while preserving the strong robustness of the basic CS. The realization procedure for this hybrid metaheuristic approach DE/CS is also presented. In order to make the optimized UCAV path more feasible, the B-Spline curve is adopted for smoothing the path. To prove the performance of this proposed hybrid metaheuristic method, it is compared with basic CS algorithm. The experiment shows that the proposed approach is more effective and feasible in UCAV three-dimension path planning than the basic CS model.

Dipole and quadrupole synthesis of electric potential fields. M.S. Thesis

NASA Technical Reports Server (NTRS)

Tilley, D. G.

1979-01-01

A general technique for expanding an unknown potential field in terms of a linear summation of weighted dipole or quadrupole fields is described. Computational methods were developed for the iterative addition of dipole fields. Various solution potentials were compared inside the boundary with a more precise calculation of the potential to derive optimal schemes for locating the singularities of the dipole fields. Then, the problem of determining solutions to Laplace's equation on an unbounded domain as constrained by pertinent electron trajectory data was considered.

Analytical approximation and numerical simulations for periodic travelling water waves

NASA Astrophysics Data System (ADS)

Kalimeris, Konstantinos

2017-12-01

We present recent analytical and numerical results for two-dimensional periodic travelling water waves with constant vorticity. The analytical approach is based on novel asymptotic expansions. We obtain numerical results in two different ways: the first is based on the solution of a constrained optimization problem, and the second is realized as a numerical continuation algorithm. Both methods are applied on some examples of non-constant vorticity. This article is part of the theme issue 'Nonlinear water waves'.

Automated design of minimum drag light aircraft fuselages and nacelles

NASA Technical Reports Server (NTRS)

Smetana, F. O.; Fox, S. R.; Karlin, B. E.

1982-01-01

The constrained minimization algorithm of Vanderplaats is applied to the problem of designing minimum drag faired bodies such as fuselages and nacelles. Body drag is computed by a variation of the Hess-Smith code. This variation includes a boundary layer computation. The encased payload provides arbitrary geometric constraints, specified a priori by the designer, below which the fairing cannot shrink. The optimization may include engine cooling air flows entering and exhausting through specific port locations on the body.

Stochastic Differential Games with Complexity Constrained Strategies.

DTIC Science & Technology

1982-03-01

Stochastic Differential Game ..... . 39 2.-1 A b.mp.C mcamp e ..... .... ................ . ..... qu CHAPTER 3 - PROBLEM OF STATE ESTDAATION IN TWO...similar to that used vith the differential game , e vould find that the optimal K has the form K T[T* + ( 2.58) This is not a surprising ansver in viev...Examle Example: Discrete-time, one-stage scalar game Transition equation: Y X + U - V P-offtfuntinl: J E + {5 2 CV Cc~ c>a> 0 Observation equations: Z x

Closed-form solutions for linear regulator design of mechanical systems including optimal weighting matrix selection

NASA Technical Reports Server (NTRS)

Hanks, Brantley R.; Skelton, Robert E.

1991-01-01

Vibration in modern structural and mechanical systems can be reduced in amplitude by increasing stiffness, redistributing stiffness and mass, and/or adding damping if design techniques are available to do so. Linear Quadratic Regulator (LQR) theory in modern multivariable control design, attacks the general dissipative elastic system design problem in a global formulation. The optimal design, however, allows electronic connections and phase relations which are not physically practical or possible in passive structural-mechanical devices. The restriction of LQR solutions (to the Algebraic Riccati Equation) to design spaces which can be implemented as passive structural members and/or dampers is addressed. A general closed-form solution to the optimal free-decay control problem is presented which is tailored for structural-mechanical system. The solution includes, as subsets, special cases such as the Rayleigh Dissipation Function and total energy. Weighting matrix selection is a constrained choice among several parameters to obtain desired physical relationships. The closed-form solution is also applicable to active control design for systems where perfect, collocated actuator-sensor pairs exist.

Analysis of explicit model predictive control for path-following control

PubMed Central

2018-01-01

In this paper, explicit Model Predictive Control(MPC) is employed for automated lane-keeping systems. MPC has been regarded as the key to handle such constrained systems. However, the massive computational complexity of MPC, which employs online optimization, has been a major drawback that limits the range of its target application to relatively small and/or slow problems. Explicit MPC can reduce this computational burden using a multi-parametric quadratic programming technique(mp-QP). The control objective is to derive an optimal front steering wheel angle at each sampling time so that autonomous vehicles travel along desired paths, including straight, circular, and clothoid parts, at high entry speeds. In terms of the design of the proposed controller, a method of choosing weighting matrices in an optimization problem and the range of horizons for path-following control are described through simulations. For the verification of the proposed controller, simulation results obtained using other control methods such as MPC, Linear-Quadratic Regulator(LQR), and driver model are employed, and CarSim, which reflects the features of a vehicle more realistically than MATLAB/Simulink, is used for reliable demonstration. PMID:29534080

Analysis of explicit model predictive control for path-following control.

PubMed

Lee, Junho; Chang, Hyuk-Jun

2018-01-01

In this paper, explicit Model Predictive Control(MPC) is employed for automated lane-keeping systems. MPC has been regarded as the key to handle such constrained systems. However, the massive computational complexity of MPC, which employs online optimization, has been a major drawback that limits the range of its target application to relatively small and/or slow problems. Explicit MPC can reduce this computational burden using a multi-parametric quadratic programming technique(mp-QP). The control objective is to derive an optimal front steering wheel angle at each sampling time so that autonomous vehicles travel along desired paths, including straight, circular, and clothoid parts, at high entry speeds. In terms of the design of the proposed controller, a method of choosing weighting matrices in an optimization problem and the range of horizons for path-following control are described through simulations. For the verification of the proposed controller, simulation results obtained using other control methods such as MPC, Linear-Quadratic Regulator(LQR), and driver model are employed, and CarSim, which reflects the features of a vehicle more realistically than MATLAB/Simulink, is used for reliable demonstration.

Distance majorization and its applications.

PubMed

Chi, Eric C; Zhou, Hua; Lange, Kenneth

2014-08-01

The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but nontrivial to project onto their intersection. Algorithms based on Newton's method such as the interior point method are viable for small to medium-scale problems. However, modern applications in statistics, engineering, and machine learning are posing problems with potentially tens of thousands of parameters or more. We revisit this convex programming problem and propose an algorithm that scales well with dimensionality. Our proposal is an instance of a sequential unconstrained minimization technique and revolves around three ideas: the majorization-minimization principle, the classical penalty method for constrained optimization, and quasi-Newton acceleration of fixed-point algorithms. The performance of our distance majorization algorithms is illustrated in several applications.

Cohesive phase-field fracture and a PDE constrained optimization approach to fracture inverse problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tupek, Michael R.

2016-06-30

In recent years there has been a proliferation of modeling techniques for forward predictions of crack propagation in brittle materials, including: phase-field/gradient damage models, peridynamics, cohesive-zone models, and G/XFEM enrichment techniques. However, progress on the corresponding inverse problems has been relatively lacking. Taking advantage of key features of existing modeling approaches, we propose a parabolic regularization of Barenblatt cohesive models which borrows extensively from previous phase-field and gradient damage formulations. An efficient explicit time integration strategy for this type of nonlocal fracture model is then proposed and justified. In addition, we present a C++ computational framework for computing in- putmore » parameter sensitivities efficiently for explicit dynamic problems using the adjoint method. This capability allows for solving inverse problems involving crack propagation to answer interesting engineering questions such as: 1) what is the optimal design topology and material placement for a heterogeneous structure to maximize fracture resistance, 2) what loads must have been applied to a structure for it to have failed in an observed way, 3) what are the existing cracks in a structure given various experimental observations, etc. In this work, we focus on the first of these engineering questions and demonstrate a capability to automatically and efficiently compute optimal designs intended to minimize crack propagation in structures.« less

Training and Operations Integrated Calendar Scheduler - TROPICS

DOE Office of Scientific and Technical Information (OSTI.GOV)

J.E. Oppenlander; A.J. Levy; V.A. Arbige

2003-01-27

TROPICS is a rule-based scheduling system that optimizes the training experience for students in a power (note this change should be everywhere, i.e. Not reactor) plant environment. The problem is complicated by the condition that plant resources and users' time must be simultaneously scheduled to make best use of both. The training facility is highly constrained in how it is used, and, as in many similar environments, subject to dynamic change with little or no advance notice. The flexibility required extends to changes resulting from students' actions such as absences. Even though the problem is highly constrained by plant usagemore » and student objectives, the large number of possible schedules is a concern. TROPICS employs a control strategy for rule firing to prune the possibility tree and avoid combinatorial explosion. The application has been in use since 1996, first as a prototype for testing and then in production. Training Coordinators have a philosophical aspect to teaching students that has made the rule-based approach much more verifiable and satisfying to the domain experts than other forms of capturing expertise.« less

An introduction to optimal power flow: Theory, formulation, and examples

DOE Office of Scientific and Technical Information (OSTI.GOV)

Frank, Stephen; Rebennack, Steffen

The set of optimization problems in electric power systems engineering known collectively as Optimal Power Flow (OPF) is one of the most practically important and well-researched subfields of constrained nonlinear optimization. OPF has enjoyed a rich history of research, innovation, and publication since its debut five decades ago. Nevertheless, entry into OPF research is a daunting task for the uninitiated--both due to the sheer volume of literature and because OPF's ubiquity within the electric power systems community has led authors to assume a great deal of prior knowledge that readers unfamiliar with electric power systems may not possess. This articlemore » provides an introduction to OPF from an operations research perspective; it describes a complete and concise basis of knowledge for beginning OPF research. The discussion is tailored for the operations researcher who has experience with nonlinear optimization but little knowledge of electrical engineering. Topics covered include power systems modeling, the power flow equations, typical OPF formulations, and common OPF extensions.« less

Incorporating Objective Function Information Into the Feasibility Rule for Constrained Evolutionary Optimization.

PubMed

Wang, Yong; Wang, Bing-Chuan; Li, Han-Xiong; Yen, Gary G

2016-12-01

When solving constrained optimization problems by evolutionary algorithms, an important issue is how to balance constraints and objective function. This paper presents a new method to address the above issue. In our method, after generating an offspring for each parent in the population by making use of differential evolution (DE), the well-known feasibility rule is used to compare the offspring and its parent. Since the feasibility rule prefers constraints to objective function, the objective function information has been exploited as follows: if the offspring cannot survive into the next generation and if the objective function value of the offspring is better than that of the parent, then the offspring is stored into a predefined archive. Subsequently, the individuals in the archive are used to replace some individuals in the population according to a replacement mechanism. Moreover, a mutation strategy is proposed to help the population jump out of a local optimum in the infeasible region. Note that, in the replacement mechanism and the mutation strategy, the comparison of individuals is based on objective function. In addition, the information of objective function has also been utilized to generate offspring in DE. By the above processes, this paper achieves an effective balance between constraints and objective function in constrained evolutionary optimization. The performance of our method has been tested on two sets of benchmark test functions, namely, 24 test functions at IEEE CEC2006 and 18 test functions with 10-D and 30-D at IEEE CEC2010. The experimental results have demonstrated that our method shows better or at least competitive performance against other state-of-the-art methods. Furthermore, the advantage of our method increases with the increase of the number of decision variables.

Scope of Gradient and Genetic Algorithms in Multivariable Function Optimization

NASA Technical Reports Server (NTRS)

Shaykhian, Gholam Ali; Sen, S. K.

2007-01-01

Global optimization of a multivariable function - constrained by bounds specified on each variable and also unconstrained - is an important problem with several real world applications. Deterministic methods such as the gradient algorithms as well as the randomized methods such as the genetic algorithms may be employed to solve these problems. In fact, there are optimization problems where a genetic algorithm/an evolutionary approach is preferable at least from the quality (accuracy) of the results point of view. From cost (complexity) point of view, both gradient and genetic approaches are usually polynomial-time; there are no serious differences in this regard, i.e., the computational complexity point of view. However, for certain types of problems, such as those with unacceptably erroneous numerical partial derivatives and those with physically amplified analytical partial derivatives whose numerical evaluation involves undesirable errors and/or is messy, a genetic (stochastic) approach should be a better choice. We have presented here the pros and cons of both the approaches so that the concerned reader/user can decide which approach is most suited for the problem at hand. Also for the function which is known in a tabular form, instead of an analytical form, as is often the case in an experimental environment, we attempt to provide an insight into the approaches focusing our attention toward accuracy. Such an insight will help one to decide which method, out of several available methods, should be employed to obtain the best (least error) output. *

Computer-aided resource planning and scheduling for radiological services

NASA Astrophysics Data System (ADS)

Garcia, Hong-Mei C.; Yun, David Y.; Ge, Yiqun; Khan, Javed I.

1996-05-01

There exists tremendous opportunity in hospital-wide resource optimization based on system integration. This paper defines the resource planning and scheduling requirements integral to PACS, RIS and HIS integration. An multi-site case study is conducted to define the requirements. A well-tested planning and scheduling methodology, called Constrained Resource Planning model, has been applied to the chosen problem of radiological service optimization. This investigation focuses on resource optimization issues for minimizing the turnaround time to increase clinical efficiency and customer satisfaction, particularly in cases where the scheduling of multiple exams are required for a patient. How best to combine the information system efficiency and human intelligence in improving radiological services is described. Finally, an architecture for interfacing a computer-aided resource planning and scheduling tool with the existing PACS, HIS and RIS implementation is presented.

Minimizing Uncertainties Impact in Decision Making with an Applicability Study for Economic Power Dispatch

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Hong; Wang, Shaobu; Fan, Rui

This report summaries the work performed under the LDRD project on the preliminary study on knowledge automation, where specific focus has been made on the investigation of the impact of uncertainties of human decision making onto the optimization of the process operation. At first the statistics on signals from the Brain-Computing Interface (BCI) is analyzed so as to obtain the uncertainties characterization of human operators during the decision making phase using the electroencephalogram (EEG) signals. This is then followed by the discussions of an architecture that reveals the equivalence between optimization and closed loop feedback control design, where it hasmore » been shown that all the optimization problems can be transferred into the control design problem for closed loop systems. This has led to a “closed loop” framework, where the structure of the decision making is shown to be subjected to both process disturbances and controller’s uncertainties. The latter can well represent the uncertainties or randomness occurred during human decision making phase. As a result, a stochastic optimization problem has been formulated and a novel solution has been proposed using probability density function (PDF) shaping for both the cost function and the constraints using stochastic distribution control concept. A sufficient condition has been derived that guarantees the convergence of the optimal solution and discussions have been made for both the total probabilistic solution and chanced constrained optimization which have been well-studied in optimal power flows (OPF) area. A simple case study has been carried out for the economic dispatch of powers for a grid system when there are distributed energy resources (DERs) in the system, and encouraging results have been obtained showing that a significant savings on the generation cost can be expected.« less

Targeted Pressure Management During CO 2 Sequestration: Optimization of Well Placement and Brine Extraction

DOE PAGES

Cihan, Abdullah; Birkholzer, Jens; Bianchi, Marco

2014-12-31

Large-scale pressure increases resulting from carbon dioxide (CO 2) injection in the subsurface can potentially impact caprock integrity, induce reactivation of critically stressed faults, and drive CO 2 or brine through conductive features into shallow groundwater. Pressure management involving the extraction of native fluids from storage formations can be used to minimize pressure increases while maximizing CO2 storage. However, brine extraction requires pumping, transportation, possibly treatment, and disposal of substantial volumes of extracted brackish or saline water, all of which can be technically challenging and expensive. This paper describes a constrained differential evolution (CDE) algorithm for optimal well placement andmore » injection/ extraction control with the goal of minimizing brine extraction while achieving predefined pressure contraints. The CDE methodology was tested for a simple optimization problem whose solution can be partially obtained with a gradient-based optimization methodology. The CDE successfully estimated the true global optimum for both extraction well location and extraction rate, needed for the test problem. A more complex example application of the developed strategy was also presented for a hypothetical CO 2 storage scenario in a heterogeneous reservoir consisting of a critically stressed fault nearby an injection zone. Through the CDE optimization algorithm coupled to a numerical vertically-averaged reservoir model, we successfully estimated optimal rates and locations for CO 2 injection and brine extraction wells while simultaneously satisfying multiple pressure buildup constraints to avoid fault activation and caprock fracturing. The study shows that the CDE methodology is a very promising tool to solve also other optimization problems related to GCS, such as reducing ‘Area of Review’, monitoring design, reducing risk of leakage and increasing storage capacity and trapping.« less

Sparseness- and continuity-constrained seismic imaging

NASA Astrophysics Data System (ADS)

Herrmann, Felix J.

2005-04-01

Non-linear solution strategies to the least-squares seismic inverse-scattering problem with sparseness and continuity constraints are proposed. Our approach is designed to (i) deal with substantial amounts of additive noise (SNR < 0 dB); (ii) use the sparseness and locality (both in position and angle) of directional basis functions (such as curvelets and contourlets) on the model: the reflectivity; and (iii) exploit the near invariance of these basis functions under the normal operator, i.e., the scattering-followed-by-imaging operator. Signal-to-noise ratio and the continuity along the imaged reflectors are significantly enhanced by formulating the solution of the seismic inverse problem in terms of an optimization problem. During the optimization, sparseness on the basis and continuity along the reflectors are imposed by jointly minimizing the l1- and anisotropic diffusion/total-variation norms on the coefficients and reflectivity, respectively. [Joint work with Peyman P. Moghaddam was carried out as part of the SINBAD project, with financial support secured through ITF (the Industry Technology Facilitator) from the following organizations: BG Group, BP, ExxonMobil, and SHELL. Additional funding came from the NSERC Discovery Grants 22R81254.

Sparse and stable Markowitz portfolios.

PubMed

Brodie, Joshua; Daubechies, Ingrid; De Mol, Christine; Giannone, Domenico; Loris, Ignace

2009-07-28

We consider the problem of portfolio selection within the classical Markowitz mean-variance framework, reformulated as a constrained least-squares regression problem. We propose to add to the objective function a penalty proportional to the sum of the absolute values of the portfolio weights. This penalty regularizes (stabilizes) the optimization problem, encourages sparse portfolios (i.e., portfolios with only few active positions), and allows accounting for transaction costs. Our approach recovers as special cases the no-short-positions portfolios, but does allow for short positions in limited number. We implement this methodology on two benchmark data sets constructed by Fama and French. Using only a modest amount of training data, we construct portfolios whose out-of-sample performance, as measured by Sharpe ratio, is consistently and significantly better than that of the naïve evenly weighted portfolio.

The impact of initialization procedures on unsupervised unmixing of hyperspectral imagery using the constrained positive matrix factorization

NASA Astrophysics Data System (ADS)

Masalmah, Yahya M.; Vélez-Reyes, Miguel

2007-04-01

The authors proposed in previous papers the use of the constrained Positive Matrix Factorization (cPMF) to perform unsupervised unmixing of hyperspectral imagery. Two iterative algorithms were proposed to compute the cPMF based on the Gauss-Seidel and penalty approaches to solve optimization problems. Results presented in previous papers have shown the potential of the proposed method to perform unsupervised unmixing in HYPERION and AVIRIS imagery. The performance of iterative methods is highly dependent on the initialization scheme. Good initialization schemes can improve convergence speed, whether or not a global minimum is found, and whether or not spectra with physical relevance are retrieved as endmembers. In this paper, different initializations using random selection, longest norm pixels, and standard endmembers selection routines are studied and compared using simulated and real data.

Experimental evaluation of model predictive control and inverse dynamics control for spacecraft proximity and docking maneuvers

NASA Astrophysics Data System (ADS)

Virgili-Llop, Josep; Zagaris, Costantinos; Park, Hyeongjun; Zappulla, Richard; Romano, Marcello

2018-03-01

An experimental campaign has been conducted to evaluate the performance of two different guidance and control algorithms on a multi-constrained docking maneuver. The evaluated algorithms are model predictive control (MPC) and inverse dynamics in the virtual domain (IDVD). A linear-quadratic approach with a quadratic programming solver is used for the MPC approach. A nonconvex optimization problem results from the IDVD approach, and a nonlinear programming solver is used. The docking scenario is constrained by the presence of a keep-out zone, an entry cone, and by the chaser's maximum actuation level. The performance metrics for the experiments and numerical simulations include the required control effort and time to dock. The experiments have been conducted in a ground-based air-bearing test bed, using spacecraft simulators that float over a granite table.

Optimal Power Allocation Strategy in a Joint Bistatic Radar and Communication System Based on Low Probability of Intercept

PubMed Central

Wang, Fei; Salous, Sana; Zhou, Jianjiang

2017-01-01

In this paper, we investigate a low probability of intercept (LPI)-based optimal power allocation strategy for a joint bistatic radar and communication system, which is composed of a dedicated transmitter, a radar receiver, and a communication receiver. The joint system is capable of fulfilling the requirements of both radar and communications simultaneously. First, assuming that the signal-to-noise ratio (SNR) corresponding to the target surveillance path is much weaker than that corresponding to the line of sight path at radar receiver, the analytically closed-form expression for the probability of false alarm is calculated, whereas the closed-form expression for the probability of detection is not analytically tractable and is approximated due to the fact that the received signals are not zero-mean Gaussian under target presence hypothesis. Then, an LPI-based optimal power allocation strategy is presented to minimize the total transmission power for information signal and radar waveform, which is constrained by a specified information rate for the communication receiver and the desired probabilities of detection and false alarm for the radar receiver. The well-known bisection search method is employed to solve the resulting constrained optimization problem. Finally, numerical simulations are provided to reveal the effects of several system parameters on the power allocation results. It is also demonstrated that the LPI performance of the joint bistatic radar and communication system can be markedly improved by utilizing the proposed scheme. PMID:29186850

Optimal Power Allocation Strategy in a Joint Bistatic Radar and Communication System Based on Low Probability of Intercept.

PubMed

Shi, Chenguang; Wang, Fei; Salous, Sana; Zhou, Jianjiang

2017-11-25

In this paper, we investigate a low probability of intercept (LPI)-based optimal power allocation strategy for a joint bistatic radar and communication system, which is composed of a dedicated transmitter, a radar receiver, and a communication receiver. The joint system is capable of fulfilling the requirements of both radar and communications simultaneously. First, assuming that the signal-to-noise ratio (SNR) corresponding to the target surveillance path is much weaker than that corresponding to the line of sight path at radar receiver, the analytically closed-form expression for the probability of false alarm is calculated, whereas the closed-form expression for the probability of detection is not analytically tractable and is approximated due to the fact that the received signals are not zero-mean Gaussian under target presence hypothesis. Then, an LPI-based optimal power allocation strategy is presented to minimize the total transmission power for information signal and radar waveform, which is constrained by a specified information rate for the communication receiver and the desired probabilities of detection and false alarm for the radar receiver. The well-known bisection search method is employed to solve the resulting constrained optimization problem. Finally, numerical simulations are provided to reveal the effects of several system parameters on the power allocation results. It is also demonstrated that the LPI performance of the joint bistatic radar and communication system can be markedly improved by utilizing the proposed scheme.

Chance-constrained multi-objective optimization of groundwater remediation design at DNAPLs-contaminated sites using a multi-algorithm genetically adaptive method.

PubMed

Ouyang, Qi; Lu, Wenxi; Hou, Zeyu; Zhang, Yu; Li, Shuai; Luo, Jiannan

2017-05-01

In this paper, a multi-algorithm genetically adaptive multi-objective (AMALGAM) method is proposed as a multi-objective optimization solver. It was implemented in the multi-objective optimization of a groundwater remediation design at sites contaminated by dense non-aqueous phase liquids. In this study, there were two objectives: minimization of the total remediation cost, and minimization of the remediation time. A non-dominated sorting genetic algorithm II (NSGA-II) was adopted to compare with the proposed method. For efficiency, the time-consuming surfactant-enhanced aquifer remediation simulation model was replaced by a surrogate model constructed by a multi-gene genetic programming (MGGP) technique. Similarly, two other surrogate modeling methods-support vector regression (SVR) and Kriging (KRG)-were employed to make comparisons with MGGP. In addition, the surrogate-modeling uncertainty was incorporated in the optimization model by chance-constrained programming (CCP). The results showed that, for the problem considered in this study, (1) the solutions obtained by AMALGAM incurred less remediation cost and required less time than those of NSGA-II, indicating that AMALGAM outperformed NSGA-II. It was additionally shown that (2) the MGGP surrogate model was more accurate than SVR and KRG; and (3) the remediation cost and time increased with the confidence level, which can enable decision makers to make a suitable choice by considering the given budget, remediation time, and reliability. Copyright © 2017 Elsevier B.V. All rights reserved.

Optimization Problem of Thermal Field on Surface of Revolving Susceptor in Vapor-Phase Epitaxy Reactor

NASA Astrophysics Data System (ADS)

Zhilenkov, A. A.; Chernyi, S. G.; Nyrkov, A. P.; Sokolov, S. S.

2017-10-01

Nitrides of group III elements are a very suitable basis for deriving light-emitting devices with the radiating modes lengths of 200-600 nm. The use of such semiconductors allows obtaining full-color RGB light sources, increasing record density of a digital data storage device, getting high-capacity and efficient sources of white light. Electronic properties of such semi-conductors allow using them as a basis for high-power and high-frequency transistors and other electronic devices, the specifications of which are competitive with those of SiC-based devices. Only since 2000, the technology of cultivation of crystals III-N of group has come to the level of wide recognition by both abstract science, and the industry that has led to the creation of the multi-billion dollar market. And this is despite a rather low level of development of the production technology of devices on the basis of III-N of materials. The progress that has happened in the last decade requires the solution of the main problem, constraining further development of this technology today - ensuring cultivation of III-N structures of necessary quality. For this purpose, it is necessary to solve problems of the analysis and optimization of processes in installations of epitaxial growth, and, as a result, optimization of its constructions.

A sequential quadratic programming algorithm using an incomplete solution of the subproblem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Murray, W.; Prieto, F.J.

1993-05-01

We analyze sequential quadratic programming (SQP) methods to solve nonlinear constrained optimization problems that are more flexible in their definition than standard SQP methods. The type of flexibility introduced is motivated by the necessity to deviate from the standard approach when solving large problems. Specifically we no longer require a minimizer of the QP subproblem to be determined or particular Lagrange multiplier estimates to be used. Our main focus is on an SQP algorithm that uses a particular augmented Lagrangian merit function. New results are derived for this algorithm under weaker conditions than previously assumed; in particular, it is notmore » assumed that the iterates lie on a compact set.« less

A simple suboptimal least-squares algorithm for attitude determination with multiple sensors

NASA Technical Reports Server (NTRS)

Brozenec, Thomas F.; Bender, Douglas J.

1994-01-01

Three-axis attitude determination is equivalent to finding a coordinate transformation matrix which transforms a set of reference vectors fixed in inertial space to a set of measurement vectors fixed in the spacecraft. The attitude determination problem can be expressed as a constrained optimization problem. The constraint is that a coordinate transformation matrix must be proper, real, and orthogonal. A transformation matrix can be thought of as optimal in the least-squares sense if it maps the measurement vectors to the reference vectors with minimal 2-norm errors and meets the above constraint. This constrained optimization problem is known as Wahba's problem. Several algorithms which solve Wahba's problem exactly have been developed and used. These algorithms, while steadily improving, are all rather complicated. Furthermore, they involve such numerically unstable or sensitive operations as matrix determinant, matrix adjoint, and Newton-Raphson iterations. This paper describes an algorithm which minimizes Wahba's loss function, but without the constraint. When the constraint is ignored, the problem can be solved by a straightforward, numerically stable least-squares algorithm such as QR decomposition. Even though the algorithm does not explicitly take the constraint into account, it still yields a nearly orthogonal matrix for most practical cases; orthogonality only becomes corrupted when the sensor measurements are very noisy, on the same order of magnitude as the attitude rotations. The algorithm can be simplified if the attitude rotations are small enough so that the approximation sin(theta) approximately equals theta holds. We then compare the computational requirements for several well-known algorithms. For the general large-angle case, the QR least-squares algorithm is competitive with all other know algorithms and faster than most. If attitude rotations are small, the least-squares algorithm can be modified to run faster, and this modified algorithm is faster than all but a similarly specialized version of the QUEST algorithm. We also introduce a novel measurement averaging technique which reduces the n-measurement case to the two measurement case for our particular application, a star tracker and earth sensor mounted on an earth-pointed geosynchronous communications satellite. Using this technique, many n-measurement problems reduce to less than or equal to 3 measurements; this reduces the amount of required calculation without significant degradation in accuracy. Finally, we present the results of some tests which compare the least-squares algorithm with the QUEST and FOAM algorithms in the two-measurement case. For our example case, all three algorithms performed with similar accuracy.

A New Understanding for the Rain Rate retrieval of Attenuating Radars Measurement

NASA Astrophysics Data System (ADS)

Koner, P.; Battaglia, A.; Simmer, C.

2009-04-01

The retrieval of rain rate from the attenuated radar (e.g. Cloud Profiling Radar on board of CloudSAT in orbit since June 2006) is a challenging problem. ĹEcuyer and Stephens [1] underlined this difficulty (for rain rates larger than 1.5 mm/h) and suggested the need of additional information (like path-integrated attenuations (PIA) derived from surface reference techniques or precipitation water path estimated from co-located passive microwave radiometer) to constrain the retrieval. It is generally discussed based on the optimal estimation theory that there are no solutions without constraining the problem in a case of visible attenuation because there is no enough information content to solve the problem. However, when the problem is constrained by the additional measurement of PIA, there is a reasonable solution. This raises the spontaneous question: Is all information enclosed in this additional measurement? This also contradicts with the information theory because one measurement can introduce only one degree of freedom in the retrieval. Why is one degree of freedom so important in the above problem? This question cannot be explained using the estimation and information theories of OEM. On the other hand, Koner and Drummond [2] argued that the OEM is basically a regularization method, where a-priori covariance is used as a stabilizer and the regularization strength is determined by the choices of the a-priori and error covariance matrices. The regularization is required for the reduction of the condition number of Jacobian, which drives the noise injection from the measurement and inversion spaces to the state space in an ill-posed inversion. In this work, the above mentioned question will be discussed based on the regularization theory, error mitigation and eigenvalue mathematics. References 1. L'Ecuyer TS and Stephens G. An estimation based precipitation retrieval algorithm for attenuating radar. J. Appl. Met., 2002, 41, 272-85. 2. Koner PK, Drummond JR. A comparison of regularization techniques for atmospheric trace gases retrievals. JQSRT 2008; 109:514-26.

Exact parallel algorithms for some members of the traveling salesman problem family

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pekny, J.F.

1989-01-01

The traveling salesman problem and its many generalizations comprise one of the best known combinatorial optimization problem families. Most members of the family are NP-complete problems so that exact algorithms require an unpredictable and sometimes large computational effort. Parallel computers offer hope for providing the power required to meet these demands. A major barrier to applying parallel computers is the lack of parallel algorithms. The contributions presented in this thesis center around new exact parallel algorithms for the asymmetric traveling salesman problem (ATSP), prize collecting traveling salesman problem (PCTSP), and resource constrained traveling salesman problem (RCTSP). The RCTSP is amore » particularly difficult member of the family since finding a feasible solution is an NP-complete problem. An exact sequential algorithm is also presented for the directed hamiltonian cycle problem (DHCP). The DHCP algorithm is superior to current heuristic approaches and represents the first exact method applicable to large graphs. Computational results presented for each of the algorithms demonstrates the effectiveness of combining efficient algorithms with parallel computing methods. Performance statistics are reported for randomly generated ATSPs with 7,500 cities, PCTSPs with 200 cities, RCTSPs with 200 cities, DHCPs with 3,500 vertices, and assignment problems of size 10,000. Sequential results were collected on a Sun 4/260 engineering workstation, while parallel results were collected using a 14 and 100 processor BBN Butterfly Plus computer. The computational results represent the largest instances ever solved to optimality on any type of computer.« less

Corrective Control to Handle Forecast Uncertainty: A Chance Constrained Optimal Power Flow

DOE Office of Scientific and Technical Information (OSTI.GOV)

Roald, Line; Misra, Sidhant; Krause, Thilo

Higher shares of electricity generation from renewable energy sources and market liberalization is increasing uncertainty in power systems operation. At the same time, operation is becoming more flexible with improved control systems and new technology such as phase shifting transformers (PSTs) and high voltage direct current connections (HVDC). Previous studies have shown that the use of corrective control in response to outages contributes to a reduction in operating cost, while maintaining N-1 security. In this work, we propose a method to extend the use of corrective control of PSTs and HVDCs to react to uncertainty. We characterize the uncertainty asmore » continuous random variables, and define the corrective control actions through affine control policies. This allows us to efficiently model control reactions to a large number of uncertainty sources. The control policies are then included in a chance constrained optimal power flow formulation, which guarantees that the system constraints are enforced with a desired probability. Lastly, by applying an analytical reformulation of the chance constraints, we obtain a second-order cone problem for which we develop an efficient solution algorithm. In a case study for the IEEE 118 bus system, we show that corrective control for uncertainty leads to a decrease in operational cost, while maintaining system security. Further, we demonstrate the scalability of the method by solving the problem for the IEEE 300 bus and the Polish system test cases.« less

Corrective Control to Handle Forecast Uncertainty: A Chance Constrained Optimal Power Flow

DOE PAGES

Roald, Line; Misra, Sidhant; Krause, Thilo; ...

2016-08-25

Higher shares of electricity generation from renewable energy sources and market liberalization is increasing uncertainty in power systems operation. At the same time, operation is becoming more flexible with improved control systems and new technology such as phase shifting transformers (PSTs) and high voltage direct current connections (HVDC). Previous studies have shown that the use of corrective control in response to outages contributes to a reduction in operating cost, while maintaining N-1 security. In this work, we propose a method to extend the use of corrective control of PSTs and HVDCs to react to uncertainty. We characterize the uncertainty asmore » continuous random variables, and define the corrective control actions through affine control policies. This allows us to efficiently model control reactions to a large number of uncertainty sources. The control policies are then included in a chance constrained optimal power flow formulation, which guarantees that the system constraints are enforced with a desired probability. Lastly, by applying an analytical reformulation of the chance constraints, we obtain a second-order cone problem for which we develop an efficient solution algorithm. In a case study for the IEEE 118 bus system, we show that corrective control for uncertainty leads to a decrease in operational cost, while maintaining system security. Further, we demonstrate the scalability of the method by solving the problem for the IEEE 300 bus and the Polish system test cases.« less

New numerical methods for open-loop and feedback solutions to dynamic optimization problems

NASA Astrophysics Data System (ADS)

Ghosh, Pradipto

The topic of the first part of this research is trajectory optimization of dynamical systems via computational swarm intelligence. Particle swarm optimization is a nature-inspired heuristic search method that relies on a group of potential solutions to explore the fitness landscape. Conceptually, each particle in the swarm uses its own memory as well as the knowledge accumulated by the entire swarm to iteratively converge on an optimal or near-optimal solution. It is relatively straightforward to implement and unlike gradient-based solvers, does not require an initial guess or continuity in the problem definition. Although particle swarm optimization has been successfully employed in solving static optimization problems, its application in dynamic optimization, as posed in optimal control theory, is still relatively new. In the first half of this thesis particle swarm optimization is used to generate near-optimal solutions to several nontrivial trajectory optimization problems including thrust programming for minimum fuel, multi-burn spacecraft orbit transfer, and computing minimum-time rest-to-rest trajectories for a robotic manipulator. A distinct feature of the particle swarm optimization implementation in this work is the runtime selection of the optimal solution structure. Optimal trajectories are generated by solving instances of constrained nonlinear mixed-integer programming problems with the swarming technique. For each solved optimal programming problem, the particle swarm optimization result is compared with a nearly exact solution found via a direct method using nonlinear programming. Numerical experiments indicate that swarm search can locate solutions to very great accuracy. The second half of this research develops a new extremal-field approach for synthesizing nearly optimal feedback controllers for optimal control and two-player pursuit-evasion games described by general nonlinear differential equations. A notable revelation from this development is that the resulting control law has an algebraic closed-form structure. The proposed method uses an optimal spatial statistical predictor called universal kriging to construct the surrogate model of a feedback controller, which is capable of quickly predicting an optimal control estimate based on current state (and time) information. With universal kriging, an approximation to the optimal feedback map is computed by conceptualizing a set of state-control samples from pre-computed extremals to be a particular realization of a jointly Gaussian spatial process. Feedback policies are computed for a variety of example dynamic optimization problems in order to evaluate the effectiveness of this methodology. This feedback synthesis approach is found to combine good numerical accuracy with low computational overhead, making it a suitable candidate for real-time applications. Particle swarm and universal kriging are combined for a capstone example, a near optimal, near-admissible, full-state feedback control law is computed and tested for the heat-load-limited atmospheric-turn guidance of an aeroassisted transfer vehicle. The performance of this explicit guidance scheme is found to be very promising; initial errors in atmospheric entry due to simulated thruster misfirings are found to be accurately corrected while closely respecting the algebraic state-inequality constraint.

Fuzzy robust credibility-constrained programming for environmental management and planning.

PubMed

Zhang, Yimei; Hang, Guohe

2010-06-01

In this study, a fuzzy robust credibility-constrained programming (FRCCP) is developed and applied to the planning for waste management systems. It incorporates the concepts of credibility-based chance-constrained programming and robust programming within an optimization framework. The developed method can reflect uncertainties presented as possibility-density by fuzzy-membership functions. Fuzzy credibility constraints are transformed to the crisp equivalents with different credibility levels, and ordinary fuzzy inclusion constraints are determined by their robust deterministic constraints by setting a-cut levels. The FRCCP method can provide different system costs under different credibility levels (lambda). From the results of sensitivity analyses, the operation cost of the landfill is a critical parameter. For the management, any factors that would induce cost fluctuation during landfilling operation would deserve serious observation and analysis. By FRCCP, useful solutions can be obtained to provide decision-making support for long-term planning of solid waste management systems. It could be further enhanced through incorporating methods of inexact analysis into its framework. It can also be applied to other environmental management problems.

Solving Connected Subgraph Problems in Wildlife Conservation

NASA Astrophysics Data System (ADS)

Dilkina, Bistra; Gomes, Carla P.

We investigate mathematical formulations and solution techniques for a variant of the Connected Subgraph Problem. Given a connected graph with costs and profits associated with the nodes, the goal is to find a connected subgraph that contains a subset of distinguished vertices. In this work we focus on the budget-constrained version, where we maximize the total profit of the nodes in the subgraph subject to a budget constraint on the total cost. We propose several mixed-integer formulations for enforcing the subgraph connectivity requirement, which plays a key role in the combinatorial structure of the problem. We show that a new formulation based on subtour elimination constraints is more effective at capturing the combinatorial structure of the problem, providing significant advantages over the previously considered encoding which was based on a single commodity flow. We test our formulations on synthetic instances as well as on real-world instances of an important problem in environmental conservation concerning the design of wildlife corridors. Our encoding results in a much tighter LP relaxation, and more importantly, it results in finding better integer feasible solutions as well as much better upper bounds on the objective (often proving optimality or within less than 1% of optimality), both when considering the synthetic instances as well as the real-world wildlife corridor instances.

Optimization of wall thickness and lay-up for the shell-like composite structure loaded by non-uniform pressure field

NASA Astrophysics Data System (ADS)

Shevtsov, S.; Zhilyaev, I.; Oganesyan, P.; Axenov, V.

2017-01-01

The glass/carbon fiber composites are widely used in the design of various aircraft and rotorcraft components such as fairings and cowlings, which have predominantly a shell-like geometry and are made of quasi-isotropic laminates. The main requirements to such the composite parts are the specified mechanical stiffness to withstand the non-uniform air pressure at the different flight conditions and reduce a level of noise caused by the airflow-induced vibrations at the constrained weight of the part. The main objective of present study is the optimization of wall thickness and lay-up of composite shell-like cowling. The present approach assumes conversion of the CAD model of the cowling surface to finite element (FE) representation, then its wind tunnel testing simulation at the different orientation of airflow to find the most stressed mode of flight. Numerical solutions of the Reynolds averaged Navier-Stokes (RANS) equations supplemented by k-w turbulence model provide the spatial distributions of air pressure applied to the shell surface. At the formulation of optimization problem the global strain energy calculated within the optimized shell was assumed as the objective. A wall thickness of the shell had to change over its surface to minimize the objective at the constrained weight. We used a parameterization of the problem that assumes an initiation of auxiliary sphere with varied radius and coordinates of the center, which were the design variables. Curve that formed by the intersection of the shell with sphere defined boundary of area, which should be reinforced by local thickening the shell wall. To eliminate a local stress concentration this increment was defined as the smooth function defined on the shell surface. As a result of structural optimization we obtained the thickness of shell's wall distribution, which then was used to design the draping and lay-up of composite prepreg layers. The global strain energy in the optimized cowling was reduced in2.5 times at the weight growth up to 15%, whereas the eigenfrequencies at the 6 first natural vibration modes have been increased by 5-15%. The present approach and developed programming tools that demonstrated a good efficiency and stability at the acceptable computational costs can be used to optimize a wide range of shell-like structures made of quasi-isotropic laminates.

Use of constrained optimization in the conceptual design of a medium-range subsonic transport

NASA Technical Reports Server (NTRS)

Sliwa, S. M.

1980-01-01

Constrained parameter optimization was used to perform the optimal conceptual design of a medium range transport configuration. The impact of choosing a given performance index was studied, and the required income for a 15 percent return on investment was proposed as a figure of merit. A number of design constants and constraint functions were systematically varied to document the sensitivities of the optimal design to a variety of economic and technological assumptions. A comparison was made for each of the parameter variations between the baseline configuration and the optimally redesigned configuration.

Closed-form solutions for linear regulator-design of mechanical systems including optimal weighting matrix selection

NASA Technical Reports Server (NTRS)

Hanks, Brantley R.; Skelton, Robert E.

1991-01-01

This paper addresses the restriction of Linear Quadratic Regulator (LQR) solutions to the algebraic Riccati Equation to design spaces which can be implemented as passive structural members and/or dampers. A general closed-form solution to the optimal free-decay control problem is presented which is tailored for structural-mechanical systems. The solution includes, as subsets, special cases such as the Rayleigh Dissipation Function and total energy. Weighting matrix selection is a constrained choice among several parameters to obtain desired physical relationships. The closed-form solution is also applicable to active control design for systems where perfect, collocated actuator-sensor pairs exist. Some examples of simple spring mass systems are shown to illustrate key points.

Median prior constrained TV algorithm for sparse view low-dose CT reconstruction.

PubMed

Liu, Yi; Shangguan, Hong; Zhang, Quan; Zhu, Hongqing; Shu, Huazhong; Gui, Zhiguo

2015-05-01

It is known that lowering the X-ray tube current (mAs) or tube voltage (kVp) and simultaneously reducing the total number of X-ray views (sparse view) is an effective means to achieve low-dose in computed tomography (CT) scan. However, the associated image quality by the conventional filtered back-projection (FBP) usually degrades due to the excessive quantum noise. Although sparse-view CT reconstruction algorithm via total variation (TV), in the scanning protocol of reducing X-ray tube current, has been demonstrated to be able to result in significant radiation dose reduction while maintain image quality, noticeable patchy artifacts still exist in reconstructed images. In this study, to address the problem of patchy artifacts, we proposed a median prior constrained TV regularization to retain the image quality by introducing an auxiliary vector m in register with the object. Specifically, the approximate action of m is to draw, in each iteration, an object voxel toward its own local median, aiming to improve low-dose image quality with sparse-view projection measurements. Subsequently, an alternating optimization algorithm is adopted to optimize the associative objective function. We refer to the median prior constrained TV regularization as "TV_MP" for simplicity. Experimental results on digital phantoms and clinical phantom demonstrated that the proposed TV_MP with appropriate control parameters can not only ensure a higher signal to noise ratio (SNR) of the reconstructed image, but also its resolution compared with the original TV method. Copyright © 2015 Elsevier Ltd. All rights reserved.

Distance majorization and its applications

PubMed Central

Chi, Eric C.; Zhou, Hua; Lange, Kenneth

2014-01-01

The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but nontrivial to project onto their intersection. Algorithms based on Newton’s method such as the interior point method are viable for small to medium-scale problems. However, modern applications in statistics, engineering, and machine learning are posing problems with potentially tens of thousands of parameters or more. We revisit this convex programming problem and propose an algorithm that scales well with dimensionality. Our proposal is an instance of a sequential unconstrained minimization technique and revolves around three ideas: the majorization-minimization principle, the classical penalty method for constrained optimization, and quasi-Newton acceleration of fixed-point algorithms. The performance of our distance majorization algorithms is illustrated in several applications. PMID:25392563

Resource-aware taxon selection for maximizing phylogenetic diversity.

PubMed

Pardi, Fabio; Goldman, Nick

2007-06-01

Phylogenetic diversity (PD) is a useful metric for selecting taxa in a range of biological applications, for example, bioconservation and genomics, where the selection is usually constrained by the limited availability of resources. We formalize taxon selection as a conceptually simple optimization problem, aiming to maximize PD subject to resource constraints. This allows us to take into account the different amounts of resources required by the different taxa. Although this is a computationally difficult problem, we present a dynamic programming algorithm that solves it in pseudo-polynomial time. Our algorithm can also solve many instances of the Noah's Ark Problem, a more realistic formulation of taxon selection for biodiversity conservation that allows for taxon-specific extinction risks. These instances extend the set of problems for which solutions are available beyond previously known greedy-tractable cases. Finally, we discuss the relevance of our results to real-life scenarios.

Robust Airfoil Optimization in High Resolution Design Space

NASA Technical Reports Server (NTRS)

Li, Wu; Padula, Sharon L.

2003-01-01

The robust airfoil shape optimization is a direct method for drag reduction over a given range of operating conditions and has three advantages: (1) it prevents severe degradation in the off-design performance by using a smart descent direction in each optimization iteration, (2) it uses a large number of B-spline control points as design variables yet the resulting airfoil shape is fairly smooth, and (3) it allows the user to make a trade-off between the level of optimization and the amount of computing time consumed. The robust optimization method is demonstrated by solving a lift-constrained drag minimization problem for a two-dimensional airfoil in viscous flow with a large number of geometric design variables. Our experience with robust optimization indicates that our strategy produces reasonable airfoil shapes that are similar to the original airfoils, but these new shapes provide drag reduction over the specified range of Mach numbers. We have tested this strategy on a number of advanced airfoil models produced by knowledgeable aerodynamic design team members and found that our strategy produces airfoils better or equal to any designs produced by traditional design methods.

Adaptive adjustment of interval predictive control based on combined model and application in shell brand petroleum distillation tower

NASA Astrophysics Data System (ADS)

Sun, Chao; Zhang, Chunran; Gu, Xinfeng; Liu, Bin

2017-10-01

Constraints of the optimization objective are often unable to be met when predictive control is applied to industrial production process. Then, online predictive controller will not find a feasible solution or a global optimal solution. To solve this problem, based on Back Propagation-Auto Regressive with exogenous inputs (BP-ARX) combined control model, nonlinear programming method is used to discuss the feasibility of constrained predictive control, feasibility decision theorem of the optimization objective is proposed, and the solution method of soft constraint slack variables is given when the optimization objective is not feasible. Based on this, for the interval control requirements of the controlled variables, the slack variables that have been solved are introduced, the adaptive weighted interval predictive control algorithm is proposed, achieving adaptive regulation of the optimization objective and automatically adjust of the infeasible interval range, expanding the scope of the feasible region, and ensuring the feasibility of the interval optimization objective. Finally, feasibility and effectiveness of the algorithm is validated through the simulation comparative experiments.

Rate-independent dissipation in phase-field modelling of displacive transformations

NASA Astrophysics Data System (ADS)

Tůma, K.; Stupkiewicz, S.; Petryk, H.

2018-05-01

In this paper, rate-independent dissipation is introduced into the phase-field framework for modelling of displacive transformations, such as martensitic phase transformation and twinning. The finite-strain phase-field model developed recently by the present authors is here extended beyond the limitations of purely viscous dissipation. The variational formulation, in which the evolution problem is formulated as a constrained minimization problem for a global rate-potential, is enhanced by including a mixed-type dissipation potential that combines viscous and rate-independent contributions. Effective computational treatment of the resulting incremental problem of non-smooth optimization is developed by employing the augmented Lagrangian method. It is demonstrated that a single Lagrange multiplier field suffices to handle the dissipation potential vertex and simultaneously to enforce physical constraints on the order parameter. In this way, the initially non-smooth problem of evolution is converted into a smooth stationarity problem. The model is implemented in a finite-element code and applied to solve two- and three-dimensional boundary value problems representative for shape memory alloys.

Ares-I Bending Filter Design using a Constrained Optimization Approach

NASA Technical Reports Server (NTRS)

Hall, Charles; Jang, Jiann-Woei; Hall, Robert; Bedrossian, Nazareth

2008-01-01

The Ares-I launch vehicle represents a challenging flex-body structural environment for control system design. Software filtering of the inertial sensor output is required to ensure adequate stable response to guidance commands while minimizing trajectory deviations. This paper presents a design methodology employing numerical optimization to develop the Ares-I bending filters. The design objectives include attitude tracking accuracy and robust stability with respect to rigid body dynamics, propellant slosh, and flex. Under the assumption that the Ares-I time-varying dynamics and control system can be frozen over a short period of time, the bending filters are designed to stabilize all the selected frozen-time launch control systems in the presence of parameter uncertainty. To ensure adequate response to guidance command, step response specifications are introduced as constraints in the optimization problem. Imposing these constrains minimizes performance degradation caused by the addition of the bending filters. The first stage bending filter design achieves stability by adding lag to the first structural frequency to phase stabilize the first flex mode while gain stabilizing the higher modes. The upper stage bending filter design gain stabilizes all the flex bending modes. The bending filter designs provided here have been demonstrated to provide stable first and second stage control systems in both Draper Ares Stability Analysis Tool (ASAT) and the MSFC MAVERIC 6DOF nonlinear time domain simulation.

A composite foraminiferal biostratigraphic sequence for the Lower Miocene deposits in the type area of the Qom Formation, central Iran, developed by constrained optimization (CONOP)

NASA Astrophysics Data System (ADS)

Daneshian, Jahanbakhsh; Ramezani Dana, Leila; Sadler, Peter

2017-01-01

Benthic foraminifera species commonly outnumber planktic species in the type area of the Lower Miocene Qom Formation, in north central Iran, where it records the Tethyan link between the eastern Mediterranean and Indo- Pacific provinces. Because measured sections preserve very different sequences of first and last occurrences of these species, no single section provides a completely suitable baseline for correlation. To resolve this problem, we combined bioevents from three stratigraphic sections into a single composite sequence by constrained optimization (CONOP). The composite section arranges the first and last appearance events (FAD and LAD) of 242 foraminifera in an optimal order that minimizes the implied diachronism between sections. The composite stratigraphic ranges of the planktic foraminifera support a practical biozonation which reveals substantial local changes of accumulation rate during Aquitanian to Burdigalian times. Traditional biozone boundaries emerge little changed but an order of magnitude more correlations can be interpolated. The top of the section at Dobaradar is younger than previously thought and younger than sections at Dochah and Tigheh Reza-Abad. The latter two sections probably extend older into the Aquitanian than the Dobaradar section, but likely include a hiatus near the base of the Burdigalian. The bounding contacts with the Upper Red and Lower Red Formations are shown to be diachronous.

Cost-optimized methods extending the solution space of lightweight spaceborne monolithic ZERODUR® mirrors to larger sizes

NASA Astrophysics Data System (ADS)

Leys, Antoine; Hull, Tony; Westerhoff, Thomas

2015-09-01

We address the problem that larger spaceborne mirrors require greater sectional thickness to achieve a sufficient first eigen frequency that is resilient to launch loads, and to be stable during optical telescope assembly integration and test, this added thickness results in unacceptable added mass if we simply scale up solutions for smaller mirrors. Special features, like cathedral ribs, arch, chamfers, and back-side following the contour of the mirror face have been considered for these studies. For computational efficiency, we have conducted detailed analysis on various configurations of a 800 mm hexagonal segment and of a 1.2-m mirror, in a manner that they can be constrained by manufacturing parameters as would be a 4-m mirror. Furthermore each model considered also has been constrained by cost-effective machining practice as defined in the SCHOTT Mainz factory. Analysis on variants of this 1.2-m mirror has shown a favorable configuration. We have then scaled this optimal configuration to 4-m aperture. We discuss resulting parameters of costoptimized 4-m mirrors. We also discuss the advantages and disadvantages this analysis reveals of going to cathedral rib architecture on 1-m class mirror substrates.

Stochastic Control Synthesis of Systems with Structured Uncertainty

NASA Technical Reports Server (NTRS)

Padula, Sharon L. (Technical Monitor); Crespo, Luis G.

2003-01-01

This paper presents a study on the design of robust controllers by using random variables to model structured uncertainty for both SISO and MIMO feedback systems. Once the parameter uncertainty is prescribed with probability density functions, its effects are propagated through the analysis leading to stochastic metrics for the system's output. Control designs that aim for satisfactory performances while guaranteeing robust closed loop stability are attained by solving constrained non-linear optimization problems in the frequency domain. This approach permits not only to quantify the probability of having unstable and unfavorable responses for a particular control design but also to search for controls while favoring the values of the parameters with higher chance of occurrence. In this manner, robust optimality is achieved while the characteristic conservatism of conventional robust control methods is eliminated. Examples that admit closed form expressions for the probabilistic metrics of the output are used to elucidate the nature of the problem at hand and validate the proposed formulations.

An Efficient Method Coupling Kernel Principal Component Analysis with Adjoint-Based Optimal Control and Its Goal-Oriented Extensions

NASA Astrophysics Data System (ADS)

Thimmisetty, C.; Talbot, C.; Tong, C. H.; Chen, X.

2016-12-01

The representativeness of available data poses a significant fundamental challenge to the quantification of uncertainty in geophysical systems. Furthermore, the successful application of machine learning methods to geophysical problems involving data assimilation is inherently constrained by the extent to which obtainable data represent the problem considered. We show how the adjoint method, coupled with optimization based on methods of machine learning, can facilitate the minimization of an objective function defined on a space of significantly reduced dimension. By considering uncertain parameters as constituting a stochastic process, the Karhunen-Loeve expansion and its nonlinear extensions furnish an optimal basis with respect to which optimization using L-BFGS can be carried out. In particular, we demonstrate that kernel PCA can be coupled with adjoint-based optimal control methods to successfully determine the distribution of material parameter values for problems in the context of channelized deformable media governed by the equations of linear elasticity. Since certain subsets of the original data are characterized by different features, the convergence rate of the method in part depends on, and may be limited by, the observations used to furnish the kernel principal component basis. By determining appropriate weights for realizations of the stochastic random field, then, one may accelerate the convergence of the method. To this end, we present a formulation of Weighted PCA combined with a gradient-based means using automatic differentiation to iteratively re-weight observations concurrent with the determination of an optimal reduced set control variables in the feature space. We demonstrate how improvements in the accuracy and computational efficiency of the weighted linear method can be achieved over existing unweighted kernel methods, and discuss nonlinear extensions of the algorithm.

Optimal shutdown management

NASA Astrophysics Data System (ADS)

Bottasso, C. L.; Croce, A.; Riboldi, C. E. D.

2014-06-01

The paper presents a novel approach for the synthesis of the open-loop pitch profile during emergency shutdowns. The problem is of interest in the design of wind turbines, as such maneuvers often generate design driving loads on some of the machine components. The pitch profile synthesis is formulated as a constrained optimal control problem, solved numerically using a direct single shooting approach. A cost function expressing a compromise between load reduction and rotor overspeed is minimized with respect to the unknown blade pitch profile. Constraints may include a load reduction not-to-exceed the next dominating loads, a not-to-be-exceeded maximum rotor speed, and a maximum achievable blade pitch rate. Cost function and constraints are computed over a possibly large number of operating conditions, defined so as to cover as well as possible the operating situations encountered in the lifetime of the machine. All such conditions are simulated by using a high-fidelity aeroservoelastic model of the wind turbine, ensuring the accuracy of the evaluation of all relevant parameters. The paper demonstrates the capabilities of the novel proposed formulation, by optimizing the pitch profile of a multi-MW wind turbine. Results show that the procedure can reliably identify optimal pitch profiles that reduce design-driving loads, in a fully automated way.

Robust approximate optimal guidance strategies for aeroassisted orbital transfer missions

NASA Astrophysics Data System (ADS)

Ilgen, Marc R.

This thesis presents the application of game theoretic and regular perturbation methods to the problem of determining robust approximate optimal guidance laws for aeroassisted orbital transfer missions with atmospheric density and navigated state uncertainties. The optimal guidance problem is reformulated as a differential game problem with the guidance law designer and Nature as opposing players. The resulting equations comprise the necessary conditions for the optimal closed loop guidance strategy in the presence of worst case parameter variations. While these equations are nonlinear and cannot be solved analytically, the presence of a small parameter in the equations of motion allows the method of regular perturbations to be used to solve the equations approximately. This thesis is divided into five parts. The first part introduces the class of problems to be considered and presents results of previous research. The second part then presents explicit semianalytical guidance law techniques for the aerodynamically dominated region of flight. These guidance techniques are applied to unconstrained and control constrained aeroassisted plane change missions and Mars aerocapture missions, all subject to significant atmospheric density variations. The third part presents a guidance technique for aeroassisted orbital transfer problems in the gravitationally dominated region of flight. Regular perturbations are used to design an implicit guidance technique similar to the second variation technique but that removes the need for numerically computing an optimal trajectory prior to flight. This methodology is then applied to a set of aeroassisted inclination change missions. In the fourth part, the explicit regular perturbation solution technique is extended to include the class of guidance laws with partial state information. This methodology is then applied to an aeroassisted plane change mission using inertial measurements and subject to uncertainties in the initial value of the flight path angle. A summary of performance results for all these guidance laws is presented in the fifth part of this thesis along with recommendations for further research.

Using Grey Wolf Algorithm to Solve the Capacitated Vehicle Routing Problem

NASA Astrophysics Data System (ADS)

Korayem, L.; Khorsid, M.; Kassem, S. S.

2015-05-01

The capacitated vehicle routing problem (CVRP) is a class of the vehicle routing problems (VRPs). In CVRP a set of identical vehicles having fixed capacities are required to fulfill customers' demands for a single commodity. The main objective is to minimize the total cost or distance traveled by the vehicles while satisfying a number of constraints, such as: the capacity constraint of each vehicle, logical flow constraints, etc. One of the methods employed in solving the CVRP is the cluster-first route-second method. It is a technique based on grouping of customers into a number of clusters, where each cluster is served by one vehicle. Once clusters are formed, a route determining the best sequence to visit customers is established within each cluster. The recently bio-inspired grey wolf optimizer (GWO), introduced in 2014, has proven to be efficient in solving unconstrained, as well as, constrained optimization problems. In the current research, our main contributions are: combining GWO with the traditional K-means clustering algorithm to generate the ‘K-GWO’ algorithm, deriving a capacitated version of the K-GWO algorithm by incorporating a capacity constraint into the aforementioned algorithm, and finally, developing 2 new clustering heuristics. The resulting algorithm is used in the clustering phase of the cluster-first route-second method to solve the CVR problem. The algorithm is tested on a number of benchmark problems with encouraging results.

A practical six-degree of freedom solar sail dynamics model for optimizing solar sail trajectories with torque constraints

NASA Technical Reports Server (NTRS)

Lisano, Michael E.

2004-01-01

Controlled flight of a solar sail-propelled spacecraft ('sailcraft') is a six-degree-of-freedom dynamics problem. Current state-of-the-art tools that simulate and optimize the trajectories flown by sailcraft do not treat the full kinetic (i.e. force and torque-constrained) motion, instead treating a discrete history of commanded sail attitudes, and either neglecting the sail attitude motion over an integration timestep, or treating the attitude evolution kinematically with a spline or similar treatment. The present paper discusses an aspect of developing a next generation sailcraf trajectory designing optimization tool JPL, for NASA's Solar Sail Spaceflight Simulation Software (SS). The aspect discussed in an experimental approach to modeling full six-degree-of-freedom kinetic motion of a solar sail in a trajectory propagator. Early results from implementing this approach in a new trajectory propagation tool are given.

Fitting aerodynamic forces in the Laplace domain: An application of a nonlinear nongradient technique to multilevel constrained optimization

NASA Technical Reports Server (NTRS)

Tiffany, S. H.; Adams, W. M., Jr.

1984-01-01

A technique which employs both linear and nonlinear methods in a multilevel optimization structure to best approximate generalized unsteady aerodynamic forces for arbitrary motion is described. Optimum selection of free parameters is made in a rational function approximation of the aerodynamic forces in the Laplace domain such that a best fit is obtained, in a least squares sense, to tabular data for purely oscillatory motion. The multilevel structure and the corresponding formulation of the objective models are presented which separate the reduction of the fit error into linear and nonlinear problems, thus enabling the use of linear methods where practical. Certain equality and inequality constraints that may be imposed are identified; a brief description of the nongradient, nonlinear optimizer which is used is given; and results which illustrate application of the method are presented.

On advanced configuration enhance adaptive system optimization

NASA Astrophysics Data System (ADS)

Liu, Hua; Ding, Quanxin; Wang, Helong; Guo, Chunjie; Chen, Hongliang; Zhou, Liwei

2017-10-01

For aim to find an effective method to structure to enhance these adaptive system with some complex function and look forward to establish an universally applicable solution in prototype and optimization. As the most attractive component in adaptive system, wave front corrector is constrained by some conventional technique and components, such as polarization dependence and narrow working waveband. Advanced configuration based on a polarized beam split can optimized energy splitting method used to overcome these problems effective. With the global algorithm, the bandwidth has been amplified by more than five times as compared with that of traditional ones. Simulation results show that the system can meet the application requirements in MTF and other related criteria. Compared with the conventional design, the system has reduced in volume and weight significantly. Therefore, the determining factors are the prototype selection and the system configuration, Results show their effectiveness.

Automatic Summarization as a Combinatorial Optimization Problem

NASA Astrophysics Data System (ADS)

Hirao, Tsutomu; Suzuki, Jun; Isozaki, Hideki

We derived the oracle summary with the highest ROUGE score that can be achieved by integrating sentence extraction with sentence compression from the reference abstract. The analysis results of the oracle revealed that summarization systems have to assign an appropriate compression rate for each sentence in the document. In accordance with this observation, this paper proposes a summarization method as a combinatorial optimization: selecting the set of sentences that maximize the sum of the sentence scores from the pool which consists of the sentences with various compression rates, subject to length constrains. The score of the sentence is defined by its compression rate, content words and positional information. The parameters for the compression rates and positional information are optimized by minimizing the loss between score of oracles and that of candidates. The results obtained from TSC-2 corpus showed that our method outperformed the previous systems with statistical significance.

Application of augmented-Lagrangian methods in meteorology: Comparison of different conjugate-gradient codes for large-scale minimization

NASA Technical Reports Server (NTRS)

Navon, I. M.

1984-01-01

A Lagrange multiplier method using techniques developed by Bertsekas (1982) was applied to solving the problem of enforcing simultaneous conservation of the nonlinear integral invariants of the shallow water equations on a limited area domain. This application of nonlinear constrained optimization is of the large dimensional type and the conjugate gradient method was found to be the only computationally viable method for the unconstrained minimization. Several conjugate-gradient codes were tested and compared for increasing accuracy requirements. Robustness and computational efficiency were the principal criteria.

A Toolbox for Imaging Stellar Surfaces

NASA Astrophysics Data System (ADS)

Young, John

2018-04-01

In this talk I will review the available algorithms for synthesis imaging at visible and infrared wavelengths, including both gray and polychromatic methods. I will explain state-of-the-art approaches to constraining the ill-posed image reconstruction problem, and selecting an appropriate regularisation function and strength of regularisation. The reconstruction biases that can follow from non-optimal choices will be discussed, including their potential impact on the physical interpretation of the results. This discussion will be illustrated with example stellar surface imaging results from real VLTI and COAST datasets.

Immersed Boundary Methods for Optimization of Strongly Coupled Fluid-Structure Systems

NASA Astrophysics Data System (ADS)

Jenkins, Nicholas J.

Conventional methods for design of tightly coupled multidisciplinary systems, such as fluid-structure interaction (FSI) problems, traditionally rely on manual revisions informed by a loosely coupled linearized analysis. These approaches are both inaccurate for a multitude of applications, and they require an intimate understanding of the assumptions and limitations of the procedure in order to soundly optimize the design. Computational optimization, in particular topology optimization, has been shown to yield remarkable results for problems in solid mechanics using density interpolations schemes. In the context of FSI, however, well defined boundaries play a key role in both the design problem and the mechanical model. Density methods neither accurately represent the material boundary, nor provide a suitable platform to apply appropriate interface conditions. This thesis presents a new framework for shape and topology optimization of FSI problems that uses for the design problem the Level Set method (LSM) to describe the geometry evolution in the optimization process. The Extended Finite Element method (XFEM) is combined with a fictitiously deforming fluid domain (stationary arbitrary Lagrangian-Eulerian method) to predict the FSI response. The novelty of the proposed approach lies in the fact that the XFEM explicitly captures the material boundary defined by the level set iso-surface. Moreover, the XFEM provides a means to discretize the governing equations, and weak immersed boundary conditions are applied with Nitsche's Method to couple the fields. The flow is predicted by the incompressible Navier-Stokes equations, and a finite-deformation solid model is developed and tested for both hyperelastic and linear elastic problems. Transient and stationary numerical examples are presented to validate the FSI model and numerical solver approach. Pertaining to the optimization of FSI problems, the parameters of the discretized level set function are defined as explicit functions of the optimization variables, and the parameteric optimization problem is solved by nonlinear programming methods. The gradients of the objective and constrains are computed by the adjoint method for the global monolithic fluid-solid system. Two types of design problems are explored for optimization of the fluid-structure response: 1) the internal structural topology is varied, preserving the fluid-solid interface geometry, and 2) the fluid-solid interface is manipulated directly, which leads to simultaneously configuring both internal structural topology and outer mold shape. The numerical results show that the LSM-XFEM approach is well suited for designing practical applications, while at the same time reducing the requirement on highly refined mesh resolution compared to traditional density methods. However, these results also emphasize the need for a more robust embedded boundary condition framework. Further, the LSM can exhibit greater dependence on initial design seeding, and can impede design convergence. In particular for the strongly coupled FSI analysis developed here, the thinning and eventual removal of structural members can cause jumps in the evolution of the optimization functions.

The covariance matrix for the solution vector of an equality-constrained least-squares problem

NASA Technical Reports Server (NTRS)

Lawson, C. L.

1976-01-01

Methods are given for computing the covariance matrix for the solution vector of an equality-constrained least squares problem. The methods are matched to the solution algorithms given in the book, 'Solving Least Squares Problems.'

Development of optimal models of porous media by combining static and dynamic data: the permeability and porosity distributions.

PubMed

Hamzehpour, Hossein; Rasaei, M Reza; Sahimi, Muhammad

2007-05-01

We describe a method for the development of the optimal spatial distributions of the porosity phi and permeability k of a large-scale porous medium. The optimal distributions are constrained by static and dynamic data. The static data that we utilize are limited data for phi and k, which the method honors in the optimal model and utilizes their correlation functions in the optimization process. The dynamic data include the first-arrival (FA) times, at a number of receivers, of seismic waves that have propagated in the porous medium, and the time-dependent production rates of a fluid that flows in the medium. The method combines the simulated-annealing method with a simulator that solves numerically the three-dimensional (3D) acoustic wave equation and computes the FA times, and a second simulator that solves the 3D governing equation for the fluid's pressure as a function of time. To our knowledge, this is the first time that an optimization method has been developed to determine simultaneously the global minima of two distinct total energy functions. As a stringent test of the method's accuracy, we solve for flow of two immiscible fluids in the same porous medium, without using any data for the two-phase flow problem in the optimization process. We show that the optimal model, in addition to honoring the data, also yields accurate spatial distributions of phi and k, as well as providing accurate quantitative predictions for the single- and two-phase flow problems. The efficiency of the computations is discussed in detail.

Particle Swarm Optimization Toolbox

NASA Technical Reports Server (NTRS)

Grant, Michael J.

2010-01-01

The Particle Swarm Optimization Toolbox is a library of evolutionary optimization tools developed in the MATLAB environment. The algorithms contained in the library include a genetic algorithm (GA), a single-objective particle swarm optimizer (SOPSO), and a multi-objective particle swarm optimizer (MOPSO). Development focused on both the SOPSO and MOPSO. A GA was included mainly for comparison purposes, and the particle swarm optimizers appeared to perform better for a wide variety of optimization problems. All algorithms are capable of performing unconstrained and constrained optimization. The particle swarm optimizers are capable of performing single and multi-objective optimization. The SOPSO and MOPSO algorithms are based on swarming theory and bird-flocking patterns to search the trade space for the optimal solution or optimal trade in competing objectives. The MOPSO generates Pareto fronts for objectives that are in competition. A GA, based on Darwin evolutionary theory, is also included in the library. The GA consists of individuals that form a population in the design space. The population mates to form offspring at new locations in the design space. These offspring contain traits from both of the parents. The algorithm is based on this combination of traits from parents to hopefully provide an improved solution than either of the original parents. As the algorithm progresses, individuals that hold these optimal traits will emerge as the optimal solutions. Due to the generic design of all optimization algorithms, each algorithm interfaces with a user-supplied objective function. This function serves as a "black-box" to the optimizers in which the only purpose of this function is to evaluate solutions provided by the optimizers. Hence, the user-supplied function can be numerical simulations, analytical functions, etc., since the specific detail of this function is of no concern to the optimizer. These algorithms were originally developed to support entry trajectory and guidance design for the Mars Science Laboratory mission but may be applied to any optimization problem.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Krishnamurthy, Dheepak

This paper is an overview of Power System Simulation Toolbox (psst). psst is an open-source Python application for the simulation and analysis of power system models. psst simulates the wholesale market operation by solving a DC Optimal Power Flow (DCOPF), Security Constrained Unit Commitment (SCUC) and a Security Constrained Economic Dispatch (SCED). psst also includes models for the various entities in a power system such as Generator Companies (GenCos), Load Serving Entities (LSEs) and an Independent System Operator (ISO). psst features an open modular object oriented architecture that will make it useful for researchers to customize, expand, experiment beyond solvingmore » traditional problems. psst also includes a web based Graphical User Interface (GUI) that allows for user friendly interaction and for implementation on remote High Performance Computing (HPCs) clusters for parallelized operations. This paper also provides an illustrative application of psst and benchmarks with standard IEEE test cases to show the advanced features and the performance of toolbox.« less

LCAMP: Location Constrained Approximate Message Passing for Compressed Sensing MRI

PubMed Central

Sung, Kyunghyun; Daniel, Bruce L; Hargreaves, Brian A

2016-01-01

Iterative thresholding methods have been extensively studied as faster alternatives to convex optimization methods for solving large-sized problems in compressed sensing. A novel iterative thresholding method called LCAMP (Location Constrained Approximate Message Passing) is presented for reducing computational complexity and improving reconstruction accuracy when a nonzero location (or sparse support) constraint can be obtained from view shared images. LCAMP modifies the existing approximate message passing algorithm by replacing the thresholding stage with a location constraint, which avoids adjusting regularization parameters or thresholding levels. This work is first compared with other conventional reconstruction methods using random 1D signals and then applied to dynamic contrast-enhanced breast MRI to demonstrate the excellent reconstruction accuracy (less than 2% absolute difference) and low computation time (5 - 10 seconds using Matlab) with highly undersampled 3D data (244 × 128 × 48; overall reduction factor = 10). PMID:23042658

Sparse and stable Markowitz portfolios

PubMed Central

Brodie, Joshua; Daubechies, Ingrid; De Mol, Christine; Giannone, Domenico; Loris, Ignace

2009-01-01

We consider the problem of portfolio selection within the classical Markowitz mean-variance framework, reformulated as a constrained least-squares regression problem. We propose to add to the objective function a penalty proportional to the sum of the absolute values of the portfolio weights. This penalty regularizes (stabilizes) the optimization problem, encourages sparse portfolios (i.e., portfolios with only few active positions), and allows accounting for transaction costs. Our approach recovers as special cases the no-short-positions portfolios, but does allow for short positions in limited number. We implement this methodology on two benchmark data sets constructed by Fama and French. Using only a modest amount of training data, we construct portfolios whose out-of-sample performance, as measured by Sharpe ratio, is consistently and significantly better than that of the naïve evenly weighted portfolio. PMID:19617537

A lexicographic weighted Tchebycheff approach for multi-constrained multi-objective optimization of the surface grinding process

NASA Astrophysics Data System (ADS)

Khalilpourazari, Soheyl; Khalilpourazary, Saman

2017-05-01

In this article a multi-objective mathematical model is developed to minimize total time and cost while maximizing the production rate and surface finish quality in the grinding process. The model aims to determine optimal values of the decision variables considering process constraints. A lexicographic weighted Tchebycheff approach is developed to obtain efficient Pareto-optimal solutions of the problem in both rough and finished conditions. Utilizing a polyhedral branch-and-cut algorithm, the lexicographic weighted Tchebycheff model of the proposed multi-objective model is solved using GAMS software. The Pareto-optimal solutions provide a proper trade-off between conflicting objective functions which helps the decision maker to select the best values for the decision variables. Sensitivity analyses are performed to determine the effect of change in the grain size, grinding ratio, feed rate, labour cost per hour, length of workpiece, wheel diameter and downfeed of grinding parameters on each value of the objective function.

Integration and Optimization of Alternative Sources of Energy in a Remote Region

NASA Astrophysics Data System (ADS)

Berberi, Pellumb; Inodnorjani, Spiro; Aleti, Riza

2010-01-01

In a remote coastal region supply of energy from national grid is insufficient for a sustainable development. Integration and optimization of local alternative renewable energy sources is an optional solution of the problem. In this paper we have studied the energetic potential of local sources of renewable energy (water, solar, wind and biomass). A bottom-up energy system optimization model is proposed in order to support planning policies for promoting the use of renewable energy sources. A software, based on multiple factors and constrains analysis for optimization energy flow is proposed, which provides detailed information for exploitation each source of energy, power and heat generation, GHG emissions and end-use sectors. Economical analysis shows that with existing technologies both stand alone and regional facilities may be feasible. Improving specific legislation will foster investments from Central or Local Governments and also from individuals, private companies or small families. The study is carried on the frame work of a FP6 project "Integrated Renewable Energy System."

A Path Algorithm for Constrained Estimation

PubMed Central

Zhou, Hua; Lange, Kenneth

2013-01-01

Many least-square problems involve affine equality and inequality constraints. Although there are a variety of methods for solving such problems, most statisticians find constrained estimation challenging. The current article proposes a new path-following algorithm for quadratic programming that replaces hard constraints by what are called exact penalties. Similar penalties arise in l1 regularization in model selection. In the regularization setting, penalties encapsulate prior knowledge, and penalized parameter estimates represent a trade-off between the observed data and the prior knowledge. Classical penalty methods of optimization, such as the quadratic penalty method, solve a sequence of unconstrained problems that put greater and greater stress on meeting the constraints. In the limit as the penalty constant tends to ∞, one recovers the constrained solution. In the exact penalty method, squared penalties!are replaced by absolute value penalties, and the solution is recovered for a finite value of the penalty constant. The exact path-following method starts at the unconstrained solution and follows the solution path as the penalty constant increases. In the process, the solution path hits, slides along, and exits from the various constraints. Path following in Lasso penalized regression, in contrast, starts with a large value of the penalty constant and works its way downward. In both settings, inspection of the entire solution path is revealing. Just as with the Lasso and generalized Lasso, it is possible to plot the effective degrees of freedom along the solution path. For a strictly convex quadratic program, the exact penalty algorithm can be framed entirely in terms of the sweep operator of regression analysis. A few well-chosen examples illustrate the mechanics and potential of path following. This article has supplementary materials available online. PMID:24039382

Weighted SGD for ℓ p Regression with Randomized Preconditioning.

PubMed

Yang, Jiyan; Chow, Yin-Lam; Ré, Christopher; Mahoney, Michael W

2016-01-01

In recent years, stochastic gradient descent (SGD) methods and randomized linear algebra (RLA) algorithms have been applied to many large-scale problems in machine learning and data analysis. SGD methods are easy to implement and applicable to a wide range of convex optimization problems. In contrast, RLA algorithms provide much stronger performance guarantees but are applicable to a narrower class of problems. We aim to bridge the gap between these two methods in solving constrained overdetermined linear regression problems-e.g., ℓ 2 and ℓ 1 regression problems. We propose a hybrid algorithm named pwSGD that uses RLA techniques for preconditioning and constructing an importance sampling distribution, and then performs an SGD-like iterative process with weighted sampling on the preconditioned system.By rewriting a deterministic ℓ p regression problem as a stochastic optimization problem, we connect pwSGD to several existing ℓ p solvers including RLA methods with algorithmic leveraging (RLA for short).We prove that pwSGD inherits faster convergence rates that only depend on the lower dimension of the linear system, while maintaining low computation complexity. Such SGD convergence rates are superior to other related SGD algorithm such as the weighted randomized Kaczmarz algorithm.Particularly, when solving ℓ 1 regression with size n by d , pwSGD returns an approximate solution with ε relative error in the objective value in (log n ·nnz( A )+poly( d )/ ε 2 ) time. This complexity is uniformly better than that of RLA methods in terms of both ε and d when the problem is unconstrained. In the presence of constraints, pwSGD only has to solve a sequence of much simpler and smaller optimization problem over the same constraints. In general this is more efficient than solving the constrained subproblem required in RLA.For ℓ 2 regression, pwSGD returns an approximate solution with ε relative error in the objective value and the solution vector measured in prediction norm in (log n ·nnz( A )+poly( d ) log(1/ ε )/ ε ) time. We show that for unconstrained ℓ 2 regression, this complexity is comparable to that of RLA and is asymptotically better over several state-of-the-art solvers in the regime where the desired accuracy ε , high dimension n and low dimension d satisfy d ≥ 1/ ε and n ≥ d 2 / ε . We also provide lower bounds on the coreset complexity for more general regression problems, indicating that still new ideas will be needed to extend similar RLA preconditioning ideas to weighted SGD algorithms for more general regression problems. Finally, the effectiveness of such algorithms is illustrated numerically on both synthetic and real datasets, and the results are consistent with our theoretical findings and demonstrate that pwSGD converges to a medium-precision solution, e.g., ε = 10 -3 , more quickly.

Electrochemical model based charge optimization for lithium-ion batteries

NASA Astrophysics Data System (ADS)

Pramanik, Sourav; Anwar, Sohel

2016-05-01

In this paper, we propose the design of a novel optimal strategy for charging the lithium-ion battery based on electrochemical battery model that is aimed at improved performance. A performance index that aims at minimizing the charging effort along with a minimum deviation from the rated maximum thresholds for cell temperature and charging current has been defined. The method proposed in this paper aims at achieving a faster charging rate while maintaining safe limits for various battery parameters. Safe operation of the battery is achieved by including the battery bulk temperature as a control component in the performance index which is of critical importance for electric vehicles. Another important aspect of the performance objective proposed here is the efficiency of the algorithm that would allow higher charging rates without compromising the internal electrochemical kinetics of the battery which would prevent abusive conditions, thereby improving the long term durability. A more realistic model, based on battery electro-chemistry has been used for the design of the optimal algorithm as opposed to the conventional equivalent circuit models. To solve the optimization problem, Pontryagins principle has been used which is very effective for constrained optimization problems with both state and input constraints. Simulation results show that the proposed optimal charging algorithm is capable of shortening the charging time of a lithium ion cell while maintaining the temperature constraint when compared with the standard constant current charging. The designed method also maintains the internal states within limits that can avoid abusive operating conditions.

Maximum likelihood identification and optimal input design for identifying aircraft stability and control derivatives

NASA Technical Reports Server (NTRS)

Stepner, D. E.; Mehra, R. K.

1973-01-01

A new method of extracting aircraft stability and control derivatives from flight test data is developed based on the maximum likelihood cirterion. It is shown that this new method is capable of processing data from both linear and nonlinear models, both with and without process noise and includes output error and equation error methods as special cases. The first application of this method to flight test data is reported for lateral maneuvers of the HL-10 and M2/F3 lifting bodies, including the extraction of stability and control derivatives in the presence of wind gusts. All the problems encountered in this identification study are discussed. Several different methods (including a priori weighting, parameter fixing and constrained parameter values) for dealing with identifiability and uniqueness problems are introduced and the results given. The method for the design of optimal inputs for identifying the parameters of linear dynamic systems is also given. The criterion used for the optimization is the sensitivity of the system output to the unknown parameters. Several simple examples are first given and then the results of an extensive stability and control dervative identification simulation for a C-8 aircraft are detailed.

Optimization of beam orientation in radiotherapy using planar geometry

NASA Astrophysics Data System (ADS)

Haas, O. C. L.; Burnham, K. J.; Mills, J. A.

1998-08-01

This paper proposes a new geometrical formulation of the coplanar beam orientation problem combined with a hybrid multiobjective genetic algorithm. The approach is demonstrated by optimizing the beam orientation in two dimensions, with the objectives being formulated using planar geometry. The traditional formulation of the objectives associated with the organs at risk has been modified to account for the use of complex dose delivery techniques such as beam intensity modulation. The new algorithm attempts to replicate the approach of a treatment planner whilst reducing the amount of computation required. Hybrid genetic search operators have been developed to improve the performance of the genetic algorithm by exploiting problem-specific features. The multiobjective genetic algorithm is formulated around the concept of Pareto optimality which enables the algorithm to search in parallel for different objectives. When the approach is applied without constraining the number of beams, the solution produces an indication of the minimum number of beams required. It is also possible to obtain non-dominated solutions for various numbers of beams, thereby giving the clinicians a choice in terms of the number of beams as well as in the orientation of these beams.

Adjoint-Baed Optimal Control on the Pitch Angle of a Single-Bladed Vertical-Axis Wind Turbine

NASA Astrophysics Data System (ADS)

Tsai, Hsieh-Chen; Colonius, Tim

2017-11-01

Optimal control on the pitch angle of a NACA0018 single-bladed vertical-axis wind turbine (VAWT) is numerically investigated at a low Reynolds number of 1500. With fixed tip-speed ratio, the input power is minimized and mean tangential force is maximized over a specific time horizon. The immersed boundary method is used to simulate the two-dimensional, incompressible flow around a horizontal cross section of the VAWT. The problem is formulated as a PDE constrained optimization problem and an iterative solution is obtained using adjoint-based conjugate gradient methods. By the end of the longest control horizon examined, two controls end up with time-invariant pitch angles of about the same magnitude but with the opposite signs. The results show that both cases lead to a reduction in the input power but not necessarily an enhancement in the mean tangential force. These reductions in input power are due to the removal of a power-damaging phenomenon that occurs when a vortex pair is captured by the blade in the upwind-half region of a cycle. This project was supported by Caltech FLOWE center/Gordon and Betty Moore Foundation.

Sensor networks for optimal target localization with bearings-only measurements in constrained three-dimensional scenarios.

PubMed

Moreno-Salinas, David; Pascoal, Antonio; Aranda, Joaquin

2013-08-12

In this paper, we address the problem of determining the optimal geometric configuration of an acoustic sensor network that will maximize the angle-related information available for underwater target positioning. In the set-up adopted, a set of autonomous vehicles carries a network of acoustic units that measure the elevation and azimuth angles between a target and each of the receivers on board the vehicles. It is assumed that the angle measurements are corrupted by white Gaussian noise, the variance of which is distance-dependent. Using tools from estimation theory, the problem is converted into that of minimizing, by proper choice of the sensor positions, the trace of the inverse of the Fisher Information Matrix (also called the Cramer-Rao Bound matrix) to determine the sensor configuration that yields the minimum possible covariance of any unbiased target estimator. It is shown that the optimal configuration of the sensors depends explicitly on the intensity of the measurement noise, the constraints imposed on the sensor configuration, the target depth and the probabilistic distribution that defines the prior uncertainty in the target position. Simulation examples illustrate the key results derived.

Computation and analysis for a constrained entropy optimization problem in finance

NASA Astrophysics Data System (ADS)

He, Changhong; Coleman, Thomas F.; Li, Yuying

2008-12-01

In [T. Coleman, C. He, Y. Li, Calibrating volatility function bounds for an uncertain volatility model, Journal of Computational Finance (2006) (submitted for publication)], an entropy minimization formulation has been proposed to calibrate an uncertain volatility option pricing model (UVM) from market bid and ask prices. To avoid potential infeasibility due to numerical error, a quadratic penalty function approach is applied. In this paper, we show that the solution to the quadratic penalty problem can be obtained by minimizing an objective function which can be evaluated via solving a Hamilton-Jacobian-Bellman (HJB) equation. We prove that the implicit finite difference solution of this HJB equation converges to its viscosity solution. In addition, we provide computational examples illustrating accuracy of calibration.

Low-Thrust Trajectory Optimization with Simplified SQP Algorithm

NASA Technical Reports Server (NTRS)

Parrish, Nathan L.; Scheeres, Daniel J.

2017-01-01

The problem of low-thrust trajectory optimization in highly perturbed dynamics is a stressing case for many optimization tools. Highly nonlinear dynamics and continuous thrust are each, separately, non-trivial problems in the field of optimal control, and when combined, the problem is even more difficult. This paper de-scribes a fast, robust method to design a trajectory in the CRTBP (circular restricted three body problem), beginning with no or very little knowledge of the system. The approach is inspired by the SQP (sequential quadratic programming) algorithm, in which a general nonlinear programming problem is solved via a sequence of quadratic problems. A few key simplifications make the algorithm presented fast and robust to initial guess: a quadratic cost function, neglecting the line search step when the solution is known to be far away, judicious use of end-point constraints, and mesh refinement on multiple shooting with fixed-step integration.In comparison to the traditional approach of plugging the problem into a “black-box” NLP solver, the methods shown converge even when given no knowledge of the solution at all. It was found that the only piece of information that the user needs to provide is a rough guess for the time of flight, as the transfer time guess will dictate which set of local solutions the algorithm could converge on. This robustness to initial guess is a compelling feature, as three-body orbit transfers are challenging to design with intuition alone. Of course, if a high-quality initial guess is available, the methods shown are still valid.We have shown that endpoints can be efficiently constrained to lie on 3-body repeating orbits, and that time of flight can be optimized as well. When optimizing the endpoints, we must make a trade between converging quickly on sub-optimal endpoints or converging more slowly on end-points that are arbitrarily close to optimal. It is easy for the mission design engineer to adjust this trade based on the problem at hand.The biggest limitation to the algorithm at this point is that multi-revolution transfers (greater than 2 revolutions) do not work nearly as well. This restriction comes in because the relationship between node 1 and node N becomes increasingly nonlinear as the angular distance grows. Trans-fers with more than about 1.5 complete revolutions generally require the line search to improve convergence. Future work includes: Comparison of this algorithm with other established tools; improvements to how multiple-revolution transfers are handled; parallelization of the Jacobian computation; in-creased efficiency for the line search; and optimization of many more trajectories between a variety of 3-body orbits.

Enhanced Fuel-Optimal Trajectory-Generation Algorithm for Planetary Pinpoint Landing

NASA Technical Reports Server (NTRS)

Acikmese, Behcet; Blackmore, James C.; Scharf, Daniel P.

2011-01-01

An enhanced algorithm is developed that builds on a previous innovation of fuel-optimal powered-descent guidance (PDG) for planetary pinpoint landing. The PDG problem is to compute constrained, fuel-optimal trajectories to land a craft at a prescribed target on a planetary surface, starting from a parachute cut-off point and using a throttleable descent engine. The previous innovation showed the minimal-fuel PDG problem can be posed as a convex optimization problem, in particular, as a Second-Order Cone Program, which can be solved to global optimality with deterministic convergence properties, and hence is a candidate for onboard implementation. To increase the speed and robustness of this convex PDG algorithm for possible onboard implementation, the following enhancements are incorporated: 1) Fast detection of infeasibility (i.e., control authority is not sufficient for soft-landing) for subsequent fault response. 2) The use of a piecewise-linear control parameterization, providing smooth solution trajectories and increasing computational efficiency. 3) An enhanced line-search algorithm for optimal time-of-flight, providing quicker convergence and bounding the number of path-planning iterations needed. 4) An additional constraint that analytically guarantees inter-sample satisfaction of glide-slope and non-sub-surface flight constraints, allowing larger discretizations and, hence, faster optimization. 5) Explicit incorporation of Mars rotation rate into the trajectory computation for improved targeting accuracy. These enhancements allow faster convergence to the fuel-optimal solution and, more importantly, remove the need for a "human-in-the-loop," as constraints will be satisfied over the entire path-planning interval independent of step-size (as opposed to just at the discrete time points) and infeasible initial conditions are immediately detected. Finally, while the PDG stage is typically only a few minutes, ignoring the rotation rate of Mars can introduce 10s of meters of error. By incorporating it, the enhanced PDG algorithm becomes capable of pinpoint targeting.