Discrete Particle Swarm Optimization Routing Protocol for Wireless Sensor Networks with Multiple Mobile Sinks.

PubMed

Yang, Jin; Liu, Fagui; Cao, Jianneng; Wang, Liangming

2016-07-14

Mobile sinks can achieve load-balancing and energy-consumption balancing across the wireless sensor networks (WSNs). However, the frequent change of the paths between source nodes and the sinks caused by sink mobility introduces significant overhead in terms of energy and packet delays. To enhance network performance of WSNs with mobile sinks (MWSNs), we present an efficient routing strategy, which is formulated as an optimization problem and employs the particle swarm optimization algorithm (PSO) to build the optimal routing paths. However, the conventional PSO is insufficient to solve discrete routing optimization problems. Therefore, a novel greedy discrete particle swarm optimization with memory (GMDPSO) is put forward to address this problem. In the GMDPSO, particle's position and velocity of traditional PSO are redefined under discrete MWSNs scenario. Particle updating rule is also reconsidered based on the subnetwork topology of MWSNs. Besides, by improving the greedy forwarding routing, a greedy search strategy is designed to drive particles to find a better position quickly. Furthermore, searching history is memorized to accelerate convergence. Simulation results demonstrate that our new protocol significantly improves the robustness and adapts to rapid topological changes with multiple mobile sinks, while efficiently reducing the communication overhead and the energy consumption.

Discrete-time entropy formulation of optimal and adaptive control problems

NASA Technical Reports Server (NTRS)

Tsai, Yweting A.; Casiello, Francisco A.; Loparo, Kenneth A.

1992-01-01

The discrete-time version of the entropy formulation of optimal control of problems developed by G. N. Saridis (1988) is discussed. Given a dynamical system, the uncertainty in the selection of the control is characterized by the probability distribution (density) function which maximizes the total entropy. The equivalence between the optimal control problem and the optimal entropy problem is established, and the total entropy is decomposed into a term associated with the certainty equivalent control law, the entropy of estimation, and the so-called equivocation of the active transmission of information from the controller to the estimator. This provides a useful framework for studying the certainty equivalent and adaptive control laws.

Minimizing the Total Service Time of Discrete Dynamic Berth Allocation Problem by an Iterated Greedy Heuristic

PubMed Central

2014-01-01

Berth allocation is the forefront operation performed when ships arrive at a port and is a critical task in container port optimization. Minimizing the time ships spend at berths constitutes an important objective of berth allocation problems. This study focuses on the discrete dynamic berth allocation problem (discrete DBAP), which aims to minimize total service time, and proposes an iterated greedy (IG) algorithm to solve it. The proposed IG algorithm is tested on three benchmark problem sets. Experimental results show that the proposed IG algorithm can obtain optimal solutions for all test instances of the first and second problem sets and outperforms the best-known solutions for 35 out of 90 test instances of the third problem set. PMID:25295295

Multi-level adaptive finite element methods. 1: Variation problems

NASA Technical Reports Server (NTRS)

Brandt, A.

1979-01-01

A general numerical strategy for solving partial differential equations and other functional problems by cycling between coarser and finer levels of discretization is described. Optimal discretization schemes are provided together with very fast general solvers. It is described in terms of finite element discretizations of general nonlinear minimization problems. The basic processes (relaxation sweeps, fine-grid-to-coarse-grid transfers of residuals, coarse-to-fine interpolations of corrections) are directly and naturally determined by the objective functional and the sequence of approximation spaces. The natural processes, however, are not always optimal. Concrete examples are given and some new techniques are reviewed. Including the local truncation extrapolation and a multilevel procedure for inexpensively solving chains of many boundary value problems, such as those arising in the solution of time-dependent problems.

Computing the Feasible Spaces of Optimal Power Flow Problems

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

Molzahn, Daniel K.

The solution to an optimal power flow (OPF) problem provides a minimum cost operating point for an electric power system. The performance of OPF solution techniques strongly depends on the problem’s feasible space. This paper presents an algorithm that is guaranteed to compute the entire feasible spaces of small OPF problems to within a specified discretization tolerance. Specifically, the feasible space is computed by discretizing certain of the OPF problem’s inequality constraints to obtain a set of power flow equations. All solutions to the power flow equations at each discretization point are obtained using the Numerical Polynomial Homotopy Continuation (NPHC)more » algorithm. To improve computational tractability, “bound tightening” and “grid pruning” algorithms use convex relaxations to preclude consideration of many discretization points that are infeasible for the OPF problem. Here, the proposed algorithm is used to generate the feasible spaces of two small test cases.« less

Computing the Feasible Spaces of Optimal Power Flow Problems

DOE PAGES

Molzahn, Daniel K.

2017-03-15

The solution to an optimal power flow (OPF) problem provides a minimum cost operating point for an electric power system. The performance of OPF solution techniques strongly depends on the problem’s feasible space. This paper presents an algorithm that is guaranteed to compute the entire feasible spaces of small OPF problems to within a specified discretization tolerance. Specifically, the feasible space is computed by discretizing certain of the OPF problem’s inequality constraints to obtain a set of power flow equations. All solutions to the power flow equations at each discretization point are obtained using the Numerical Polynomial Homotopy Continuation (NPHC)more » algorithm. To improve computational tractability, “bound tightening” and “grid pruning” algorithms use convex relaxations to preclude consideration of many discretization points that are infeasible for the OPF problem. Here, the proposed algorithm is used to generate the feasible spaces of two small test cases.« less

Discrete Particle Swarm Optimization Routing Protocol for Wireless Sensor Networks with Multiple Mobile Sinks

PubMed Central

Yang, Jin; Liu, Fagui; Cao, Jianneng; Wang, Liangming

2016-01-01

Mobile sinks can achieve load-balancing and energy-consumption balancing across the wireless sensor networks (WSNs). However, the frequent change of the paths between source nodes and the sinks caused by sink mobility introduces significant overhead in terms of energy and packet delays. To enhance network performance of WSNs with mobile sinks (MWSNs), we present an efficient routing strategy, which is formulated as an optimization problem and employs the particle swarm optimization algorithm (PSO) to build the optimal routing paths. However, the conventional PSO is insufficient to solve discrete routing optimization problems. Therefore, a novel greedy discrete particle swarm optimization with memory (GMDPSO) is put forward to address this problem. In the GMDPSO, particle’s position and velocity of traditional PSO are redefined under discrete MWSNs scenario. Particle updating rule is also reconsidered based on the subnetwork topology of MWSNs. Besides, by improving the greedy forwarding routing, a greedy search strategy is designed to drive particles to find a better position quickly. Furthermore, searching history is memorized to accelerate convergence. Simulation results demonstrate that our new protocol significantly improves the robustness and adapts to rapid topological changes with multiple mobile sinks, while efficiently reducing the communication overhead and the energy consumption. PMID:27428971

Discrete optimal control approach to a four-dimensional guidance problem near terminal areas

NASA Technical Reports Server (NTRS)

Nagarajan, N.

1974-01-01

Description of a computer-oriented technique to generate the necessary control inputs to guide an aircraft in a given time from a given initial state to a prescribed final state subject to the constraints on airspeed, acceleration, and pitch and bank angles of the aircraft. A discrete-time mathematical model requiring five state variables and three control variables is obtained, assuming steady wind and zero sideslip. The guidance problem is posed as a discrete nonlinear optimal control problem with a cost functional of Bolza form. A solution technique for the control problem is investigated, and numerical examples are presented. It is believed that this approach should prove to be useful in automated air traffic control schemes near large terminal areas.

Solving ill-posed control problems by stabilized finite element methods: an alternative to Tikhonov regularization

NASA Astrophysics Data System (ADS)

Burman, Erik; Hansbo, Peter; Larson, Mats G.

2018-03-01

Tikhonov regularization is one of the most commonly used methods for the regularization of ill-posed problems. In the setting of finite element solutions of elliptic partial differential control problems, Tikhonov regularization amounts to adding suitably weighted least squares terms of the control variable, or derivatives thereof, to the Lagrangian determining the optimality system. In this note we show that the stabilization methods for discretely ill-posed problems developed in the setting of convection-dominated convection-diffusion problems, can be highly suitable for stabilizing optimal control problems, and that Tikhonov regularization will lead to less accurate discrete solutions. We consider some inverse problems for Poisson’s equation as an illustration and derive new error estimates both for the reconstruction of the solution from the measured data and reconstruction of the source term from the measured data. These estimates include both the effect of the discretization error and error in the measurements.

Adjoint-Based Methodology for Time-Dependent Optimization

NASA Technical Reports Server (NTRS)

Yamaleev, N. K.; Diskin, B.; Nielsen, E. J.

2008-01-01

This paper presents a discrete adjoint method for a broad class of time-dependent optimization problems. The time-dependent adjoint equations are derived in terms of the discrete residual of an arbitrary finite volume scheme which approximates unsteady conservation law equations. Although only the 2-D unsteady Euler equations are considered in the present analysis, this time-dependent adjoint method is applicable to the 3-D unsteady Reynolds-averaged Navier-Stokes equations with minor modifications. The discrete adjoint operators involving the derivatives of the discrete residual and the cost functional with respect to the flow variables are computed using a complex-variable approach, which provides discrete consistency and drastically reduces the implementation and debugging cycle. The implementation of the time-dependent adjoint method is validated by comparing the sensitivity derivative with that obtained by forward mode differentiation. Our numerical results show that O(10) optimization iterations of the steepest descent method are needed to reduce the objective functional by 3-6 orders of magnitude for test problems considered.

Bell-Curve Genetic Algorithm for Mixed Continuous and Discrete Optimization Problems

NASA Technical Reports Server (NTRS)

Kincaid, Rex K.; Griffith, Michelle; Sykes, Ruth; Sobieszczanski-Sobieski, Jaroslaw

2002-01-01

In this manuscript we have examined an extension of BCB that encompasses a mix of continuous and quasi-discrete, as well as truly-discrete applications. FVe began by testing two refinements to the discrete version of BCB. The testing of midpoint versus fitness (Tables 1 and 2) proved inconclusive. The testing of discrete normal tails versus standard mutation showed was conclusive and demonstrated that the discrete normal tails are better. Next, we implemented these refinements in a combined continuous and discrete BCB and compared the performance of two discrete distance on the hub problem. Here we found when "order does matter" it pays to take it into account.

Discrete Time McKean–Vlasov Control Problem: A Dynamic Programming Approach

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

Pham, Huyên, E-mail: pham@math.univ-paris-diderot.fr; Wei, Xiaoli, E-mail: tyswxl@gmail.com

We consider the stochastic optimal control problem of nonlinear mean-field systems in discrete time. We reformulate the problem into a deterministic control problem with marginal distribution as controlled state variable, and prove that dynamic programming principle holds in its general form. We apply our method for solving explicitly the mean-variance portfolio selection and the multivariate linear-quadratic McKean–Vlasov control problem.

Optimal resolution in maximum entropy image reconstruction from projections with multigrid acceleration

NASA Technical Reports Server (NTRS)

Limber, Mark A.; Manteuffel, Thomas A.; Mccormick, Stephen F.; Sholl, David S.

1993-01-01

We consider the problem of image reconstruction from a finite number of projections over the space L(sup 1)(Omega), where Omega is a compact subset of the set of Real numbers (exp 2). We prove that, given a discretization of the projection space, the function that generates the correct projection data and maximizes the Boltzmann-Shannon entropy is piecewise constant on a certain discretization of Omega, which we call the 'optimal grid'. It is on this grid that one obtains the maximum resolution given the problem setup. The size of this grid grows very quickly as the number of projections and number of cells per projection grow, indicating fast computational methods are essential to make its use feasible. We use a Fenchel duality formulation of the problem to keep the number of variables small while still using the optimal discretization, and propose a multilevel scheme to improve convergence of a simple cyclic maximization scheme applied to the dual problem.

GAMBIT: A Parameterless Model-Based Evolutionary Algorithm for Mixed-Integer Problems.

PubMed

Sadowski, Krzysztof L; Thierens, Dirk; Bosman, Peter A N

2018-01-01

Learning and exploiting problem structure is one of the key challenges in optimization. This is especially important for black-box optimization (BBO) where prior structural knowledge of a problem is not available. Existing model-based Evolutionary Algorithms (EAs) are very efficient at learning structure in both the discrete, and in the continuous domain. In this article, discrete and continuous model-building mechanisms are integrated for the Mixed-Integer (MI) domain, comprising discrete and continuous variables. We revisit a recently introduced model-based evolutionary algorithm for the MI domain, the Genetic Algorithm for Model-Based mixed-Integer opTimization (GAMBIT). We extend GAMBIT with a parameterless scheme that allows for practical use of the algorithm without the need to explicitly specify any parameters. We furthermore contrast GAMBIT with other model-based alternatives. The ultimate goal of processing mixed dependences explicitly in GAMBIT is also addressed by introducing a new mechanism for the explicit exploitation of mixed dependences. We find that processing mixed dependences with this novel mechanism allows for more efficient optimization. We further contrast the parameterless GAMBIT with Mixed-Integer Evolution Strategies (MIES) and other state-of-the-art MI optimization algorithms from the General Algebraic Modeling System (GAMS) commercial algorithm suite on problems with and without constraints, and show that GAMBIT is capable of solving problems where variable dependences prevent many algorithms from successfully optimizing them.

Difference equation state approximations for nonlinear hereditary control problems

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1982-01-01

Discrete approximation schemes for the solution of nonlinear hereditary control problems are constructed. The methods involve approximation by a sequence of optimal control problems in which the original infinite dimensional state equation has been approximated by a finite dimensional discrete difference equation. Convergence of the state approximations is argued using linear semigroup theory and is then used to demonstrate that solutions to the approximating optimal control problems in some sense approximate solutions to the original control problem. Two schemes, one based upon piecewise constant approximation, and the other involving spline functions are discussed. Numerical results are presented, analyzed and used to compare the schemes to other available approximation methods for the solution of hereditary control problems.

Multigrid one shot methods for optimal control problems: Infinite dimensional control

NASA Technical Reports Server (NTRS)

Arian, Eyal; Taasan, Shlomo

1994-01-01

The multigrid one shot method for optimal control problems, governed by elliptic systems, is introduced for the infinite dimensional control space. ln this case, the control variable is a function whose discrete representation involves_an increasing number of variables with grid refinement. The minimization algorithm uses Lagrange multipliers to calculate sensitivity gradients. A preconditioned gradient descent algorithm is accelerated by a set of coarse grids. It optimizes for different scales in the representation of the control variable on different discretization levels. An analysis which reduces the problem to the boundary is introduced. It is used to approximate the two level asymptotic convergence rate, to determine the amplitude of the minimization steps, and the choice of a high pass filter to be used when necessary. The effectiveness of the method is demonstrated on a series of test problems. The new method enables the solutions of optimal control problems at the same cost of solving the corresponding analysis problems just a few times.

Discrete-time Markovian-jump linear quadratic optimal control

NASA Technical Reports Server (NTRS)

Chizeck, H. J.; Willsky, A. S.; Castanon, D.

1986-01-01

This paper is concerned with the optimal control of discrete-time linear systems that possess randomly jumping parameters described by finite-state Markov processes. For problems having quadratic costs and perfect observations, the optimal control laws and expected costs-to-go can be precomputed from a set of coupled Riccati-like matrix difference equations. Necessary and sufficient conditions are derived for the existence of optimal constant control laws which stabilize the controlled system as the time horizon becomes infinite, with finite optimal expected cost.

Numerical approximation for the infinite-dimensional discrete-time optimal linear-quadratic regulator problem

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Rosen, I. G.

1986-01-01

An abstract approximation framework is developed for the finite and infinite time horizon discrete-time linear-quadratic regulator problem for systems whose state dynamics are described by a linear semigroup of operators on an infinite dimensional Hilbert space. The schemes included the framework yield finite dimensional approximations to the linear state feedback gains which determine the optimal control law. Convergence arguments are given. Examples involving hereditary and parabolic systems and the vibration of a flexible beam are considered. Spline-based finite element schemes for these classes of problems, together with numerical results, are presented and discussed.

An interactive approach based on a discrete differential evolution algorithm for a class of integer bilevel programming problems

NASA Astrophysics Data System (ADS)

Li, Hong; Zhang, Li; Jiao, Yong-Chang

2016-07-01

This paper presents an interactive approach based on a discrete differential evolution algorithm to solve a class of integer bilevel programming problems, in which integer decision variables are controlled by an upper-level decision maker and real-value or continuous decision variables are controlled by a lower-level decision maker. Using the Karush--Kuhn-Tucker optimality conditions in the lower-level programming, the original discrete bilevel formulation can be converted into a discrete single-level nonlinear programming problem with the complementarity constraints, and then the smoothing technique is applied to deal with the complementarity constraints. Finally, a discrete single-level nonlinear programming problem is obtained, and solved by an interactive approach. In each iteration, for each given upper-level discrete variable, a system of nonlinear equations including the lower-level variables and Lagrange multipliers is solved first, and then a discrete nonlinear programming problem only with inequality constraints is handled by using a discrete differential evolution algorithm. Simulation results show the effectiveness of the proposed approach.

Difference equation state approximations for nonlinear hereditary control problems

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1984-01-01

Discrete approximation schemes for the solution of nonlinear hereditary control problems are constructed. The methods involve approximation by a sequence of optimal control problems in which the original infinite dimensional state equation has been approximated by a finite dimensional discrete difference equation. Convergence of the state approximations is argued using linear semigroup theory and is then used to demonstrate that solutions to the approximating optimal control problems in some sense approximate solutions to the original control problem. Two schemes, one based upon piecewise constant approximation, and the other involving spline functions are discussed. Numerical results are presented, analyzed and used to compare the schemes to other available approximation methods for the solution of hereditary control problems. Previously announced in STAR as N83-33589

Application of cellular automatons and ant algorithms in avionics

NASA Astrophysics Data System (ADS)

Kuznetsov, A. V.; Selvesiuk, N. I.; Platoshin, G. A.; Semenova, E. V.

2018-03-01

The paper considers two algorithms for searching quasi-optimal solutions of discrete optimization problems with regard to the tasks of avionics placing. The first one solves the problem of optimal placement of devices by installation locations, the second one is for the problem of finding the shortest route between devices. Solutions are constructed using a cellular automaton and the ant colony algorithm.

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.

Efficient Optimization of Low-Thrust Spacecraft Trajectories

NASA Technical Reports Server (NTRS)

Lee, Seungwon; Fink, Wolfgang; Russell, Ryan; Terrile, Richard; Petropoulos, Anastassios; vonAllmen, Paul

2007-01-01

A paper describes a computationally efficient method of optimizing trajectories of spacecraft driven by propulsion systems that generate low thrusts and, hence, must be operated for long times. A common goal in trajectory-optimization problems is to find minimum-time, minimum-fuel, or Pareto-optimal trajectories (here, Pareto-optimality signifies that no other solutions are superior with respect to both flight time and fuel consumption). The present method utilizes genetic and simulated-annealing algorithms to search for globally Pareto-optimal solutions. These algorithms are implemented in parallel form to reduce computation time. These algorithms are coupled with either of two traditional trajectory- design approaches called "direct" and "indirect." In the direct approach, thrust control is discretized in either arc time or arc length, and the resulting discrete thrust vectors are optimized. The indirect approach involves the primer-vector theory (introduced in 1963), in which the thrust control problem is transformed into a co-state control problem and the initial values of the co-state vector are optimized. In application to two example orbit-transfer problems, this method was found to generate solutions comparable to those of other state-of-the-art trajectory-optimization methods while requiring much less computation time.

Discrete-continuous variable structural synthesis using dual methods

NASA Technical Reports Server (NTRS)

Schmit, L. A.; Fleury, C.

1980-01-01

Approximation concepts and dual methods are extended to solve structural synthesis problems involving a mix of discrete and continuous sizing type of design variables. Pure discrete and pure continuous variable problems can be handled as special cases. The basic mathematical programming statement of the structural synthesis problem is converted into a sequence of explicit approximate primal problems of separable form. These problems are solved by constructing continuous explicit dual functions, which are maximized subject to simple nonnegativity constraints on the dual variables. A newly devised gradient projection type of algorithm called DUAL 1, which includes special features for handling dual function gradient discontinuities that arise from the discrete primal variables, is used to find the solution of each dual problem. Computational implementation is accomplished by incorporating the DUAL 1 algorithm into the ACCESS 3 program as a new optimizer option. The power of the method set forth is demonstrated by presenting numerical results for several example problems, including a pure discrete variable treatment of a metallic swept wing and a mixed discrete-continuous variable solution for a thin delta wing with fiber composite skins.

On optimal control of linear systems in the presence of multiplicative noise

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1976-01-01

This correspondence considers the problem of optimal regulator design for discrete time linear systems subjected to white state-dependent and control-dependent noise in addition to additive white noise in the input and the observations. A pseudo-deterministic problem is first defined in which multiplicative and additive input disturbances are present, but noise-free measurements of the complete state vector are available. This problem is solved via discrete dynamic programming. Next is formulated the problem in which the number of measurements is less than that of the state variables and the measurements are contaminated with state-dependent noise. The inseparability of control and estimation is brought into focus, and an 'enforced separation' solution is obtained via heuristic reasoning in which the control gains are shown to be the same as those in the pseudo-deterministic problem. An optimal linear state estimator is given in order to implement the controller.

Enabling the extended compact genetic algorithm for real-parameter optimization by using adaptive discretization.

PubMed

Chen, Ying-ping; Chen, Chao-Hong

2010-01-01

An adaptive discretization method, called split-on-demand (SoD), enables estimation of distribution algorithms (EDAs) for discrete variables to solve continuous optimization problems. SoD randomly splits a continuous interval if the number of search points within the interval exceeds a threshold, which is decreased at every iteration. After the split operation, the nonempty intervals are assigned integer codes, and the search points are discretized accordingly. As an example of using SoD with EDAs, the integration of SoD and the extended compact genetic algorithm (ECGA) is presented and numerically examined. In this integration, we adopt a local search mechanism as an optional component of our back end optimization engine. As a result, the proposed framework can be considered as a memetic algorithm, and SoD can potentially be applied to other memetic algorithms. The numerical experiments consist of two parts: (1) a set of benchmark functions on which ECGA with SoD and ECGA with two well-known discretization methods: the fixed-height histogram (FHH) and the fixed-width histogram (FWH) are compared; (2) a real-world application, the economic dispatch problem, on which ECGA with SoD is compared to other methods. The experimental results indicate that SoD is a better discretization method to work with ECGA. Moreover, ECGA with SoD works quite well on the economic dispatch problem and delivers solutions better than the best known results obtained by other methods in existence.

The expanded invasive weed optimization metaheuristic for solving continuous and discrete optimization problems.

PubMed

Josiński, Henryk; Kostrzewa, Daniel; Michalczuk, Agnieszka; Switoński, Adam

2014-01-01

This paper introduces an expanded version of the Invasive Weed Optimization algorithm (exIWO) distinguished by the hybrid strategy of the search space exploration proposed by the authors. The algorithm is evaluated by solving three well-known optimization problems: minimization of numerical functions, feature selection, and the Mona Lisa TSP Challenge as one of the instances of the traveling salesman problem. The achieved results are compared with analogous outcomes produced by other optimization methods reported in the literature.

Adaptive Constrained Optimal Control Design for Data-Based Nonlinear Discrete-Time Systems With Critic-Only Structure.

PubMed

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

2018-06-01

Reinforcement learning has proved to be a powerful tool to solve optimal control problems over the past few years. However, the data-based constrained optimal control problem of nonaffine nonlinear discrete-time systems has rarely been studied yet. To solve this problem, an adaptive optimal control approach is developed by using the value iteration-based Q-learning (VIQL) with the critic-only structure. Most of the existing constrained control methods require the use of a certain performance index and only suit for linear or affine nonlinear systems, which is unreasonable in practice. To overcome this problem, the system transformation is first introduced with the general performance index. Then, the constrained optimal control problem is converted to an unconstrained optimal control problem. By introducing the action-state value function, i.e., Q-function, the VIQL algorithm is proposed to learn the optimal Q-function of the data-based unconstrained optimal control problem. The convergence results of the VIQL algorithm are established with an easy-to-realize initial condition . To implement the VIQL algorithm, the critic-only structure is developed, where only one neural network is required to approximate the Q-function. The converged Q-function obtained from the critic-only VIQL method is employed to design the adaptive constrained optimal controller based on the gradient descent scheme. Finally, the effectiveness of the developed adaptive control method is tested on three examples with computer simulation.

Improving stability margins in discrete-time LQG controllers

NASA Technical Reports Server (NTRS)

Oranc, B. Tarik; Phillips, Charles L.

1987-01-01

Some of the problems are discussed which are encountered in the design of discrete-time stochastic controllers for problems that may adequately be described by the Linear Quadratic Gaussian (LQG) assumptions; namely, the problems of obtaining acceptable relative stability, robustness, and disturbance rejection properties. A dynamic compensator is proposed to replace the optimal full state feedback regulator gains at steady state, provided that all states are measurable. The compensator increases the stability margins at the plant input, which may possibly be inadequate in practical applications. Though the optimal regulator has desirable properties the observer based controller as implemented with a Kalman filter, in a noisy environment, has inadequate stability margins. The proposed compensator is designed to match the return difference matrix at the plant input to that of the optimal regulator while maintaining the optimality of the state estimates as directed by the measurement noise characteristics.

Using the PORS Problems to Examine Evolutionary Optimization of Multiscale Systems

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

Reinhart, Zachary; Molian, Vaelan; Bryden, Kenneth

2013-01-01

Nearly all systems of practical interest are composed of parts assembled across multiple scales. For example, an agrodynamic system is composed of flora and fauna on one scale; soil types, slope, and water runoff on another scale; and management practice and yield on another scale. Or consider an advanced coal-fired power plant: combustion and pollutant formation occurs on one scale, the plant components on another scale, and the overall performance of the power system is measured on another. In spite of this, there are few practical tools for the optimization of multiscale systems. This paper examines multiscale optimization of systemsmore » composed of discrete elements using the plus-one-recall-store (PORS) problem as a test case or study problem for multiscale systems. From this study, it is found that by recognizing the constraints and patterns present in discrete multiscale systems, the solution time can be significantly reduced and much more complex problems can be optimized.« less

Multidisciplinary design optimization using genetic algorithms

NASA Technical Reports Server (NTRS)

Unal, Resit

1994-01-01

Multidisciplinary design optimization (MDO) is an important step in the conceptual design and evaluation of launch vehicles since it can have a significant impact on performance and life cycle cost. The objective is to search the system design space to determine values of design variables that optimize the performance characteristic subject to system constraints. Gradient-based optimization routines have been used extensively for aerospace design optimization. However, one limitation of gradient based optimizers is their need for gradient information. Therefore, design problems which include discrete variables can not be studied. Such problems are common in launch vehicle design. For example, the number of engines and material choices must be integer values or assume only a few discrete values. In this study, genetic algorithms are investigated as an approach to MDO problems involving discrete variables and discontinuous domains. Optimization by genetic algorithms (GA) uses a search procedure which is fundamentally different from those gradient based methods. Genetic algorithms seek to find good solutions in an efficient and timely manner rather than finding the best solution. GA are designed to mimic evolutionary selection. A population of candidate designs is evaluated at each iteration, and each individual's probability of reproduction (existence in the next generation) depends on its fitness value (related to the value of the objective function). Progress toward the optimum is achieved by the crossover and mutation operations. GA is attractive since it uses only objective function values in the search process, so gradient calculations are avoided. Hence, GA are able to deal with discrete variables. Studies report success in the use of GA for aircraft design optimization studies, trajectory analysis, space structure design and control systems design. In these studies reliable convergence was achieved, but the number of function evaluations was large compared with efficient gradient methods. Applicaiton of GA is underway for a cost optimization study for a launch-vehicle fuel-tank and structural design of a wing. The strengths and limitations of GA for launch vehicle design optimization is studied.

Space-time adaptive solution of inverse problems with the discrete adjoint method

NASA Astrophysics Data System (ADS)

Alexe, Mihai; Sandu, Adrian

2014-08-01

This paper develops a framework for the construction and analysis of discrete adjoint sensitivities in the context of time dependent, adaptive grid, adaptive step models. Discrete adjoints are attractive in practice since they can be generated with low effort using automatic differentiation. However, this approach brings several important challenges. The space-time adjoint of the forward numerical scheme may be inconsistent with the continuous adjoint equations. A reduction in accuracy of the discrete adjoint sensitivities may appear due to the inter-grid transfer operators. Moreover, the optimization algorithm may need to accommodate state and gradient vectors whose dimensions change between iterations. This work shows that several of these potential issues can be avoided through a multi-level optimization strategy using discontinuous Galerkin (DG) hp-adaptive discretizations paired with Runge-Kutta (RK) time integration. We extend the concept of dual (adjoint) consistency to space-time RK-DG discretizations, which are then shown to be well suited for the adaptive solution of time-dependent inverse problems. Furthermore, we prove that DG mesh transfer operators on general meshes are also dual consistent. This allows the simultaneous derivation of the discrete adjoint for both the numerical solver and the mesh transfer logic with an automatic code generation mechanism such as algorithmic differentiation (AD), potentially speeding up development of large-scale simulation codes. The theoretical analysis is supported by numerical results reported for a two-dimensional non-stationary inverse problem.

Simultaneous optical flow and source estimation: Space–time discretization and preconditioning

PubMed Central

Andreev, R.; Scherzer, O.; Zulehner, W.

2015-01-01

We consider the simultaneous estimation of an optical flow field and an illumination source term in a movie sequence. The particular optical flow equation is obtained by assuming that the image intensity is a conserved quantity up to possible sources and sinks which represent varying illumination. We formulate this problem as an energy minimization problem and propose a space–time simultaneous discretization for the optimality system in saddle-point form. We investigate a preconditioning strategy that renders the discrete system well-conditioned uniformly in the discretization resolution. Numerical experiments complement the theory. PMID:26435561

Modified Discrete Grey Wolf Optimizer Algorithm for Multilevel Image Thresholding

PubMed Central

Sun, Lijuan; Guo, Jian; Xu, Bin; Li, Shujing

2017-01-01

The computation of image segmentation has become more complicated with the increasing number of thresholds, and the option and application of the thresholds in image thresholding fields have become an NP problem at the same time. The paper puts forward the modified discrete grey wolf optimizer algorithm (MDGWO), which improves on the optimal solution updating mechanism of the search agent by the weights. Taking Kapur's entropy as the optimized function and based on the discreteness of threshold in image segmentation, the paper firstly discretizes the grey wolf optimizer (GWO) and then proposes a new attack strategy by using the weight coefficient to replace the search formula for optimal solution used in the original algorithm. The experimental results show that MDGWO can search out the optimal thresholds efficiently and precisely, which are very close to the result examined by exhaustive searches. In comparison with the electromagnetism optimization (EMO), the differential evolution (DE), the Artifical Bee Colony (ABC), and the classical GWO, it is concluded that MDGWO has advantages over the latter four in terms of image segmentation quality and objective function values and their stability. PMID:28127305

Energy Minimization of Discrete Protein Titration State Models Using Graph Theory.

PubMed

Purvine, Emilie; Monson, Kyle; Jurrus, Elizabeth; Star, Keith; Baker, Nathan A

2016-08-25

There are several applications in computational biophysics that require the optimization of discrete interacting states, for example, amino acid titration states, ligand oxidation states, or discrete rotamer angles. Such optimization can be very time-consuming as it scales exponentially in the number of sites to be optimized. In this paper, we describe a new polynomial time algorithm for optimization of discrete states in macromolecular systems. This algorithm was adapted from image processing and uses techniques from discrete mathematics and graph theory to restate the optimization problem in terms of "maximum flow-minimum cut" graph analysis. The interaction energy graph, a graph in which vertices (amino acids) and edges (interactions) are weighted with their respective energies, is transformed into a flow network in which the value of the minimum cut in the network equals the minimum free energy of the protein and the cut itself encodes the state that achieves the minimum free energy. Because of its deterministic nature and polynomial time performance, this algorithm has the potential to allow for the ionization state of larger proteins to be discovered.

Energy Minimization of Discrete Protein Titration State Models Using Graph Theory

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

Purvine, Emilie AH; Monson, Kyle E.; Jurrus, Elizabeth R.

There are several applications in computational biophysics which require the optimization of discrete interacting states; e.g., amino acid titration states, ligand oxidation states, or discrete rotamer angles. Such optimization can be very time-consuming as it scales exponentially in the number of sites to be optimized. In this paper, we describe a new polynomial-time algorithm for optimization of discrete states in macromolecular systems. This algorithm was adapted from image processing and uses techniques from discrete mathematics and graph theory to restate the optimization problem in terms of maximum flow-minimum cut graph analysis. The interaction energy graph, a graph in which verticesmore » (amino acids) and edges (interactions) are weighted with their respective energies, is transformed into a flow network in which the value of the minimum cut in the network equals the minimum free energy of the protein, and the cut itself encodes the state that achieves the minimum free energy. Because of its deterministic nature and polynomial-time performance, this algorithm has the potential to allow for the ionization state of larger proteins to be discovered.« less

Energy Minimization of Discrete Protein Titration State Models Using Graph Theory

PubMed Central

Purvine, Emilie; Monson, Kyle; Jurrus, Elizabeth; Star, Keith; Baker, Nathan A.

2016-01-01

There are several applications in computational biophysics which require the optimization of discrete interacting states; e.g., amino acid titration states, ligand oxidation states, or discrete rotamer angles. Such optimization can be very time-consuming as it scales exponentially in the number of sites to be optimized. In this paper, we describe a new polynomial-time algorithm for optimization of discrete states in macromolecular systems. This algorithm was adapted from image processing and uses techniques from discrete mathematics and graph theory to restate the optimization problem in terms of “maximum flow-minimum cut” graph analysis. The interaction energy graph, a graph in which vertices (amino acids) and edges (interactions) are weighted with their respective energies, is transformed into a flow network in which the value of the minimum cut in the network equals the minimum free energy of the protein, and the cut itself encodes the state that achieves the minimum free energy. Because of its deterministic nature and polynomial-time performance, this algorithm has the potential to allow for the ionization state of larger proteins to be discovered. PMID:27089174

Subspace-based optimization method for inverse scattering problems with an inhomogeneous background medium

NASA Astrophysics Data System (ADS)

Chen, Xudong

2010-07-01

This paper proposes a version of the subspace-based optimization method to solve the inverse scattering problem with an inhomogeneous background medium where the known inhomogeneities are bounded in a finite domain. Although the background Green's function at each discrete point in the computational domain is not directly available in an inhomogeneous background scenario, the paper uses the finite element method to simultaneously obtain the Green's function at all discrete points. The essence of the subspace-based optimization method is that part of the contrast source is determined from the spectrum analysis without using any optimization, whereas the orthogonally complementary part is determined by solving a lower dimension optimization problem. This feature significantly speeds up the convergence of the algorithm and at the same time makes it robust against noise. Numerical simulations illustrate the efficacy of the proposed algorithm. The algorithm presented in this paper finds wide applications in nondestructive evaluation, such as through-wall imaging.

Improving Operational Effectiveness of Tactical Long Endurance Unmanned Aerial Systems (TALEUAS) by Utilizing Solar Power

DTIC Science & Technology

2014-06-01

Speed xiii TEK Total Energy Compensated TSP traveling salesman problem UAV unmanned aerial vehicle UDP user datagram protocol UKF unscented...discretized map, and use the map to optimally solve the navigation task. The optimal navigation solution utilizes the well-known “ travelling salesman problem ...2 C. FORMULATION OF THE PROBLEM .................................................. 3 D

Adaptive Decision Making Using Probabilistic Programming and Stochastic Optimization

DTIC Science & Technology

2018-01-01

world optimization problems (and hence 16 Approved for Public Release (PA); Distribution Unlimited Pred. demand (uncertain; discrete ...simplify the setting, we further assume that the demands are discrete , taking on values d1, . . . , dk with probabilities (conditional on x) (pθ)i ≡ p...Tyrrell Rockafellar. Implicit functions and solution mappings. Springer Monogr. Math ., 2009. Anthony V Fiacco and Yo Ishizuka. Sensitivity and stability

Optimal perturbations for nonlinear systems using graph-based optimal transport

NASA Astrophysics Data System (ADS)

Grover, Piyush; Elamvazhuthi, Karthik

2018-06-01

We formulate and solve a class of finite-time transport and mixing problems in the set-oriented framework. The aim is to obtain optimal discrete-time perturbations in nonlinear dynamical systems to transport a specified initial measure on the phase space to a final measure in finite time. The measure is propagated under system dynamics in between the perturbations via the associated transfer operator. Each perturbation is described by a deterministic map in the measure space that implements a version of Monge-Kantorovich optimal transport with quadratic cost. Hence, the optimal solution minimizes a sum of quadratic costs on phase space transport due to the perturbations applied at specified times. The action of the transport map is approximated by a continuous pseudo-time flow on a graph, resulting in a tractable convex optimization problem. This problem is solved via state-of-the-art solvers to global optimality. We apply this algorithm to a problem of transport between measures supported on two disjoint almost-invariant sets in a chaotic fluid system, and to a finite-time optimal mixing problem by choosing the final measure to be uniform. In both cases, the optimal perturbations are found to exploit the phase space structures, such as lobe dynamics, leading to efficient global transport. As the time-horizon of the problem is increased, the optimal perturbations become increasingly localized. Hence, by combining the transfer operator approach with ideas from the theory of optimal mass transportation, we obtain a discrete-time graph-based algorithm for optimal transport and mixing in nonlinear systems.

Discrete harmony search algorithm for scheduling and rescheduling the reprocessing problems in remanufacturing: a case study

NASA Astrophysics Data System (ADS)

Gao, Kaizhou; Wang, Ling; Luo, Jianping; Jiang, Hua; Sadollah, Ali; Pan, Quanke

2018-06-01

In this article, scheduling and rescheduling problems with increasing processing time and new job insertion are studied for reprocessing problems in the remanufacturing process. To handle the unpredictability of reprocessing time, an experience-based strategy is used. Rescheduling strategies are applied for considering the effect of increasing reprocessing time and the new subassembly insertion. To optimize the scheduling and rescheduling objective, a discrete harmony search (DHS) algorithm is proposed. To speed up the convergence rate, a local search method is designed. The DHS is applied to two real-life cases for minimizing the maximum completion time and the mean of earliness and tardiness (E/T). These two objectives are also considered together as a bi-objective problem. Computational optimization results and comparisons show that the proposed DHS is able to solve the scheduling and rescheduling problems effectively and productively. Using the proposed approach, satisfactory optimization results can be achieved for scheduling and rescheduling on a real-life shop floor.

Discrete-Time Local Value Iteration Adaptive Dynamic Programming: Admissibility and Termination Analysis.

PubMed

Wei, Qinglai; Liu, Derong; Lin, Qiao

In this paper, a novel local value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon optimal control problems for discrete-time nonlinear systems. The focuses of this paper are to study admissibility properties and the termination criteria of discrete-time local value iteration ADP algorithms. In the discrete-time local value iteration ADP algorithm, the iterative value functions and the iterative control laws are both updated in a given subset of the state space in each iteration, instead of the whole state space. For the first time, admissibility properties of iterative control laws are analyzed for the local value iteration ADP algorithm. New termination criteria are established, which terminate the iterative local ADP algorithm with an admissible approximate optimal control law. Finally, simulation results are given to illustrate the performance of the developed algorithm.In this paper, a novel local value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon optimal control problems for discrete-time nonlinear systems. The focuses of this paper are to study admissibility properties and the termination criteria of discrete-time local value iteration ADP algorithms. In the discrete-time local value iteration ADP algorithm, the iterative value functions and the iterative control laws are both updated in a given subset of the state space in each iteration, instead of the whole state space. For the first time, admissibility properties of iterative control laws are analyzed for the local value iteration ADP algorithm. New termination criteria are established, which terminate the iterative local ADP algorithm with an admissible approximate optimal control law. Finally, simulation results are given to illustrate the performance of the developed algorithm.

Conformational Space Annealing explained: A general optimization algorithm, with diverse applications

NASA Astrophysics Data System (ADS)

Joung, InSuk; Kim, Jong Yun; Gross, Steven P.; Joo, Keehyoung; Lee, Jooyoung

2018-02-01

Many problems in science and engineering can be formulated as optimization problems. One way to solve these problems is to develop tailored problem-specific approaches. As such development is challenging, an alternative is to develop good generally-applicable algorithms. Such algorithms are easy to apply, typically function robustly, and reduce development time. Here we provide a description for one such algorithm called Conformational Space Annealing (CSA) along with its python version, PyCSA. We previously applied it to many optimization problems including protein structure prediction and graph community detection. To demonstrate its utility, we have applied PyCSA to two continuous test functions, namely Ackley and Eggholder functions. In addition, in order to provide complete generality of PyCSA to any types of an objective function, we demonstrate the way PyCSA can be applied to a discrete objective function, namely a parameter optimization problem. Based on the benchmarking results of the three problems, the performance of CSA is shown to be better than or similar to the most popular optimization method, simulated annealing. For continuous objective functions, we found that, L-BFGS-B was the best performing local optimization method, while for a discrete objective function Nelder-Mead was the best. The current version of PyCSA can be run in parallel at the coarse grained level by calculating multiple independent local optimizations separately. The source code of PyCSA is available from http://lee.kias.re.kr.

Stochastic Adaptive Estimation and Control.

DTIC Science & Technology

1994-10-26

Marcus, "Language Stability and Stabilizability of Discrete Event Dynamical Systems ," SIAM Journal on Control and Optimization, 31, September 1993...in the hierarchical control of flexible manufacturing systems ; in this problem, the model involves a hybrid process in continuous time whose state is...of the average cost control problem for discrete- time Markov processes. Our exposition covers from finite to Borel state and action spaces and

Higher-order adaptive finite-element methods for Kohn–Sham density functional theory

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

Motamarri, P.; Nowak, M.R.; Leiter, K.

2013-11-15

We present an efficient computational approach to perform real-space electronic structure calculations using an adaptive higher-order finite-element discretization of Kohn–Sham density-functional theory (DFT). To this end, we develop an a priori mesh-adaption technique to construct a close to optimal finite-element discretization of the problem. We further propose an efficient solution strategy for solving the discrete eigenvalue problem by using spectral finite-elements in conjunction with Gauss–Lobatto quadrature, and a Chebyshev acceleration technique for computing the occupied eigenspace. The proposed approach has been observed to provide a staggering 100–200-fold computational advantage over the solution of a generalized eigenvalue problem. Using the proposedmore » solution procedure, we investigate the computational efficiency afforded by higher-order finite-element discretizations of the Kohn–Sham DFT problem. Our studies suggest that staggering computational savings—of the order of 1000-fold—relative to linear finite-elements can be realized, for both all-electron and local pseudopotential calculations, by using higher-order finite-element discretizations. On all the benchmark systems studied, we observe diminishing returns in computational savings beyond the sixth-order for accuracies commensurate with chemical accuracy, suggesting that the hexic spectral-element may be an optimal choice for the finite-element discretization of the Kohn–Sham DFT problem. A comparative study of the computational efficiency of the proposed higher-order finite-element discretizations suggests that the performance of finite-element basis is competing with the plane-wave discretization for non-periodic local pseudopotential calculations, and compares to the Gaussian basis for all-electron calculations to within an order of magnitude. Further, we demonstrate the capability of the proposed approach to compute the electronic structure of a metallic system containing 1688 atoms using modest computational resources, and good scalability of the present implementation up to 192 processors.« less

Discrete size optimization of steel trusses using a refined big bang-big crunch algorithm

NASA Astrophysics Data System (ADS)

Hasançebi, O.; Kazemzadeh Azad, S.

2014-01-01

This article presents a methodology that provides a method for design optimization of steel truss structures based on a refined big bang-big crunch (BB-BC) algorithm. It is shown that a standard formulation of the BB-BC algorithm occasionally falls short of producing acceptable solutions to problems from discrete size optimum design of steel trusses. A reformulation of the algorithm is proposed and implemented for design optimization of various discrete truss structures according to American Institute of Steel Construction Allowable Stress Design (AISC-ASD) specifications. Furthermore, the performance of the proposed BB-BC algorithm is compared to its standard version as well as other well-known metaheuristic techniques. The numerical results confirm the efficiency of the proposed algorithm in practical design optimization of truss structures.

Adjoint-Based Algorithms for Adaptation and Design Optimizations on Unstructured Grids

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.

2006-01-01

Schemes based on discrete adjoint algorithms present several exciting opportunities for significantly advancing the current state of the art in computational fluid dynamics. Such methods provide an extremely efficient means for obtaining discretely consistent sensitivity information for hundreds of design variables, opening the door to rigorous, automated design optimization of complex aerospace configuration using the Navier-Stokes equation. Moreover, the discrete adjoint formulation provides a mathematically rigorous foundation for mesh adaptation and systematic reduction of spatial discretization error. Error estimates are also an inherent by-product of an adjoint-based approach, valuable information that is virtually non-existent in today's large-scale CFD simulations. An overview of the adjoint-based algorithm work at NASA Langley Research Center is presented, with examples demonstrating the potential impact on complex computational problems related to design optimization as well as mesh adaptation.

Discrete Biogeography Based Optimization for Feature Selection in Molecular Signatures.

PubMed

Liu, Bo; Tian, Meihong; Zhang, Chunhua; Li, Xiangtao

2015-04-01

Biomarker discovery from high-dimensional data is a complex task in the development of efficient cancer diagnoses and classification. However, these data are usually redundant and noisy, and only a subset of them present distinct profiles for different classes of samples. Thus, selecting high discriminative genes from gene expression data has become increasingly interesting in the field of bioinformatics. In this paper, a discrete biogeography based optimization is proposed to select the good subset of informative gene relevant to the classification. In the proposed algorithm, firstly, the fisher-markov selector is used to choose fixed number of gene data. Secondly, to make biogeography based optimization suitable for the feature selection problem; discrete migration model and discrete mutation model are proposed to balance the exploration and exploitation ability. Then, discrete biogeography based optimization, as we called DBBO, is proposed by integrating discrete migration model and discrete mutation model. Finally, the DBBO method is used for feature selection, and three classifiers are used as the classifier with the 10 fold cross-validation method. In order to show the effective and efficiency of the algorithm, the proposed algorithm is tested on four breast cancer dataset benchmarks. Comparison with genetic algorithm, particle swarm optimization, differential evolution algorithm and hybrid biogeography based optimization, experimental results demonstrate that the proposed method is better or at least comparable with previous method from literature when considering the quality of the solutions obtained. © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Analysis of the optimal laminated target made up of discrete set of materials

NASA Technical Reports Server (NTRS)

Aptukov, Valery N.; Belousov, Valentin L.

1991-01-01

A new class of problems was analyzed to estimate an optimal structure of laminated targets fabricated from the specified set of homogeneous materials. An approximate description of the perforation process is based on the model of radial hole extension. The problem is solved by using the needle-type variation technique. The desired optimization conditions and quantitative/qualitative estimations of optimal targets were obtained and are discussed using specific examples.

Topology optimization of unsteady flow problems using the lattice Boltzmann method

NASA Astrophysics Data System (ADS)

Nørgaard, Sebastian; Sigmund, Ole; Lazarov, Boyan

2016-02-01

This article demonstrates and discusses topology optimization for unsteady incompressible fluid flows. The fluid flows are simulated using the lattice Boltzmann method, and a partial bounceback model is implemented to model the transition between fluid and solid phases in the optimization problems. The optimization problem is solved with a gradient based method, and the design sensitivities are computed by solving the discrete adjoint problem. For moderate Reynolds number flows, it is demonstrated that topology optimization can successfully account for unsteady effects such as vortex shedding and time-varying boundary conditions. Such effects are relevant in several engineering applications, i.e. fluid pumps and control valves.

Consideration of computer limitations in implementing on-line controls. M.S. Thesis

NASA Technical Reports Server (NTRS)

Roberts, G. K.

1976-01-01

A formal statement of the optimal control problem which includes the interval of dicretization as an optimization parameter, and extend this to include selection of a control algorithm as part of the optimization procedure, is formulated. The performance of the scalar linear system depends on the discretization interval. Discrete-time versions of the output feedback regulator and an optimal compensator, and the use of these results in presenting an example of a system for which fast partial-state-feedback control better minimizes a quadratic cost than either a full-state feedback control or a compensator, are developed.

SfM with MRFs: discrete-continuous optimization for large-scale structure from motion.

PubMed

Crandall, David J; Owens, Andrew; Snavely, Noah; Huttenlocher, Daniel P

2013-12-01

Recent work in structure from motion (SfM) has built 3D models from large collections of images downloaded from the Internet. Many approaches to this problem use incremental algorithms that solve progressively larger bundle adjustment problems. These incremental techniques scale poorly as the image collection grows, and can suffer from drift or local minima. We present an alternative framework for SfM based on finding a coarse initial solution using hybrid discrete-continuous optimization and then improving that solution using bundle adjustment. The initial optimization step uses a discrete Markov random field (MRF) formulation, coupled with a continuous Levenberg-Marquardt refinement. The formulation naturally incorporates various sources of information about both the cameras and points, including noisy geotags and vanishing point (VP) estimates. We test our method on several large-scale photo collections, including one with measured camera positions, and show that it produces models that are similar to or better than those produced by incremental bundle adjustment, but more robustly and in a fraction of the time.

Discrete homotopy analysis for optimal trading execution with nonlinear transient market impact

NASA Astrophysics Data System (ADS)

Curato, Gianbiagio; Gatheral, Jim; Lillo, Fabrizio

2016-10-01

Optimal execution in financial markets is the problem of how to trade a large quantity of shares incrementally in time in order to minimize the expected cost. In this paper, we study the problem of the optimal execution in the presence of nonlinear transient market impact. Mathematically such problem is equivalent to solve a strongly nonlinear integral equation, which in our model is a weakly singular Urysohn equation of the first kind. We propose an approach based on Homotopy Analysis Method (HAM), whereby a well behaved initial trading strategy is continuously deformed to lower the expected execution cost. Specifically, we propose a discrete version of the HAM, i.e. the DHAM approach, in order to use the method when the integrals to compute have no closed form solution. We find that the optimal solution is front loaded for concave instantaneous impact even when the investor is risk neutral. More important we find that the expected cost of the DHAM strategy is significantly smaller than the cost of conventional strategies.

Discrete particle swarm optimization for identifying community structures in signed social networks.

PubMed

Cai, Qing; Gong, Maoguo; Shen, Bo; Ma, Lijia; Jiao, Licheng

2014-10-01

Modern science of networks has facilitated us with enormous convenience to the understanding of complex systems. Community structure is believed to be one of the notable features of complex networks representing real complicated systems. Very often, uncovering community structures in networks can be regarded as an optimization problem, thus, many evolutionary algorithms based approaches have been put forward. Particle swarm optimization (PSO) is an artificial intelligent algorithm originated from social behavior such as birds flocking and fish schooling. PSO has been proved to be an effective optimization technique. However, PSO was originally designed for continuous optimization which confounds its applications to discrete contexts. In this paper, a novel discrete PSO algorithm is suggested for identifying community structures in signed networks. In the suggested method, particles' status has been redesigned in discrete form so as to make PSO proper for discrete scenarios, and particles' updating rules have been reformulated by making use of the topology of the signed network. Extensive experiments compared with three state-of-the-art approaches on both synthetic and real-world signed networks demonstrate that the proposed method is effective and promising. Copyright © 2014 Elsevier Ltd. All rights reserved.

Research on cutting path optimization of sheet metal parts based on ant colony algorithm

NASA Astrophysics Data System (ADS)

Wu, Z. Y.; Ling, H.; Li, L.; Wu, L. H.; Liu, N. B.

2017-09-01

In view of the disadvantages of the current cutting path optimization methods of sheet metal parts, a new method based on ant colony algorithm was proposed in this paper. The cutting path optimization problem of sheet metal parts was taken as the research object. The essence and optimization goal of the optimization problem were presented. The traditional serial cutting constraint rule was improved. The cutting constraint rule with cross cutting was proposed. The contour lines of parts were discretized and the mathematical model of cutting path optimization was established. Thus the problem was converted into the selection problem of contour lines of parts. Ant colony algorithm was used to solve the problem. The principle and steps of the algorithm were analyzed.

From Physics Model to Results: An Optimizing Framework for Cross-Architecture Code Generation

DOE PAGES

Blazewicz, Marek; Hinder, Ian; Koppelman, David M.; ...

2013-01-01

Starting from a high-level problem description in terms of partial differential equations using abstract tensor notation, the Chemora framework discretizes, optimizes, and generates complete high performance codes for a wide range of compute architectures. Chemora extends the capabilities of Cactus, facilitating the usage of large-scale CPU/GPU systems in an efficient manner for complex applications, without low-level code tuning. Chemora achieves parallelism through MPI and multi-threading, combining OpenMP and CUDA. Optimizations include high-level code transformations, efficient loop traversal strategies, dynamically selected data and instruction cache usage strategies, and JIT compilation of GPU code tailored to the problem characteristics. The discretization ismore » based on higher-order finite differences on multi-block domains. Chemora's capabilities are demonstrated by simulations of black hole collisions. This problem provides an acid test of the framework, as the Einstein equations contain hundreds of variables and thousands of terms.« less

A fast direct solver for boundary value problems on locally perturbed geometries

NASA Astrophysics Data System (ADS)

Zhang, Yabin; Gillman, Adrianna

2018-03-01

Many applications including optimal design and adaptive discretization techniques involve solving several boundary value problems on geometries that are local perturbations of an original geometry. This manuscript presents a fast direct solver for boundary value problems that are recast as boundary integral equations. The idea is to write the discretized boundary integral equation on a new geometry as a low rank update to the discretized problem on the original geometry. Using the Sherman-Morrison formula, the inverse can be expressed in terms of the inverse of the original system applied to the low rank factors and the right hand side. Numerical results illustrate for problems where perturbation is localized the fast direct solver is three times faster than building a new solver from scratch.

Weighted interior penalty discretization of fully nonlinear and weakly dispersive free surface shallow water flows

NASA Astrophysics Data System (ADS)

Di Pietro, Daniele A.; Marche, Fabien

2018-02-01

In this paper, we further investigate the use of a fully discontinuous Finite Element discrete formulation for the study of shallow water free surface flows in the fully nonlinear and weakly dispersive flow regime. We consider a decoupling strategy in which we approximate the solutions of the classical shallow water equations supplemented with a source term globally accounting for the non-hydrostatic effects. This source term can be computed through the resolution of elliptic second-order linear sub-problems, which only involve second order partial derivatives in space. We then introduce an associated Symmetric Weighted Internal Penalty discrete bilinear form, allowing to deal with the discontinuous nature of the elliptic problem's coefficients in a stable and consistent way. Similar discrete formulations are also introduced for several recent optimized fully nonlinear and weakly dispersive models. These formulations are validated again several benchmarks involving h-convergence, p-convergence and comparisons with experimental data, showing optimal convergence properties.

Pattern formations and optimal packing.

PubMed

Mityushev, Vladimir

2016-04-01

Patterns of different symmetries may arise after solution to reaction-diffusion equations. Hexagonal arrays, layers and their perturbations are observed in different models after numerical solution to the corresponding initial-boundary value problems. We demonstrate an intimate connection between pattern formations and optimal random packing on the plane. The main study is based on the following two points. First, the diffusive flux in reaction-diffusion systems is approximated by piecewise linear functions in the framework of structural approximations. This leads to a discrete network approximation of the considered continuous problem. Second, the discrete energy minimization yields optimal random packing of the domains (disks) in the representative cell. Therefore, the general problem of pattern formations based on the reaction-diffusion equations is reduced to the geometric problem of random packing. It is demonstrated that all random packings can be divided onto classes associated with classes of isomorphic graphs obtained from the Delaunay triangulation. The unique optimal solution is constructed in each class of the random packings. If the number of disks per representative cell is finite, the number of classes of isomorphic graphs, hence, the number of optimal packings is also finite. Copyright © 2016 Elsevier Inc. All rights reserved.

Optimization Techniques for Clustering,Connectivity, and Flow Problems in Complex Networks

DTIC Science & Technology

2012-10-01

discrete optimization and for analysis of performance of algorithm portfolios; introducing a metaheuristic framework of variable objective search that...The results of empirical evaluation of the proposed algorithm are also included. 1.3 Theoretical analysis of heuristics and designing new metaheuristic ...analysis of heuristics for inapproximable problems and designing new metaheuristic approaches for the problems of interest; (IV) Developing new models

A Framework for the Optimization of Discrete-Event Simulation Models

NASA Technical Reports Server (NTRS)

Joshi, B. D.; Unal, R.; White, N. H.; Morris, W. D.

1996-01-01

With the growing use of computer modeling and simulation, in all aspects of engineering, the scope of traditional optimization has to be extended to include simulation models. Some unique aspects have to be addressed while optimizing via stochastic simulation models. The optimization procedure has to explicitly account for the randomness inherent in the stochastic measures predicted by the model. This paper outlines a general purpose framework for optimization of terminating discrete-event simulation models. The methodology combines a chance constraint approach for problem formulation, together with standard statistical estimation and analyses techniques. The applicability of the optimization framework is illustrated by minimizing the operation and support resources of a launch vehicle, through a simulation model.

Discrete bacteria foraging optimization algorithm for graph based problems - a transition from continuous to discrete

NASA Astrophysics Data System (ADS)

Sur, Chiranjib; Shukla, Anupam

2018-03-01

Bacteria Foraging Optimisation Algorithm is a collective behaviour-based meta-heuristics searching depending on the social influence of the bacteria co-agents in the search space of the problem. The algorithm faces tremendous hindrance in terms of its application for discrete problems and graph-based problems due to biased mathematical modelling and dynamic structure of the algorithm. This had been the key factor to revive and introduce the discrete form called Discrete Bacteria Foraging Optimisation (DBFO) Algorithm for discrete problems which exceeds the number of continuous domain problems represented by mathematical and numerical equations in real life. In this work, we have mainly simulated a graph-based road multi-objective optimisation problem and have discussed the prospect of its utilisation in other similar optimisation problems and graph-based problems. The various solution representations that can be handled by this DBFO has also been discussed. The implications and dynamics of the various parameters used in the DBFO are illustrated from the point view of the problems and has been a combination of both exploration and exploitation. The result of DBFO has been compared with Ant Colony Optimisation and Intelligent Water Drops Algorithms. Important features of DBFO are that the bacteria agents do not depend on the local heuristic information but estimates new exploration schemes depending upon the previous experience and covered path analysis. This makes the algorithm better in combination generation for graph-based problems and combination generation for NP hard problems.

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.

Investigation and appreciation of optimal output feedback. Volume 1: A convergent algorithm for the stochastic infinite-time discrete optimal output feedback problem

NASA Technical Reports Server (NTRS)

Halyo, N.; Broussard, J. R.

1984-01-01

The stochastic, infinite time, discrete output feedback problem for time invariant linear systems is examined. Two sets of sufficient conditions for the existence of a stable, globally optimal solution are presented. An expression for the total change in the cost function due to a change in the feedback gain is obtained. This expression is used to show that a sequence of gains can be obtained by an algorithm, so that the corresponding cost sequence is monotonically decreasing and the corresponding sequence of the cost gradient converges to zero. The algorithm is guaranteed to obtain a critical point of the cost function. The computational steps necessary to implement the algorithm on a computer are presented. The results are applied to a digital outer loop flight control problem. The numerical results for this 13th order problem indicate a rate of convergence considerably faster than two other algorithms used for comparison.

A Mixed Integer Efficient Global Optimization Framework: Applied to the Simultaneous Aircraft Design, Airline Allocation and Revenue Management Problem

NASA Astrophysics Data System (ADS)

Roy, Satadru

Traditional approaches to design and optimize a new system, often, use a system-centric objective and do not take into consideration how the operator will use this new system alongside of other existing systems. This "hand-off" between the design of the new system and how the new system operates alongside other systems might lead to a sub-optimal performance with respect to the operator-level objective. In other words, the system that is optimal for its system-level objective might not be best for the system-of-systems level objective of the operator. Among the few available references that describe attempts to address this hand-off, most follow an MDO-motivated subspace decomposition approach of first designing a very good system and then provide this system to the operator who decides the best way to use this new system along with the existing systems. The motivating example in this dissertation presents one such similar problem that includes aircraft design, airline operations and revenue management "subspaces". The research here develops an approach that could simultaneously solve these subspaces posed as a monolithic optimization problem. The monolithic approach makes the problem a Mixed Integer/Discrete Non-Linear Programming (MINLP/MDNLP) problem, which are extremely difficult to solve. The presence of expensive, sophisticated engineering analyses further aggravate the problem. To tackle this challenge problem, the work here presents a new optimization framework that simultaneously solves the subspaces to capture the "synergism" in the problem that the previous decomposition approaches may not have exploited, addresses mixed-integer/discrete type design variables in an efficient manner, and accounts for computationally expensive analysis tools. The framework combines concepts from efficient global optimization, Kriging partial least squares, and gradient-based optimization. This approach then demonstrates its ability to solve an 11 route airline network problem consisting of 94 decision variables including 33 integer and 61 continuous type variables. This application problem is a representation of an interacting group of systems and provides key challenges to the optimization framework to solve the MINLP problem, as reflected by the presence of a moderate number of integer and continuous type design variables and expensive analysis tool. The result indicates simultaneously solving the subspaces could lead to significant improvement in the fleet-level objective of the airline when compared to the previously developed sequential subspace decomposition approach. In developing the approach to solve the MINLP/MDNLP challenge problem, several test problems provided the ability to explore performance of the framework. While solving these test problems, the framework showed that it could solve other MDNLP problems including categorically discrete variables, indicating that the framework could have broader application than the new aircraft design-fleet allocation-revenue management problem.

Optimal discrete-time LQR problems for parabolic systems with unbounded input: Approximation and convergence

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1988-01-01

An abstract approximation and convergence theory for the closed-loop solution of discrete-time linear-quadratic regulator problems for parabolic systems with unbounded input is developed. Under relatively mild stabilizability and detectability assumptions, functional analytic, operator techniques are used to demonstrate the norm convergence of Galerkin-based approximations to the optimal feedback control gains. The application of the general theory to a class of abstract boundary control systems is considered. Two examples, one involving the Neumann boundary control of a one-dimensional heat equation, and the other, the vibration control of a cantilevered viscoelastic beam via shear input at the free end, are discussed.

The optimal location of piezoelectric actuators and sensors for vibration control of plates

NASA Astrophysics Data System (ADS)

Kumar, K. Ramesh; Narayanan, S.

2007-12-01

This paper considers the optimal placement of collocated piezoelectric actuator-sensor pairs on a thin plate using a model-based linear quadratic regulator (LQR) controller. LQR performance is taken as objective for finding the optimal location of sensor-actuator pairs. The problem is formulated using the finite element method (FEM) as multi-input-multi-output (MIMO) model control. The discrete optimal sensor and actuator location problem is formulated in the framework of a zero-one optimization problem. A genetic algorithm (GA) is used to solve the zero-one optimization problem. Different classical control strategies like direct proportional feedback, constant-gain negative velocity feedback and the LQR optimal control scheme are applied to study the control effectiveness.

Inversion of Robin coefficient by a spectral stochastic finite element approach

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

Jin Bangti; Zou Jun

2008-03-01

This paper investigates a variational approach to the nonlinear stochastic inverse problem of probabilistically calibrating the Robin coefficient from boundary measurements for the steady-state heat conduction. The problem is formulated into an optimization problem, and mathematical properties relevant to its numerical computations are investigated. The spectral stochastic finite element method using polynomial chaos is utilized for the discretization of the optimization problem, and its convergence is analyzed. The nonlinear conjugate gradient method is derived for the optimization system. Numerical results for several two-dimensional problems are presented to illustrate the accuracy and efficiency of the stochastic finite element method.

Local search heuristic for the discrete leader-follower problem with multiple follower objectives

NASA Astrophysics Data System (ADS)

Kochetov, Yury; Alekseeva, Ekaterina; Mezmaz, Mohand

2016-10-01

We study a discrete bilevel problem, called as well as leader-follower problem, with multiple objectives at the lower level. It is assumed that constraints at the upper level can include variables of both levels. For such ill-posed problem we define feasible and optimal solutions for pessimistic case. A central point of this work is a two stage method to get a feasible solution under the pessimistic case, given a leader decision. The target of the first stage is a follower solution that violates the leader constraints. The target of the second stage is a pessimistic feasible solution. Each stage calls a heuristic and a solver for a series of particular mixed integer programs. The method is integrated inside a local search based heuristic that is designed to find near-optimal leader solutions.

Approximation of discrete-time LQG compensators for distributed systems with boundary input and unbounded measurement

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Rosen, I. G.

1987-01-01

The approximation of optimal discrete-time linear quadratic Gaussian (LQG) compensators for distributed parameter control systems with boundary input and unbounded measurement is considered. The approach applies to a wide range of problems that can be formulated in a state space on which both the discrete-time input and output operators are continuous. Approximating compensators are obtained via application of the LQG theory and associated approximation results for infinite dimensional discrete-time control systems with bounded input and output. Numerical results for spline and modal based approximation schemes used to compute optimal compensators for a one dimensional heat equation with either Neumann or Dirichlet boundary control and pointwise measurement of temperature are presented and discussed.

Multiobjective optimization in a pseudometric objective space as applied to a general model of business activities

NASA Astrophysics Data System (ADS)

Khachaturov, R. V.

2016-09-01

It is shown that finding the equivalence set for solving multiobjective discrete optimization problems is advantageous over finding the set of Pareto optimal decisions. An example of a set of key parameters characterizing the economic efficiency of a commercial firm is proposed, and a mathematical model of its activities is constructed. In contrast to the classical problem of finding the maximum profit for any business, this study deals with a multiobjective optimization problem. A method for solving inverse multiobjective problems in a multidimensional pseudometric space is proposed for finding the best project of firm's activities. The solution of a particular problem of this type is presented.

An optimization-based framework for anisotropic simplex mesh adaptation

NASA Astrophysics Data System (ADS)

Yano, Masayuki; Darmofal, David L.

2012-09-01

We present a general framework for anisotropic h-adaptation of simplex meshes. Given a discretization and any element-wise, localizable error estimate, our adaptive method iterates toward a mesh that minimizes error for a given degrees of freedom. Utilizing mesh-metric duality, we consider a continuous optimization problem of the Riemannian metric tensor field that provides an anisotropic description of element sizes. First, our method performs a series of local solves to survey the behavior of the local error function. This information is then synthesized using an affine-invariant tensor manipulation framework to reconstruct an approximate gradient of the error function with respect to the metric tensor field. Finally, we perform gradient descent in the metric space to drive the mesh toward optimality. The method is first demonstrated to produce optimal anisotropic meshes minimizing the L2 projection error for a pair of canonical problems containing a singularity and a singular perturbation. The effectiveness of the framework is then demonstrated in the context of output-based adaptation for the advection-diffusion equation using a high-order discontinuous Galerkin discretization and the dual-weighted residual (DWR) error estimate. The method presented provides a unified framework for optimizing both the element size and anisotropy distribution using an a posteriori error estimate and enables efficient adaptation of anisotropic simplex meshes for high-order discretizations.

Optimal design of supply chain network under uncertainty environment using hybrid analytical and simulation modeling approach

NASA Astrophysics Data System (ADS)

Chiadamrong, N.; Piyathanavong, V.

2017-12-01

Models that aim to optimize the design of supply chain networks have gained more interest in the supply chain literature. Mixed-integer linear programming and discrete-event simulation are widely used for such an optimization problem. We present a hybrid approach to support decisions for supply chain network design using a combination of analytical and discrete-event simulation models. The proposed approach is based on iterative procedures until the difference between subsequent solutions satisfies the pre-determined termination criteria. The effectiveness of proposed approach is illustrated by an example, which shows closer to optimal results with much faster solving time than the results obtained from the conventional simulation-based optimization model. The efficacy of this proposed hybrid approach is promising and can be applied as a powerful tool in designing a real supply chain network. It also provides the possibility to model and solve more realistic problems, which incorporate dynamism and uncertainty.

Inversion of geophysical potential field data using the finite element method

NASA Astrophysics Data System (ADS)

Lamichhane, Bishnu P.; Gross, Lutz

2017-12-01

The inversion of geophysical potential field data can be formulated as an optimization problem with a constraint in the form of a partial differential equation (PDE). It is common practice, if possible, to provide an analytical solution for the forward problem and to reduce the problem to a finite dimensional optimization problem. In an alternative approach the optimization is applied to the problem and the resulting continuous problem which is defined by a set of coupled PDEs is subsequently solved using a standard PDE discretization method, such as the finite element method (FEM). In this paper, we show that under very mild conditions on the data misfit functional and the forward problem in the three-dimensional space, the continuous optimization problem and its FEM discretization are well-posed including the existence and uniqueness of respective solutions. We provide error estimates for the FEM solution. A main result of the paper is that the FEM spaces used for the forward problem and the Lagrange multiplier need to be identical but can be chosen independently from the FEM space used to represent the unknown physical property. We will demonstrate the convergence of the solution approximations in a numerical example. The second numerical example which investigates the selection of FEM spaces, shows that from the perspective of computational efficiency one should use 2 to 4 times finer mesh for the forward problem in comparison to the mesh of the physical property.

Calculating complete and exact Pareto front for multiobjective optimization: a new deterministic approach for discrete problems.

PubMed

Hu, Xiao-Bing; Wang, Ming; Di Paolo, Ezequiel

2013-06-01

Searching the Pareto front for multiobjective optimization problems usually involves the use of a population-based search algorithm or of a deterministic method with a set of different single aggregate objective functions. The results are, in fact, only approximations of the real Pareto front. In this paper, we propose a new deterministic approach capable of fully determining the real Pareto front for those discrete problems for which it is possible to construct optimization algorithms to find the k best solutions to each of the single-objective problems. To this end, two theoretical conditions are given to guarantee the finding of the actual Pareto front rather than its approximation. Then, a general methodology for designing a deterministic search procedure is proposed. A case study is conducted, where by following the general methodology, a ripple-spreading algorithm is designed to calculate the complete exact Pareto front for multiobjective route optimization. When compared with traditional Pareto front search methods, the obvious advantage of the proposed approach is its unique capability of finding the complete Pareto front. This is illustrated by the simulation results in terms of both solution quality and computational efficiency.

Stochastic Dual Algorithm for Voltage Regulation in Distribution Networks with Discrete Loads: Preprint

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

Dall-Anese, Emiliano; Zhou, Xinyang; Liu, Zhiyuan

This paper considers distribution networks with distributed energy resources and discrete-rate loads, and designs an incentive-based algorithm that allows the network operator and the customers to pursue given operational and economic objectives, while concurrently ensuring that voltages are within prescribed limits. Four major challenges include: (1) the non-convexity from discrete decision variables, (2) the non-convexity due to a Stackelberg game structure, (3) unavailable private information from customers, and (4) different update frequency from two types of devices. In this paper, we first make convex relaxation for discrete variables, then reformulate the non-convex structure into a convex optimization problem together withmore » pricing/reward signal design, and propose a distributed stochastic dual algorithm for solving the reformulated problem while restoring feasible power rates for discrete devices. By doing so, we are able to statistically achieve the solution of the reformulated problem without exposure of any private information from customers. Stability of the proposed schemes is analytically established and numerically corroborated.« less

Quantum-enhanced reinforcement learning for finite-episode games with discrete state spaces

NASA Astrophysics Data System (ADS)

Neukart, Florian; Von Dollen, David; Seidel, Christian; Compostella, Gabriele

2017-12-01

Quantum annealing algorithms belong to the class of metaheuristic tools, applicable for solving binary optimization problems. Hardware implementations of quantum annealing, such as the quantum annealing machines produced by D-Wave Systems, have been subject to multiple analyses in research, with the aim of characterizing the technology's usefulness for optimization and sampling tasks. Here, we present a way to partially embed both Monte Carlo policy iteration for finding an optimal policy on random observations, as well as how to embed n sub-optimal state-value functions for approximating an improved state-value function given a policy for finite horizon games with discrete state spaces on a D-Wave 2000Q quantum processing unit (QPU). We explain how both problems can be expressed as a quadratic unconstrained binary optimization (QUBO) problem, and show that quantum-enhanced Monte Carlo policy evaluation allows for finding equivalent or better state-value functions for a given policy with the same number episodes compared to a purely classical Monte Carlo algorithm. Additionally, we describe a quantum-classical policy learning algorithm. Our first and foremost aim is to explain how to represent and solve parts of these problems with the help of the QPU, and not to prove supremacy over every existing classical policy evaluation algorithm.

Topology Synthesis of Structures Using Parameter Relaxation and Geometric Refinement

NASA Technical Reports Server (NTRS)

Hull, P. V.; Tinker, M. L.

2007-01-01

Typically, structural topology optimization problems undergo relaxation of certain design parameters to allow the existence of intermediate variable optimum topologies. Relaxation permits the use of a variety of gradient-based search techniques and has been shown to guarantee the existence of optimal solutions and eliminate mesh dependencies. This Technical Publication (TP) will demonstrate the application of relaxation to a control point discretization of the design workspace for the structural topology optimization process. The control point parameterization with subdivision has been offered as an alternative to the traditional method of discretized finite element design domain. The principle of relaxation demonstrates the increased utility of the control point parameterization. One of the significant results of the relaxation process offered in this TP is that direct manufacturability of the optimized design will be maintained without the need for designer intervention or translation. In addition, it will be shown that relaxation of certain parameters may extend the range of problems that can be addressed; e.g., in permitting limited out-of-plane motion to be included in a path generation problem.

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.

ORACLS: A system for linear-quadratic-Gaussian control law design

NASA Technical Reports Server (NTRS)

Armstrong, E. S.

1978-01-01

A modern control theory design package (ORACLS) for constructing controllers and optimal filters for systems modeled by linear time-invariant differential or difference equations is described. Numerical linear-algebra procedures are used to implement the linear-quadratic-Gaussian (LQG) methodology of modern control theory. Algorithms are included for computing eigensystems of real matrices, the relative stability of a matrix, factored forms for nonnegative definite matrices, the solutions and least squares approximations to the solutions of certain linear matrix algebraic equations, the controllability properties of a linear time-invariant system, and the steady state covariance matrix of an open-loop stable system forced by white noise. Subroutines are provided for solving both the continuous and discrete optimal linear regulator problems with noise free measurements and the sampled-data optimal linear regulator problem. For measurement noise, duality theory and the optimal regulator algorithms are used to solve the continuous and discrete Kalman-Bucy filter problems. Subroutines are also included which give control laws causing the output of a system to track the output of a prescribed model.

Comparison of a discrete steepest ascent method with the continuous steepest ascent method for optimal programing

NASA Technical Reports Server (NTRS)

Childs, A. G.

1971-01-01

A discrete steepest ascent method which allows controls which are not piecewise constant (for example, it allows all continuous piecewise linear controls) was derived for the solution of optimal programming problems. This method is based on the continuous steepest ascent method of Bryson and Denham and new concepts introduced by Kelley and Denham in their development of compatible adjoints for taking into account the effects of numerical integration. The method is a generalization of the algorithm suggested by Canon, Cullum, and Polak with the details of the gradient computation given. The discrete method was compared with the continuous method for an aerodynamics problem for which an analytic solution is given by Pontryagin's maximum principle, and numerical results are presented. The discrete method converges more rapidly than the continuous method at first, but then for some undetermined reason, loses its exponential convergence rate. A comparsion was also made for the algorithm of Canon, Cullum, and Polak using piecewise constant controls. This algorithm is very competitive with the continuous algorithm.

Optimal generalized multistep integration formulae for real-time digital simulation

NASA Technical Reports Server (NTRS)

Moerder, D. D.; Halyo, N.

1985-01-01

The problem of discretizing a dynamical system for real-time digital simulation is considered. Treating the system and its simulation as stochastic processes leads to a statistical characterization of simulator fidelity. A plant discretization procedure based on an efficient matrix generalization of explicit linear multistep discrete integration formulae is introduced, which minimizes a weighted sum of the mean squared steady-state and transient error between the system and simulator outputs.

Actor-critic-based optimal tracking for partially unknown nonlinear discrete-time systems.

PubMed

Kiumarsi, Bahare; Lewis, Frank L

2015-01-01

This paper presents a partially model-free adaptive optimal control solution to the deterministic nonlinear discrete-time (DT) tracking control problem in the presence of input constraints. The tracking error dynamics and reference trajectory dynamics are first combined to form an augmented system. Then, a new discounted performance function based on the augmented system is presented for the optimal nonlinear tracking problem. In contrast to the standard solution, which finds the feedforward and feedback terms of the control input separately, the minimization of the proposed discounted performance function gives both feedback and feedforward parts of the control input simultaneously. This enables us to encode the input constraints into the optimization problem using a nonquadratic performance function. The DT tracking Bellman equation and tracking Hamilton-Jacobi-Bellman (HJB) are derived. An actor-critic-based reinforcement learning algorithm is used to learn the solution to the tracking HJB equation online without requiring knowledge of the system drift dynamics. That is, two neural networks (NNs), namely, actor NN and critic NN, are tuned online and simultaneously to generate the optimal bounded control policy. A simulation example is given to show the effectiveness of the proposed method.

Biomimicry of symbiotic multi-species coevolution for discrete and continuous optimization in RFID networks.

PubMed

Lin, Na; Chen, Hanning; Jing, Shikai; Liu, Fang; Liang, Xiaodan

2017-03-01

In recent years, symbiosis as a rich source of potential engineering applications and computational model has attracted more and more attentions in the adaptive complex systems and evolution computing domains. Inspired by different symbiotic coevolution forms in nature, this paper proposed a series of multi-swarm particle swarm optimizers called PS 2 Os, which extend the single population particle swarm optimization (PSO) algorithm to interacting multi-swarms model by constructing hierarchical interaction topologies and enhanced dynamical update equations. According to different symbiotic interrelationships, four versions of PS 2 O are initiated to mimic mutualism, commensalism, predation, and competition mechanism, respectively. In the experiments, with five benchmark problems, the proposed algorithms are proved to have considerable potential for solving complex optimization problems. The coevolutionary dynamics of symbiotic species in each PS 2 O version are also studied respectively to demonstrate the heterogeneity of different symbiotic interrelationships that effect on the algorithm's performance. Then PS 2 O is used for solving the radio frequency identification (RFID) network planning (RNP) problem with a mixture of discrete and continuous variables. Simulation results show that the proposed algorithm outperforms the reference algorithms for planning RFID networks, in terms of optimization accuracy and computation robustness.

Optimal Fault-Tolerant Control for Discrete-Time Nonlinear Strict-Feedback Systems Based on Adaptive Critic Design.

PubMed

Wang, Zhanshan; Liu, Lei; Wu, Yanming; Zhang, Huaguang

2018-06-01

This paper investigates the problem of optimal fault-tolerant control (FTC) for a class of unknown nonlinear discrete-time systems with actuator fault in the framework of adaptive critic design (ACD). A pivotal highlight is the adaptive auxiliary signal of the actuator fault, which is designed to offset the effect of the fault. The considered systems are in strict-feedback forms and involve unknown nonlinear functions, which will result in the causal problem. To solve this problem, the original nonlinear systems are transformed into a novel system by employing the diffeomorphism theory. Besides, the action neural networks (ANNs) are utilized to approximate a predefined unknown function in the backstepping design procedure. Combined the strategic utility function and the ACD technique, a reinforcement learning algorithm is proposed to set up an optimal FTC, in which the critic neural networks (CNNs) provide an approximate structure of the cost function. In this case, it not only guarantees the stability of the systems, but also achieves the optimal control performance as well. In the end, two simulation examples are used to show the effectiveness of the proposed optimal FTC strategy.

The coral reefs optimization algorithm: a novel metaheuristic for efficiently solving optimization problems.

PubMed

Salcedo-Sanz, S; Del Ser, J; Landa-Torres, I; Gil-López, S; Portilla-Figueras, J A

2014-01-01

This paper presents a novel bioinspired algorithm to tackle complex optimization problems: the coral reefs optimization (CRO) algorithm. The CRO algorithm artificially simulates a coral reef, where different corals (namely, solutions to the optimization problem considered) grow and reproduce in coral colonies, fighting by choking out other corals for space in the reef. This fight for space, along with the specific characteristics of the corals' reproduction, produces a robust metaheuristic algorithm shown to be powerful for solving hard optimization problems. In this research the CRO algorithm is tested in several continuous and discrete benchmark problems, as well as in practical application scenarios (i.e., optimum mobile network deployment and off-shore wind farm design). The obtained results confirm the excellent performance of the proposed algorithm and open line of research for further application of the algorithm to real-world problems.

The Coral Reefs Optimization Algorithm: A Novel Metaheuristic for Efficiently Solving Optimization Problems

PubMed Central

Salcedo-Sanz, S.; Del Ser, J.; Landa-Torres, I.; Gil-López, S.; Portilla-Figueras, J. A.

2014-01-01

This paper presents a novel bioinspired algorithm to tackle complex optimization problems: the coral reefs optimization (CRO) algorithm. The CRO algorithm artificially simulates a coral reef, where different corals (namely, solutions to the optimization problem considered) grow and reproduce in coral colonies, fighting by choking out other corals for space in the reef. This fight for space, along with the specific characteristics of the corals' reproduction, produces a robust metaheuristic algorithm shown to be powerful for solving hard optimization problems. In this research the CRO algorithm is tested in several continuous and discrete benchmark problems, as well as in practical application scenarios (i.e., optimum mobile network deployment and off-shore wind farm design). The obtained results confirm the excellent performance of the proposed algorithm and open line of research for further application of the algorithm to real-world problems. PMID:25147860

Measuring Human Performance on Clustering Problems: Some Potential Objective Criteria and Experimental Research Opportunities

ERIC Educational Resources Information Center

Brusco, Michael J.

2007-01-01

The study of human performance on discrete optimization problems has a considerable history that spans various disciplines. The two most widely studied problems are the Euclidean traveling salesperson problem and the quadratic assignment problem. The purpose of this paper is to outline a program of study for the measurement of human performance on…

Optimal tracking control for a class of nonlinear discrete-time systems with time delays based on heuristic dynamic programming.

PubMed

Zhang, Huaguang; Song, Ruizhuo; Wei, Qinglai; Zhang, Tieyan

2011-12-01

In this paper, a novel heuristic dynamic programming (HDP) iteration algorithm is proposed to solve the optimal tracking control problem for a class of nonlinear discrete-time systems with time delays. The novel algorithm contains state updating, control policy iteration, and performance index iteration. To get the optimal states, the states are also updated. Furthermore, the "backward iteration" is applied to state updating. Two neural networks are used to approximate the performance index function and compute the optimal control policy for facilitating the implementation of HDP iteration algorithm. At last, we present two examples to demonstrate the effectiveness of the proposed HDP iteration algorithm.

A Fast Optimization Method for General Binary Code Learning.

PubMed

Shen, Fumin; Zhou, Xiang; Yang, Yang; Song, Jingkuan; Shen, Heng; Tao, Dacheng

2016-09-22

Hashing or binary code learning has been recognized to accomplish efficient near neighbor search, and has thus attracted broad interests in recent retrieval, vision and learning studies. One main challenge of learning to hash arises from the involvement of discrete variables in binary code optimization. While the widely-used continuous relaxation may achieve high learning efficiency, the pursued codes are typically less effective due to accumulated quantization error. In this work, we propose a novel binary code optimization method, dubbed Discrete Proximal Linearized Minimization (DPLM), which directly handles the discrete constraints during the learning process. Specifically, the discrete (thus nonsmooth nonconvex) problem is reformulated as minimizing the sum of a smooth loss term with a nonsmooth indicator function. The obtained problem is then efficiently solved by an iterative procedure with each iteration admitting an analytical discrete solution, which is thus shown to converge very fast. In addition, the proposed method supports a large family of empirical loss functions, which is particularly instantiated in this work by both a supervised and an unsupervised hashing losses, together with the bits uncorrelation and balance constraints. In particular, the proposed DPLM with a supervised `2 loss encodes the whole NUS-WIDE database into 64-bit binary codes within 10 seconds on a standard desktop computer. The proposed approach is extensively evaluated on several large-scale datasets and the generated binary codes are shown to achieve very promising results on both retrieval and classification tasks.

A stochastic discrete optimization model for designing container terminal facilities

NASA Astrophysics Data System (ADS)

Zukhruf, Febri; Frazila, Russ Bona; Burhani, Jzolanda Tsavalista

2017-11-01

As uncertainty essentially affect the total transportation cost, it remains important in the container terminal that incorporates several modes and transshipments process. This paper then presents a stochastic discrete optimization model for designing the container terminal, which involves the decision of facilities improvement action. The container terminal operation model is constructed by accounting the variation of demand and facilities performance. In addition, for illustrating the conflicting issue that practically raises in the terminal operation, the model also takes into account the possible increment delay of facilities due to the increasing number of equipment, especially the container truck. Those variations expectantly reflect the uncertainty issue in the container terminal operation. A Monte Carlo simulation is invoked to propagate the variations by following the observed distribution. The problem is constructed within the framework of the combinatorial optimization problem for investigating the optimal decision of facilities improvement. A new variant of glow-worm swarm optimization (GSO) is thus proposed for solving the optimization, which is rarely explored in the transportation field. The model applicability is tested by considering the actual characteristics of the container terminal.

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.

Taboo Search: An Approach to the Multiple Minima Problem

NASA Astrophysics Data System (ADS)

Cvijovic, Djurdje; Klinowski, Jacek

1995-02-01

Described here is a method, based on Glover's taboo search for discrete functions, of solving the multiple minima problem for continuous functions. As demonstrated by model calculations, the algorithm avoids entrapment in local minima and continues the search to give a near-optimal final solution. Unlike other methods of global optimization, this procedure is generally applicable, easy to implement, derivative-free, and conceptually simple.

Software For Integer Programming

NASA Technical Reports Server (NTRS)

Fogle, F. R.

1992-01-01

Improved Exploratory Search Technique for Pure Integer Linear Programming Problems (IESIP) program optimizes objective function of variables subject to confining functions or constraints, using discrete optimization or integer programming. Enables rapid solution of problems up to 10 variables in size. Integer programming required for accuracy in modeling systems containing small number of components, distribution of goods, scheduling operations on machine tools, and scheduling production in general. Written in Borland's TURBO Pascal.

ORACLS- OPTIMAL REGULATOR ALGORITHMS FOR THE CONTROL OF LINEAR SYSTEMS (CDC VERSION)

NASA Technical Reports Server (NTRS)

Armstrong, E. S.

1994-01-01

This control theory design package, called Optimal Regulator Algorithms for the Control of Linear Systems (ORACLS), was developed to aid in the design of controllers and optimal filters for systems which can be modeled by linear, time-invariant differential and difference equations. Optimal linear quadratic regulator theory, currently referred to as the Linear-Quadratic-Gaussian (LQG) problem, has become the most widely accepted method of determining optimal control policy. Within this theory, the infinite duration time-invariant problems, which lead to constant gain feedback control laws and constant Kalman-Bucy filter gains for reconstruction of the system state, exhibit high tractability and potential ease of implementation. A variety of new and efficient methods in the field of numerical linear algebra have been combined into the ORACLS program, which provides for the solution to time-invariant continuous or discrete LQG problems. The ORACLS package is particularly attractive to the control system designer because it provides a rigorous tool for dealing with multi-input and multi-output dynamic systems in both continuous and discrete form. The ORACLS programming system is a collection of subroutines which can be used to formulate, manipulate, and solve various LQG design problems. The ORACLS program is constructed in a manner which permits the user to maintain considerable flexibility at each operational state. This flexibility is accomplished by providing primary operations, analysis of linear time-invariant systems, and control synthesis based on LQG methodology. The input-output routines handle the reading and writing of numerical matrices, printing heading information, and accumulating output information. The basic vector-matrix operations include addition, subtraction, multiplication, equation, norm construction, tracing, transposition, scaling, juxtaposition, and construction of null and identity matrices. The analysis routines provide for the following computations: the eigenvalues and eigenvectors of real matrices; the relative stability of a given matrix; matrix factorization; the solution of linear constant coefficient vector-matrix algebraic equations; the controllability properties of a linear time-invariant system; the steady-state covariance matrix of an open-loop stable system forced by white noise; and the transient response of continuous linear time-invariant systems. The control law design routines of ORACLS implement some of the more common techniques of time-invariant LQG methodology. For the finite-duration optimal linear regulator problem with noise-free measurements, continuous dynamics, and integral performance index, a routine is provided which implements the negative exponential method for finding both the transient and steady-state solutions to the matrix Riccati equation. For the discrete version of this problem, the method of backwards differencing is applied to find the solutions to the discrete Riccati equation. A routine is also included to solve the steady-state Riccati equation by the Newton algorithms described by Klein, for continuous problems, and by Hewer, for discrete problems. Another routine calculates the prefilter gain to eliminate control state cross-product terms in the quadratic performance index and the weighting matrices for the sampled data optimal linear regulator problem. For cases with measurement noise, duality theory and optimal regulator algorithms are used to calculate solutions to the continuous and discrete Kalman-Bucy filter problems. Finally, routines are included to implement the continuous and discrete forms of the explicit (model-in-the-system) and implicit (model-in-the-performance-index) model following theory. These routines generate linear control laws which cause the output of a dynamic time-invariant system to track the output of a prescribed model. In order to apply ORACLS, the user must write an executive (driver) program which inputs the problem coefficients, formulates and selects the routines to be used to solve the problem, and specifies the desired output. There are three versions of ORACLS source code available for implementation: CDC, IBM, and DEC. The CDC version has been implemented on a CDC 6000 series computer with a central memory of approximately 13K (octal) of 60 bit words. The CDC version is written in FORTRAN IV, was developed in 1978, and last updated in 1989. The IBM version has been implemented on an IBM 370 series computer with a central memory requirement of approximately 300K of 8 bit bytes. The IBM version is written in FORTRAN IV and was generated in 1981. The DEC version has been implemented on a VAX series computer operating under VMS. The VAX version is written in FORTRAN 77 and was generated in 1986.

ORACLS- OPTIMAL REGULATOR ALGORITHMS FOR THE CONTROL OF LINEAR SYSTEMS (DEC VAX VERSION)

NASA Technical Reports Server (NTRS)

Frisch, H.

1994-01-01

This control theory design package, called Optimal Regulator Algorithms for the Control of Linear Systems (ORACLS), was developed to aid in the design of controllers and optimal filters for systems which can be modeled by linear, time-invariant differential and difference equations. Optimal linear quadratic regulator theory, currently referred to as the Linear-Quadratic-Gaussian (LQG) problem, has become the most widely accepted method of determining optimal control policy. Within this theory, the infinite duration time-invariant problems, which lead to constant gain feedback control laws and constant Kalman-Bucy filter gains for reconstruction of the system state, exhibit high tractability and potential ease of implementation. A variety of new and efficient methods in the field of numerical linear algebra have been combined into the ORACLS program, which provides for the solution to time-invariant continuous or discrete LQG problems. The ORACLS package is particularly attractive to the control system designer because it provides a rigorous tool for dealing with multi-input and multi-output dynamic systems in both continuous and discrete form. The ORACLS programming system is a collection of subroutines which can be used to formulate, manipulate, and solve various LQG design problems. The ORACLS program is constructed in a manner which permits the user to maintain considerable flexibility at each operational state. This flexibility is accomplished by providing primary operations, analysis of linear time-invariant systems, and control synthesis based on LQG methodology. The input-output routines handle the reading and writing of numerical matrices, printing heading information, and accumulating output information. The basic vector-matrix operations include addition, subtraction, multiplication, equation, norm construction, tracing, transposition, scaling, juxtaposition, and construction of null and identity matrices. The analysis routines provide for the following computations: the eigenvalues and eigenvectors of real matrices; the relative stability of a given matrix; matrix factorization; the solution of linear constant coefficient vector-matrix algebraic equations; the controllability properties of a linear time-invariant system; the steady-state covariance matrix of an open-loop stable system forced by white noise; and the transient response of continuous linear time-invariant systems. The control law design routines of ORACLS implement some of the more common techniques of time-invariant LQG methodology. For the finite-duration optimal linear regulator problem with noise-free measurements, continuous dynamics, and integral performance index, a routine is provided which implements the negative exponential method for finding both the transient and steady-state solutions to the matrix Riccati equation. For the discrete version of this problem, the method of backwards differencing is applied to find the solutions to the discrete Riccati equation. A routine is also included to solve the steady-state Riccati equation by the Newton algorithms described by Klein, for continuous problems, and by Hewer, for discrete problems. Another routine calculates the prefilter gain to eliminate control state cross-product terms in the quadratic performance index and the weighting matrices for the sampled data optimal linear regulator problem. For cases with measurement noise, duality theory and optimal regulator algorithms are used to calculate solutions to the continuous and discrete Kalman-Bucy filter problems. Finally, routines are included to implement the continuous and discrete forms of the explicit (model-in-the-system) and implicit (model-in-the-performance-index) model following theory. These routines generate linear control laws which cause the output of a dynamic time-invariant system to track the output of a prescribed model. In order to apply ORACLS, the user must write an executive (driver) program which inputs the problem coefficients, formulates and selects the routines to be used to solve the problem, and specifies the desired output. There are three versions of ORACLS source code available for implementation: CDC, IBM, and DEC. The CDC version has been implemented on a CDC 6000 series computer with a central memory of approximately 13K (octal) of 60 bit words. The CDC version is written in FORTRAN IV, was developed in 1978, and last updated in 1986. The IBM version has been implemented on an IBM 370 series computer with a central memory requirement of approximately 300K of 8 bit bytes. The IBM version is written in FORTRAN IV and was generated in 1981. The DEC version has been implemented on a VAX series computer operating under VMS. The VAX version is written in FORTRAN 77 and was generated in 1986.

Discrete-to-continuous transition in quantum phase estimation

NASA Astrophysics Data System (ADS)

Rządkowski, Wojciech; Demkowicz-Dobrzański, Rafał

2017-09-01

We analyze the problem of quantum phase estimation in which the set of allowed phases forms a discrete N -element subset of the whole [0 ,2 π ] interval, φn=2 π n /N , n =0 ,⋯,N -1 , and study the discrete-to-continuous transition N →∞ for various cost functions as well as the mutual information. We also analyze the relation between the problems of phase discrimination and estimation by considering a step cost function of a given width σ around the true estimated value. We show that in general a direct application of the theory of covariant measurements for a discrete subgroup of the U(1 ) group leads to suboptimal strategies due to an implicit requirement of estimating only the phases that appear in the prior distribution. We develop the theory of subcovariant measurements to remedy this situation and demonstrate truly optimal estimation strategies when performing a transition from discrete to continuous phase estimation.

Discretized energy minimization in a wave guide with point sources

NASA Technical Reports Server (NTRS)

Propst, G.

1994-01-01

An anti-noise problem on a finite time interval is solved by minimization of a quadratic functional on the Hilbert space of square integrable controls. To this end, the one-dimensional wave equation with point sources and pointwise reflecting boundary conditions is decomposed into a system for the two propagating components of waves. Wellposedness of this system is proved for a class of data that includes piecewise linear initial conditions and piecewise constant forcing functions. It is shown that for such data the optimal piecewise constant control is the solution of a sparse linear system. Methods for its computational treatment are presented as well as examples of their applicability. The convergence of discrete approximations to the general optimization problem is demonstrated by finite element methods.

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.

A dynamic model of functioning of a bank

NASA Astrophysics Data System (ADS)

Malafeyev, Oleg; Awasthi, Achal; Zaitseva, Irina; Rezenkov, Denis; Bogdanova, Svetlana

2018-04-01

In this paper, we analyze dynamic programming as a novel approach to solve the problem of maximizing the profits of a bank. The mathematical model of the problem and the description of bank's work is described in this paper. The problem is then approached using the method of dynamic programming. Dynamic programming makes sure that the solutions obtained are globally optimal and numerically stable. The optimization process is set up as a discrete multi-stage decision process and solved with the help of dynamic programming.

Optimizing the sequence of diameter distributions and selection harvests for uneven-aged stand management

Treesearch

Robert G. Haight; J. Douglas Brodie; Darius M. Adams

1985-01-01

The determination of an optimal sequence of diameter distributions and selection harvests for uneven-aged stand management is formulated as a discrete-time optimal-control problem with bounded control variables and free-terminal point. An efficient programming technique utilizing gradients provides solutions that are stable and interpretable on the basis of economic...

Model-based optimal design of experiments - semidefinite and nonlinear programming formulations

PubMed Central

Duarte, Belmiro P.M.; Wong, Weng Kee; Oliveira, Nuno M.C.

2015-01-01

We use mathematical programming tools, such as Semidefinite Programming (SDP) and Nonlinear Programming (NLP)-based formulations to find optimal designs for models used in chemistry and chemical engineering. In particular, we employ local design-based setups in linear models and a Bayesian setup in nonlinear models to find optimal designs. In the latter case, Gaussian Quadrature Formulas (GQFs) are used to evaluate the optimality criterion averaged over the prior distribution for the model parameters. Mathematical programming techniques are then applied to solve the optimization problems. Because such methods require the design space be discretized, we also evaluate the impact of the discretization scheme on the generated design. We demonstrate the techniques for finding D–, A– and E–optimal designs using design problems in biochemical engineering and show the method can also be directly applied to tackle additional issues, such as heteroscedasticity in the model. Our results show that the NLP formulation produces highly efficient D–optimal designs but is computationally less efficient than that required for the SDP formulation. The efficiencies of the generated designs from the two methods are generally very close and so we recommend the SDP formulation in practice. PMID:26949279

Model-based optimal design of experiments - semidefinite and nonlinear programming formulations.

PubMed

Duarte, Belmiro P M; Wong, Weng Kee; Oliveira, Nuno M C

2016-02-15

We use mathematical programming tools, such as Semidefinite Programming (SDP) and Nonlinear Programming (NLP)-based formulations to find optimal designs for models used in chemistry and chemical engineering. In particular, we employ local design-based setups in linear models and a Bayesian setup in nonlinear models to find optimal designs. In the latter case, Gaussian Quadrature Formulas (GQFs) are used to evaluate the optimality criterion averaged over the prior distribution for the model parameters. Mathematical programming techniques are then applied to solve the optimization problems. Because such methods require the design space be discretized, we also evaluate the impact of the discretization scheme on the generated design. We demonstrate the techniques for finding D -, A - and E -optimal designs using design problems in biochemical engineering and show the method can also be directly applied to tackle additional issues, such as heteroscedasticity in the model. Our results show that the NLP formulation produces highly efficient D -optimal designs but is computationally less efficient than that required for the SDP formulation. The efficiencies of the generated designs from the two methods are generally very close and so we recommend the SDP formulation in practice.

Modeling of tool path for the CNC sheet cutting machines

NASA Astrophysics Data System (ADS)

Petunin, Aleksandr A.

2015-11-01

In the paper the problem of tool path optimization for CNC (Computer Numerical Control) cutting machines is considered. The classification of the cutting techniques is offered. We also propose a new classification of toll path problems. The tasks of cost minimization and time minimization for standard cutting technique (Continuous Cutting Problem, CCP) and for one of non-standard cutting techniques (Segment Continuous Cutting Problem, SCCP) are formalized. We show that the optimization tasks can be interpreted as discrete optimization problem (generalized travel salesman problem with additional constraints, GTSP). Formalization of some constraints for these tasks is described. For the solution GTSP we offer to use mathematical model of Prof. Chentsov based on concept of a megalopolis and dynamic programming.

Real time optimal guidance of low-thrust spacecraft: an application of nonlinear model predictive control.

PubMed

Arrieta-Camacho, Juan José; Biegler, Lorenz T

2005-12-01

Real time optimal guidance is considered for a class of low thrust spacecraft. In particular, nonlinear model predictive control (NMPC) is utilized for computing the optimal control actions required to transfer a spacecraft from a low Earth orbit to a mission orbit. The NMPC methodology presented is able to cope with unmodeled disturbances. The dynamics of the transfer are modeled using a set of modified equinoctial elements because they do not exhibit singularities for zero inclination and zero eccentricity. The idea behind NMPC is the repeated solution of optimal control problems; at each time step, a new control action is computed. The optimal control problem is solved using a direct method-fully discretizing the equations of motion. The large scale nonlinear program resulting from the discretization procedure is solved using IPOPT--a primal-dual interior point algorithm. Stability and robustness characteristics of the NMPC algorithm are reviewed. A numerical example is presented that encourages further development of the proposed methodology: the transfer from low-Earth orbit to a molniya orbit.

Asset Allocation and Optimal Contract for Delegated Portfolio Management

NASA Astrophysics Data System (ADS)

Liu, Jingjun; Liang, Jianfeng

This article studies the portfolio selection and the contracting problems between an individual investor and a professional portfolio manager in a discrete-time principal-agent framework. Portfolio selection and optimal contracts are obtained in closed form. The optimal contract was composed with the fixed fee, the cost, and the fraction of excess expected return. The optimal portfolio is similar to the classical two-fund separation theorem.

pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations

DOE PAGES

Nicholson, Bethany; Siirola, John D.; Watson, Jean-Paul; ...

2017-12-20

We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differentialmore » equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.« less

pyomo.dae: a modeling and automatic discretization framework for optimization with differential and algebraic equations

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

Nicholson, Bethany; Siirola, John D.; Watson, Jean-Paul

We describe pyomo.dae, an open source Python-based modeling framework that enables high-level abstract specification of optimization problems with differential and algebraic equations. The pyomo.dae framework is integrated with the Pyomo open source algebraic modeling language, and is available at http://www.pyomo.org. One key feature of pyomo.dae is that it does not restrict users to standard, predefined forms of differential equations, providing a high degree of modeling flexibility and the ability to express constraints that cannot be easily specified in other modeling frameworks. Other key features of pyomo.dae are the ability to specify optimization problems with high-order differential equations and partial differentialmore » equations, defined on restricted domain types, and the ability to automatically transform high-level abstract models into finite-dimensional algebraic problems that can be solved with off-the-shelf solvers. Moreover, pyomo.dae users can leverage existing capabilities of Pyomo to embed differential equation models within stochastic and integer programming models and mathematical programs with equilibrium constraint formulations. Collectively, these features enable the exploration of new modeling concepts, discretization schemes, and the benchmarking of state-of-the-art optimization solvers.« less

Constrained optimization via simulation models for new product innovation

NASA Astrophysics Data System (ADS)

Pujowidianto, Nugroho A.

2017-11-01

We consider the problem of constrained optimization where the decision makers aim to optimize the primary performance measure while constraining the secondary performance measures. This paper provides a brief overview of stochastically constrained optimization via discrete event simulation. Most review papers tend to be methodology-based. This review attempts to be problem-based as decision makers may have already decided on the problem formulation. We consider constrained optimization models as there are usually constraints on secondary performance measures as trade-off in new product development. It starts by laying out different possible methods and the reasons using constrained optimization via simulation models. It is then followed by the review of different simulation optimization approach to address constrained optimization depending on the number of decision variables, the type of constraints, and the risk preferences of the decision makers in handling uncertainties.

Discrete-Time Stable Generalized Self-Learning Optimal Control With Approximation Errors.

PubMed

Wei, Qinglai; Li, Benkai; Song, Ruizhuo

2018-04-01

In this paper, a generalized policy iteration (GPI) algorithm with approximation errors is developed for solving infinite horizon optimal control problems for nonlinear systems. The developed stable GPI algorithm provides a general structure of discrete-time iterative adaptive dynamic programming algorithms, by which most of the discrete-time reinforcement learning algorithms can be described using the GPI structure. It is for the first time that approximation errors are explicitly considered in the GPI algorithm. The properties of the stable GPI algorithm with approximation errors are analyzed. The admissibility of the approximate iterative control law can be guaranteed if the approximation errors satisfy the admissibility criteria. The convergence of the developed algorithm is established, which shows that the iterative value function is convergent to a finite neighborhood of the optimal performance index function, if the approximate errors satisfy the convergence criterion. Finally, numerical examples and comparisons are presented.

Discrete sequence prediction and its applications

NASA Technical Reports Server (NTRS)

Laird, Philip

1992-01-01

Learning from experience to predict sequences of discrete symbols is a fundamental problem in machine learning with many applications. We apply sequence prediction using a simple and practical sequence-prediction algorithm, called TDAG. The TDAG algorithm is first tested by comparing its performance with some common data compression algorithms. Then it is adapted to the detailed requirements of dynamic program optimization, with excellent results.

Deployment-based lifetime optimization for linear wireless sensor networks considering both retransmission and discrete power control.

PubMed

Li, Ruiying; Ma, Wenting; Huang, Ning; Kang, Rui

2017-01-01

A sophisticated method for node deployment can efficiently reduce the energy consumption of a Wireless Sensor Network (WSN) and prolong the corresponding network lifetime. Pioneers have proposed many node deployment based lifetime optimization methods for WSNs, however, the retransmission mechanism and the discrete power control strategy, which are widely used in practice and have large effect on the network energy consumption, are often neglected and assumed as a continuous one, respectively, in the previous studies. In this paper, both retransmission and discrete power control are considered together, and a more realistic energy-consumption-based network lifetime model for linear WSNs is provided. Using this model, we then propose a generic deployment-based optimization model that maximizes network lifetime under coverage, connectivity and transmission rate success constraints. The more accurate lifetime evaluation conduces to a longer optimal network lifetime in the realistic situation. To illustrate the effectiveness of our method, both one-tiered and two-tiered uniformly and non-uniformly distributed linear WSNs are optimized in our case studies, and the comparisons between our optimal results and those based on relatively inaccurate lifetime evaluation show the advantage of our method when investigating WSN lifetime optimization problems.

Simulation Model for Scenario Optimization of the Ready-Mix Concrete Delivery Problem

NASA Astrophysics Data System (ADS)

Galić, Mario; Kraus, Ivan

2016-12-01

This paper introduces a discrete simulation model for solving routing and network material flow problems in construction projects. Before the description of the model a detailed literature review is provided. The model is verified using a case study of solving the ready-mix concrete network flow and routing problem in metropolitan area in Croatia. Within this study real-time input parameters were taken into account. Simulation model is structured in Enterprise Dynamics simulation software and Microsoft Excel linked with Google Maps. The model is dynamic, easily managed and adjustable, but also provides good estimation for minimization of costs and realization time in solving discrete routing and material network flow problems.

Topology and layout optimization of discrete and continuum structures

NASA Technical Reports Server (NTRS)

Bendsoe, Martin P.; Kikuchi, Noboru

1993-01-01

The basic features of the ground structure method for truss structure an continuum problems are described. Problems with a large number of potential structural elements are considered using the compliance of the structure as the objective function. The design problem is the minimization of compliance for a given structural weight, and the design variables for truss problems are the cross-sectional areas of the individual truss members, while for continuum problems they are the variable densities of material in each of the elements of the FEM discretization. It is shown how homogenization theory can be applied to provide a relation between material density and the effective material properties of a periodic medium with a known microstructure of material and voids.

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.

An efficient flexible-order model for 3D nonlinear water waves

NASA Astrophysics Data System (ADS)

Engsig-Karup, A. P.; Bingham, H. B.; Lindberg, O.

2009-04-01

The flexible-order, finite difference based fully nonlinear potential flow model described in [H.B. Bingham, H. Zhang, On the accuracy of finite difference solutions for nonlinear water waves, J. Eng. Math. 58 (2007) 211-228] is extended to three dimensions (3D). In order to obtain an optimal scaling of the solution effort multigrid is employed to precondition a GMRES iterative solution of the discretized Laplace problem. A robust multigrid method based on Gauss-Seidel smoothing is found to require special treatment of the boundary conditions along solid boundaries, and in particular on the sea bottom. A new discretization scheme using one layer of grid points outside the fluid domain is presented and shown to provide convergent solutions over the full physical and discrete parameter space of interest. Linear analysis of the fundamental properties of the scheme with respect to accuracy, robustness and energy conservation are presented together with demonstrations of grid independent iteration count and optimal scaling of the solution effort. Calculations are made for 3D nonlinear wave problems for steep nonlinear waves and a shoaling problem which show good agreement with experimental measurements and other calculations from the literature.

Optimal control of LQG problem with an explicit trade-off between mean and variance

NASA Astrophysics Data System (ADS)

Qian, Fucai; Xie, Guo; Liu, Ding; Xie, Wenfang

2011-12-01

For discrete-time linear-quadratic Gaussian (LQG) control problems, a utility function on the expectation and the variance of the conventional performance index is considered. The utility function is viewed as an overall objective of the system and can perform the optimal trade-off between the mean and the variance of performance index. The nonlinear utility function is first converted into an auxiliary parameters optimisation problem about the expectation and the variance. Then an optimal closed-loop feedback controller for the nonseparable mean-variance minimisation problem is designed by nonlinear mathematical programming. Finally, simulation results are given to verify the algorithm's effectiveness obtained in this article.

A generalization of Fatou's lemma for extended real-valued functions on σ-finite measure spaces: with an application to infinite-horizon optimization in discrete time.

PubMed

Kamihigashi, Takashi

2017-01-01

Given a sequence [Formula: see text] of measurable functions on a σ -finite measure space such that the integral of each [Formula: see text] as well as that of [Formula: see text] exists in [Formula: see text], we provide a sufficient condition for the following inequality to hold: [Formula: see text] Our condition is considerably weaker than sufficient conditions known in the literature such as uniform integrability (in the case of a finite measure) and equi-integrability. As an application, we obtain a new result on the existence of an optimal path for deterministic infinite-horizon optimization problems in discrete time.

Discrete-time neural network for fast solving large linear L1 estimation problems and its application to image restoration.

PubMed

Xia, Youshen; Sun, Changyin; Zheng, Wei Xing

2012-05-01

There is growing interest in solving linear L1 estimation problems for sparsity of the solution and robustness against non-Gaussian noise. This paper proposes a discrete-time neural network which can calculate large linear L1 estimation problems fast. The proposed neural network has a fixed computational step length and is proved to be globally convergent to an optimal solution. Then, the proposed neural network is efficiently applied to image restoration. Numerical results show that the proposed neural network is not only efficient in solving degenerate problems resulting from the nonunique solutions of the linear L1 estimation problems but also needs much less computational time than the related algorithms in solving both linear L1 estimation and image restoration problems.

SPECT System Optimization Against A Discrete Parameter Space

PubMed Central

Meng, L. J.; Li, N.

2013-01-01

In this paper, we present an analytical approach for optimizing the design of a static SPECT system or optimizing the sampling strategy with a variable/adaptive SPECT imaging hardware against an arbitrarily given set of system parameters. This approach has three key aspects. First, it is designed to operate over a discretized system parameter space. Second, we have introduced an artificial concept of virtual detector as the basic building block of an imaging system. With a SPECT system described as a collection of the virtual detectors, one can convert the task of system optimization into a process of finding the optimum imaging time distribution (ITD) across all virtual detectors. Thirdly, the optimization problem (finding the optimum ITD) could be solved with a block-iterative approach or other non-linear optimization algorithms. In essence, the resultant optimum ITD could provide a quantitative measure of the relative importance (or effectiveness) of the virtual detectors and help to identify the system configuration or sampling strategy that leads to an optimum imaging performance. Although we are using SPECT imaging as a platform to demonstrate the system optimization strategy, this development also provides a useful framework for system optimization problems in other modalities, such as positron emission tomography (PET) and X-ray computed tomography (CT) [1, 2]. PMID:23587609

Single step optimization of manipulator maneuvers with variable structure control

NASA Technical Reports Server (NTRS)

Chen, N.; Dwyer, T. A. W., III

1987-01-01

One step ahead optimization has been recently proposed for spacecraft attitude maneuvers as well as for robot manipulator maneuvers. Such a technique yields a discrete time control algorithm implementable as a sequence of state-dependent, quadratic programming problems for acceleration optimization. Its sensitivity to model accuracy, for the required inversion of the system dynamics, is shown in this paper to be alleviated by a fast variable structure control correction, acting between the sampling intervals of the slow one step ahead discrete time acceleration command generation algorithm. The slow and fast looping concept chosen follows that recently proposed for optimal aiming strategies with variable structure control. Accelerations required by the VSC correction are reserved during the slow one step ahead command generation so that the ability to overshoot the sliding surface is guaranteed.

LETTER TO THE EDITOR: Constant-time solution to the global optimization problem using Brüschweiler's ensemble search algorithm

NASA Astrophysics Data System (ADS)

Protopopescu, V.; D'Helon, C.; Barhen, J.

2003-06-01

A constant-time solution of the continuous global optimization problem (GOP) is obtained by using an ensemble algorithm. We show that under certain assumptions, the solution can be guaranteed by mapping the GOP onto a discrete unsorted search problem, whereupon Brüschweiler's ensemble search algorithm is applied. For adequate sensitivities of the measurement technique, the query complexity of the ensemble search algorithm depends linearly on the size of the function's domain. Advantages and limitations of an eventual NMR implementation are discussed.

The nonconforming virtual element method for eigenvalue problems

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

Gardini, Francesca; Manzini, Gianmarco; Vacca, Giuseppe

We analyse the nonconforming Virtual Element Method (VEM) for the approximation of elliptic eigenvalue problems. The nonconforming VEM allow to treat in the same formulation the two- and three-dimensional case.We present two possible formulations of the discrete problem, derived respectively by the nonstabilized and stabilized approximation of the L 2-inner product, and we study the convergence properties of the corresponding discrete eigenvalue problems. The proposed schemes provide a correct approximation of the spectrum and we prove optimal-order error estimates for the eigenfunctions and the usual double order of convergence of the eigenvalues. Finally we show a large set of numericalmore » tests supporting the theoretical results, including a comparison with the conforming Virtual Element choice.« less

Dual methods and approximation concepts in structural synthesis

NASA Technical Reports Server (NTRS)

Fleury, C.; Schmit, L. A., Jr.

1980-01-01

Approximation concepts and dual method algorithms are combined to create a method for minimum weight design of structural systems. Approximation concepts convert the basic mathematical programming statement of the structural synthesis problem into a sequence of explicit primal problems of separable form. These problems are solved by constructing explicit dual functions, which are maximized subject to nonnegativity constraints on the dual variables. It is shown that the joining together of approximation concepts and dual methods can be viewed as a generalized optimality criteria approach. The dual method is successfully extended to deal with pure discrete and mixed continuous-discrete design variable problems. The power of the method presented is illustrated with numerical results for example problems, including a metallic swept wing and a thin delta wing with fiber composite skins.

Design of a compensation for an ARMA model of a discrete time system. M.S. Thesis

NASA Technical Reports Server (NTRS)

Mainemer, C. I.

1978-01-01

The design of an optimal dynamic compensator for a multivariable discrete time system is studied. Also the design of compensators to achieve minimum variance control strategies for single input single output systems is analyzed. In the first problem the initial conditions of the plant are random variables with known first and second order moments, and the cost is the expected value of the standard cost, quadratic in the states and controls. The compensator is based on the minimum order Luenberger observer and it is found optimally by minimizing a performance index. Necessary and sufficient conditions for optimality of the compensator are derived. The second problem is solved in three different ways; two of them working directly in the frequency domain and one working in the time domain. The first and second order moments of the initial conditions are irrelevant to the solution. Necessary and sufficient conditions are derived for the compensator to minimize the variance of the output.

Optimal reservoir operation policies using novel nested algorithms

NASA Astrophysics Data System (ADS)

Delipetrev, Blagoj; Jonoski, Andreja; Solomatine, Dimitri

2015-04-01

Historically, the two most widely practiced methods for optimal reservoir operation have been dynamic programming (DP) and stochastic dynamic programming (SDP). These two methods suffer from the so called "dual curse" which prevents them to be used in reasonably complex water systems. The first one is the "curse of dimensionality" that denotes an exponential growth of the computational complexity with the state - decision space dimension. The second one is the "curse of modelling" that requires an explicit model of each component of the water system to anticipate the effect of each system's transition. We address the problem of optimal reservoir operation concerning multiple objectives that are related to 1) reservoir releases to satisfy several downstream users competing for water with dynamically varying demands, 2) deviations from the target minimum and maximum reservoir water levels and 3) hydropower production that is a combination of the reservoir water level and the reservoir releases. Addressing such a problem with classical methods (DP and SDP) requires a reasonably high level of discretization of the reservoir storage volume, which in combination with the required releases discretization for meeting the demands of downstream users leads to computationally expensive formulations and causes the curse of dimensionality. We present a novel approach, named "nested" that is implemented in DP, SDP and reinforcement learning (RL) and correspondingly three new algorithms are developed named nested DP (nDP), nested SDP (nSDP) and nested RL (nRL). The nested algorithms are composed from two algorithms: 1) DP, SDP or RL and 2) nested optimization algorithm. Depending on the way we formulate the objective function related to deficits in the allocation problem in the nested optimization, two methods are implemented: 1) Simplex for linear allocation problems, and 2) quadratic Knapsack method in the case of nonlinear problems. The novel idea is to include the nested optimization algorithm into the state transition that lowers the starting problem dimension and alleviates the curse of dimensionality. The algorithms can solve multi-objective optimization problems, without significantly increasing the complexity and the computational expenses. The algorithms can handle dense and irregular variable discretization, and are coded in Java as prototype applications. The three algorithms were tested at the multipurpose reservoir Knezevo of the Zletovica hydro-system located in the Republic of Macedonia, with eight objectives, including urban water supply, agriculture, ensuring ecological flow, and generation of hydropower. Because the Zletovica hydro-system is relatively complex, the novel algorithms were pushed to their limits, demonstrating their capabilities and limitations. The nSDP and nRL derived/learned the optimal reservoir policy using 45 (1951-1995) years historical data. The nSDP and nRL optimal reservoir policy was tested on 10 (1995-2005) years historical data, and compared with nDP optimal reservoir operation in the same period. The nested algorithms and optimal reservoir operation results are analysed and explained.

Optimal and Autonomous Control Using Reinforcement Learning: A Survey.

PubMed

Kiumarsi, Bahare; Vamvoudakis, Kyriakos G; Modares, Hamidreza; Lewis, Frank L

2018-06-01

This paper reviews the current state of the art on reinforcement learning (RL)-based feedback control solutions to optimal regulation and tracking of single and multiagent systems. Existing RL solutions to both optimal and control problems, as well as graphical games, will be reviewed. RL methods learn the solution to optimal control and game problems online and using measured data along the system trajectories. We discuss Q-learning and the integral RL algorithm as core algorithms for discrete-time (DT) and continuous-time (CT) systems, respectively. Moreover, we discuss a new direction of off-policy RL for both CT and DT systems. Finally, we review several applications.

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

Vanderbei, Robert J., E-mail: rvdb@princeton.edu; P Latin-Small-Letter-Dotless-I nar, Mustafa C., E-mail: mustafap@bilkent.edu.tr; Bozkaya, Efe B.

An American option (or, warrant) is the right, but not the obligation, to purchase or sell an underlying equity at any time up to a predetermined expiration date for a predetermined amount. A perpetual American option differs from a plain American option in that it does not expire. In this study, we solve the optimal stopping problem of a perpetual American option (both call and put) in discrete time using linear programming duality. Under the assumption that the underlying stock price follows a discrete time and discrete state Markov process, namely a geometric random walk, we formulate the pricing problemmore » as an infinite dimensional linear programming (LP) problem using the excessive-majorant property of the value function. This formulation allows us to solve complementary slackness conditions in closed-form, revealing an optimal stopping strategy which highlights the set of stock-prices where the option should be exercised. The analysis for the call option reveals that such a critical value exists only in some cases, depending on a combination of state-transition probabilities and the economic discount factor (i.e., the prevailing interest rate) whereas it ceases to be an issue for the put.« less

Stochastic Set-Based Particle Swarm Optimization Based on Local Exploration for Solving the Carpool Service Problem.

PubMed

Chou, Sheng-Kai; Jiau, Ming-Kai; Huang, Shih-Chia

2016-08-01

The growing ubiquity of vehicles has led to increased concerns about environmental issues. These concerns can be mitigated by implementing an effective carpool service. In an intelligent carpool system, an automated service process assists carpool participants in determining routes and matches. It is a discrete optimization problem that involves a system-wide condition as well as participants' expectations. In this paper, we solve the carpool service problem (CSP) to provide satisfactory ride matches. To this end, we developed a particle swarm carpool algorithm based on stochastic set-based particle swarm optimization (PSO). Our method introduces stochastic coding to augment traditional particles, and uses three terminologies to represent a particle: 1) particle position; 2) particle view; and 3) particle velocity. In this way, the set-based PSO (S-PSO) can be realized by local exploration. In the simulation and experiments, two kind of discrete PSOs-S-PSO and binary PSO (BPSO)-and a genetic algorithm (GA) are compared and examined using tested benchmarks that simulate a real-world metropolis. We observed that the S-PSO outperformed the BPSO and the GA thoroughly. Moreover, our method yielded the best result in a statistical test and successfully obtained numerical results for meeting the optimization objectives of the CSP.

Multigrid solvers and multigrid preconditioners for the solution of variational data assimilation problems

NASA Astrophysics Data System (ADS)

Debreu, Laurent; Neveu, Emilie; Simon, Ehouarn; Le Dimet, Francois Xavier; Vidard, Arthur

2014-05-01

In order to lower the computational cost of the variational data assimilation process, we investigate the use of multigrid methods to solve the associated optimal control system. On a linear advection equation, we study the impact of the regularization term on the optimal control and the impact of discretization errors on the efficiency of the coarse grid correction step. We show that even if the optimal control problem leads to the solution of an elliptic system, numerical errors introduced by the discretization can alter the success of the multigrid methods. The view of the multigrid iteration as a preconditioner for a Krylov optimization method leads to a more robust algorithm. A scale dependent weighting of the multigrid preconditioner and the usual background error covariance matrix based preconditioner is proposed and brings significant improvements. [1] Laurent Debreu, Emilie Neveu, Ehouarn Simon, François-Xavier Le Dimet and Arthur Vidard, 2014: Multigrid solvers and multigrid preconditioners for the solution of variational data assimilation problems, submitted to QJRMS, http://hal.inria.fr/hal-00874643 [2] Emilie Neveu, Laurent Debreu and François-Xavier Le Dimet, 2011: Multigrid methods and data assimilation - Convergence study and first experiments on non-linear equations, ARIMA, 14, 63-80, http://intranet.inria.fr/international/arima/014/014005.html

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

Finite-time H∞ control for a class of discrete-time switched time-delay systems with quantized feedback

NASA Astrophysics Data System (ADS)

Song, Haiyu; Yu, Li; Zhang, Dan; Zhang, Wen-An

2012-12-01

This paper is concerned with the finite-time quantized H∞ control problem for a class of discrete-time switched time-delay systems with time-varying exogenous disturbances. By using the sector bound approach and the average dwell time method, sufficient conditions are derived for the switched system to be finite-time bounded and ensure a prescribed H∞ disturbance attenuation level, and a mode-dependent quantized state feedback controller is designed by solving an optimization problem. Two illustrative examples are provided to demonstrate the effectiveness of the proposed theoretical results.

Multi-Level Adaptive Techniques (MLAT) for singular-perturbation problems

NASA Technical Reports Server (NTRS)

Brandt, A.

1978-01-01

The multilevel (multigrid) adaptive technique, a general strategy of solving continuous problems by cycling between coarser and finer levels of discretization is described. It provides very fast general solvers, together with adaptive, nearly optimal discretization schemes. In the process, boundary layers are automatically either resolved or skipped, depending on a control function which expresses the computational goal. The global error decreases exponentially as a function of the overall computational work, in a uniform rate independent of the magnitude of the singular-perturbation terms. The key is high-order uniformly stable difference equations, and uniformly smoothing relaxation schemes.

Adaptive dynamic programming for finite-horizon optimal control of discrete-time nonlinear systems with ε-error bound.

PubMed

Wang, Fei-Yue; Jin, Ning; Liu, Derong; Wei, Qinglai

2011-01-01

In this paper, we study the finite-horizon optimal control problem for discrete-time nonlinear systems using the adaptive dynamic programming (ADP) approach. The idea is to use an iterative ADP algorithm to obtain the optimal control law which makes the performance index function close to the greatest lower bound of all performance indices within an ε-error bound. The optimal number of control steps can also be obtained by the proposed ADP algorithms. A convergence analysis of the proposed ADP algorithms in terms of performance index function and control policy is made. In order to facilitate the implementation of the iterative ADP algorithms, neural networks are used for approximating the performance index function, computing the optimal control policy, and modeling the nonlinear system. Finally, two simulation examples are employed to illustrate the applicability of the proposed method.

Applying Squeaky-Wheel Optimization Schedule Airborne Astronomy Observations

NASA Technical Reports Server (NTRS)

Frank, Jeremy; Kuerklue, Elif

2004-01-01

We apply the Squeaky Wheel Optimization (SWO) algorithm to the problem of scheduling astronomy observations for the Stratospheric Observatory for Infrared Astronomy, an airborne observatory. The problem contains complex constraints relating the feasibility of an astronomical observation to the position and time at which the observation begins, telescope elevation limits, special use airspace, and available fuel. Solving the problem requires making discrete choices (e.g. selection and sequencing of observations) and continuous ones (e.g. takeoff time and setting up observations by repositioning the aircraft). The problem also includes optimization criteria such as maximizing observing time while simultaneously minimizing total flight time. Previous approaches to the problem fail to scale when accounting for all constraints. We describe how to customize SWO to solve this problem, and show that it finds better flight plans, often with less computation time, than previous approaches.

Optimal Trajectories Generation in Robotic Fiber Placement Systems

NASA Astrophysics Data System (ADS)

Gao, Jiuchun; Pashkevich, Anatol; Caro, Stéphane

2017-06-01

The paper proposes a methodology for optimal trajectories generation in robotic fiber placement systems. A strategy to tune the parameters of the optimization algorithm at hand is also introduced. The presented technique transforms the original continuous problem into a discrete one where the time-optimal motions are generated by using dynamic programming. The developed strategy for the optimization algorithm tuning allows essentially reducing the computing time and obtaining trajectories satisfying industrial constraints. Feasibilities and advantages of the proposed methodology are confirmed by an application example.

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 \

Evolutionary algorithms for the optimization of advective control of contaminated aquifer zones

NASA Astrophysics Data System (ADS)

Bayer, Peter; Finkel, Michael

2004-06-01

Simple genetic algorithms (SGAs) and derandomized evolution strategies (DESs) are employed to adapt well capture zones for the hydraulic optimization of pump-and-treat systems. A hypothetical contaminant site in a heterogeneous aquifer serves as an application template. On the basis of the results from numerical flow modeling, particle tracking is applied to delineate the pathways of the contaminants. The objective is to find the minimum pumping rate of up to eight recharge wells within a downgradient well placement area. Both the well coordinates and the pumping rates are subject to optimization, leading to a mixed discrete-continuous problem. This article discusses the ideal formulation of the objective function for which the number of particles and the total pumping rate are used as decision criteria. Boundary updating is introduced, which enables the reorganization of the decision space limits by the incorporation of experience from previous optimization runs. Throughout the study the algorithms' capabilities are evaluated in terms of the number of model runs which are needed to identify optimal and suboptimal solutions. Despite the complexity of the problem both evolutionary algorithm variants prove to be suitable for finding suboptimal solutions. The DES with weighted recombination reveals to be the ideal algorithm to find optimal solutions. Though it works with real-coded decision parameters, it proves to be suitable for adjusting discrete well positions. Principally, the representation of well positions as binary strings in the SGA is ideal. However, even if the SGA takes advantage of bookkeeping, the vital high discretization of pumping rates results in long binary strings, which escalates the model runs that are needed to find an optimal solution. Since the SGA string lengths increase with the number of wells, the DES gains superiority, particularly for an increasing number of wells. As the DES is a self-adaptive algorithm, it proves to be the more robust optimization method for the selected advective control problem than the SGA variants of this study, exhibiting a less stochastic search which is reflected in the minor variability of the found solutions.

Fourth-order convergence of a compact scheme for the one-dimensional biharmonic equation

NASA Astrophysics Data System (ADS)

Fishelov, D.; Ben-Artzi, M.; Croisille, J.-P.

2012-09-01

The convergence of a fourth-order compact scheme to the one-dimensional biharmonic problem is established in the case of general Dirichlet boundary conditions. The compact scheme invokes value of the unknown function as well as Pade approximations of its first-order derivative. Using the Pade approximation allows us to approximate the first-order derivative within fourth-order accuracy. However, although the truncation error of the discrete biharmonic scheme is of fourth-order at interior point, the truncation error drops to first-order at near-boundary points. Nonetheless, we prove that the scheme retains its fourth-order (optimal) accuracy. This is done by a careful inspection of the matrix elements of the discrete biharmonic operator. A number of numerical examples corroborate this effect. We also present a study of the eigenvalue problem uxxxx = νu. We compute and display the eigenvalues and the eigenfunctions related to the continuous and the discrete problems. By the positivity of the eigenvalues, one can deduce the stability of of the related time-dependent problem ut = -uxxxx. In addition, we study the eigenvalue problem uxxxx = νuxx. This is related to the stability of the linear time-dependent equation uxxt = νuxxxx. Its continuous and discrete eigenvalues and eigenfunction (or eigenvectors) are computed and displayed graphically.

MADS Users' Guide

NASA Technical Reports Server (NTRS)

Moerder, Daniel D.

2014-01-01

MADS (Minimization Assistant for Dynamical Systems) is a trajectory optimization code in which a user-specified performance measure is directly minimized, subject to constraints placed on a low-order discretization of user-supplied plant ordinary differential equations. This document describes the mathematical formulation of the set of trajectory optimization problems for which MADS is suitable, and describes the user interface. Usage examples are provided.

Adapting an Ant Colony Metaphor for Multi-Robot Chemical Plume Tracing

PubMed Central

Meng, Qing-Hao; Yang, Wei-Xing; Wang, Yang; Li, Fei; Zeng, Ming

2012-01-01

We consider chemical plume tracing (CPT) in time-varying airflow environments using multiple mobile robots. The purpose of CPT is to approach a gas source with a previously unknown location in a given area. Therefore, the CPT could be considered as a dynamic optimization problem in continuous domains. The traditional ant colony optimization (ACO) algorithm has been successfully used for combinatorial optimization problems in discrete domains. To adapt the ant colony metaphor to the multi-robot CPT problem, the two-dimension continuous search area is discretized into grids and the virtual pheromone is updated according to both the gas concentration and wind information. To prevent the adapted ACO algorithm from being prematurely trapped in a local optimum, the upwind surge behavior is adopted by the robots with relatively higher gas concentration in order to explore more areas. The spiral surge (SS) algorithm is also examined for comparison. Experimental results using multiple real robots in two indoor natural ventilated airflow environments show that the proposed CPT method performs better than the SS algorithm. The simulation results for large-scale advection-diffusion plume environments show that the proposed method could also work in outdoor meandering plume environments. PMID:22666056

Adapting an ant colony metaphor for multi-robot chemical plume tracing.

PubMed

Meng, Qing-Hao; Yang, Wei-Xing; Wang, Yang; Li, Fei; Zeng, Ming

2012-01-01

We consider chemical plume tracing (CPT) in time-varying airflow environments using multiple mobile robots. The purpose of CPT is to approach a gas source with a previously unknown location in a given area. Therefore, the CPT could be considered as a dynamic optimization problem in continuous domains. The traditional ant colony optimization (ACO) algorithm has been successfully used for combinatorial optimization problems in discrete domains. To adapt the ant colony metaphor to the multi-robot CPT problem, the two-dimension continuous search area is discretized into grids and the virtual pheromone is updated according to both the gas concentration and wind information. To prevent the adapted ACO algorithm from being prematurely trapped in a local optimum, the upwind surge behavior is adopted by the robots with relatively higher gas concentration in order to explore more areas. The spiral surge (SS) algorithm is also examined for comparison. Experimental results using multiple real robots in two indoor natural ventilated airflow environments show that the proposed CPT method performs better than the SS algorithm. The simulation results for large-scale advection-diffusion plume environments show that the proposed method could also work in outdoor meandering plume environments.

Real-Time Control of an Ensemble of Heterogeneous Resources

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

Bernstein, Andrey; Bouman, Niek J.; Le Boudec, Jean-Yves

This paper focuses on the problem of controlling an ensemble of heterogeneous resources connected to an electrical grid at the same point of common coupling (PCC). The controller receives an aggregate power setpoint for the ensemble in real time and tracks this setpoint by issuing individual optimal setpoints to the resources. The resources can have continuous or discrete nature (e.g., heating systems consisting of a finite number of heaters that each can be either switched on or off) and/or can be highly uncertain (e.g., photovoltaic (PV) systems or residential loads). A naive approach would lead to a stochastic mixed-integer optimizationmore » problem to be solved at the controller at each time step, which might be infeasible in real time. Instead, we allow the controller to solve a continuous convex optimization problem and compensate for the errors at the resource level by using a variant of the well-known error diffusion algorithm. We give conditions guaranteeing that our algorithm tracks the power setpoint at the PCC on average while issuing optimal setpoints to individual resources. We illustrate the approach numerically by controlling a collection of batteries, PV systems, and discrete loads.« less

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.

Exploring quantum computing application to satellite data assimilation

NASA Astrophysics Data System (ADS)

Cheung, S.; Zhang, S. Q.

2015-12-01

This is an exploring work on potential application of quantum computing to a scientific data optimization problem. On classical computational platforms, the physical domain of a satellite data assimilation problem is represented by a discrete variable transform, and classical minimization algorithms are employed to find optimal solution of the analysis cost function. The computation becomes intensive and time-consuming when the problem involves large number of variables and data. The new quantum computer opens a very different approach both in conceptual programming and in hardware architecture for solving optimization problem. In order to explore if we can utilize the quantum computing machine architecture, we formulate a satellite data assimilation experimental case in the form of quadratic programming optimization problem. We find a transformation of the problem to map it into Quadratic Unconstrained Binary Optimization (QUBO) framework. Binary Wavelet Transform (BWT) will be applied to the data assimilation variables for its invertible decomposition and all calculations in BWT are performed by Boolean operations. The transformed problem will be experimented as to solve for a solution of QUBO instances defined on Chimera graphs of the quantum computer.

UCAV path planning in the presence of radar-guided surface-to-air missile threats

NASA Astrophysics Data System (ADS)

Zeitz, Frederick H., III

This dissertation addresses the problem of path planning for unmanned combat aerial vehicles (UCAVs) in the presence of radar-guided surface-to-air missiles (SAMs). The radars, collocated with SAM launch sites, operate within the structure of an Integrated Air Defense System (IADS) that permits communication and cooperation between individual radars. The problem is formulated in the framework of the interaction between three sub-systems: the aircraft, the IADS, and the missile. The main features of this integrated model are: The aircraft radar cross section (RCS) depends explicitly on both the aspect and bank angles; hence, the RCS and aircraft dynamics are coupled. The probabilistic nature of IADS tracking is accounted for; namely, the probability that the aircraft has been continuously tracked by the IADS depends on the aircraft RCS and range from the perspective of each radar within the IADS. Finally, the requirement to maintain tracking prior to missile launch and during missile flyout are also modeled. Based on this model, the problem of UCAV path planning is formulated as a minimax optimal control problem, with the aircraft bank angle serving as control. Necessary conditions of optimality for this minimax problem are derived. Based on these necessary conditions, properties of the optimal paths are derived. These properties are used to discretize the dynamic optimization problem into a finite-dimensional, nonlinear programming problem that can be solved numerically. Properties of the optimal paths are also used to initialize the numerical procedure. A homotopy method is proposed to solve the finite-dimensional, nonlinear programming problem, and a heuristic method is proposed to improve the discretization during the homotopy process. Based upon the properties of numerical solutions, a method is proposed for parameterizing and storing information for later recall in flight to permit rapid replanning in response to changing threats. Illustrative examples are presented that confirm the standard flying tactics of "denying range, aspect, and aim," by yielding flight paths that "weave" to avoid long exposures of aspects with large RCS.

A framework for simultaneous aerodynamic design optimization in the presence of chaos

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

Günther, Stefanie, E-mail: stefanie.guenther@scicomp.uni-kl.de; Gauger, Nicolas R.; Wang, Qiqi

Integrating existing solvers for unsteady partial differential equations into a simultaneous optimization method is challenging due to the forward-in-time information propagation of classical time-stepping methods. This paper applies the simultaneous single-step one-shot optimization method to a reformulated unsteady constraint that allows for both forward- and backward-in-time information propagation. Especially in the presence of chaotic and turbulent flow, solving the initial value problem simultaneously with the optimization problem often scales poorly with the time domain length. The new formulation relaxes the initial condition and instead solves a least squares problem for the discrete partial differential equations. This enables efficient one-shot optimizationmore » that is independent of the time domain length, even in the presence of chaos.« less

Overset meshing coupled with hybridizable discontinuous Galerkin finite elements

DOE PAGES

Kauffman, Justin A.; Sheldon, Jason P.; Miller, Scott T.

2017-03-01

We introduce the use of hybridizable discontinuous Galerkin (HDG) finite element methods on overlapping (overset) meshes. Overset mesh methods are advantageous for solving problems on complex geometrical domains. We also combine geometric flexibility of overset methods with the advantages of HDG methods: arbitrarily high-order accuracy, reduced size of the global discrete problem, and the ability to solve elliptic, parabolic, and/or hyperbolic problems with a unified form of discretization. This approach to developing the ‘overset HDG’ method is to couple the global solution from one mesh to the local solution on the overset mesh. We present numerical examples for steady convection–diffusionmore » and static elasticity problems. The examples demonstrate optimal order convergence in all primal fields for an arbitrary amount of overlap of the underlying meshes.« less

Nonparametric probability density estimation by optimization theoretic techniques

NASA Technical Reports Server (NTRS)

Scott, D. W.

1976-01-01

Two nonparametric probability density estimators are considered. The first is the kernel estimator. The problem of choosing the kernel scaling factor based solely on a random sample is addressed. An interactive mode is discussed and an algorithm proposed to choose the scaling factor automatically. The second nonparametric probability estimate uses penalty function techniques with the maximum likelihood criterion. A discrete maximum penalized likelihood estimator is proposed and is shown to be consistent in the mean square error. A numerical implementation technique for the discrete solution is discussed and examples displayed. An extensive simulation study compares the integrated mean square error of the discrete and kernel estimators. The robustness of the discrete estimator is demonstrated graphically.

A time-domain decomposition iterative method for the solution of distributed linear quadratic optimal control problems

NASA Astrophysics Data System (ADS)

Heinkenschloss, Matthias

2005-01-01

We study a class of time-domain decomposition-based methods for the numerical solution of large-scale linear quadratic optimal control problems. Our methods are based on a multiple shooting reformulation of the linear quadratic optimal control problem as a discrete-time optimal control (DTOC) problem. The optimality conditions for this DTOC problem lead to a linear block tridiagonal system. The diagonal blocks are invertible and are related to the original linear quadratic optimal control problem restricted to smaller time-subintervals. This motivates the application of block Gauss-Seidel (GS)-type methods for the solution of the block tridiagonal systems. Numerical experiments show that the spectral radii of the block GS iteration matrices are larger than one for typical applications, but that the eigenvalues of the iteration matrices decay to zero fast. Hence, while the GS method is not expected to convergence for typical applications, it can be effective as a preconditioner for Krylov-subspace methods. This is confirmed by our numerical tests.A byproduct of this research is the insight that certain instantaneous control techniques can be viewed as the application of one step of the forward block GS method applied to the DTOC optimality system.

The Investigation of Optimal Discrete Approximations for Real Time Flight Simulations

NASA Technical Reports Server (NTRS)

Parrish, E. A.; Mcvey, E. S.; Cook, G.; Henderson, K. C.

1976-01-01

The results are presented of an investigation of discrete approximations for real time flight simulation. Major topics discussed include: (1) consideration of the particular problem of approximation of continuous autopilots by digital autopilots; (2) use of Bode plots and synthesis of transfer functions by asymptotic fits in a warped frequency domain; (3) an investigation of the various substitution formulas, including the effects of nonlinearities; (4) use of pade approximation to the solution of the matrix exponential arising from the discrete state equations; and (5) an analytical integration of the state equation using interpolated input.

Using a derivative-free optimization method for multiple solutions of inverse transport problems

DOE PAGES

Armstrong, Jerawan C.; Favorite, Jeffrey A.

2016-01-14

Identifying unknown components of an object that emits radiation is an important problem for national and global security. Radiation signatures measured from an object of interest can be used to infer object parameter values that are not known. This problem is called an inverse transport problem. An inverse transport problem may have multiple solutions and the most widely used approach for its solution is an iterative optimization method. This paper proposes a stochastic derivative-free global optimization algorithm to find multiple solutions of inverse transport problems. The algorithm is an extension of a multilevel single linkage (MLSL) method where a meshmore » adaptive direct search (MADS) algorithm is incorporated into the local phase. Furthermore, numerical test cases using uncollided fluxes of discrete gamma-ray lines are presented to show the performance of this new algorithm.« less

Rapid design and optimization of low-thrust rendezvous/interception trajectory for asteroid deflection missions

NASA Astrophysics Data System (ADS)

Li, Shuang; Zhu, Yongsheng; Wang, Yukai

2014-02-01

Asteroid deflection techniques are essential in order to protect the Earth from catastrophic impacts by hazardous asteroids. Rapid design and optimization of low-thrust rendezvous/interception trajectories is considered as one of the key technologies to successfully deflect potentially hazardous asteroids. In this paper, we address a general framework for the rapid design and optimization of low-thrust rendezvous/interception trajectories for future asteroid deflection missions. The design and optimization process includes three closely associated steps. Firstly, shape-based approaches and genetic algorithm (GA) are adopted to perform preliminary design, which provides a reasonable initial guess for subsequent accurate optimization. Secondly, Radau pseudospectral method is utilized to transcribe the low-thrust trajectory optimization problem into a discrete nonlinear programming (NLP) problem. Finally, sequential quadratic programming (SQP) is used to efficiently solve the nonlinear programming problem and obtain the optimal low-thrust rendezvous/interception trajectories. The rapid design and optimization algorithms developed in this paper are validated by three simulation cases with different performance indexes and boundary constraints.

Escript: Open Source Environment For Solving Large-Scale Geophysical Joint Inversion Problems in Python

NASA Astrophysics Data System (ADS)

Gross, Lutz; Altinay, Cihan; Fenwick, Joel; Smith, Troy

2014-05-01

The program package escript has been designed for solving mathematical modeling problems using python, see Gross et al. (2013). Its development and maintenance has been funded by the Australian Commonwealth to provide open source software infrastructure for the Australian Earth Science community (recent funding by the Australian Geophysical Observing System EIF (AGOS) and the AuScope Collaborative Research Infrastructure Scheme (CRIS)). The key concepts of escript are based on the terminology of spatial functions and partial differential equations (PDEs) - an approach providing abstraction from the underlying spatial discretization method (i.e. the finite element method (FEM)). This feature presents a programming environment to the user which is easy to use even for complex models. Due to the fact that implementations are independent from data structures simulations are easily portable across desktop computers and scalable compute clusters without modifications to the program code. escript has been successfully applied in a variety of applications including modeling mantel convection, melting processes, volcanic flow, earthquakes, faulting, multi-phase flow, block caving and mineralization (see Poulet et al. 2013). The recent escript release (see Gross et al. (2013)) provides an open framework for solving joint inversion problems for geophysical data sets (potential field, seismic and electro-magnetic). The strategy bases on the idea to formulate the inversion problem as an optimization problem with PDE constraints where the cost function is defined by the data defect and the regularization term for the rock properties, see Gross & Kemp (2013). This approach of first-optimize-then-discretize avoids the assemblage of the - in general- dense sensitivity matrix as used in conventional approaches where discrete programming techniques are applied to the discretized problem (first-discretize-then-optimize). In this paper we will discuss the mathematical framework for inversion and appropriate solution schemes in escript. We will also give a brief introduction into escript's open framework for defining and solving geophysical inversion problems. Finally we will show some benchmark results to demonstrate the computational scalability of the inversion method across a large number of cores and compute nodes in a parallel computing environment. References: - L. Gross et al. (2013): Escript Solving Partial Differential Equations in Python Version 3.4, The University of Queensland, https://launchpad.net/escript-finley - L. Gross and C. Kemp (2013) Large Scale Joint Inversion of Geophysical Data using the Finite Element Method in escript. ASEG Extended Abstracts 2013, http://dx.doi.org/10.1071/ASEG2013ab306 - T. Poulet, L. Gross, D. Georgiev, J. Cleverley (2012): escript-RT: Reactive transport simulation in Python using escript, Computers & Geosciences, Volume 45, 168-176. http://dx.doi.org/10.1016/j.cageo.2011.11.005.

Distributed Optimal Consensus Control for Multiagent Systems With Input Delay.

PubMed

Zhang, Huaipin; Yue, Dong; Zhao, Wei; Hu, Songlin; Dou, Chunxia; Huaipin Zhang; Dong Yue; Wei Zhao; Songlin Hu; Chunxia Dou; Hu, Songlin; Zhang, Huaipin; Dou, Chunxia; Yue, Dong; Zhao, Wei

2018-06-01

This paper addresses the problem of distributed optimal consensus control for a continuous-time heterogeneous linear multiagent system subject to time varying input delays. First, by discretization and model transformation, the continuous-time input-delayed system is converted into a discrete-time delay-free system. Two delicate performance index functions are defined for these two systems. It is shown that the performance index functions are equivalent and the optimal consensus control problem of the input-delayed system can be cast into that of the delay-free system. Second, by virtue of the Hamilton-Jacobi-Bellman (HJB) equations, an optimal control policy for each agent is designed based on the delay-free system and a novel value iteration algorithm is proposed to learn the solutions to the HJB equations online. The proposed adaptive dynamic programming algorithm is implemented on the basis of a critic-action neural network (NN) structure. Third, it is proved that local consensus errors of the two systems and weight estimation errors of the critic-action NNs are uniformly ultimately bounded while the approximated control policies converge to their target values. Finally, two simulation examples are presented to illustrate the effectiveness of the developed method.

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

Order of events matter: comparing discrete models for optimal control of species augmentation.

PubMed

Bodine, Erin N; Gross, Louis J; Lenhart, Suzanne

2012-01-01

We investigate optimal timing of augmentation of an endangered/threatened species population in a target region by moving individuals from a reserve or captive population. This is formulated as a discrete-time optimal control problem in which augmentation occurs once per time period over a fixed number of time periods. The population model assumes the Allee effect growth functions in both target and reserve populations and the control objective is to maximize the target and reserve population sizes over the time horizon while accounting for costs of augmentation. Two possible orders of events are considered for different life histories of the species relative to augmentation time: move individuals either before or after population growth occurs. The control variable is the proportion of the reserve population to be moved to the target population. We develop solutions and illustrate numerical results which indicate circumstances for which optimal augmentation strategies depend upon the order of events.

Legendre spectral-collocation method for solving some types of fractional optimal control problems

PubMed Central

Sweilam, Nasser H.; Al-Ajami, Tamer M.

2014-01-01

In this paper, the Legendre spectral-collocation method was applied to obtain approximate solutions for some types of fractional optimal control problems (FOCPs). The fractional derivative was described in the Caputo sense. Two different approaches were presented, in the first approach, necessary optimality conditions in terms of the associated Hamiltonian were approximated. In the second approach, the state equation was discretized first using the trapezoidal rule for the numerical integration followed by the Rayleigh–Ritz method to evaluate both the state and control variables. Illustrative examples were included to demonstrate the validity and applicability of the proposed techniques. PMID:26257937

Numerical Computation of Sensitivities and the Adjoint Approach

NASA Technical Reports Server (NTRS)

Lewis, Robert Michael

1997-01-01

We discuss the numerical computation of sensitivities via the adjoint approach in optimization problems governed by differential equations. We focus on the adjoint problem in its weak form. We show how one can avoid some of the problems with the adjoint approach, such as deriving suitable boundary conditions for the adjoint equation. We discuss the convergence of numerical approximations of the costate computed via the weak form of the adjoint problem and show the significance for the discrete adjoint problem.

Clairvoyant fusion: a new methodology for designing robust detection algorithms

NASA Astrophysics Data System (ADS)

Schaum, Alan

2016-10-01

Many realistic detection problems cannot be solved with simple statistical tests for known alternative probability models. Uncontrollable environmental conditions, imperfect sensors, and other uncertainties transform simple detection problems with likelihood ratio solutions into composite hypothesis (CH) testing problems. Recently many multi- and hyperspectral sensing CH problems have been addressed with a new approach. Clairvoyant fusion (CF) integrates the optimal detectors ("clairvoyants") associated with every unspecified value of the parameters appearing in a detection model. For problems with discrete parameter values, logical rules emerge for combining the decisions of the associated clairvoyants. For many problems with continuous parameters, analytic methods of CF have been found that produce closed-form solutions-or approximations for intractable problems. Here the principals of CF are reviewed and mathematical insights are described that have proven useful in the derivation of solutions. It is also shown how a second-stage fusion procedure can be used to create theoretically superior detection algorithms for ALL discrete parameter problems.

Topology-changing shape optimization with the genetic algorithm

NASA Astrophysics Data System (ADS)

Lamberson, Steven E., Jr.

The goal is to take a traditional shape optimization problem statement and modify it slightly to allow for prescribed changes in topology. This modification enables greater flexibility in the choice of parameters for the topology optimization problem, while improving the direct physical relevance of the results. This modification involves changing the optimization problem statement from a nonlinear programming problem into a form of mixed-discrete nonlinear programing problem. The present work demonstrates one possible way of using the Genetic Algorithm (GA) to solve such a problem, including the use of "masking bits" and a new modification to the bit-string affinity (BSA) termination criterion specifically designed for problems with "masking bits." A simple ten-bar truss problem proves the utility of the modified BSA for this type of problem. A more complicated two dimensional bracket problem is solved using both the proposed approach and a more traditional topology optimization approach (Solid Isotropic Microstructure with Penalization or SIMP) to enable comparison. The proposed approach is able to solve problems with both local and global constraints, which is something traditional methods cannot do. The proposed approach has a significantly higher computational burden --- on the order of 100 times larger than SIMP, although the proposed approach is able to offset this with parallel computing.

Efficient computation of optimal actions.

PubMed

Todorov, Emanuel

2009-07-14

Optimal choice of actions is a fundamental problem relevant to fields as diverse as neuroscience, psychology, economics, computer science, and control engineering. Despite this broad relevance the abstract setting is similar: we have an agent choosing actions over time, an uncertain dynamical system whose state is affected by those actions, and a performance criterion that the agent seeks to optimize. Solving problems of this kind remains hard, in part, because of overly generic formulations. Here, we propose a more structured formulation that greatly simplifies the construction of optimal control laws in both discrete and continuous domains. An exhaustive search over actions is avoided and the problem becomes linear. This yields algorithms that outperform Dynamic Programming and Reinforcement Learning, and thereby solve traditional problems more efficiently. Our framework also enables computations that were not possible before: composing optimal control laws by mixing primitives, applying deterministic methods to stochastic systems, quantifying the benefits of error tolerance, and inferring goals from behavioral data via convex optimization. Development of a general class of easily solvable problems tends to accelerate progress--as linear systems theory has done, for example. Our framework may have similar impact in fields where optimal choice of actions is relevant.

Discrete Optimization Model for Vehicle Routing Problem with Scheduling Side Cosntraints

NASA Astrophysics Data System (ADS)

Juliandri, Dedy; Mawengkang, Herman; Bu'ulolo, F.

2018-01-01

Vehicle Routing Problem (VRP) is an important element of many logistic systems which involve routing and scheduling of vehicles from a depot to a set of customers node. This is a hard combinatorial optimization problem with the objective to find an optimal set of routes used by a fleet of vehicles to serve the demands a set of customers It is required that these vehicles return to the depot after serving customers’ demand. The problem incorporates time windows, fleet and driver scheduling, pick-up and delivery in the planning horizon. The goal is to determine the scheduling of fleet and driver and routing policies of the vehicles. The objective is to minimize the overall costs of all routes over the planning horizon. We model the problem as a linear mixed integer program. We develop a combination of heuristics and exact method for solving the model.

Fast Multilevel Solvers for a Class of Discrete Fourth Order Parabolic Problems

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

Zheng, Bin; Chen, Luoping; Hu, Xiaozhe

2016-03-05

In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to construct efficient preconditioners. We provide eigenvalue analysis for the preconditioned system and estimate the convergence rate of the preconditioned GMRes method. Furthermore, we show that these preconditioners only need to be solved inexactly by optimal multigrid algorithms. Our numerical examples indicate that the proposed preconditioners are very efficient and robust with respect to both discretization parameters and diffusion coefficients. We also investigatemore » the performance of multigrid algorithms with either collective smoothers or distributive smoothers when solving the preconditioner systems.« less

Derived heuristics-based consistent optimization of material flow in a gold processing plant

NASA Astrophysics Data System (ADS)

Myburgh, Christie; Deb, Kalyanmoy

2018-01-01

Material flow in a chemical processing plant often follows complicated control laws and involves plant capacity constraints. Importantly, the process involves discrete scenarios which when modelled in a programming format involves if-then-else statements. Therefore, a formulation of an optimization problem of such processes becomes complicated with nonlinear and non-differentiable objective and constraint functions. In handling such problems using classical point-based approaches, users often have to resort to modifications and indirect ways of representing the problem to suit the restrictions associated with classical methods. In a particular gold processing plant optimization problem, these facts are demonstrated by showing results from MATLAB®'s well-known fmincon routine. Thereafter, a customized evolutionary optimization procedure which is capable of handling all complexities offered by the problem is developed. Although the evolutionary approach produced results with comparatively less variance over multiple runs, the performance has been enhanced by introducing derived heuristics associated with the problem. In this article, the development and usage of derived heuristics in a practical problem are presented and their importance in a quick convergence of the overall algorithm is demonstrated.

Mixed integer simulation optimization for optimal hydraulic fracturing and production of shale gas fields

NASA Astrophysics Data System (ADS)

Li, J. C.; Gong, B.; Wang, H. G.

2016-08-01

Optimal development of shale gas fields involves designing a most productive fracturing network for hydraulic stimulation processes and operating wells appropriately throughout the production time. A hydraulic fracturing network design-determining well placement, number of fracturing stages, and fracture lengths-is defined by specifying a set of integer ordered blocks to drill wells and create fractures in a discrete shale gas reservoir model. The well control variables such as bottom hole pressures or production rates for well operations are real valued. Shale gas development problems, therefore, can be mathematically formulated with mixed-integer optimization models. A shale gas reservoir simulator is used to evaluate the production performance for a hydraulic fracturing and well control plan. To find the optimal fracturing design and well operation is challenging because the problem is a mixed integer optimization problem and entails computationally expensive reservoir simulation. A dynamic simplex interpolation-based alternate subspace (DSIAS) search method is applied for mixed integer optimization problems associated with shale gas development projects. The optimization performance is demonstrated with the example case of the development of the Barnett Shale field. The optimization results of DSIAS are compared with those of a pattern search algorithm.

Control Improvement for Jump-Diffusion Processes with Applications to Finance

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

Baeuerle, Nicole, E-mail: nicole.baeuerle@kit.edu; Rieder, Ulrich, E-mail: ulrich.rieder@uni-ulm.de

2012-02-15

We consider stochastic control problems with jump-diffusion processes and formulate an algorithm which produces, starting from a given admissible control {pi}, a new control with a better value. If no improvement is possible, then {pi} is optimal. Such an algorithm is well-known for discrete-time Markov Decision Problems under the name Howard's policy improvement algorithm. The idea can be traced back to Bellman. Here we show with the help of martingale techniques that such an algorithm can also be formulated for stochastic control problems with jump-diffusion processes. As an application we derive some interesting results in financial portfolio optimization.

Multi-objective flexible job-shop scheduling problem using modified discrete particle swarm optimization.

PubMed

Huang, Song; Tian, Na; Wang, Yan; Ji, Zhicheng

2016-01-01

Taking resource allocation into account, flexible job shop problem (FJSP) is a class of complex scheduling problem in manufacturing system. In order to utilize the machine resources rationally, multi-objective particle swarm optimization (MOPSO) integrating with variable neighborhood search is introduced to address FJSP efficiently. Firstly, the assignment rules (AL) and dispatching rules (DR) are provided to initialize the population. And then special discrete operators are designed to produce new individuals and earliest completion machine (ECM) is adopted in the disturbance operator to escape the optima. Secondly, personal-best archives (cognitive memories) and global-best archive (social memory), which are updated by the predefined non-dominated archive update strategy, are simultaneously designed to preserve non-dominated individuals and select personal-best positions and the global-best position. Finally, three neighborhoods are provided to search the neighborhoods of global-best archive for enhancing local search ability. The proposed algorithm is evaluated by using Kacem instances and Brdata instances, and a comparison with other approaches shows the effectiveness of the proposed algorithm for FJSP.

Comprehensive Benchmark Suite for Simulation of Particle Laden Flows Using the Discrete Element Method with Performance Profiles from the Multiphase Flow with Interface eXchanges (MFiX) Code

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

Liu, Peiyuan; Brown, Timothy; Fullmer, William D.

Five benchmark problems are developed and simulated with the computational fluid dynamics and discrete element model code MFiX. The benchmark problems span dilute and dense regimes, consider statistically homogeneous and inhomogeneous (both clusters and bubbles) particle concentrations and a range of particle and fluid dynamic computational loads. Several variations of the benchmark problems are also discussed to extend the computational phase space to cover granular (particles only), bidisperse and heat transfer cases. A weak scaling analysis is performed for each benchmark problem and, in most cases, the scalability of the code appears reasonable up to approx. 103 cores. Profiling ofmore » the benchmark problems indicate that the most substantial computational time is being spent on particle-particle force calculations, drag force calculations and interpolating between discrete particle and continuum fields. Hardware performance analysis was also carried out showing significant Level 2 cache miss ratios and a rather low degree of vectorization. These results are intended to serve as a baseline for future developments to the code as well as a preliminary indicator of where to best focus performance optimizations.« less

Preface

DTIC Science & Technology

2016-09-13

lems arising, for example, after discretization of optimal control problems. Lucien developed a general framework for quantifying near-optimality...Polak, E., Da Cunha, N.O.: Constrainedminimization under vector valued-criteria in finite dimensional spaces. J. Math . Anal. Appl. 19(1), 103–124...1969) 12. Pironneau, O., Polak, E.: On the rate of convergence of certain methods of centers. Math . Program. 2(2), 230–258 (1972) 13. Polak, E., Sargent

Self-organization in neural networks - Applications in structural optimization

NASA Technical Reports Server (NTRS)

Hajela, Prabhat; Fu, B.; Berke, Laszlo

1993-01-01

The present paper discusses the applicability of ART (Adaptive Resonance Theory) networks, and the Hopfield and Elastic networks, in problems of structural analysis and design. A characteristic of these network architectures is the ability to classify patterns presented as inputs into specific categories. The categories may themselves represent distinct procedural solution strategies. The paper shows how this property can be adapted in the structural analysis and design problem. A second application is the use of Hopfield and Elastic networks in optimization problems. Of particular interest are problems characterized by the presence of discrete and integer design variables. The parallel computing architecture that is typical of neural networks is shown to be effective in such problems. Results of preliminary implementations in structural design problems are also included in the paper.

Multiple-variable neighbourhood search for the single-machine total weighted tardiness problem

NASA Astrophysics Data System (ADS)

Chung, Tsui-Ping; Fu, Qunjie; Liao, Ching-Jong; Liu, Yi-Ting

2017-07-01

The single-machine total weighted tardiness (SMTWT) problem is a typical discrete combinatorial optimization problem in the scheduling literature. This problem has been proved to be NP hard and thus provides a challenging area for metaheuristics, especially the variable neighbourhood search algorithm. In this article, a multiple variable neighbourhood search (m-VNS) algorithm with multiple neighbourhood structures is proposed to solve the problem. Special mechanisms named matching and strengthening operations are employed in the algorithm, which has an auto-revising local search procedure to explore the solution space beyond local optimality. Two aspects, searching direction and searching depth, are considered, and neighbourhood structures are systematically exchanged. Experimental results show that the proposed m-VNS algorithm outperforms all the compared algorithms in solving the SMTWT problem.

Airfoil optimization for unsteady flows with application to high-lift noise reduction

NASA Astrophysics Data System (ADS)

Rumpfkeil, Markus Peer

The use of steady-state aerodynamic optimization methods in the computational fluid dynamic (CFD) community is fairly well established. In particular, the use of adjoint methods has proven to be very beneficial because their cost is independent of the number of design variables. The application of numerical optimization to airframe-generated noise, however, has not received as much attention, but with the significant quieting of modern engines, airframe noise now competes with engine noise. Optimal control techniques for unsteady flows are needed in order to be able to reduce airframe-generated noise. In this thesis, a general framework is formulated to calculate the gradient of a cost function in a nonlinear unsteady flow environment via the discrete adjoint method. The unsteady optimization algorithm developed in this work utilizes a Newton-Krylov approach since the gradient-based optimizer uses the quasi-Newton method BFGS, Newton's method is applied to the nonlinear flow problem, GMRES is used to solve the resulting linear problem inexactly, and last but not least the linear adjoint problem is solved using Bi-CGSTAB. The flow is governed by the unsteady two-dimensional compressible Navier-Stokes equations in conjunction with a one-equation turbulence model, which are discretized using structured grids and a finite difference approach. The effectiveness of the unsteady optimization algorithm is demonstrated by applying it to several problems of interest including shocktubes, pulses in converging-diverging nozzles, rotating cylinders, transonic buffeting, and an unsteady trailing-edge flow. In order to address radiated far-field noise, an acoustic wave propagation program based on the Ffowcs Williams and Hawkings (FW-H) formulation is implemented and validated. The general framework is then used to derive the adjoint equations for a novel hybrid URANS/FW-H optimization algorithm in order to be able to optimize the shape of airfoils based on their calculated far-field pressure fluctuations. Validation and application results for this novel hybrid URANS/FW-H optimization algorithm show that it is possible to optimize the shape of an airfoil in an unsteady flow environment to minimize its radiated far-field noise while maintaining good aerodynamic performance.

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

Inversion of geothermal heat flux in a thermomechanically coupled nonlinear Stokes ice sheet model

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

Zhu, Hongyu; Petra, Noemi; Stadler, Georg

We address the inverse problem of inferring the basal geothermal heat flux from surface velocity observations using a steady-state thermomechanically coupled nonlinear Stokes ice flow model. This is a challenging inverse problem since the map from basal heat flux to surface velocity observables is indirect: the heat flux is a boundary condition for the thermal advection–diffusion equation, which couples to the nonlinear Stokes ice flow equations; together they determine the surface ice flow velocity. This multiphysics inverse problem is formulated as a nonlinear least-squares optimization problem with a cost functional that includes the data misfit between surface velocity observations andmore » model predictions. A Tikhonov regularization term is added to render the problem well posed. We derive adjoint-based gradient and Hessian expressions for the resulting partial differential equation (PDE)-constrained optimization problem and propose an inexact Newton method for its solution. As a consequence of the Petrov–Galerkin discretization of the energy equation, we show that discretization and differentiation do not commute; that is, the order in which we discretize the cost functional and differentiate it affects the correctness of the gradient. Using two- and three-dimensional model problems, we study the prospects for and limitations of the inference of the geothermal heat flux field from surface velocity observations. The results show that the reconstruction improves as the noise level in the observations decreases and that short-wavelength variations in the geothermal heat flux are difficult to recover. We analyze the ill-posedness of the inverse problem as a function of the number of observations by examining the spectrum of the Hessian of the cost functional. Motivated by the popularity of operator-split or staggered solvers for forward multiphysics problems – i.e., those that drop two-way coupling terms to yield a one-way coupled forward Jacobian – we study the effect on the inversion of a one-way coupling of the adjoint energy and Stokes equations. Here, we show that taking such a one-way coupled approach for the adjoint equations can lead to an incorrect gradient and premature termination of optimization iterations. This is due to loss of a descent direction stemming from inconsistency of the gradient with the contours of the cost functional. Nevertheless, one may still obtain a reasonable approximate inverse solution particularly if important features of the reconstructed solution emerge early in optimization iterations, before the premature termination.« less

Inversion of geothermal heat flux in a thermomechanically coupled nonlinear Stokes ice sheet model

DOE PAGES

Zhu, Hongyu; Petra, Noemi; Stadler, Georg; ...

2016-07-13

We address the inverse problem of inferring the basal geothermal heat flux from surface velocity observations using a steady-state thermomechanically coupled nonlinear Stokes ice flow model. This is a challenging inverse problem since the map from basal heat flux to surface velocity observables is indirect: the heat flux is a boundary condition for the thermal advection–diffusion equation, which couples to the nonlinear Stokes ice flow equations; together they determine the surface ice flow velocity. This multiphysics inverse problem is formulated as a nonlinear least-squares optimization problem with a cost functional that includes the data misfit between surface velocity observations andmore » model predictions. A Tikhonov regularization term is added to render the problem well posed. We derive adjoint-based gradient and Hessian expressions for the resulting partial differential equation (PDE)-constrained optimization problem and propose an inexact Newton method for its solution. As a consequence of the Petrov–Galerkin discretization of the energy equation, we show that discretization and differentiation do not commute; that is, the order in which we discretize the cost functional and differentiate it affects the correctness of the gradient. Using two- and three-dimensional model problems, we study the prospects for and limitations of the inference of the geothermal heat flux field from surface velocity observations. The results show that the reconstruction improves as the noise level in the observations decreases and that short-wavelength variations in the geothermal heat flux are difficult to recover. We analyze the ill-posedness of the inverse problem as a function of the number of observations by examining the spectrum of the Hessian of the cost functional. Motivated by the popularity of operator-split or staggered solvers for forward multiphysics problems – i.e., those that drop two-way coupling terms to yield a one-way coupled forward Jacobian – we study the effect on the inversion of a one-way coupling of the adjoint energy and Stokes equations. Here, we show that taking such a one-way coupled approach for the adjoint equations can lead to an incorrect gradient and premature termination of optimization iterations. This is due to loss of a descent direction stemming from inconsistency of the gradient with the contours of the cost functional. Nevertheless, one may still obtain a reasonable approximate inverse solution particularly if important features of the reconstructed solution emerge early in optimization iterations, before the premature termination.« less

Inversion of geothermal heat flux in a thermomechanically coupled nonlinear Stokes ice sheet model

NASA Astrophysics Data System (ADS)

Zhu, Hongyu; Petra, Noemi; Stadler, Georg; Isaac, Tobin; Hughes, Thomas J. R.; Ghattas, Omar

2016-07-01

We address the inverse problem of inferring the basal geothermal heat flux from surface velocity observations using a steady-state thermomechanically coupled nonlinear Stokes ice flow model. This is a challenging inverse problem since the map from basal heat flux to surface velocity observables is indirect: the heat flux is a boundary condition for the thermal advection-diffusion equation, which couples to the nonlinear Stokes ice flow equations; together they determine the surface ice flow velocity. This multiphysics inverse problem is formulated as a nonlinear least-squares optimization problem with a cost functional that includes the data misfit between surface velocity observations and model predictions. A Tikhonov regularization term is added to render the problem well posed. We derive adjoint-based gradient and Hessian expressions for the resulting partial differential equation (PDE)-constrained optimization problem and propose an inexact Newton method for its solution. As a consequence of the Petrov-Galerkin discretization of the energy equation, we show that discretization and differentiation do not commute; that is, the order in which we discretize the cost functional and differentiate it affects the correctness of the gradient. Using two- and three-dimensional model problems, we study the prospects for and limitations of the inference of the geothermal heat flux field from surface velocity observations. The results show that the reconstruction improves as the noise level in the observations decreases and that short-wavelength variations in the geothermal heat flux are difficult to recover. We analyze the ill-posedness of the inverse problem as a function of the number of observations by examining the spectrum of the Hessian of the cost functional. Motivated by the popularity of operator-split or staggered solvers for forward multiphysics problems - i.e., those that drop two-way coupling terms to yield a one-way coupled forward Jacobian - we study the effect on the inversion of a one-way coupling of the adjoint energy and Stokes equations. We show that taking such a one-way coupled approach for the adjoint equations can lead to an incorrect gradient and premature termination of optimization iterations. This is due to loss of a descent direction stemming from inconsistency of the gradient with the contours of the cost functional. Nevertheless, one may still obtain a reasonable approximate inverse solution particularly if important features of the reconstructed solution emerge early in optimization iterations, before the premature termination.

Solving complex maintenance planning optimization problems using stochastic simulation and multi-criteria fuzzy decision making

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

Tahvili, Sahar; Österberg, Jonas; Silvestrov, Sergei

One of the most important factors in the operations of many cooperations today is to maximize profit and one important tool to that effect is the optimization of maintenance activities. Maintenance activities is at the largest level divided into two major areas, corrective maintenance (CM) and preventive maintenance (PM). When optimizing maintenance activities, by a maintenance plan or policy, we seek to find the best activities to perform at each point in time, be it PM or CM. We explore the use of stochastic simulation, genetic algorithms and other tools for solving complex maintenance planning optimization problems in terms ofmore » a suggested framework model based on discrete event simulation.« less

Development of Multiobjective Optimization Techniques for Sonic Boom Minimization

NASA Technical Reports Server (NTRS)

Chattopadhyay, Aditi; Rajadas, John Narayan; Pagaldipti, Naryanan S.

1996-01-01

A discrete, semi-analytical sensitivity analysis procedure has been developed for calculating aerodynamic design sensitivities. The sensitivities of the flow variables and the grid coordinates are numerically calculated using direct differentiation of the respective discretized governing equations. The sensitivity analysis techniques are adapted within a parabolized Navier Stokes equations solver. Aerodynamic design sensitivities for high speed wing-body configurations are calculated using the semi-analytical sensitivity analysis procedures. Representative results obtained compare well with those obtained using the finite difference approach and establish the computational efficiency and accuracy of the semi-analytical procedures. Multidisciplinary design optimization procedures have been developed for aerospace applications namely, gas turbine blades and high speed wing-body configurations. In complex applications, the coupled optimization problems are decomposed into sublevels using multilevel decomposition techniques. In cases with multiple objective functions, formal multiobjective formulation such as the Kreisselmeier-Steinhauser function approach and the modified global criteria approach have been used. Nonlinear programming techniques for continuous design variables and a hybrid optimization technique, based on a simulated annealing algorithm, for discrete design variables have been used for solving the optimization problems. The optimization procedure for gas turbine blades improves the aerodynamic and heat transfer characteristics of the blades. The two-dimensional, blade-to-blade aerodynamic analysis is performed using a panel code. The blade heat transfer analysis is performed using an in-house developed finite element procedure. The optimization procedure yields blade shapes with significantly improved velocity and temperature distributions. The multidisciplinary design optimization procedures for high speed wing-body configurations simultaneously improve the aerodynamic, the sonic boom and the structural characteristics of the aircraft. The flow solution is obtained using a comprehensive parabolized Navier Stokes solver. Sonic boom analysis is performed using an extrapolation procedure. The aircraft wing load carrying member is modeled as either an isotropic or a composite box beam. The isotropic box beam is analyzed using thin wall theory. The composite box beam is analyzed using a finite element procedure. The developed optimization procedures yield significant improvements in all the performance criteria and provide interesting design trade-offs. The semi-analytical sensitivity analysis techniques offer significant computational savings and allow the use of comprehensive analysis procedures within design optimization studies.

A Minimum-Residual Finite Element Method for the Convection-Diffusion Equation

DTIC Science & Technology

2013-05-01

4p . We note that these two choices of discretization for V are not mutually exclusive, and that novel choices for Vh are likely the key to yielding...the inside with the positive- definite operator A, which is precisely the discrete system that arises under the optimal test function framework of DPG...converts the fine-scale problem into a symmetric-positive definite one, allowing for a well-behaved subgrid model of fine scale behavior. We begin again

Polynomial compensation, inversion, and approximation of discrete time linear systems

NASA Technical Reports Server (NTRS)

Baram, Yoram

1987-01-01

The least-squares transformation of a discrete-time multivariable linear system into a desired one by convolving the first with a polynomial system yields optimal polynomial solutions to the problems of system compensation, inversion, and approximation. The polynomial coefficients are obtained from the solution to a so-called normal linear matrix equation, whose coefficients are shown to be the weighting patterns of certain linear systems. These, in turn, can be used in the recursive solution of the normal equation.

Graphical models for optimal power flow

DOE PAGES

Dvijotham, Krishnamurthy; Chertkov, Michael; Van Hentenryck, Pascal; ...

2016-09-13

Optimal power flow (OPF) is the central optimization problem in electric power grids. Although solved routinely in the course of power grid operations, it is known to be strongly NP-hard in general, and weakly NP-hard over tree networks. In this paper, we formulate the optimal power flow problem over tree networks as an inference problem over a tree-structured graphical model where the nodal variables are low-dimensional vectors. We adapt the standard dynamic programming algorithm for inference over a tree-structured graphical model to the OPF problem. Combining this with an interval discretization of the nodal variables, we develop an approximation algorithmmore » for the OPF problem. Further, we use techniques from constraint programming (CP) to perform interval computations and adaptive bound propagation to obtain practically efficient algorithms. Compared to previous algorithms that solve OPF with optimality guarantees using convex relaxations, our approach is able to work for arbitrary tree-structured distribution networks and handle mixed-integer optimization problems. Further, it can be implemented in a distributed message-passing fashion that is scalable and is suitable for “smart grid” applications like control of distributed energy resources. In conclusion, numerical evaluations on several benchmark networks show that practical OPF problems can be solved effectively using this approach.« less

Discrete Adjoint-Based Design for Unsteady Turbulent Flows On Dynamic Overset Unstructured Grids

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Diskin, Boris

2012-01-01

A discrete adjoint-based design methodology for unsteady turbulent flows on three-dimensional dynamic overset unstructured grids is formulated, implemented, and verified. The methodology supports both compressible and incompressible flows and is amenable to massively parallel computing environments. The approach provides a general framework for performing highly efficient and discretely consistent sensitivity analysis for problems involving arbitrary combinations of overset unstructured grids which may be static, undergoing rigid or deforming motions, or any combination thereof. General parent-child motions are also accommodated, and the accuracy of the implementation is established using an independent verification based on a complex-variable approach. The methodology is used to demonstrate aerodynamic optimizations of a wind turbine geometry, a biologically-inspired flapping wing, and a complex helicopter configuration subject to trimming constraints. The objective function for each problem is successfully reduced and all specified constraints are satisfied.

Comparative study of flare control laws. [optimal control of b-737 aircraft approach and landing

NASA Technical Reports Server (NTRS)

Nadkarni, A. A.; Breedlove, W. J., Jr.

1979-01-01

A digital 3-D automatic control law was developed to achieve an optimal transition of a B-737 aircraft between various initial glid slope conditions and the desired final touchdown condition. A discrete, time-invariant, optimal, closed-loop control law presented for a linear regulator problem, was extended to include a system being acted upon by a constant disturbance. Two forms of control laws were derived to solve this problem. One method utilized the feedback of integral states defined appropriately and augmented with the original system equations. The second method formulated the problem as a control variable constraint, and the control variables were augmented with the original system. The control variable constraint control law yielded a better performance compared to feedback control law for the integral states chosen.

Optimal Window and Lattice in Gabor Transform. Application to Audio Analysis.

PubMed

Lachambre, Helene; Ricaud, Benjamin; Stempfel, Guillaume; Torrésani, Bruno; Wiesmeyr, Christoph; Onchis-Moaca, Darian

2015-01-01

This article deals with the use of optimal lattice and optimal window in Discrete Gabor Transform computation. In the case of a generalized Gaussian window, extending earlier contributions, we introduce an additional local window adaptation technique for non-stationary signals. We illustrate our approach and the earlier one by addressing three time-frequency analysis problems to show the improvements achieved by the use of optimal lattice and window: close frequencies distinction, frequency estimation and SNR estimation. The results are presented, when possible, with real world audio signals.

Modeling and design optimization of adhesion between surfaces at the microscale.

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

Sylves, Kevin T.

2008-08-01

This research applies design optimization techniques to structures in adhesive contact where the dominant adhesive mechanism is the van der Waals force. Interface finite elements are developed for domains discretized by beam elements, quadrilateral elements or triangular shell elements. Example analysis problems comparing finite element results to analytical solutions are presented. These examples are then optimized, where the objective is matching a force-displacement relationship and the optimization variables are the interface element energy of adhesion or the width of beam elements in the structure. Several parameter studies are conducted and discussed.

Tidal Turbine Array Optimization Based on the Discrete Particle Swarm Algorithm

NASA Astrophysics Data System (ADS)

Wu, Guo-wei; Wu, He; Wang, Xiao-yong; Zhou, Qing-wei; Liu, Xiao-man

2018-06-01

In consideration of the resource wasted by unreasonable layout scheme of tidal current turbines, which would influence the ratio of cost and power output, particle swarm optimization algorithm is introduced and improved in the paper. In order to solve the problem of optimal array of tidal turbines, the discrete particle swarm optimization (DPSO) algorithm has been performed by re-defining the updating strategies of particles' velocity and position. This paper analyzes the optimization problem of micrositing of tidal current turbines by adjusting each turbine's position, where the maximum value of total electric power is obtained at the maximum speed in the flood tide and ebb tide. Firstly, the best installed turbine number is generated by maximizing the output energy in the given tidal farm by the Farm/Flux and empirical method. Secondly, considering the wake effect, the reasonable distance between turbines, and the tidal velocities influencing factors in the tidal farm, Jensen wake model and elliptic distribution model are selected for the turbines' total generating capacity calculation at the maximum speed in the flood tide and ebb tide. Finally, the total generating capacity, regarded as objective function, is calculated in the final simulation, thus the DPSO could guide the individuals to the feasible area and optimal position. The results have been concluded that the optimization algorithm, which increased 6.19% more recourse output than experience method, can be thought as a good tool for engineering design of tidal energy demonstration.

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.

Topology optimization for nonlinear dynamic problems: Considerations for automotive crashworthiness

NASA Astrophysics Data System (ADS)

Kaushik, Anshul; Ramani, Anand

2014-04-01

Crashworthiness of automotive structures is most often engineered after an optimal topology has been arrived at using other design considerations. This study is an attempt to incorporate crashworthiness requirements upfront in the topology synthesis process using a mathematically consistent framework. It proposes the use of equivalent linear systems from the nonlinear dynamic simulation in conjunction with a discrete-material topology optimizer. Velocity and acceleration constraints are consistently incorporated in the optimization set-up. Issues specific to crash problems due to the explicit solution methodology employed, nature of the boundary conditions imposed on the structure, etc. are discussed and possible resolutions are proposed. A demonstration of the methodology on two-dimensional problems that address some of the structural requirements and the types of loading typical of frontal and side impact is provided in order to show that this methodology has the potential for topology synthesis incorporating crashworthiness requirements.

A mesh gradient technique for numerical optimization

NASA Technical Reports Server (NTRS)

Willis, E. A., Jr.

1973-01-01

A class of successive-improvement optimization methods in which directions of descent are defined in the state space along each trial trajectory are considered. The given problem is first decomposed into two discrete levels by imposing mesh points. Level 1 consists of running optimal subarcs between each successive pair of mesh points. For normal systems, these optimal two-point boundary value problems can be solved by following a routine prescription if the mesh spacing is sufficiently close. A spacing criterion is given. Under appropriate conditions, the criterion value depends only on the coordinates of the mesh points, and its gradient with respect to those coordinates may be defined by interpreting the adjoint variables as partial derivatives of the criterion value function. In level 2, the gradient data is used to generate improvement steps or search directions in the state space which satisfy the boundary values and constraints of the given problem.

Error bounds of adaptive dynamic programming algorithms for solving undiscounted optimal control problems.

PubMed

Liu, Derong; Li, Hongliang; Wang, Ding

2015-06-01

In this paper, we establish error bounds of adaptive dynamic programming algorithms for solving undiscounted infinite-horizon optimal control problems of discrete-time deterministic nonlinear systems. We consider approximation errors in the update equations of both value function and control policy. We utilize a new assumption instead of the contraction assumption in discounted optimal control problems. We establish the error bounds for approximate value iteration based on a new error condition. Furthermore, we also establish the error bounds for approximate policy iteration and approximate optimistic policy iteration algorithms. It is shown that the iterative approximate value function can converge to a finite neighborhood of the optimal value function under some conditions. To implement the developed algorithms, critic and action neural networks are used to approximate the value function and control policy, respectively. Finally, a simulation example is given to demonstrate the effectiveness of the developed algorithms.

Numerical solution of a conspicuous consumption model with constant control delay☆

PubMed Central

Huschto, Tony; Feichtinger, Gustav; Hartl, Richard F.; Kort, Peter M.; Sager, Sebastian; Seidl, Andrea

2011-01-01

We derive optimal pricing strategies for conspicuous consumption products in periods of recession. To that end, we formulate and investigate a two-stage economic optimal control problem that takes uncertainty of the recession period length and delay effects of the pricing strategy into account. This non-standard optimal control problem is difficult to solve analytically, and solutions depend on the variable model parameters. Therefore, we use a numerical result-driven approach. We propose a structure-exploiting direct method for optimal control to solve this challenging optimization problem. In particular, we discretize the uncertainties in the model formulation by using scenario trees and target the control delays by introduction of slack control functions. Numerical results illustrate the validity of our approach and show the impact of uncertainties and delay effects on optimal economic strategies. During the recession, delayed optimal prices are higher than the non-delayed ones. In the normal economic period, however, this effect is reversed and optimal prices with a delayed impact are smaller compared to the non-delayed case. PMID:22267871

Enhancements on the Convex Programming Based Powered Descent Guidance Algorithm for Mars Landing

NASA Technical Reports Server (NTRS)

Acikmese, Behcet; Blackmore, Lars; Scharf, Daniel P.; Wolf, Aron

2008-01-01

In this paper, we present enhancements on the powered descent guidance algorithm developed for Mars pinpoint landing. The guidance algorithm solves the powered descent minimum fuel trajectory optimization problem via a direct numerical method. Our main contribution is to formulate the trajectory optimization problem, which has nonconvex control constraints, as a finite dimensional convex optimization problem, specifically as a finite dimensional second order cone programming (SOCP) problem. SOCP is a subclass of convex programming, and there are efficient SOCP solvers with deterministic convergence properties. Hence, the resulting guidance algorithm can potentially be implemented onboard a spacecraft for real-time applications. Particularly, this paper discusses the algorithmic improvements obtained by: (i) Using an efficient approach to choose the optimal time-of-flight; (ii) Using a computationally inexpensive way to detect the feasibility/ infeasibility of the problem due to the thrust-to-weight constraint; (iii) Incorporating the rotation rate of the planet into the problem formulation; (iv) Developing additional constraints on the position and velocity to guarantee no-subsurface flight between the time samples of the temporal discretization; (v) Developing a fuel-limited targeting algorithm; (vi) Initial result on developing an onboard table lookup method to obtain almost fuel optimal solutions in real-time.

On the complexity and approximability of some Euclidean optimal summing problems

NASA Astrophysics Data System (ADS)

Eremeev, A. V.; Kel'manov, A. V.; Pyatkin, A. V.

2016-10-01

The complexity status of several well-known discrete optimization problems with the direction of optimization switching from maximum to minimum is analyzed. The task is to find a subset of a finite set of Euclidean points (vectors). In these problems, the objective functions depend either only on the norm of the sum of the elements from the subset or on this norm and the cardinality of the subset. It is proved that, if the dimension of the space is a part of the input, then all these problems are strongly NP-hard. Additionally, it is shown that, if the space dimension is fixed, then all the problems are NP-hard even for dimension 2 (on a plane) and there are no approximation algorithms with a guaranteed accuracy bound for them unless P = NP. It is shown that, if the coordinates of the input points are integer, then all the problems can be solved in pseudopolynomial time in the case of a fixed space dimension.

Comparative study of numerical schemes of TVD3, UNO3-ACM and optimized compact scheme

NASA Technical Reports Server (NTRS)

Lee, Duck-Joo; Hwang, Chang-Jeon; Ko, Duck-Kon; Kim, Jae-Wook

1995-01-01

Three different schemes are employed to solve the benchmark problem. The first one is a conventional TVD-MUSCL (Monotone Upwind Schemes for Conservation Laws) scheme. The second scheme is a UNO3-ACM (Uniformly Non-Oscillatory Artificial Compression Method) scheme. The third scheme is an optimized compact finite difference scheme modified by us: the 4th order Runge Kutta time stepping, the 4th order pentadiagonal compact spatial discretization with the maximum resolution characteristics. The problems of category 1 are solved by using the second (UNO3-ACM) and third (Optimized Compact) schemes. The problems of category 2 are solved by using the first (TVD3) and second (UNO3-ACM) schemes. The problem of category 5 is solved by using the first (TVD3) scheme. It can be concluded from the present calculations that the Optimized Compact scheme and the UN03-ACM show good resolutions for category 1 and category 2 respectively.

Parallel Element Agglomeration Algebraic Multigrid and Upscaling Library

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

Barker, Andrew T.; Benson, Thomas R.; Lee, Chak Shing

ParELAG is a parallel C++ library for numerical upscaling of finite element discretizations and element-based algebraic multigrid solvers. It provides optimal complexity algorithms to build multilevel hierarchies and solvers that can be used for solving a wide class of partial differential equations (elliptic, hyperbolic, saddle point problems) on general unstructured meshes. Additionally, a novel multilevel solver for saddle point problems with divergence constraint is implemented.

Combinational Optimal Stopping Problems

DTIC Science & Technology

2016-04-01

such as final, technical, interim, memorandum, master’s thesis, progress, quarterly, research , special, group study, etc. 3. DATES COVERED...Vinel, A. and P. Krokhmal (2015) Certainty equivalent measures of risk, Annals of Operations Research , DOI:10.1007/s10479-015-1801-0. [3] Chernikov...Operations Research , 50(3):415–423, 2002. [16] I. Ljubi, P. Mutzel, and B. Zey. Stochastic survivable network design problems. Electronic Notes in Discrete

Discontinuous Galerkin Finite Element Method for Parabolic Problems

NASA Technical Reports Server (NTRS)

Kaneko, Hideaki; Bey, Kim S.; Hou, Gene J. W.

2004-01-01

In this paper, we develop a time and its corresponding spatial discretization scheme, based upon the assumption of a certain weak singularity of parallel ut(t) parallel Lz(omega) = parallel ut parallel2, for the discontinuous Galerkin finite element method for one-dimensional parabolic problems. Optimal convergence rates in both time and spatial variables are obtained. A discussion of automatic time-step control method is also included.

A new epidemic modeling approach: Multi-regions discrete-time model with travel-blocking vicinity optimal control strategy.

PubMed

Zakary, Omar; Rachik, Mostafa; Elmouki, Ilias

2017-08-01

First, we devise in this paper, a multi-regions discrete-time model which describes the spatial-temporal spread of an epidemic which starts from one region and enters to regions which are connected with their neighbors by any kind of anthropological movement. We suppose homogeneous Susceptible-Infected-Removed (SIR) populations, and we consider in our simulations, a grid of colored cells, which represents the whole domain affected by the epidemic while each cell can represent a sub-domain or region. Second, in order to minimize the number of infected individuals in one region, we propose an optimal control approach based on a travel-blocking vicinity strategy which aims to control only one cell by restricting movements of infected people coming from all neighboring cells. Thus, we show the influence of the optimal control approach on the controlled cell. We should also note that the cellular modeling approach we propose here, can also describes infection dynamics of regions which are not necessarily attached one to an other, even if no empty space can be viewed between cells. The theoretical method we follow for the characterization of the travel-locking optimal controls, is based on a discrete version of Pontryagin's maximum principle while the numerical approach applied to the multi-points boundary value problems we obtain here, is based on discrete progressive-regressive iterative schemes. We illustrate our modeling and control approaches by giving an example of 100 regions.

Toward Optimal Manifold Hashing via Discrete Locally Linear Embedding.

PubMed

Rongrong Ji; Hong Liu; Liujuan Cao; Di Liu; Yongjian Wu; Feiyue Huang

2017-11-01

Binary code learning, also known as hashing, has received increasing attention in large-scale visual search. By transforming high-dimensional features to binary codes, the original Euclidean distance is approximated via Hamming distance. More recently, it is advocated that it is the manifold distance, rather than the Euclidean distance, that should be preserved in the Hamming space. However, it retains as an open problem to directly preserve the manifold structure by hashing. In particular, it first needs to build the local linear embedding in the original feature space, and then quantize such embedding to binary codes. Such a two-step coding is problematic and less optimized. Besides, the off-line learning is extremely time and memory consuming, which needs to calculate the similarity matrix of the original data. In this paper, we propose a novel hashing algorithm, termed discrete locality linear embedding hashing (DLLH), which well addresses the above challenges. The DLLH directly reconstructs the manifold structure in the Hamming space, which learns optimal hash codes to maintain the local linear relationship of data points. To learn discrete locally linear embeddingcodes, we further propose a discrete optimization algorithm with an iterative parameters updating scheme. Moreover, an anchor-based acceleration scheme, termed Anchor-DLLH, is further introduced, which approximates the large similarity matrix by the product of two low-rank matrices. Experimental results on three widely used benchmark data sets, i.e., CIFAR10, NUS-WIDE, and YouTube Face, have shown superior performance of the proposed DLLH over the state-of-the-art approaches.

Control system estimation and design for aerospace vehicles with time delay

NASA Technical Reports Server (NTRS)

Allgaier, G. R.; Williams, T. L.

1972-01-01

The problems of estimation and control of discrete, linear, time-varying systems are considered. Previous solutions to these problems involved either approximate techniques, open-loop control solutions, or results which required excessive computation. The estimation problem is solved by two different methods, both of which yield the identical algorithm for determining the optimal filter. The partitioned results achieve a substantial reduction in computation time and storage requirements over the expanded solution, however. The results reduce to the Kalman filter when no delays are present in the system. The control problem is also solved by two different methods, both of which yield identical algorithms for determining the optimal control gains. The stochastic control is shown to be identical to the deterministic control, thus extending the separation principle to time delay systems. The results obtained reduce to the familiar optimal control solution when no time delays are present in the system.

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.

Fractional Programming for Communication Systems—Part I: Power Control and Beamforming

NASA Astrophysics Data System (ADS)

Shen, Kaiming; Yu, Wei

2018-05-01

This two-part paper explores the use of FP in the design and optimization of communication systems. Part I of this paper focuses on FP theory and on solving continuous problems. The main theoretical contribution is a novel quadratic transform technique for tackling the multiple-ratio concave-convex FP problem--in contrast to conventional FP techniques that mostly can only deal with the single-ratio or the max-min-ratio case. Multiple-ratio FP problems are important for the optimization of communication networks, because system-level design often involves multiple signal-to-interference-plus-noise ratio terms. This paper considers the applications of FP to solving continuous problems in communication system design, particularly for power control, beamforming, and energy efficiency maximization. These application cases illustrate that the proposed quadratic transform can greatly facilitate the optimization involving ratios by recasting the original nonconvex problem as a sequence of convex problems. This FP-based problem reformulation gives rise to an efficient iterative optimization algorithm with provable convergence to a stationary point. The paper further demonstrates close connections between the proposed FP approach and other well-known algorithms in the literature, such as the fixed-point iteration and the weighted minimum mean-square-error beamforming. The optimization of discrete problems is discussed in Part II of this paper.

Optimal Control of Stochastic Systems Driven by Fractional Brownian Motions

DTIC Science & Technology

2014-10-09

problems for stochastic partial differential equations driven by fractional Brownian motions are explicitly solved. For the control of a continuous time...linear systems with Brownian motion or a discrete time linear system with a white Gaussian noise and costs 1. REPORT DATE (DD-MM-YYYY) 4. TITLE AND...Army Research Office P.O. Box 12211 Research Triangle Park, NC 27709-2211 stochastic optimal control, fractional Brownian motion , stochastic

A computational approach to animal breeding.

PubMed

Berger-Wolf, Tanya Y; Moore, Cristopher; Saia, Jared

2007-02-07

We propose a computational model of mating strategies for controlled animal breeding programs. A mating strategy in a controlled breeding program is a heuristic with some optimization criteria as a goal. Thus, it is appropriate to use the computational tools available for analysis of optimization heuristics. In this paper, we propose the first discrete model of the controlled animal breeding problem and analyse heuristics for two possible objectives: (1) breeding for maximum diversity and (2) breeding a target individual. These two goals are representative of conservation biology and agricultural livestock management, respectively. We evaluate several mating strategies and provide upper and lower bounds for the expected number of matings. While the population parameters may vary and can change the actual number of matings for a particular strategy, the order of magnitude of the number of expected matings and the relative competitiveness of the mating heuristics remains the same. Thus, our simple discrete model of the animal breeding problem provides a novel viable and robust approach to designing and comparing breeding strategies in captive populations.

H2-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space

NASA Astrophysics Data System (ADS)

Figueiredo, Danilo Zucolli; Costa, Oswaldo Luiz do Valle

2017-10-01

This paper deals with the H2 optimal control problem of discrete-time Markov jump linear systems (MJLS) considering the case in which the Markov chain takes values in a general Borel space ?. It is assumed that the controller has access only to an output variable and to the jump parameter. The goal, in this case, is to design a dynamic Markov jump controller such that the H2-norm of the closed-loop system is minimised. It is shown that the H2-norm can be written as the sum of two H2-norms, such that one of them does not depend on the control, and the other one is obtained from the optimal filter for an infinite-horizon filtering problem. This result can be seen as a separation principle for MJLS with Markov chain in a Borel space ? considering the infinite time horizon case.

Research on Fault Rate Prediction Method of T/R Component

NASA Astrophysics Data System (ADS)

Hou, Xiaodong; Yang, Jiangping; Bi, Zengjun; Zhang, Yu

2017-07-01

T/R component is an important part of the large phased array radar antenna array, because of its large numbers, high fault rate, it has important significance for fault prediction. Aiming at the problems of traditional grey model GM(1,1) in practical operation, the discrete grey model is established based on the original model in this paper, and the optimization factor is introduced to optimize the background value, and the linear form of the prediction model is added, the improved discrete grey model of linear regression is proposed, finally, an example is simulated and compared with other models. The results show that the method proposed in this paper has higher accuracy and the solution is simple and the application scope is more extensive.

Real-time trajectory optimization on parallel processors

NASA Technical Reports Server (NTRS)

Psiaki, Mark L.

1993-01-01

A parallel algorithm has been developed for rapidly solving trajectory optimization problems. The goal of the work has been to develop an algorithm that is suitable to do real-time, on-line optimal guidance through repeated solution of a trajectory optimization problem. The algorithm has been developed on an INTEL iPSC/860 message passing parallel processor. It uses a zero-order-hold discretization of a continuous-time problem and solves the resulting nonlinear programming problem using a custom-designed augmented Lagrangian nonlinear programming algorithm. The algorithm achieves parallelism of function, derivative, and search direction calculations through the principle of domain decomposition applied along the time axis. It has been encoded and tested on 3 example problems, the Goddard problem, the acceleration-limited, planar minimum-time to the origin problem, and a National Aerospace Plane minimum-fuel ascent guidance problem. Execution times as fast as 118 sec of wall clock time have been achieved for a 128-stage Goddard problem solved on 32 processors. A 32-stage minimum-time problem has been solved in 151 sec on 32 processors. A 32-stage National Aerospace Plane problem required 2 hours when solved on 32 processors. A speed-up factor of 7.2 has been achieved by using 32-nodes instead of 1-node to solve a 64-stage Goddard problem.

A firefly algorithm for solving competitive location-design problem: a case study

NASA Astrophysics Data System (ADS)

Sadjadi, Seyed Jafar; Ashtiani, Milad Gorji; Ramezanian, Reza; Makui, Ahmad

2016-12-01

This paper aims at determining the optimal number of new facilities besides specifying both the optimal location and design level of them under the budget constraint in a competitive environment by a novel hybrid continuous and discrete firefly algorithm. A real-world application of locating new chain stores in the city of Tehran, Iran, is used and the results are analyzed. In addition, several examples have been solved to evaluate the efficiency of the proposed model and algorithm. The results demonstrate that the performed method provides good-quality results for the test problems.

A comparison of two closely-related approaches to aerodynamic design optimization

NASA Technical Reports Server (NTRS)

Shubin, G. R.; Frank, P. D.

1991-01-01

Two related methods for aerodynamic design optimization are compared. The methods, called the implicit gradient approach and the variational (or optimal control) approach, both attempt to obtain gradients necessary for numerical optimization at a cost significantly less than that of the usual black-box approach that employs finite difference gradients. While the two methods are seemingly quite different, they are shown to differ (essentially) in that the order of discretizing the continuous problem, and of applying calculus, is interchanged. Under certain circumstances, the two methods turn out to be identical. We explore the relationship between these methods by applying them to a model problem for duct flow that has many features in common with transonic flow over an airfoil. We find that the gradients computed by the variational method can sometimes be sufficiently inaccurate to cause the optimization to fail.

A biologically inspired neural network for dynamic programming.

PubMed

Francelin Romero, R A; Kacpryzk, J; Gomide, F

2001-12-01

An artificial neural network with a two-layer feedback topology and generalized recurrent neurons, for solving nonlinear discrete dynamic optimization problems, is developed. A direct method to assign the weights of neural networks is presented. The method is based on Bellmann's Optimality Principle and on the interchange of information which occurs during the synaptic chemical processing among neurons. The neural network based algorithm is an advantageous approach for dynamic programming due to the inherent parallelism of the neural networks; further it reduces the severity of computational problems that can occur in methods like conventional methods. Some illustrative application examples are presented to show how this approach works out including the shortest path and fuzzy decision making problems.

Optimization method for an evolutional type inverse heat conduction problem

NASA Astrophysics Data System (ADS)

Deng, Zui-Cha; Yu, Jian-Ning; Yang, Liu

2008-01-01

This paper deals with the determination of a pair (q, u) in the heat conduction equation u_t-u_{xx}+q(x,t)u=0, with initial and boundary conditions u(x,0)=u_0(x),\\qquad u_x|_{x=0}=u_x|_{x=1}=0, from the overspecified data u(x, t) = g(x, t). By the time semi-discrete scheme, the problem is transformed into a sequence of inverse problems in which the unknown coefficients are purely space dependent. Based on the optimal control framework, the existence, uniqueness and stability of the solution (q, u) are proved. A necessary condition which is a couple system of a parabolic equation and parabolic variational inequality is deduced.

Control theory based airfoil design for potential flow and a finite volume discretization

NASA Technical Reports Server (NTRS)

Reuther, J.; Jameson, A.

1994-01-01

This paper describes the implementation of optimization techniques based on control theory for airfoil design. In previous studies it was shown that control theory could be used to devise an effective optimization procedure for two-dimensional profiles in which the shape is determined by a conformal transformation from a unit circle, and the control is the mapping function. The goal of our present work is to develop a method which does not depend on conformal mapping, so that it can be extended to treat three-dimensional problems. Therefore, we have developed a method which can address arbitrary geometric shapes through the use of a finite volume method to discretize the potential flow equation. Here the control law serves to provide computationally inexpensive gradient information to a standard numerical optimization method. Results are presented, where both target speed distributions and minimum drag are used as objective functions.

Output-Feedback Control of Unknown Linear Discrete-Time Systems With Stochastic Measurement and Process Noise via Approximate Dynamic Programming.

PubMed

Wang, Jun-Sheng; Yang, Guang-Hong

2017-07-25

This paper studies the optimal output-feedback control problem for unknown linear discrete-time systems with stochastic measurement and process noise. A dithered Bellman equation with the innovation covariance matrix is constructed via the expectation operator given in the form of a finite summation. On this basis, an output-feedback-based approximate dynamic programming method is developed, where the terms depending on the innovation covariance matrix are available with the aid of the innovation covariance matrix identified beforehand. Therefore, by iterating the Bellman equation, the resulting value function can converge to the optimal one in the presence of the aforementioned noise, and the nearly optimal control laws are delivered. To show the effectiveness and the advantages of the proposed approach, a simulation example and a velocity control experiment on a dc machine are employed.

Optimal control of multiplicative control systems arising from cancer therapy

NASA Technical Reports Server (NTRS)

Bahrami, K.; Kim, M.

1975-01-01

This study deals with ways of curtailing the rapid growth of cancer cell populations. The performance functional that measures the size of the population at the terminal time as well as the control effort is devised. With use of the discrete maximum principle, the Hamiltonian for this problem is determined and the condition for optimal solutions are developed. The optimal strategy is shown to be a bang-bang control. It is shown that the optimal control for this problem must be on the vertices of an N-dimensional cube contained in the N-dimensional Euclidean space. An algorithm for obtaining a local minimum of the performance function in an orderly fashion is developed. Application of the algorithm to the design of antitumor drug and X-irradiation schedule is discussed.

Efficient Computation of Separation-Compliant Speed Advisories for Air Traffic Arriving in Terminal Airspace

NASA Technical Reports Server (NTRS)

Sadovsky, Alexander V.; Davis, Damek; Isaacson, Douglas R.

2012-01-01

A class of problems in air traffic management asks for a scheduling algorithm that supplies the air traffic services authority not only with a schedule of arrivals and departures, but also with speed advisories. Since advisories must be finite, a scheduling algorithm must ultimately produce a finite data set, hence must either start with a purely discrete model or involve a discretization of a continuous one. The former choice, often preferred for intuitive clarity, naturally leads to mixed-integer programs, hindering proofs of correctness and computational cost bounds (crucial for real-time operations). In this paper, a hybrid control system is used to model air traffic scheduling, capturing both the discrete and continuous aspects. This framework is applied to a class of problems, called the Fully Routed Nominal Problem. We prove a number of geometric results on feasible schedules and use these results to formulate an algorithm that attempts to compute a collective speed advisory, effectively finite, and has computational cost polynomial in the number of aircraft. This work is a first step toward optimization and models refined with more realistic detail.

Discontinuous finite volume element discretization for coupled flow-transport problems arising in models of sedimentation

NASA Astrophysics Data System (ADS)

Bürger, Raimund; Kumar, Sarvesh; Ruiz-Baier, Ricardo

2015-10-01

The sedimentation-consolidation and flow processes of a mixture of small particles dispersed in a viscous fluid at low Reynolds numbers can be described by a nonlinear transport equation for the solids concentration coupled with the Stokes problem written in terms of the mixture flow velocity and the pressure field. Here both the viscosity and the forcing term depend on the local solids concentration. A semi-discrete discontinuous finite volume element (DFVE) scheme is proposed for this model. The numerical method is constructed on a baseline finite element family of linear discontinuous elements for the approximation of velocity components and concentration field, whereas the pressure is approximated by piecewise constant elements. The unique solvability of both the nonlinear continuous problem and the semi-discrete DFVE scheme is discussed, and optimal convergence estimates in several spatial norms are derived. Properties of the model and the predicted space accuracy of the proposed formulation are illustrated by detailed numerical examples, including flows under gravity with changing direction, a secondary settling tank in an axisymmetric setting, and batch sedimentation in a tilted cylindrical vessel.

Dynamical Behavior of a Malaria Model with Discrete Delay and Optimal Insecticide Control

NASA Astrophysics Data System (ADS)

Kar, Tuhin Kumar; Jana, Soovoojeet

In this paper we have proposed and analyzed a simple three-dimensional mathematical model related to malaria disease. We consider three state variables associated with susceptible human population, infected human population and infected mosquitoes, respectively. A discrete delay parameter has been incorporated to take account of the time of incubation period with infected mosquitoes. We consider the effect of insecticide control, which is applied to the mosquitoes. Basic reproduction number is figured out for the proposed model and it is shown that when this threshold is less than unity then the system moves to the disease-free state whereas for higher values other than unity, the system would tend to an endemic state. On the other hand if we consider the system with delay, then there may exist some cases where the endemic equilibrium would be unstable although the numerical value of basic reproduction number may be greater than one. We formulate and solve the optimal control problem by considering insecticide as the control variable. Optimal control problem assures to obtain better result than the noncontrol situation. Numerical illustrations are provided in support of the theoretical results.

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.

Determining A Purely Symbolic Transfer Function from Symbol Streams: Theory and Algorithms

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

Griffin, Christopher H

Transfer function modeling is a \\emph{standard technique} in classical Linear Time Invariant and Statistical Process Control. The work of Box and Jenkins was seminal in developing methods for identifying parameters associated with classicalmore » $(r,s,k)$$ transfer functions. Discrete event systems are often \\emph{used} for modeling hybrid control structures and high-level decision problems. \\emph{Examples include} discrete time, discrete strategy repeated games. For these games, a \\emph{discrete transfer function in the form of} an accurate hidden Markov model of input-output relations \\emph{could be used to derive optimal response strategies.} In this paper, we develop an algorithm \\emph{for} creating probabilistic \\textit{Mealy machines} that act as transfer function models for discrete event dynamic systems (DEDS). Our models are defined by three parameters, $$(l_1, l_2, k)$ just as the Box-Jenkins transfer function models. Here $$l_1$$ is the maximal input history lengths to consider, $$l_2$$ is the maximal output history lengths to consider and $k$ is the response lag. Using related results, We show that our Mealy machine transfer functions are optimal in the sense that they maximize the mutual information between the current known state of the DEDS and the next observed input/output pair.« less

USMC Inventory Control Using Optimization Modeling and Discrete Event Simulation

DTIC Science & Technology

2016-09-01

release. Distribution is unlimited. USMC INVENTORY CONTROL USING OPTIMIZATION MODELING AND DISCRETE EVENT SIMULATION by Timothy A. Curling...USING OPTIMIZATION MODELING AND DISCRETE EVENT SIMULATION 5. FUNDING NUMBERS 6. AUTHOR(S) Timothy A. Curling 7. PERFORMING ORGANIZATION NAME(S...optimization and discrete -event simulation. This construct can potentially provide an effective means in improving order management decisions. However

A Discrete Fruit Fly Optimization Algorithm for the Traveling Salesman Problem.

PubMed

Jiang, Zi-Bin; Yang, Qiong

2016-01-01

The fruit fly optimization algorithm (FOA) is a newly developed bio-inspired algorithm. The continuous variant version of FOA has been proven to be a powerful evolutionary approach to determining the optima of a numerical function on a continuous definition domain. In this study, a discrete FOA (DFOA) is developed and applied to the traveling salesman problem (TSP), a common combinatorial problem. In the DFOA, the TSP tour is represented by an ordering of city indices, and the bio-inspired meta-heuristic search processes are executed with two elaborately designed main procedures: the smelling and tasting processes. In the smelling process, an effective crossover operator is used by the fruit fly group to search for the neighbors of the best-known swarm location. During the tasting process, an edge intersection elimination (EXE) operator is designed to improve the neighbors of the non-optimum food location in order to enhance the exploration performance of the DFOA. In addition, benchmark instances from the TSPLIB are classified in order to test the searching ability of the proposed algorithm. Furthermore, the effectiveness of the proposed DFOA is compared to that of other meta-heuristic algorithms. The results indicate that the proposed DFOA can be effectively used to solve TSPs, especially large-scale problems.

A Discrete Fruit Fly Optimization Algorithm for the Traveling Salesman Problem

PubMed Central

Jiang, Zi-bin; Yang, Qiong

2016-01-01

The fruit fly optimization algorithm (FOA) is a newly developed bio-inspired algorithm. The continuous variant version of FOA has been proven to be a powerful evolutionary approach to determining the optima of a numerical function on a continuous definition domain. In this study, a discrete FOA (DFOA) is developed and applied to the traveling salesman problem (TSP), a common combinatorial problem. In the DFOA, the TSP tour is represented by an ordering of city indices, and the bio-inspired meta-heuristic search processes are executed with two elaborately designed main procedures: the smelling and tasting processes. In the smelling process, an effective crossover operator is used by the fruit fly group to search for the neighbors of the best-known swarm location. During the tasting process, an edge intersection elimination (EXE) operator is designed to improve the neighbors of the non-optimum food location in order to enhance the exploration performance of the DFOA. In addition, benchmark instances from the TSPLIB are classified in order to test the searching ability of the proposed algorithm. Furthermore, the effectiveness of the proposed DFOA is compared to that of other meta-heuristic algorithms. The results indicate that the proposed DFOA can be effectively used to solve TSPs, especially large-scale problems. PMID:27812175

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.

Numerical Solution of Optimal Control Problem under SPDE Constraints

DTIC Science & Technology

2011-10-14

Faure and Sobol sequences are used to evaluate high dimensional integrals, and the errors in the numerical results for over 30 dimensions become quite...sequence; right: 1000 points of dimension 26 and 27 projection for optimal Kronecker sequence. benchmark Faure and Sobol methods. 2.2 High order...J. Goodman and J. O’Rourke, Handbook of discrete and computational geome- try, CRC Press, Inc., (2004). [5] S. Joe and F. Kuo, Constructing Sobol

PetIGA-MF: A multi-field high-performance toolbox for structure-preserving B-splines spaces

DOE PAGES

Sarmiento, Adel; Cortes, Adriano; Garcia, Daniel; ...

2016-10-07

We describe the development of a high-performance solution framework for isogeometric discrete differential forms based on B-splines: PetIGA-MF. Built on top of PetIGA, PetIGA-MF is a general multi-field discretization tool. To test the capabilities of our implementation, we solve different viscous flow problems such as Darcy, Stokes, Brinkman, and Navier-Stokes equations. Several convergence benchmarks based on manufactured solutions are presented assuring optimal convergence rates of the approximations, showing the accuracy and robustness of our solver.

Approximation of optimal filter for Ornstein-Uhlenbeck process with quantised discrete-time observation

NASA Astrophysics Data System (ADS)

Bania, Piotr; Baranowski, Jerzy

2018-02-01

Quantisation of signals is a ubiquitous property of digital processing. In many cases, it introduces significant difficulties in state estimation and in consequence control. Popular approaches either do not address properly the problem of system disturbances or lead to biased estimates. Our intention was to find a method for state estimation for stochastic systems with quantised and discrete observation, that is free of the mentioned drawbacks. We have formulated a general form of the optimal filter derived by a solution of Fokker-Planck equation. We then propose the approximation method based on Galerkin projections. We illustrate the approach for the Ornstein-Uhlenbeck process, and derive analytic formulae for the approximated optimal filter, also extending the results for the variant with control. Operation is illustrated with numerical experiments and compared with classical discrete-continuous Kalman filter. Results of comparison are substantially in favour of our approach, with over 20 times lower mean squared error. The proposed filter is especially effective for signal amplitudes comparable to the quantisation thresholds. Additionally, it was observed that for high order of approximation, state estimate is very close to the true process value. The results open the possibilities of further analysis, especially for more complex processes.

Open shop scheduling problem to minimize total weighted completion time

NASA Astrophysics Data System (ADS)

Bai, Danyu; Zhang, Zhihai; Zhang, Qiang; Tang, Mengqian

2017-01-01

A given number of jobs in an open shop scheduling environment must each be processed for given amounts of time on each of a given set of machines in an arbitrary sequence. This study aims to achieve a schedule that minimizes total weighted completion time. Owing to the strong NP-hardness of the problem, the weighted shortest processing time block (WSPTB) heuristic is presented to obtain approximate solutions for large-scale problems. Performance analysis proves the asymptotic optimality of the WSPTB heuristic in the sense of probability limits. The largest weight block rule is provided to seek optimal schedules in polynomial time for a special case. A hybrid discrete differential evolution algorithm is designed to obtain high-quality solutions for moderate-scale problems. Simulation experiments demonstrate the effectiveness of the proposed algorithms.

A Novel Harmony Search Algorithm Based on Teaching-Learning Strategies for 0-1 Knapsack Problems

PubMed Central

Tuo, Shouheng; Yong, Longquan; Deng, Fang'an

2014-01-01

To enhance the performance of harmony search (HS) algorithm on solving the discrete optimization problems, this paper proposes a novel harmony search algorithm based on teaching-learning (HSTL) strategies to solve 0-1 knapsack problems. In the HSTL algorithm, firstly, a method is presented to adjust dimension dynamically for selected harmony vector in optimization procedure. In addition, four strategies (harmony memory consideration, teaching-learning strategy, local pitch adjusting, and random mutation) are employed to improve the performance of HS algorithm. Another improvement in HSTL method is that the dynamic strategies are adopted to change the parameters, which maintains the proper balance effectively between global exploration power and local exploitation power. Finally, simulation experiments with 13 knapsack problems show that the HSTL algorithm can be an efficient alternative for solving 0-1 knapsack problems. PMID:24574905

A novel harmony search algorithm based on teaching-learning strategies for 0-1 knapsack problems.

PubMed

Tuo, Shouheng; Yong, Longquan; Deng, Fang'an

2014-01-01

To enhance the performance of harmony search (HS) algorithm on solving the discrete optimization problems, this paper proposes a novel harmony search algorithm based on teaching-learning (HSTL) strategies to solve 0-1 knapsack problems. In the HSTL algorithm, firstly, a method is presented to adjust dimension dynamically for selected harmony vector in optimization procedure. In addition, four strategies (harmony memory consideration, teaching-learning strategy, local pitch adjusting, and random mutation) are employed to improve the performance of HS algorithm. Another improvement in HSTL method is that the dynamic strategies are adopted to change the parameters, which maintains the proper balance effectively between global exploration power and local exploitation power. Finally, simulation experiments with 13 knapsack problems show that the HSTL algorithm can be an efficient alternative for solving 0-1 knapsack problems.

Solving Rational Expectations Models Using Excel

ERIC Educational Resources Information Center

Strulik, Holger

2004-01-01

Simple problems of discrete-time optimal control can be solved using a standard spreadsheet software. The employed-solution method of backward iteration is intuitively understandable, does not require any programming skills, and is easy to implement so that it is suitable for classroom exercises with rational-expectations models. The author…

Adaptive control of stochastic linear systems with unknown parameters. M.S. Thesis

NASA Technical Reports Server (NTRS)

Ku, R. T.

1972-01-01

The problem of optimal control of linear discrete-time stochastic dynamical system with unknown and, possibly, stochastically varying parameters is considered on the basis of noisy measurements. It is desired to minimize the expected value of a quadratic cost functional. Since the simultaneous estimation of the state and plant parameters is a nonlinear filtering problem, the extended Kalman filter algorithm is used. Several qualitative and asymptotic properties of the open loop feedback optimal control and the enforced separation scheme are discussed. Simulation results via Monte Carlo method show that, in terms of the performance measure, for stable systems the open loop feedback optimal control system is slightly better than the enforced separation scheme, while for unstable systems the latter scheme is far better.

Development of an hp-version finite element method for computational optimal control

NASA Technical Reports Server (NTRS)

Hodges, Dewey H.; Warner, Michael S.

1993-01-01

The purpose of this research effort is to develop a means to use, and to ultimately implement, hp-version finite elements in the numerical solution of optimal control problems. The hybrid MACSYMA/FORTRAN code GENCODE was developed which utilized h-version finite elements to successfully approximate solutions to a wide class of optimal control problems. In that code the means for improvement of the solution was the refinement of the time-discretization mesh. With the extension to hp-version finite elements, the degrees of freedom include both nodal values and extra interior values associated with the unknown states, co-states, and controls, the number of which depends on the order of the shape functions in each element.

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.

Parameter Optimization for Turbulent Reacting Flows Using Adjoints

NASA Astrophysics Data System (ADS)

Lapointe, Caelan; Hamlington, Peter E.

2017-11-01

The formulation of a new adjoint solver for topology optimization of turbulent reacting flows is presented. This solver provides novel configurations (e.g., geometries and operating conditions) based on desired system outcomes (i.e., objective functions) for complex reacting flow problems of practical interest. For many such problems, it would be desirable to know optimal values of design parameters (e.g., physical dimensions, fuel-oxidizer ratios, and inflow-outflow conditions) prior to real-world manufacture and testing, which can be expensive, time-consuming, and dangerous. However, computational optimization of these problems is made difficult by the complexity of most reacting flows, necessitating the use of gradient-based optimization techniques in order to explore a wide design space at manageable computational cost. The adjoint method is an attractive way to obtain the required gradients, because the cost of the method is determined by the dimension of the objective function rather than the size of the design space. Here, the formulation of a novel solver is outlined that enables gradient-based parameter optimization of turbulent reacting flows using the discrete adjoint method. Initial results and an outlook for future research directions are provided.

Coupled Low-thrust Trajectory and System Optimization via Multi-Objective Hybrid Optimal Control

NASA Technical Reports Server (NTRS)

Vavrina, Matthew A.; Englander, Jacob Aldo; Ghosh, Alexander R.

2015-01-01

The optimization of low-thrust trajectories is tightly coupled with the spacecraft hardware. Trading trajectory characteristics with system parameters ton identify viable solutions and determine mission sensitivities across discrete hardware configurations is labor intensive. Local independent optimization runs can sample the design space, but a global exploration that resolves the relationships between the system variables across multiple objectives enables a full mapping of the optimal solution space. A multi-objective, hybrid optimal control algorithm is formulated using a multi-objective genetic algorithm as an outer loop systems optimizer around a global trajectory optimizer. The coupled problem is solved simultaneously to generate Pareto-optimal solutions in a single execution. The automated approach is demonstrated on two boulder return missions.

Optimal control of underactuated mechanical systems: A geometric approach

NASA Astrophysics Data System (ADS)

Colombo, Leonardo; Martín De Diego, David; Zuccalli, Marcela

2010-08-01

In this paper, we consider a geometric formalism for optimal control of underactuated mechanical systems. Our techniques are an adaptation of the classical Skinner and Rusk approach for the case of Lagrangian dynamics with higher-order constraints. We study a regular case where it is possible to establish a symplectic framework and, as a consequence, to obtain a unique vector field determining the dynamics of the optimal control problem. These developments will allow us to develop a new class of geometric integrators based on discrete variational calculus.

Landscape Encodings Enhance Optimization

PubMed Central

Klemm, Konstantin; Mehta, Anita; Stadler, Peter F.

2012-01-01

Hard combinatorial optimization problems deal with the search for the minimum cost solutions (ground states) of discrete systems under strong constraints. A transformation of state variables may enhance computational tractability. It has been argued that these state encodings are to be chosen invertible to retain the original size of the state space. Here we show how redundant non-invertible encodings enhance optimization by enriching the density of low-energy states. In addition, smooth landscapes may be established on encoded state spaces to guide local search dynamics towards the ground state. PMID:22496860

An accurate, fast, and scalable solver for high-frequency wave propagation

NASA Astrophysics Data System (ADS)

Zepeda-Núñez, L.; Taus, M.; Hewett, R.; Demanet, L.

2017-12-01

In many science and engineering applications, solving time-harmonic high-frequency wave propagation problems quickly and accurately is of paramount importance. For example, in geophysics, particularly in oil exploration, such problems can be the forward problem in an iterative process for solving the inverse problem of subsurface inversion. It is important to solve these wave propagation problems accurately in order to efficiently obtain meaningful solutions of the inverse problems: low order forward modeling can hinder convergence. Additionally, due to the volume of data and the iterative nature of most optimization algorithms, the forward problem must be solved many times. Therefore, a fast solver is necessary to make solving the inverse problem feasible. For time-harmonic high-frequency wave propagation, obtaining both speed and accuracy is historically challenging. Recently, there have been many advances in the development of fast solvers for such problems, including methods which have linear complexity with respect to the number of degrees of freedom. While most methods scale optimally only in the context of low-order discretizations and smooth wave speed distributions, the method of polarized traces has been shown to retain optimal scaling for high-order discretizations, such as hybridizable discontinuous Galerkin methods and for highly heterogeneous (and even discontinuous) wave speeds. The resulting fast and accurate solver is consequently highly attractive for geophysical applications. To date, this method relies on a layered domain decomposition together with a preconditioner applied in a sweeping fashion, which has limited straight-forward parallelization. In this work, we introduce a new version of the method of polarized traces which reveals more parallel structure than previous versions while preserving all of its other advantages. We achieve this by further decomposing each layer and applying the preconditioner to these new components separately and in parallel. We demonstrate that this produces an even more effective and parallelizable preconditioner for a single right-hand side. As before, additional speed can be gained by pipelining several right-hand-sides.

Combining constraint satisfaction and local improvement algorithms to construct anaesthetists' rotas

NASA Technical Reports Server (NTRS)

Smith, Barbara M.; Bennett, Sean

1992-01-01

A system is described which was built to compile weekly rotas for the anaesthetists in a large hospital. The rota compilation problem is an optimization problem (the number of tasks which cannot be assigned to an anaesthetist must be minimized) and was formulated as a constraint satisfaction problem (CSP). The forward checking algorithm is used to find a feasible rota, but because of the size of the problem, it cannot find an optimal (or even a good enough) solution in an acceptable time. Instead, an algorithm was devised which makes local improvements to a feasible solution. The algorithm makes use of the constraints as expressed in the CSP to ensure that feasibility is maintained, and produces very good rotas which are being used by the hospital involved in the project. It is argued that formulation as a constraint satisfaction problem may be a good approach to solving discrete optimization problems, even if the resulting CSP is too large to be solved exactly in an acceptable time. A CSP algorithm may be able to produce a feasible solution which can then be improved, giving a good, if not provably optimal, solution.

A genetic algorithm used for solving one optimization problem

NASA Astrophysics Data System (ADS)

Shipacheva, E. N.; Petunin, A. A.; Berezin, I. M.

2017-12-01

A problem of minimizing the length of the blank run for a cutting tool during cutting of sheet materials into shaped blanks is discussed. This problem arises during the preparation of control programs for computerized numerical control (CNC) machines. A discrete model of the problem is analogous in setting to the generalized travelling salesman problem with limitations in the form of precursor conditions determined by the technological features of cutting. A certain variant of a genetic algorithm for solving this problem is described. The effect of the parameters of the developed algorithm on the solution result for the problem with limitations is investigated.

Mum, why do you keep on growing? Impacts of environmental variability on optimal growth and reproduction allocation strategies of annual plants.

PubMed

De Lara, Michel

2006-05-01

In their 1990 paper Optimal reproductive efforts and the timing of reproduction of annual plants in randomly varying environments, Amir and Cohen considered stochastic environments consisting of i.i.d. sequences in an optimal allocation discrete-time model. We suppose here that the sequence of environmental factors is more generally described by a Markov chain. Moreover, we discuss the connection between the time interval of the discrete-time dynamic model and the ability of the plant to rebuild completely its vegetative body (from reserves). We formulate a stochastic optimization problem covering the so-called linear and logarithmic fitness (corresponding to variation within and between years), which yields optimal strategies. For "linear maximizers'', we analyse how optimal strategies depend upon the environmental variability type: constant, random stationary, random i.i.d., random monotonous. We provide general patterns in terms of targets and thresholds, including both determinate and indeterminate growth. We also provide a partial result on the comparison between ;"linear maximizers'' and "log maximizers''. Numerical simulations are provided, allowing to give a hint at the effect of different mathematical assumptions.

Optimization of the resources management in fighting wildfires.

PubMed

Martin-Fernández, Susana; Martínez-Falero, Eugenio; Pérez-González, J Manuel

2002-09-01

Wildfires lead to important economic, social, and environmental losses, especially in areas of Mediterranean climate where they are of a high intensity and frequency. Over the past 30 years there has been a dramatic surge in the development and use of fire spread models. However, given the chaotic nature of environmental systems, it is very difficult to develop real-time fire-extinguishing models. This article proposes a method of optimizing the performance of wildfire fighting resources such that losses are kept to a minimum. The optimization procedure includes discrete simulation algorithms and Bayesian optimization methods for discrete and continuous problems (simulated annealing and Bayesian global optimization). Fast calculus algorithms are applied to provide optimization outcomes in short periods of time such that the predictions of the model and the real behavior of the fire, combat resources, and meteorological conditions are similar. In addition, adaptive algorithms take into account the chaotic behavior of wildfire so that the system can be updated with data corresponding to the real situation to obtain a new optimum solution. The application of this method to the Northwest Forest of Madrid (Spain) is also described. This application allowed us to check that it is a helpful tool in the decision-making process.

Optimization of the Resources Management in Fighting Wildfires

NASA Astrophysics Data System (ADS)

Martin-Fernández, Susana; Martínez-Falero, Eugenio; Pérez-González, J. Manuel

2002-09-01

Wildfires lead to important economic, social, and environmental losses, especially in areas of Mediterranean climate where they are of a high intensity and frequency. Over the past 30 years there has been a dramatic surge in the development and use of fire spread models. However, given the chaotic nature of environmental systems, it is very difficult to develop real-time fire-extinguishing models. This article proposes a method of optimizing the performance of wildfire fighting resources such that losses are kept to a minimum. The optimization procedure includes discrete simulation algorithms and Bayesian optimization methods for discrete and continuous problems (simulated annealing and Bayesian global optimization). Fast calculus algorithms are applied to provide optimization outcomes in short periods of time such that the predictions of the model and the real behavior of the fire, combat resources, and meteorological conditions are similar. In addition, adaptive algorithms take into account the chaotic behavior of wildfire so that the system can be updated with data corresponding to the real situation to obtain a new optimum solution. The application of this method to the Northwest Forest of Madrid (Spain) is also described. This application allowed us to check that it is a helpful tool in the decision-making process.

On a multigrid method for the coupled Stokes and porous media flow problem

NASA Astrophysics Data System (ADS)

Luo, P.; Rodrigo, C.; Gaspar, F. J.; Oosterlee, C. W.

2017-07-01

The multigrid solution of coupled porous media and Stokes flow problems is considered. The Darcy equation as the saturated porous medium model is coupled to the Stokes equations by means of appropriate interface conditions. We focus on an efficient multigrid solution technique for the coupled problem, which is discretized by finite volumes on staggered grids, giving rise to a saddle point linear system. Special treatment is required regarding the discretization at the interface. An Uzawa smoother is employed in multigrid, which is a decoupled procedure based on symmetric Gauss-Seidel smoothing for velocity components and a simple Richardson iteration for the pressure field. Since a relaxation parameter is part of a Richardson iteration, Local Fourier Analysis (LFA) is applied to determine the optimal parameters. Highly satisfactory multigrid convergence is reported, and, moreover, the algorithm performs well for small values of the hydraulic conductivity and fluid viscosity, that are relevant for applications.

An optimization-based approach for high-order accurate discretization of conservation laws with discontinuous solutions

NASA Astrophysics Data System (ADS)

Zahr, M. J.; Persson, P.-O.

2018-07-01

This work introduces a novel discontinuity-tracking framework for resolving discontinuous solutions of conservation laws with high-order numerical discretizations that support inter-element solution discontinuities, such as discontinuous Galerkin or finite volume methods. The proposed method aims to align inter-element boundaries with discontinuities in the solution by deforming the computational mesh. A discontinuity-aligned mesh ensures the discontinuity is represented through inter-element jumps while smooth basis functions interior to elements are only used to approximate smooth regions of the solution, thereby avoiding Gibbs' phenomena that create well-known stability issues. Therefore, very coarse high-order discretizations accurately resolve the piecewise smooth solution throughout the domain, provided the discontinuity is tracked. Central to the proposed discontinuity-tracking framework is a discrete PDE-constrained optimization formulation that simultaneously aligns the computational mesh with discontinuities in the solution and solves the discretized conservation law on this mesh. The optimization objective is taken as a combination of the deviation of the finite-dimensional solution from its element-wise average and a mesh distortion metric to simultaneously penalize Gibbs' phenomena and distorted meshes. It will be shown that our objective function satisfies two critical properties that are required for this discontinuity-tracking framework to be practical: (1) possesses a local minima at a discontinuity-aligned mesh and (2) decreases monotonically to this minimum in a neighborhood of radius approximately h / 2, whereas other popular discontinuity indicators fail to satisfy the latter. Another important contribution of this work is the observation that traditional reduced space PDE-constrained optimization solvers that repeatedly solve the conservation law at various mesh configurations are not viable in this context since severe overshoot and undershoot in the solution, i.e., Gibbs' phenomena, may make it impossible to solve the discrete conservation law on non-aligned meshes. Therefore, we advocate a gradient-based, full space solver where the mesh and conservation law solution converge to their optimal values simultaneously and therefore never require the solution of the discrete conservation law on a non-aligned mesh. The merit of the proposed method is demonstrated on a number of one- and two-dimensional model problems including the L2 projection of discontinuous functions, Burgers' equation with a discontinuous source term, transonic flow through a nozzle, and supersonic flow around a bluff body. We demonstrate optimal O (h p + 1) convergence rates in the L1 norm for up to polynomial order p = 6 and show that accurate solutions can be obtained on extremely coarse meshes.

Discrete Methods and their Applications

DTIC Science & Technology

1993-02-03

problem of finding all near-optimal solutions to a linear program. In paper [18], we give a brief and elementary proof of a result of Hoffman [1952) about...relies only on linear programming duality; second, we obtain geometric and algebraic representations of the bounds that are determined explicitly in...same. We have studied the problem of finding the minimum n such that a given unit interval graph is an n--graph. A linear time algorithm to compute

Aircraft optimization by a system approach: Achievements and trends

NASA Technical Reports Server (NTRS)

Sobieszczanski-Sobieski, Jaroslaw

1992-01-01

Recently emerging methodology for optimal design of aircraft treated as a system of interacting physical phenomena and parts is examined. The methodology is found to coalesce into methods for hierarchic, non-hierarchic, and hybrid systems all dependent on sensitivity analysis. A separate category of methods has also evolved independent of sensitivity analysis, hence suitable for discrete problems. References and numerical applications are cited. Massively parallel computer processing is seen as enabling technology for practical implementation of the methodology.

Stochastic search in structural optimization - Genetic algorithms and simulated annealing

NASA Technical Reports Server (NTRS)

Hajela, Prabhat

1993-01-01

An account is given of illustrative applications of genetic algorithms and simulated annealing methods in structural optimization. The advantages of such stochastic search methods over traditional mathematical programming strategies are emphasized; it is noted that these methods offer a significantly higher probability of locating the global optimum in a multimodal design space. Both genetic-search and simulated annealing can be effectively used in problems with a mix of continuous, discrete, and integer design variables.

Multitrace/singletrace formulations and Domain Decomposition Methods for the solution of Helmholtz transmission problems for bounded composite scatterers

NASA Astrophysics Data System (ADS)

Jerez-Hanckes, Carlos; Pérez-Arancibia, Carlos; Turc, Catalin

2017-12-01

We present Nyström discretizations of multitrace/singletrace formulations and non-overlapping Domain Decomposition Methods (DDM) for the solution of Helmholtz transmission problems for bounded composite scatterers with piecewise constant material properties. We investigate the performance of DDM with both classical Robin and optimized transmission boundary conditions. The optimized transmission boundary conditions incorporate square root Fourier multiplier approximations of Dirichlet to Neumann operators. While the multitrace/singletrace formulations as well as the DDM that use classical Robin transmission conditions are not particularly well suited for Krylov subspace iterative solutions of high-contrast high-frequency Helmholtz transmission problems, we provide ample numerical evidence that DDM with optimized transmission conditions constitute efficient computational alternatives for these type of applications. In the case of large numbers of subdomains with different material properties, we show that the associated DDM linear system can be efficiently solved via hierarchical Schur complements elimination.

Rapid Preliminary Design of Interplanetary Trajectories Using the Evolutionary Mission Trajectory Generator

NASA Technical Reports Server (NTRS)

Englander, Jacob

2016-01-01

Preliminary design of interplanetary missions is a highly complex process. The mission designer must choose discrete parameters such as the number of flybys, the bodies at which those flybys are performed, and in some cases the final destination. In addition, a time-history of control variables must be chosen that defines the trajectory. There are often many thousands, if not millions, of possible trajectories to be evaluated. This can be a very expensive process in terms of the number of human analyst hours required. An automated approach is therefore very desirable. This work presents such an approach by posing the mission design problem as a hybrid optimal control problem. The method is demonstrated on notional high-thrust chemical and low-thrust electric propulsion missions. In the low-thrust case, the hybrid optimal control problem is augmented to include systems design optimization.

Shifting the closed-loop spectrum in the optimal linear quadratic regulator problem for hereditary systems

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Rosen, I. G.

1985-01-01

In the optimal linear quadratic regulator problem for finite dimensional systems, the method known as an alpha-shift can be used to produce a closed-loop system whose spectrum lies to the left of some specified vertical line; that is, a closed-loop system with a prescribed degree of stability. This paper treats the extension of the alpha-shift to hereditary systems. As infinite dimensions, the shift can be accomplished by adding alpha times the identity to the open-loop semigroup generator and then solving an optimal regulator problem. However, this approach does not work with a new approximation scheme for hereditary control problems recently developed by Kappel and Salamon. Since this scheme is among the best to date for the numerical solution of the linear regulator problem for hereditary systems, an alternative method for shifting the closed-loop spectrum is needed. An alpha-shift technique that can be used with the Kappel-Salamon approximation scheme is developed. Both the continuous-time and discrete-time problems are considered. A numerical example which demonstrates the feasibility of the method is included.

Shifting the closed-loop spectrum in the optimal linear quadratic regulator problem for hereditary systems

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Rosen, I. G.

1987-01-01

In the optimal linear quadratic regulator problem for finite dimensional systems, the method known as an alpha-shift can be used to produce a closed-loop system whose spectrum lies to the left of some specified vertical line; that is, a closed-loop system with a prescribed degree of stability. This paper treats the extension of the alpha-shift to hereditary systems. As infinite dimensions, the shift can be accomplished by adding alpha times the identity to the open-loop semigroup generator and then solving an optimal regulator problem. However, this approach does not work with a new approximation scheme for hereditary control problems recently developed by Kappel and Salamon. Since this scheme is among the best to date for the numerical solution of the linear regulator problem for hereditary systems, an alternative method for shifting the closed-loop spectrum is needed. An alpha-shift technique that can be used with the Kappel-Salamon approximation scheme is developed. Both the continuous-time and discrete-time problems are considered. A numerical example which demonstrates the feasibility of the method is included.

Problem of two-level hierarchical minimax program control the final state of regional social and economic system with incomplete information

NASA Astrophysics Data System (ADS)

Shorikov, A. F.

2016-12-01

In this article we consider a discrete-time dynamical system consisting of a set a controllable objects (region and forming it municipalities). The dynamics each of these is described by the corresponding linear or nonlinear discrete-time recurrent vector relations and its control system consist from two levels: basic level (control level I) that is dominating level and auxiliary level (control level II) that is subordinate level. Both levels have different criterions of functioning and united by information and control connections which defined in advance. In this article we study the problem of optimization of guaranteed result for program control by the final state of regional social and economic system in the presence of risks vectors. For this problem we propose a mathematical model in the form of two-level hierarchical minimax program control problem of the final states of this system with incomplete information and the general scheme for its solving.

Design optimization of steel frames using an enhanced firefly algorithm

NASA Astrophysics Data System (ADS)

Carbas, Serdar

2016-12-01

Mathematical modelling of real-world-sized steel frames under the Load and Resistance Factor Design-American Institute of Steel Construction (LRFD-AISC) steel design code provisions, where the steel profiles for the members are selected from a table of steel sections, turns out to be a discrete nonlinear programming problem. Finding the optimum design of such design optimization problems using classical optimization techniques is difficult. Metaheuristic algorithms provide an alternative way of solving such problems. The firefly algorithm (FFA) belongs to the swarm intelligence group of metaheuristics. The standard FFA has the drawback of being caught up in local optima in large-sized steel frame design problems. This study attempts to enhance the performance of the FFA by suggesting two new expressions for the attractiveness and randomness parameters of the algorithm. Two real-world-sized design examples are designed by the enhanced FFA and its performance is compared with standard FFA as well as with particle swarm and cuckoo search algorithms.

Heuristic algorithms for the minmax regret flow-shop problem with interval processing times.

PubMed

Ćwik, Michał; Józefczyk, Jerzy

2018-01-01

An uncertain version of the permutation flow-shop with unlimited buffers and the makespan as a criterion is considered. The investigated parametric uncertainty is represented by given interval-valued processing times. The maximum regret is used for the evaluation of uncertainty. Consequently, the minmax regret discrete optimization problem is solved. Due to its high complexity, two relaxations are applied to simplify the optimization procedure. First of all, a greedy procedure is used for calculating the criterion's value, as such calculation is NP-hard problem itself. Moreover, the lower bound is used instead of solving the internal deterministic flow-shop. The constructive heuristic algorithm is applied for the relaxed optimization problem. The algorithm is compared with previously elaborated other heuristic algorithms basing on the evolutionary and the middle interval approaches. The conducted computational experiments showed the advantage of the constructive heuristic algorithm with regards to both the criterion and the time of computations. The Wilcoxon paired-rank statistical test confirmed this conclusion.

Set-Based Discrete Particle Swarm Optimization Based on Decomposition for Permutation-Based Multiobjective Combinatorial Optimization Problems.

PubMed

Yu, Xue; Chen, Wei-Neng; Gu, Tianlong; Zhang, Huaxiang; Yuan, Huaqiang; Kwong, Sam; Zhang, Jun

2018-07-01

This paper studies a specific class of multiobjective combinatorial optimization problems (MOCOPs), namely the permutation-based MOCOPs. Many commonly seen MOCOPs, e.g., multiobjective traveling salesman problem (MOTSP), multiobjective project scheduling problem (MOPSP), belong to this problem class and they can be very different. However, as the permutation-based MOCOPs share the inherent similarity that the structure of their search space is usually in the shape of a permutation tree, this paper proposes a generic multiobjective set-based particle swarm optimization methodology based on decomposition, termed MS-PSO/D. In order to coordinate with the property of permutation-based MOCOPs, MS-PSO/D utilizes an element-based representation and a constructive approach. Through this, feasible solutions under constraints can be generated step by step following the permutation-tree-shaped structure. And problem-related heuristic information is introduced in the constructive approach for efficiency. In order to address the multiobjective optimization issues, the decomposition strategy is employed, in which the problem is converted into multiple single-objective subproblems according to a set of weight vectors. Besides, a flexible mechanism for diversity control is provided in MS-PSO/D. Extensive experiments have been conducted to study MS-PSO/D on two permutation-based MOCOPs, namely the MOTSP and the MOPSP. Experimental results validate that the proposed methodology is promising.

Efficient model reduction of parametrized systems by matrix discrete empirical interpolation

NASA Astrophysics Data System (ADS)

Negri, Federico; Manzoni, Andrea; Amsallem, David

2015-12-01

In this work, we apply a Matrix version of the so-called Discrete Empirical Interpolation (MDEIM) for the efficient reduction of nonaffine parametrized systems arising from the discretization of linear partial differential equations. Dealing with affinely parametrized operators is crucial in order to enhance the online solution of reduced-order models (ROMs). However, in many cases such an affine decomposition is not readily available, and must be recovered through (often) intrusive procedures, such as the empirical interpolation method (EIM) and its discrete variant DEIM. In this paper we show that MDEIM represents a very efficient approach to deal with complex physical and geometrical parametrizations in a non-intrusive, efficient and purely algebraic way. We propose different strategies to combine MDEIM with a state approximation resulting either from a reduced basis greedy approach or Proper Orthogonal Decomposition. A posteriori error estimates accounting for the MDEIM error are also developed in the case of parametrized elliptic and parabolic equations. Finally, the capability of MDEIM to generate accurate and efficient ROMs is demonstrated on the solution of two computationally-intensive classes of problems occurring in engineering contexts, namely PDE-constrained shape optimization and parametrized coupled problems.

On the dynamic rounding-off in analogue and RF optimal circuit sizing

NASA Astrophysics Data System (ADS)

Kotti, Mouna; Fakhfakh, Mourad; Fino, Maria Helena

2014-04-01

Frequently used approaches to solve discrete multivariable optimisation problems consist of computing solutions using a continuous optimisation technique. Then, using heuristics, the variables are rounded-off to their nearest available discrete values to obtain a discrete solution. Indeed, in many engineering problems, and particularly in analogue circuit design, component values, such as the geometric dimensions of the transistors, the number of fingers in an integrated capacitor or the number of turns in an integrated inductor, cannot be chosen arbitrarily since they have to obey to some technology sizing constraints. However, rounding-off the variables values a posteriori and can lead to infeasible solutions (solutions that are located too close to the feasible solution frontier) or degradation of the obtained results (expulsion from the neighbourhood of a 'sharp' optimum) depending on how the added perturbation affects the solution. Discrete optimisation techniques, such as the dynamic rounding-off technique (DRO) are, therefore, needed to overcome the previously mentioned situation. In this paper, we deal with an improvement of the DRO technique. We propose a particle swarm optimisation (PSO)-based DRO technique, and we show, via some analog and RF-examples, the necessity to implement such a routine into continuous optimisation algorithms.

Optimal Iterative Task Scheduling for Parallel Simulations.

DTIC Science & Technology

1991-03-01

State University, Pullman, Washington. November 1976. 19. Grimaldi , Ralph P . Discrete and Combinatorial Mathematics. Addison-Wesley. June 1989. 20...2 4.8.1 Problem Description .. .. .. .. ... .. ... .... 4-25 4.8.2 Reasons for Level-Strate- p Failure. .. .. .. .. ... 4-26...f- I CA A* overview................................ C-1 C .2 Sample A* r......................... .... C-I C-3 Evaluation P

Genetic Networks and Anticipation of Gene Expression Patterns

NASA Astrophysics Data System (ADS)

Gebert, J.; Lätsch, M.; Pickl, S. W.; Radde, N.; Weber, G.-W.; Wünschiers, R.

2004-08-01

An interesting problem for computational biology is the analysis of time-series expression data. Here, the application of modern methods from dynamical systems, optimization theory, numerical algorithms and the utilization of implicit discrete information lead to a deeper understanding. In [1], we suggested to represent the behavior of time-series gene expression patterns by a system of ordinary differential equations, which we analytically and algorithmically investigated under the parametrical aspect of stability or instability. Our algorithm strongly exploited combinatorial information. In this paper, we deepen, extend and exemplify this study from the viewpoint of underlying mathematical modelling. This modelling consists in evaluating DNA-microarray measurements as the basis of anticipatory prediction, in the choice of a smooth model given by differential equations, in an approach of the right-hand side with parametric matrices, and in a discrete approximation which is a least squares optimization problem. We give a mathematical and biological discussion, and pay attention to the special case of a linear system, where the matrices do not depend on the state of expressions. Here, we present first numerical examples.

Genetic Algorithm Approaches for Actuator Placement

NASA Technical Reports Server (NTRS)

Crossley, William A.

2000-01-01

This research investigated genetic algorithm approaches for smart actuator placement to provide aircraft maneuverability without requiring hinged flaps or other control surfaces. The effort supported goals of the Multidisciplinary Design Optimization focus efforts in NASA's Aircraft au program. This work helped to properly identify various aspects of the genetic algorithm operators and parameters that allow for placement of discrete control actuators/effectors. An improved problem definition, including better definition of the objective function and constraints, resulted from this research effort. The work conducted for this research used a geometrically simple wing model; however, an increasing number of potential actuator placement locations were incorporated to illustrate the ability of the GA to determine promising actuator placement arrangements. This effort's major result is a useful genetic algorithm-based approach to assist in the discrete actuator/effector placement problem.

Optimization, Monotonicity and the Determination of Nash Equilibria — An Algorithmic Analysis

NASA Astrophysics Data System (ADS)

Lozovanu, D.; Pickl, S. W.; Weber, G.-W.

2004-08-01

This paper is concerned with the optimization of a nonlinear time-discrete model exploiting the special structure of the underlying cost game and the property of inverse matrices. The costs are interlinked by a system of linear inequalities. It is shown that, if the players cooperate, i.e., minimize the sum of all the costs, they achieve a Nash equilibrium. In order to determine Nash equilibria, the simplex method can be applied with respect to the dual problem. An introduction into the TEM model and its relationship to an economic Joint Implementation program is given. The equivalence problem is presented. The construction of the emission cost game and the allocation problem is explained. The assumption of inverse monotony for the matrices leads to a new result in the area of such allocation problems. A generalization of such problems is presented.

A linear programming approach to max-sum problem: a review.

PubMed

Werner, Tomás

2007-07-01

The max-sum labeling problem, defined as maximizing a sum of binary (i.e., pairwise) functions of discrete variables, is a general NP-hard optimization problem with many applications, such as computing the MAP configuration of a Markov random field. We review a not widely known approach to the problem, developed by Ukrainian researchers Schlesinger et al. in 1976, and show how it contributes to recent results, most importantly, those on the convex combination of trees and tree-reweighted max-product. In particular, we review Schlesinger et al.'s upper bound on the max-sum criterion, its minimization by equivalent transformations, its relation to the constraint satisfaction problem, the fact that this minimization is dual to a linear programming relaxation of the original problem, and the three kinds of consistency necessary for optimality of the upper bound. We revisit problems with Boolean variables and supermodular problems. We describe two algorithms for decreasing the upper bound. We present an example application for structural image analysis.

Global Optimal Trajectory in Chaos and NP-Hardness

NASA Astrophysics Data System (ADS)

Latorre, Vittorio; Gao, David Yang

This paper presents an unconventional theory and method for solving general nonlinear dynamical systems. Instead of the direct iterative methods, the discretized nonlinear system is first formulated as a global optimization problem via the least squares method. A newly developed canonical duality theory shows that this nonconvex minimization problem can be solved deterministically in polynomial time if a global optimality condition is satisfied. The so-called pseudo-chaos produced by linear iterative methods are mainly due to the intrinsic numerical error accumulations. Otherwise, the global optimization problem could be NP-hard and the nonlinear system can be really chaotic. A conjecture is proposed, which reveals the connection between chaos in nonlinear dynamics and NP-hardness in computer science. The methodology and the conjecture are verified by applications to the well-known logistic equation, a forced memristive circuit and the Lorenz system. Computational results show that the canonical duality theory can be used to identify chaotic systems and to obtain realistic global optimal solutions in nonlinear dynamical systems. The method and results presented in this paper should bring some new insights into nonlinear dynamical systems and NP-hardness in computational complexity theory.

Discrete adjoint of fractional step Navier-Stokes solver in generalized coordinates

NASA Astrophysics Data System (ADS)

Wang, Mengze; Mons, Vincent; Zaki, Tamer

2017-11-01

Optimization and control in transitional and turbulent flows require evaluation of gradients of the flow state with respect to the problem parameters. Using adjoint approaches, these high-dimensional gradients can be evaluated with a similar computational cost as the forward Navier-Stokes simulations. The adjoint algorithm can be obtained by discretizing the continuous adjoint Navier-Stokes equations or by deriving the adjoint to the discretized Navier-Stokes equations directly. The latter algorithm is necessary when the forward-adjoint relations must be satisfied to machine precision. In this work, our forward model is the fractional step solution to the Navier-Stokes equations in generalized coordinates, proposed by Rosenfeld, Kwak & Vinokur. We derive the corresponding discrete adjoint equations. We also demonstrate the accuracy of the combined forward-adjoint model, and its application to unsteady wall-bounded flows. This work has been partially funded by the Office of Naval Research (Grant N00014-16-1-2542).

Accurate interlaminar stress recovery from finite element analysis

NASA Technical Reports Server (NTRS)

Tessler, Alexander; Riggs, H. Ronald

1994-01-01

The accuracy and robustness of a two-dimensional smoothing methodology is examined for the problem of recovering accurate interlaminar shear stress distributions in laminated composite and sandwich plates. The smoothing methodology is based on a variational formulation which combines discrete least-squares and penalty-constraint functionals in a single variational form. The smoothing analysis utilizes optimal strains computed at discrete locations in a finite element analysis. These discrete strain data are smoothed with a smoothing element discretization, producing superior accuracy strains and their first gradients. The approach enables the resulting smooth strain field to be practically C1-continuous throughout the domain of smoothing, exhibiting superconvergent properties of the smoothed quantity. The continuous strain gradients are also obtained directly from the solution. The recovered strain gradients are subsequently employed in the integration o equilibrium equations to obtain accurate interlaminar shear stresses. The problem is a simply-supported rectangular plate under a doubly sinusoidal load. The problem has an exact analytic solution which serves as a measure of goodness of the recovered interlaminar shear stresses. The method has the versatility of being applicable to the analysis of rather general and complex structures built of distinct components and materials, such as found in aircraft design. For these types of structures, the smoothing is achieved with 'patches', each patch covering the domain in which the smoothed quantity is physically continuous.

Free-form Airfoil Shape Optimization Under Uncertainty Using Maximum Expected Value and Second-order Second-moment Strategies

NASA Technical Reports Server (NTRS)

Huyse, Luc; Bushnell, Dennis M. (Technical Monitor)

2001-01-01

Free-form shape optimization of airfoils poses unexpected difficulties. Practical experience has indicated that a deterministic optimization for discrete operating conditions can result in dramatically inferior performance when the actual operating conditions are different from the - somewhat arbitrary - design values used for the optimization. Extensions to multi-point optimization have proven unable to adequately remedy this problem of "localized optimization" near the sampled operating conditions. This paper presents an intrinsically statistical approach and demonstrates how the shortcomings of multi-point optimization with respect to "localized optimization" can be overcome. The practical examples also reveal how the relative likelihood of each of the operating conditions is automatically taken into consideration during the optimization process. This is a key advantage over the use of multipoint methods.

Unsteady Adjoint Approach for Design Optimization of Flapping Airfoils

NASA Technical Reports Server (NTRS)

Lee, Byung Joon; Liou, Meng-Sing

2012-01-01

This paper describes the work for optimizing the propulsive efficiency of flapping airfoils, i.e., improving the thrust under constraining aerodynamic work during the flapping flights by changing their shape and trajectory of motion with the unsteady discrete adjoint approach. For unsteady problems, it is essential to properly resolving time scales of motion under consideration and it must be compatible with the objective sought after. We include both the instantaneous and time-averaged (periodic) formulations in this study. For the design optimization with shape parameters or motion parameters, the time-averaged objective function is found to be more useful, while the instantaneous one is more suitable for flow control. The instantaneous objective function is operationally straightforward. On the other hand, the time-averaged objective function requires additional steps in the adjoint approach; the unsteady discrete adjoint equations for a periodic flow must be reformulated and the corresponding system of equations solved iteratively. We compare the design results from shape and trajectory optimizations and investigate the physical relevance of design variables to the flapping motion at on- and off-design conditions.

Search Parameter Optimization for Discrete, Bayesian, and Continuous Search Algorithms

DTIC Science & Technology

2017-09-01

NAVAL POSTGRADUATE SCHOOL MONTEREY, CALIFORNIA THESIS SEARCH PARAMETER OPTIMIZATION FOR DISCRETE , BAYESIAN, AND CONTINUOUS SEARCH ALGORITHMS by...to 09-22-2017 4. TITLE AND SUBTITLE SEARCH PARAMETER OPTIMIZATION FOR DISCRETE , BAYESIAN, AND CON- TINUOUS SEARCH ALGORITHMS 5. FUNDING NUMBERS 6...simple search and rescue acts to prosecuting aerial/surface/submersible targets on mission. This research looks at varying the known discrete and

Optimal harvesting for a predator-prey agent-based model using difference equations.

PubMed

Oremland, Matthew; Laubenbacher, Reinhard

2015-03-01

In this paper, a method known as Pareto optimization is applied in the solution of a multi-objective optimization problem. The system in question is an agent-based model (ABM) wherein global dynamics emerge from local interactions. A system of discrete mathematical equations is formulated in order to capture the dynamics of the ABM; while the original model is built up analytically from the rules of the model, the paper shows how minor changes to the ABM rule set can have a substantial effect on model dynamics. To address this issue, we introduce parameters into the equation model that track such changes. The equation model is amenable to mathematical theory—we show how stability analysis can be performed and validated using ABM data. We then reduce the equation model to a simpler version and implement changes to allow controls from the ABM to be tested using the equations. Cohen's weighted κ is proposed as a measure of similarity between the equation model and the ABM, particularly with respect to the optimization problem. The reduced equation model is used to solve a multi-objective optimization problem via a technique known as Pareto optimization, a heuristic evolutionary algorithm. Results show that the equation model is a good fit for ABM data; Pareto optimization provides a suite of solutions to the multi-objective optimization problem that can be implemented directly in the ABM.

Value Iteration Adaptive Dynamic Programming for Optimal Control of Discrete-Time Nonlinear Systems.

PubMed

Wei, Qinglai; Liu, Derong; Lin, Hanquan

2016-03-01

In this paper, a value iteration adaptive dynamic programming (ADP) algorithm is developed to solve infinite horizon undiscounted optimal control problems for discrete-time nonlinear systems. The present value iteration ADP algorithm permits an arbitrary positive semi-definite function to initialize the algorithm. A novel convergence analysis is developed to guarantee that the iterative value function converges to the optimal performance index function. Initialized by different initial functions, it is proven that the iterative value function will be monotonically nonincreasing, monotonically nondecreasing, or nonmonotonic and will converge to the optimum. In this paper, for the first time, the admissibility properties of the iterative control laws are developed for value iteration algorithms. It is emphasized that new termination criteria are established to guarantee the effectiveness of the iterative control laws. Neural networks are used to approximate the iterative value function and compute the iterative control law, respectively, for facilitating the implementation of the iterative ADP algorithm. Finally, two simulation examples are given to illustrate the performance of the present method.

The Optimization Based Dynamic and Cyclic Working Strategies for Rechargeable Wireless Sensor Networks with Multiple Base Stations and Wireless Energy Transfer Devices

PubMed Central

Ding, Xu; Han, Jianghong; Shi, Lei

2015-01-01

In this paper, the optimal working schemes for wireless sensor networks with multiple base stations and wireless energy transfer devices are proposed. The wireless energy transfer devices also work as data gatherers while charging sensor nodes. The wireless sensor network is firstly divided into sub networks according to the concept of Voronoi diagram. Then, the entire energy replenishing procedure is split into the pre-normal and normal energy replenishing stages. With the objective of maximizing the sojourn time ratio of the wireless energy transfer device, a continuous time optimization problem for the normal energy replenishing cycle is formed according to constraints with which sensor nodes and wireless energy transfer devices should comply. Later on, the continuous time optimization problem is reshaped into a discrete multi-phased optimization problem, which yields the identical optimality. After linearizing it, we obtain a linear programming problem that can be solved efficiently. The working strategies of both sensor nodes and wireless energy transfer devices in the pre-normal replenishing stage are also discussed in this paper. The intensive simulations exhibit the dynamic and cyclic working schemes for the entire energy replenishing procedure. Additionally, a way of eliminating “bottleneck” sensor nodes is also developed in this paper. PMID:25785305

The optimization based dynamic and cyclic working strategies for rechargeable wireless sensor networks with multiple base stations and wireless energy transfer devices.

PubMed

Ding, Xu; Han, Jianghong; Shi, Lei

2015-03-16

In this paper, the optimal working schemes for wireless sensor networks with multiple base stations and wireless energy transfer devices are proposed. The wireless energy transfer devices also work as data gatherers while charging sensor nodes. The wireless sensor network is firstly divided into sub networks according to the concept of Voronoi diagram. Then, the entire energy replenishing procedure is split into the pre-normal and normal energy replenishing stages. With the objective of maximizing the sojourn time ratio of the wireless energy transfer device, a continuous time optimization problem for the normal energy replenishing cycle is formed according to constraints with which sensor nodes and wireless energy transfer devices should comply. Later on, the continuous time optimization problem is reshaped into a discrete multi-phased optimization problem, which yields the identical optimality. After linearizing it, we obtain a linear programming problem that can be solved efficiently. The working strategies of both sensor nodes and wireless energy transfer devices in the pre-normal replenishing stage are also discussed in this paper. The intensive simulations exhibit the dynamic and cyclic working schemes for the entire energy replenishing procedure. Additionally, a way of eliminating "bottleneck" sensor nodes is also developed in this paper.

Direct SQP-methods for solving optimal control problems with delays

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

Goellmann, L.; Bueskens, C.; Maurer, H.

The maximum principle for optimal control problems with delays leads to a boundary value problem (BVP) which is retarded in the state and advanced in the costate function. Based on shooting techniques, solution methods for this type of BVP have been proposed. In recent years, direct optimization methods have been favored for solving control problems without delays. Direct methods approximate the control and the state over a fixed mesh and solve the resulting NLP-problem with SQP-methods. These methods dispense with the costate function and have shown to be robust and efficient. In this paper, we propose a direct SQP-method formore » retarded control problems. In contrast to conventional direct methods, only the control variable is approximated by e.g. spline-functions. The state is computed via a high order Runge-Kutta type algorithm and does not enter explicitly the NLP-problem through an equation. This approach reduces the number of optimization variables considerably and is implementable even on a PC. Our method is illustrated by the numerical solution of retarded control problems with constraints. In particular, we consider the control of a continuous stirred tank reactor which has been solved by dynamic programming. This example illustrates the robustness and efficiency of the proposed method. Open questions concerning sufficient conditions and convergence of discretized NLP-problems are discussed.« less

A new approach to approximating the linear quadratic optimal control law for hereditary systems with control delays

NASA Technical Reports Server (NTRS)

Milman, M. H.

1985-01-01

A factorization approach is presented for deriving approximations to the optimal feedback gain for the linear regulator-quadratic cost problem associated with time-varying functional differential equations with control delays. The approach is based on a discretization of the state penalty which leads to a simple structure for the feedback control law. General properties of the Volterra factors of Hilbert-Schmidt operators are then used to obtain convergence results for the feedback kernels.

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).

On the analytic and numeric optimisation of airplane trajectories under real atmospheric conditions

NASA Astrophysics Data System (ADS)

Gonzalo, J.; Domínguez, D.; López, D.

2014-12-01

From the beginning of aviation era, economic constraints have forced operators to continuously improve the planning of the flights. The revenue is proportional to the cost per flight and the airspace occupancy. Many methods, the first started in the middle of last century, have explore analytical, numerical and artificial intelligence resources to reach the optimal flight planning. In parallel, advances in meteorology and communications allow an almost real-time knowledge of the atmospheric conditions and a reliable, error-bounded forecast for the near future. Thus, apart from weather risks to be avoided, airplanes can dynamically adapt their trajectories to minimise their costs. International regulators are aware about these capabilities, so it is reasonable to envisage some changes to allow this dynamic planning negotiation to soon become operational. Moreover, current unmanned airplanes, very popular and often small, suffer the impact of winds and other weather conditions in form of dramatic changes in their performance. The present paper reviews analytic and numeric solutions for typical trajectory planning problems. Analytic methods are those trying to solve the problem using the Pontryagin principle, where influence parameters are added to state variables to form a split condition differential equation problem. The system can be solved numerically -indirect optimisation- or using parameterised functions -direct optimisation-. On the other hand, numerical methods are based on Bellman's dynamic programming (or Dijkstra algorithms), where the fact that two optimal trajectories can be concatenated to form a new optimal one if the joint point is demonstrated to belong to the final optimal solution. There is no a-priori conditions for the best method. Traditionally, analytic has been more employed for continuous problems whereas numeric for discrete ones. In the current problem, airplane behaviour is defined by continuous equations, while wind fields are given in a discrete grid at certain time intervals. The research demonstrates advantages and disadvantages of each method as well as performance figures of the solutions found for typical flight conditions under static and dynamic atmospheres. This provides significant parameters to be used in the selection of solvers for optimal trajectories.

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)

Randomly Sampled-Data Control Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Han, Kuoruey

1990-01-01

The purpose is to solve the Linear Quadratic Regulator (LQR) problem with random time sampling. Such a sampling scheme may arise from imperfect instrumentation as in the case of sampling jitter. It can also model the stochastic information exchange among decentralized controllers to name just a few. A practical suboptimal controller is proposed with the nice property of mean square stability. The proposed controller is suboptimal in the sense that the control structure is limited to be linear. Because of i. i. d. assumption, this does not seem unreasonable. Once the control structure is fixed, the stochastic discrete optimal control problem is transformed into an equivalent deterministic optimal control problem with dynamics described by the matrix difference equation. The N-horizon control problem is solved using the Lagrange's multiplier method. The infinite horizon control problem is formulated as a classical minimization problem. Assuming existence of solution to the minimization problem, the total system is shown to be mean square stable under certain observability conditions. Computer simulations are performed to illustrate these conditions.

A tradeoff between the losses caused by computer viruses and the risk of the manpower shortage

PubMed Central

Bi, Jichao; Yang, Lu-Xing; Wu, Yingbo; Tang, Yuan Yan

2018-01-01

This article addresses the tradeoff between the losses caused by a new virus and the size of the team for developing an antivirus against the virus. First, an individual-level virus spreading model is proposed to capture the spreading process of the virus before the appearance of its natural enemy. On this basis, the tradeoff problem is modeled as a discrete optimization problem. Next, the influences of different factors, including the infection force, the infection function, the available manpower, the alarm threshold, the antivirus development effort and the network topology, on the optimal team size are examined through computer simulations. This work takes the first step toward the tradeoff problem, and the findings are instructive to the decision makers of network security companies. PMID:29370222

A tradeoff between the losses caused by computer viruses and the risk of the manpower shortage.

PubMed

Bi, Jichao; Yang, Lu-Xing; Yang, Xiaofan; Wu, Yingbo; Tang, Yuan Yan

2018-01-01

This article addresses the tradeoff between the losses caused by a new virus and the size of the team for developing an antivirus against the virus. First, an individual-level virus spreading model is proposed to capture the spreading process of the virus before the appearance of its natural enemy. On this basis, the tradeoff problem is modeled as a discrete optimization problem. Next, the influences of different factors, including the infection force, the infection function, the available manpower, the alarm threshold, the antivirus development effort and the network topology, on the optimal team size are examined through computer simulations. This work takes the first step toward the tradeoff problem, and the findings are instructive to the decision makers of network security companies.

Variationally consistent discretization schemes and numerical algorithms for contact problems

NASA Astrophysics Data System (ADS)

Wohlmuth, Barbara

We consider variationally consistent discretization schemes for mechanical contact problems. Most of the results can also be applied to other variational inequalities, such as those for phase transition problems in porous media, for plasticity or for option pricing applications from finance. The starting point is to weakly incorporate the constraint into the setting and to reformulate the inequality in the displacement in terms of a saddle-point problem. Here, the Lagrange multiplier represents the surface forces, and the constraints are restricted to the boundary of the simulation domain. Having a uniform inf-sup bound, one can then establish optimal low-order a priori convergence rates for the discretization error in the primal and dual variables. In addition to the abstract framework of linear saddle-point theory, complementarity terms have to be taken into account. The resulting inequality system is solved by rewriting it equivalently by means of the non-linear complementarity function as a system of equations. Although it is not differentiable in the classical sense, semi-smooth Newton methods, yielding super-linear convergence rates, can be applied and easily implemented in terms of a primal-dual active set strategy. Quite often the solution of contact problems has a low regularity, and the efficiency of the approach can be improved by using adaptive refinement techniques. Different standard types, such as residual- and equilibrated-based a posteriori error estimators, can be designed based on the interpretation of the dual variable as Neumann boundary condition. For the fully dynamic setting it is of interest to apply energy-preserving time-integration schemes. However, the differential algebraic character of the system can result in high oscillations if standard methods are applied. A possible remedy is to modify the fully discretized system by a local redistribution of the mass. Numerical results in two and three dimensions illustrate the wide range of possible applications and show the performance of the space discretization scheme, non-linear solver, adaptive refinement process and time integration.

Adaptive critic designs for discrete-time zero-sum games with application to H(infinity) control.

PubMed

Al-Tamimi, Asma; Abu-Khalaf, Murad; Lewis, Frank L

2007-02-01

In this correspondence, adaptive critic approximate dynamic programming designs are derived to solve the discrete-time zero-sum game in which the state and action spaces are continuous. This results in a forward-in-time reinforcement learning algorithm that converges to the Nash equilibrium of the corresponding zero-sum game. The results in this correspondence can be thought of as a way to solve the Riccati equation of the well-known discrete-time H(infinity) optimal control problem forward in time. Two schemes are presented, namely: 1) a heuristic dynamic programming and 2) a dual-heuristic dynamic programming, to solve for the value function and the costate of the game, respectively. An H(infinity) autopilot design for an F-16 aircraft is presented to illustrate the results.

A hybrid neural learning algorithm using evolutionary learning and derivative free local search method.

PubMed

Ghosh, Ranadhir; Yearwood, John; Ghosh, Moumita; Bagirov, Adil

2006-06-01

In this paper we investigate a hybrid model based on the Discrete Gradient method and an evolutionary strategy for determining the weights in a feed forward artificial neural network. Also we discuss different variants for hybrid models using the Discrete Gradient method and an evolutionary strategy for determining the weights in a feed forward artificial neural network. The Discrete Gradient method has the advantage of being able to jump over many local minima and find very deep local minima. However, earlier research has shown that a good starting point for the discrete gradient method can improve the quality of the solution point. Evolutionary algorithms are best suited for global optimisation problems. Nevertheless they are cursed with longer training times and often unsuitable for real world application. For optimisation problems such as weight optimisation for ANNs in real world applications the dimensions are large and time complexity is critical. Hence the idea of a hybrid model can be a suitable option. In this paper we propose different fusion strategies for hybrid models combining the evolutionary strategy with the discrete gradient method to obtain an optimal solution much quicker. Three different fusion strategies are discussed: a linear hybrid model, an iterative hybrid model and a restricted local search hybrid model. Comparative results on a range of standard datasets are provided for different fusion hybrid models.

Three-dimensional geoelectric modelling with optimal work/accuracy rate using an adaptive wavelet algorithm

NASA Astrophysics Data System (ADS)

Plattner, A.; Maurer, H. R.; Vorloeper, J.; Dahmen, W.

2010-08-01

Despite the ever-increasing power of modern computers, realistic modelling of complex 3-D earth models is still a challenging task and requires substantial computing resources. The overwhelming majority of current geophysical modelling approaches includes either finite difference or non-adaptive finite element algorithms and variants thereof. These numerical methods usually require the subsurface to be discretized with a fine mesh to accurately capture the behaviour of the physical fields. However, this may result in excessive memory consumption and computing times. A common feature of most of these algorithms is that the modelled data discretizations are independent of the model complexity, which may be wasteful when there are only minor to moderate spatial variations in the subsurface parameters. Recent developments in the theory of adaptive numerical solvers have the potential to overcome this problem. Here, we consider an adaptive wavelet-based approach that is applicable to a large range of problems, also including nonlinear problems. In comparison with earlier applications of adaptive solvers to geophysical problems we employ here a new adaptive scheme whose core ingredients arose from a rigorous analysis of the overall asymptotically optimal computational complexity, including in particular, an optimal work/accuracy rate. Our adaptive wavelet algorithm offers several attractive features: (i) for a given subsurface model, it allows the forward modelling domain to be discretized with a quasi minimal number of degrees of freedom, (ii) sparsity of the associated system matrices is guaranteed, which makes the algorithm memory efficient and (iii) the modelling accuracy scales linearly with computing time. We have implemented the adaptive wavelet algorithm for solving 3-D geoelectric problems. To test its performance, numerical experiments were conducted with a series of conductivity models exhibiting varying degrees of structural complexity. Results were compared with a non-adaptive finite element algorithm, which incorporates an unstructured mesh to best-fitting subsurface boundaries. Such algorithms represent the current state-of-the-art in geoelectric modelling. An analysis of the numerical accuracy as a function of the number of degrees of freedom revealed that the adaptive wavelet algorithm outperforms the finite element solver for simple and moderately complex models, whereas the results become comparable for models with high spatial variability of electrical conductivities. The linear dependence of the modelling error and the computing time proved to be model-independent. This feature will allow very efficient computations using large-scale models as soon as our experimental code is optimized in terms of its implementation.

Computations of Aerodynamic Performance Databases Using Output-Based Refinement

NASA Technical Reports Server (NTRS)

Nemec, Marian; Aftosmis, Michael J.

2009-01-01

Objectives: Handle complex geometry problems; Control discretization errors via solution-adaptive mesh refinement; Focus on aerodynamic databases of parametric and optimization studies: 1. Accuracy: satisfy prescribed error bounds 2. Robustness and speed: may require over 105 mesh generations 3. Automation: avoid user supervision Obtain "expert meshes" independent of user skill; and Run every case adaptively in production settings.

Electron Beam Melting and Refining of Metals: Computational Modeling and Optimization

PubMed Central

Vutova, Katia; Donchev, Veliko

2013-01-01

Computational modeling offers an opportunity for a better understanding and investigation of thermal transfer mechanisms. It can be used for the optimization of the electron beam melting process and for obtaining new materials with improved characteristics that have many applications in the power industry, medicine, instrument engineering, electronics, etc. A time-dependent 3D axis-symmetrical heat model for simulation of thermal transfer in metal ingots solidified in a water-cooled crucible at electron beam melting and refining (EBMR) is developed. The model predicts the change in the temperature field in the casting ingot during the interaction of the beam with the material. A modified Pismen-Rekford numerical scheme to discretize the analytical model is developed. These equation systems, describing the thermal processes and main characteristics of the developed numerical method, are presented. In order to optimize the technological regimes, different criteria for better refinement and obtaining dendrite crystal structures are proposed. Analytical problems of mathematical optimization are formulated, discretized and heuristically solved by cluster methods. Using important for the practice simulation results, suggestions can be made for EBMR technology optimization. The proposed tool is important and useful for studying, control, optimization of EBMR process parameters and improving of the quality of the newly produced materials. PMID:28788351

About some types of constraints in problems of routing

NASA Astrophysics Data System (ADS)

Petunin, A. A.; Polishuk, E. G.; Chentsov, A. G.; Chentsov, P. A.; Ukolov, S. S.

2016-12-01

Many routing problems arising in different applications can be interpreted as a discrete optimization problem with additional constraints. The latter include generalized travelling salesman problem (GTSP), to which task of tool routing for CNC thermal cutting machines is sometimes reduced. Technological requirements bound to thermal fields distribution during cutting process are of great importance when developing algorithms for this task solution. These requirements give rise to some specific constraints for GTSP. This paper provides a mathematical formulation for the problem of thermal fields calculating during metal sheet thermal cutting. Corresponding algorithm with its programmatic implementation is considered. The mathematical model allowing taking such constraints into account considering other routing problems is discussed either.

Minimizing distortion and internal forces in truss structures by simulated annealing

NASA Technical Reports Server (NTRS)

Kincaid, Rex K.; Padula, Sharon L.

1990-01-01

Inaccuracies in the length of members and the diameters of joints of large space structures may produce unacceptable levels of surface distortion and internal forces. Here, two discrete optimization problems are formulated, one to minimize surface distortion (DSQRMS) and the other to minimize internal forces (FSQRMS). Both of these problems are based on the influence matrices generated by a small-deformation linear analysis. Good solutions are obtained for DSQRMS and FSQRMS through the use of a simulated annealing heuristic.

Introduction to Numerical Methods

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

Schoonover, Joseph A.

2016-06-14

These are slides for a lecture for the Parallel Computing Summer Research Internship at the National Security Education Center. This gives an introduction to numerical methods. Repetitive algorithms are used to obtain approximate solutions to mathematical problems, using sorting, searching, root finding, optimization, interpolation, extrapolation, least squares regresion, Eigenvalue problems, ordinary differential equations, and partial differential equations. Many equations are shown. Discretizations allow us to approximate solutions to mathematical models of physical systems using a repetitive algorithm and introduce errors that can lead to numerical instabilities if we are not careful.

Asynchronous State Estimation for Discrete-Time Switched Complex Networks With Communication Constraints.

PubMed

Zhang, Dan; Wang, Qing-Guo; Srinivasan, Dipti; Li, Hongyi; Yu, Li

2018-05-01

This paper is concerned with the asynchronous state estimation for a class of discrete-time switched complex networks with communication constraints. An asynchronous estimator is designed to overcome the difficulty that each node cannot access to the topology/coupling information. Also, the event-based communication, signal quantization, and the random packet dropout problems are studied due to the limited communication resource. With the help of switched system theory and by resorting to some stochastic system analysis method, a sufficient condition is proposed to guarantee the exponential stability of estimation error system in the mean-square sense and a prescribed performance level is also ensured. The characterization of the desired estimator gains is derived in terms of the solution to a convex optimization problem. Finally, the effectiveness of the proposed design approach is demonstrated by a simulation example.

Guaranteed Discrete Energy Optimization on Large Protein Design Problems.

PubMed

Simoncini, David; Allouche, David; de Givry, Simon; Delmas, Céline; Barbe, Sophie; Schiex, Thomas

2015-12-08

In Computational Protein Design (CPD), assuming a rigid backbone and amino-acid rotamer library, the problem of finding a sequence with an optimal conformation is NP-hard. In this paper, using Dunbrack's rotamer library and Talaris2014 decomposable energy function, we use an exact deterministic method combining branch and bound, arc consistency, and tree-decomposition to provenly identify the global minimum energy sequence-conformation on full-redesign problems, defining search spaces of size up to 10(234). This is achieved on a single core of a standard computing server, requiring a maximum of 66GB RAM. A variant of the algorithm is able to exhaustively enumerate all sequence-conformations within an energy threshold of the optimum. These proven optimal solutions are then used to evaluate the frequencies and amplitudes, in energy and sequence, at which an existing CPD-dedicated simulated annealing implementation may miss the optimum on these full redesign problems. The probability of finding an optimum drops close to 0 very quickly. In the worst case, despite 1,000 repeats, the annealing algorithm remained more than 1 Rosetta unit away from the optimum, leading to design sequences that could differ from the optimal sequence by more than 30% of their amino acids.

First-Order System Least Squares for the Stokes Equations, with Application to Linear Elasticity

NASA Technical Reports Server (NTRS)

Cai, Z.; Manteuffel, T. A.; McCormick, S. F.

1996-01-01

Following our earlier work on general second-order scalar equations, here we develop a least-squares functional for the two- and three-dimensional Stokes equations, generalized slightly by allowing a pressure term in the continuity equation. By introducing a velocity flux variable and associated curl and trace equations, we are able to establish ellipticity in an H(exp 1) product norm appropriately weighted by the Reynolds number. This immediately yields optimal discretization error estimates for finite element spaces in this norm and optimal algebraic convergence estimates for multiplicative and additive multigrid methods applied to the resulting discrete systems. Both estimates are uniform in the Reynolds number. Moreover, our pressure-perturbed form of the generalized Stokes equations allows us to develop an analogous result for the Dirichlet problem for linear elasticity with estimates that are uniform in the Lame constants.

Active vibration mitigation of distributed parameter, smart-type structures using Pseudo-Feedback Optimal Control (PFOC)

NASA Technical Reports Server (NTRS)

Patten, W. N.; Robertshaw, H. H.; Pierpont, D.; Wynn, R. H.

1989-01-01

A new, near-optimal feedback control technique is introduced that is shown to provide excellent vibration attenuation for those distributed parameter systems that are often encountered in the areas of aeroservoelasticity and large space systems. The technique relies on a novel solution methodology for the classical optimal control problem. Specifically, the quadratic regulator control problem for a flexible vibrating structure is first cast in a weak functional form that admits an approximate solution. The necessary conditions (first-order) are then solved via a time finite-element method. The procedure produces a low dimensional, algebraic parameterization of the optimal control problem that provides a rigorous basis for a discrete controller with a first-order like hold output. Simulation has shown that the algorithm can successfully control a wide variety of plant forms including multi-input/multi-output systems and systems exhibiting significant nonlinearities. In order to firmly establish the efficacy of the algorithm, a laboratory control experiment was implemented to provide planar (bending) vibration attenuation of a highly flexible beam (with a first clamped-free mode of approximately 0.5 Hz).

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.

Image compression system and method having optimized quantization tables

NASA Technical Reports Server (NTRS)

Ratnakar, Viresh (Inventor); Livny, Miron (Inventor)

1998-01-01

A digital image compression preprocessor for use in a discrete cosine transform-based digital image compression device is provided. The preprocessor includes a gathering mechanism for determining discrete cosine transform statistics from input digital image data. A computing mechanism is operatively coupled to the gathering mechanism to calculate a image distortion array and a rate of image compression array based upon the discrete cosine transform statistics for each possible quantization value. A dynamic programming mechanism is operatively coupled to the computing mechanism to optimize the rate of image compression array against the image distortion array such that a rate-distortion-optimal quantization table is derived. In addition, a discrete cosine transform-based digital image compression device and a discrete cosine transform-based digital image compression and decompression system are provided. Also, a method for generating a rate-distortion-optimal quantization table, using discrete cosine transform-based digital image compression, and operating a discrete cosine transform-based digital image compression and decompression system are provided.

Problem of two-level hierarchical minimax program control the final state of regional social and economic system in the presence of risks

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

Shorikov, A. F., E-mail: afshorikov@mail.ru

This article discusses a discrete-time dynamical system consisting of a set a controllable objects (region and forming it municipalities). The dynamics each of these is described by the corresponding vector nonlinear discrete-time recurrent vector equations and its control system consist from two levels: basic (control level I) that is dominating and subordinate level (control level II). Both levels have different criterions of functioning and united a priori by determined informational and control connections defined in advance. In this paper we study the problem of optimization of guaranteed result for program control by the final state of regional social and economicmore » system in the presence of risks. For this problem we proposed in this work an economical and mathematical model of two-level hierarchical minimax program control the final state of regional social and economic system in the presence of risks and the general scheme for its solving.« less

A discrete mechanics approach to dislocation dynamics in BCC crystals

NASA Astrophysics Data System (ADS)

Ramasubramaniam, A.; Ariza, M. P.; Ortiz, M.

2007-03-01

A discrete mechanics approach to modeling the dynamics of dislocations in BCC single crystals is presented. Ideas are borrowed from discrete differential calculus and algebraic topology and suitably adapted to crystal lattices. In particular, the extension of a crystal lattice to a CW complex allows for convenient manipulation of forms and fields defined over the crystal. Dislocations are treated within the theory as energy-minimizing structures that lead to locally lattice-invariant but globally incompatible eigendeformations. The discrete nature of the theory eliminates the need for regularization of the core singularity and inherently allows for dislocation reactions and complicated topological transitions. The quantization of slip to integer multiples of the Burgers' vector leads to a large integer optimization problem. A novel approach to solving this NP-hard problem based on considerations of metastability is proposed. A numerical example that applies the method to study the emanation of dislocation loops from a point source of dilatation in a large BCC crystal is presented. The structure and energetics of BCC screw dislocation cores, as obtained via the present formulation, are also considered and shown to be in good agreement with available atomistic studies. The method thus provides a realistic avenue for mesoscale simulations of dislocation based crystal plasticity with fully atomistic resolution.

Stochastic optimization model for order acceptance with multiple demand classes and uncertain demand/supply

NASA Astrophysics Data System (ADS)

Yang, Wen; Fung, Richard Y. K.

2014-06-01

This article considers an order acceptance problem in a make-to-stock manufacturing system with multiple demand classes in a finite time horizon. Demands in different periods are random variables and are independent of one another, and replenishments of inventory deviate from the scheduled quantities. The objective of this work is to maximize the expected net profit over the planning horizon by deciding the fraction of the demand that is going to be fulfilled. This article presents a stochastic order acceptance optimization model and analyses the existence of the optimal promising policies. An example of a discrete problem is used to illustrate the policies by applying the dynamic programming method. In order to solve the continuous problems, a heuristic algorithm based on stochastic approximation (HASA) is developed. Finally, the computational results of a case example illustrate the effectiveness and efficiency of the HASA approach, and make the application of the proposed model readily acceptable.

Development of an adaptive hp-version finite element method for computational optimal control

NASA Technical Reports Server (NTRS)

Hodges, Dewey H.; Warner, Michael S.

1994-01-01

In this research effort, the usefulness of hp-version finite elements and adaptive solution-refinement techniques in generating numerical solutions to optimal control problems has been investigated. Under NAG-939, a general FORTRAN code was developed which approximated solutions to optimal control problems with control constraints and state constraints. Within that methodology, to get high-order accuracy in solutions, the finite element mesh would have to be refined repeatedly through bisection of the entire mesh in a given phase. In the current research effort, the order of the shape functions in each element has been made a variable, giving more flexibility in error reduction and smoothing. Similarly, individual elements can each be subdivided into many pieces, depending on the local error indicator, while other parts of the mesh remain coarsely discretized. The problem remains to reduce and smooth the error while still keeping computational effort reasonable enough to calculate time histories in a short enough time for on-board applications.

Stability of discrete time recurrent neural networks and nonlinear optimization problems.

PubMed

Singh, Jayant; Barabanov, Nikita

2016-02-01

We consider the method of Reduction of Dissipativity Domain to prove global Lyapunov stability of Discrete Time Recurrent Neural Networks. The standard and advanced criteria for Absolute Stability of these essentially nonlinear systems produce rather weak results. The method mentioned above is proved to be more powerful. It involves a multi-step procedure with maximization of special nonconvex functions over polytopes on every step. We derive conditions which guarantee an existence of at most one point of local maximum for such functions over every hyperplane. This nontrivial result is valid for wide range of neuron transfer functions. Copyright © 2015 Elsevier Ltd. All rights reserved.

Optimal network modification for spectral radius dependent phase transitions

NASA Astrophysics Data System (ADS)

Rosen, Yonatan; Kirsch, Lior; Louzoun, Yoram

2016-09-01

The dynamics of contact processes on networks is often determined by the spectral radius of the networks adjacency matrices. A decrease of the spectral radius can prevent the outbreak of an epidemic, or impact the synchronization among systems of coupled oscillators. The spectral radius is thus tightly linked to network dynamics and function. As such, finding the minimal change in network structure necessary to reach the intended spectral radius is important theoretically and practically. Given contemporary big data resources such as large scale communication or social networks, this problem should be solved with a low runtime complexity. We introduce a novel method for the minimal decrease in weights of edges required to reach a given spectral radius. The problem is formulated as a convex optimization problem, where a global optimum is guaranteed. The method can be easily adjusted to an efficient discrete removal of edges. We introduce a variant of the method which finds optimal decrease with a focus on weights of vertices. The proposed algorithm is exceptionally scalable, solving the problem for real networks of tens of millions of edges in a short time.

AP-Cloud: Adaptive particle-in-cloud method for optimal solutions to Vlasov–Poisson equation

DOE PAGES

Wang, Xingyu; Samulyak, Roman; Jiao, Xiangmin; ...

2016-04-19

We propose a new adaptive Particle-in-Cloud (AP-Cloud) method for obtaining optimal numerical solutions to the Vlasov–Poisson equation. Unlike the traditional particle-in-cell (PIC) method, which is commonly used for solving this problem, the AP-Cloud adaptively selects computational nodes or particles to deliver higher accuracy and efficiency when the particle distribution is highly non-uniform. Unlike other adaptive techniques for PIC, our method balances the errors in PDE discretization and Monte Carlo integration, and discretizes the differential operators using a generalized finite difference (GFD) method based on a weighted least square formulation. As a result, AP-Cloud is independent of the geometric shapes ofmore » computational domains and is free of artificial parameters. Efficient and robust implementation is achieved through an octree data structure with 2:1 balance. We analyze the accuracy and convergence order of AP-Cloud theoretically, and verify the method using an electrostatic problem of a particle beam with halo. Here, simulation results show that the AP-Cloud method is substantially more accurate and faster than the traditional PIC, and it is free of artificial forces that are typical for some adaptive PIC techniques.« less

AP-Cloud: Adaptive Particle-in-Cloud method for optimal solutions to Vlasov–Poisson equation

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

Wang, Xingyu; Samulyak, Roman, E-mail: roman.samulyak@stonybrook.edu; Computational Science Initiative, Brookhaven National Laboratory, Upton, NY 11973

We propose a new adaptive Particle-in-Cloud (AP-Cloud) method for obtaining optimal numerical solutions to the Vlasov–Poisson equation. Unlike the traditional particle-in-cell (PIC) method, which is commonly used for solving this problem, the AP-Cloud adaptively selects computational nodes or particles to deliver higher accuracy and efficiency when the particle distribution is highly non-uniform. Unlike other adaptive techniques for PIC, our method balances the errors in PDE discretization and Monte Carlo integration, and discretizes the differential operators using a generalized finite difference (GFD) method based on a weighted least square formulation. As a result, AP-Cloud is independent of the geometric shapes ofmore » computational domains and is free of artificial parameters. Efficient and robust implementation is achieved through an octree data structure with 2:1 balance. We analyze the accuracy and convergence order of AP-Cloud theoretically, and verify the method using an electrostatic problem of a particle beam with halo. Simulation results show that the AP-Cloud method is substantially more accurate and faster than the traditional PIC, and it is free of artificial forces that are typical for some adaptive PIC techniques.« less

AP-Cloud: Adaptive particle-in-cloud method for optimal solutions to Vlasov–Poisson equation

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

Wang, Xingyu; Samulyak, Roman; Jiao, Xiangmin

We propose a new adaptive Particle-in-Cloud (AP-Cloud) method for obtaining optimal numerical solutions to the Vlasov–Poisson equation. Unlike the traditional particle-in-cell (PIC) method, which is commonly used for solving this problem, the AP-Cloud adaptively selects computational nodes or particles to deliver higher accuracy and efficiency when the particle distribution is highly non-uniform. Unlike other adaptive techniques for PIC, our method balances the errors in PDE discretization and Monte Carlo integration, and discretizes the differential operators using a generalized finite difference (GFD) method based on a weighted least square formulation. As a result, AP-Cloud is independent of the geometric shapes ofmore » computational domains and is free of artificial parameters. Efficient and robust implementation is achieved through an octree data structure with 2:1 balance. We analyze the accuracy and convergence order of AP-Cloud theoretically, and verify the method using an electrostatic problem of a particle beam with halo. Here, simulation results show that the AP-Cloud method is substantially more accurate and faster than the traditional PIC, and it is free of artificial forces that are typical for some adaptive PIC techniques.« less

Are strategies in physics discrete? A remote controlled investigation

NASA Astrophysics Data System (ADS)

Heck, Robert; Sherson, Jacob F.; www. scienceathome. org Team; players Team

2017-04-01

In science, strategies are formulated based on observations, calculations, or physical insight. For any given physical process, often several distinct strategies are identified. Are these truly distinct or simply low dimensional representations of a high dimensional continuum of solutions? Our online citizen science platform www.scienceathome.org used by more than 150,000 people recently enabled finding solutions to fast, 1D single atom transport [Nature2016]. Surprisingly, player trajectories bunched into discrete solution strategies (clans) yielding clear, distinct physical insight. Introducing the multi-dimensional vector in the direction of other local maxima we locate narrow, high-yield ``bridges'' connecting the clans. This demonstrates for this problem that a continuum of solutions with no clear physical interpretation does in fact exist. Next, four distinct strategies for creating Bose-Einstein condensates were investigated experimentally: hybrid and crossed dipole trap configurations in combination with either large volume or dimple loading from a magnetic trap. We find that although each conventional strategy appears locally optimal, ``bridges'' can be identified. In a novel approach, the problem was gamified allowing 750 citizen scientists to contribute to the experimental optimization yielding nearly a factor two improvement in atom number.

Generalized fictitious methods for fluid-structure interactions: Analysis and simulations

NASA Astrophysics Data System (ADS)

Yu, Yue; Baek, Hyoungsu; Karniadakis, George Em

2013-07-01

We present a new fictitious pressure method for fluid-structure interaction (FSI) problems in incompressible flow by generalizing the fictitious mass and damping methods we published previously in [1]. The fictitious pressure method involves modification of the fluid solver whereas the fictitious mass and damping methods modify the structure solver. We analyze all fictitious methods for simplified problems and obtain explicit expressions for the optimal reduction factor (convergence rate index) at the FSI interface [2]. This analysis also demonstrates an apparent similarity of fictitious methods to the FSI approach based on Robin boundary conditions, which have been found to be very effective in FSI problems. We implement all methods, including the semi-implicit Robin based coupling method, in the context of spectral element discretization, which is more sensitive to temporal instabilities than low-order methods. However, the methods we present here are simple and general, and hence applicable to FSI based on any other spatial discretization. In numerical tests, we verify the selection of optimal values for the fictitious parameters for simplified problems and for vortex-induced vibrations (VIV) even at zero mass ratio ("for-ever-resonance"). We also develop an empirical a posteriori analysis for complex geometries and apply it to 3D patient-specific flexible brain arteries with aneurysms for very large deformations. We demonstrate that the fictitious pressure method enhances stability and convergence, and is comparable or better in most cases to the Robin approach or the other fictitious methods.

Results of an integrated structure/control law design sensitivity analysis

NASA Technical Reports Server (NTRS)

Gilbert, Michael G.

1989-01-01

A design sensitivity analysis method for Linear Quadratic Cost, Gaussian (LQG) optimal control laws, which predicts change in the optimal control law due to changes in fixed problem parameters using analytical sensitivity equations is discussed. Numerical results of a design sensitivity analysis for a realistic aeroservoelastic aircraft example are presented. In this example, the sensitivity of the optimally controlled aircraft's response to various problem formulation and physical aircraft parameters is determined. These results are used to predict the aircraft's new optimally controlled response if the parameter was to have some other nominal value during the control law design process. The sensitivity results are validated by recomputing the optimal control law for discrete variations in parameters, computing the new actual aircraft response, and comparing with the predicted response. These results show an improvement in sensitivity accuracy for integrated design purposes over methods which do not include changes in the optimal control law. Use of the analytical LQG sensitivity expressions is also shown to be more efficient than finite difference methods for the computation of the equivalent sensitivity information.

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.

Permutation flow-shop scheduling problem to optimize a quadratic objective function

NASA Astrophysics Data System (ADS)

Ren, Tao; Zhao, Peng; Zhang, Da; Liu, Bingqian; Yuan, Huawei; Bai, Danyu

2017-09-01

A flow-shop scheduling model enables appropriate sequencing for each job and for processing on a set of machines in compliance with identical processing orders. The objective is to achieve a feasible schedule for optimizing a given criterion. Permutation is a special setting of the model in which the processing order of the jobs on the machines is identical for each subsequent step of processing. This article addresses the permutation flow-shop scheduling problem to minimize the criterion of total weighted quadratic completion time. With a probability hypothesis, the asymptotic optimality of the weighted shortest processing time schedule under a consistency condition (WSPT-CC) is proven for sufficiently large-scale problems. However, the worst case performance ratio of the WSPT-CC schedule is the square of the number of machines in certain situations. A discrete differential evolution algorithm, where a new crossover method with multiple-point insertion is used to improve the final outcome, is presented to obtain high-quality solutions for moderate-scale problems. A sequence-independent lower bound is designed for pruning in a branch-and-bound algorithm for small-scale problems. A set of random experiments demonstrates the performance of the lower bound and the effectiveness of the proposed algorithms.

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

Topology optimization for design of segmented permanent magnet arrays with ferromagnetic materials

NASA Astrophysics Data System (ADS)

Lee, Jaewook; Yoon, Minho; Nomura, Tsuyoshi; Dede, Ercan M.

2018-03-01

This paper presents multi-material topology optimization for the co-design of permanent magnet segments and iron material. Specifically, a co-design methodology is proposed to find an optimal border of permanent magnet segments, a pattern of magnetization directions, and an iron shape. A material interpolation scheme is proposed for material property representation among air, permanent magnet, and iron materials. In this scheme, the permanent magnet strength and permeability are controlled by density design variables, and permanent magnet magnetization directions are controlled by angle design variables. In addition, a scheme to penalize intermediate magnetization direction is proposed to achieve segmented permanent magnet arrays with discrete magnetization directions. In this scheme, permanent magnet strength is controlled depending on magnetization direction, and consequently the final permanent magnet design converges into permanent magnet segments having target discrete directions. To validate the effectiveness of the proposed approach, three design examples are provided. The examples include the design of a dipole Halbach cylinder, magnetic system with arbitrarily-shaped cavity, and multi-objective problem resembling a magnetic refrigeration device.

The arbitrary order mixed mimetic finite difference method for the diffusion equation

DOE PAGES

Gyrya, Vitaliy; Lipnikov, Konstantin; Manzini, Gianmarco

2016-05-01

Here, we propose an arbitrary-order accurate mimetic finite difference (MFD) method for the approximation of diffusion problems in mixed form on unstructured polygonal and polyhedral meshes. As usual in the mimetic numerical technology, the method satisfies local consistency and stability conditions, which determines the accuracy and the well-posedness of the resulting approximation. The method also requires the definition of a high-order discrete divergence operator that is the discrete analog of the divergence operator and is acting on the degrees of freedom. The new family of mimetic methods is proved theoretically to be convergent and optimal error estimates for flux andmore » scalar variable are derived from the convergence analysis. A numerical experiment confirms the high-order accuracy of the method in solving diffusion problems with variable diffusion tensor. It is worth mentioning that the approximation of the scalar variable presents a superconvergence effect.« less

Optimal estimation for discrete time jump processes

NASA Technical Reports Server (NTRS)

Vaca, M. V.; Tretter, S. A.

1977-01-01

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are obtained. The approach is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. A general representation for optimum estimates and recursive equations for minimum mean squared error (MMSE) estimates are obtained. MMSE estimates are nonlinear functions of the observations. The problem of estimating the rate of a DTJP when the rate is a random variable with a probability density function of the form cx super K (l-x) super m and show that the MMSE estimates are linear in this case. This class of density functions explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Optimal estimation for discrete time jump processes

NASA Technical Reports Server (NTRS)

Vaca, M. V.; Tretter, S. A.

1978-01-01

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Ultra-fast consensus of discrete-time multi-agent systems with multi-step predictive output feedback

NASA Astrophysics Data System (ADS)

Zhang, Wenle; Liu, Jianchang

2016-04-01

This article addresses the ultra-fast consensus problem of high-order discrete-time multi-agent systems based on a unified consensus framework. A novel multi-step predictive output mechanism is proposed under a directed communication topology containing a spanning tree. By predicting the outputs of a network several steps ahead and adding this information into the consensus protocol, it is shown that the asymptotic convergence factor is improved by a power of q + 1 compared to the routine consensus. The difficult problem of selecting the optimal control gain is solved well by introducing a variable called convergence step. In addition, the ultra-fast formation achievement is studied on the basis of this new consensus protocol. Finally, the ultra-fast consensus with respect to a reference model and robust consensus is discussed. Some simulations are performed to illustrate the effectiveness of the theoretical results.

Graph Laplacian Regularization for Image Denoising: Analysis in the Continuous Domain.

PubMed

Pang, Jiahao; Cheung, Gene

2017-04-01

Inverse imaging problems are inherently underdetermined, and hence, it is important to employ appropriate image priors for regularization. One recent popular prior-the graph Laplacian regularizer-assumes that the target pixel patch is smooth with respect to an appropriately chosen graph. However, the mechanisms and implications of imposing the graph Laplacian regularizer on the original inverse problem are not well understood. To address this problem, in this paper, we interpret neighborhood graphs of pixel patches as discrete counterparts of Riemannian manifolds and perform analysis in the continuous domain, providing insights into several fundamental aspects of graph Laplacian regularization for image denoising. Specifically, we first show the convergence of the graph Laplacian regularizer to a continuous-domain functional, integrating a norm measured in a locally adaptive metric space. Focusing on image denoising, we derive an optimal metric space assuming non-local self-similarity of pixel patches, leading to an optimal graph Laplacian regularizer for denoising in the discrete domain. We then interpret graph Laplacian regularization as an anisotropic diffusion scheme to explain its behavior during iterations, e.g., its tendency to promote piecewise smooth signals under certain settings. To verify our analysis, an iterative image denoising algorithm is developed. Experimental results show that our algorithm performs competitively with state-of-the-art denoising methods, such as BM3D for natural images, and outperforms them significantly for piecewise smooth images.

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

None, None

The Second SIAM Conference on Computational Science and Engineering was held in San Diego from February 10-12, 2003. Total conference attendance was 553. This is a 23% increase in attendance over the first conference. The focus of this conference was to draw attention to the tremendous range of major computational efforts on large problems in science and engineering, to promote the interdisciplinary culture required to meet these large-scale challenges, and to encourage the training of the next generation of computational scientists. Computational Science & Engineering (CS&E) is now widely accepted, along with theory and experiment, as a crucial third modemore » of scientific investigation and engineering design. Aerospace, automotive, biological, chemical, semiconductor, and other industrial sectors now rely on simulation for technical decision support. For federal agencies also, CS&E has become an essential support for decisions on resources, transportation, and defense. CS&E is, by nature, interdisciplinary. It grows out of physical applications and it depends on computer architecture, but at its heart are powerful numerical algorithms and sophisticated computer science techniques. From an applied mathematics perspective, much of CS&E has involved analysis, but the future surely includes optimization and design, especially in the presence of uncertainty. Another mathematical frontier is the assimilation of very large data sets through such techniques as adaptive multi-resolution, automated feature search, and low-dimensional parameterization. The themes of the 2003 conference included, but were not limited to: Advanced Discretization Methods; Computational Biology and Bioinformatics; Computational Chemistry and Chemical Engineering; Computational Earth and Atmospheric Sciences; Computational Electromagnetics; Computational Fluid Dynamics; Computational Medicine and Bioengineering; Computational Physics and Astrophysics; Computational Solid Mechanics and Materials; CS&E Education; Meshing and Adaptivity; Multiscale and Multiphysics Problems; Numerical Algorithms for CS&E; Discrete and Combinatorial Algorithms for CS&E; Inverse Problems; Optimal Design, Optimal Control, and Inverse Problems; Parallel and Distributed Computing; Problem-Solving Environments; Software and Wddleware Systems; Uncertainty Estimation and Sensitivity Analysis; and Visualization and Computer Graphics.« less

Control theory based airfoil design using the Euler equations

NASA Technical Reports Server (NTRS)

Jameson, Antony; Reuther, James

1994-01-01

This paper describes the implementation of optimization techniques based on control theory for airfoil design. In our previous work it was shown that control theory could be employed to devise effective optimization procedures for two-dimensional profiles by using the potential flow equation with either a conformal mapping or a general coordinate system. The goal of our present work is to extend the development to treat the Euler equations in two-dimensions by procedures that can readily be generalized to treat complex shapes in three-dimensions. Therefore, we have developed methods which can address airfoil design through either an analytic mapping or an arbitrary grid perturbation method applied to a finite volume discretization of the Euler equations. Here the control law serves to provide computationally inexpensive gradient information to a standard numerical optimization method. Results are presented for both the inverse problem and drag minimization problem.

Power-limited low-thrust trajectory optimization with operation point detection

NASA Astrophysics Data System (ADS)

Chi, Zhemin; Li, Haiyang; Jiang, Fanghua; Li, Junfeng

2018-06-01

The power-limited solar electric propulsion system is considered more practical in mission design. An accurate mathematical model of the propulsion system, based on experimental data of the power generation system, is used in this paper. An indirect method is used to deal with the time-optimal and fuel-optimal control problems, in which the solar electric propulsion system is described using a finite number of operation points, which are characterized by different pairs of thruster input power. In order to guarantee the integral accuracy for the discrete power-limited problem, a power operation detection technique is embedded in the fourth-order Runge-Kutta algorithm with fixed step. Moreover, the logarithmic homotopy method and normalization technique are employed to overcome the difficulties caused by using indirect methods. Three numerical simulations with actual propulsion systems are given to substantiate the feasibility and efficiency of the proposed method.

On the optimization of discrete structures with aeroelastic constraints

NASA Technical Reports Server (NTRS)

Mcintosh, S. C., Jr.; Ashley, H.

1978-01-01

The paper deals with the problem of dynamic structural optimization where constraints relating to flutter of a wing (or other dynamic aeroelastic performance) are imposed along with conditions of a more conventional nature such as those relating to stress under load, deflection, minimum dimensions of structural elements, etc. The discussion is limited to a flutter problem for a linear system with a finite number of degrees of freedom and a single constraint involving aeroelastic stability, and the structure motion is assumed to be a simple harmonic time function. Three search schemes are applied to the minimum-weight redesign of a particular wing: the first scheme relies on the method of feasible directions, while the other two are derived from necessary conditions for a local optimum so that they can be referred to as optimality-criteria schemes. The results suggest that a heuristic redesign algorithm involving an optimality criterion may be best suited for treating multiple constraints with large numbers of design variables.

Texture mapping via optimal mass transport.

PubMed

Dominitz, Ayelet; Tannenbaum, Allen

2010-01-01

In this paper, we present a novel method for texture mapping of closed surfaces. Our method is based on the technique of optimal mass transport (also known as the "earth-mover's metric"). This is a classical problem that concerns determining the optimal way, in the sense of minimal transportation cost, of moving a pile of soil from one site to another. In our context, the resulting mapping is area preserving and minimizes angle distortion in the optimal mass sense. Indeed, we first begin with an angle-preserving mapping (which may greatly distort area) and then correct it using the mass transport procedure derived via a certain gradient flow. In order to obtain fast convergence to the optimal mapping, we incorporate a multiresolution scheme into our flow. We also use ideas from discrete exterior calculus in our computations.

Conforming and nonconforming virtual element methods for elliptic problems

DOE PAGES

Cangiani, Andrea; Manzini, Gianmarco; Sutton, Oliver J.

2016-08-03

Here we present, in a unified framework, new conforming and nonconforming virtual element methods for general second-order elliptic problems in two and three dimensions. The differential operator is split into its symmetric and nonsymmetric parts and conditions for stability and accuracy on their discrete counterparts are established. These conditions are shown to lead to optimal H 1- and L 2-error estimates, confirmed by numerical experiments on a set of polygonal meshes. The accuracy of the numerical approximation provided by the two methods is shown to be comparable.

PROBABILISTIC CROSS-IDENTIFICATION IN CROWDED FIELDS AS AN ASSIGNMENT PROBLEM

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

Budavári, Tamás; Basu, Amitabh, E-mail: budavari@jhu.edu, E-mail: basu.amitabh@jhu.edu

2016-10-01

One of the outstanding challenges of cross-identification is multiplicity: detections in crowded regions of the sky are often linked to more than one candidate associations of similar likelihoods. We map the resulting maximum likelihood partitioning to the fundamental assignment problem of discrete mathematics and efficiently solve the two-way catalog-level matching in the realm of combinatorial optimization using the so-called Hungarian algorithm. We introduce the method, demonstrate its performance in a mock universe where the true associations are known, and discuss the applicability of the new procedure to large surveys.

Gesellschaft fuer angewandte Mathematik und Mechanik, Annual Scientific Meeting, Technische Universitaet Berlin, Berlin, West Germany, April 8-11, 1980, Reports. Parts 1 & 2

NASA Astrophysics Data System (ADS)

1981-04-01

The main topics discussed were related to nonparametric statistics, plane and antiplane states in finite elasticity, free-boundary-variational inequalities, the numerical solution of free boundary-value problems, discrete and combinatorial optimization, mathematical modelling in fluid mechanics, a survey and comparison regarding thermodynamic theories, invariant and almost invariant subspaces in linear systems with applications to disturbance isolation, nonlinear acoustics, and methods of function theory in the case of partial differential equations, giving particular attention to elliptic problems in the plane.

Probabilistic Cross-identification in Crowded Fields as an Assignment Problem

NASA Astrophysics Data System (ADS)

Budavári, Tamás; Basu, Amitabh

2016-10-01

One of the outstanding challenges of cross-identification is multiplicity: detections in crowded regions of the sky are often linked to more than one candidate associations of similar likelihoods. We map the resulting maximum likelihood partitioning to the fundamental assignment problem of discrete mathematics and efficiently solve the two-way catalog-level matching in the realm of combinatorial optimization using the so-called Hungarian algorithm. We introduce the method, demonstrate its performance in a mock universe where the true associations are known, and discuss the applicability of the new procedure to large surveys.

Multi-Objective Hybrid Optimal Control for Multiple-Flyby Interplanetary Mission Design Using Chemical Propulsion

NASA Technical Reports Server (NTRS)

Englander, Jacob; Vavrina, Matthew

2015-01-01

The customer (scientist or project manager) most often does not want just one point solution to the mission design problem Instead, an exploration of a multi-objective trade space is required. For a typical main-belt asteroid mission the customer might wish to see the trade-space of: Launch date vs. Flight time vs. Deliverable mass, while varying the destination asteroid, planetary flybys, launch year, etcetera. To address this question we use a multi-objective discrete outer-loop which defines many single objective real-valued inner-loop problems.

Conforming and nonconforming virtual element methods for elliptic problems

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

Cangiani, Andrea; Manzini, Gianmarco; Sutton, Oliver J.

Here we present, in a unified framework, new conforming and nonconforming virtual element methods for general second-order elliptic problems in two and three dimensions. The differential operator is split into its symmetric and nonsymmetric parts and conditions for stability and accuracy on their discrete counterparts are established. These conditions are shown to lead to optimal H 1- and L 2-error estimates, confirmed by numerical experiments on a set of polygonal meshes. The accuracy of the numerical approximation provided by the two methods is shown to be comparable.

Numerical time-domain electromagnetics based on finite-difference and convolution

NASA Astrophysics Data System (ADS)

Lin, Yuanqu

Time-domain methods posses a number of advantages over their frequency-domain counterparts for the solution of wideband, nonlinear, and time varying electromagnetic scattering and radiation phenomenon. Time domain integral equation (TDIE)-based methods, which incorporate the beneficial properties of integral equation method, are thus well suited for solving broadband scattering problems for homogeneous scatterers. Widespread adoption of TDIE solvers has been retarded relative to other techniques by their inefficiency, inaccuracy and instability. Moreover, two-dimensional (2D) problems are especially problematic, because 2D Green's functions have infinite temporal support, exacerbating these difficulties. This thesis proposes a finite difference delay modeling (FDDM) scheme for the solution of the integral equations of 2D transient electromagnetic scattering problems. The method discretizes the integral equations temporally using first- and second-order finite differences to map Laplace-domain equations into the Z domain before transforming to the discrete time domain. The resulting procedure is unconditionally stable because of the nature of the Laplace- to Z-domain mapping. The first FDDM method developed in this thesis uses second-order Lagrange basis functions with Galerkin's method for spatial discretization. The second application of the FDDM method discretizes the space using a locally-corrected Nystrom method, which accelerates the precomputation phase and achieves high order accuracy. The Fast Fourier Transform (FFT) is applied to accelerate the marching-on-time process in both methods. While FDDM methods demonstrate impressive accuracy and stability in solving wideband scattering problems for homogeneous scatterers, they still have limitations in analyzing interactions between several inhomogenous scatterers. Therefore, this thesis devises a multi-region finite-difference time-domain (MR-FDTD) scheme based on domain-optimal Green's functions for solving sparsely-populated problems. The scheme uses a discrete Green's function (DGF) on the FDTD lattice to truncate the local subregions, and thus reduces reflection error on the local boundary. A continuous Green's function (CGF) is implemented to pass the influence of external fields into each FDTD region which mitigates the numerical dispersion and anisotropy of standard FDTD. Numerical results will illustrate the accuracy and stability of the proposed techniques.

Electric Propulsion System Selection Process for Interplanetary Missions

NASA Technical Reports Server (NTRS)

Landau, Damon; Chase, James; Kowalkowski, Theresa; Oh, David; Randolph, Thomas; Sims, Jon; Timmerman, Paul

2008-01-01

The disparate design problems of selecting an electric propulsion system, launch vehicle, and flight time all have a significant impact on the cost and robustness of a mission. The effects of these system choices combine into a single optimization of the total mission cost, where the design constraint is a required spacecraft neutral (non-electric propulsion) mass. Cost-optimal systems are designed for a range of mass margins to examine how the optimal design varies with mass growth. The resulting cost-optimal designs are compared with results generated via mass optimization methods. Additional optimizations with continuous system parameters address the impact on mission cost due to discrete sets of launch vehicle, power, and specific impulse. The examined mission set comprises a near-Earth asteroid sample return, multiple main belt asteroid rendezvous, comet rendezvous, comet sample return, and a mission to Saturn.

Assignment Scheduling Capability for Unmanned Aerial Vehicles - A Discrete Event Simulation with Optimization in the Loop Approach to Solving a Scheduling Problem

DTIC Science & Technology

2006-12-01

APPROACH As mentioned previously, ASCU does not use simulation in the traditional manner. Instead, it uses simulation to transition and capture the state...0 otherwise (by a heuristic discussed below). • Let cja = The reward for a UAV with sensor pack- age j being assigned to mission area a from the

The grasshopper problem

NASA Astrophysics Data System (ADS)

Goulko, Olga; Kent, Adrian

2017-11-01

We introduce and physically motivate the following problem in geometric combinatorics, originally inspired by analysing Bell inequalities. A grasshopper lands at a random point on a planar lawn of area 1. It then jumps once, a fixed distance d, in a random direction. What shape should the lawn be to maximize the chance that the grasshopper remains on the lawn after jumping? We show that, perhaps surprisingly, a disc-shaped lawn is not optimal for any d>0. We investigate further by introducing a spin model whose ground state corresponds to the solution of a discrete version of the grasshopper problem. Simulated annealing and parallel tempering searches are consistent with the hypothesis that, for d<π-1/2, the optimal lawn resembles a cogwheel with n cogs, where the integer n is close to π (arcsin⁡(√{π }d / 2 )) -1. We find transitions to other shapes for d ≳π-1 / 2.

Non-Rigid Structure Estimation in Trajectory Space from Monocular Vision

PubMed Central

Wang, Yaming; Tong, Lingling; Jiang, Mingfeng; Zheng, Junbao

2015-01-01

In this paper, the problem of non-rigid structure estimation in trajectory space from monocular vision is investigated. Similar to the Point Trajectory Approach (PTA), based on characteristic points’ trajectories described by a predefined Discrete Cosine Transform (DCT) basis, the structure matrix was also calculated by using a factorization method. To further optimize the non-rigid structure estimation from monocular vision, the rank minimization problem about structure matrix is proposed to implement the non-rigid structure estimation by introducing the basic low-rank condition. Moreover, the Accelerated Proximal Gradient (APG) algorithm is proposed to solve the rank minimization problem, and the initial structure matrix calculated by the PTA method is optimized. The APG algorithm can converge to efficient solutions quickly and lessen the reconstruction error obviously. The reconstruction results of real image sequences indicate that the proposed approach runs reliably, and effectively improves the accuracy of non-rigid structure estimation from monocular vision. PMID:26473863

Scalar discrete nonlinear multipoint boundary value problems

NASA Astrophysics Data System (ADS)

Rodriguez, Jesus; Taylor, Padraic

2007-06-01

In this paper we provide sufficient conditions for the existence of solutions to scalar discrete nonlinear multipoint boundary value problems. By allowing more general boundary conditions and by imposing less restrictions on the nonlinearities, we obtain results that extend previous work in the area of discrete boundary value problems [Debra L. Etheridge, Jesus Rodriguez, Periodic solutions of nonlinear discrete-time systems, Appl. Anal. 62 (1996) 119-137; Debra L. Etheridge, Jesus Rodriguez, Scalar discrete nonlinear two-point boundary value problems, J. Difference Equ. Appl. 4 (1998) 127-144].

A multi-fidelity analysis selection method using a constrained discrete optimization formulation

NASA Astrophysics Data System (ADS)

Stults, Ian C.

The purpose of this research is to develop a method for selecting the fidelity of contributing analyses in computer simulations. Model uncertainty is a significant component of result validity, yet it is neglected in most conceptual design studies. When it is considered, it is done so in only a limited fashion, and therefore brings the validity of selections made based on these results into question. Neglecting model uncertainty can potentially cause costly redesigns of concepts later in the design process or can even cause program cancellation. Rather than neglecting it, if one were to instead not only realize the model uncertainty in tools being used but also use this information to select the tools for a contributing analysis, studies could be conducted more efficiently and trust in results could be quantified. Methods for performing this are generally not rigorous or traceable, and in many cases the improvement and additional time spent performing enhanced calculations are washed out by less accurate calculations performed downstream. The intent of this research is to resolve this issue by providing a method which will minimize the amount of time spent conducting computer simulations while meeting accuracy and concept resolution requirements for results. In many conceptual design programs, only limited data is available for quantifying model uncertainty. Because of this data sparsity, traditional probabilistic means for quantifying uncertainty should be reconsidered. This research proposes to instead quantify model uncertainty using an evidence theory formulation (also referred to as Dempster-Shafer theory) in lieu of the traditional probabilistic approach. Specific weaknesses in using evidence theory for quantifying model uncertainty are identified and addressed for the purposes of the Fidelity Selection Problem. A series of experiments was conducted to address these weaknesses using n-dimensional optimization test functions. These experiments found that model uncertainty present in analyses with 4 or fewer input variables could be effectively quantified using a strategic distribution creation method; if more than 4 input variables exist, a Frontier Finding Particle Swarm Optimization should instead be used. Once model uncertainty in contributing analysis code choices has been quantified, a selection method is required to determine which of these choices should be used in simulations. Because much of the selection done for engineering problems is driven by the physics of the problem, these are poor candidate problems for testing the true fitness of a candidate selection method. Specifically moderate and high dimensional problems' variability can often be reduced to only a few dimensions and scalability often cannot be easily addressed. For these reasons a simple academic function was created for the uncertainty quantification, and a canonical form of the Fidelity Selection Problem (FSP) was created. Fifteen best- and worst-case scenarios were identified in an effort to challenge the candidate selection methods both with respect to the characteristics of the tradeoff between time cost and model uncertainty and with respect to the stringency of the constraints and problem dimensionality. The results from this experiment show that a Genetic Algorithm (GA) was able to consistently find the correct answer, but under certain circumstances, a discrete form of Particle Swarm Optimization (PSO) was able to find the correct answer more quickly. To better illustrate how the uncertainty quantification and discrete optimization might be conducted for a "real world" problem, an illustrative example was conducted using gas turbine engines.

State transformations and Hamiltonian structures for optimal control in discrete systems

NASA Astrophysics Data System (ADS)

Sieniutycz, S.

2006-04-01

Preserving usual definition of Hamiltonian H as the scalar product of rates and generalized momenta we investigate two basic classes of discrete optimal control processes governed by the difference rather than differential equations for the state transformation. The first class, linear in the time interval θ, secures the constancy of optimal H and satisfies a discrete Hamilton-Jacobi equation. The second class, nonlinear in θ, does not assure the constancy of optimal H and satisfies only a relationship that may be regarded as an equation of Hamilton-Jacobi type. The basic question asked is if and when Hamilton's canonical structures emerge in optimal discrete systems. For a constrained discrete control, general optimization algorithms are derived that constitute powerful theoretical and computational tools when evaluating extremum properties of constrained physical systems. The mathematical basis is Bellman's method of dynamic programming (DP) and its extension in the form of the so-called Carathéodory-Boltyanski (CB) stage optimality criterion which allows a variation of the terminal state that is otherwise fixed in Bellman's method. For systems with unconstrained intervals of the holdup time θ two powerful optimization algorithms are obtained: an unconventional discrete algorithm with a constant H and its counterpart for models nonlinear in θ. We also present the time-interval-constrained extension of the second algorithm. The results are general; namely, one arrives at: discrete canonical equations of Hamilton, maximum principles, and (at the continuous limit of processes with free intervals of time) the classical Hamilton-Jacobi theory, along with basic results of variational calculus. A vast spectrum of applications and an example are briefly discussed with particular attention paid to models nonlinear in the time interval θ.

Adjoint Sensitivity Computations for an Embedded-Boundary Cartesian Mesh Method and CAD Geometry

NASA Technical Reports Server (NTRS)

Nemec, Marian; Aftosmis,Michael J.

2006-01-01

Cartesian-mesh methods are perhaps the most promising approach for addressing the issues of flow solution automation for aerodynamic design problems. In these methods, the discretization of the wetted surface is decoupled from that of the volume mesh. This not only enables fast and robust mesh generation for geometry of arbitrary complexity, but also facilitates access to geometry modeling and manipulation using parametric Computer-Aided Design (CAD) tools. Our goal is to combine the automation capabilities of Cartesian methods with an eficient computation of design sensitivities. We address this issue using the adjoint method, where the computational cost of the design sensitivities, or objective function gradients, is esseutially indepeudent of the number of design variables. In previous work, we presented an accurate and efficient algorithm for the solution of the adjoint Euler equations discretized on Cartesian meshes with embedded, cut-cell boundaries. Novel aspects of the algorithm included the computation of surface shape sensitivities for triangulations based on parametric-CAD models and the linearization of the coupling between the surface triangulation and the cut-cells. The objective of the present work is to extend our adjoint formulation to problems involving general shape changes. Central to this development is the computation of volume-mesh sensitivities to obtain a reliable approximation of the objective finction gradient. Motivated by the success of mesh-perturbation schemes commonly used in body-fitted unstructured formulations, we propose an approach based on a local linearization of a mesh-perturbation scheme similar to the spring analogy. This approach circumvents most of the difficulties that arise due to non-smooth changes in the cut-cell layer as the boundary shape evolves and provides a consistent approximation tot he exact gradient of the discretized abjective function. A detailed gradient accurace study is presented to verify our approach. Thereafter, we focus on a shape optimization problem for an Apollo-like reentry capsule. The optimization seeks to enhance the lift-to-drag ratio of the capsule by modifyjing the shape of its heat-shield in conjunction with a center-of-gravity (c.g.) offset. This multipoint and multi-objective optimization problem is used to demonstrate the overall effectiveness of the Cartesian adjoint method for addressing the issues of complex aerodynamic design. This abstract presents only a brief outline of the numerical method and results; full details will be given in the final paper.

On the problem of solving the optimization for continuous space based on information distribution function of ant colony algorithm

NASA Astrophysics Data System (ADS)

Min, Huang; Na, Cai

2017-06-01

These years, ant colony algorithm has been widely used in solving the domain of discrete space optimization, while the research on solving the continuous space optimization was relatively little. Based on the original optimization for continuous space, the article proposes the improved ant colony algorithm which is used to Solve the optimization for continuous space, so as to overcome the ant colony algorithm’s disadvantages of searching for a long time in continuous space. The article improves the solving way for the total amount of information of each interval and the due number of ants. The article also introduces a function of changes with the increase of the number of iterations in order to enhance the convergence rate of the improved ant colony algorithm. The simulation results show that compared with the result in literature[5], the suggested improved ant colony algorithm that based on the information distribution function has a better convergence performance. Thus, the article provides a new feasible and effective method for ant colony algorithm to solve this kind of problem.

Optimal placement of water-lubricated rubber bearings for vibration reduction of flexible multistage rotor systems

NASA Astrophysics Data System (ADS)

Liu, Shibing; Yang, Bingen

2017-10-01

Flexible multistage rotor systems with water-lubricated rubber bearings (WLRBs) have a variety of engineering applications. Filling a technical gap in the literature, this effort proposes a method of optimal bearing placement that minimizes the vibration amplitude of a WLRB-supported flexible rotor system with a minimum number of bearings. In the development, a new model of WLRBs and a distributed transfer function formulation are used to define a mixed continuous-and-discrete optimization problem. To deal with the case of uncertain number of WLRBs in rotor design, a virtual bearing method is devised. Solution of the optimization problem by a real-coded genetic algorithm yields the locations and lengths of water-lubricated rubber bearings, by which the prescribed operational requirements for the rotor system are satisfied. The proposed method is applicable either to preliminary design of a new rotor system with the number of bearings unforeknown or to redesign of an existing rotor system with a given number of bearings. Numerical examples show that the proposed optimal bearing placement is efficient, accurate and versatile in different design cases.

Programming and Tuning a Quantum Annealing Device to Solve Real World Problems

NASA Astrophysics Data System (ADS)

Perdomo-Ortiz, Alejandro; O'Gorman, Bryan; Fluegemann, Joseph; Smelyanskiy, Vadim

2015-03-01

Solving real-world applications with quantum algorithms requires overcoming several challenges, ranging from translating the computational problem at hand to the quantum-machine language to tuning parameters of the quantum algorithm that have a significant impact on the performance of the device. In this talk, we discuss these challenges, strategies developed to enhance performance, and also a more efficient implementation of several applications. Although we will focus on applications of interest to NASA's Quantum Artificial Intelligence Laboratory, the methods and concepts presented here apply to a broader family of hard discrete optimization problems, including those that occur in many machine-learning algorithms.

Learning Discriminative Binary Codes for Large-scale Cross-modal Retrieval.

PubMed

Xu, Xing; Shen, Fumin; Yang, Yang; Shen, Heng Tao; Li, Xuelong

2017-05-01

Hashing based methods have attracted considerable attention for efficient cross-modal retrieval on large-scale multimedia data. The core problem of cross-modal hashing is how to learn compact binary codes that construct the underlying correlations between heterogeneous features from different modalities. A majority of recent approaches aim at learning hash functions to preserve the pairwise similarities defined by given class labels. However, these methods fail to explicitly explore the discriminative property of class labels during hash function learning. In addition, they usually discard the discrete constraints imposed on the to-be-learned binary codes, and compromise to solve a relaxed problem with quantization to obtain the approximate binary solution. Therefore, the binary codes generated by these methods are suboptimal and less discriminative to different classes. To overcome these drawbacks, we propose a novel cross-modal hashing method, termed discrete cross-modal hashing (DCH), which directly learns discriminative binary codes while retaining the discrete constraints. Specifically, DCH learns modality-specific hash functions for generating unified binary codes, and these binary codes are viewed as representative features for discriminative classification with class labels. An effective discrete optimization algorithm is developed for DCH to jointly learn the modality-specific hash function and the unified binary codes. Extensive experiments on three benchmark data sets highlight the superiority of DCH under various cross-modal scenarios and show its state-of-the-art performance.

Learning locality preserving graph from data.

PubMed

Zhang, Yan-Ming; Huang, Kaizhu; Hou, Xinwen; Liu, Cheng-Lin

2014-11-01

Machine learning based on graph representation, or manifold learning, has attracted great interest in recent years. As the discrete approximation of data manifold, the graph plays a crucial role in these kinds of learning approaches. In this paper, we propose a novel learning method for graph construction, which is distinct from previous methods in that it solves an optimization problem with the aim of directly preserving the local information of the original data set. We show that the proposed objective has close connections with the popular Laplacian Eigenmap problem, and is hence well justified. The optimization turns out to be a quadratic programming problem with n(n-1)/2 variables (n is the number of data points). Exploiting the sparsity of the graph, we further propose a more efficient cutting plane algorithm to solve the problem, making the method better scalable in practice. In the context of clustering and semi-supervised learning, we demonstrated the advantages of our proposed method by experiments.

Automatic yield-line analysis of slabs using discontinuity layout optimization

PubMed Central

Gilbert, Matthew; He, Linwei; Smith, Colin C.; Le, Canh V.

2014-01-01

The yield-line method of analysis is a long established and extremely effective means of estimating the maximum load sustainable by a slab or plate. However, although numerous attempts to automate the process of directly identifying the critical pattern of yield-lines have been made over the past few decades, to date none has proved capable of reliably analysing slabs of arbitrary geometry. Here, it is demonstrated that the discontinuity layout optimization (DLO) procedure can successfully be applied to such problems. The procedure involves discretization of the problem using nodes inter-connected by potential yield-line discontinuities, with the critical layout of these then identified using linear programming. The procedure is applied to various benchmark problems, demonstrating that highly accurate solutions can be obtained, and showing that DLO provides a truly systematic means of directly and reliably automatically identifying yield-line patterns. Finally, since the critical yield-line patterns for many problems are found to be quite complex in form, a means of automatically simplifying these is presented. PMID:25104905

Analysis and design of a capsule landing system and surface vehicle control system for Mars exploration

NASA Technical Reports Server (NTRS)

Frederick, D. K.; Lashmet, P. K.; Sandor, G. N.; Shen, C. N.; Smith, E. V.; Yerazunis, S. W.

1973-01-01

Problems related to the design and control of a mobile planetary vehicle to implement a systematic plan for the exploration of Mars are reported. Problem areas include: vehicle configuration, control, dynamics, systems and propulsion; systems analysis, terrain modeling and path selection; and chemical analysis of specimens. These tasks are summarized: vehicle model design, mathematical model of vehicle dynamics, experimental vehicle dynamics, obstacle negotiation, electrochemical controls, remote control, collapsibility and deployment, construction of a wheel tester, wheel analysis, payload design, system design optimization, effect of design assumptions, accessory optimal design, on-board computer subsystem, laser range measurement, discrete obstacle detection, obstacle detection systems, terrain modeling, path selection system simulation and evaluation, gas chromatograph/mass spectrometer system concepts, and chromatograph model evaluation and improvement.

Integrative modeling and novel particle swarm-based optimal design of wind farms

NASA Astrophysics Data System (ADS)

Chowdhury, Souma

To meet the energy needs of the future, while seeking to decrease our carbon footprint, a greater penetration of sustainable energy resources such as wind energy is necessary. However, a consistent growth of wind energy (especially in the wake of unfortunate policy changes and reported under-performance of existing projects) calls for a paradigm shift in wind power generation technologies. This dissertation develops a comprehensive methodology to explore, analyze and define the interactions between the key elements of wind farm development, and establish the foundation for designing high-performing wind farms. The primary contribution of this research is the effective quantification of the complex combined influence of wind turbine features, turbine placement, farm-land configuration, nameplate capacity, and wind resource variations on the energy output of the wind farm. A new Particle Swarm Optimization (PSO) algorithm, uniquely capable of preserving population diversity while addressing discrete variables, is also developed to provide powerful solutions towards optimizing wind farm configurations. In conventional wind farm design, the major elements that influence the farm performance are often addressed individually. The failure to fully capture the critical interactions among these factors introduces important inaccuracies in the projected farm performance and leads to suboptimal wind farm planning. In this dissertation, we develop the Unrestricted Wind Farm Layout Optimization (UWFLO) methodology to model and optimize the performance of wind farms. The UWFLO method obviates traditional assumptions regarding (i) turbine placement, (ii) turbine-wind flow interactions, (iii) variation of wind conditions, and (iv) types of turbines (single/multiple) to be installed. The allowance of multiple turbines, which demands complex modeling, is rare in the existing literature. The UWFLO method also significantly advances the state of the art in wind farm optimization by allowing simultaneous optimization of the type and the location of the turbines. Layout optimization (using UWFLO) of a hypothetical 25-turbine commercial-scale wind farm provides a remarkable 4.4% increase in capacity factor compared to a conventional array layout. A further 2% increase in capacity factor is accomplished when the types of turbines are also optimally selected. The scope of turbine selection and placement however depends on the land configuration and the nameplate capacity of the farm. Such dependencies are not clearly defined in the existing literature. We develop response surface-based models, which implicitly employ UWFLO, to quantify and analyze the roles of these other crucial design factors in optimal wind farm planning. The wind pattern at a site can vary significantly from year to year, which is not adequately captured by conventional wind distribution models. The resulting ill-predictability of the annual distribution of wind conditions introduces significant uncertainties in the estimated energy output of the wind farm. A new method is developed to characterize these wind resource uncertainties and model the propagation of these uncertainties into the estimated farm output. The overall wind pattern/regime also varies from one region to another, which demands turbines with capabilities uniquely suited for different wind regimes. Using the UWFLO method, we model the performance potential of currently available turbines for different wind regimes, and quantify their feature-based expected market suitability. Such models can initiate an understanding of the product variation that current turbine manufacturers should pursue, to adequately satisfy the needs of the naturally diverse wind energy market. The wind farm design problems formulated in this dissertation involve highly multimodal objective and constraint functions and a large number of continuous and discrete variables. An effective modification of the PSO algorithm is developed to address such challenging problems. Continuous search, as in conventional PSO, is implemented as the primary search strategy; discrete variables are then updated using a nearest-allowed-discrete-point criterion. Premature stagnation of particles due to loss of population diversity is one of the primary drawbacks of the basic PSO dynamics. A new measure of population diversity is formulated, which unlike existing metrics capture both the overall spread and the distribution of particles in the variable space. This diversity metric is then used to apply (i) an adaptive repulsion away from the best global solution in the case of continuous variables, and (ii) a stochastic update of the discrete variables. The new PSO algorithm provides competitive performance compared to a popular genetic algorithm, when applied to solve a comprehensive set of 98 mixed-integer nonlinear programming problems.

Engineering calculations for communications systems planning

NASA Technical Reports Server (NTRS)

Levis, C. A.; Martin, C. H.; Wang, C. W.; Gonsalvez, D.

1982-01-01

The single entry interference problem is treated for frequency sharing between the broadcasting satellite and intersatellite services near 23 GHz. It is recommended that very long (more than 120 longitude difference) intersatellite hops be relegated to the unshared portion of the band. When this is done, it is found that suitable orbit assignments can be determined easily with the aid of a set of universal curves. An attempt to develop synthesis procedures for optimally assigning frequencies and orbital slots for the broadcasting satellite service in region 2 was initiated. Several discrete programming and continuous optimization techniques are discussed.

Synthesizing optimal waste blends

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

Narayan, V.; Diwekar, W.M.; Hoza, M.

Vitrification of tank wastes to form glass is a technique that will be used for the disposal of high-level waste at Hanford. Process and storage economics show that minimizing the total number of glass logs produced is the key to keeping cost as low as possible. The amount of glass produced can be reduced by blending of the wastes. The optimal way to combine the tanks to minimize the vole of glass can be determined from a discrete blend calculation. However, this problem results in a combinatorial explosion as the number of tanks increases. Moreover, the property constraints make thismore » problem highly nonconvex where many algorithms get trapped in local minima. In this paper the authors examine the use of different combinatorial optimization approaches to solve this problem. A two-stage approach using a combination of simulated annealing and nonlinear programming (NLP) is developed. The results of different methods such as the heuristics approach based on human knowledge and judgment, the mixed integer nonlinear programming (MINLP) approach with GAMS, and branch and bound with lower bound derived from the structure of the given blending problem are compared with this coupled simulated annealing and NLP approach.« less

Pricing of swing options: A Monte Carlo simulation approach

NASA Astrophysics Data System (ADS)

Leow, Kai-Siong

We study the problem of pricing swing options, a class of multiple early exercise options that are traded in energy market, particularly in the electricity and natural gas markets. These contracts permit the option holder to periodically exercise the right to trade a variable amount of energy with a counterparty, subject to local volumetric constraints. In addition, the total amount of energy traded from settlement to expiration with the counterparty is restricted by a global volumetric constraint. Violation of this global volumetric constraint is allowed but would lead to penalty settled at expiration. The pricing problem is formulated as a stochastic optimal control problem in discrete time and state space. We present a stochastic dynamic programming algorithm which is based on piecewise linear concave approximation of value functions. This algorithm yields the value of the swing option under the assumption that the optimal exercise policy is applied by the option holder. We present a proof of an almost sure convergence that the algorithm generates the optimal exercise strategy as the number of iterations approaches to infinity. Finally, we provide a numerical example for pricing a natural gas swing call option.

Multi-level Monte Carlo Methods for Efficient Simulation of Coulomb Collisions

NASA Astrophysics Data System (ADS)

Ricketson, Lee

2013-10-01

We discuss the use of multi-level Monte Carlo (MLMC) schemes--originally introduced by Giles for financial applications--for the efficient simulation of Coulomb collisions in the Fokker-Planck limit. The scheme is based on a Langevin treatment of collisions, and reduces the computational cost of achieving a RMS error scaling as ɛ from O (ɛ-3) --for standard Langevin methods and binary collision algorithms--to the theoretically optimal scaling O (ɛ-2) for the Milstein discretization, and to O (ɛ-2 (logɛ)2) with the simpler Euler-Maruyama discretization. In practice, this speeds up simulation by factors up to 100. We summarize standard MLMC schemes, describe some tricks for achieving the optimal scaling, present results from a test problem, and discuss the method's range of applicability. This work was performed under the auspices of the U.S. DOE by the University of California, Los Angeles, under grant DE-FG02-05ER25710, and by LLNL under contract DE-AC52-07NA27344.

A framework for quantifying and optimizing the value of seismic monitoring of infrastructure

NASA Astrophysics Data System (ADS)

Omenzetter, Piotr

2017-04-01

This paper outlines a framework for quantifying and optimizing the value of information from structural health monitoring (SHM) technology deployed on large infrastructure, which may sustain damage in a series of earthquakes (the main and the aftershocks). The evolution of the damage state of the infrastructure without or with SHM is presented as a time-dependent, stochastic, discrete-state, observable and controllable nonlinear dynamical system. The pre-posterior Bayesian analysis and the decision tree are used for quantifying and optimizing the value of SHM information. An optimality problem is then formulated how to decide on the adoption of SHM and how to manage optimally the usage and operations of the possibly damaged infrastructure and its repair schedule using the information from SHM. The objective function to minimize is the expected total cost or risk.

Discrete-State Simulated Annealing For Traveling-Wave Tube Slow-Wave Circuit Optimization

NASA Technical Reports Server (NTRS)

Wilson, Jeffrey D.; Bulson, Brian A.; Kory, Carol L.; Williams, W. Dan (Technical Monitor)

2001-01-01

Algorithms based on the global optimization technique of simulated annealing (SA) have proven useful in designing traveling-wave tube (TWT) slow-wave circuits for high RF power efficiency. The characteristic of SA that enables it to determine a globally optimized solution is its ability to accept non-improving moves in a controlled manner. In the initial stages of the optimization, the algorithm moves freely through configuration space, accepting most of the proposed designs. This freedom of movement allows non-intuitive designs to be explored rather than restricting the optimization to local improvement upon the initial configuration. As the optimization proceeds, the rate of acceptance of non-improving moves is gradually reduced until the algorithm converges to the optimized solution. The rate at which the freedom of movement is decreased is known as the annealing or cooling schedule of the SA algorithm. The main disadvantage of SA is that there is not a rigorous theoretical foundation for determining the parameters of the cooling schedule. The choice of these parameters is highly problem dependent and the designer needs to experiment in order to determine values that will provide a good optimization in a reasonable amount of computational time. This experimentation can absorb a large amount of time especially when the algorithm is being applied to a new type of design. In order to eliminate this disadvantage, a variation of SA known as discrete-state simulated annealing (DSSA), was recently developed. DSSA provides the theoretical foundation for a generic cooling schedule which is problem independent, Results of similar quality to SA can be obtained, but without the extra computational time required to tune the cooling parameters. Two algorithm variations based on DSSA were developed and programmed into a Microsoft Excel spreadsheet graphical user interface (GUI) to the two-dimensional nonlinear multisignal helix traveling-wave amplifier analysis program TWA3. The algorithms were used to optimize the computed RF efficiency of a TWT by determining the phase velocity profile of the slow-wave circuit. The mathematical theory and computational details of the DSSA algorithms will be presented and results will be compared to those obtained with a SA algorithm.

Distributed mixed-integer fuzzy hierarchical programming for municipal solid waste management. Part I: System identification and methodology development.

PubMed

Cheng, Guanhui; Huang, Guohe; Dong, Cong; Xu, Ye; Chen, Xiujuan; Chen, Jiapei

2017-03-01

Due to the existence of complexities of heterogeneities, hierarchy, discreteness, and interactions in municipal solid waste management (MSWM) systems such as Beijing, China, a series of socio-economic and eco-environmental problems may emerge or worsen and result in irredeemable damages in the following decades. Meanwhile, existing studies, especially ones focusing on MSWM in Beijing, could hardly reflect these complexities in system simulations and provide reliable decision support for management practices. Thus, a framework of distributed mixed-integer fuzzy hierarchical programming (DMIFHP) is developed in this study for MSWM under these complexities. Beijing is selected as a representative case. The Beijing MSWM system is comprehensively analyzed in many aspects such as socio-economic conditions, natural conditions, spatial heterogeneities, treatment facilities, and system complexities, building a solid foundation for system simulation and optimization. Correspondingly, the MSWM system in Beijing is discretized as 235 grids to reflect spatial heterogeneity. A DMIFHP model which is a nonlinear programming problem is constructed to parameterize the Beijing MSWM system. To enable scientific solving of it, a solution algorithm is proposed based on coupling of fuzzy programming and mixed-integer linear programming. Innovations and advantages of the DMIFHP framework are discussed. The optimal MSWM schemes and mechanism revelations will be discussed in another companion paper due to length limitation.

Variational Lagrangian data assimilation in open channel networks

NASA Astrophysics Data System (ADS)

Wu, Qingfang; Tinka, Andrew; Weekly, Kevin; Beard, Jonathan; Bayen, Alexandre M.

2015-04-01

This article presents a data assimilation method in a tidal system, where data from both Lagrangian drifters and Eulerian flow sensors were fused to estimate water velocity. The system is modeled by first-order, hyperbolic partial differential equations subject to periodic forcing. The estimation problem can then be formulated as the minimization of the difference between the observed variables and model outputs, and eventually provide the velocity and water stage of the hydrodynamic system. The governing equations are linearized and discretized using an implicit discretization scheme, resulting in linear equality constraints in the optimization program. Thus, the flow estimation can be formed as an optimization problem and efficiently solved. The effectiveness of the proposed method was substantiated by a large-scale field experiment in the Sacramento-San Joaquin River Delta in California. A fleet of 100 sensors developed at the University of California, Berkeley, were deployed in Walnut Grove, CA, to collect a set of Lagrangian data, a time series of positions as the sensors moved through the water. Measurements were also taken from Eulerian sensors in the region, provided by the United States Geological Survey. It is shown that the proposed method can effectively integrate Lagrangian and Eulerian measurement data, resulting in a suited estimation of the flow variables within the hydraulic system.

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.

Optimal control on hybrid ode systems with application to a tick disease model.

PubMed

Ding, Wandi

2007-10-01

We are considering an optimal control problem for a type of hybrid system involving ordinary differential equations and a discrete time feature. One state variable has dynamics in only one season of the year and has a jump condition to obtain the initial condition for that corresponding season in the next year. The other state variable has continuous dynamics. Given a general objective functional, existence, necessary conditions and uniqueness for an optimal control are established. We apply our approach to a tick-transmitted disease model with age structure in which the tick dynamics changes seasonally while hosts have continuous dynamics. The goal is to maximize disease-free ticks and minimize infected ticks through an optimal control strategy of treatment with acaricide. Numerical examples are given to illustrate the results.

Policy Gradient Adaptive Dynamic Programming for Data-Based Optimal Control.

PubMed

Luo, Biao; Liu, Derong; Wu, Huai-Ning; Wang, Ding; Lewis, Frank L

2017-10-01

The model-free optimal control problem of general discrete-time nonlinear systems is considered in this paper, and a data-based policy gradient adaptive dynamic programming (PGADP) algorithm is developed to design an adaptive optimal controller method. By using offline and online data rather than the mathematical system model, the PGADP algorithm improves control policy with a gradient descent scheme. The convergence of the PGADP algorithm is proved by demonstrating that the constructed Q -function sequence converges to the optimal Q -function. Based on the PGADP algorithm, the adaptive control method is developed with an actor-critic structure and the method of weighted residuals. Its convergence properties are analyzed, where the approximate Q -function converges to its optimum. Computer simulation results demonstrate the effectiveness of the PGADP-based adaptive control method.

A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations

NASA Astrophysics Data System (ADS)

Chen, Hao; Lv, Wen; Zhang, Tongtong

2018-05-01

We study preconditioned iterative methods for the linear system arising in the numerical discretization of a two-dimensional space-fractional diffusion equation. Our approach is based on a formulation of the discrete problem that is shown to be the sum of two Kronecker products. By making use of an alternating Kronecker product splitting iteration technique we establish a class of fixed-point iteration methods. Theoretical analysis shows that the new method converges to the unique solution of the linear system. Moreover, the optimal choice of the involved iteration parameters and the corresponding asymptotic convergence rate are computed exactly when the eigenvalues of the system matrix are all real. The basic iteration is accelerated by a Krylov subspace method like GMRES. The corresponding preconditioner is in a form of a Kronecker product structure and requires at each iteration the solution of a set of discrete one-dimensional fractional diffusion equations. We use structure preserving approximations to the discrete one-dimensional fractional diffusion operators in the action of the preconditioning matrix. Numerical examples are presented to illustrate the effectiveness of this approach.

Reconstructing source terms from atmospheric concentration measurements: Optimality analysis of an inversion technique

NASA Astrophysics Data System (ADS)

Turbelin, Grégory; Singh, Sarvesh Kumar; Issartel, Jean-Pierre

2014-12-01

In the event of an accidental or intentional contaminant release in the atmosphere, it is imperative, for managing emergency response, to diagnose the release parameters of the source from measured data. Reconstruction of the source information exploiting measured data is called an inverse problem. To solve such a problem, several techniques are currently being developed. The first part of this paper provides a detailed description of one of them, known as the renormalization method. This technique, proposed by Issartel (2005), has been derived using an approach different from that of standard inversion methods and gives a linear solution to the continuous Source Term Estimation (STE) problem. In the second part of this paper, the discrete counterpart of this method is presented. By using matrix notation, common in data assimilation and suitable for numerical computing, it is shown that the discrete renormalized solution belongs to a family of well-known inverse solutions (minimum weighted norm solutions), which can be computed by using the concept of generalized inverse operator. It is shown that, when the weight matrix satisfies the renormalization condition, this operator satisfies the criteria used in geophysics to define good inverses. Notably, by means of the Model Resolution Matrix (MRM) formalism, we demonstrate that the renormalized solution fulfils optimal properties for the localization of single point sources. Throughout the article, the main concepts are illustrated with data from a wind tunnel experiment conducted at the Environmental Flow Research Centre at the University of Surrey, UK.

Weak turbulence simulations with the Hermite-Fourier spectral method

NASA Astrophysics Data System (ADS)

Vencels, Juris; Delzanno, Gian Luca; Manzini, Gianmarco; Roytershteyn, Vadim; Markidis, Stefano

2015-11-01

Recently, a new (transform) method based on a Fourier-Hermite (FH) discretization of the Vlasov-Maxwell equations has been developed. The resulting set of moment equations is discretized implicitly in time with a Crank-Nicolson scheme and solved with a nonlinear Newton-Krylov technique. For periodic boundary conditions, this discretization delivers a scheme that conserves the total mass, momentum and energy of the system exactly. In this work, we apply the FH method to study a problem of Langmuir turbulence, where a low signal-to-noise ratio is important to follow the turbulent cascade and might require a lot of computational resources if studied with PIC. We simulate a weak (low density) electron beam moving in a Maxwellian plasma and subject to an instability that generates Langmuir waves and a weak turbulence field. We also discuss some optimization techniques to optimally select the Hermite basis in terms of its shift and scaling argument, and show that this technique improve the overall accuracy of the method. Finally, we discuss the applicability of the HF method for studying kinetic plasma turbulence. This work was funded by LDRD under the auspices of the NNSA of the U.S. by LANL under contract DE-AC52-06NA25396 and by EC through the EPiGRAM project (grant agreement no. 610598. epigram-project.eu).

Integer-ambiguity resolution in astronomy and geodesy

NASA Astrophysics Data System (ADS)

Lannes, A.; Prieur, J.-L.

2014-02-01

Recent theoretical developments in astronomical aperture synthesis have revealed the existence of integer-ambiguity problems. Those problems, which appear in the self-calibration procedures of radio imaging, have been shown to be similar to the nearest-lattice point (NLP) problems encountered in high-precision geodetic positioning and in global navigation satellite systems. In this paper we analyse the theoretical aspects of the matter and propose new methods for solving those NLP~problems. The related optimization aspects concern both the preconditioning stage, and the discrete-search stage in which the integer ambiguities are finally fixed. Our algorithms, which are described in an explicit manner, can easily be implemented. They lead to substantial gains in the processing time of both stages. Their efficiency was shown via intensive numerical tests.

A PDE Sensitivity Equation Method for Optimal Aerodynamic Design

NASA Technical Reports Server (NTRS)

Borggaard, Jeff; Burns, John

1996-01-01

The use of gradient based optimization algorithms in inverse design is well established as a practical approach to aerodynamic design. A typical procedure uses a simulation scheme to evaluate the objective function (from the approximate states) and its gradient, then passes this information to an optimization algorithm. Once the simulation scheme (CFD flow solver) has been selected and used to provide approximate function evaluations, there are several possible approaches to the problem of computing gradients. One popular method is to differentiate the simulation scheme and compute design sensitivities that are then used to obtain gradients. Although this black-box approach has many advantages in shape optimization problems, one must compute mesh sensitivities in order to compute the design sensitivity. In this paper, we present an alternative approach using the PDE sensitivity equation to develop algorithms for computing gradients. This approach has the advantage that mesh sensitivities need not be computed. Moreover, when it is possible to use the CFD scheme for both the forward problem and the sensitivity equation, then there are computational advantages. An apparent disadvantage of this approach is that it does not always produce consistent derivatives. However, for a proper combination of discretization schemes, one can show asymptotic consistency under mesh refinement, which is often sufficient to guarantee convergence of the optimal design algorithm. In particular, we show that when asymptotically consistent schemes are combined with a trust-region optimization algorithm, the resulting optimal design method converges. We denote this approach as the sensitivity equation method. The sensitivity equation method is presented, convergence results are given and the approach is illustrated on two optimal design problems involving shocks.

Experimental confirmation of a PDE-based approach to design of feedback controls

NASA Technical Reports Server (NTRS)

Banks, H. T.; Smith, Ralph C.; Brown, D. E.; Silcox, R. J.; Metcalf, Vern L.

1995-01-01

Issues regarding the experimental implementation of partial differential equation based controllers are discussed in this work. While the motivating application involves the reduction of vibration levels for a circular plate through excitation of surface-mounted piezoceramic patches, the general techniques described here will extend to a variety of applications. The initial step is the development of a PDE model which accurately captures the physics of the underlying process. This model is then discretized to yield a vector-valued initial value problem. Optimal control theory is used to determine continuous-time voltages to the patches, and the approximations needed to facilitate discrete time implementation are addressed. Finally, experimental results demonstrating the control of both transient and steady state vibrations through these techniques are presented.

Results of an integrated structure-control law design sensitivity analysis

NASA Technical Reports Server (NTRS)

Gilbert, Michael G.

1988-01-01

Next generation air and space vehicle designs are driven by increased performance requirements, demanding a high level of design integration between traditionally separate design disciplines. Interdisciplinary analysis capabilities have been developed, for aeroservoelastic aircraft and large flexible spacecraft control for instance, but the requisite integrated design methods are only beginning to be developed. One integrated design method which has received attention is based on hierarchal problem decompositions, optimization, and design sensitivity analyses. This paper highlights a design sensitivity analysis method for Linear Quadratic Cost, Gaussian (LQG) optimal control laws, which predicts change in the optimal control law due to changes in fixed problem parameters using analytical sensitivity equations. Numerical results of a design sensitivity analysis for a realistic aeroservoelastic aircraft example are presented. In this example, the sensitivity of the optimally controlled aircraft's response to various problem formulation and physical aircraft parameters is determined. These results are used to predict the aircraft's new optimally controlled response if the parameter was to have some other nominal value during the control law design process. The sensitivity results are validated by recomputing the optimal control law for discrete variations in parameters, computing the new actual aircraft response, and comparing with the predicted response. These results show an improvement in sensitivity accuracy for integrated design purposes over methods which do not include changess in the optimal control law. Use of the analytical LQG sensitivity expressions is also shown to be more efficient that finite difference methods for the computation of the equivalent sensitivity information.

Axisymmetric charge-conservative electromagnetic particle simulation algorithm on unstructured grids: Application to microwave vacuum electronic devices

NASA Astrophysics Data System (ADS)

Na, Dong-Yeop; Omelchenko, Yuri A.; Moon, Haksu; Borges, Ben-Hur V.; Teixeira, Fernando L.

2017-10-01

We present a charge-conservative electromagnetic particle-in-cell (EM-PIC) algorithm optimized for the analysis of vacuum electronic devices (VEDs) with cylindrical symmetry (axisymmetry). We exploit the axisymmetry present in the device geometry, fields, and sources to reduce the dimensionality of the problem from 3D to 2D. Further, we employ 'transformation optics' principles to map the original problem in polar coordinates with metric tensor diag (1 ,ρ2 , 1) to an equivalent problem on a Cartesian metric tensor diag (1 , 1 , 1) with an effective (artificial) inhomogeneous medium introduced. The resulting problem in the meridian (ρz) plane is discretized using an unstructured 2D mesh considering TEϕ-polarized fields. Electromagnetic field and source (node-based charges and edge-based currents) variables are expressed as differential forms of various degrees, and discretized using Whitney forms. Using leapfrog time integration, we obtain a mixed E - B finite-element time-domain scheme for the full-discrete Maxwell's equations. We achieve a local and explicit time update for the field equations by employing the sparse approximate inverse (SPAI) algorithm. Interpolating field values to particles' positions for solving Newton-Lorentz equations of motion is also done via Whitney forms. Particles are advanced using the Boris algorithm with relativistic correction. A recently introduced charge-conserving scatter scheme tailored for 2D unstructured grids is used in the scatter step. The algorithm is validated considering cylindrical cavity and space-charge-limited cylindrical diode problems. We use the algorithm to investigate the physical performance of VEDs designed to harness particle bunching effects arising from the coherent (resonance) Cerenkov electron beam interactions within micro-machined slow wave structures.

A new multi-objective optimization model for preventive maintenance and replacement scheduling of multi-component systems

NASA Astrophysics Data System (ADS)

Moghaddam, Kamran S.; Usher, John S.

2011-07-01

In this article, a new multi-objective optimization model is developed to determine the optimal preventive maintenance and replacement schedules in a repairable and maintainable multi-component system. In this model, the planning horizon is divided into discrete and equally-sized periods in which three possible actions must be planned for each component, namely maintenance, replacement, or do nothing. The objective is to determine a plan of actions for each component in the system while minimizing the total cost and maximizing overall system reliability simultaneously over the planning horizon. Because of the complexity, combinatorial and highly nonlinear structure of the mathematical model, two metaheuristic solution methods, generational genetic algorithm, and a simulated annealing are applied to tackle the problem. The Pareto optimal solutions that provide good tradeoffs between the total cost and the overall reliability of the system can be obtained by the solution approach. Such a modeling approach should be useful for maintenance planners and engineers tasked with the problem of developing recommended maintenance plans for complex systems of components.

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

Chiribella, G.; D'Ariano, G. M.; Perinotti, P.

We investigate the problem of cloning a set of states that is invariant under the action of an irreducible group representation. We then characterize the cloners that are extremal in the convex set of group covariant cloning machines, among which one can restrict the search for optimal cloners. For a set of states that is invariant under the discrete Weyl-Heisenberg group, we show that all extremal cloners can be unitarily realized using the so-called double-Bell states, whence providing a general proof of the popular ansatz used in the literature for finding optimal cloners in a variety of settings. Our resultmore » can also be generalized to continuous-variable optimal cloning in infinite dimensions, where the covariance group is the customary Weyl-Heisenberg group of displacement000.« less

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

Analysis and design of a capsule landing system and surface vehicle control system for Mars exporation

NASA Technical Reports Server (NTRS)

Frederick, D. K.; Lashmet, P. K.; Sandor, G. N.; Shen, C. N.; Smith, E. J.; Yerazunis, S. W.

1972-01-01

The problems related to the design and control of a mobile planetary vehicle to implement a systematic plan for the exploration of Mars were investigated. Problem areas receiving attention include: vehicle configuration, control, dynamics, systems and propulsion; systems analysis; navigation, terrain modeling and path selection; and chemical analysis of specimens. The following specific tasks were studied: vehicle model design, mathematical modeling of dynamic vehicle, experimental vehicle dynamics, obstacle negotiation, electromechanical controls, collapsibility and deployment, construction of a wheel tester, wheel analysis, payload design, system design optimization, effect of design assumptions, accessory optimal design, on-board computer subsystem, laser range measurement, discrete obstacle detection, obstacle detection systems, terrain modeling, path selection system simulation and evaluation, gas chromatograph/mass spectrometer system concepts, chromatograph model evaluation and improvement and transport parameter evaluation.

Analysis and design of a capsule landing system and surface vehicle control system for Mars exploration

NASA Technical Reports Server (NTRS)

Frederick, D. K.; Lashmet, P. K.; Sandor, G. N.; Shen, C. N.; Smith, E. J.; Yerazunis, S. W.

1972-01-01

Investigation of problems related to the design and control of a mobile planetary vehicle to implement a systematic plan for the exploration of Mars has been undertaken. Problem areas receiving attention include: vehicle configuration, control, dynamics, systems and propulsion; systems analysis; terrain modeling and path selection; and chemical analysis of specimens. The following specific tasks have been under study: vehicle model design, mathematical modeling of a dynamic vehicle, experimental vehicle dynamics, obstacle negotiation, electromechanical controls, collapsibility and deployment, construction of a wheel tester, wheel analysis, payload design, system design optimization, effect of design assumptions, accessory optimal design, on-board computer sybsystem, laser range measurement, discrete obstacle detection, obstacle detection systems, terrain modeling, path selection system simulation and evaluation, gas chromatograph/mass spectrometer system concepts, chromatograph model evaluation and improvement.

Optimal and heuristic algorithms of planning of low-rise residential buildings

NASA Astrophysics Data System (ADS)

Kartak, V. M.; Marchenko, A. A.; Petunin, A. A.; Sesekin, A. N.; Fabarisova, A. I.

2017-10-01

The problem of the optimal layout of low-rise residential building is considered. Each apartment must be no less than the corresponding apartment from the proposed list. Also all requests must be made and excess of the total square over of the total square of apartment from the list must be minimized. The difference in the squares formed due to with the discreteness of distances between bearing walls and a number of other technological limitations. It shown, that this problem is NP-hard. The authors built a linear-integer model and conducted her qualitative analysis. As well, authors developed a heuristic algorithm for the solution tasks of a high dimension. The computational experiment was conducted which confirming the efficiency of the proposed approach. Practical recommendations on the use the proposed algorithms are given.

The cost of conservative synchronization in parallel discrete event simulations

NASA Technical Reports Server (NTRS)

Nicol, David M.

1990-01-01

The performance of a synchronous conservative parallel discrete-event simulation protocol is analyzed. The class of simulation models considered is oriented around a physical domain and possesses a limited ability to predict future behavior. A stochastic model is used to show that as the volume of simulation activity in the model increases relative to a fixed architecture, the complexity of the average per-event overhead due to synchronization, event list manipulation, lookahead calculations, and processor idle time approach the complexity of the average per-event overhead of a serial simulation. The method is therefore within a constant factor of optimal. The analysis demonstrates that on large problems--those for which parallel processing is ideally suited--there is often enough parallel workload so that processors are not usually idle. The viability of the method is also demonstrated empirically, showing how good performance is achieved on large problems using a thirty-two node Intel iPSC/2 distributed memory multiprocessor.

On the Motion of Agents across Terrain with Obstacles

NASA Astrophysics Data System (ADS)

Kuznetsov, A. V.

2018-01-01

The paper is devoted to finding the time optimal route of an agent travelling across a region from a given source point to a given target point. At each point of this region, a maximum allowed speed is specified. This speed limit may vary in time. The continuous statement of this problem and the case when the agent travels on a grid with square cells are considered. In the latter case, the time is also discrete, and the number of admissible directions of motion at each point in time is eight. The existence of an optimal solution of this problem is proved, and estimates of the approximate solution obtained on the grid are obtained. It is found that decreasing the size of cells below a certain limit does not further improve the approximation. These results can be used to estimate the quasi-optimal trajectory of the agent motion across the rugged terrain produced by an algorithm based on a cellular automaton that was earlier developed by the author.

Interactive Land-Use Optimization Using Laguerre Voronoi Diagram with Dynamic Generating Point Allocation

NASA Astrophysics Data System (ADS)

Chaidee, S.; Pakawanwong, P.; Suppakitpaisarn, V.; Teerasawat, P.

2017-09-01

In this work, we devise an efficient method for the land-use optimization problem based on Laguerre Voronoi diagram. Previous Voronoi diagram-based methods are more efficient and more suitable for interactive design than discrete optimization-based method, but, in many cases, their outputs do not satisfy area constraints. To cope with the problem, we propose a force-directed graph drawing algorithm, which automatically allocates generating points of Voronoi diagram to appropriate positions. Then, we construct a Laguerre Voronoi diagram based on these generating points, use linear programs to adjust each cell, and reconstruct the diagram based on the adjustment. We adopt the proposed method to the practical case study of Chiang Mai University's allocated land for a mixed-use complex. For this case study, compared to other Voronoi diagram-based method, we decrease the land allocation error by 62.557 %. Although our computation time is larger than the previous Voronoi-diagram-based method, it is still suitable for interactive design.

A Simulation of Alternatives for Wholesale Inventory Replenishment

DTIC Science & Technology

2016-03-01

algorithmic details. The last method is a mixed-integer, linear optimization model. Comparative Inventory Simulation, a discrete event simulation model, is...simulation; event graphs; reorder point; fill-rate; backorder; discrete event simulation; wholesale inventory optimization model 15. NUMBER OF PAGES...model. Comparative Inventory Simulation, a discrete event simulation model, is designed to find fill rates achieved for each National Item

Performance Characterization, Development, and Application of Artificial Potential Function Guidance Methods

DTIC Science & Technology

2014-03-01

to determine if a system is stabilizable with feedback. 12 that asymptotic stability is guaranteed by Lyapunov theory. The advantage of this method are...discretized dynamics are a sufficient representation of the continuous system . Given these assumptions, the optimal control problem for minimum transit time is...tion (APF) guidance performance when applied to systems with limited control au- thority in a dynamic environment and then to use the findings to

Generating optimal control simulations of musculoskeletal movement using OpenSim and MATLAB.

PubMed

Lee, Leng-Feng; Umberger, Brian R

2016-01-01

Computer modeling, simulation and optimization are powerful tools that have seen increased use in biomechanics research. Dynamic optimizations can be categorized as either data-tracking or predictive problems. The data-tracking approach has been used extensively to address human movement problems of clinical relevance. The predictive approach also holds great promise, but has seen limited use in clinical applications. Enhanced software tools would facilitate the application of predictive musculoskeletal simulations to clinically-relevant research. The open-source software OpenSim provides tools for generating tracking simulations but not predictive simulations. However, OpenSim includes an extensive application programming interface that permits extending its capabilities with scripting languages such as MATLAB. In the work presented here, we combine the computational tools provided by MATLAB with the musculoskeletal modeling capabilities of OpenSim to create a framework for generating predictive simulations of musculoskeletal movement based on direct collocation optimal control techniques. In many cases, the direct collocation approach can be used to solve optimal control problems considerably faster than traditional shooting methods. Cyclical and discrete movement problems were solved using a simple 1 degree of freedom musculoskeletal model and a model of the human lower limb, respectively. The problems could be solved in reasonable amounts of time (several seconds to 1-2 hours) using the open-source IPOPT solver. The problems could also be solved using the fmincon solver that is included with MATLAB, but the computation times were excessively long for all but the smallest of problems. The performance advantage for IPOPT was derived primarily by exploiting sparsity in the constraints Jacobian. The framework presented here provides a powerful and flexible approach for generating optimal control simulations of musculoskeletal movement using OpenSim and MATLAB. This should allow researchers to more readily use predictive simulation as a tool to address clinical conditions that limit human mobility.

Generating optimal control simulations of musculoskeletal movement using OpenSim and MATLAB

PubMed Central

Lee, Leng-Feng

2016-01-01

Computer modeling, simulation and optimization are powerful tools that have seen increased use in biomechanics research. Dynamic optimizations can be categorized as either data-tracking or predictive problems. The data-tracking approach has been used extensively to address human movement problems of clinical relevance. The predictive approach also holds great promise, but has seen limited use in clinical applications. Enhanced software tools would facilitate the application of predictive musculoskeletal simulations to clinically-relevant research. The open-source software OpenSim provides tools for generating tracking simulations but not predictive simulations. However, OpenSim includes an extensive application programming interface that permits extending its capabilities with scripting languages such as MATLAB. In the work presented here, we combine the computational tools provided by MATLAB with the musculoskeletal modeling capabilities of OpenSim to create a framework for generating predictive simulations of musculoskeletal movement based on direct collocation optimal control techniques. In many cases, the direct collocation approach can be used to solve optimal control problems considerably faster than traditional shooting methods. Cyclical and discrete movement problems were solved using a simple 1 degree of freedom musculoskeletal model and a model of the human lower limb, respectively. The problems could be solved in reasonable amounts of time (several seconds to 1–2 hours) using the open-source IPOPT solver. The problems could also be solved using the fmincon solver that is included with MATLAB, but the computation times were excessively long for all but the smallest of problems. The performance advantage for IPOPT was derived primarily by exploiting sparsity in the constraints Jacobian. The framework presented here provides a powerful and flexible approach for generating optimal control simulations of musculoskeletal movement using OpenSim and MATLAB. This should allow researchers to more readily use predictive simulation as a tool to address clinical conditions that limit human mobility. PMID:26835184

Model and Algorithm for Substantiating Solutions for Organization of High-Rise Construction Project

NASA Astrophysics Data System (ADS)

Anisimov, Vladimir; Anisimov, Evgeniy; Chernysh, Anatoliy

2018-03-01

In the paper the models and the algorithm for the optimal plan formation for the organization of the material and logistical processes of the high-rise construction project and their financial support are developed. The model is based on the representation of the optimization procedure in the form of a non-linear problem of discrete programming, which consists in minimizing the execution time of a set of interrelated works by a limited number of partially interchangeable performers while limiting the total cost of performing the work. The proposed model and algorithm are the basis for creating specific organization management methodologies for the high-rise construction project.

An application of different dioids in public key cryptography

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

Durcheva, Mariana I., E-mail: mdurcheva66@gmail.com

2014-11-18

Dioids provide a natural framework for analyzing a broad class of discrete event dynamical systems such as the design and analysis of bus and railway timetables, scheduling of high-throughput industrial processes, solution of combinatorial optimization problems, the analysis and improvement of flow systems in communication networks. They have appeared in several branches of mathematics such as functional analysis, optimization, stochastic systems and dynamic programming, tropical geometry, fuzzy logic. In this paper we show how to involve dioids in public key cryptography. The main goal is to create key – exchange protocols based on dioids. Additionally the digital signature scheme ismore » presented.« less

Solar collector parameter identification from unsteady data by a discrete-gradient optimization algorithm

NASA Technical Reports Server (NTRS)

Hotchkiss, G. B.; Burmeister, L. C.; Bishop, K. A.

1980-01-01

A discrete-gradient optimization algorithm is used to identify the parameters in a one-node and a two-node capacitance model of a flat-plate collector. Collector parameters are first obtained by a linear-least-squares fit to steady state data. These parameters, together with the collector heat capacitances, are then determined from unsteady data by use of the discrete-gradient optimization algorithm with less than 10 percent deviation from the steady state determination. All data were obtained in the indoor solar simulator at the NASA Lewis Research Center.

Single- and Multiple-Objective Optimization with Differential Evolution and Neural Networks

NASA Technical Reports Server (NTRS)

Rai, Man Mohan

2006-01-01

Genetic and evolutionary algorithms have been applied to solve numerous problems in engineering design where they have been used primarily as optimization procedures. These methods have an advantage over conventional gradient-based search procedures became they are capable of finding global optima of multi-modal functions and searching design spaces with disjoint feasible regions. They are also robust in the presence of noisy data. Another desirable feature of these methods is that they can efficiently use distributed and parallel computing resources since multiple function evaluations (flow simulations in aerodynamics design) can be performed simultaneously and independently on ultiple processors. For these reasons genetic and evolutionary algorithms are being used more frequently in design optimization. Examples include airfoil and wing design and compressor and turbine airfoil design. They are also finding increasing use in multiple-objective and multidisciplinary optimization. This lecture will focus on an evolutionary method that is a relatively new member to the general class of evolutionary methods called differential evolution (DE). This method is easy to use and program and it requires relatively few user-specified constants. These constants are easily determined for a wide class of problems. Fine-tuning the constants will off course yield the solution to the optimization problem at hand more rapidly. DE can be efficiently implemented on parallel computers and can be used for continuous, discrete and mixed discrete/continuous optimization problems. It does not require the objective function to be continuous and is noise tolerant. DE and applications to single and multiple-objective optimization will be included in the presentation and lecture notes. A method for aerodynamic design optimization that is based on neural networks will also be included as a part of this lecture. The method offers advantages over traditional optimization methods. It is more flexible than other methods in dealing with design in the context of both steady and unsteady flows, partial and complete data sets, combined experimental and numerical data, inclusion of various constraints and rules of thumb, and other issues that characterize the aerodynamic design process. Neural networks provide a natural framework within which a succession of numerical solutions of increasing fidelity, incorporating more realistic flow physics, can be represented and utilized for optimization. Neural networks also offer an excellent framework for multiple-objective and multi-disciplinary design optimization. Simulation tools from various disciplines can be integrated within this framework and rapid trade-off studies involving one or many disciplines can be performed. The prospect of combining neural network based optimization methods and evolutionary algorithms to obtain a hybrid method with the best properties of both methods will be included in this presentation. Achieving solution diversity and accurate convergence to the exact Pareto front in multiple objective optimization usually requires a significant computational effort with evolutionary algorithms. In this lecture we will also explore the possibility of using neural networks to obtain estimates of the Pareto optimal front using non-dominated solutions generated by DE as training data. Neural network estimators have the potential advantage of reducing the number of function evaluations required to obtain solution accuracy and diversity, thus reducing cost to design.

Graph Matching: Relax at Your Own Risk.

PubMed

Lyzinski, Vince; Fishkind, Donniell E; Fiori, Marcelo; Vogelstein, Joshua T; Priebe, Carey E; Sapiro, Guillermo

2016-01-01

Graph matching-aligning a pair of graphs to minimize their edge disagreements-has received wide-spread attention from both theoretical and applied communities over the past several decades, including combinatorics, computer vision, and connectomics. Its attention can be partially attributed to its computational difficulty. Although many heuristics have previously been proposed in the literature to approximately solve graph matching, very few have any theoretical support for their performance. A common technique is to relax the discrete problem to a continuous problem, therefore enabling practitioners to bring gradient-descent-type algorithms to bear. We prove that an indefinite relaxation (when solved exactly) almost always discovers the optimal permutation, while a common convex relaxation almost always fails to discover the optimal permutation. These theoretical results suggest that initializing the indefinite algorithm with the convex optimum might yield improved practical performance. Indeed, experimental results illuminate and corroborate these theoretical findings, demonstrating that excellent results are achieved in both benchmark and real data problems by amalgamating the two approaches.

Multi-Objective Hybrid Optimal Control for Multiple-Flyby Interplanetary Mission Design Using Chemical Propulsion

NASA Technical Reports Server (NTRS)

Englander, Jacob A.; Vavrina, Matthew A.

2015-01-01

Preliminary design of high-thrust interplanetary missions is a highly complex process. The mission designer must choose discrete parameters such as the number of flybys and the bodies at which those flybys are performed. For some missions, such as surveys of small bodies, the mission designer also contributes to target selection. In addition, real-valued decision variables, such as launch epoch, flight times, maneuver and flyby epochs, and flyby altitudes must be chosen. There are often many thousands of possible trajectories to be evaluated. The customer who commissions a trajectory design is not usually interested in a point solution, but rather the exploration of the trade space of trajectories between several different objective functions. This can be a very expensive process in terms of the number of human analyst hours required. An automated approach is therefore very desirable. This work presents such an approach by posing the impulsive mission design problem as a multiobjective hybrid optimal control problem. The method is demonstrated on several real-world problems.

A novel model-based evolutionary algorithm for multi-objective deformable image registration with content mismatch and large deformations: benchmarking efficiency and quality

NASA Astrophysics Data System (ADS)

Bouter, Anton; Alderliesten, Tanja; Bosman, Peter A. N.

2017-02-01

Taking a multi-objective optimization approach to deformable image registration has recently gained attention, because such an approach removes the requirement of manually tuning the weights of all the involved objectives. Especially for problems that require large complex deformations, this is a non-trivial task. From the resulting Pareto set of solutions one can then much more insightfully select a registration outcome that is most suitable for the problem at hand. To serve as an internal optimization engine, currently used multi-objective algorithms are competent, but rather inefficient. In this paper we largely improve upon this by introducing a multi-objective real-valued adaptation of the recently introduced Gene-pool Optimal Mixing Evolutionary Algorithm (GOMEA) for discrete optimization. In this work, GOMEA is tailored specifically to the problem of deformable image registration to obtain substantially improved efficiency. This improvement is achieved by exploiting a key strength of GOMEA: iteratively improving small parts of solutions, allowing to faster exploit the impact of such updates on the objectives at hand through partial evaluations. We performed experiments on three registration problems. In particular, an artificial problem containing a disappearing structure, a pair of pre- and post-operative breast CT scans, and a pair of breast MRI scans acquired in prone and supine position were considered. Results show that compared to the previously used evolutionary algorithm, GOMEA obtains a speed-up of up to a factor of 1600 on the tested registration problems while achieving registration outcomes of similar quality.

a Comparison of Simulated Annealing, Genetic Algorithm and Particle Swarm Optimization in Optimal First-Order Design of Indoor Tls Networks

NASA Astrophysics Data System (ADS)

Jia, F.; Lichti, D.

2017-09-01

The optimal network design problem has been well addressed in geodesy and photogrammetry but has not received the same attention for terrestrial laser scanner (TLS) networks. The goal of this research is to develop a complete design system that can automatically provide an optimal plan for high-accuracy, large-volume scanning networks. The aim in this paper is to use three heuristic optimization methods, simulated annealing (SA), genetic algorithm (GA) and particle swarm optimization (PSO), to solve the first-order design (FOD) problem for a small-volume indoor network and make a comparison of their performances. The room is simplified as discretized wall segments and possible viewpoints. Each possible viewpoint is evaluated with a score table representing the wall segments visible from each viewpoint based on scanning geometry constraints. The goal is to find a minimum number of viewpoints that can obtain complete coverage of all wall segments with a minimal sum of incidence angles. The different methods have been implemented and compared in terms of the quality of the solutions, runtime and repeatability. The experiment environment was simulated from a room located on University of Calgary campus where multiple scans are required due to occlusions from interior walls. The results obtained in this research show that PSO and GA provide similar solutions while SA doesn't guarantee an optimal solution within limited iterations. Overall, GA is considered as the best choice for this problem based on its capability of providing an optimal solution and fewer parameters to tune.

Prompting children to reason proportionally: Processing discrete units as continuous amounts.

PubMed

Boyer, Ty W; Levine, Susan C

2015-05-01

Recent studies reveal that children can solve proportional reasoning problems presented with continuous amounts that enable intuitive strategies by around 6 years of age but have difficulties with problems presented with discrete units that tend to elicit explicit count-and-match strategies until at least 10 years of age. The current study tests whether performance on discrete unit problems might be improved by prompting intuitive reasoning with continuous-format problems. Participants were kindergarten, second-grade, and fourth-grade students (N = 194) assigned to either an experimental condition, where they were given continuous amount proportion problems before discrete unit proportion problems, or a control condition, where they were given all discrete unit problems. Results of a three-way mixed-model analysis of variance examining school grade, experimental condition, and block of trials indicated that fourth-grade students in the experimental condition outperformed those in the control condition on discrete unit problems in the second half of the experiment, but kindergarten and second-grade students did not differ by condition. This suggests that older children can be prompted to use intuitive strategies to reason proportionally. (c) 2015 APA, all rights reserved).

Experiment Design for Nonparametric Models Based On Minimizing Bayes Risk: Application to Voriconazole1

PubMed Central

Bayard, David S.; Neely, Michael

2016-01-01

An experimental design approach is presented for individualized therapy in the special case where the prior information is specified by a nonparametric (NP) population model. Here, a nonparametric model refers to a discrete probability model characterized by a finite set of support points and their associated weights. An important question arises as to how to best design experiments for this type of model. Many experimental design methods are based on Fisher Information or other approaches originally developed for parametric models. While such approaches have been used with some success across various applications, it is interesting to note that they largely fail to address the fundamentally discrete nature of the nonparametric model. Specifically, the problem of identifying an individual from a nonparametric prior is more naturally treated as a problem of classification, i.e., to find a support point that best matches the patient’s behavior. This paper studies the discrete nature of the NP experiment design problem from a classification point of view. Several new insights are provided including the use of Bayes Risk as an information measure, and new alternative methods for experiment design. One particular method, denoted as MMopt (Multiple-Model Optimal), will be examined in detail and shown to require minimal computation while having distinct advantages compared to existing approaches. Several simulated examples, including a case study involving oral voriconazole in children, are given to demonstrate the usefulness of MMopt in pharmacokinetics applications. PMID:27909942

Experiment design for nonparametric models based on minimizing Bayes Risk: application to voriconazole¹.

PubMed

Bayard, David S; Neely, Michael

2017-04-01

An experimental design approach is presented for individualized therapy in the special case where the prior information is specified by a nonparametric (NP) population model. Here, a NP model refers to a discrete probability model characterized by a finite set of support points and their associated weights. An important question arises as to how to best design experiments for this type of model. Many experimental design methods are based on Fisher information or other approaches originally developed for parametric models. While such approaches have been used with some success across various applications, it is interesting to note that they largely fail to address the fundamentally discrete nature of the NP model. Specifically, the problem of identifying an individual from a NP prior is more naturally treated as a problem of classification, i.e., to find a support point that best matches the patient's behavior. This paper studies the discrete nature of the NP experiment design problem from a classification point of view. Several new insights are provided including the use of Bayes Risk as an information measure, and new alternative methods for experiment design. One particular method, denoted as MMopt (multiple-model optimal), will be examined in detail and shown to require minimal computation while having distinct advantages compared to existing approaches. Several simulated examples, including a case study involving oral voriconazole in children, are given to demonstrate the usefulness of MMopt in pharmacokinetics applications.

A Simulation of Readiness-Based Sparing Policies

DTIC Science & Technology

2017-06-01

variant of a greedy heuristic algorithm to set stock levels and estimate overall WS availability. Our discrete event simulation is then used to test the...available in the optimization tools. 14. SUBJECT TERMS readiness-based sparing, discrete event simulation, optimization, multi-indenture...variant of a greedy heuristic algorithm to set stock levels and estimate overall WS availability. Our discrete event simulation is then used to test the

TVR-DART: A More Robust Algorithm for Discrete Tomography From Limited Projection Data With Automated Gray Value Estimation.

PubMed

Xiaodong Zhuge; Palenstijn, Willem Jan; Batenburg, Kees Joost

2016-01-01

In this paper, we present a novel iterative reconstruction algorithm for discrete tomography (DT) named total variation regularized discrete algebraic reconstruction technique (TVR-DART) with automated gray value estimation. This algorithm is more robust and automated than the original DART algorithm, and is aimed at imaging of objects consisting of only a few different material compositions, each corresponding to a different gray value in the reconstruction. By exploiting two types of prior knowledge of the scanned object simultaneously, TVR-DART solves the discrete reconstruction problem within an optimization framework inspired by compressive sensing to steer the current reconstruction toward a solution with the specified number of discrete gray values. The gray values and the thresholds are estimated as the reconstruction improves through iterations. Extensive experiments from simulated data, experimental μCT, and electron tomography data sets show that TVR-DART is capable of providing more accurate reconstruction than existing algorithms under noisy conditions from a small number of projection images and/or from a small angular range. Furthermore, the new algorithm requires less effort on parameter tuning compared with the original DART algorithm. With TVR-DART, we aim to provide the tomography society with an easy-to-use and robust algorithm for DT.

Mixed mimetic spectral element method for Stokes flow: A pointwise divergence-free solution

NASA Astrophysics Data System (ADS)

Kreeft, Jasper; Gerritsma, Marc

2013-05-01

In this paper we apply the recently developed mimetic discretization method to the mixed formulation of the Stokes problem in terms of vorticity, velocity and pressure. The mimetic discretization presented in this paper and in Kreeft et al. [51] is a higher-order method for curvilinear quadrilaterals and hexahedrals. Fundamental is the underlying structure of oriented geometric objects, the relation between these objects through the boundary operator and how this defines the exterior derivative, representing the grad, curl and div, through the generalized Stokes theorem. The mimetic method presented here uses the language of differential k-forms with k-cochains as their discrete counterpart, and the relations between them in terms of the mimetic operators: reduction, reconstruction and projection. The reconstruction consists of the recently developed mimetic spectral interpolation functions. The most important result of the mimetic framework is the commutation between differentiation at the continuous level with that on the finite dimensional and discrete level. As a result operators like gradient, curl and divergence are discretized exactly. For Stokes flow, this implies a pointwise divergence-free solution. This is confirmed using a set of test cases on both Cartesian and curvilinear meshes. It will be shown that the method converges optimally for all admissible boundary conditions.

Properties of wavelet discretization of Black-Scholes equation

NASA Astrophysics Data System (ADS)

Finěk, Václav

2017-07-01

Using wavelet methods, the continuous problem is transformed into a well-conditioned discrete problem. And once a non-symmetric problem is given, squaring yields a symmetric positive definite formulation. However squaring usually makes the condition number of discrete problems substantially worse. This note is concerned with a wavelet based numerical solution of the Black-Scholes equation for pricing European options. We show here that in wavelet coordinates a symmetric part of the discretized equation dominates over an unsymmetric part in the standard economic environment with low interest rates. It provides some justification for using a fractional step method with implicit treatment of the symmetric part of the weak form of the Black-Scholes operator and with explicit treatment of its unsymmetric part. Then a well-conditioned discrete problem is obtained.

A single sensor and single actuator approach to performance tailoring over a prescribed frequency band.

PubMed

Wang, Jiqiang

2016-03-01

Restricted sensing and actuation control represents an important area of research that has been overlooked in most of the design methodologies. In many practical control engineering problems, it is necessitated to implement the design through a single sensor and single actuator for multivariate performance variables. In this paper, a novel approach is proposed for the solution to the single sensor and single actuator control problem where performance over any prescribed frequency band can also be tailored. The results are obtained for the broad band control design based on the formulation for discrete frequency control. It is shown that the single sensor and single actuator control problem over a frequency band can be cast into a Nevanlinna-Pick interpolation problem. An optimal controller can then be obtained via the convex optimization over LMIs. Even remarkable is that robustness issues can also be tackled in this framework. A numerical example is provided for the broad band attenuation of rotor blade vibration to illustrate the proposed design procedures. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Surveillance of a 2D Plane Area with 3D Deployed Cameras

PubMed Central

Fu, Yi-Ge; Zhou, Jie; Deng, Lei

2014-01-01

As the use of camera networks has expanded, camera placement to satisfy some quality assurance parameters (such as a good coverage ratio, an acceptable resolution constraints, an acceptable cost as low as possible, etc.) has become an important problem. The discrete camera deployment problem is NP-hard and many heuristic methods have been proposed to solve it, most of which make very simple assumptions. In this paper, we propose a probability inspired binary Particle Swarm Optimization (PI-BPSO) algorithm to solve a homogeneous camera network placement problem. We model the problem under some more realistic assumptions: (1) deploy the cameras in the 3D space while the surveillance area is restricted to a 2D ground plane; (2) deploy the minimal number of cameras to get a maximum visual coverage under more constraints, such as field of view (FOV) of the cameras and the minimum resolution constraints. We can simultaneously optimize the number and the configuration of the cameras through the introduction of a regulation item in the cost function. The simulation results showed the effectiveness of the proposed PI-BPSO algorithm. PMID:24469353

Robust extrema features for time-series data analysis.

PubMed

Vemulapalli, Pramod K; Monga, Vishal; Brennan, Sean N

2013-06-01

The extraction of robust features for comparing and analyzing time series is a fundamentally important problem. Research efforts in this area encompass dimensionality reduction using popular signal analysis tools such as the discrete Fourier and wavelet transforms, various distance metrics, and the extraction of interest points from time series. Recently, extrema features for analysis of time-series data have assumed increasing significance because of their natural robustness under a variety of practical distortions, their economy of representation, and their computational benefits. Invariably, the process of encoding extrema features is preceded by filtering of the time series with an intuitively motivated filter (e.g., for smoothing), and subsequent thresholding to identify robust extrema. We define the properties of robustness, uniqueness, and cardinality as a means to identify the design choices available in each step of the feature generation process. Unlike existing methods, which utilize filters "inspired" from either domain knowledge or intuition, we explicitly optimize the filter based on training time series to optimize robustness of the extracted extrema features. We demonstrate further that the underlying filter optimization problem reduces to an eigenvalue problem and has a tractable solution. An encoding technique that enhances control over cardinality and uniqueness is also presented. Experimental results obtained for the problem of time series subsequence matching establish the merits of the proposed algorithm.

Optimal pre-scheduling of problem remappings

NASA Technical Reports Server (NTRS)

Nicol, David M.; Saltz, Joel H.

1987-01-01

A large class of scientific computational problems can be characterized as a sequence of steps where a significant amount of computation occurs each step, but the work performed at each step is not necessarily identical. Two good examples of this type of computation are: (1) regridding methods which change the problem discretization during the course of the computation, and (2) methods for solving sparse triangular systems of linear equations. Recent work has investigated a means of mapping such computations onto parallel processors; the method defines a family of static mappings with differing degrees of importance placed on the conflicting goals of good load balance and low communication/synchronization overhead. The performance tradeoffs are controllable by adjusting the parameters of the mapping method. To achieve good performance it may be necessary to dynamically change these parameters at run-time, but such changes can impose additional costs. If the computation's behavior can be determined prior to its execution, it can be possible to construct an optimal parameter schedule using a low-order-polynomial-time dynamic programming algorithm. Since the latter can be expensive, the performance is studied of the effect of a linear-time scheduling heuristic on one of the model problems, and it is shown to be effective and nearly optimal.

Meshless methods in shape optimization of linear elastic and thermoelastic solids

NASA Astrophysics Data System (ADS)

Bobaru, Florin

This dissertation proposes a meshless approach to problems in shape optimization of elastic and thermoelastic solids. The Element-free Galerkin (EFG) method is used for this purpose. The ability of the EFG to avoid remeshing, that is normally done in a Finite Element approach to correct highly distorted meshes, is clearly demonstrated by several examples. The shape optimization example of a thermal cooling fin shows a dramatic improvement in the objective compared to a previous FEM analysis. More importantly, the new solution, displaying large shape changes contrasted to the initial design, was completely missed by the FEM analysis. The EFG formulation given here for shape optimization "uncovers" new solutions that are, apparently, unobtainable via a FEM approach. This is one of the main achievements of our work. The variational formulations for the analysis problem and for the sensitivity problems are obtained with a penalty method for imposing the displacement boundary conditions. The continuum formulation is general and this facilitates 2D and 3D with minor differences from one another. Also, transient thermoelastic problems can use the present development at each time step to solve shape optimization problems for time-dependent thermal problems. For the elasticity framework, displacement sensitivity is obtained in the EFG context. Excellent agreements with analytical solutions for some test problems are obtained. The shape optimization of a fillet is carried out in great detail, and results show significant improvement of the EFG solution over the FEM or the Boundary Element Method solutions. In our approach we avoid differentiating the complicated EFG shape functions, with respect to the shape design parameters, by using a particular discretization for sensitivity calculations. Displacement and temperature sensitivities are formulated for the shape optimization of a linear thermoelastic solid. Two important examples considered in this work, the optimization of a thermal fin and of a uniformly loaded thermoelastic beam, reveal new characteristics of the EFG method in shape optimization applications. Among other advantages of the EFG method over traditional FEM treatments of shape optimization problems, some of the most important ones are shown to be: elimination of post-processing for stress and strain recovery that directly gives more accurate results in critical positions (near the boundaries, for example) for shape optimization problems; nodes movement flexibility that permits new, better shapes (previously missed by an FEM analysis) to be discovered. Several new research directions that need further consideration are exposed.

Combinatorial Multiobjective Optimization Using Genetic Algorithms

NASA Technical Reports Server (NTRS)

Crossley, William A.; Martin. Eric T.

2002-01-01

The research proposed in this document investigated multiobjective optimization approaches based upon the Genetic Algorithm (GA). Several versions of the GA have been adopted for multiobjective design, but, prior to this research, there had not been significant comparisons of the most popular strategies. The research effort first generalized the two-branch tournament genetic algorithm in to an N-branch genetic algorithm, then the N-branch GA was compared with a version of the popular Multi-Objective Genetic Algorithm (MOGA). Because the genetic algorithm is well suited to combinatorial (mixed discrete / continuous) optimization problems, the GA can be used in the conceptual phase of design to combine selection (discrete variable) and sizing (continuous variable) tasks. Using a multiobjective formulation for the design of a 50-passenger aircraft to meet the competing objectives of minimizing takeoff gross weight and minimizing trip time, the GA generated a range of tradeoff designs that illustrate which aircraft features change from a low-weight, slow trip-time aircraft design to a heavy-weight, short trip-time aircraft design. Given the objective formulation and analysis methods used, the results of this study identify where turboprop-powered aircraft and turbofan-powered aircraft become more desirable for the 50 seat passenger application. This aircraft design application also begins to suggest how a combinatorial multiobjective optimization technique could be used to assist in the design of morphing aircraft.

Eigenmode computation of cavities with perturbed geometry using matrix perturbation methods applied on generalized eigenvalue problems

NASA Astrophysics Data System (ADS)

Gorgizadeh, Shahnam; Flisgen, Thomas; van Rienen, Ursula

2018-07-01

Generalized eigenvalue problems are standard problems in computational sciences. They may arise in electromagnetic fields from the discretization of the Helmholtz equation by for example the finite element method (FEM). Geometrical perturbations of the structure under concern lead to a new generalized eigenvalue problems with different system matrices. Geometrical perturbations may arise by manufacturing tolerances, harsh operating conditions or during shape optimization. Directly solving the eigenvalue problem for each perturbation is computationally costly. The perturbed eigenpairs can be approximated using eigenpair derivatives. Two common approaches for the calculation of eigenpair derivatives, namely modal superposition method and direct algebraic methods, are discussed in this paper. Based on the direct algebraic methods an iterative algorithm is developed for efficiently calculating the eigenvalues and eigenvectors of the perturbed geometry from the eigenvalues and eigenvectors of the unperturbed geometry.

Plate/shell structure topology optimization of orthotropic material for buckling problem based on independent continuous topological variables

NASA Astrophysics Data System (ADS)

Ye, Hong-Ling; Wang, Wei-Wei; Chen, Ning; Sui, Yun-Kang

2017-10-01

The purpose of the present work is to study the buckling problem with plate/shell topology optimization of orthotropic material. A model of buckling topology optimization is established based on the independent, continuous, and mapping method, which considers structural mass as objective and buckling critical loads as constraints. Firstly, composite exponential function (CEF) and power function (PF) as filter functions are introduced to recognize the element mass, the element stiffness matrix, and the element geometric stiffness matrix. The filter functions of the orthotropic material stiffness are deduced. Then these filter functions are put into buckling topology optimization of a differential equation to analyze the design sensitivity. Furthermore, the buckling constraints are approximately expressed as explicit functions with respect to the design variables based on the first-order Taylor expansion. The objective function is standardized based on the second-order Taylor expansion. Therefore, the optimization model is translated into a quadratic program. Finally, the dual sequence quadratic programming (DSQP) algorithm and the global convergence method of moving asymptotes algorithm with two different filter functions (CEF and PF) are applied to solve the optimal model. Three numerical results show that DSQP&CEF has the best performance in the view of structural mass and discretion.

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

TV-based conjugate gradient method and discrete L-curve for few-view CT reconstruction of X-ray in vivo data.

PubMed

Yang, Xiaoli; Hofmann, Ralf; Dapp, Robin; van de Kamp, Thomas; dos Santos Rolo, Tomy; Xiao, Xianghui; Moosmann, Julian; Kashef, Jubin; Stotzka, Rainer

2015-03-09

High-resolution, three-dimensional (3D) imaging of soft tissues requires the solution of two inverse problems: phase retrieval and the reconstruction of the 3D image from a tomographic stack of two-dimensional (2D) projections. The number of projections per stack should be small to accommodate fast tomography of rapid processes and to constrain X-ray radiation dose to optimal levels to either increase the duration of in vivo time-lapse series at a given goal for spatial resolution and/or the conservation of structure under X-ray irradiation. In pursuing the 3D reconstruction problem in the sense of compressive sampling theory, we propose to reduce the number of projections by applying an advanced algebraic technique subject to the minimisation of the total variation (TV) in the reconstructed slice. This problem is formulated in a Lagrangian multiplier fashion with the parameter value determined by appealing to a discrete L-curve in conjunction with a conjugate gradient method. The usefulness of this reconstruction modality is demonstrated for simulated and in vivo data, the latter acquired in parallel-beam imaging experiments using synchrotron radiation.

TV-based conjugate gradient method and discrete L-curve for few-view CT reconstruction of X-ray in vivo data

DOE PAGES

Yang, Xiaoli; Hofmann, Ralf; Dapp, Robin; ...

2015-01-01

High-resolution, three-dimensional (3D) imaging of soft tissues requires the solution of two inverse problems: phase retrieval and the reconstruction of the 3D image from a tomographic stack of two-dimensional (2D) projections. The number of projections per stack should be small to accommodate fast tomography of rapid processes and to constrain X-ray radiation dose to optimal levels to either increase the duration o f in vivo time-lapse series at a given goal for spatial resolution and/or the conservation of structure under X-ray irradiation. In pursuing the 3D reconstruction problem in the sense of compressive sampling theory, we propose to reduce themore » number of projections by applying an advanced algebraic technique subject to the minimisation of the total variation (TV) in the reconstructed slice. This problem is formulated in a Lagrangian multiplier fashion with the parameter value determined by appealing to a discrete L-curve in conjunction with a conjugate gradient method. The usefulness of this reconstruction modality is demonstrated for simulated and in vivo data, the latter acquired in parallel-beam imaging experiments using synchrotron radiation.« less

Model predictive control of an air suspension system with damping multi-mode switching damper based on hybrid model

NASA Astrophysics Data System (ADS)

Sun, Xiaoqiang; Yuan, Chaochun; Cai, Yingfeng; Wang, Shaohua; Chen, Long

2017-09-01

This paper presents the hybrid modeling and the model predictive control of an air suspension system with damping multi-mode switching damper. Unlike traditional damper with continuously adjustable damping, in this study, a new damper with four discrete damping modes is applied to vehicle semi-active air suspension. The new damper can achieve different damping modes by just controlling the on-off statuses of two solenoid valves, which makes its damping adjustment more efficient and more reliable. However, since the damping mode switching induces different modes of operation, the air suspension system with the new damper poses challenging hybrid control problem. To model both the continuous/discrete dynamics and the switching between different damping modes, the framework of mixed logical dynamical (MLD) systems is used to establish the system hybrid model. Based on the resulting hybrid dynamical model, the system control problem is recast as a model predictive control (MPC) problem, which allows us to optimize the switching sequences of the damping modes by taking into account the suspension performance requirements. Numerical simulations results demonstrate the efficacy of the proposed control method finally.

An Algorithm for Integrated Subsystem Embodiment and System Synthesis

NASA Technical Reports Server (NTRS)

Lewis, Kemper

1997-01-01

Consider the statement,'A system has two coupled subsystems, one of which dominates the design process. Each subsystem consists of discrete and continuous variables, and is solved using sequential analysis and solution.' To address this type of statement in the design of complex systems, three steps are required, namely, the embodiment of the statement in terms of entities on a computer, the mathematical formulation of subsystem models, and the resulting solution and system synthesis. In complex system decomposition, the subsystems are not isolated, self-supporting entities. Information such as constraints, goals, and design variables may be shared between entities. But many times in engineering problems, full communication and cooperation does not exist, information is incomplete, or one subsystem may dominate the design. Additionally, these engineering problems give rise to mathematical models involving nonlinear functions of both discrete and continuous design variables. In this dissertation an algorithm is developed to handle these types of scenarios for the domain-independent integration of subsystem embodiment, coordination, and system synthesis using constructs from Decision-Based Design, Game Theory, and Multidisciplinary Design Optimization. Implementation of the concept in this dissertation involves testing of the hypotheses using example problems and a motivating case study involving the design of a subsonic passenger aircraft.

An Optimal Order Nonnested Mixed Multigrid Method for Generalized Stokes Problems

NASA Technical Reports Server (NTRS)

Deng, Qingping

1996-01-01

A multigrid algorithm is developed and analyzed for generalized Stokes problems discretized by various nonnested mixed finite elements within a unified framework. It is abstractly proved by an element-independent analysis that the multigrid algorithm converges with an optimal order if there exists a 'good' prolongation operator. A technique to construct a 'good' prolongation operator for nonnested multilevel finite element spaces is proposed. Its basic idea is to introduce a sequence of auxiliary nested multilevel finite element spaces and define a prolongation operator as a composite operator of two single grid level operators. This makes not only the construction of a prolongation operator much easier (the final explicit forms of such prolongation operators are fairly simple), but the verification of the approximate properties for prolongation operators is also simplified. Finally, as an application, the framework and technique is applied to seven typical nonnested mixed finite elements.

Model-Free Adaptive Control for Unknown Nonlinear Zero-Sum Differential Game.

PubMed

Zhong, Xiangnan; He, Haibo; Wang, Ding; Ni, Zhen

2018-05-01

In this paper, we present a new model-free globalized dual heuristic dynamic programming (GDHP) approach for the discrete-time nonlinear zero-sum game problems. First, the online learning algorithm is proposed based on the GDHP method to solve the Hamilton-Jacobi-Isaacs equation associated with optimal regulation control problem. By setting backward one step of the definition of performance index, the requirement of system dynamics, or an identifier is relaxed in the proposed method. Then, three neural networks are established to approximate the optimal saddle point feedback control law, the disturbance law, and the performance index, respectively. The explicit updating rules for these three neural networks are provided based on the data generated during the online learning along the system trajectories. The stability analysis in terms of the neural network approximation errors is discussed based on the Lyapunov approach. Finally, two simulation examples are provided to show the effectiveness of the proposed method.

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.

Multi-Objective Hybrid Optimal Control for Interplanetary Mission Planning

NASA Technical Reports Server (NTRS)

Englander, Jacob; Vavrina, Matthew; Ghosh, Alexander

2015-01-01

Preliminary design of low-thrust interplanetary missions is a highly complex process. The mission designer must choose discrete parameters such as the number of flybys, the bodies at which those flybys are performed and in some cases the final destination. In addition, a time-history of control variables must be chosen which defines the trajectory. There are often many thousands, if not millions, of possible trajectories to be evaluated. The customer who commissions a trajectory design is not usually interested in a point solution, but rather the exploration of the trade space of trajectories between several different objective functions. This can be a very expensive process in terms of the number of human analyst hours required. An automated approach is therefore very diserable. This work presents such as an approach by posing the mission design problem as a multi-objective hybrid optimal control problem. The method is demonstrated on a hypothetical mission to the main asteroid belt.

Reduced-order model for dynamic optimization of pressure swing adsorption processes

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

Agarwal, A.; Biegler, L.; Zitney, S.

2007-01-01

Over the past decades, pressure swing adsorption (PSA) processes have been widely used as energy-efficient gas and liquid separation techniques, especially for high purity hydrogen purification from refinery gases. The separation processes are based on solid-gas equilibrium and operate under periodic transient conditions. Models for PSA processes are therefore multiple instances of partial differential equations (PDEs) in time and space with periodic boundary conditions that link the processing steps together. The solution of this coupled stiff PDE system is governed by steep concentrations and temperature fronts moving with time. As a result, the optimization of such systems for either designmore » or operation represents a significant computational challenge to current differential algebraic equation (DAE) optimization techniques and nonlinear programming algorithms. Model reduction is one approach to generate cost-efficient low-order models which can be used as surrogate models in the optimization problems. The study develops a reduced-order model (ROM) based on proper orthogonal decomposition (POD), which is a low-dimensional approximation to a dynamic PDE-based model. Initially, a representative ensemble of solutions of the dynamic PDE system is constructed by solving a higher-order discretization of the model using the method of lines, a two-stage approach that discretizes the PDEs in space and then integrates the resulting DAEs over time. Next, the ROM method applies the Karhunen-Loeve expansion to derive a small set of empirical eigenfunctions (POD modes) which are used as basis functions within a Galerkin's projection framework to derive a low-order DAE system that accurately describes the dominant dynamics of the PDE system. The proposed method leads to a DAE system of significantly lower order, thus replacing the one obtained from spatial discretization before and making optimization problem computationally-efficient. The method has been applied to the dynamic coupled PDE-based model of a two-bed four-step PSA process for separation of hydrogen from methane. Separate ROMs have been developed for each operating step with different POD modes for each of them. A significant reduction in the order of the number of states has been achieved. The gas-phase mole fraction, solid-state loading and temperature profiles from the low-order ROM and from the high-order simulations have been compared. Moreover, the profiles for a different set of inputs and parameter values fed to the same ROM were compared with the accurate profiles from the high-order simulations. Current results indicate the proposed ROM methodology as a promising surrogate modeling technique for cost-effective optimization purposes. Moreover, deviations from the ROM for different set of inputs and parameters suggest that a recalibration of the model is required for the optimization studies. Results for these will also be presented with the aforementioned results.« less

Activities of the NASA sponsored SRI technology applications team in transferring aerospace technology to the public sector

NASA Technical Reports Server (NTRS)

Berke, J. G.

1971-01-01

The organization and functions of an interdisciplinary team for the application of aerospace generated technology to the solution of discrete technological problems within the public sector are presented. The interdisciplinary group formed at Stanford Research Institute, California is discussed. The functions of the group are to develop and conduct a program not only optimizing the match between public sector technological problems in criminalistics, transportation, and the postal services and potential solutions found in the aerospace data base, but ensuring that appropriate solutions are acutally utilized. The work accomplished during the period from July 1, 1970 to June 30, 1971 is reported.

The Mimetic Finite Element Method and the Virtual Element Method for elliptic problems with arbitrary regularity.

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

Manzini, Gianmarco

2012-07-13

We develop and analyze a new family of virtual element methods on unstructured polygonal meshes for the diffusion problem in primal form, that use arbitrarily regular discrete spaces V{sub h} {contained_in} C{sup {alpha}} {element_of} N. The degrees of freedom are (a) solution and derivative values of various degree at suitable nodes and (b) solution moments inside polygons. The convergence of the method is proven theoretically and an optimal error estimate is derived. The connection with the Mimetic Finite Difference method is also discussed. Numerical experiments confirm the convergence rate that is expected from the theory.

Optimizing sensor cover energy for directional sensors

NASA Astrophysics Data System (ADS)

Astorino, Annabella; Gaudioso, Manlio; Miglionico, Giovanna

2016-10-01

The Directional Sensors Continuous Coverage Problem (DSCCP) aims at covering a given set of targets in a plane by means of a set of directional sensors. The location of these sensors is known in advance and they are characterized by a discrete set of possible radii and aperture angles. Decisions to be made are about orientation (which in our approach can vary continuously), radius and aperture angle of each sensor. The objective is to get a minimum cost coverage of all targets, if any. We introduce a MINLP formulation of the problem and define a Lagrangian heuristics based on a dual ascent procedure operating on one multiplier at a time. Finally we report the results of the implementation of the method on a set of test problems.

Stencils and problem partitionings: Their influence on the performance of multiple processor systems

NASA Technical Reports Server (NTRS)

Reed, D. A.; Adams, L. M.; Patrick, M. L.

1986-01-01

Given a discretization stencil, partitioning the problem domain is an important first step for the efficient solution of partial differential equations on multiple processor systems. Partitions are derived that minimize interprocessor communication when the number of processors is known a priori and each domain partition is assigned to a different processor. This partitioning technique uses the stencil structure to select appropriate partition shapes. For square problem domains, it is shown that non-standard partitions (e.g., hexagons) are frequently preferable to the standard square partitions for a variety of commonly used stencils. This investigation is concluded with a formalization of the relationship between partition shape, stencil structure, and architecture, allowing selection of optimal partitions for a variety of parallel systems.

A trust-region algorithm for the optimization of PSA processes using reduced-order modeling

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

Agarwal, A.; Biegler, L.; Zitney, S.

2009-01-01

The last few decades have seen a considerable increase in the applications of adsorptive gas separation technologies, such as pressure swing adsorption (PSA); the applications range from bulk separations to trace contaminant removal. PSA processes are based on solid-gas equilibrium and operate under periodic transient conditions [1]. Bed models for these processes are therefore defined by coupled nonlinear partial differential and algebraic equations (PDAEs) distributed in space and time with periodic boundary conditions that connect the processing steps together and high nonlinearities arising from non-isothermal effects and nonlinear adsorption isotherms. As a result, the optimization of such systems for eithermore » design or operation represents a significant computational challenge to current nonlinear programming algorithms. Model reduction is a powerful methodology that permits systematic generation of cost-efficient low-order representations of large-scale systems that result from discretization of such PDAEs. In particular, low-dimensional approximations can be obtained from reduced order modeling (ROM) techniques based on proper orthogonal decomposition (POD) and can be used as surrogate models in the optimization problems. In this approach, a representative ensemble of solutions of the dynamic PDAE system is constructed by solving a higher-order discretization of the model using the method of lines, followed by the application of Karhunen-Loeve expansion to derive a small set of empirical eigenfunctions (POD modes). These modes are used as basis functions within a Galerkin's projection framework to derive a low-order DAE system that accurately describes the dominant dynamics of the PDAE system. This approach leads to a DAE system of significantly lower order, thus replacing the one obtained from spatial discretization before and making optimization problem computationally efficient [2]. The ROM methodology has been successfully applied to a 2-bed 4-step PSA process used for separating a hydrogen-methane mixture in [3]. The reduced order model developed was successfully used to optimize this process to maximize hydrogen recovery within a trust-region. We extend this approach in this work to develop a rigorous trust-region algorithm for ROM-based optimization of PSA processes. The trust-region update rules and sufficient decrease condition for the objective is used to determine the size of the trust-region. Based on the decrease in the objective function and error in the ROM, a ROM updation strategy is designed [4, 5]. The inequalities and bounds are handled in the algorithm using exact penalty formulation, and a non-smooth trust-region algorithm by Conn et al. [6] is used to handle non-differentiability. To ensure that the first order consistency condition is met and the optimum obtained from ROM-based optimization corresponds to the optimum of the original problem, a scaling function, such as one proposed by Alexandrov et al. [7], is incorporated in the objective function. Such error control mechanism is also capable of handling numerical inconsistencies such as unphysical oscillations in the state variable profiles. The proposed methodology is applied to optimize a PSA process to concentrate CO{sub 2} from a nitrogen-carbon dioxide mixture. As in [3], separate ROMs are developed for each operating step with different POD modes for each state variable. Numerical results will be presented for optimization case studies which involve maximizing CO{sub 2} recovery, feed throughput or minimizing overall power consumption.« less

a Novel Discrete Optimal Transport Method for Bayesian Inverse Problems

NASA Astrophysics Data System (ADS)

Bui-Thanh, T.; Myers, A.; Wang, K.; Thiery, A.

2017-12-01

We present the Augmented Ensemble Transform (AET) method for generating approximate samples from a high-dimensional posterior distribution as a solution to Bayesian inverse problems. Solving large-scale inverse problems is critical for some of the most relevant and impactful scientific endeavors of our time. Therefore, constructing novel methods for solving the Bayesian inverse problem in more computationally efficient ways can have a profound impact on the science community. This research derives the novel AET method for exploring a posterior by solving a sequence of linear programming problems, resulting in a series of transport maps which map prior samples to posterior samples, allowing for the computation of moments of the posterior. We show both theoretical and numerical results, indicating this method can offer superior computational efficiency when compared to other SMC methods. Most of this efficiency is derived from matrix scaling methods to solve the linear programming problem and derivative-free optimization for particle movement. We use this method to determine inter-well connectivity in a reservoir and the associated uncertainty related to certain parameters. The attached file shows the difference between the true parameter and the AET parameter in an example 3D reservoir problem. The error is within the Morozov discrepancy allowance with lower computational cost than other particle methods.

A minimum attention control law for ball catching.

PubMed

Jang, Cheongjae; Lee, Jee-eun; Lee, Sohee; Park, F C

2015-10-06

Digital implementations of control laws typically involve discretization with respect to both time and space, and a control law that can achieve a task at coarser levels of discretization can be said to require less control attention, and also reduced implementation costs. One means of quantitatively capturing the attention of a control law is to measure the rate of change of the control with respect to changes in state and time. In this paper we present an attention-minimizing control law for ball catching and other target tracking tasks based on Brockett's attention criterion. We first highlight the connections between this attention criterion and some well-known principles from human motor control. Under the assumption that the optimal control law is the sum of a linear time-varying feedback term and a time-varying feedforward term, we derive an LQR-based minimum attention tracking control law that is stable, and obtained efficiently via a finite-dimensional optimization over the symmetric positive-definite matrices. Taking ball catching as our primary task, we perform numerical experiments comparing the performance of the various control strategies examined in the paper. Consistent with prevailing theories about human ball catching, our results exhibit several familiar features, e.g., the transition from open-loop to closed-loop control during the catching movement, and improved robustness to spatiotemporal discretization. The presented control laws are applicable to more general tracking problems that are subject to limited communication resources.

A LAGRANGIAN GAUSS-NEWTON-KRYLOV SOLVER FOR MASS- AND INTENSITY-PRESERVING DIFFEOMORPHIC IMAGE REGISTRATION.

PubMed

Mang, Andreas; Ruthotto, Lars

2017-01-01

We present an efficient solver for diffeomorphic image registration problems in the framework of Large Deformations Diffeomorphic Metric Mappings (LDDMM). We use an optimal control formulation, in which the velocity field of a hyperbolic PDE needs to be found such that the distance between the final state of the system (the transformed/transported template image) and the observation (the reference image) is minimized. Our solver supports both stationary and non-stationary (i.e., transient or time-dependent) velocity fields. As transformation models, we consider both the transport equation (assuming intensities are preserved during the deformation) and the continuity equation (assuming mass-preservation). We consider the reduced form of the optimal control problem and solve the resulting unconstrained optimization problem using a discretize-then-optimize approach. A key contribution is the elimination of the PDE constraint using a Lagrangian hyperbolic PDE solver. Lagrangian methods rely on the concept of characteristic curves. We approximate these curves using a fourth-order Runge-Kutta method. We also present an efficient algorithm for computing the derivatives of the final state of the system with respect to the velocity field. This allows us to use fast Gauss-Newton based methods. We present quickly converging iterative linear solvers using spectral preconditioners that render the overall optimization efficient and scalable. Our method is embedded into the image registration framework FAIR and, thus, supports the most commonly used similarity measures and regularization functionals. We demonstrate the potential of our new approach using several synthetic and real world test problems with up to 14.7 million degrees of freedom.

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.

Discrete-Trial Functional Analysis and Functional Communication Training with Three Adults with Intellectual Disabilities and Problem Behavior

ERIC Educational Resources Information Center

Chezan, Laura C.; Drasgow, Erik; Martin, Christian A.

2014-01-01

We conducted a sequence of two studies on the use of discrete-trial functional analysis and functional communication training. First, we used discrete-trial functional analysis (DTFA) to identify the function of problem behavior in three adults with intellectual disabilities and problem behavior. Results indicated clear patterns of problem…

Adjoint Algorithm for CAD-Based Shape Optimization Using a Cartesian Method

NASA Technical Reports Server (NTRS)

Nemec, Marian; Aftosmis, Michael J.

2004-01-01

Adjoint solutions of the governing flow equations are becoming increasingly important for the development of efficient analysis and optimization algorithms. A well-known use of the adjoint method is gradient-based shape optimization. Given an objective function that defines some measure of performance, such as the lift and drag functionals, its gradient is computed at a cost that is essentially independent of the number of design variables (geometric parameters that control the shape). More recently, emerging adjoint applications focus on the analysis problem, where the adjoint solution is used to drive mesh adaptation, as well as to provide estimates of functional error bounds and corrections. The attractive feature of this approach is that the mesh-adaptation procedure targets a specific functional, thereby localizing the mesh refinement and reducing computational cost. Our focus is on the development of adjoint-based optimization techniques for a Cartesian method with embedded boundaries.12 In contrast t o implementations on structured and unstructured grids, Cartesian methods decouple the surface discretization from the volume mesh. This feature makes Cartesian methods well suited for the automated analysis of complex geometry problems, and consequently a promising approach to aerodynamic optimization. Melvin et developed an adjoint formulation for the TRANAIR code, which is based on the full-potential equation with viscous corrections. More recently, Dadone and Grossman presented an adjoint formulation for the Euler equations. In both approaches, a boundary condition is introduced to approximate the effects of the evolving surface shape that results in accurate gradient computation. Central to automated shape optimization algorithms is the issue of geometry modeling and control. The need to optimize complex, "real-life" geometry provides a strong incentive for the use of parametric-CAD systems within the optimization procedure. In previous work, we presented an effective optimization framework that incorporates a direct-CAD interface. In this work, we enhance the capabilities of this framework with efficient gradient computations using the discrete adjoint method. We present details of the adjoint numerical implementation, which reuses the domain decomposition, multigrid, and time-marching schemes of the flow solver. Furthermore, we explain and demonstrate the use of CAD in conjunction with the Cartesian adjoint approach. The final paper will contain a number of complex geometry, industrially relevant examples with many design variables to demonstrate the effectiveness of the adjoint method on Cartesian meshes.

Discrete Optimization of Electronic Hyperpolarizabilities in a Chemical Subspace

DTIC Science & Technology

2009-05-01

molecular design. Methods for optimization in discrete spaces have been studied extensively and recently reviewed ( 5). Optimization methods include...integer programming, as in branch-and-bound techniques (including dead-end elimination [ 6]), simulated annealing ( 7), and genetic algorithms ( 8...These algorithms have found renewed interest and application in molecular and materials design (9- 12) . Recently, new approaches have been

Discrete Event Supervisory Control Applied to Propulsion Systems

NASA Technical Reports Server (NTRS)

Litt, Jonathan S.; Shah, Neerav

2005-01-01

The theory of discrete event supervisory (DES) control was applied to the optimal control of a twin-engine aircraft propulsion system and demonstrated in a simulation. The supervisory control, which is implemented as a finite-state automaton, oversees the behavior of a system and manages it in such a way that it maximizes a performance criterion, similar to a traditional optimal control problem. DES controllers can be nested such that a high-level controller supervises multiple lower level controllers. This structure can be expanded to control huge, complex systems, providing optimal performance and increasing autonomy with each additional level. The DES control strategy for propulsion systems was validated using a distributed testbed consisting of multiple computers--each representing a module of the overall propulsion system--to simulate real-time hardware-in-the-loop testing. In the first experiment, DES control was applied to the operation of a nonlinear simulation of a turbofan engine (running in closed loop using its own feedback controller) to minimize engine structural damage caused by a combination of thermal and structural loads. This enables increased on-wing time for the engine through better management of the engine-component life usage. Thus, the engine-level DES acts as a life-extending controller through its interaction with and manipulation of the engine s operation.

Scenario generation for stochastic optimization problems via the sparse grid method

DOE PAGES

Chen, Michael; Mehrotra, Sanjay; Papp, David

2015-04-19

We study the use of sparse grids in the scenario generation (or discretization) problem in stochastic programming problems where the uncertainty is modeled using a continuous multivariate distribution. We show that, under a regularity assumption on the random function involved, the sequence of optimal objective function values of the sparse grid approximations converges to the true optimal objective function values as the number of scenarios increases. The rate of convergence is also established. We treat separately the special case when the underlying distribution is an affine transform of a product of univariate distributions, and show how the sparse grid methodmore » can be adapted to the distribution by the use of quadrature formulas tailored to the distribution. We numerically compare the performance of the sparse grid method using different quadrature rules with classic quasi-Monte Carlo (QMC) methods, optimal rank-one lattice rules, and Monte Carlo (MC) scenario generation, using a series of utility maximization problems with up to 160 random variables. The results show that the sparse grid method is very efficient, especially if the integrand is sufficiently smooth. In such problems the sparse grid scenario generation method is found to need several orders of magnitude fewer scenarios than MC and QMC scenario generation to achieve the same accuracy. As a result, it is indicated that the method scales well with the dimension of the distribution--especially when the underlying distribution is an affine transform of a product of univariate distributions, in which case the method appears scalable to thousands of random variables.« less

Aeroelastic optimization methodology for viscous and turbulent flows

NASA Astrophysics Data System (ADS)

Barcelos Junior, Manuel Nascimento Dias

2007-12-01

In recent years, the development of faster computers and parallel processing allowed the application of high-fidelity analysis methods to the aeroelastic design of aircraft. However, these methods are restricted to the final design verification, mainly due to the computational cost involved in iterative design processes. Therefore, this work is concerned with the creation of a robust and efficient aeroelastic optimization methodology for inviscid, viscous and turbulent flows by using high-fidelity analysis and sensitivity analysis techniques. Most of the research in aeroelastic optimization, for practical reasons, treat the aeroelastic system as a quasi-static inviscid problem. In this work, as a first step toward the creation of a more complete aeroelastic optimization methodology for realistic problems, an analytical sensitivity computation technique was developed and tested for quasi-static aeroelastic viscous and turbulent flow configurations. Viscous and turbulent effects are included by using an averaged discretization of the Navier-Stokes equations, coupled with an eddy viscosity turbulence model. For quasi-static aeroelastic problems, the traditional staggered solution strategy has unsatisfactory performance when applied to cases where there is a strong fluid-structure coupling. Consequently, this work also proposes a solution methodology for aeroelastic and sensitivity analyses of quasi-static problems, which is based on the fixed point of an iterative nonlinear block Gauss-Seidel scheme. The methodology can also be interpreted as the solution of the Schur complement of the aeroelastic and sensitivity analyses linearized systems of equations. The methodologies developed in this work are tested and verified by using realistic aeroelastic systems.

An Analytical Framework for Runtime of a Class of Continuous Evolutionary Algorithms.

PubMed

Zhang, Yushan; Hu, Guiwu

2015-01-01

Although there have been many studies on the runtime of evolutionary algorithms in discrete optimization, relatively few theoretical results have been proposed on continuous optimization, such as evolutionary programming (EP). This paper proposes an analysis of the runtime of two EP algorithms based on Gaussian and Cauchy mutations, using an absorbing Markov chain. Given a constant variation, we calculate the runtime upper bound of special Gaussian mutation EP and Cauchy mutation EP. Our analysis reveals that the upper bounds are impacted by individual number, problem dimension number n, searching range, and the Lebesgue measure of the optimal neighborhood. Furthermore, we provide conditions whereby the average runtime of the considered EP can be no more than a polynomial of n. The condition is that the Lebesgue measure of the optimal neighborhood is larger than a combinatorial calculation of an exponential and the given polynomial of n.

Short-Term Planning of Hybrid Power System

NASA Astrophysics Data System (ADS)

Knežević, Goran; Baus, Zoran; Nikolovski, Srete

2016-07-01

In this paper short-term planning algorithm for hybrid power system consist of different types of cascade hydropower plants (run-of-the river, pumped storage, conventional), thermal power plants (coal-fired power plants, combined cycle gas-fired power plants) and wind farms is presented. The optimization process provides a joint bid of the hybrid system, and thus making the operation schedule of hydro and thermal power plants, the operation condition of pumped-storage hydropower plants with the aim of maximizing profits on day ahead market, according to expected hourly electricity prices, the expected local water inflow in certain hydropower plants, and the expected production of electrical energy from the wind farm, taking into account previously contracted bilateral agreement for electricity generation. Optimization process is formulated as hourly-discretized mixed integer linear optimization problem. Optimization model is applied on the case study in order to show general features of the developed model.

A Higher Harmonic Optimal Controller to Optimise Rotorcraft Aeromechanical Behaviour

NASA Technical Reports Server (NTRS)

Leyland, Jane Anne

1996-01-01

Three methods to optimize rotorcraft aeromechanical behavior for those cases where the rotorcraft plant can be adequately represented by a linear model system matrix were identified and implemented in a stand-alone code. These methods determine the optimal control vector which minimizes the vibration metric subject to constraints at discrete time points, and differ from the commonly used non-optimal constraint penalty methods such as those employed by conventional controllers in that the constraints are handled as actual constraints to an optimization problem rather than as just additional terms in the performance index. The first method is to use a Non-linear Programming algorithm to solve the problem directly. The second method is to solve the full set of non-linear equations which define the necessary conditions for optimality. The third method is to solve each of the possible reduced sets of equations defining the necessary conditions for optimality when the constraints are pre-selected to be either active or inactive, and then to simply select the best solution. The effects of maneuvers and aeroelasticity on the systems matrix are modelled by using a pseudo-random pseudo-row-dependency scheme to define the systems matrix. Cases run to date indicate that the first method of solution is reliable, robust, and easiest to use, and that it was superior to the conventional controllers which were considered.

Higher modes of the Orr-Sommerfeld problem for boundary layer flows

NASA Technical Reports Server (NTRS)

Lakin, W. D.; Grosch, C. E.

1983-01-01

The discrete spectrum of the Orr-Sommerfeld problem of hydrodynamic stability for boundary layer flows in semi-infinite regions is examined. Related questions concerning the continuous spectrum are also addressed. Emphasis is placed on the stability problem for the Blasius boundary layer profile. A general theoretical result is given which proves that the discrete spectrum of the Orr-Sommerfeld problem for boundary layer profiles (U(y), 0,0) has only a finite number of discrete modes when U(y) has derivatives of all orders. Details are given of a highly accurate numerical technique based on collocation with splines for the calculation of stability characteristics. The technique includes replacement of 'outer' boundary conditions by asymptotic forms based on the proper large parameter in the stability problem. Implementation of the asymptotic boundary conditions is such that there is no need to make apriori distinctions between subcases of the discrete spectrum or between the discrete and continuous spectrums. Typical calculations for the usual Blasius problem are presented.

Numerical solution to the oblique derivative boundary value problem on non-uniform grids above the Earth topography

NASA Astrophysics Data System (ADS)

Medl'a, Matej; Mikula, Karol; Čunderlík, Róbert; Macák, Marek

2018-01-01

The paper presents a numerical solution of the oblique derivative boundary value problem on and above the Earth's topography using the finite volume method (FVM). It introduces a novel method for constructing non-uniform hexahedron 3D grids above the Earth's surface. It is based on an evolution of a surface, which approximates the Earth's topography, by mean curvature. To obtain optimal shapes of non-uniform 3D grid, the proposed evolution is accompanied by a tangential redistribution of grid nodes. Afterwards, the Laplace equation is discretized using FVM developed for such a non-uniform grid. The oblique derivative boundary condition is treated as a stationary advection equation, and we derive a new upwind type discretization suitable for non-uniform 3D grids. The discretization of the Laplace equation together with the discretization of the oblique derivative boundary condition leads to a linear system of equations. The solution of this system gives the disturbing potential in the whole computational domain including the Earth's surface. Numerical experiments aim to show properties and demonstrate efficiency of the developed FVM approach. The first experiments study an experimental order of convergence of the method. Then, a reconstruction of the harmonic function on the Earth's topography, which is generated from the EGM2008 or EIGEN-6C4 global geopotential model, is presented. The obtained FVM solutions show that refining of the computational grid leads to more precise results. The last experiment deals with local gravity field modelling in Slovakia using terrestrial gravity data. The GNSS-levelling test shows accuracy of the obtained local quasigeoid model.

A Stochastic Dynamic Programming Model With Fuzzy Storage States Applied to Reservoir Operation Optimization

NASA Astrophysics Data System (ADS)

Mousavi, Seyed Jamshid; Mahdizadeh, Kourosh; Afshar, Abbas

2004-08-01

Application of stochastic dynamic programming (SDP) models to reservoir optimization calls for state variables discretization. As an important variable discretization of reservoir storage volume has a pronounced effect on the computational efforts. The error caused by storage volume discretization is examined by considering it as a fuzzy state variable. In this approach, the point-to-point transitions between storage volumes at the beginning and end of each period are replaced by transitions between storage intervals. This is achieved by using fuzzy arithmetic operations with fuzzy numbers. In this approach, instead of aggregating single-valued crisp numbers, the membership functions of fuzzy numbers are combined. Running a simulated model with optimal release policies derived from fuzzy and non-fuzzy SDP models shows that a fuzzy SDP with a coarse discretization scheme performs as well as a classical SDP having much finer discretized space. It is believed that this advantage in the fuzzy SDP model is due to the smooth transitions between storage intervals which benefit from soft boundaries.

Meshes optimized for discrete exterior calculus (DEC).

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

Mousley, Sarah C.; Deakin, Michael; Knupp, Patrick

We study the optimization of an energy function used by the meshing community to measure and improve mesh quality. This energy is non-traditional because it is dependent on both the primal triangulation and its dual Voronoi (power) diagram. The energy is a measure of the mesh's quality for usage in Discrete Exterior Calculus (DEC), a method for numerically solving PDEs. In DEC, the PDE domain is triangulated and this mesh is used to obtain discrete approximations of the continuous operators in the PDE. The energy of a mesh gives an upper bound on the error of the discrete diagonal approximationmore » of the Hodge star operator. In practice, one begins with an initial mesh and then makes adjustments to produce a mesh of lower energy. However, we have discovered several shortcomings in directly optimizing this energy, e.g. its non-convexity, and we show that the search for an optimized mesh may lead to mesh inversion (malformed triangles). We propose a new energy function to address some of these issues.« less

Applications of wavelet-based compression to multidimensional Earth science data

NASA Technical Reports Server (NTRS)

Bradley, Jonathan N.; Brislawn, Christopher M.

1993-01-01

A data compression algorithm involving vector quantization (VQ) and the discrete wavelet transform (DWT) is applied to two different types of multidimensional digital earth-science data. The algorithms (WVQ) is optimized for each particular application through an optimization procedure that assigns VQ parameters to the wavelet transform subbands subject to constraints on compression ratio and encoding complexity. Preliminary results of compressing global ocean model data generated on a Thinking Machines CM-200 supercomputer are presented. The WVQ scheme is used in both a predictive and nonpredictive mode. Parameters generated by the optimization algorithm are reported, as are signal-to-noise (SNR) measurements of actual quantized data. The problem of extrapolating hydrodynamic variables across the continental landmasses in order to compute the DWT on a rectangular grid is discussed. Results are also presented for compressing Landsat TM 7-band data using the WVQ scheme. The formulation of the optimization problem is presented along with SNR measurements of actual quantized data. Postprocessing applications are considered in which the seven spectral bands are clustered into 256 clusters using a k-means algorithm and analyzed using the Los Alamos multispectral data analysis program, SPECTRUM, both before and after being compressed using the WVQ program.

Model-Free Optimal Tracking Control via Critic-Only Q-Learning.

PubMed

Luo, Biao; Liu, Derong; Huang, Tingwen; Wang, Ding

2016-10-01

Model-free control is an important and promising topic in control fields, which has attracted extensive attention in the past few years. In this paper, we aim to solve the model-free optimal tracking control problem of nonaffine nonlinear discrete-time systems. A critic-only Q-learning (CoQL) method is developed, which learns the optimal tracking control from real system data, and thus avoids solving the tracking Hamilton-Jacobi-Bellman equation. First, the Q-learning algorithm is proposed based on the augmented system, and its convergence is established. Using only one neural network for approximating the Q-function, the CoQL method is developed to implement the Q-learning algorithm. Furthermore, the convergence of the CoQL method is proved with the consideration of neural network approximation error. With the convergent Q-function obtained from the CoQL method, the adaptive optimal tracking control is designed based on the gradient descent scheme. Finally, the effectiveness of the developed CoQL method is demonstrated through simulation studies. The developed CoQL method learns with off-policy data and implements with a critic-only structure, thus it is easy to realize and overcome the inadequate exploration problem.

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.

Using Neural Networks in the Mapping of Mixed Discrete/Continuous Design Spaces With Application to Structural Design

DTIC Science & Technology

1994-02-01

desired that the problem to which the design space mapping techniques were applied be easily analyzed, yet provide a design space with realistic complexity...consistent fully stressed solution. 3 DESIGN SPACE MAPPING In order to reduce the computational expense required to optimize design spaces, neural networks...employed in this study. Some of the issues involved in using neural networks to do design space mapping are how to configure the neural network, how much

Closed loop models for analyzing engineering requirements for simulators

NASA Technical Reports Server (NTRS)

Baron, S.; Muralidharan, R.; Kleinman, D.

1980-01-01

A closed loop analytic model, incorporating a model for the human pilot, (namely, the optimal control model) that would allow certain simulation design tradeoffs to be evaluated quantitatively was developed. This model was applied to a realistic flight control problem. The resulting model is used to analyze both overall simulation effects and the effects of individual elements. The results show that, as compared to an ideal continuous simulation, the discrete simulation can result in significant performance and/or workload penalties.

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

A Stochastic Inversion Method for Potential Field Data: Ant Colony Optimization

NASA Astrophysics Data System (ADS)

Liu, Shuang; Hu, Xiangyun; Liu, Tianyou

2014-07-01

Simulating natural ants' foraging behavior, the ant colony optimization (ACO) algorithm performs excellently in combinational optimization problems, for example the traveling salesman problem and the quadratic assignment problem. However, the ACO is seldom used to inverted for gravitational and magnetic data. On the basis of the continuous and multi-dimensional objective function for potential field data optimization inversion, we present the node partition strategy ACO (NP-ACO) algorithm for inversion of model variables of fixed shape and recovery of physical property distributions of complicated shape models. We divide the continuous variables into discrete nodes and ants directionally tour the nodes by use of transition probabilities. We update the pheromone trails by use of Gaussian mapping between the objective function value and the quantity of pheromone. It can analyze the search results in real time and promote the rate of convergence and precision of inversion. Traditional mapping, including the ant-cycle system, weaken the differences between ant individuals and lead to premature convergence. We tested our method by use of synthetic data and real data from scenarios involving gravity and magnetic anomalies. The inverted model variables and recovered physical property distributions were in good agreement with the true values. The ACO algorithm for binary representation imaging and full imaging can recover sharper physical property distributions than traditional linear inversion methods. The ACO has good optimization capability and some excellent characteristics, for example robustness, parallel implementation, and portability, compared with other stochastic metaheuristics.

A genetic algorithm for dynamic inbound ordering and outbound dispatching problem with delivery time windows

NASA Astrophysics Data System (ADS)

Kim, Byung Soo; Lee, Woon-Seek; Koh, Shiegheun

2012-07-01

This article considers an inbound ordering and outbound dispatching problem for a single product in a third-party warehouse, where the demands are dynamic over a discrete and finite time horizon, and moreover, each demand has a time window in which it must be satisfied. Replenishing orders are shipped in containers and the freight cost is proportional to the number of containers used. The problem is classified into two cases, i.e. non-split demand case and split demand case, and a mathematical model for each case is presented. An in-depth analysis of the models shows that they are very complicated and difficult to find optimal solutions as the problem size becomes large. Therefore, genetic algorithm (GA) based heuristic approaches are designed to solve the problems in a reasonable time. To validate and evaluate the algorithms, finally, some computational experiments are conducted.

A 3D finite-difference BiCG iterative solver with the Fourier-Jacobi preconditioner for the anisotropic EIT/EEG forward problem.

PubMed

Turovets, Sergei; Volkov, Vasily; Zherdetsky, Aleksej; Prakonina, Alena; Malony, Allen D

2014-01-01

The Electrical Impedance Tomography (EIT) and electroencephalography (EEG) forward problems in anisotropic inhomogeneous media like the human head belongs to the class of the three-dimensional boundary value problems for elliptic equations with mixed derivatives. We introduce and explore the performance of several new promising numerical techniques, which seem to be more suitable for solving these problems. The proposed numerical schemes combine the fictitious domain approach together with the finite-difference method and the optimally preconditioned Conjugate Gradient- (CG-) type iterative method for treatment of the discrete model. The numerical scheme includes the standard operations of summation and multiplication of sparse matrices and vector, as well as FFT, making it easy to implement and eligible for the effective parallel implementation. Some typical use cases for the EIT/EEG problems are considered demonstrating high efficiency of the proposed numerical technique.

An optimization-based approach for solving a time-harmonic multiphysical wave problem with higher-order schemes

NASA Astrophysics Data System (ADS)

Mönkölä, Sanna

2013-06-01

This study considers developing numerical solution techniques for the computer simulations of time-harmonic fluid-structure interaction between acoustic and elastic waves. The focus is on the efficiency of an iterative solution method based on a controllability approach and spectral elements. We concentrate on the model, in which the acoustic waves in the fluid domain are modeled by using the velocity potential and the elastic waves in the structure domain are modeled by using displacement. Traditionally, the complex-valued time-harmonic equations are used for solving the time-harmonic problems. Instead of that, we focus on finding periodic solutions without solving the time-harmonic problems directly. The time-dependent equations can be simulated with respect to time until a time-harmonic solution is reached, but the approach suffers from poor convergence. To overcome this challenge, we follow the approach first suggested and developed for the acoustic wave equations by Bristeau, Glowinski, and Périaux. Thus, we accelerate the convergence rate by employing a controllability method. The problem is formulated as a least-squares optimization problem, which is solved with the conjugate gradient (CG) algorithm. Computation of the gradient of the functional is done directly for the discretized problem. A graph-based multigrid method is used for preconditioning the CG algorithm.

Retrospective Cost Adaptive Control with Concurrent Closed-Loop Identification

NASA Astrophysics Data System (ADS)

Sobolic, Frantisek M.

Retrospective cost adaptive control (RCAC) is a discrete-time direct adaptive control algorithm for stabilization, command following, and disturbance rejection. RCAC is known to work on systems given minimal modeling information which is the leading numerator coefficient and any nonminimum-phase (NMP) zeros of the plant transfer function. This information is normally needed a priori and is key in the development of the filter, also known as the target model, within the retrospective performance variable. A novel approach to alleviate the need for prior modeling of both the leading coefficient of the plant transfer function as well as any NMP zeros is developed. The extension to the RCAC algorithm is the use of concurrent optimization of both the target model and the controller coefficients. Concurrent optimization of the target model and controller coefficients is a quadratic optimization problem in the target model and controller coefficients separately. However, this optimization problem is not convex as a joint function of both variables, and therefore nonconvex optimization methods are needed. Finally, insights within RCAC that include intercalated injection between the controller numerator and the denominator, unveil the workings of RCAC fitting a specific closed-loop transfer function to the target model. We exploit this interpretation by investigating several closed-loop identification architectures in order to extract this information for use in the target model.

Optimizing patient treatment decisions in an era of rapid technological advances: the case of hepatitis C treatment.

PubMed

Liu, Shan; Brandeau, Margaret L; Goldhaber-Fiebert, Jeremy D

2017-03-01

How long should a patient with a treatable chronic disease wait for more effective treatments before accepting the best available treatment? We develop a framework to guide optimal treatment decisions for a deteriorating chronic disease when treatment technologies are improving over time. We formulate an optimal stopping problem using a discrete-time, finite-horizon Markov decision process. The goal is to maximize a patient's quality-adjusted life expectancy. We derive structural properties of the model and analytically solve a three-period treatment decision problem. We illustrate the model with the example of treatment for chronic hepatitis C virus (HCV). Chronic HCV affects 3-4 million Americans and has been historically difficult to treat, but increasingly effective treatments have been commercialized in the past few years. We show that the optimal treatment decision is more likely to be to accept currently available treatment-despite expectations for future treatment improvement-for patients who have high-risk history, who are older, or who have more comorbidities. Insights from this study can guide HCV treatment decisions for individual patients. More broadly, our model can guide treatment decisions for curable chronic diseases by finding the optimal treatment policy for individual patients in a heterogeneous population.

Optimizing Patient Treatment Decisions in an Era of Rapid Technological Advances: The Case of Hepatitis C Treatment

PubMed Central

Liu, Shan; Goldhaber-Fiebert, Jeremy D.; Brandeau, Margaret L.

2015-01-01

How long should a patient with a treatable chronic disease wait for more effective treatments before accepting the best available treatment? We develop a framework to guide optimal treatment decisions for a deteriorating chronic disease when treatment technologies are improving over time. We formulate an optimal stopping problem using a discrete-time, finite-horizon Markov decision process. The goal is to maximize a patient’s quality-adjusted life expectancy. We derive structural properties of the model and analytically solve a three-period treatment decision problem. We illustrate the model with the example of treatment for chronic hepatitis C virus (HCV). Chronic HCV affects 3–4 million Americans and has been historically difficult to treat, but increasingly effective treatments have been commercialized in the past few years. We show that the optimal treatment decision is more likely to be to accept currently available treatment—despite expectations for future treatment improvement—for patients who have high-risk history, who are older, or who have more comorbidities. Insights from this study can guide HCV treatment decisions for individual patients. More broadly, our model can guide treatment decisions for curable chronic diseases by finding the optimal treatment policy for individual patients in a heterogeneous population. PMID:26188961

Graph-cut based discrete-valued image reconstruction.

PubMed

Tuysuzoglu, Ahmet; Karl, W Clem; Stojanovic, Ivana; Castañòn, David; Ünlü, M Selim

2015-05-01

Efficient graph-cut methods have been used with great success for labeling and denoising problems occurring in computer vision. Unfortunately, the presence of linear image mappings has prevented the use of these techniques in most discrete-amplitude image reconstruction problems. In this paper, we develop a graph-cut based framework for the direct solution of discrete amplitude linear image reconstruction problems cast as regularized energy function minimizations. We first analyze the structure of discrete linear inverse problem cost functions to show that the obstacle to the application of graph-cut methods to their solution is the variable mixing caused by the presence of the linear sensing operator. We then propose to use a surrogate energy functional that overcomes the challenges imposed by the sensing operator yet can be utilized efficiently in existing graph-cut frameworks. We use this surrogate energy functional to devise a monotonic iterative algorithm for the solution of discrete valued inverse problems. We first provide experiments using local convolutional operators and show the robustness of the proposed technique to noise and stability to changes in regularization parameter. Then we focus on nonlocal, tomographic examples where we consider limited-angle data problems. We compare our technique with state-of-the-art discrete and continuous image reconstruction techniques. Experiments show that the proposed method outperforms state-of-the-art techniques in challenging scenarios involving discrete valued unknowns.

Control of minimum member size in parameter-free structural shape optimization by a medial axis approximation

NASA Astrophysics Data System (ADS)

Schmitt, Oliver; Steinmann, Paul

2018-06-01

We introduce a manufacturing constraint for controlling the minimum member size in structural shape optimization problems, which is for example of interest for components fabricated in a molding process. In a parameter-free approach, whereby the coordinates of the FE boundary nodes are used as design variables, the challenging task is to find a generally valid definition for the thickness of non-parametric geometries in terms of their boundary nodes. Therefore we use the medial axis, which is the union of all points with at least two closest points on the boundary of the domain. Since the effort for the exact computation of the medial axis of geometries given by their FE discretization highly increases with the number of surface elements we use the distance function instead to approximate the medial axis by a cloud of points. The approximation is demonstrated on three 2D examples. Moreover, the formulation of a minimum thickness constraint is applied to a sensitivity-based shape optimization problem of one 2D and one 3D model.

Control of minimum member size in parameter-free structural shape optimization by a medial axis approximation

NASA Astrophysics Data System (ADS)

Schmitt, Oliver; Steinmann, Paul

2017-09-01

We introduce a manufacturing constraint for controlling the minimum member size in structural shape optimization problems, which is for example of interest for components fabricated in a molding process. In a parameter-free approach, whereby the coordinates of the FE boundary nodes are used as design variables, the challenging task is to find a generally valid definition for the thickness of non-parametric geometries in terms of their boundary nodes. Therefore we use the medial axis, which is the union of all points with at least two closest points on the boundary of the domain. Since the effort for the exact computation of the medial axis of geometries given by their FE discretization highly increases with the number of surface elements we use the distance function instead to approximate the medial axis by a cloud of points. The approximation is demonstrated on three 2D examples. Moreover, the formulation of a minimum thickness constraint is applied to a sensitivity-based shape optimization problem of one 2D and one 3D model.

Approximate labeling via graph cuts based on linear programming.

PubMed

Komodakis, Nikos; Tziritas, Georgios

2007-08-01

A new framework is presented for both understanding and developing graph-cut-based combinatorial algorithms suitable for the approximate optimization of a very wide class of Markov Random Fields (MRFs) that are frequently encountered in computer vision. The proposed framework utilizes tools from the duality theory of linear programming in order to provide an alternative and more general view of state-of-the-art techniques like the \\alpha-expansion algorithm, which is included merely as a special case. Moreover, contrary to \\alpha-expansion, the derived algorithms generate solutions with guaranteed optimality properties for a much wider class of problems, for example, even for MRFs with nonmetric potentials. In addition, they are capable of providing per-instance suboptimality bounds in all occasions, including discrete MRFs with an arbitrary potential function. These bounds prove to be very tight in practice (that is, very close to 1), which means that the resulting solutions are almost optimal. Our algorithms' effectiveness is demonstrated by presenting experimental results on a variety of low-level vision tasks, such as stereo matching, image restoration, image completion, and optical flow estimation, as well as on synthetic problems.

An embedded mesh method using piecewise constant multipliers with stabilization: mathematical and numerical aspects

DOE PAGES

Puso, M. A.; Kokko, E.; Settgast, R.; ...

2014-10-22

An embedded mesh method using piecewise constant multipliers originally proposed by Puso et al. (CMAME, 2012) is analyzed here to determine effects of the pressure stabilization term and small cut cells. The approach is implemented for transient dynamics using the central difference scheme for the time discretization. It is shown that the resulting equations of motion are a stable linear system with a condition number independent of mesh size. Furthermore, we show that the constraints and the stabilization terms can be recast as non-proportional damping such that the time integration of the scheme is provably stable with a critical timemore » step computed from the undamped equations of motion. Effects of small cuts are discussed throughout the presentation. A mesh study is conducted to evaluate the effects of the stabilization on the discretization error and conditioning and is used to recommend an optimal value for stabilization scaling parameter. Several nonlinear problems are also analyzed and compared with comparable conforming mesh results. Finally, we show several demanding problems highlighting the robustness of the proposed approach.« less

Diffractive elements for generating microscale laser beam patterns: a Y2K problem

NASA Astrophysics Data System (ADS)

Teiwes, Stephan; Krueger, Sven; Wernicke, Guenther K.; Ferstl, Margit

2000-03-01

Lasers are widely used in industrial fabrication for engraving, cutting and many other purposes. However, material processing at very small scales is still a matter of concern. Advances in diffractive optics could provide for laser systems that could be used for engraving or cutting of micro-scale patterns at high speeds. In our paper we focus on the design of diffractive elements which can be used for this special application. It is a common desire in material processing to apply 'discrete' as well as 'continuous' beam patterns. Especially, the latter case is difficult to handle as typical micro-scale patterns are characterized by bad band-limitation properties, and as speckles can easily occur in beam patterns. It is shown in this paper that a standard iterative design method usually fails to obtain diffractive elements that generate diffraction patterns with acceptable quality. Insights gained from an analysis of the design problems are used to optimize the iterative design method. We demonstrate applicability and success of our approach by the design of diffractive phase elements that generate a discrete and a continuous 'Y2K' pattern.

Discrete mathematics for spatial data classification and understanding

NASA Astrophysics Data System (ADS)

Mussio, Luigi; Nocera, Rossella; Poli, Daniela

1998-12-01

Data processing, in the field of information technology, requires new tools, involving discrete mathematics, like data compression, signal enhancement, data classification and understanding, hypertexts and multimedia (considering educational aspects too), because the mass of data implies automatic data management and doesn't permit any a priori knowledge. The methodologies and procedures used in this class of problems concern different kinds of segmentation techniques and relational strategies, like clustering, parsing, vectorization, formalization, fitting and matching. On the other hand, the complexity of this approach imposes to perform optimal sampling and outlier detection just at the beginning, in order to define the set of data to be processed: rough data supply very poor information. For these reasons, no hypotheses about the distribution behavior of the data can be generally done and a judgment should be acquired by distribution-free inference only.

Tempest - Efficient Computation of Atmospheric Flows Using High-Order Local Discretization Methods

NASA Astrophysics Data System (ADS)

Ullrich, P. A.; Guerra, J. E.

2014-12-01

The Tempest Framework composes several compact numerical methods to easily facilitate intercomparison of atmospheric flow calculations on the sphere and in rectangular domains. This framework includes the implementations of Spectral Elements, Discontinuous Galerkin, Flux Reconstruction, and Hybrid Finite Element methods with the goal of achieving optimal accuracy in the solution of atmospheric problems. Several advantages of this approach are discussed such as: improved pressure gradient calculation, numerical stability by vertical/horizontal splitting, arbitrary order of accuracy, etc. The local numerical discretization allows for high performance parallel computation and efficient inclusion of parameterizations. These techniques are used in conjunction with a non-conformal, locally refined, cubed-sphere grid for global simulations and standard Cartesian grids for simulations at the mesoscale. A complete implementation of the methods described is demonstrated in a non-hydrostatic setting.

Reverse engineering time discrete finite dynamical systems: a feasible undertaking?

PubMed

Delgado-Eckert, Edgar

2009-01-01

With the advent of high-throughput profiling methods, interest in reverse engineering the structure and dynamics of biochemical networks is high. Recently an algorithm for reverse engineering of biochemical networks was developed by Laubenbacher and Stigler. It is a top-down approach using time discrete dynamical systems. One of its key steps includes the choice of a term order, a technicality imposed by the use of Gröbner-bases calculations. The aim of this paper is to identify minimal requirements on data sets to be used with this algorithm and to characterize optimal data sets. We found minimal requirements on a data set based on how many terms the functions to be reverse engineered display. Furthermore, we identified optimal data sets, which we characterized using a geometric property called "general position". Moreover, we developed a constructive method to generate optimal data sets, provided a codimensional condition is fulfilled. In addition, we present a generalization of their algorithm that does not depend on the choice of a term order. For this method we derived a formula for the probability of finding the correct model, provided the data set used is optimal. We analyzed the asymptotic behavior of the probability formula for a growing number of variables n (i.e. interacting chemicals). Unfortunately, this formula converges to zero as fast as , where and . Therefore, even if an optimal data set is used and the restrictions in using term orders are overcome, the reverse engineering problem remains unfeasible, unless prodigious amounts of data are available. Such large data sets are experimentally impossible to generate with today's technologies.

Recourse-based facility-location problems in hybrid uncertain environment.

PubMed

Wang, Shuming; Watada, Junzo; Pedrycz, Witold

2010-08-01

The objective of this paper is to study facility-location problems in the presence of a hybrid uncertain environment involving both randomness and fuzziness. A two-stage fuzzy-random facility-location model with recourse (FR-FLMR) is developed in which both the demands and costs are assumed to be fuzzy-random variables. The bounds of the optimal objective value of the two-stage FR-FLMR are derived. As, in general, the fuzzy-random parameters of the FR-FLMR can be regarded as continuous fuzzy-random variables with an infinite number of realizations, the computation of the recourse requires solving infinite second-stage programming problems. Owing to this requirement, the recourse function cannot be determined analytically, and, hence, the model cannot benefit from the use of techniques of classical mathematical programming. In order to solve the location problems of this nature, we first develop a technique of fuzzy-random simulation to compute the recourse function. The convergence of such simulation scenarios is discussed. In the sequel, we propose a hybrid mutation-based binary ant-colony optimization (MBACO) approach to the two-stage FR-FLMR, which comprises the fuzzy-random simulation and the simplex algorithm. A numerical experiment illustrates the application of the hybrid MBACO algorithm. The comparison shows that the hybrid MBACO finds better solutions than the one using other discrete metaheuristic algorithms, such as binary particle-swarm optimization, genetic algorithm, and tabu search.

An evolutionary strategy based on partial imitation for solving optimization problems

NASA Astrophysics Data System (ADS)

Javarone, Marco Alberto

2016-12-01

In this work we introduce an evolutionary strategy to solve combinatorial optimization tasks, i.e. problems characterized by a discrete search space. In particular, we focus on the Traveling Salesman Problem (TSP), i.e. a famous problem whose search space grows exponentially, increasing the number of cities, up to becoming NP-hard. The solutions of the TSP can be codified by arrays of cities, and can be evaluated by fitness, computed according to a cost function (e.g. the length of a path). Our method is based on the evolution of an agent population by means of an imitative mechanism, we define 'partial imitation'. In particular, agents receive a random solution and then, interacting among themselves, may imitate the solutions of agents with a higher fitness. Since the imitation mechanism is only partial, agents copy only one entry (randomly chosen) of another array (i.e. solution). In doing so, the population converges towards a shared solution, behaving like a spin system undergoing a cooling process, i.e. driven towards an ordered phase. We highlight that the adopted 'partial imitation' mechanism allows the population to generate solutions over time, before reaching the final equilibrium. Results of numerical simulations show that our method is able to find, in a finite time, both optimal and suboptimal solutions, depending on the size of the considered search space.

Site Selection and Resource Allocation of Oil Spill Emergency Base for Offshore Oil Facilities

NASA Astrophysics Data System (ADS)

Li, Yunbin; Liu, Jingxian; Wei, Lei; Wu, Weihuang

2018-02-01

Based on the analysis of the historical data about oil spill accidents in the Bohai Sea, this paper discretizes oil spilled source into a limited number of spill points. According to the probability of oil spill risk, the demand for salvage forces at each oil spill point is evaluated. Aiming at the specific location of the rescue base around the Bohai Sea, a cost-benefit analysis is conducted to determine the total cost of disasters for each rescue base. Based on the relationship between the oil spill point and the rescue site, a multi-objective optimization location model for the oil spill rescue base in the Bohai Sea region is established. And the genetic algorithm is used to solve the optimization problem, and determine the emergency rescue base optimization program and emergency resources allocation ratio.

Six-degree-of-freedom program to optimize simulated trajectories (6D POST). Volume 1: Formulation manual

NASA Technical Reports Server (NTRS)

Brauer, G. L.; Habeger, A. R.; Stevenson, R.

1974-01-01

The basic equations and models used in a computer program (6D POST) to optimize simulated trajectories with six degrees of freedom were documented. The 6D POST program was conceived as a direct extension of the program POST, which dealt with point masses, and considers the general motion of a rigid body with six degrees of freedom. It may be used to solve a wide variety of atmospheric flight mechanics and orbital transfer problems for powered or unpowered vehicles operating near a rotating oblate planet. Its principal features are: an easy to use NAMELIST type input procedure, an integrated set of Flight Control System (FCS) modules, and a general-purpose discrete parameter targeting and optimization capability. It was written in FORTRAN 4 for the CDC 6000 series computers.

A scalable variational inequality approach for flow through porous media models with pressure-dependent viscosity

NASA Astrophysics Data System (ADS)

Mapakshi, N. K.; Chang, J.; Nakshatrala, K. B.

2018-04-01

Mathematical models for flow through porous media typically enjoy the so-called maximum principles, which place bounds on the pressure field. It is highly desirable to preserve these bounds on the pressure field in predictive numerical simulations, that is, one needs to satisfy discrete maximum principles (DMP). Unfortunately, many of the existing formulations for flow through porous media models do not satisfy DMP. This paper presents a robust, scalable numerical formulation based on variational inequalities (VI), to model non-linear flows through heterogeneous, anisotropic porous media without violating DMP. VI is an optimization technique that places bounds on the numerical solutions of partial differential equations. To crystallize the ideas, a modification to Darcy equations by taking into account pressure-dependent viscosity will be discretized using the lowest-order Raviart-Thomas (RT0) and Variational Multi-scale (VMS) finite element formulations. It will be shown that these formulations violate DMP, and, in fact, these violations increase with an increase in anisotropy. It will be shown that the proposed VI-based formulation provides a viable route to enforce DMP. Moreover, it will be shown that the proposed formulation is scalable, and can work with any numerical discretization and weak form. A series of numerical benchmark problems are solved to demonstrate the effects of heterogeneity, anisotropy and non-linearity on DMP violations under the two chosen formulations (RT0 and VMS), and that of non-linearity on solver convergence for the proposed VI-based formulation. Parallel scalability on modern computational platforms will be illustrated through strong-scaling studies, which will prove the efficiency of the proposed formulation in a parallel setting. Algorithmic scalability as the problem size is scaled up will be demonstrated through novel static-scaling studies. The performed static-scaling studies can serve as a guide for users to be able to select an appropriate discretization for a given problem size.

Discretization vs. Rounding Error in Euler's Method

ERIC Educational Resources Information Center

Borges, Carlos F.

2011-01-01

Euler's method for solving initial value problems is an excellent vehicle for observing the relationship between discretization error and rounding error in numerical computation. Reductions in stepsize, in order to decrease discretization error, necessarily increase the number of steps and so introduce additional rounding error. The problem is…

An Automated Solution of the Low-Thrust Interplanetary Trajectory Problem.

PubMed

Englander, Jacob A; Conway, Bruce A

2017-01-01

Preliminary design of low-thrust interplanetary missions is a highly complex process. The mission designer must choose discrete parameters such as the number of flybys, the bodies at which those flybys are performed, and in some cases the final destination. In addition, a time-history of control variables must be chosen that defines the trajectory. There are often many thousands, if not millions, of possible trajectories to be evaluated, which can be a very expensive process in terms of the number of human analyst hours required. An automated approach is therefore very desirable. This work presents such an approach by posing the mission design problem as a hybrid optimal control problem. The method is demonstrated on hypothetical missions to Mercury, the main asteroid belt, and Pluto.

An Automated Solution of the Low-Thrust Interplanetary Trajectory Problem

NASA Technical Reports Server (NTRS)

Englander, Jacob A.; Conway, Bruce

2016-01-01

Preliminary design of low-thrust interplanetary missions is a highly complex process. The mission designer must choose discrete parameters such as the number of flybys, the bodies at which those flybys are performed, and in some cases the final destination. In addition, a time-history of control variables must be chosen that defines the trajectory. There are often many thousands, if not millions, of possible trajectories to be evaluated, which can be a very expensive process in terms of the number of human analyst hours required. An automated approach is therefore very desirable. This work presents such an approach by posing the mission design problem as a hybrid optimal control problem. The method is demonstrated on hypothetical missions to Mercury, the main asteroid belt, and Pluto.

An Automated Solution of the Low-Thrust Interplanetary Trajectory Problem

PubMed Central

Englander, Jacob A.; Conway, Bruce A.

2017-01-01

Preliminary design of low-thrust interplanetary missions is a highly complex process. The mission designer must choose discrete parameters such as the number of flybys, the bodies at which those flybys are performed, and in some cases the final destination. In addition, a time-history of control variables must be chosen that defines the trajectory. There are often many thousands, if not millions, of possible trajectories to be evaluated, which can be a very expensive process in terms of the number of human analyst hours required. An automated approach is therefore very desirable. This work presents such an approach by posing the mission design problem as a hybrid optimal control problem. The method is demonstrated on hypothetical missions to Mercury, the main asteroid belt, and Pluto. PMID:29515289

Applications of Derandomization Theory in Coding

NASA Astrophysics Data System (ADS)

Cheraghchi, Mahdi

2011-07-01

Randomized techniques play a fundamental role in theoretical computer science and discrete mathematics, in particular for the design of efficient algorithms and construction of combinatorial objects. The basic goal in derandomization theory is to eliminate or reduce the need for randomness in such randomized constructions. In this thesis, we explore some applications of the fundamental notions in derandomization theory to problems outside the core of theoretical computer science, and in particular, certain problems related to coding theory. First, we consider the wiretap channel problem which involves a communication system in which an intruder can eavesdrop a limited portion of the transmissions, and construct efficient and information-theoretically optimal communication protocols for this model. Then we consider the combinatorial group testing problem. In this classical problem, one aims to determine a set of defective items within a large population by asking a number of queries, where each query reveals whether a defective item is present within a specified group of items. We use randomness condensers to explicitly construct optimal, or nearly optimal, group testing schemes for a setting where the query outcomes can be highly unreliable, as well as the threshold model where a query returns positive if the number of defectives pass a certain threshold. Finally, we design ensembles of error-correcting codes that achieve the information-theoretic capacity of a large class of communication channels, and then use the obtained ensembles for construction of explicit capacity achieving codes. [This is a shortened version of the actual abstract in the thesis.

Distribution-dependent robust linear optimization with applications to inventory control

PubMed Central

Kang, Seong-Cheol; Brisimi, Theodora S.

2014-01-01

This paper tackles linear programming problems with data uncertainty and applies it to an important inventory control problem. Each element of the constraint matrix is subject to uncertainty and is modeled as a random variable with a bounded support. The classical robust optimization approach to this problem yields a solution with guaranteed feasibility. As this approach tends to be too conservative when applications can tolerate a small chance of infeasibility, one would be interested in obtaining a less conservative solution with a certain probabilistic guarantee of feasibility. A robust formulation in the literature produces such a solution, but it does not use any distributional information on the uncertain data. In this work, we show that the use of distributional information leads to an equally robust solution (i.e., under the same probabilistic guarantee of feasibility) but with a better objective value. In particular, by exploiting distributional information, we establish stronger upper bounds on the constraint violation probability of a solution. These bounds enable us to “inject” less conservatism into the formulation, which in turn yields a more cost-effective solution (by 50% or more in some numerical instances). To illustrate the effectiveness of our methodology, we consider a discrete-time stochastic inventory control problem with certain quality of service constraints. Numerical tests demonstrate that the use of distributional information in the robust optimization of the inventory control problem results in 36%–54% cost savings, compared to the case where such information is not used. PMID:26347579

An Improved Hybrid Encoding Cuckoo Search Algorithm for 0-1 Knapsack Problems

PubMed Central

Feng, Yanhong; Jia, Ke; He, Yichao

2014-01-01

Cuckoo search (CS) is a new robust swarm intelligence method that is based on the brood parasitism of some cuckoo species. In this paper, an improved hybrid encoding cuckoo search algorithm (ICS) with greedy strategy is put forward for solving 0-1 knapsack problems. First of all, for solving binary optimization problem with ICS, based on the idea of individual hybrid encoding, the cuckoo search over a continuous space is transformed into the synchronous evolution search over discrete space. Subsequently, the concept of confidence interval (CI) is introduced; hence, the new position updating is designed and genetic mutation with a small probability is introduced. The former enables the population to move towards the global best solution rapidly in every generation, and the latter can effectively prevent the ICS from trapping into the local optimum. Furthermore, the greedy transform method is used to repair the infeasible solution and optimize the feasible solution. Experiments with a large number of KP instances show the effectiveness of the proposed algorithm and its ability to achieve good quality solutions. PMID:24527026

Distributed Event-Based Set-Membership Filtering for a Class of Nonlinear Systems With Sensor Saturations Over Sensor Networks.

PubMed

Ma, Lifeng; Wang, Zidong; Lam, Hak-Keung; Kyriakoulis, Nikos

2017-11-01

In this paper, the distributed set-membership filtering problem is investigated for a class of discrete time-varying system with an event-based communication mechanism over sensor networks. The system under consideration is subject to sector-bounded nonlinearity, unknown but bounded noises and sensor saturations. Each intelligent sensing node transmits the data to its neighbors only when certain triggering condition is violated. By means of a set of recursive matrix inequalities, sufficient conditions are derived for the existence of the desired distributed event-based filter which is capable of confining the system state in certain ellipsoidal regions centered at the estimates. Within the established theoretical framework, two additional optimization problems are formulated: one is to seek the minimal ellipsoids (in the sense of matrix trace) for the best filtering performance, and the other is to maximize the triggering threshold so as to reduce the triggering frequency with satisfactory filtering performance. A numerically attractive chaos algorithm is employed to solve the optimization problems. Finally, an illustrative example is presented to demonstrate the effectiveness and applicability of the proposed algorithm.

Phase unwrapping with graph cuts optimization and dual decomposition acceleration for 3D high-resolution MRI data.

PubMed

Dong, Jianwu; Chen, Feng; Zhou, Dong; Liu, Tian; Yu, Zhaofei; Wang, Yi

2017-03-01

Existence of low SNR regions and rapid-phase variations pose challenges to spatial phase unwrapping algorithms. Global optimization-based phase unwrapping methods are widely used, but are significantly slower than greedy methods. In this paper, dual decomposition acceleration is introduced to speed up a three-dimensional graph cut-based phase unwrapping algorithm. The phase unwrapping problem is formulated as a global discrete energy minimization problem, whereas the technique of dual decomposition is used to increase the computational efficiency by splitting the full problem into overlapping subproblems and enforcing the congruence of overlapping variables. Using three dimensional (3D) multiecho gradient echo images from an agarose phantom and five brain hemorrhage patients, we compared this proposed method with an unaccelerated graph cut-based method. Experimental results show up to 18-fold acceleration in computation time. Dual decomposition significantly improves the computational efficiency of 3D graph cut-based phase unwrapping algorithms. Magn Reson Med 77:1353-1358, 2017. © 2016 International Society for Magnetic Resonance in Medicine. © 2016 International Society for Magnetic Resonance in Medicine.

Scaling of plane-wave functions in statistically optimized near-field acoustic holography.

PubMed

Hald, Jørgen

2014-11-01

Statistically Optimized Near-field Acoustic Holography (SONAH) is a Patch Holography method, meaning that it can be applied in cases where the measurement area covers only part of the source surface. The method performs projections directly in the spatial domain, avoiding the use of spatial discrete Fourier transforms and the associated errors. First, an inverse problem is solved using regularization. For each calculation point a multiplication must then be performed with two transfer vectors--one to get the sound pressure and the other to get the particle velocity. Considering SONAH based on sound pressure measurements, existing derivations consider only pressure reconstruction when setting up the inverse problem, so the evanescent wave amplification associated with the calculation of particle velocity is not taken into account in the regularized solution of the inverse problem. The present paper introduces a scaling of the applied plane wave functions that takes the amplification into account, and it is shown that the previously published virtual source-plane retraction has almost the same effect. The effectiveness of the different solutions is verified through a set of simulated measurements.

Theory and implementation of H-matrix based iterative and direct solvers for Helmholtz and elastodynamic oscillatory kernels

NASA Astrophysics Data System (ADS)

Chaillat, Stéphanie; Desiderio, Luca; Ciarlet, Patrick

2017-12-01

In this work, we study the accuracy and efficiency of hierarchical matrix (H-matrix) based fast methods for solving dense linear systems arising from the discretization of the 3D elastodynamic Green's tensors. It is well known in the literature that standard H-matrix based methods, although very efficient tools for asymptotically smooth kernels, are not optimal for oscillatory kernels. H2-matrix and directional approaches have been proposed to overcome this problem. However the implementation of such methods is much more involved than the standard H-matrix representation. The central questions we address are twofold. (i) What is the frequency-range in which the H-matrix format is an efficient representation for 3D elastodynamic problems? (ii) What can be expected of such an approach to model problems in mechanical engineering? We show that even though the method is not optimal (in the sense that more involved representations can lead to faster algorithms) an efficient solver can be easily developed. The capabilities of the method are illustrated on numerical examples using the Boundary Element Method.

A Parallel Approach To Optimum Actuator Selection With a Genetic Algorithm

NASA Technical Reports Server (NTRS)

Rogers, James L.

2000-01-01

Recent discoveries in smart technologies have created a variety of aerodynamic actuators which have great potential to enable entirely new approaches to aerospace vehicle flight control. For a revolutionary concept such as a seamless aircraft with no moving control surfaces, there is a large set of candidate locations for placing actuators, resulting in a substantially larger number of combinations to examine in order to find an optimum placement satisfying the mission requirements. The placement of actuators on a wing determines the control effectiveness of the airplane. One approach to placement Maximizes the moments about the pitch, roll, and yaw axes, while minimizing the coupling. Genetic algorithms have been instrumental in achieving good solutions to discrete optimization problems, such as the actuator placement problem. As a proof of concept, a genetic has been developed to find the minimum number of actuators required to provide uncoupled pitch, roll, and yaw control for a simplified, untapered, unswept wing model. To find the optimum placement by searching all possible combinations would require 1,100 hours. Formulating the problem and as a multi-objective problem and modifying it to take advantage of the parallel processing capabilities of a multi-processor computer, reduces the optimization time to 22 hours.

Reentry-Vehicle Shape Optimization Using a Cartesian Adjoint Method and CAD Geometry

NASA Technical Reports Server (NTRS)

Nemec, Marian; Aftosmis, Michael J.

2006-01-01

A DJOINT solutions of the governing flow equations are becoming increasingly important for the development of efficient analysis and optimization algorithms. A well-known use of the adjoint method is gradient-based shape. Given an objective function that defines some measure of performance, such as the lift and drag functionals, its gradient is computed at a cost that is essentially independent of the number of design variables (e.g., geometric parameters that control the shape). Classic aerodynamic applications of gradient-based optimization include the design of cruise configurations for transonic and supersonic flow, as well as the design of high-lift systems. are perhaps the most promising approach for addressing the issues of flow solution automation for aerodynamic design problems. In these methods, the discretization of the wetted surface is decoupled from that of the volume mesh. This not only enables fast and robust mesh generation for geometry of arbitrary complexity, but also facilitates access to geometry modeling and manipulation using parametric computer-aided design (CAD). In previous work on Cartesian adjoint solvers, Melvin et al. developed an adjoint formulation for the TRANAIR code, which is based on the full-potential equation with viscous corrections. More recently, Dadone and Grossman presented an adjoint formulation for the two-dimensional Euler equations using a ghost-cell method to enforce the wall boundary conditions. In Refs. 18 and 19, we presented an accurate and efficient algorithm for the solution of the adjoint Euler equations discretized on Cartesian meshes with embedded, cut-cell boundaries. Novel aspects of the algorithm were the computation of surface shape sensitivities for triangulations based on parametric-CAD models and the linearization of the coupling between the surface triangulation and the cut-cells. The accuracy of the gradient computation was verified using several three-dimensional test cases, which included design variables such as the free stream parameters and the planform shape of an isolated wing. The objective of the present work is to extend our adjoint formulation to problems involving general shape changes. Factors under consideration include the computation of mesh sensitivities that provide a reliable approximation of the objective function gradient, as well as the computation of surface shape sensitivities based on a direct-CAD interface. We present detailed gradient verification studies and then focus on a shape optimization problem for an Apollo-like reentry vehicle. The goal of the optimization is to enhance the lift-to-drag ratio of the capsule by modifying the shape of its heat-shield in conjunction with a center-of-gravity (c.g.) offset. This multipoint and multi-objective optimization problem is used to demonstrate the overall effectiveness of the Cartesian adjoint method for addressing the issues of complex aerodynamic design.

Quantum algorithm for solving some discrete mathematical problems by probing their energy spectra

NASA Astrophysics Data System (ADS)

Wang, Hefeng; Fan, Heng; Li, Fuli

2014-01-01

When a probe qubit is coupled to a quantum register that represents a physical system, the probe qubit will exhibit a dynamical response only when it is resonant with a transition in the system. Using this principle, we propose a quantum algorithm for solving discrete mathematical problems based on the circuit model. Our algorithm has favorable scaling properties in solving some discrete mathematical problems.

Exponential H(infinity) synchronization of general discrete-time chaotic neural networks with or without time delays.

PubMed

Qi, Donglian; Liu, Meiqin; Qiu, Meikang; Zhang, Senlin

2010-08-01

This brief studies exponential H(infinity) synchronization of a class of general discrete-time chaotic neural networks with external disturbance. On the basis of the drive-response concept and H(infinity) control theory, and using Lyapunov-Krasovskii (or Lyapunov) functional, state feedback controllers are established to not only guarantee exponential stable synchronization between two general chaotic neural networks with or without time delays, but also reduce the effect of external disturbance on the synchronization error to a minimal H(infinity) norm constraint. The proposed controllers can be obtained by solving the convex optimization problems represented by linear matrix inequalities. Most discrete-time chaotic systems with or without time delays, such as Hopfield neural networks, cellular neural networks, bidirectional associative memory networks, recurrent multilayer perceptrons, Cohen-Grossberg neural networks, Chua's circuits, etc., can be transformed into this general chaotic neural network to be H(infinity) synchronization controller designed in a unified way. Finally, some illustrated examples with their simulations have been utilized to demonstrate the effectiveness of the proposed methods.

Endmember extraction from hyperspectral image based on discrete firefly algorithm (EE-DFA)

NASA Astrophysics Data System (ADS)

Zhang, Chengye; Qin, Qiming; Zhang, Tianyuan; Sun, Yuanheng; Chen, Chao

2017-04-01

This study proposed a novel method to extract endmembers from hyperspectral image based on discrete firefly algorithm (EE-DFA). Endmembers are the input of many spectral unmixing algorithms. Hence, in this paper, endmember extraction from hyperspectral image is regarded as a combinational optimization problem to get best spectral unmixing results, which can be solved by the discrete firefly algorithm. Two series of experiments were conducted on the synthetic hyperspectral datasets with different SNR and the AVIRIS Cuprite dataset, respectively. The experimental results were compared with the endmembers extracted by four popular methods: the sequential maximum angle convex cone (SMACC), N-FINDR, Vertex Component Analysis (VCA), and Minimum Volume Constrained Nonnegative Matrix Factorization (MVC-NMF). What's more, the effect of the parameters in the proposed method was tested on both synthetic hyperspectral datasets and AVIRIS Cuprite dataset, and the recommended parameters setting was proposed. The results in this study demonstrated that the proposed EE-DFA method showed better performance than the existing popular methods. Moreover, EE-DFA is robust under different SNR conditions.

A computational framework for prime implicants identification in noncoherent dynamic systems.

PubMed

Di Maio, Francesco; Baronchelli, Samuele; Zio, Enrico

2015-01-01

Dynamic reliability methods aim at complementing the capability of traditional static approaches (e.g., event trees [ETs] and fault trees [FTs]) by accounting for the system dynamic behavior and its interactions with the system state transition process. For this, the system dynamics is here described by a time-dependent model that includes the dependencies with the stochastic transition events. In this article, we present a novel computational framework for dynamic reliability analysis whose objectives are i) accounting for discrete stochastic transition events and ii) identifying the prime implicants (PIs) of the dynamic system. The framework entails adopting a multiple-valued logic (MVL) to consider stochastic transitions at discretized times. Then, PIs are originally identified by a differential evolution (DE) algorithm that looks for the optimal MVL solution of a covering problem formulated for MVL accident scenarios. For testing the feasibility of the framework, a dynamic noncoherent system composed of five components that can fail at discretized times has been analyzed, showing the applicability of the framework to practical cases. © 2014 Society for Risk Analysis.

Topology optimization under stochastic stiffness

NASA Astrophysics Data System (ADS)

Asadpoure, Alireza

Topology optimization is a systematic computational tool for optimizing the layout of materials within a domain for engineering design problems. It allows variation of structural boundaries and connectivities. This freedom in the design space often enables discovery of new, high performance designs. However, solutions obtained by performing the optimization in a deterministic setting may be impractical or suboptimal when considering real-world engineering conditions with inherent variabilities including (for example) variabilities in fabrication processes and operating conditions. The aim of this work is to provide a computational methodology for topology optimization in the presence of uncertainties associated with structural stiffness, such as uncertain material properties and/or structural geometry. Existing methods for topology optimization under deterministic conditions are first reviewed. Modifications are then proposed to improve the numerical performance of the so-called Heaviside Projection Method (HPM) in continuum domains. Next, two approaches, perturbation and Polynomial Chaos Expansion (PCE), are proposed to account for uncertainties in the optimization procedure. These approaches are intrusive, allowing tight and efficient coupling of the uncertainty quantification with the optimization sensitivity analysis. The work herein develops a robust topology optimization framework aimed at reducing the sensitivity of optimized solutions to uncertainties. The perturbation-based approach combines deterministic topology optimization with a perturbation method for the quantification of uncertainties. The use of perturbation transforms the problem of topology optimization under uncertainty to an augmented deterministic topology optimization problem. The PCE approach combines the spectral stochastic approach for the representation and propagation of uncertainties with an existing deterministic topology optimization technique. The resulting compact representations for the response quantities allow for efficient and accurate calculation of sensitivities of response statistics with respect to the design variables. The proposed methods are shown to be successful at generating robust optimal topologies. Examples from topology optimization in continuum and discrete domains (truss structures) under uncertainty are presented. It is also shown that proposed methods lead to significant computational savings when compared to Monte Carlo-based optimization which involve multiple formations and inversions of the global stiffness matrix and that results obtained from the proposed method are in excellent agreement with those obtained from a Monte Carlo-based optimization algorithm.