Neighboring extremals of dynamic optimization problems with path equality constraints

NASA Technical Reports Server (NTRS)

Lee, A. Y.

1988-01-01

Neighboring extremals of dynamic optimization problems with path equality constraints and with an unknown parameter vector are considered in this paper. With some simplifications, the problem is reduced to solving a linear, time-varying two-point boundary-value problem with integral path equality constraints. A modified backward sweep method is used to solve this problem. Two example problems are solved to illustrate the validity and usefulness of the solution technique.

Particle swarm optimization with recombination and dynamic linkage discovery.

PubMed

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

2007-12-01

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

Dynamic Programming and Graph Algorithms in Computer Vision*

PubMed Central

Felzenszwalb, Pedro F.; Zabih, Ramin

2013-01-01

Optimization is a powerful paradigm for expressing and solving problems in a wide range of areas, and has been successfully applied to many vision problems. Discrete optimization techniques are especially interesting, since by carefully exploiting problem structure they often provide non-trivial guarantees concerning solution quality. In this paper we briefly review dynamic programming and graph algorithms, and discuss representative examples of how these discrete optimization techniques have been applied to some classical vision problems. We focus on the low-level vision problem of stereo; the mid-level problem of interactive object segmentation; and the high-level problem of model-based recognition. PMID:20660950

Dynamic optimization of distributed biological systems using robust and efficient numerical techniques.

PubMed

Vilas, Carlos; Balsa-Canto, Eva; García, Maria-Sonia G; Banga, Julio R; Alonso, Antonio A

2012-07-02

Systems biology allows the analysis of biological systems behavior under different conditions through in silico experimentation. The possibility of perturbing biological systems in different manners calls for the design of perturbations to achieve particular goals. Examples would include, the design of a chemical stimulation to maximize the amplitude of a given cellular signal or to achieve a desired pattern in pattern formation systems, etc. Such design problems can be mathematically formulated as dynamic optimization problems which are particularly challenging when the system is described by partial differential equations.This work addresses the numerical solution of such dynamic optimization problems for spatially distributed biological systems. The usual nonlinear and large scale nature of the mathematical models related to this class of systems and the presence of constraints on the optimization problems, impose a number of difficulties, such as the presence of suboptimal solutions, which call for robust and efficient numerical techniques. Here, the use of a control vector parameterization approach combined with efficient and robust hybrid global optimization methods and a reduced order model methodology is proposed. The capabilities of this strategy are illustrated considering the solution of a two challenging problems: bacterial chemotaxis and the FitzHugh-Nagumo model. In the process of chemotaxis the objective was to efficiently compute the time-varying optimal concentration of chemotractant in one of the spatial boundaries in order to achieve predefined cell distribution profiles. Results are in agreement with those previously published in the literature. The FitzHugh-Nagumo problem is also efficiently solved and it illustrates very well how dynamic optimization may be used to force a system to evolve from an undesired to a desired pattern with a reduced number of actuators. The presented methodology can be used for the efficient dynamic optimization of generic distributed biological systems.

Optimal blood glucose control in diabetes mellitus treatment using dynamic programming based on Ackerman’s linear model

NASA Astrophysics Data System (ADS)

Pradanti, Paskalia; Hartono

2018-03-01

Determination of insulin injection dose in diabetes mellitus treatment can be considered as an optimal control problem. This article is aimed to simulate optimal blood glucose control for patient with diabetes mellitus. The blood glucose regulation of diabetic patient is represented by Ackerman’s Linear Model. This problem is then solved using dynamic programming method. The desired blood glucose level is obtained by minimizing the performance index in Lagrange form. The results show that dynamic programming based on Ackerman’s Linear Model is quite good to solve the problem.

Optimal blood glucose level control using dynamic programming based on minimal Bergman model

NASA Astrophysics Data System (ADS)

Rettian Anggita Sari, Maria; Hartono

2018-03-01

The purpose of this article is to simulate the glucose dynamic and the insulin kinetic of diabetic patient. The model used in this research is a non-linear Minimal Bergman model. Optimal control theory is then applied to formulate the problem in order to determine the optimal dose of insulin in the treatment of diabetes mellitus such that the glucose level is in the normal range for some specific time range. The optimization problem is solved using dynamic programming. The result shows that dynamic programming is quite reliable to represent the interaction between glucose and insulin levels in diabetes mellitus patient.

Optimization of fuel-cell tram operation based on two dimension dynamic programming

NASA Astrophysics Data System (ADS)

Zhang, Wenbin; Lu, Xuecheng; Zhao, Jingsong; Li, Jianqiu

2018-02-01

This paper proposes an optimal control strategy based on the two-dimension dynamic programming (2DDP) algorithm targeting at minimizing operation energy consumption for a fuel-cell tram. The energy consumption model with the tram dynamics is firstly deduced. Optimal control problem are analyzed and the 2DDP strategy is applied to solve the problem. The optimal tram speed profiles are obtained for each interstation which consist of three stages: accelerate to the set speed with the maximum traction power, dynamically adjust to maintain a uniform speed and decelerate to zero speed with the maximum braking power at a suitable timing. The optimal control curves of all the interstations are connected with the parking time to form the optimal control method of the whole line. The optimized speed profiles are also simplified for drivers to follow.

A Dynamic Process Model for Optimizing the Hospital Environment Cash-Flow

NASA Astrophysics Data System (ADS)

Pater, Flavius; Rosu, Serban

2011-09-01

In this article is presented a new approach to some fundamental techniques of solving dynamic programming problems with the use of functional equations. We will analyze the problem of minimizing the cost of treatment in a hospital environment. Mathematical modeling of this process leads to an optimal control problem with a finite horizon.

Fast engineering optimization: A novel highly effective control parameterization approach for industrial dynamic processes.

PubMed

Liu, Ping; Li, Guodong; Liu, Xinggao

2015-09-01

Control vector parameterization (CVP) is an important approach of the engineering optimization for the industrial dynamic processes. However, its major defect, the low optimization efficiency caused by calculating the relevant differential equations in the generated nonlinear programming (NLP) problem repeatedly, limits its wide application in the engineering optimization for the industrial dynamic processes. A novel highly effective control parameterization approach, fast-CVP, is first proposed to improve the optimization efficiency for industrial dynamic processes, where the costate gradient formulae is employed and a fast approximate scheme is presented to solve the differential equations in dynamic process simulation. Three well-known engineering optimization benchmark problems of the industrial dynamic processes are demonstrated as illustration. The research results show that the proposed fast approach achieves a fine performance that at least 90% of the computation time can be saved in contrast to the traditional CVP method, which reveals the effectiveness of the proposed fast engineering optimization approach for the industrial dynamic processes. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Efficient dynamic optimization of logic programs

NASA Technical Reports Server (NTRS)

Laird, Phil

1992-01-01

A summary is given of the dynamic optimization approach to speed up learning for logic programs. The problem is to restructure a recursive program into an equivalent program whose expected performance is optimal for an unknown but fixed population of problem instances. We define the term 'optimal' relative to the source of input instances and sketch an algorithm that can come within a logarithmic factor of optimal with high probability. Finally, we show that finding high-utility unfolding operations (such as EBG) can be reduced to clause reordering.

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

NASA Technical Reports Server (NTRS)

Seywald, Hans

1991-01-01

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

Dynamic malware containment under an epidemic model with alert

NASA Astrophysics Data System (ADS)

Zhang, Tianrui; Yang, Lu-Xing; Yang, Xiaofan; Wu, Yingbo; Tang, Yuan Yan

2017-03-01

Alerting at the early stage of malware invasion turns out to be an important complement to malware detection and elimination. This paper addresses the issue of how to dynamically contain the prevalence of malware at a lower cost, provided alerting is feasible. A controlled epidemic model with alert is established, and an optimal control problem based on the epidemic model is formulated. The optimality system for the optimal control problem is derived. The structure of an optimal control for the proposed optimal control problem is characterized under some conditions. Numerical examples show that the cost-efficiency of an optimal control strategy can be enhanced by adjusting the upper and lower bounds on admissible controls.

Integrated Network Decompositions and Dynamic Programming for Graph Optimization (INDDGO)

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

The INDDGO software package offers a set of tools for finding exact solutions to graph optimization problems via tree decompositions and dynamic programming algorithms. Currently the framework offers serial and parallel (distributed memory) algorithms for finding tree decompositions and solving the maximum weighted independent set problem. The parallel dynamic programming algorithm is implemented on top of the MADNESS task-based runtime.

Multi-step optimization strategy for fuel-optimal orbital transfer of low-thrust spacecraft

NASA Astrophysics Data System (ADS)

Rasotto, M.; Armellin, R.; Di Lizia, P.

2016-03-01

An effective method for the design of fuel-optimal transfers in two- and three-body dynamics is presented. The optimal control problem is formulated using calculus of variation and primer vector theory. This leads to a multi-point boundary value problem (MPBVP), characterized by complex inner constraints and a discontinuous thrust profile. The first issue is addressed by embedding the MPBVP in a parametric optimization problem, thus allowing a simplification of the set of transversality constraints. The second problem is solved by representing the discontinuous control function by a smooth function depending on a continuation parameter. The resulting trajectory optimization method can deal with different intermediate conditions, and no a priori knowledge of the control structure is required. Test cases in both the two- and three-body dynamics show the capability of the method in solving complex trajectory design problems.

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.

Regulation of Dynamical Systems to Optimal Solutions of Semidefinite Programs: Algorithms and Applications to AC Optimal Power Flow

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

Dall'Anese, Emiliano; Dhople, Sairaj V.; Giannakis, Georgios B.

2015-07-01

This paper considers a collection of networked nonlinear dynamical systems, and addresses the synthesis of feedback controllers that seek optimal operating points corresponding to the solution of pertinent network-wide optimization problems. Particular emphasis is placed on the solution of semidefinite programs (SDPs). The design of the feedback controller is grounded on a dual e-subgradient approach, with the dual iterates utilized to dynamically update the dynamical-system reference signals. Global convergence is guaranteed for diminishing stepsize rules, even when the reference inputs are updated at a faster rate than the dynamical-system settling time. The application of the proposed framework to the controlmore » of power-electronic inverters in AC distribution systems is discussed. The objective is to bridge the time-scale separation between real-time inverter control and network-wide optimization. Optimization objectives assume the form of SDP relaxations of prototypical AC optimal power flow problems.« less

Implicit methods for efficient musculoskeletal simulation and optimal control

PubMed Central

van den Bogert, Antonie J.; Blana, Dimitra; Heinrich, Dieter

2011-01-01

The ordinary differential equations for musculoskeletal dynamics are often numerically stiff and highly nonlinear. Consequently, simulations require small time steps, and optimal control problems are slow to solve and have poor convergence. In this paper, we present an implicit formulation of musculoskeletal dynamics, which leads to new numerical methods for simulation and optimal control, with the expectation that we can mitigate some of these problems. A first order Rosenbrock method was developed for solving forward dynamic problems using the implicit formulation. It was used to perform real-time dynamic simulation of a complex shoulder arm system with extreme dynamic stiffness. Simulations had an RMS error of only 0.11 degrees in joint angles when running at real-time speed. For optimal control of musculoskeletal systems, a direct collocation method was developed for implicitly formulated models. The method was applied to predict gait with a prosthetic foot and ankle. Solutions were obtained in well under one hour of computation time and demonstrated how patients may adapt their gait to compensate for limitations of a specific prosthetic limb design. The optimal control method was also applied to a state estimation problem in sports biomechanics, where forces during skiing were estimated from noisy and incomplete kinematic data. Using a full musculoskeletal dynamics model for state estimation had the additional advantage that forward dynamic simulations, could be done with the same implicitly formulated model to simulate injuries and perturbation responses. While these methods are powerful and allow solution of previously intractable problems, there are still considerable numerical challenges, especially related to the convergence of gradient-based solvers. PMID:22102983

How to formulate and solve "optimal stand density over time" problems for even-aged stands using dynamic programming.

Treesearch

Chung M. Chen; Dietmar W. Rose; Rolfe A. Leary

1980-01-01

Describes how dynamic programming can be used to solve optimal stand density problems when yields are given by prior simulation or by a new stand growth equation that is a function of the decision variable. Formulations of the latter type allow use of a calculus-based search procedure; they determine exact optimal residual density at each stage.

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

PubMed

Liu, Qingshan; Dang, Chuangyin; Huang, Tingwen

2013-02-01

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

Dynamic optimization and its relation to classical and quantum constrained systems

NASA Astrophysics Data System (ADS)

Contreras, Mauricio; Pellicer, Rely; Villena, Marcelo

2017-08-01

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

A dynamic multi-level optimal design method with embedded finite-element modeling for power transformers

NASA Astrophysics Data System (ADS)

Zhang, Yunpeng; Ho, Siu-lau; Fu, Weinong

2018-05-01

This paper proposes a dynamic multi-level optimal design method for power transformer design optimization (TDO) problems. A response surface generated by second-order polynomial regression analysis is updated dynamically by adding more design points, which are selected by Shifted Hammersley Method (SHM) and calculated by finite-element method (FEM). The updating stops when the accuracy requirement is satisfied, and optimized solutions of the preliminary design are derived simultaneously. The optimal design level is modulated through changing the level of error tolerance. Based on the response surface of the preliminary design, a refined optimal design is added using multi-objective genetic algorithm (MOGA). The effectiveness of the proposed optimal design method is validated through a classic three-phase power TDO problem.

Global dynamic optimization approach to predict activation in metabolic pathways.

PubMed

de Hijas-Liste, Gundián M; Klipp, Edda; Balsa-Canto, Eva; Banga, Julio R

2014-01-06

During the last decade, a number of authors have shown that the genetic regulation of metabolic networks may follow optimality principles. Optimal control theory has been successfully used to compute optimal enzyme profiles considering simple metabolic pathways. However, applying this optimal control framework to more general networks (e.g. branched networks, or networks incorporating enzyme production dynamics) yields problems that are analytically intractable and/or numerically very challenging. Further, these previous studies have only considered a single-objective framework. In this work we consider a more general multi-objective formulation and we present solutions based on recent developments in global dynamic optimization techniques. We illustrate the performance and capabilities of these techniques considering two sets of problems. First, we consider a set of single-objective examples of increasing complexity taken from the recent literature. We analyze the multimodal character of the associated non linear optimization problems, and we also evaluate different global optimization approaches in terms of numerical robustness, efficiency and scalability. Second, we consider generalized multi-objective formulations for several examples, and we show how this framework results in more biologically meaningful results. The proposed strategy was used to solve a set of single-objective case studies related to unbranched and branched metabolic networks of different levels of complexity. All problems were successfully solved in reasonable computation times with our global dynamic optimization approach, reaching solutions which were comparable or better than those reported in previous literature. Further, we considered, for the first time, multi-objective formulations, illustrating how activation in metabolic pathways can be explained in terms of the best trade-offs between conflicting objectives. This new methodology can be applied to metabolic networks with arbitrary topologies, non-linear dynamics and constraints.

A Mathematical Optimization Problem in Bioinformatics

ERIC Educational Resources Information Center

Heyer, Laurie J.

2008-01-01

This article describes the sequence alignment problem in bioinformatics. Through examples, we formulate sequence alignment as an optimization problem and show how to compute the optimal alignment with dynamic programming. The examples and sample exercises have been used by the author in a specialized course in bioinformatics, but could be adapted…

Distributed Optimal Consensus Over Resource Allocation Network and Its Application to Dynamical Economic Dispatch.

PubMed

Li, Chaojie; Yu, Xinghuo; Huang, Tingwen; He, Xing; Chaojie Li; Xinghuo Yu; Tingwen Huang; Xing He; Li, Chaojie; Huang, Tingwen; He, Xing; Yu, Xinghuo

2018-06-01

The resource allocation problem is studied and reformulated by a distributed interior point method via a -logarithmic barrier. By the facilitation of the graph Laplacian, a fully distributed continuous-time multiagent system is developed for solving the problem. Specifically, to avoid high singularity of the -logarithmic barrier at boundary, an adaptive parameter switching strategy is introduced into this dynamical multiagent system. The convergence rate of the distributed algorithm is obtained. Moreover, a novel distributed primal-dual dynamical multiagent system is designed in a smart grid scenario to seek the saddle point of dynamical economic dispatch, which coincides with the optimal solution. The dual decomposition technique is applied to transform the optimization problem into easily solvable resource allocation subproblems with local inequality constraints. The good performance of the new dynamical systems is, respectively, verified by a numerical example and the IEEE six-bus test system-based simulations.

Configuring Airspace Sectors with Approximate Dynamic Programming

NASA Technical Reports Server (NTRS)

Bloem, Michael; Gupta, Pramod

2010-01-01

In response to changing traffic and staffing conditions, supervisors dynamically configure airspace sectors by assigning them to control positions. A finite horizon airspace sector configuration problem models this supervisor decision. The problem is to select an airspace configuration at each time step while considering a workload cost, a reconfiguration cost, and a constraint on the number of control positions at each time step. Three algorithms for this problem are proposed and evaluated: a myopic heuristic, an exact dynamic programming algorithm, and a rollouts approximate dynamic programming algorithm. On problem instances from current operations with only dozens of possible configurations, an exact dynamic programming solution gives the optimal cost value. The rollouts algorithm achieves costs within 2% of optimal for these instances, on average. For larger problem instances that are representative of future operations and have thousands of possible configurations, excessive computation time prohibits the use of exact dynamic programming. On such problem instances, the rollouts algorithm reduces the cost achieved by the heuristic by more than 15% on average with an acceptable computation time.

Heuristic Implementation of Dynamic Programming for Matrix Permutation Problems in Combinatorial Data Analysis

ERIC Educational Resources Information Center

Brusco, Michael J.; Kohn, Hans-Friedrich; Stahl, Stephanie

2008-01-01

Dynamic programming methods for matrix permutation problems in combinatorial data analysis can produce globally-optimal solutions for matrices up to size 30x30, but are computationally infeasible for larger matrices because of enormous computer memory requirements. Branch-and-bound methods also guarantee globally-optimal solutions, but computation…

Dynamic optimization approach for integrated supplier selection and tracking control of single product inventory system with product discount

NASA Astrophysics Data System (ADS)

Sutrisno; Widowati; Heru Tjahjana, R.

2017-01-01

In this paper, we propose a mathematical model in the form of dynamic/multi-stage optimization to solve an integrated supplier selection problem and tracking control problem of single product inventory system with product discount. The product discount will be stated as a piece-wise linear function. We use dynamic programming to solve this proposed optimization to determine the optimal supplier and the optimal product volume that will be purchased from the optimal supplier for each time period so that the inventory level tracks a reference trajectory given by decision maker with minimal total cost. We give a numerical experiment to evaluate the proposed model. From the result, the optimal supplier was determined for each time period and the inventory level follows the given reference well.

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.

Trajectory optimization for the National Aerospace Plane

NASA Technical Reports Server (NTRS)

Lu, Ping

1992-01-01

The primary objective of this research is to develop an efficient and robust trajectory optimization tool for the optimal ascent problem of the National Aerospace Plane (NASP). This report is organized in the following order to summarize the complete work: Section two states the formulation and models of the trajectory optimization problem. An inverse dynamics approach to the problem is introduced in Section three. Optimal trajectories corresponding to various conditions and performance parameters are presented in Section four. A midcourse nonlinear feedback controller is developed in Section five. Section six demonstrates the performance of the inverse dynamics approach and midcourse controller during disturbances. Section seven discusses rocket assisted ascent which may be beneficial when orbital altitude is high. Finally, Section eight recommends areas of future research.

Dynamic optimization of chemical processes using ant colony framework.

PubMed

Rajesh, J; Gupta, K; Kusumakar, H S; Jayaraman, V K; Kulkarni, B D

2001-11-01

Ant colony framework is illustrated by considering dynamic optimization of six important bench marking examples. This new computational tool is simple to implement and can tackle problems with state as well as terminal constraints in a straightforward fashion. It requires fewer grid points to reach the global optimum at relatively very low computational effort. The examples with varying degree of complexities, analyzed here, illustrate its potential for solving a large class of process optimization problems in chemical engineering.

LMI-Based Fuzzy Optimal Variance Control of Airfoil Model Subject to Input Constraints

NASA Technical Reports Server (NTRS)

Swei, Sean S.M.; Ayoubi, Mohammad A.

2017-01-01

This paper presents a study of fuzzy optimal variance control problem for dynamical systems subject to actuator amplitude and rate constraints. Using Takagi-Sugeno fuzzy modeling and dynamic Parallel Distributed Compensation technique, the stability and the constraints can be cast as a multi-objective optimization problem in the form of Linear Matrix Inequalities. By utilizing the formulations and solutions for the input and output variance constraint problems, we develop a fuzzy full-state feedback controller. The stability and performance of the proposed controller is demonstrated through its application to the airfoil flutter suppression.

An Optimization Framework for Dynamic Hybrid Energy Systems

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

Wenbo Du; Humberto E Garcia; Christiaan J.J. Paredis

A computational framework for the efficient analysis and optimization of dynamic hybrid energy systems (HES) is developed. A microgrid system with multiple inputs and multiple outputs (MIMO) is modeled using the Modelica language in the Dymola environment. The optimization loop is implemented in MATLAB, with the FMI Toolbox serving as the interface between the computational platforms. Two characteristic optimization problems are selected to demonstrate the methodology and gain insight into the system performance. The first is an unconstrained optimization problem that optimizes the dynamic properties of the battery, reactor and generator to minimize variability in the HES. The second problemmore » takes operating and capital costs into consideration by imposing linear and nonlinear constraints on the design variables. The preliminary optimization results obtained in this study provide an essential step towards the development of a comprehensive framework for designing HES.« less

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

PubMed

Liu, Qingshan; Guo, Zhishan; Wang, Jun

2012-02-01

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

Use of a Computer Language in Teaching Dynamic Programming. Final Report.

ERIC Educational Resources Information Center

Trimble, C. J.; And Others

Most optimization problems of any degree of complexity must be solved using a computer. In the teaching of dynamic programing courses, it is often desirable to use a computer in problem solution. The solution process involves conceptual formulation and computational Solution. Generalized computer codes for dynamic programing problem solution…

Robust Dynamic Multi-objective Vehicle Routing Optimization Method.

PubMed

Guo, Yi-Nan; Cheng, Jian; Luo, Sha; Gong, Dun-Wei

2017-03-21

For dynamic multi-objective vehicle routing problems, the waiting time of vehicle, the number of serving vehicles, the total distance of routes were normally considered as the optimization objectives. Except for above objectives, fuel consumption that leads to the environmental pollution and energy consumption was focused on in this paper. Considering the vehicles' load and the driving distance, corresponding carbon emission model was built and set as an optimization objective. Dynamic multi-objective vehicle routing problems with hard time windows and randomly appeared dynamic customers, subsequently, were modeled. In existing planning methods, when the new service demand came up, global vehicle routing optimization method was triggered to find the optimal routes for non-served customers, which was time-consuming. Therefore, robust dynamic multi-objective vehicle routing method with two-phase is proposed. Three highlights of the novel method are: (i) After finding optimal robust virtual routes for all customers by adopting multi-objective particle swarm optimization in the first phase, static vehicle routes for static customers are formed by removing all dynamic customers from robust virtual routes in next phase. (ii)The dynamically appeared customers append to be served according to their service time and the vehicles' statues. Global vehicle routing optimization is triggered only when no suitable locations can be found for dynamic customers. (iii)A metric measuring the algorithms' robustness is given. The statistical results indicated that the routes obtained by the proposed method have better stability and robustness, but may be sub-optimum. Moreover, time-consuming global vehicle routing optimization is avoided as dynamic customers appear.

Optimal dynamic pricing and replenishment policy for perishable items with inventory-level-dependent demand

NASA Astrophysics Data System (ADS)

Lu, Lihao; Zhang, Jianxiong; Tang, Wansheng

2016-04-01

An inventory system for perishable items with limited replenishment capacity is introduced in this paper. The demand rate depends on the stock quantity displayed in the store as well as the sales price. With the goal to realise profit maximisation, an optimisation problem is addressed to seek for the optimal joint dynamic pricing and replenishment policy which is obtained by solving the optimisation problem with Pontryagin's maximum principle. A joint mixed policy, in which the sales price is a static decision variable and the replenishment rate remains to be a dynamic decision variable, is presented to compare with the joint dynamic policy. Numerical results demonstrate the advantages of the joint dynamic one, and further show the effects of different system parameters on the optimal joint dynamic policy and the maximal total profit.

Dynamics and control of DNA sequence amplification

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

Marimuthu, Karthikeyan; Chakrabarti, Raj, E-mail: raj@pmc-group.com, E-mail: rajc@andrew.cmu.edu; Division of Fundamental Research, PMC Advanced Technology, Mount Laurel, New Jersey 08054

2014-10-28

DNA amplification is the process of replication of a specified DNA sequence in vitro through time-dependent manipulation of its external environment. A theoretical framework for determination of the optimal dynamic operating conditions of DNA amplification reactions, for any specified amplification objective, is presented based on first-principles biophysical modeling and control theory. Amplification of DNA is formulated as a problem in control theory with optimal solutions that can differ considerably from strategies typically used in practice. Using the Polymerase Chain Reaction as an example, sequence-dependent biophysical models for DNA amplification are cast as control systems, wherein the dynamics of the reactionmore » are controlled by a manipulated input variable. Using these control systems, we demonstrate that there exists an optimal temperature cycling strategy for geometric amplification of any DNA sequence and formulate optimal control problems that can be used to derive the optimal temperature profile. Strategies for the optimal synthesis of the DNA amplification control trajectory are proposed. Analogous methods can be used to formulate control problems for more advanced amplification objectives corresponding to the design of new types of DNA amplification reactions.« less

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.

Structural Model Tuning Capability in an Object-Oriented Multidisciplinary Design, Analysis, and Optimization Tool

NASA Technical Reports Server (NTRS)

Lung, Shun-fat; Pak, Chan-gi

2008-01-01

Updating the finite element model using measured data is a challenging problem in the area of structural dynamics. The model updating process requires not only satisfactory correlations between analytical and experimental results, but also the retention of dynamic properties of structures. Accurate rigid body dynamics are important for flight control system design and aeroelastic trim analysis. Minimizing the difference between analytical and experimental results is a type of optimization problem. In this research, a multidisciplinary design, analysis, and optimization (MDAO) tool is introduced to optimize the objective function and constraints such that the mass properties, the natural frequencies, and the mode shapes are matched to the target data as well as the mass matrix being orthogonalized.

Structural Model Tuning Capability in an Object-Oriented Multidisciplinary Design, Analysis, and Optimization Tool

NASA Technical Reports Server (NTRS)

Lung, Shun-fat; Pak, Chan-gi

2008-01-01

Updating the finite element model using measured data is a challenging problem in the area of structural dynamics. The model updating process requires not only satisfactory correlations between analytical and experimental results, but also the retention of dynamic properties of structures. Accurate rigid body dynamics are important for flight control system design and aeroelastic trim analysis. Minimizing the difference between analytical and experimental results is a type of optimization problem. In this research, a multidisciplinary design, analysis, and optimization [MDAO] tool is introduced to optimize the objective function and constraints such that the mass properties, the natural frequencies, and the mode shapes are matched to the target data as well as the mass matrix being orthogonalized.

Optimal control and optimal trajectories of regional macroeconomic dynamics based on the Pontryagin maximum principle

NASA Astrophysics Data System (ADS)

Bulgakov, V. K.; Strigunov, V. V.

2009-05-01

The Pontryagin maximum principle is used to prove a theorem concerning optimal control in regional macroeconomics. A boundary value problem for optimal trajectories of the state and adjoint variables is formulated, and optimal curves are analyzed. An algorithm is proposed for solving the boundary value problem of optimal control. The performance of the algorithm is demonstrated by computing an optimal control and the corresponding optimal trajectories.

An historical survey of computational methods in optimal control.

NASA Technical Reports Server (NTRS)

Polak, E.

1973-01-01

Review of some of the salient theoretical developments in the specific area of optimal control algorithms. The first algorithms for optimal control were aimed at unconstrained problems and were derived by using first- and second-variation methods of the calculus of variations. These methods have subsequently been recognized as gradient, Newton-Raphson, or Gauss-Newton methods in function space. A much more recent addition to the arsenal of unconstrained optimal control algorithms are several variations of conjugate-gradient methods. At first, constrained optimal control problems could only be solved by exterior penalty function methods. Later algorithms specifically designed for constrained problems have appeared. Among these are methods for solving the unconstrained linear quadratic regulator problem, as well as certain constrained minimum-time and minimum-energy problems. Differential-dynamic programming was developed from dynamic programming considerations. The conditional-gradient method, the gradient-projection method, and a couple of feasible directions methods were obtained as extensions or adaptations of related algorithms for finite-dimensional problems. Finally, the so-called epsilon-methods combine the Ritz method with penalty function techniques.

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

PubMed

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

2018-06-01

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

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.

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

PubMed

Zhang, Bo; Duan, Haibin

2017-01-01

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

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.

A computational algorithm for spacecraft control and momentum management

NASA Technical Reports Server (NTRS)

Dzielski, John; Bergmann, Edward; Paradiso, Joseph

1990-01-01

Developments in the area of nonlinear control theory have shown how coordinate changes in the state and input spaces of a dynamical system can be used to transform certain nonlinear differential equations into equivalent linear equations. These techniques are applied to the control of a spacecraft equipped with momentum exchange devices. An optimal control problem is formulated that incorporates a nonlinear spacecraft model. An algorithm is developed for solving the optimization problem using feedback linearization to transform to an equivalent problem involving a linear dynamical constraint and a functional approximation technique to solve for the linear dynamics in terms of the control. The original problem is transformed into an unconstrained nonlinear quadratic program that yields an approximate solution to the original problem. Two examples are presented to illustrate the results.

Dynamically Reconfigurable Approach to Multidisciplinary Problems

NASA Technical Reports Server (NTRS)

Alexandrov, Natalie M.; Lewis, Robert Michael

2003-01-01

The complexity and autonomy of the constituent disciplines and the diversity of the disciplinary data formats make the task of integrating simulations into a multidisciplinary design optimization problem extremely time-consuming and difficult. We propose a dynamically reconfigurable approach to MDO problem formulation wherein an appropriate implementation of the disciplinary information results in basic computational components that can be combined into different MDO problem formulations and solution algorithms, including hybrid strategies, with relative ease. The ability to re-use the computational components is due to the special structure of the MDO problem. We believe that this structure can and should be used to formulate and solve optimization problems in the multidisciplinary context. The present work identifies the basic computational components in several MDO problem formulations and examines the dynamically reconfigurable approach in the context of a popular class of optimization methods. We show that if the disciplinary sensitivity information is implemented in a modular fashion, the transfer of sensitivity information among the formulations under study is straightforward. This enables not only experimentation with a variety of problem formations in a research environment, but also the flexible use of formulations in a production design environment.

Trajectory optimization for the National Aerospace Plane

NASA Technical Reports Server (NTRS)

Lu, Ping

1993-01-01

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

Finding Optimal Gains In Linear-Quadratic Control Problems

NASA Technical Reports Server (NTRS)

Milman, Mark H.; Scheid, Robert E., Jr.

1990-01-01

Analytical method based on Volterra factorization leads to new approximations for optimal control gains in finite-time linear-quadratic control problem of system having infinite number of dimensions. Circumvents need to analyze and solve Riccati equations and provides more transparent connection between dynamics of system and optimal gain.

Asymptotically suboptimal control of weakly interconnected dynamical systems

NASA Astrophysics Data System (ADS)

Dmitruk, N. M.; Kalinin, A. I.

2016-10-01

Optimal control problems for a group of systems with weak dynamical interconnections between its constituent subsystems are considered. A method for decentralized control is proposed which distributes the control actions between several controllers calculating in real time control inputs only for theirs subsystems based on the solution of the local optimal control problem. The local problem is solved by asymptotic methods that employ the representation of the weak interconnection by a small parameter. Combination of decentralized control and asymptotic methods allows to significantly reduce the dimension of the problems that have to be solved in the course of the control process.

Optimal control of a harmonic oscillator: Economic interpretations

NASA Astrophysics Data System (ADS)

Janová, Jitka; Hampel, David

2013-10-01

Optimal control is a popular technique for modelling and solving the dynamic decision problems in economics. A standard interpretation of the criteria function and Lagrange multipliers in the profit maximization problem is well known. On a particular example, we aim to a deeper understanding of the possible economic interpretations of further mathematical and solution features of the optimal control problem: we focus on the solution of the optimal control problem for harmonic oscillator serving as a model for Phillips business cycle. We discuss the economic interpretations of arising mathematical objects with respect to well known reasoning for these in other problems.

Robust input design for nonlinear dynamic modeling of AUV.

PubMed

Nouri, Nowrouz Mohammad; Valadi, Mehrdad

2017-09-01

Input design has a dominant role in developing the dynamic model of autonomous underwater vehicles (AUVs) through system identification. Optimal input design is the process of generating informative inputs that can be used to generate the good quality dynamic model of AUVs. In a problem with optimal input design, the desired input signal depends on the unknown system which is intended to be identified. In this paper, the input design approach which is robust to uncertainties in model parameters is used. The Bayesian robust design strategy is applied to design input signals for dynamic modeling of AUVs. The employed approach can design multiple inputs and apply constraints on an AUV system's inputs and outputs. Particle swarm optimization (PSO) is employed to solve the constraint robust optimization problem. The presented algorithm is used for designing the input signals for an AUV, and the estimate obtained by robust input design is compared with that of the optimal input design. According to the results, proposed input design can satisfy both robustness of constraints and optimality. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Capacity planning for waste management systems: an interval fuzzy robust dynamic programming approach.

PubMed

Nie, Xianghui; Huang, Guo H; Li, Yongping

2009-11-01

This study integrates the concepts of interval numbers and fuzzy sets into optimization analysis by dynamic programming as a means of accounting for system uncertainty. The developed interval fuzzy robust dynamic programming (IFRDP) model improves upon previous interval dynamic programming methods. It allows highly uncertain information to be effectively communicated into the optimization process through introducing the concept of fuzzy boundary interval and providing an interval-parameter fuzzy robust programming method for an embedded linear programming problem. Consequently, robustness of the optimization process and solution can be enhanced. The modeling approach is applied to a hypothetical problem for the planning of waste-flow allocation and treatment/disposal facility expansion within a municipal solid waste (MSW) management system. Interval solutions for capacity expansion of waste management facilities and relevant waste-flow allocation are generated and interpreted to provide useful decision alternatives. The results indicate that robust and useful solutions can be obtained, and the proposed IFRDP approach is applicable to practical problems that are associated with highly complex and uncertain information.

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 \

Portfolio Optimization with Stochastic Dividends and Stochastic Volatility

ERIC Educational Resources Information Center

Varga, Katherine Yvonne

2015-01-01

We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…

All-Optical Implementation of the Ant Colony Optimization Algorithm

PubMed Central

Hu, Wenchao; Wu, Kan; Shum, Perry Ping; Zheludev, Nikolay I.; Soci, Cesare

2016-01-01

We report all-optical implementation of the optimization algorithm for the famous “ant colony” problem. Ant colonies progressively optimize pathway to food discovered by one of the ants through identifying the discovered route with volatile chemicals (pheromones) secreted on the way back from the food deposit. Mathematically this is an important example of graph optimization problem with dynamically changing parameters. Using an optical network with nonlinear waveguides to represent the graph and a feedback loop, we experimentally show that photons traveling through the network behave like ants that dynamically modify the environment to find the shortest pathway to any chosen point in the graph. This proof-of-principle demonstration illustrates how transient nonlinearity in the optical system can be exploited to tackle complex optimization problems directly, on the hardware level, which may be used for self-routing of optical signals in transparent communication networks and energy flow in photonic systems. PMID:27222098

Quantum algorithm for energy matching in hard optimization problems

NASA Astrophysics Data System (ADS)

Baldwin, C. L.; Laumann, C. R.

2018-06-01

We consider the ability of local quantum dynamics to solve the "energy-matching" problem: given an instance of a classical optimization problem and a low-energy state, find another macroscopically distinct low-energy state. Energy matching is difficult in rugged optimization landscapes, as the given state provides little information about the distant topography. Here, we show that the introduction of quantum dynamics can provide a speedup over classical algorithms in a large class of hard optimization problems. Tunneling allows the system to explore the optimization landscape while approximately conserving the classical energy, even in the presence of large barriers. Specifically, we study energy matching in the random p -spin model of spin-glass theory. Using perturbation theory and exact diagonalization, we show that introducing a transverse field leads to three sharp dynamical phases, only one of which solves the matching problem: (1) a small-field "trapped" phase, in which tunneling is too weak for the system to escape the vicinity of the initial state; (2) a large-field "excited" phase, in which the field excites the system into high-energy states, effectively forgetting the initial energy; and (3) the intermediate "tunneling" phase, in which the system succeeds at energy matching. The rate at which distant states are found in the tunneling phase, although exponentially slow in system size, is exponentially faster than classical search algorithms.

Optimization of dynamic soaring maneuvers to enhance endurance of a versatile UAV

NASA Astrophysics Data System (ADS)

Mir, Imran; Maqsood, Adnan; Akhtar, Suhail

2017-06-01

Dynamic soaring is a process of acquiring energy available in atmospheric wind shears and is commonly exhibited by soaring birds to perform long distance flights. This paper aims to demonstrate a viable algorithm which can be implemented in near real time environment to formulate optimal trajectories for dynamic soaring maneuvers for a small scale Unmanned Aerial Vehicle (UAV). The objective is to harness maximum energy from atmosphere wind shear to improve loiter time for Intelligence, Surveillance and Reconnaissance (ISR) missions. Three-dimensional point-mass UAV equations of motion and linear wind gradient profile are used to model flight dynamics. Utilizing UAV states, controls, operational constraints, initial and terminal conditions that enforce a periodic flight, dynamic soaring problem is formulated as an optimal control problem. Optimized trajectories of the maneuver are subsequently generated employing pseudo spectral techniques against distant UAV performance parameters. The discussion also encompasses the requirement for generation of optimal trajectories for dynamic soaring in real time environment and the ability of the proposed algorithm for speedy solution generation. Coupled with the fact that dynamic soaring is all about immediately utilizing the available energy from the wind shear encountered, the proposed algorithm promises its viability for practical on board implementations requiring computation of trajectories in near real time.

Optimum Design of High-Speed Prop-Rotors

NASA Technical Reports Server (NTRS)

Chattopadhyay, Aditi; McCarthy, Thomas Robert

1993-01-01

An integrated multidisciplinary optimization procedure is developed for application to rotary wing aircraft design. The necessary disciplines such as dynamics, aerodynamics, aeroelasticity, and structures are coupled within a closed-loop optimization process. The procedure developed is applied to address two different problems. The first problem considers the optimization of a helicopter rotor blade and the second problem addresses the optimum design of a high-speed tilting proprotor. In the helicopter blade problem, the objective is to reduce the critical vibratory shear forces and moments at the blade root, without degrading rotor aerodynamic performance and aeroelastic stability. In the case of the high-speed proprotor, the goal is to maximize the propulsive efficiency in high-speed cruise without deteriorating the aeroelastic stability in cruise and the aerodynamic performance in hover. The problems studied involve multiple design objectives; therefore, the optimization problems are formulated using multiobjective design procedures. A comprehensive helicopter analysis code is used for the rotary wing aerodynamic, dynamic and aeroelastic stability analyses and an algorithm developed specifically for these purposes is used for the structural analysis. A nonlinear programming technique coupled with an approximate analysis procedure is used to perform the optimization. The optimum blade designs obtained in each case are compared to corresponding reference designs.

Fast Optimization for Aircraft Descent and Approach Trajectory

NASA Technical Reports Server (NTRS)

Luchinsky, Dmitry G.; Schuet, Stefan; Brenton, J.; Timucin, Dogan; Smith, David; Kaneshige, John

2017-01-01

We address problem of on-line scheduling of the aircraft descent and approach trajectory. We formulate a general multiphase optimal control problem for optimization of the descent trajectory and review available methods of its solution. We develop a fast algorithm for solution of this problem using two key components: (i) fast inference of the dynamical and control variables of the descending trajectory from the low dimensional flight profile data and (ii) efficient local search for the resulting reduced dimensionality non-linear optimization problem. We compare the performance of the proposed algorithm with numerical solution obtained using optimal control toolbox General Pseudospectral Optimal Control Software. We present results of the solution of the scheduling problem for aircraft descent using novel fast algorithm and discuss its future applications.

Neural Meta-Memes Framework for Combinatorial Optimization

NASA Astrophysics Data System (ADS)

Song, Li Qin; Lim, Meng Hiot; Ong, Yew Soon

In this paper, we present a Neural Meta-Memes Framework (NMMF) for combinatorial optimization. NMMF is a framework which models basic optimization algorithms as memes and manages them dynamically when solving combinatorial problems. NMMF encompasses neural networks which serve as the overall planner/coordinator to balance the workload between memes. We show the efficacy of the proposed NMMF through empirical study on a class of combinatorial problem, the quadratic assignment problem (QAP).

Dynamic resource allocation in conservation planning

USGS Publications Warehouse

Golovin, D.; Krause, A.; Gardner, B.; Converse, S.J.; Morey, S.

2011-01-01

Consider the problem of protecting endangered species by selecting patches of land to be used for conservation purposes. Typically, the availability of patches changes over time, and recommendations must be made dynamically. This is a challenging prototypical example of a sequential optimization problem under uncertainty in computational sustainability. Existing techniques do not scale to problems of realistic size. In this paper, we develop an efficient algorithm for adaptively making recommendations for dynamic conservation planning, and prove that it obtains near-optimal performance. We further evaluate our approach on a detailed reserve design case study of conservation planning for three rare species in the Pacific Northwest of the United States. Copyright ?? 2011, Association for the Advancement of Artificial Intelligence. All rights reserved.

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.

Numerical optimization methods for controlled systems with parameters

NASA Astrophysics Data System (ADS)

Tyatyushkin, A. I.

2017-10-01

First- and second-order numerical methods for optimizing controlled dynamical systems with parameters are discussed. In unconstrained-parameter problems, the control parameters are optimized by applying the conjugate gradient method. A more accurate numerical solution in these problems is produced by Newton's method based on a second-order functional increment formula. Next, a general optimal control problem with state constraints and parameters involved on the righthand sides of the controlled system and in the initial conditions is considered. This complicated problem is reduced to a mathematical programming one, followed by the search for optimal parameter values and control functions by applying a multimethod algorithm. The performance of the proposed technique is demonstrated by solving application problems.

DTS: Building custom, intelligent schedulers

NASA Technical Reports Server (NTRS)

Hansson, Othar; Mayer, Andrew

1994-01-01

DTS is a decision-theoretic scheduler, built on top of a flexible toolkit -- this paper focuses on how the toolkit might be reused in future NASA mission schedulers. The toolkit includes a user-customizable scheduling interface, and a 'Just-For-You' optimization engine. The customizable interface is built on two metaphors: objects and dynamic graphs. Objects help to structure problem specifications and related data, while dynamic graphs simplify the specification of graphical schedule editors (such as Gantt charts). The interface can be used with any 'back-end' scheduler, through dynamically-loaded code, interprocess communication, or a shared database. The 'Just-For-You' optimization engine includes user-specific utility functions, automatically compiled heuristic evaluations, and a postprocessing facility for enforcing scheduling policies. The optimization engine is based on BPS, the Bayesian Problem-Solver (1,2), which introduced a similar approach to solving single-agent and adversarial graph search problems.

Tunneling and speedup in quantum optimization for permutation-symmetric problems

DOE PAGES

Muthukrishnan, Siddharth; Albash, Tameem; Lidar, Daniel A.

2016-07-21

Tunneling is often claimed to be the key mechanism underlying possible speedups in quantum optimization via quantum annealing (QA), especially for problems featuring a cost function with tall and thin barriers. We present and analyze several counterexamples from the class of perturbed Hamming weight optimization problems with qubit permutation symmetry. We first show that, for these problems, the adiabatic dynamics that make tunneling possible should be understood not in terms of the cost function but rather the semiclassical potential arising from the spin-coherent path-integral formalism. We then provide an example where the shape of the barrier in the final costmore » function is short and wide, which might suggest no quantum advantage for QA, yet where tunneling renders QA superior to simulated annealing in the adiabatic regime. However, the adiabatic dynamics turn out not be optimal. Instead, an evolution involving a sequence of diabatic transitions through many avoided-level crossings, involving no tunneling, is optimal and outperforms adiabatic QA. We show that this phenomenon of speedup by diabatic transitions is not unique to this example, and we provide an example where it provides an exponential speedup over adiabatic QA. In yet another twist, we show that a classical algorithm, spin-vector dynamics, is at least as efficient as diabatic QA. Lastly, in a different example with a convex cost function, the diabatic transitions result in a speedup relative to both adiabatic QA with tunneling and classical spin-vector dynamics.« less

Approximate optimal guidance for the advanced launch system

NASA Technical Reports Server (NTRS)

Feeley, T. S.; Speyer, J. L.

1993-01-01

A real-time guidance scheme for the problem of maximizing the payload into orbit subject to the equations of motion for a rocket over a spherical, non-rotating earth is presented. An approximate optimal launch guidance law is developed based upon an asymptotic expansion of the Hamilton - Jacobi - Bellman or dynamic programming equation. The expansion is performed in terms of a small parameter, which is used to separate the dynamics of the problem into primary and perturbation dynamics. For the zeroth-order problem the small parameter is set to zero and a closed-form solution to the zeroth-order expansion term of Hamilton - Jacobi - Bellman equation is obtained. Higher-order terms of the expansion include the effects of the neglected perturbation dynamics. These higher-order terms are determined from the solution of first-order linear partial differential equations requiring only the evaluation of quadratures. This technique is preferred as a real-time, on-line guidance scheme to alternative numerical iterative optimization schemes because of the unreliable convergence properties of these iterative guidance schemes and because the quadratures needed for the approximate optimal guidance law can be performed rapidly and by parallel processing. Even if the approximate solution is not nearly optimal, when using this technique the zeroth-order solution always provides a path which satisfies the terminal constraints. Results for two-degree-of-freedom simulations are presented for the simplified problem of flight in the equatorial plane and compared to the guidance scheme generated by the shooting method which is an iterative second-order technique.

Tunneling and speedup in quantum optimization for permutation-symmetric problems

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

Muthukrishnan, Siddharth; Albash, Tameem; Lidar, Daniel A.

Tunneling is often claimed to be the key mechanism underlying possible speedups in quantum optimization via quantum annealing (QA), especially for problems featuring a cost function with tall and thin barriers. We present and analyze several counterexamples from the class of perturbed Hamming weight optimization problems with qubit permutation symmetry. We first show that, for these problems, the adiabatic dynamics that make tunneling possible should be understood not in terms of the cost function but rather the semiclassical potential arising from the spin-coherent path-integral formalism. We then provide an example where the shape of the barrier in the final costmore » function is short and wide, which might suggest no quantum advantage for QA, yet where tunneling renders QA superior to simulated annealing in the adiabatic regime. However, the adiabatic dynamics turn out not be optimal. Instead, an evolution involving a sequence of diabatic transitions through many avoided-level crossings, involving no tunneling, is optimal and outperforms adiabatic QA. We show that this phenomenon of speedup by diabatic transitions is not unique to this example, and we provide an example where it provides an exponential speedup over adiabatic QA. In yet another twist, we show that a classical algorithm, spin-vector dynamics, is at least as efficient as diabatic QA. Lastly, in a different example with a convex cost function, the diabatic transitions result in a speedup relative to both adiabatic QA with tunneling and classical spin-vector dynamics.« less

The optimal dynamic immunization under a controlled heterogeneous node-based SIRS model

NASA Astrophysics Data System (ADS)

Yang, Lu-Xing; Draief, Moez; Yang, Xiaofan

2016-05-01

Dynamic immunizations, under which the state of the propagation network of electronic viruses can be changed by adjusting the control measures, are regarded as an alternative to static immunizations. This paper addresses the optimal dynamical immunization under the widely accepted SIRS assumption. First, based on a controlled heterogeneous node-based SIRS model, an optimal control problem capturing the optimal dynamical immunization is formulated. Second, the existence of an optimal dynamical immunization scheme is shown, and the corresponding optimality system is derived. Next, some numerical examples are given to show that an optimal immunization strategy can be worked out by numerically solving the optimality system, from which it is found that the network topology has a complex impact on the optimal immunization strategy. Finally, the difference between a payoff and the minimum payoff is estimated in terms of the deviation of the corresponding immunization strategy from the optimal immunization strategy. The proposed optimal immunization scheme is justified, because it can achieve a low level of infections at a low cost.

New numerical methods for open-loop and feedback solutions to dynamic optimization problems

NASA Astrophysics Data System (ADS)

Ghosh, Pradipto

The topic of the first part of this research is trajectory optimization of dynamical systems via computational swarm intelligence. Particle swarm optimization is a nature-inspired heuristic search method that relies on a group of potential solutions to explore the fitness landscape. Conceptually, each particle in the swarm uses its own memory as well as the knowledge accumulated by the entire swarm to iteratively converge on an optimal or near-optimal solution. It is relatively straightforward to implement and unlike gradient-based solvers, does not require an initial guess or continuity in the problem definition. Although particle swarm optimization has been successfully employed in solving static optimization problems, its application in dynamic optimization, as posed in optimal control theory, is still relatively new. In the first half of this thesis particle swarm optimization is used to generate near-optimal solutions to several nontrivial trajectory optimization problems including thrust programming for minimum fuel, multi-burn spacecraft orbit transfer, and computing minimum-time rest-to-rest trajectories for a robotic manipulator. A distinct feature of the particle swarm optimization implementation in this work is the runtime selection of the optimal solution structure. Optimal trajectories are generated by solving instances of constrained nonlinear mixed-integer programming problems with the swarming technique. For each solved optimal programming problem, the particle swarm optimization result is compared with a nearly exact solution found via a direct method using nonlinear programming. Numerical experiments indicate that swarm search can locate solutions to very great accuracy. The second half of this research develops a new extremal-field approach for synthesizing nearly optimal feedback controllers for optimal control and two-player pursuit-evasion games described by general nonlinear differential equations. A notable revelation from this development is that the resulting control law has an algebraic closed-form structure. The proposed method uses an optimal spatial statistical predictor called universal kriging to construct the surrogate model of a feedback controller, which is capable of quickly predicting an optimal control estimate based on current state (and time) information. With universal kriging, an approximation to the optimal feedback map is computed by conceptualizing a set of state-control samples from pre-computed extremals to be a particular realization of a jointly Gaussian spatial process. Feedback policies are computed for a variety of example dynamic optimization problems in order to evaluate the effectiveness of this methodology. This feedback synthesis approach is found to combine good numerical accuracy with low computational overhead, making it a suitable candidate for real-time applications. Particle swarm and universal kriging are combined for a capstone example, a near optimal, near-admissible, full-state feedback control law is computed and tested for the heat-load-limited atmospheric-turn guidance of an aeroassisted transfer vehicle. The performance of this explicit guidance scheme is found to be very promising; initial errors in atmospheric entry due to simulated thruster misfirings are found to be accurately corrected while closely respecting the algebraic state-inequality constraint.

Optimal Least-Squares Unidimensional Scaling: Improved Branch-and-Bound Procedures and Comparison to Dynamic Programming

ERIC Educational Resources Information Center

Brusco, Michael J.; Stahl, Stephanie

2005-01-01

There are two well-known methods for obtaining a guaranteed globally optimal solution to the problem of least-squares unidimensional scaling of a symmetric dissimilarity matrix: (a) dynamic programming, and (b) branch-and-bound. Dynamic programming is generally more efficient than branch-and-bound, but the former is limited to matrices with…

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.

A summary report on system effectiveness and optimization study

NASA Technical Reports Server (NTRS)

Williamson, O. L.; Rydberg, A. J.; Dorris, G.

1973-01-01

Report treats optimization and effectiveness separately. Report illustrates example of dynamic programming solution to system optimization. Computer algorithm has been developed to solve effectiveness problem and is included in report.

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.

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

PubMed

Fan, Quan-Yong; Yang, Guang-Hong

2017-01-01

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

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

NASA Technical Reports Server (NTRS)

Chong, C.

1973-01-01

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

Fast optimization of binary clusters using a novel dynamic lattice searching method.

PubMed

Wu, Xia; Cheng, Wen

2014-09-28

Global optimization of binary clusters has been a difficult task despite of much effort and many efficient methods. Directing toward two types of elements (i.e., homotop problem) in binary clusters, two classes of virtual dynamic lattices are constructed and a modified dynamic lattice searching (DLS) method, i.e., binary DLS (BDLS) method, is developed. However, it was found that the BDLS can only be utilized for the optimization of binary clusters with small sizes because homotop problem is hard to be solved without atomic exchange operation. Therefore, the iterated local search (ILS) method is adopted to solve homotop problem and an efficient method based on the BDLS method and ILS, named as BDLS-ILS, is presented for global optimization of binary clusters. In order to assess the efficiency of the proposed method, binary Lennard-Jones clusters with up to 100 atoms are investigated. Results show that the method is proved to be efficient. Furthermore, the BDLS-ILS method is also adopted to study the geometrical structures of (AuPd)79 clusters with DFT-fit parameters of Gupta potential.

Symmetries in vakonomic dynamics: applications to optimal control

NASA Astrophysics Data System (ADS)

Martínez, Sonia; Cortés, Jorge; de León, Manuel

2001-06-01

Symmetries in vakonomic dynamics are discussed. Appropriate notions are introduced and their relationship with previous work on symmetries of singular Lagrangian systems is shown. Some Noether-type theorems are obtained. The results are applied to a class of general optimal control problems and to kinematic locomotion systems.

Perform - A performance optimizing computer program for dynamic systems subject to transient loadings

NASA Technical Reports Server (NTRS)

Pilkey, W. D.; Wang, B. P.; Yoo, Y.; Clark, B.

1973-01-01

A description and applications of a computer capability for determining the ultimate optimal behavior of a dynamically loaded structural-mechanical system are presented. This capability provides characteristics of the theoretically best, or limiting, design concept according to response criteria dictated by design requirements. Equations of motion of the system in first or second order form include incompletely specified elements whose characteristics are determined in the optimization of one or more performance indices subject to the response criteria in the form of constraints. The system is subject to deterministic transient inputs, and the computer capability is designed to operate with a large linear programming on-the-shelf software package which performs the desired optimization. The report contains user-oriented program documentation in engineering, problem-oriented form. Applications cover a wide variety of dynamics problems including those associated with such diverse configurations as a missile-silo system, impacting freight cars, and an aircraft ride control system.

Optimal trajectories for an aerospace plane. Part 2: Data, tables, and graphs

NASA Technical Reports Server (NTRS)

Miele, Angelo; Lee, W. Y.; Wu, G. D.

1990-01-01

Data, tables, and graphs relative to the optimal trajectories for an aerospace plane are presented. A single-stage-to-orbit (SSTO) configuration is considered, and the transition from low supersonic speeds to orbital speeds is studied for a single aerodynamic model (GHAME) and three engine models. Four optimization problems are solved using the sequential gradient-restoration algorithm for optimal control problems: (1) minimization of the weight of fuel consumed; (2) minimization of the peak dynamic pressure; (3) minimization of the peak heating rate; and (4) minimization of the peak tangential acceleration. The above optimization studies are carried out for different combinations of constraints, specifically: initial path inclination that is either free or given; dynamic pressure that is either free or bounded; and tangential acceleration that is either free or bounded.

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

NASA Astrophysics Data System (ADS)

Masternak, Tadeusz J.

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

Mixed Integer Programming and Heuristic Scheduling for Space Communication

NASA Technical Reports Server (NTRS)

Lee, Charles H.; Cheung, Kar-Ming

2013-01-01

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

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

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.

Optimal growth trajectories with finite carrying capacity.

PubMed

Caravelli, F; Sindoni, L; Caccioli, F; Ududec, C

2016-08-01

We consider the problem of finding optimal strategies that maximize the average growth rate of multiplicative stochastic processes. For a geometric Brownian motion, the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction of resources at any step of the dynamics. We generalize these finding to the case of dynamical equations with finite carrying capacity, which can find applications in biology, mathematical ecology, and finance. We formulate the problem in terms of a stochastic process with multiplicative noise and a nonlinear drift term that is determined by the specific functional form of carrying capacity. We solve the stochastic equation for two classes of carrying capacity functions (power laws and logarithmic), and in both cases we compute the optimal trajectories of the control parameter. We further test the validity of our analytical results using numerical simulations.

Optimal growth trajectories with finite carrying capacity

NASA Astrophysics Data System (ADS)

Caravelli, F.; Sindoni, L.; Caccioli, F.; Ududec, C.

2016-08-01

We consider the problem of finding optimal strategies that maximize the average growth rate of multiplicative stochastic processes. For a geometric Brownian motion, the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction of resources at any step of the dynamics. We generalize these finding to the case of dynamical equations with finite carrying capacity, which can find applications in biology, mathematical ecology, and finance. We formulate the problem in terms of a stochastic process with multiplicative noise and a nonlinear drift term that is determined by the specific functional form of carrying capacity. We solve the stochastic equation for two classes of carrying capacity functions (power laws and logarithmic), and in both cases we compute the optimal trajectories of the control parameter. We further test the validity of our analytical results using numerical simulations.

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.

Dynamic Restructuring Of Problems In Artificial Intelligence

NASA Technical Reports Server (NTRS)

Schwuttke, Ursula M.

1992-01-01

"Dynamic tradeoff evaluation" (DTE) denotes proposed method and procedure for restructuring problem-solving strategies in artificial intelligence to satisfy need for timely responses to changing conditions. Detects situations in which optimal problem-solving strategies cannot be pursued because of real-time constraints, and effects tradeoffs among nonoptimal strategies in such way to minimize adverse effects upon performance of system.

Confronting dynamics and uncertainty in optimal decision making for conservation

USGS Publications Warehouse

Williams, Byron K.; Johnson, Fred A.

2013-01-01

The effectiveness of conservation efforts ultimately depends on the recognition that decision making, and the systems that it is designed to affect, are inherently dynamic and characterized by multiple sources of uncertainty. To cope with these challenges, conservation planners are increasingly turning to the tools of decision analysis, especially dynamic optimization methods. Here we provide a general framework for optimal, dynamic conservation and then explore its capacity for coping with various sources and degrees of uncertainty. In broadest terms, the dynamic optimization problem in conservation is choosing among a set of decision options at periodic intervals so as to maximize some conservation objective over the planning horizon. Planners must account for immediate objective returns, as well as the effect of current decisions on future resource conditions and, thus, on future decisions. Undermining the effectiveness of such a planning process are uncertainties concerning extant resource conditions (partial observability), the immediate consequences of decision choices (partial controllability), the outcomes of uncontrolled, environmental drivers (environmental variation), and the processes structuring resource dynamics (structural uncertainty). Where outcomes from these sources of uncertainty can be described in terms of probability distributions, a focus on maximizing the expected objective return, while taking state-specific actions, is an effective mechanism for coping with uncertainty. When such probability distributions are unavailable or deemed unreliable, a focus on maximizing robustness is likely to be the preferred approach. Here the idea is to choose an action (or state-dependent policy) that achieves at least some minimum level of performance regardless of the (uncertain) outcomes. We provide some examples of how the dynamic optimization problem can be framed for problems involving management of habitat for an imperiled species, conservation of a critically endangered population through captive breeding, control of invasive species, construction of biodiversity reserves, design of landscapes to increase habitat connectivity, and resource exploitation. Although these decision making problems and their solutions present significant challenges, we suggest that a systematic and effective approach to dynamic decision making in conservation need not be an onerous undertaking. The requirements are shared with any systematic approach to decision making--a careful consideration of values, actions, and outcomes.

Confronting dynamics and uncertainty in optimal decision making for conservation

NASA Astrophysics Data System (ADS)

Williams, Byron K.; Johnson, Fred A.

2013-06-01

The effectiveness of conservation efforts ultimately depends on the recognition that decision making, and the systems that it is designed to affect, are inherently dynamic and characterized by multiple sources of uncertainty. To cope with these challenges, conservation planners are increasingly turning to the tools of decision analysis, especially dynamic optimization methods. Here we provide a general framework for optimal, dynamic conservation and then explore its capacity for coping with various sources and degrees of uncertainty. In broadest terms, the dynamic optimization problem in conservation is choosing among a set of decision options at periodic intervals so as to maximize some conservation objective over the planning horizon. Planners must account for immediate objective returns, as well as the effect of current decisions on future resource conditions and, thus, on future decisions. Undermining the effectiveness of such a planning process are uncertainties concerning extant resource conditions (partial observability), the immediate consequences of decision choices (partial controllability), the outcomes of uncontrolled, environmental drivers (environmental variation), and the processes structuring resource dynamics (structural uncertainty). Where outcomes from these sources of uncertainty can be described in terms of probability distributions, a focus on maximizing the expected objective return, while taking state-specific actions, is an effective mechanism for coping with uncertainty. When such probability distributions are unavailable or deemed unreliable, a focus on maximizing robustness is likely to be the preferred approach. Here the idea is to choose an action (or state-dependent policy) that achieves at least some minimum level of performance regardless of the (uncertain) outcomes. We provide some examples of how the dynamic optimization problem can be framed for problems involving management of habitat for an imperiled species, conservation of a critically endangered population through captive breeding, control of invasive species, construction of biodiversity reserves, design of landscapes to increase habitat connectivity, and resource exploitation. Although these decision making problems and their solutions present significant challenges, we suggest that a systematic and effective approach to dynamic decision making in conservation need not be an onerous undertaking. The requirements are shared with any systematic approach to decision making—a careful consideration of values, actions, and outcomes.

Modeling forest stand dynamics from optimal balances of carbon and nitrogen

Treesearch

Harry T. Valentine; Annikki Makela

2012-01-01

We formulate a dynamic evolutionary optimization problem to predict the optimal pattern by which carbon (C) and nitrogen (N) are co-allocated to fine-root, leaf, and wood production, with the objective of maximizing height growth rate, year by year, in an even-aged stand. Height growth is maximized with respect to two adaptive traits, leaf N concentration and the ratio...

Application of firefly algorithm to the dynamic model updating problem

NASA Astrophysics Data System (ADS)

Shabbir, Faisal; Omenzetter, Piotr

2015-04-01

Model updating can be considered as a branch of optimization problems in which calibration of the finite element (FE) model is undertaken by comparing the modal properties of the actual structure with these of the FE predictions. The attainment of a global solution in a multi dimensional search space is a challenging problem. The nature-inspired algorithms have gained increasing attention in the previous decade for solving such complex optimization problems. This study applies the novel Firefly Algorithm (FA), a global optimization search technique, to a dynamic model updating problem. This is to the authors' best knowledge the first time FA is applied to model updating. The working of FA is inspired by the flashing characteristics of fireflies. Each firefly represents a randomly generated solution which is assigned brightness according to the value of the objective function. The physical structure under consideration is a full scale cable stayed pedestrian bridge with composite bridge deck. Data from dynamic testing of the bridge was used to correlate and update the initial model by using FA. The algorithm aimed at minimizing the difference between the natural frequencies and mode shapes of the structure. The performance of the algorithm is analyzed in finding the optimal solution in a multi dimensional search space. The paper concludes with an investigation of the efficacy of the algorithm in obtaining a reference finite element model which correctly represents the as-built original structure.

Multiobjective Optimization of Low-Energy Trajectories Using Optimal Control on Dynamical Channels

NASA Technical Reports Server (NTRS)

Coffee, Thomas M.; Anderson, Rodney L.; Lo, Martin W.

2011-01-01

We introduce a computational method to design efficient low-energy trajectories by extracting initial solutions from dynamical channels formed by invariant manifolds, and improving these solutions through variational optimal control. We consider trajectories connecting two unstable periodic orbits in the circular restricted 3-body problem (CR3BP). Our method leverages dynamical channels to generate a range of solutions, and approximates the areto front for impulse and time of flight through a multiobjective optimization of these solutions based on primer vector theory. We demonstrate the application of our method to a libration orbit transfer in the Earth-Moon system.

Optimal dynamic pricing for deteriorating items with reference-price effects

NASA Astrophysics Data System (ADS)

Xue, Musen; Tang, Wansheng; Zhang, Jianxiong

2016-07-01

In this paper, a dynamic pricing problem for deteriorating items with the consumers' reference-price effect is studied. An optimal control model is established to maximise the total profit, where the demand not only depends on the current price, but also is sensitive to the historical price. The continuous-time dynamic optimal pricing strategy with reference-price effect is obtained through solving the optimal control model on the basis of Pontryagin's maximum principle. In addition, numerical simulations and sensitivity analysis are carried out. Finally, some managerial suggestions that firm may adopt to formulate its pricing policy are proposed.

Optimal motion planning for collision avoidance of mobile robots in non-stationary environments

NASA Technical Reports Server (NTRS)

Kyriakopoulos, K. J.; Saridis, G. N.

1992-01-01

An optimal control formulation of the problem of collision avoidance of mobile robots moving in general terrains containing moving obstacles is presented. A dynamic model of the mobile robot and the dynamic constraints are derived. Collision avoidance is guaranteed if the minimum distance between the robot and the object is nonzero. A nominal trajectory is assumed to be known from off-line planning. The main idea is to change the velocity along the nominal trajectory so that collisions are avoided. Time consistency with the nominal plan is desirable. A numerical solution of the optimization problem is obtained. A perturbation control type of approach is used to update the optimal plan. Simulation results verify the value of the proposed strategy.

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

NASA Technical Reports Server (NTRS)

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

1976-01-01

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

Review of dynamic optimization methods in renewable natural resource management

USGS Publications Warehouse

Williams, B.K.

1989-01-01

In recent years, the applications of dynamic optimization procedures in natural resource management have proliferated. A systematic review of these applications is given in terms of a number of optimization methodologies and natural resource systems. The applicability of the methods to renewable natural resource systems are compared in terms of system complexity, system size, and precision of the optimal solutions. Recommendations are made concerning the appropriate methods for certain kinds of biological resource problems.

Thermal energy storage to minimize cost and improve efficiency of a polygeneration district energy system in a real-time electricity market

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

Powell, Kody M.; Kim, Jong Suk; Cole, Wesley J.

2016-10-01

District energy systems can produce low-cost utilities for large energy networks, but can also be a resource for the electric grid by their ability to ramp production or to store thermal energy by responding to real-time market signals. In this work, dynamic optimization exploits the flexibility of thermal energy storage by determining optimal times to store and extract excess energy. This concept is applied to a polygeneration distributed energy system with combined heat and power, district heating, district cooling, and chilled water thermal energy storage. The system is a university campus responsible for meeting the energy needs of tens ofmore » thousands of people. The objective for the dynamic optimization problem is to minimize cost over a 24-h period while meeting multiple loads in real time. The paper presents a novel algorithm to solve this dynamic optimization problem with energy storage by decomposing the problem into multiple static mixed-integer nonlinear programming (MINLP) problems. Another innovative feature of this work is the study of a large, complex energy network which includes the interrelations of a wide variety of energy technologies. Results indicate that a cost savings of 16.5% is realized when the system can participate in the wholesale electricity market.« less

Tailoring vibration mode shapes using topology optimization and functionally graded material concepts

NASA Astrophysics Data System (ADS)

Montealegre Rubio, Wilfredo; Paulino, Glaucio H.; Nelli Silva, Emilio Carlos

2011-02-01

Tailoring specified vibration modes is a requirement for designing piezoelectric devices aimed at dynamic-type applications. A technique for designing the shape of specified vibration modes is the topology optimization method (TOM) which finds an optimum material distribution inside a design domain to obtain a structure that vibrates according to specified eigenfrequencies and eigenmodes. Nevertheless, when the TOM is applied to dynamic problems, the well-known grayscale or intermediate material problem arises which can invalidate the post-processing of the optimal result. Thus, a more natural way for solving dynamic problems using TOM is to allow intermediate material values. This idea leads to the functionally graded material (FGM) concept. In fact, FGMs are materials whose properties and microstructure continuously change along a specific direction. Therefore, in this paper, an approach is presented for tailoring user-defined vibration modes, by applying the TOM and FGM concepts to design functionally graded piezoelectric transducers (FGPT) and non-piezoelectric structures (functionally graded structures—FGS) in order to achieve maximum and/or minimum vibration amplitudes at certain points of the structure, by simultaneously finding the topology and material gradation function. The optimization problem is solved by using sequential linear programming. Two-dimensional results are presented to illustrate the method.

Mathematical improvement of the Hopfield model for feasible solutions to the traveling salesman problem by a synapse dynamical system.

PubMed

Takahashi, Y

1998-01-01

It is well known that the Hopfield Model (HM) for neural networks to solve the Traveling Salesman Problem (TSP) suffers from three major drawbacks. (1) It can converge on nonoptimal locally minimum solutions. (2) It can converge on infeasible solutions. (3) Results are very sensitive to the careful tuning of its parameters. A number of methods have been proposed to overcome (a) well. In contrast, work on (b) and (c) has not been sufficient; techniques have not been generalized to more general optimization problems. Thus this paper mathematically resolves (b) and (c) to such an extent that the resolution can be applied to solving with some general network continuous optimization problems including the Hopfield version of the TSP. It first constructs an Extended HM (E-HM) that overcomes both (b) and (c). Fundamental techniques of the E-HM lie in the addition of a synapse dynamical system cooperated with the current HM unit dynamical system. It is this synapse dynamical system that makes the TSP constraint hold at any final states for whatever choices of the IIM parameters and an initial state. The paper then generalizes the E-HM further to a network that can solve a class of continuous optimization problems with a constraint equation where both of the objective function and the constraint function are nonnegative and continuously differentiable.

About an Optimal Visiting Problem

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

Bagagiolo, Fabio, E-mail: bagagiol@science.unitn.it; Benetton, Michela

In this paper we are concerned with the optimal control problem consisting in minimizing the time for reaching (visiting) a fixed number of target sets, in particular more than one target. Such a problem is of course reminiscent of the famous 'Traveling Salesman Problem' and brings all its computational difficulties. Our aim is to apply the dynamic programming technique in order to characterize the value function of the problem as the unique viscosity solution of a suitable Hamilton-Jacobi equation. We introduce some 'external' variables, one per target, which keep in memory whether the corresponding target is already visited or not,more » and we transform the visiting problem in a suitable Mayer problem. This fact allows us to overcome the lacking of the Dynamic Programming Principle for the originary problem. The external variables evolve with a hysteresis law and the Hamilton-Jacobi equation turns out to be discontinuous.« less

Collective neurodynamic optimization for economic emission dispatch problem considering valve point effect in microgrid.

PubMed

Wang, Tiancai; He, Xing; Huang, Tingwen; Li, Chuandong; Zhang, Wei

2017-09-01

The economic emission dispatch (EED) problem aims to control generation cost and reduce the impact of waste gas on the environment. It has multiple constraints and nonconvex objectives. To solve it, the collective neurodynamic optimization (CNO) method, which combines heuristic approach and projection neural network (PNN), is attempted to optimize scheduling of an electrical microgrid with ten thermal generators and minimize the plus of generation and emission cost. As the objective function has non-derivative points considering valve point effect (VPE), differential inclusion approach is employed in the PNN model introduced to deal with them. Under certain conditions, the local optimality and convergence of the dynamic model for the optimization problem is analyzed. The capability of the algorithm is verified in a complicated situation, where transmission loss and prohibited operating zones are considered. In addition, the dynamic variation of load power at demand side is considered and the optimal scheduling of generators within 24 h is described. Copyright © 2017 Elsevier Ltd. All rights reserved.

Optimal control problem for linear fractional-order systems, described by equations with Hadamard-type derivative

NASA Astrophysics Data System (ADS)

Postnov, Sergey

2017-11-01

Two kinds of optimal control problem are investigated for linear time-invariant fractional-order systems with lumped parameters which dynamics described by equations with Hadamard-type derivative: the problem of control with minimal norm and the problem of control with minimal time at given restriction on control norm. The problem setting with nonlocal initial conditions studied. Admissible controls allowed to be the p-integrable functions (p > 1) at half-interval. The optimal control problem studied by moment method. The correctness and solvability conditions for the corresponding moment problem are derived. For several special cases the optimal control problems stated are solved analytically. Some analogies pointed for results obtained with the results which are known for integer-order systems and fractional-order systems describing by equations with Caputo- and Riemann-Liouville-type derivatives.

SVEN: Informative Visual Representation of Complex Dynamic Structure

DTIC Science & Technology

2014-12-23

nodes in the diagram can be chosen to minimize crossings, but this is the Traveling Salesman Problem , and even if an optimal solution was found, there...visualization problem inherits the challenges of optimizing the aesthetic properties of the static views of the graphs, it also introduces a new problem of how to...inevitable problem of having an overwhelming number of edge crossings for larger datasets is addressed by reducing the opacity of the lines drawn

The MusIC method: a fast and quasi-optimal solution to the muscle forces estimation problem.

PubMed

Muller, A; Pontonnier, C; Dumont, G

2018-02-01

The present paper aims at presenting a fast and quasi-optimal method of muscle forces estimation: the MusIC method. It consists in interpolating a first estimation in a database generated offline thanks to a classical optimization problem, and then correcting it to respect the motion dynamics. Three different cost functions - two polynomial criteria and a min/max criterion - were tested on a planar musculoskeletal model. The MusIC method provides a computation frequency approximately 10 times higher compared to a classical optimization problem with a relative mean error of 4% on cost function evaluation.

An Optimal Algorithm towards Successive Location Privacy in Sensor Networks with Dynamic Programming

NASA Astrophysics Data System (ADS)

Zhao, Baokang; Wang, Dan; Shao, Zili; Cao, Jiannong; Chan, Keith C. C.; Su, Jinshu

In wireless sensor networks, preserving location privacy under successive inference attacks is extremely critical. Although this problem is NP-complete in general cases, we propose a dynamic programming based algorithm and prove it is optimal in special cases where the correlation only exists between p immediate adjacent observations.

Optimal Placement of Dynamic Var Sources by Using Empirical Controllability Covariance

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

Qi, Junjian; Huang, Weihong; Sun, Kai

In this paper, the empirical controllability covariance (ECC), which is calculated around the considered operating condition of a power system, is applied to quantify the degree of controllability of system voltages under specific dynamic var source locations. An optimal dynamic var source placement method addressing fault-induced delayed voltage recovery (FIDVR) issues is further formulated as an optimization problem that maximizes the determinant of ECC. The optimization problem is effectively solved by the NOMAD solver, which implements the mesh adaptive direct search algorithm. The proposed method is tested on an NPCC 140-bus system and the results show that the proposed methodmore » with fault specified ECC can solve the FIDVR issue caused by the most severe contingency with fewer dynamic var sources than the voltage sensitivity index (VSI)-based method. The proposed method with fault unspecified ECC does not depend on the settings of the contingency and can address more FIDVR issues than the VSI method when placing the same number of SVCs under different fault durations. It is also shown that the proposed method can help mitigate voltage collapse.« less

An inverse dynamics approach to trajectory optimization for an aerospace plane

NASA Technical Reports Server (NTRS)

Lu, Ping

1992-01-01

An inverse dynamics approach for trajectory optimization is proposed. This technique can be useful in many difficult trajectory optimization and control problems. The application of the approach is exemplified by ascent trajectory optimization for an aerospace plane. Both minimum-fuel and minimax types of performance indices are considered. When rocket augmentation is available for ascent, it is shown that accurate orbital insertion can be achieved through the inverse control of the rocket in the presence of disturbances.

Real-time control of optimal low-thrust transfer to the Sun-Earth L 1 halo orbit in the bicircular four-body problem

NASA Astrophysics Data System (ADS)

Salmani, Majid; Büskens, Christof

2011-11-01

In this article, after describing a procedure to construct trajectories for a spacecraft in the four-body model, a method to correct the trajectory violations is presented. To construct the trajectories, periodic orbits as the solutions of the three-body problem are used. On the other hand, the bicircular model based on the Sun-Earth rotating frame governs the dynamics of the spacecraft and other bodies. A periodic orbit around the first libration-point L1 is the destination of the mission which is one of the equilibrium points in the Sun-Earth/Moon three-body problem. In the way to reach such a far destination, there are a lot of disturbances such as solar radiation and winds that make the plans untrustworthy. However, the solar radiation pressure is considered in the system dynamics. To prevail over these difficulties, considering the whole transfer problem as an optimal control problem makes the designer to be able to correct the unavoidable violations from the pre-designed trajectory and strategies. The optimal control problem is solved by a direct method, transcribing it into a nonlinear programming problem. This transcription gives an unperturbed optimal trajectory and its sensitivities with respect perturbations. Modeling these perturbations as parameters embedded in a parametric optimal control problem, one can take advantage of the parametric sensitivity analysis of nonlinear programming problem to recalculate the optimal trajectory with a very smaller amount of computation costs. This is obtained by evaluating a first-order Taylor expansion of the perturbed solution in an iterative process which is aimed to achieve an admissible solution. At the end, the numerical results show the applicability of the presented method.

Low-Thrust Many-Revolution Trajectory Optimization via Differential Dynamic Programming and a Sundman Transformation

NASA Astrophysics Data System (ADS)

Aziz, Jonathan D.; Parker, Jeffrey S.; Scheeres, Daniel J.; Englander, Jacob A.

2018-01-01

Low-thrust trajectories about planetary bodies characteristically span a high count of orbital revolutions. Directing the thrust vector over many revolutions presents a challenging optimization problem for any conventional strategy. This paper demonstrates the tractability of low-thrust trajectory optimization about planetary bodies by applying a Sundman transformation to change the independent variable of the spacecraft equations of motion to an orbit angle and performing the optimization with differential dynamic programming. Fuel-optimal geocentric transfers are computed with the transfer duration extended up to 2000 revolutions. The flexibility of the approach to higher fidelity dynamics is shown with Earth's J 2 perturbation and lunar gravity included for a 500 revolution transfer.

Low-Thrust Many-Revolution Trajectory Optimization via Differential Dynamic Programming and a Sundman Transformation

NASA Astrophysics Data System (ADS)

Aziz, Jonathan D.; Parker, Jeffrey S.; Scheeres, Daniel J.; Englander, Jacob A.

2018-06-01

Low-thrust trajectories about planetary bodies characteristically span a high count of orbital revolutions. Directing the thrust vector over many revolutions presents a challenging optimization problem for any conventional strategy. This paper demonstrates the tractability of low-thrust trajectory optimization about planetary bodies by applying a Sundman transformation to change the independent variable of the spacecraft equations of motion to an orbit angle and performing the optimization with differential dynamic programming. Fuel-optimal geocentric transfers are computed with the transfer duration extended up to 2000 revolutions. The flexibility of the approach to higher fidelity dynamics is shown with Earth's J 2 perturbation and lunar gravity included for a 500 revolution transfer.

A noisy chaotic neural network for solving combinatorial optimization problems: stochastic chaotic simulated annealing.

PubMed

Wang, Lipo; Li, Sa; Tian, Fuyu; Fu, Xiuju

2004-10-01

Recently Chen and Aihara have demonstrated both experimentally and mathematically that their chaotic simulated annealing (CSA) has better search ability for solving combinatorial optimization problems compared to both the Hopfield-Tank approach and stochastic simulated annealing (SSA). However, CSA may not find a globally optimal solution no matter how slowly annealing is carried out, because the chaotic dynamics are completely deterministic. In contrast, SSA tends to settle down to a global optimum if the temperature is reduced sufficiently slowly. Here we combine the best features of both SSA and CSA, thereby proposing a new approach for solving optimization problems, i.e., stochastic chaotic simulated annealing, by using a noisy chaotic neural network. We show the effectiveness of this new approach with two difficult combinatorial optimization problems, i.e., a traveling salesman problem and a channel assignment problem for cellular mobile communications.

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.

Advanced launch system trajectory optimization using suboptimal control

NASA Technical Reports Server (NTRS)

Shaver, Douglas A.; Hull, David G.

1993-01-01

The maximum-final mass trajectory of a proposed configuration of the Advanced Launch System is presented. A model for the two-stage rocket is given; the optimal control problem is formulated as a parameter optimization problem; and the optimal trajectory is computed using a nonlinear programming code called VF02AD. Numerical results are presented for the controls (angle of attack and velocity roll angle) and the states. After the initial rotation, the angle of attack goes to a positive value to keep the trajectory as high as possible, returns to near zero to pass through the transonic regime and satisfy the dynamic pressure constraint, returns to a positive value to keep the trajectory high and to take advantage of minimum drag at positive angle of attack due to aerodynamic shading of the booster, and then rolls off to negative values to satisfy the constraints. Because the engines cannot be throttled, the maximum dynamic pressure occurs at a single point; there is no maximum dynamic pressure subarc. To test approximations for obtaining analytical solutions for guidance, two additional optimal trajectories are computed: one using untrimmed aerodynamics and one using no atmospheric effects except for the dynamic pressure constraint. It is concluded that untrimmed aerodynamics has a negligible effect on the optimal trajectory and that approximate optimal controls should be able to be obtained by treating atmospheric effects as perturbations.

Three-dimensional Finite Element Formulation and Scalable Domain Decomposition for High Fidelity Rotor Dynamic Analysis

NASA Technical Reports Server (NTRS)

Datta, Anubhav; Johnson, Wayne R.

2009-01-01

This paper has two objectives. The first objective is to formulate a 3-dimensional Finite Element Model for the dynamic analysis of helicopter rotor blades. The second objective is to implement and analyze a dual-primal iterative substructuring based Krylov solver, that is parallel and scalable, for the solution of the 3-D FEM analysis. The numerical and parallel scalability of the solver is studied using two prototype problems - one for ideal hover (symmetric) and one for a transient forward flight (non-symmetric) - both carried out on up to 48 processors. In both hover and forward flight conditions, a perfect linear speed-up is observed, for a given problem size, up to the point of substructure optimality. Substructure optimality and the linear parallel speed-up range are both shown to depend on the problem size as well as on the selection of the coarse problem. With a larger problem size, linear speed-up is restored up to the new substructure optimality. The solver also scales with problem size - even though this conclusion is premature given the small prototype grids considered in this study.

Distributed Learning, Extremum Seeking, and Model-Free Optimization for the Resilient Coordination of Multi-Agent Adversarial Groups

DTIC Science & Technology

2016-09-07

been demonstrated on maximum power point tracking for photovoltaic arrays and for wind turbines . 3. ES has recently been implemented on the Mars...high-dimensional optimization problems . Extensions and applications of these techniques were developed during the realization of the project. 15...studied problems of dynamic average consensus and a class of unconstrained continuous-time optimization algorithms for the coordination of multiple

Large Scale Multi-area Static/Dynamic Economic Dispatch using Nature Inspired Optimization

NASA Astrophysics Data System (ADS)

Pandit, Manjaree; Jain, Kalpana; Dubey, Hari Mohan; Singh, Rameshwar

2017-04-01

Economic dispatch (ED) ensures that the generation allocation to the power units is carried out such that the total fuel cost is minimized and all the operating equality/inequality constraints are satisfied. Classical ED does not take transmission constraints into consideration, but in the present restructured power systems the tie-line limits play a very important role in deciding operational policies. ED is a dynamic problem which is performed on-line in the central load dispatch centre with changing load scenarios. The dynamic multi-area ED (MAED) problem is more complex due to the additional tie-line, ramp-rate and area-wise power balance constraints. Nature inspired (NI) heuristic optimization methods are gaining popularity over the traditional methods for complex problems. This work presents the modified particle swarm optimization (PSO) based techniques where parameter automation is effectively used for improving the search efficiency by avoiding stagnation to a sub-optimal result. This work validates the performance of the PSO variants with traditional solver GAMS for single as well as multi-area economic dispatch (MAED) on three test cases of a large 140-unit standard test system having complex constraints.

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.

Bionomic Exploitation of a Ratio-Dependent Predator-Prey System

ERIC Educational Resources Information Center

Maiti, Alakes; Patra, Bibek; Samanta, G. P.

2008-01-01

The present article deals with the problem of combined harvesting of a Michaelis-Menten-type ratio-dependent predator-prey system. The problem of determining the optimal harvest policy is solved by invoking Pontryagin's Maximum Principle. Dynamic optimization of the harvest policy is studied by taking the combined harvest effort as a dynamic…

Neural dynamic optimization for control systems. I. Background.

PubMed

Seong, C Y; Widrow, B

2001-01-01

The paper presents neural dynamic optimization (NDO) as a method of optimal feedback control for nonlinear multi-input-multi-output (MIMO) systems. The main feature of NDO is that it enables neural networks to approximate the optimal feedback solution whose existence dynamic programming (DP) justifies, thereby reducing the complexities of computation and storage problems of the classical methods such as DP. This paper mainly describes the background and motivations for the development of NDO, while the two other subsequent papers of this topic present the theory of NDO and demonstrate the method with several applications including control of autonomous vehicles and of a robot arm, respectively.

Neural dynamic optimization for control systems.III. Applications.

PubMed

Seong, C Y; Widrow, B

2001-01-01

For pt.II. see ibid., p. 490-501. The paper presents neural dynamic optimization (NDO) as a method of optimal feedback control for nonlinear multi-input-multi-output (MIMO) systems. The main feature of NDO is that it enables neural networks to approximate the optimal feedback solution whose existence dynamic programming (DP) justifies, thereby reducing the complexities of computation and storage problems of the classical methods such as DP. This paper demonstrates NDO with several applications including control of autonomous vehicles and of a robot-arm, while the two other companion papers of this topic describes the background for the development of NDO and present the theory of the method, respectively.

Neural dynamic optimization for control systems.II. Theory.

PubMed

Seong, C Y; Widrow, B

2001-01-01

The paper presents neural dynamic optimization (NDO) as a method of optimal feedback control for nonlinear multi-input-multi-output (MIMO) systems. The main feature of NDO is that it enables neural networks to approximate the optimal feedback solution whose existence dynamic programming (DP) justifies, thereby reducing the complexities of computation and storage problems of the classical methods such as DP. This paper mainly describes the theory of NDO, while the two other companion papers of this topic explain the background for the development of NDO and demonstrate the method with several applications including control of autonomous vehicles and of a robot arm, respectively.

Cartesian control of redundant robots

NASA Technical Reports Server (NTRS)

Colbaugh, R.; Glass, K.

1989-01-01

A Cartesian-space position/force controller is presented for redundant robots. The proposed control structure partitions the control problem into a nonredundant position/force trajectory tracking problem and a redundant mapping problem between Cartesian control input F is a set member of the set R(sup m) and robot actuator torque T is a set member of the set R(sup n) (for redundant robots, m is less than n). The underdetermined nature of the F yields T map is exploited so that the robot redundancy is utilized to improve the dynamic response of the robot. This dynamically optimal F yields T map is implemented locally (in time) so that it is computationally efficient for on-line control; however, it is shown that the map possesses globally optimal characteristics. Additionally, it is demonstrated that the dynamically optimal F yields T map can be modified so that the robot redundancy is used to simultaneously improve the dynamic response and realize any specified kinematic performance objective (e.g., manipulability maximization or obstacle avoidance). Computer simulation results are given for a four degree of freedom planar redundant robot under Cartesian control, and demonstrate that position/force trajectory tracking and effective redundancy utilization can be achieved simultaneously with the proposed controller.

Dynamic Grover search: applications in recommendation systems and optimization problems

NASA Astrophysics Data System (ADS)

Chakrabarty, Indranil; Khan, Shahzor; Singh, Vanshdeep

2017-06-01

In the recent years, we have seen that Grover search algorithm (Proceedings, 28th annual ACM symposium on the theory of computing, pp. 212-219, 1996) by using quantum parallelism has revolutionized the field of solving huge class of NP problems in comparisons to classical systems. In this work, we explore the idea of extending Grover search algorithm to approximate algorithms. Here we try to analyze the applicability of Grover search to process an unstructured database with a dynamic selection function in contrast to the static selection function used in the original work (Grover in Proceedings, 28th annual ACM symposium on the theory of computing, pp. 212-219, 1996). We show that this alteration facilitates us to extend the application of Grover search to the field of randomized search algorithms. Further, we use the dynamic Grover search algorithm to define the goals for a recommendation system based on which we propose a recommendation algorithm which uses binomial similarity distribution space giving us a quadratic speedup over traditional classical unstructured recommendation systems. Finally, we see how dynamic Grover search can be used to tackle a wide range of optimization problems where we improve complexity over existing optimization algorithms.

A market-based optimization approach to sensor and resource management

NASA Astrophysics Data System (ADS)

Schrage, Dan; Farnham, Christopher; Gonsalves, Paul G.

2006-05-01

Dynamic resource allocation for sensor management is a problem that demands solutions beyond traditional approaches to optimization. Market-based optimization applies solutions from economic theory, particularly game theory, to the resource allocation problem by creating an artificial market for sensor information and computational resources. Intelligent agents are the buyers and sellers in this market, and they represent all the elements of the sensor network, from sensors to sensor platforms to computational resources. These agents interact based on a negotiation mechanism that determines their bidding strategies. This negotiation mechanism and the agents' bidding strategies are based on game theory, and they are designed so that the aggregate result of the multi-agent negotiation process is a market in competitive equilibrium, which guarantees an optimal allocation of resources throughout the sensor network. This paper makes two contributions to the field of market-based optimization: First, we develop a market protocol to handle heterogeneous goods in a dynamic setting. Second, we develop arbitrage agents to improve the efficiency in the market in light of its dynamic nature.

Upper Limits for Power Yield in Thermal, Chemical, and Electrochemical Systems

NASA Astrophysics Data System (ADS)

Sieniutycz, Stanislaw

2010-03-01

We consider modeling and power optimization of energy converters, such as thermal, solar and chemical engines and fuel cells. Thermodynamic principles lead to expressions for converter's efficiency and generated power. Efficiency equations serve to solve the problems of upgrading or downgrading a resource. Power yield is a cumulative effect in a system consisting of a resource, engines, and an infinite bath. While optimization of steady state systems requires using the differential calculus and Lagrange multipliers, dynamic optimization involves variational calculus and dynamic programming. The primary result of static optimization is the upper limit of power, whereas that of dynamic optimization is a finite-rate counterpart of classical reversible work (exergy). The latter quantity depends on the end state coordinates and a dissipation index, h, which is the Hamiltonian of the problem of minimum entropy production. In reacting systems, an active part of chemical affinity constitutes a major component of the overall efficiency. The theory is also applied to fuel cells regarded as electrochemical flow engines. Enhanced bounds on power yield follow, which are stronger than those predicted by the reversible work potential.

Optimal Control of Hybrid Systems in Air Traffic Applications

NASA Astrophysics Data System (ADS)

Kamgarpour, Maryam

Growing concerns over the scalability of air traffic operations, air transportation fuel emissions and prices, as well as the advent of communication and sensing technologies motivate improvements to the air traffic management system. To address such improvements, in this thesis a hybrid dynamical model as an abstraction of the air traffic system is considered. Wind and hazardous weather impacts are included using a stochastic model. This thesis focuses on the design of algorithms for verification and control of hybrid and stochastic dynamical systems and the application of these algorithms to air traffic management problems. In the deterministic setting, a numerically efficient algorithm for optimal control of hybrid systems is proposed based on extensions of classical optimal control techniques. This algorithm is applied to optimize the trajectory of an Airbus 320 aircraft in the presence of wind and storms. In the stochastic setting, the verification problem of reaching a target set while avoiding obstacles (reach-avoid) is formulated as a two-player game to account for external agents' influence on system dynamics. The solution approach is applied to air traffic conflict prediction in the presence of stochastic wind. Due to the uncertainty in forecasts of the hazardous weather, and hence the unsafe regions of airspace for aircraft flight, the reach-avoid framework is extended to account for stochastic target and safe sets. This methodology is used to maximize the probability of the safety of aircraft paths through hazardous weather. Finally, the problem of modeling and optimization of arrival air traffic and runway configuration in dense airspace subject to stochastic weather data is addressed. This problem is formulated as a hybrid optimal control problem and is solved with a hierarchical approach that decouples safety and performance. As illustrated with this problem, the large scale of air traffic operations motivates future work on the efficient implementation of the proposed algorithms.

Fuzzy Mixed Assembly Line Sequencing and Scheduling Optimization Model Using Multiobjective Dynamic Fuzzy GA

PubMed Central

Tahriri, Farzad; Dawal, Siti Zawiah Md; Taha, Zahari

2014-01-01

A new multiobjective dynamic fuzzy genetic algorithm is applied to solve a fuzzy mixed-model assembly line sequencing problem in which the primary goals are to minimize the total make-span and minimize the setup number simultaneously. Trapezoidal fuzzy numbers are implemented for variables such as operation and travelling time in order to generate results with higher accuracy and representative of real-case data. An improved genetic algorithm called fuzzy adaptive genetic algorithm (FAGA) is proposed in order to solve this optimization model. In establishing the FAGA, five dynamic fuzzy parameter controllers are devised in which fuzzy expert experience controller (FEEC) is integrated with automatic learning dynamic fuzzy controller (ALDFC) technique. The enhanced algorithm dynamically adjusts the population size, number of generations, tournament candidate, crossover rate, and mutation rate compared with using fixed control parameters. The main idea is to improve the performance and effectiveness of existing GAs by dynamic adjustment and control of the five parameters. Verification and validation of the dynamic fuzzy GA are carried out by developing test-beds and testing using a multiobjective fuzzy mixed production assembly line sequencing optimization problem. The simulation results highlight that the performance and efficacy of the proposed novel optimization algorithm are more efficient than the performance of the standard genetic algorithm in mixed assembly line sequencing model. PMID:24982962

Optimization with artificial neural network systems - A mapping principle and a comparison to gradient based methods

NASA Technical Reports Server (NTRS)

Leong, Harrison Monfook

1988-01-01

General formulae for mapping optimization problems into systems of ordinary differential equations associated with artificial neural networks are presented. A comparison is made to optimization using gradient-search methods. The performance measure is the settling time from an initial state to a target state. A simple analytical example illustrates a situation where dynamical systems representing artificial neural network methods would settle faster than those representing gradient-search. Settling time was investigated for a more complicated optimization problem using computer simulations. The problem was a simplified version of a problem in medical imaging: determining loci of cerebral activity from electromagnetic measurements at the scalp. The simulations showed that gradient based systems typically settled 50 to 100 times faster than systems based on current neural network optimization methods.

Learning-Based Adaptive Optimal Tracking Control of Strict-Feedback Nonlinear Systems.

PubMed

Gao, Weinan; Jiang, Zhong-Ping; Weinan Gao; Zhong-Ping Jiang; Gao, Weinan; Jiang, Zhong-Ping

2018-06-01

This paper proposes a novel data-driven control approach to address the problem of adaptive optimal tracking for a class of nonlinear systems taking the strict-feedback form. Adaptive dynamic programming (ADP) and nonlinear output regulation theories are integrated for the first time to compute an adaptive near-optimal tracker without any a priori knowledge of the system dynamics. Fundamentally different from adaptive optimal stabilization problems, the solution to a Hamilton-Jacobi-Bellman (HJB) equation, not necessarily a positive definite function, cannot be approximated through the existing iterative methods. This paper proposes a novel policy iteration technique for solving positive semidefinite HJB equations with rigorous convergence analysis. A two-phase data-driven learning method is developed and implemented online by ADP. The efficacy of the proposed adaptive optimal tracking control methodology is demonstrated via a Van der Pol oscillator with time-varying exogenous signals.

Three-dimensional data-tracking dynamic optimization simulations of human locomotion generated by direct collocation.

PubMed

Lin, Yi-Chung; Pandy, Marcus G

2017-07-05

The aim of this study was to perform full-body three-dimensional (3D) dynamic optimization simulations of human locomotion by driving a neuromusculoskeletal model toward in vivo measurements of body-segmental kinematics and ground reaction forces. Gait data were recorded from 5 healthy participants who walked at their preferred speeds and ran at 2m/s. Participant-specific data-tracking dynamic optimization solutions were generated for one stride cycle using direct collocation in tandem with an OpenSim-MATLAB interface. The body was represented as a 12-segment, 21-degree-of-freedom skeleton actuated by 66 muscle-tendon units. Foot-ground interaction was simulated using six contact spheres under each foot. The dynamic optimization problem was to find the set of muscle excitations needed to reproduce 3D measurements of body-segmental motions and ground reaction forces while minimizing the time integral of muscle activations squared. Direct collocation took on average 2.7±1.0h and 2.2±1.6h of CPU time, respectively, to solve the optimization problems for walking and running. Model-computed kinematics and foot-ground forces were in good agreement with corresponding experimental data while the calculated muscle excitation patterns were consistent with measured EMG activity. The results demonstrate the feasibility of implementing direct collocation on a detailed neuromusculoskeletal model with foot-ground contact to accurately and efficiently generate 3D data-tracking dynamic optimization simulations of human locomotion. The proposed method offers a viable tool for creating feasible initial guesses needed to perform predictive simulations of movement using dynamic optimization theory. The source code for implementing the model and computational algorithm may be downloaded at http://simtk.org/home/datatracking. Copyright © 2017 Elsevier Ltd. All rights reserved.

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.

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.

Optimizing Natural Gas Networks through Dynamic Manifold Theory and a Decentralized Algorithm: Belgium Case Study

NASA Astrophysics Data System (ADS)

Koch, Caleb; Winfrey, Leigh

2014-10-01

Natural Gas is a major energy source in Europe, yet political instabilities have the potential to disrupt access and supply. Energy resilience is an increasingly essential construct and begins with transmission network design. This study proposes a new way of thinking about modelling natural gas flow. Rather than relying on classical economic models, this problem is cast into a time-dependent Hamiltonian dynamics discussion. Traditional Natural Gas constraints, including inelastic demand and maximum/minimum pipe flows, are portrayed as energy functions and built into the dynamics of each pipe flow. Doing so allows the constraints to be built into the dynamics of each pipeline. As time progresses in the model, natural gas flow rates find the minimum energy, thus the optimal gas flow rates. The most important result of this study is using dynamical principles to ensure the output of natural gas at demand nodes remains constant, which is important for country to country natural gas transmission. Another important step in this study is building the dynamics of each flow in a decentralized algorithm format. Decentralized regulation has solved congestion problems for internet data flow, traffic flow, epidemiology, and as demonstrated in this study can solve the problem of Natural Gas congestion. A mathematical description is provided for how decentralized regulation leads to globally optimized network flow. Furthermore, the dynamical principles and decentralized algorithm are applied to a case study of the Fluxys Belgium Natural Gas Network.

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

NASA Technical Reports Server (NTRS)

Ono, Masahiro; Kuwata, Yoshiaki

2013-01-01

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

Dynamics of Quantum Adiabatic Evolution Algorithm for Number Partitioning

NASA Technical Reports Server (NTRS)

Smelyanskiy, V. N.; Toussaint, U. V.; Timucin, D. A.

2002-01-01

We have developed a general technique to study the dynamics of the quantum adiabatic evolution algorithm applied to random combinatorial optimization problems in the asymptotic limit of large problem size n. We use as an example the NP-complete Number Partitioning problem and map the algorithm dynamics to that of an auxiliary quantum spin glass system with the slowly varying Hamiltonian. We use a Green function method to obtain the adiabatic eigenstates and the minimum excitation gap. g min, = O(n 2(exp -n/2), corresponding to the exponential complexity of the algorithm for Number Partitioning. The key element of the analysis is the conditional energy distribution computed for the set of all spin configurations generated from a given (ancestor) configuration by simultaneous flipping of a fixed number of spins. For the problem in question this distribution is shown to depend on the ancestor spin configuration only via a certain parameter related to 'the energy of the configuration. As the result, the algorithm dynamics can be described in terms of one-dimensional quantum diffusion in the energy space. This effect provides a general limitation of a quantum adiabatic computation in random optimization problems. Analytical results are in agreement with the numerical simulation of the algorithm.

Dynamics of Quantum Adiabatic Evolution Algorithm for Number Partitioning

NASA Technical Reports Server (NTRS)

Smelyanskiy, Vadius; vonToussaint, Udo V.; Timucin, Dogan A.; Clancy, Daniel (Technical Monitor)

2002-01-01

We have developed a general technique to study the dynamics of the quantum adiabatic evolution algorithm applied to random combinatorial optimization problems in the asymptotic limit of large problem size n. We use as an example the NP-complete Number Partitioning problem and map the algorithm dynamics to that of an auxiliary quantum spin glass system with the slowly varying Hamiltonian. We use a Green function method to obtain the adiabatic eigenstates and the minimum exitation gap, gmin = O(n2(sup -n/2)), corresponding to the exponential complexity of the algorithm for Number Partitioning. The key element of the analysis is the conditional energy distribution computed for the set of all spin configurations generated from a given (ancestor) configuration by simultaneous flipping of a fixed number of spins. For the problem in question this distribution is shown to depend on the ancestor spin configuration only via a certain parameter related to the energy of the configuration. As the result, the algorithm dynamics can be described in terms of one-dimensional quantum diffusion in the energy space. This effect provides a general limitation of a quantum adiabatic computation in random optimization problems. Analytical results are in agreement with the numerical simulation of the algorithm.

Free terminal time optimal control problem of an HIV model based on a conjugate gradient method.

PubMed

Jang, Taesoo; Kwon, Hee-Dae; Lee, Jeehyun

2011-10-01

The minimum duration of treatment periods and the optimal multidrug therapy for human immunodeficiency virus (HIV) type 1 infection are considered. We formulate an optimal tracking problem, attempting to drive the states of the model to a "healthy" steady state in which the viral load is low and the immune response is strong. We study an optimal time frame as well as HIV therapeutic strategies by analyzing the free terminal time optimal tracking control problem. The minimum duration of treatment periods and the optimal multidrug therapy are found by solving the corresponding optimality systems with the additional transversality condition for the terminal time. We demonstrate by numerical simulations that the optimal dynamic multidrug therapy can lead to the long-term control of HIV by the strong immune response after discontinuation of therapy.

Optimal deployment of resources for maximizing impact in spreading processes

PubMed Central

2017-01-01

The effective use of limited resources for controlling spreading processes on networks is of prime significance in diverse contexts, ranging from the identification of “influential spreaders” for maximizing information dissemination and targeted interventions in regulatory networks, to the development of mitigation policies for infectious diseases and financial contagion in economic systems. Solutions for these optimization tasks that are based purely on topological arguments are not fully satisfactory; in realistic settings, the problem is often characterized by heterogeneous interactions and requires interventions in a dynamic fashion over a finite time window via a restricted set of controllable nodes. The optimal distribution of available resources hence results from an interplay between network topology and spreading dynamics. We show how these problems can be addressed as particular instances of a universal analytical framework based on a scalable dynamic message-passing approach and demonstrate the efficacy of the method on a variety of real-world examples. PMID:28900013

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems

PubMed Central

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-01-01

Background We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. Results We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Conclusion Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems. PMID:17081289

Novel metaheuristic for parameter estimation in nonlinear dynamic biological systems.

PubMed

Rodriguez-Fernandez, Maria; Egea, Jose A; Banga, Julio R

2006-11-02

We consider the problem of parameter estimation (model calibration) in nonlinear dynamic models of biological systems. Due to the frequent ill-conditioning and multi-modality of many of these problems, traditional local methods usually fail (unless initialized with very good guesses of the parameter vector). In order to surmount these difficulties, global optimization (GO) methods have been suggested as robust alternatives. Currently, deterministic GO methods can not solve problems of realistic size within this class in reasonable computation times. In contrast, certain types of stochastic GO methods have shown promising results, although the computational cost remains large. Rodriguez-Fernandez and coworkers have presented hybrid stochastic-deterministic GO methods which could reduce computation time by one order of magnitude while guaranteeing robustness. Our goal here was to further reduce the computational effort without loosing robustness. We have developed a new procedure based on the scatter search methodology for nonlinear optimization of dynamic models of arbitrary (or even unknown) structure (i.e. black-box models). In this contribution, we describe and apply this novel metaheuristic, inspired by recent developments in the field of operations research, to a set of complex identification problems and we make a critical comparison with respect to the previous (above mentioned) successful methods. Robust and efficient methods for parameter estimation are of key importance in systems biology and related areas. The new metaheuristic presented in this paper aims to ensure the proper solution of these problems by adopting a global optimization approach, while keeping the computational effort under reasonable values. This new metaheuristic was applied to a set of three challenging parameter estimation problems of nonlinear dynamic biological systems, outperforming very significantly all the methods previously used for these benchmark problems.

Low-Thrust Many-Revolution Trajectory Optimization via Differential Dynamic Programming and a Sundman Transformation

NASA Technical Reports Server (NTRS)

Aziz, Jonathan D.; Parker, Jeffrey S.; Scheeres, Daniel J.; Englander, Jacob A.

2017-01-01

Low-thrust trajectories about planetary bodies characteristically span a high count of orbital revolutions. Directing the thrust vector over many revolutions presents a challenging optimization problem for any conventional strategy. This paper demonstrates the tractability of low-thrust trajectory optimization about planetary bodies by applying a Sundman transformation to change the independent variable of the spacecraft equations of motion to the eccentric anomaly and performing the optimization with differential dynamic programming. Fuel-optimal geocentric transfers are shown in excess of 1000 revolutions while subject to Earths J2 perturbation and lunar gravity.

An optimal output feedback gain variation scheme for the control of plants exhibiting gross parameter changes

NASA Technical Reports Server (NTRS)

Moerder, Daniel D.

1987-01-01

A concept for optimally designing output feedback controllers for plants whose dynamics exhibit gross changes over their operating regimes was developed. This was to formulate the design problem in such a way that the implemented feedback gains vary as the output of a dynamical system whose independent variable is a scalar parameterization of the plant operating point. The results of this effort include derivation of necessary conditions for optimality for the general problem formulation, and for several simplified cases. The question of existence of a solution to the design problem was also examined, and it was shown that the class of gain variation schemes developed are capable of achieving gain variation histories which are arbitrarily close to the unconstrained gain solution for each point in the plant operating range. The theory was implemented in a feedback design algorithm, which was exercised in a numerical example. The results are applicable to the design of practical high-performance feedback controllers for plants whose dynamics vary significanly during operation. Many aerospace systems fall into this category.

A parallel metaheuristic for large mixed-integer dynamic optimization problems, with applications in computational biology

PubMed Central

Henriques, David; González, Patricia; Doallo, Ramón; Saez-Rodriguez, Julio; Banga, Julio R.

2017-01-01

Background We consider a general class of global optimization problems dealing with nonlinear dynamic models. Although this class is relevant to many areas of science and engineering, here we are interested in applying this framework to the reverse engineering problem in computational systems biology, which yields very large mixed-integer dynamic optimization (MIDO) problems. In particular, we consider the framework of logic-based ordinary differential equations (ODEs). Methods We present saCeSS2, a parallel method for the solution of this class of problems. This method is based on an parallel cooperative scatter search metaheuristic, with new mechanisms of self-adaptation and specific extensions to handle large mixed-integer problems. We have paid special attention to the avoidance of convergence stagnation using adaptive cooperation strategies tailored to this class of problems. Results We illustrate its performance with a set of three very challenging case studies from the domain of dynamic modelling of cell signaling. The simpler case study considers a synthetic signaling pathway and has 84 continuous and 34 binary decision variables. A second case study considers the dynamic modeling of signaling in liver cancer using high-throughput data, and has 135 continuous and 109 binaries decision variables. The third case study is an extremely difficult problem related with breast cancer, involving 690 continuous and 138 binary decision variables. We report computational results obtained in different infrastructures, including a local cluster, a large supercomputer and a public cloud platform. Interestingly, the results show how the cooperation of individual parallel searches modifies the systemic properties of the sequential algorithm, achieving superlinear speedups compared to an individual search (e.g. speedups of 15 with 10 cores), and significantly improving (above a 60%) the performance with respect to a non-cooperative parallel scheme. The scalability of the method is also good (tests were performed using up to 300 cores). Conclusions These results demonstrate that saCeSS2 can be used to successfully reverse engineer large dynamic models of complex biological pathways. Further, these results open up new possibilities for other MIDO-based large-scale applications in the life sciences such as metabolic engineering, synthetic biology, drug scheduling. PMID:28813442

A parallel metaheuristic for large mixed-integer dynamic optimization problems, with applications in computational biology.

PubMed

Penas, David R; Henriques, David; González, Patricia; Doallo, Ramón; Saez-Rodriguez, Julio; Banga, Julio R

2017-01-01

We consider a general class of global optimization problems dealing with nonlinear dynamic models. Although this class is relevant to many areas of science and engineering, here we are interested in applying this framework to the reverse engineering problem in computational systems biology, which yields very large mixed-integer dynamic optimization (MIDO) problems. In particular, we consider the framework of logic-based ordinary differential equations (ODEs). We present saCeSS2, a parallel method for the solution of this class of problems. This method is based on an parallel cooperative scatter search metaheuristic, with new mechanisms of self-adaptation and specific extensions to handle large mixed-integer problems. We have paid special attention to the avoidance of convergence stagnation using adaptive cooperation strategies tailored to this class of problems. We illustrate its performance with a set of three very challenging case studies from the domain of dynamic modelling of cell signaling. The simpler case study considers a synthetic signaling pathway and has 84 continuous and 34 binary decision variables. A second case study considers the dynamic modeling of signaling in liver cancer using high-throughput data, and has 135 continuous and 109 binaries decision variables. The third case study is an extremely difficult problem related with breast cancer, involving 690 continuous and 138 binary decision variables. We report computational results obtained in different infrastructures, including a local cluster, a large supercomputer and a public cloud platform. Interestingly, the results show how the cooperation of individual parallel searches modifies the systemic properties of the sequential algorithm, achieving superlinear speedups compared to an individual search (e.g. speedups of 15 with 10 cores), and significantly improving (above a 60%) the performance with respect to a non-cooperative parallel scheme. The scalability of the method is also good (tests were performed using up to 300 cores). These results demonstrate that saCeSS2 can be used to successfully reverse engineer large dynamic models of complex biological pathways. Further, these results open up new possibilities for other MIDO-based large-scale applications in the life sciences such as metabolic engineering, synthetic biology, drug scheduling.

Contract portfolio optimization for a gasoline supply chain

NASA Astrophysics Data System (ADS)

Wang, Shanshan

Major oil companies sell gasoline through three channels of trade: branded (associated with long-term contracts), unbranded (associated with short-term contracts), and spot market. The branded channel provides them with a long-term secured and sustainable demand source, but requires an inflexible long-term commitment with demand and price risks. The unbranded channel provides a medium level of allocation flexibility. The spot market provides them with the greatest allocation flexibility to the changing market conditions, but the spot market's illiquidity mitigates this benefit. In order to sell the product in a profitable and sustainable way, they need an optimal contract portfolio. This dissertation addresses the contract portfolio optimization problem from different perspectives (retrospective view and forward-looking view) at different levels (strategic level, tactical level and operational level). The objective of the retrospective operational model is to develop a financial case to estimate the business value of having a dynamic optimization model and quantify the opportunity values missed in the past. This model proves the financial significance of the problem and provides top management valuable insights into the business. BP has applied the insights and principles gained from this work and implemented the model to the entire Midwest gasoline supply chain to retrospectively review optimization opportunities. The strategic model is the most parsimonious model that captures the essential economic tradeoffs among different contract types, to demonstrate the need for a contract portfolio and what drives the portfolio. We examine the properties of the optimal contract portfolio and provide a comparative statics analysis by changing the model parameters. As the strategic model encapsulates the business problem at the macroscopic level, the tactical model resolves lower level issues. It considers the time dynamics, the information flow and contracting flow. Using this model, we characterize a simple and easily implementable dynamic contract portfolio policy that would enable the company to dynamically rebalance its supply contract portfolio over time in anticipation of the future market conditions in each individual channel while satisfying the contractual obligations. The optimal policy is a state-dependent base-share contract portfolio policy characterized by a branded base-share level and an unbranded contract commitment combination, given as a function of the initial information state. Using real-world market data, we estimate the model parameters. We also apply an efficient modified policy iteration method to compute the optimal contract portfolio strategies and corresponding profit value. We present computational results in order to obtain insights into the structure of optimal policies, capture the value of the dynamic contract portfolio policy by comparing it with static policies, and illustrate the sensitivity of the optimal contract portfolio and corresponding profit value in terms of the different parameters. Considering the geographic dispersion of different market areas and the pipeline network together with the dynamic contract portfolio optimization problem, we formulate a forward-looking operational model, which could be used by gasoline suppliers for lower-level planning. Finally, we discuss the generalization of the framework to other problems and applications, as well as further research.

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.

Heuristic algorithms for solving of the tool routing problem for CNC cutting machines

NASA Astrophysics Data System (ADS)

Chentsov, P. A.; Petunin, A. A.; Sesekin, A. N.; Shipacheva, E. N.; Sholohov, A. E.

2015-11-01

The article is devoted to the problem of minimizing the path of the cutting tool to shape cutting machines began. This problem can be interpreted as a generalized traveling salesman problem. Earlier version of the dynamic programming method to solve this problem was developed. Unfortunately, this method allows to process an amount not exceeding thirty circuits. In this regard, the task of constructing quasi-optimal route becomes relevant. In this paper we propose options for quasi-optimal greedy algorithms. Comparison of the results of exact and approximate algorithms is given.

A Study on a Centralized Under-Voltage Load Shedding Scheme Considering the Load Characteristics

NASA Astrophysics Data System (ADS)

Deng, Jiyu; Liu, Junyong

Under-voltage load shedding is an important measure for maintaining voltage stability.Aiming at the optimal load shedding problem considering the load characteristics,firstly,the traditional under-voltage load shedding scheme based on a static load model may cause the analysis inaccurate is pointed out on the equivalent Thevenin circuit.Then,the dynamic voltage stability margin indicator is derived through local measurement.The derived indicator can reflect the voltage change of the key area in a myopia linear way.Dimensions of the optimal problem will be greatly simplified using this indicator.In the end,mathematical model of the centralized load shedding scheme is built with the indicator considering load characteristics.HSPPSO is introduced to slove the optimal problem.Simulation results on IEEE-39 system show that the proposed scheme display a good adaptability in solving the under-voltage load shedding considering dynamic load characteristics.

Electronic neural networks for global optimization

NASA Technical Reports Server (NTRS)

Thakoor, A. P.; Moopenn, A. W.; Eberhardt, S.

1990-01-01

An electronic neural network with feedback architecture, implemented in analog custom VLSI is described. Its application to problems of global optimization for dynamic assignment is discussed. The convergence properties of the neural network hardware are compared with computer simulation results. The neural network's ability to provide optimal or near optimal solutions within only a few neuron time constants, a speed enhancement of several orders of magnitude over conventional search methods, is demonstrated. The effect of noise on the circuit dynamics and the convergence behavior of the neural network hardware is also examined.

Distributed Parallel Processing and Dynamic Load Balancing Techniques for Multidisciplinary High Speed Aircraft Design

NASA Technical Reports Server (NTRS)

Krasteva, Denitza T.

1998-01-01

Multidisciplinary design optimization (MDO) for large-scale engineering problems poses many challenges (e.g., the design of an efficient concurrent paradigm for global optimization based on disciplinary analyses, expensive computations over vast data sets, etc.) This work focuses on the application of distributed schemes for massively parallel architectures to MDO problems, as a tool for reducing computation time and solving larger problems. The specific problem considered here is configuration optimization of a high speed civil transport (HSCT), and the efficient parallelization of the embedded paradigm for reasonable design space identification. Two distributed dynamic load balancing techniques (random polling and global round robin with message combining) and two necessary termination detection schemes (global task count and token passing) were implemented and evaluated in terms of effectiveness and scalability to large problem sizes and a thousand processors. The effect of certain parameters on execution time was also inspected. Empirical results demonstrated stable performance and effectiveness for all schemes, and the parametric study showed that the selected algorithmic parameters have a negligible effect on performance.

Reentry trajectory optimization with waypoint and no-fly zone constraints using multiphase convex programming

NASA Astrophysics Data System (ADS)

Zhao, Dang-Jun; Song, Zheng-Yu

2017-08-01

This study proposes a multiphase convex programming approach for rapid reentry trajectory generation that satisfies path, waypoint and no-fly zone (NFZ) constraints on Common Aerial Vehicles (CAVs). Because the time when the vehicle reaches the waypoint is unknown, the trajectory of the vehicle is divided into several phases according to the prescribed waypoints, rendering a multiphase optimization problem with free final time. Due to the requirement of rapidity, the minimum flight time of each phase index is preferred over other indices in this research. The sequential linearization is used to approximate the nonlinear dynamics of the vehicle as well as the nonlinear concave path constraints on the heat rate, dynamic pressure, and normal load; meanwhile, the convexification techniques are proposed to relax the concave constraints on control variables. Next, the original multiphase optimization problem is reformulated as a standard second-order convex programming problem. Theoretical analysis is conducted to show that the original problem and the converted problem have the same solution. Numerical results are presented to demonstrate that the proposed approach is efficient and effective.

A Guiding Evolutionary Algorithm with Greedy Strategy for Global Optimization Problems

PubMed Central

Cao, Leilei; Xu, Lihong; Goodman, Erik D.

2016-01-01

A Guiding Evolutionary Algorithm (GEA) with greedy strategy for global optimization problems is proposed. Inspired by Particle Swarm Optimization, the Genetic Algorithm, and the Bat Algorithm, the GEA was designed to retain some advantages of each method while avoiding some disadvantages. In contrast to the usual Genetic Algorithm, each individual in GEA is crossed with the current global best one instead of a randomly selected individual. The current best individual served as a guide to attract offspring to its region of genotype space. Mutation was added to offspring according to a dynamic mutation probability. To increase the capability of exploitation, a local search mechanism was applied to new individuals according to a dynamic probability of local search. Experimental results show that GEA outperformed the other three typical global optimization algorithms with which it was compared. PMID:27293421

A Guiding Evolutionary Algorithm with Greedy Strategy for Global Optimization Problems.

PubMed

Cao, Leilei; Xu, Lihong; Goodman, Erik D

2016-01-01

A Guiding Evolutionary Algorithm (GEA) with greedy strategy for global optimization problems is proposed. Inspired by Particle Swarm Optimization, the Genetic Algorithm, and the Bat Algorithm, the GEA was designed to retain some advantages of each method while avoiding some disadvantages. In contrast to the usual Genetic Algorithm, each individual in GEA is crossed with the current global best one instead of a randomly selected individual. The current best individual served as a guide to attract offspring to its region of genotype space. Mutation was added to offspring according to a dynamic mutation probability. To increase the capability of exploitation, a local search mechanism was applied to new individuals according to a dynamic probability of local search. Experimental results show that GEA outperformed the other three typical global optimization algorithms with which it was compared.

Dynamic optimization of open-loop input signals for ramp-up current profiles in tokamak plasmas

NASA Astrophysics Data System (ADS)

Ren, Zhigang; Xu, Chao; Lin, Qun; Loxton, Ryan; Teo, Kok Lay

2016-03-01

Establishing a good current spatial profile in tokamak fusion reactors is crucial to effective steady-state operation. The evolution of the current spatial profile is related to the evolution of the poloidal magnetic flux, which can be modeled in the normalized cylindrical coordinates using a parabolic partial differential equation (PDE) called the magnetic diffusion equation. In this paper, we consider the dynamic optimization problem of attaining the best possible current spatial profile during the ramp-up phase of the tokamak. We first use the Galerkin method to obtain a finite-dimensional ordinary differential equation (ODE) model based on the original magnetic diffusion PDE. Then, we combine the control parameterization method with a novel time-scaling transformation to obtain an approximate optimal parameter selection problem, which can be solved using gradient-based optimization techniques such as sequential quadratic programming (SQP). This control parameterization approach involves approximating the tokamak input signals by piecewise-linear functions whose slopes and break-points are decision variables to be optimized. We show that the gradient of the objective function with respect to the decision variables can be computed by solving an auxiliary dynamic system governing the state sensitivity matrix. Finally, we conclude the paper with simulation results for an example problem based on experimental data from the DIII-D tokamak in San Diego, California.

Optimal Dynamic Advertising Strategy Under Age-Specific Market Segmentation

NASA Astrophysics Data System (ADS)

Krastev, Vladimir

2011-12-01

We consider the model proposed by Faggian and Grosset for determining the advertising efforts and goodwill in the long run of a company under age segmentation of consumers. Reducing this model to optimal control sub problems we find the optimal advertising strategy and goodwill.

Optimization of structures undergoing harmonic or stochastic excitation. Ph.D. Thesis; [atmospheric turbulence and white noise

NASA Technical Reports Server (NTRS)

Johnson, E. H.

1975-01-01

The optimal design was investigated of simple structures subjected to dynamic loads, with constraints on the structures' responses. Optimal designs were examined for one dimensional structures excited by harmonically oscillating loads, similar structures excited by white noise, and a wing in the presence of continuous atmospheric turbulence. The first has constraints on the maximum allowable stress while the last two place bounds on the probability of failure of the structure. Approximations were made to replace the time parameter with a frequency parameter. For the first problem, this involved the steady state response, and in the remaining cases, power spectral techniques were employed to find the root mean square values of the responses. Optimal solutions were found by using computer algorithms which combined finite elements methods with optimization techniques based on mathematical programming. It was found that the inertial loads for these dynamic problems result in optimal structures that are radically different from those obtained for structures loaded statically by forces of comparable magnitude.

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.

History matching through dynamic decision-making

PubMed Central

Maschio, Célio; Santos, Antonio Alberto; Schiozer, Denis; Rocha, Anderson

2017-01-01

History matching is the process of modifying the uncertain attributes of a reservoir model to reproduce the real reservoir performance. It is a classical reservoir engineering problem and plays an important role in reservoir management since the resulting models are used to support decisions in other tasks such as economic analysis and production strategy. This work introduces a dynamic decision-making optimization framework for history matching problems in which new models are generated based on, and guided by, the dynamic analysis of the data of available solutions. The optimization framework follows a ‘learning-from-data’ approach, and includes two optimizer components that use machine learning techniques, such as unsupervised learning and statistical analysis, to uncover patterns of input attributes that lead to good output responses. These patterns are used to support the decision-making process while generating new, and better, history matched solutions. The proposed framework is applied to a benchmark model (UNISIM-I-H) based on the Namorado field in Brazil. Results show the potential the dynamic decision-making optimization framework has for improving the quality of history matching solutions using a substantial smaller number of simulations when compared with a previous work on the same benchmark. PMID:28582413

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Optimal percolation on multiplex networks.

PubMed

Osat, Saeed; Faqeeh, Ali; Radicchi, Filippo

2017-11-16

Optimal percolation is the problem of finding the minimal set of nodes whose removal from a network fragments the system into non-extensive disconnected clusters. The solution to this problem is important for strategies of immunization in disease spreading, and influence maximization in opinion dynamics. Optimal percolation has received considerable attention in the context of isolated networks. However, its generalization to multiplex networks has not yet been considered. Here we show that approximating the solution of the optimal percolation problem on a multiplex network with solutions valid for single-layer networks extracted from the multiplex may have serious consequences in the characterization of the true robustness of the system. We reach this conclusion by extending many of the methods for finding approximate solutions of the optimal percolation problem from single-layer to multiplex networks, and performing a systematic analysis on synthetic and real-world multiplex networks.

Deformation effect simulation and optimization for double front axle steering mechanism

NASA Astrophysics Data System (ADS)

Wu, Jungang; Zhang, Siqin; Yang, Qinglong

2013-03-01

This paper research on tire wear problem of heavy vehicles with Double Front Axle Steering Mechanism from the flexible effect of Steering Mechanism, and proposes a structural optimization method which use both traditional static structural theory and dynamic structure theory - Equivalent Static Load (ESL) method to optimize key parts. The good simulated and test results show this method has high engineering practice and reference value for tire wear problem of Double Front Axle Steering Mechanism design.

Rethinking exchange market models as optimization algorithms

NASA Astrophysics Data System (ADS)

Luquini, Evandro; Omar, Nizam

2018-02-01

The exchange market model has mainly been used to study the inequality problem. Although the human society inequality problem is very important, the exchange market models dynamics until stationary state and its capability of ranking individuals is interesting in itself. This study considers the hypothesis that the exchange market model could be understood as an optimization procedure. We present herein the implications for algorithmic optimization and also the possibility of a new family of exchange market models

Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process

NASA Astrophysics Data System (ADS)

Yan, Wei; Chang, Yuwen

2016-12-01

Considering the stochastic exchange rate, this paper is concerned with the dynamic portfolio selection in financial market. The optimal investment problem is formulated as a continuous-time mathematical model under mean-variance criterion. These processes follow jump-diffusion processes (Weiner process and Poisson process). Then the corresponding Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and its efferent frontier is obtained. Moreover, the optimal strategy is also derived under safety-first criterion.

Dynamic cellular manufacturing system considering machine failure and workload balance

NASA Astrophysics Data System (ADS)

Rabbani, Masoud; Farrokhi-Asl, Hamed; Ravanbakhsh, Mohammad

2018-02-01

Machines are a key element in the production system and their failure causes irreparable effects in terms of cost and time. In this paper, a new multi-objective mathematical model for dynamic cellular manufacturing system (DCMS) is provided with consideration of machine reliability and alternative process routes. In this dynamic model, we attempt to resolve the problem of integrated family (part/machine cell) formation as well as the operators' assignment to the cells. The first objective minimizes the costs associated with the DCMS. The second objective optimizes the labor utilization and, finally, a minimum value of the variance of workload between different cells is obtained by the third objective function. Due to the NP-hard nature of the cellular manufacturing problem, the problem is initially validated by the GAMS software in small-sized problems, and then the model is solved by two well-known meta-heuristic methods including non-dominated sorting genetic algorithm and multi-objective particle swarm optimization in large-scaled problems. Finally, the results of the two algorithms are compared with respect to five different comparison metrics.

Review: Optimization methods for groundwater modeling and management

NASA Astrophysics Data System (ADS)

Yeh, William W.-G.

2015-09-01

Optimization methods have been used in groundwater modeling as well as for the planning and management of groundwater systems. This paper reviews and evaluates the various optimization methods that have been used for solving the inverse problem of parameter identification (estimation), experimental design, and groundwater planning and management. Various model selection criteria are discussed, as well as criteria used for model discrimination. The inverse problem of parameter identification concerns the optimal determination of model parameters using water-level observations. In general, the optimal experimental design seeks to find sampling strategies for the purpose of estimating the unknown model parameters. A typical objective of optimal conjunctive-use planning of surface water and groundwater is to minimize the operational costs of meeting water demand. The optimization methods include mathematical programming techniques such as linear programming, quadratic programming, dynamic programming, stochastic programming, nonlinear programming, and the global search algorithms such as genetic algorithms, simulated annealing, and tabu search. Emphasis is placed on groundwater flow problems as opposed to contaminant transport problems. A typical two-dimensional groundwater flow problem is used to explain the basic formulations and algorithms that have been used to solve the formulated optimization problems.

Application of Contraction Mappings to the Control of Nonlinear Systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Killingsworth, W. R., Jr.

1972-01-01

The theoretical and applied aspects of successive approximation techniques are considered for the determination of controls for nonlinear dynamical systems. Particular emphasis is placed upon the methods of contraction mappings and modified contraction mappings. It is shown that application of the Pontryagin principle to the optimal nonlinear regulator problem results in necessary conditions for optimality in the form of a two point boundary value problem (TPBVP). The TPBVP is represented by an operator equation and functional analytic results on the iterative solution of operator equations are applied. The general convergence theorems are translated and applied to those operators arising from the optimal regulation of nonlinear systems. It is shown that simply structured matrices and similarity transformations may be used to facilitate the calculation of the matrix Green functions and the evaluation of the convergence criteria. A controllability theory based on the integral representation of TPBVP's, the implicit function theorem, and contraction mappings is developed for nonlinear dynamical systems. Contraction mappings are theoretically and practically applied to a nonlinear control problem with bounded input control and the Lipschitz norm is used to prove convergence for the nondifferentiable operator. A dynamic model representing community drug usage is developed and the contraction mappings method is used to study the optimal regulation of the nonlinear system.

Optimizing spread dynamics on graphs by message passing

NASA Astrophysics Data System (ADS)

Altarelli, F.; Braunstein, A.; Dall'Asta, L.; Zecchina, R.

2013-09-01

Cascade processes are responsible for many important phenomena in natural and social sciences. Simple models of irreversible dynamics on graphs, in which nodes activate depending on the state of their neighbors, have been successfully applied to describe cascades in a large variety of contexts. Over the past decades, much effort has been devoted to understanding the typical behavior of the cascades arising from initial conditions extracted at random from some given ensemble. However, the problem of optimizing the trajectory of the system, i.e. of identifying appropriate initial conditions to maximize (or minimize) the final number of active nodes, is still considered to be practically intractable, with the only exception being models that satisfy a sort of diminishing returns property called submodularity. Submodular models can be approximately solved by means of greedy strategies, but by definition they lack cooperative characteristics which are fundamental in many real systems. Here we introduce an efficient algorithm based on statistical physics for the optimization of trajectories in cascade processes on graphs. We show that for a wide class of irreversible dynamics, even in the absence of submodularity, the spread optimization problem can be solved efficiently on large networks. Analytic and algorithmic results on random graphs are complemented by the solution of the spread maximization problem on a real-world network (the Epinions consumer reviews network).

Evolutionary optimization methods for accelerator design

NASA Astrophysics Data System (ADS)

Poklonskiy, Alexey A.

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

Robust optimization with transiently chaotic dynamical systems

NASA Astrophysics Data System (ADS)

Sumi, R.; Molnár, B.; Ercsey-Ravasz, M.

2014-05-01

Efficiently solving hard optimization problems has been a strong motivation for progress in analog computing. In a recent study we presented a continuous-time dynamical system for solving the NP-complete Boolean satisfiability (SAT) problem, with a one-to-one correspondence between its stable attractors and the SAT solutions. While physical implementations could offer great efficiency, the transiently chaotic dynamics raises the question of operability in the presence of noise, unavoidable on analog devices. Here we show that the probability of finding solutions is robust to noise intensities well above those present on real hardware. We also developed a cellular neural network model realizable with analog circuits, which tolerates even larger noise intensities. These methods represent an opportunity for robust and efficient physical implementations.

Local Approximation and Hierarchical Methods for Stochastic Optimization

NASA Astrophysics Data System (ADS)

Cheng, Bolong

In this thesis, we present local and hierarchical approximation methods for two classes of stochastic optimization problems: optimal learning and Markov decision processes. For the optimal learning problem class, we introduce a locally linear model with radial basis function for estimating the posterior mean of the unknown objective function. The method uses a compact representation of the function which avoids storing the entire history, as is typically required by nonparametric methods. We derive a knowledge gradient policy with the locally parametric model, which maximizes the expected value of information. We show the policy is asymptotically optimal in theory, and experimental works suggests that the method can reliably find the optimal solution on a range of test functions. For the Markov decision processes problem class, we are motivated by an application where we want to co-optimize a battery for multiple revenue, in particular energy arbitrage and frequency regulation. The nature of this problem requires the battery to make charging and discharging decisions at different time scales while accounting for the stochastic information such as load demand, electricity prices, and regulation signals. Computing the exact optimal policy becomes intractable due to the large state space and the number of time steps. We propose two methods to circumvent the computation bottleneck. First, we propose a nested MDP model that structure the co-optimization problem into smaller sub-problems with reduced state space. This new model allows us to understand how the battery behaves down to the two-second dynamics (that of the frequency regulation market). Second, we introduce a low-rank value function approximation for backward dynamic programming. This new method only requires computing the exact value function for a small subset of the state space and approximate the entire value function via low-rank matrix completion. We test these methods on historical price data from the PJM Interconnect and show that it outperforms the baseline approach used in the industry.

Dynamic, stochastic models for congestion pricing and congestion securities.

DOT National Transportation Integrated Search

2010-12-01

This research considers congestion pricing under demand uncertainty. In particular, a robust optimization (RO) approach is applied to optimal congestion pricing problems under user equilibrium. A mathematical model is developed and an analysis perfor...

Game theory and extremal optimization for community detection in complex dynamic networks.

PubMed

Lung, Rodica Ioana; Chira, Camelia; Andreica, Anca

2014-01-01

The detection of evolving communities in dynamic complex networks is a challenging problem that recently received attention from the research community. Dynamics clearly add another complexity dimension to the difficult task of community detection. Methods should be able to detect changes in the network structure and produce a set of community structures corresponding to different timestamps and reflecting the evolution in time of network data. We propose a novel approach based on game theory elements and extremal optimization to address dynamic communities detection. Thus, the problem is formulated as a mathematical game in which nodes take the role of players that seek to choose a community that maximizes their profit viewed as a fitness function. Numerical results obtained for both synthetic and real-world networks illustrate the competitive performance of this game theoretical approach.

Robust optimization for nonlinear time-delay dynamical system of dha regulon with cost sensitivity constraint in batch culture

NASA Astrophysics Data System (ADS)

Yuan, Jinlong; Zhang, Xu; Liu, Chongyang; Chang, Liang; Xie, Jun; Feng, Enmin; Yin, Hongchao; Xiu, Zhilong

2016-09-01

Time-delay dynamical systems, which depend on both the current state of the system and the state at delayed times, have been an active area of research in many real-world applications. In this paper, we consider a nonlinear time-delay dynamical system of dha-regulonwith unknown time-delays in batch culture of glycerol bioconversion to 1,3-propanediol induced by Klebsiella pneumonia. Some important properties and strong positive invariance are discussed. Because of the difficulty in accurately measuring the concentrations of intracellular substances and the absence of equilibrium points for the time-delay system, a quantitative biological robustness for the concentrations of intracellular substances is defined by penalizing a weighted sum of the expectation and variance of the relative deviation between system outputs before and after the time-delays are perturbed. Our goal is to determine optimal values of the time-delays. To this end, we formulate an optimization problem in which the time delays are decision variables and the cost function is to minimize the biological robustness. This optimization problem is subject to the time-delay system, parameter constraints, continuous state inequality constraints for ensuring that the concentrations of extracellular and intracellular substances lie within specified limits, a quality constraint to reflect operational requirements and a cost sensitivity constraint for ensuring that an acceptable level of the system performance is achieved. It is approximated as a sequence of nonlinear programming sub-problems through the application of constraint transcription and local smoothing approximation techniques. Due to the highly complex nature of this optimization problem, the computational cost is high. Thus, a parallel algorithm is proposed to solve these nonlinear programming sub-problems based on the filled function method. Finally, it is observed that the obtained optimal estimates for the time-delays are highly satisfactory via numerical simulations.

Optimal estimation of recurrence structures from time series

NASA Astrophysics Data System (ADS)

beim Graben, Peter; Sellers, Kristin K.; Fröhlich, Flavio; Hutt, Axel

2016-05-01

Recurrent temporal dynamics is a phenomenon observed frequently in high-dimensional complex systems and its detection is a challenging task. Recurrence quantification analysis utilizing recurrence plots may extract such dynamics, however it still encounters an unsolved pertinent problem: the optimal selection of distance thresholds for estimating the recurrence structure of dynamical systems. The present work proposes a stochastic Markov model for the recurrent dynamics that allows for the analytical derivation of a criterion for the optimal distance threshold. The goodness of fit is assessed by a utility function which assumes a local maximum for that threshold reflecting the optimal estimate of the system's recurrence structure. We validate our approach by means of the nonlinear Lorenz system and its linearized stochastic surrogates. The final application to neurophysiological time series obtained from anesthetized animals illustrates the method and reveals novel dynamic features of the underlying system. We propose the number of optimal recurrence domains as a statistic for classifying an animals' state of consciousness.

Warehouse stocking optimization based on dynamic ant colony genetic algorithm

NASA Astrophysics Data System (ADS)

Xiao, Xiaoxu

2018-04-01

In view of the various orders of FAW (First Automotive Works) International Logistics Co., Ltd., the SLP method is used to optimize the layout of the warehousing units in the enterprise, thus the warehouse logistics is optimized and the external processing speed of the order is improved. In addition, the relevant intelligent algorithms for optimizing the stocking route problem are analyzed. The ant colony algorithm and genetic algorithm which have good applicability are emphatically studied. The parameters of ant colony algorithm are optimized by genetic algorithm, which improves the performance of ant colony algorithm. A typical path optimization problem model is taken as an example to prove the effectiveness of parameter optimization.

C-learning: A new classification framework to estimate optimal dynamic treatment regimes.

PubMed

Zhang, Baqun; Zhang, Min

2017-12-11

A dynamic treatment regime is a sequence of decision rules, each corresponding to a decision point, that determine that next treatment based on each individual's own available characteristics and treatment history up to that point. We show that identifying the optimal dynamic treatment regime can be recast as a sequential optimization problem and propose a direct sequential optimization method to estimate the optimal treatment regimes. In particular, at each decision point, the optimization is equivalent to sequentially minimizing a weighted expected misclassification error. Based on this classification perspective, we propose a powerful and flexible C-learning algorithm to learn the optimal dynamic treatment regimes backward sequentially from the last stage until the first stage. C-learning is a direct optimization method that directly targets optimizing decision rules by exploiting powerful optimization/classification techniques and it allows incorporation of patient's characteristics and treatment history to improve performance, hence enjoying advantages of both the traditional outcome regression-based methods (Q- and A-learning) and the more recent direct optimization methods. The superior performance and flexibility of the proposed methods are illustrated through extensive simulation studies. © 2017, The International Biometric Society.

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

NASA Astrophysics Data System (ADS)

Han, Xiaobao; Li, Huacong; Jia, Qiusheng

2017-12-01

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

Identification of vehicle suspension parameters by design optimization

NASA Astrophysics Data System (ADS)

Tey, J. Y.; Ramli, R.; Kheng, C. W.; Chong, S. Y.; Abidin, M. A. Z.

2014-05-01

The design of a vehicle suspension system through simulation requires accurate representation of the design parameters. These parameters are usually difficult to measure or sometimes unavailable. This article proposes an efficient approach to identify the unknown parameters through optimization based on experimental results, where the covariance matrix adaptation-evolutionary strategy (CMA-es) is utilized to improve the simulation and experimental results against the kinematic and compliance tests. This speeds up the design and development cycle by recovering all the unknown data with respect to a set of kinematic measurements through a single optimization process. A case study employing a McPherson strut suspension system is modelled in a multi-body dynamic system. Three kinematic and compliance tests are examined, namely, vertical parallel wheel travel, opposite wheel travel and single wheel travel. The problem is formulated as a multi-objective optimization problem with 40 objectives and 49 design parameters. A hierarchical clustering method based on global sensitivity analysis is used to reduce the number of objectives to 30 by grouping correlated objectives together. Then, a dynamic summation of rank value is used as pseudo-objective functions to reformulate the multi-objective optimization to a single-objective optimization problem. The optimized results show a significant improvement in the correlation between the simulated model and the experimental model. Once accurate representation of the vehicle suspension model is achieved, further analysis, such as ride and handling performances, can be implemented for further optimization.

Trajectory optimization for lunar rover performing vertical takeoff vertical landing maneuvers in the presence of terrain

NASA Astrophysics Data System (ADS)

Ma, Lin; Wang, Kexin; Xu, Zuhua; Shao, Zhijiang; Song, Zhengyu; Biegler, Lorenz T.

2018-05-01

This study presents a trajectory optimization framework for lunar rover performing vertical takeoff vertical landing (VTVL) maneuvers in the presence of terrain using variable-thrust propulsion. First, a VTVL trajectory optimization problem with three-dimensional kinematics and dynamics model, boundary conditions, and path constraints is formulated. Then, a finite-element approach transcribes the formulated trajectory optimization problem into a nonlinear programming (NLP) problem solved by a highly efficient NLP solver. A homotopy-based backtracking strategy is applied to enhance the convergence in solving the formulated VTVL trajectory optimization problem. The optimal thrust solution typically has a "bang-bang" profile considering that bounds are imposed on the magnitude of engine thrust. An adaptive mesh refinement strategy based on a constant Hamiltonian profile is designed to address the difficulty in locating the breakpoints in the thrust profile. Four scenarios are simulated. Simulation results indicate that the proposed trajectory optimization framework has sufficient adaptability to handle VTVL missions efficiently.

Simulated parallel annealing within a neighborhood for optimization of biomechanical systems.

PubMed

Higginson, J S; Neptune, R R; Anderson, F C

2005-09-01

Optimization problems for biomechanical systems have become extremely complex. Simulated annealing (SA) algorithms have performed well in a variety of test problems and biomechanical applications; however, despite advances in computer speed, convergence to optimal solutions for systems of even moderate complexity has remained prohibitive. The objective of this study was to develop a portable parallel version of a SA algorithm for solving optimization problems in biomechanics. The algorithm for simulated parallel annealing within a neighborhood (SPAN) was designed to minimize interprocessor communication time and closely retain the heuristics of the serial SA algorithm. The computational speed of the SPAN algorithm scaled linearly with the number of processors on different computer platforms for a simple quadratic test problem and for a more complex forward dynamic simulation of human pedaling.

Perspective: Stochastic magnetic devices for cognitive computing

NASA Astrophysics Data System (ADS)

Roy, Kaushik; Sengupta, Abhronil; Shim, Yong

2018-06-01

Stochastic switching of nanomagnets can potentially enable probabilistic cognitive hardware consisting of noisy neural and synaptic components. Furthermore, computational paradigms inspired from the Ising computing model require stochasticity for achieving near-optimality in solutions to various types of combinatorial optimization problems such as the Graph Coloring Problem or the Travelling Salesman Problem. Achieving optimal solutions in such problems are computationally exhaustive and requires natural annealing to arrive at the near-optimal solutions. Stochastic switching of devices also finds use in applications involving Deep Belief Networks and Bayesian Inference. In this article, we provide a multi-disciplinary perspective across the stack of devices, circuits, and algorithms to illustrate how the stochastic switching dynamics of spintronic devices in the presence of thermal noise can provide a direct mapping to the computational units of such probabilistic intelligent systems.

Genetic algorithm dynamics on a rugged landscape

NASA Astrophysics Data System (ADS)

Bornholdt, Stefan

1998-04-01

The genetic algorithm is an optimization procedure motivated by biological evolution and is successfully applied to optimization problems in different areas. A statistical mechanics model for its dynamics is proposed based on the parent-child fitness correlation of the genetic operators, making it applicable to general fitness landscapes. It is compared to a recent model based on a maximum entropy ansatz. Finally it is applied to modeling the dynamics of a genetic algorithm on the rugged fitness landscape of the NK model.

Dynamic vehicle routing with time windows in theory and practice.

PubMed

Yang, Zhiwei; van Osta, Jan-Paul; van Veen, Barry; van Krevelen, Rick; van Klaveren, Richard; Stam, Andries; Kok, Joost; Bäck, Thomas; Emmerich, Michael

2017-01-01

The vehicle routing problem is a classical combinatorial optimization problem. This work is about a variant of the vehicle routing problem with dynamically changing orders and time windows. In real-world applications often the demands change during operation time. New orders occur and others are canceled. In this case new schedules need to be generated on-the-fly. Online optimization algorithms for dynamical vehicle routing address this problem but so far they do not consider time windows. Moreover, to match the scenarios found in real-world problems adaptations of benchmarks are required. In this paper, a practical problem is modeled based on the procedure of daily routing of a delivery company. New orders by customers are introduced dynamically during the working day and need to be integrated into the schedule. A multiple ant colony algorithm combined with powerful local search procedures is proposed to solve the dynamic vehicle routing problem with time windows. The performance is tested on a new benchmark based on simulations of a working day. The problems are taken from Solomon's benchmarks but a certain percentage of the orders are only revealed to the algorithm during operation time. Different versions of the MACS algorithm are tested and a high performing variant is identified. Finally, the algorithm is tested in situ: In a field study, the algorithm schedules a fleet of cars for a surveillance company. We compare the performance of the algorithm to that of the procedure used by the company and we summarize insights gained from the implementation of the real-world study. The results show that the multiple ant colony algorithm can get a much better solution on the academic benchmark problem and also can be integrated in a real-world environment.

Team Dynamics. Implications for Coaching.

ERIC Educational Resources Information Center

Freishlag, Jerry

1985-01-01

A recent survey of coaches ranks team cohesion as the most critical problem coaches face. Optimal interpersonal relationships among athletes and their coaches can maximize collective performance. Team dynamics are discussed and coaching tips are provided. (MT)

The Study of Intelligent Vehicle Navigation Path Based on Behavior Coordination of Particle Swarm.

PubMed

Han, Gaining; Fu, Weiping; Wang, Wen

2016-01-01

In the behavior dynamics model, behavior competition leads to the shock problem of the intelligent vehicle navigation path, because of the simultaneous occurrence of the time-variant target behavior and obstacle avoidance behavior. Considering the safety and real-time of intelligent vehicle, the particle swarm optimization (PSO) algorithm is proposed to solve these problems for the optimization of weight coefficients of the heading angle and the path velocity. Firstly, according to the behavior dynamics model, the fitness function is defined concerning the intelligent vehicle driving characteristics, the distance between intelligent vehicle and obstacle, and distance of intelligent vehicle and target. Secondly, behavior coordination parameters that minimize the fitness function are obtained by particle swarm optimization algorithms. Finally, the simulation results show that the optimization method and its fitness function can improve the perturbations of the vehicle planning path and real-time and reliability.

The Study of Intelligent Vehicle Navigation Path Based on Behavior Coordination of Particle Swarm

PubMed Central

Han, Gaining; Fu, Weiping; Wang, Wen

2016-01-01

In the behavior dynamics model, behavior competition leads to the shock problem of the intelligent vehicle navigation path, because of the simultaneous occurrence of the time-variant target behavior and obstacle avoidance behavior. Considering the safety and real-time of intelligent vehicle, the particle swarm optimization (PSO) algorithm is proposed to solve these problems for the optimization of weight coefficients of the heading angle and the path velocity. Firstly, according to the behavior dynamics model, the fitness function is defined concerning the intelligent vehicle driving characteristics, the distance between intelligent vehicle and obstacle, and distance of intelligent vehicle and target. Secondly, behavior coordination parameters that minimize the fitness function are obtained by particle swarm optimization algorithms. Finally, the simulation results show that the optimization method and its fitness function can improve the perturbations of the vehicle planning path and real-time and reliability. PMID:26880881

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.

Electronic neural network for solving traveling salesman and similar global optimization problems

NASA Technical Reports Server (NTRS)

Thakoor, Anilkumar P. (Inventor); Moopenn, Alexander W. (Inventor); Duong, Tuan A. (Inventor); Eberhardt, Silvio P. (Inventor)

1993-01-01

This invention is a novel high-speed neural network based processor for solving the 'traveling salesman' and other global optimization problems. It comprises a novel hybrid architecture employing a binary synaptic array whose embodiment incorporates the fixed rules of the problem, such as the number of cities to be visited. The array is prompted by analog voltages representing variables such as distances. The processor incorporates two interconnected feedback networks, each of which solves part of the problem independently and simultaneously, yet which exchange information dynamically.

Optimal control of nonlinear continuous-time systems in strict-feedback form.

PubMed

Zargarzadeh, Hassan; Dierks, Travis; Jagannathan, Sarangapani

2015-10-01

This paper proposes a novel optimal tracking control scheme for nonlinear continuous-time systems in strict-feedback form with uncertain dynamics. The optimal tracking problem is transformed into an equivalent optimal regulation problem through a feedforward adaptive control input that is generated by modifying the standard backstepping technique. Subsequently, a neural network-based optimal control scheme is introduced to estimate the cost, or value function, over an infinite horizon for the resulting nonlinear continuous-time systems in affine form when the internal dynamics are unknown. The estimated cost function is then used to obtain the optimal feedback control input; therefore, the overall optimal control input for the nonlinear continuous-time system in strict-feedback form includes the feedforward plus the optimal feedback terms. It is shown that the estimated cost function minimizes the Hamilton-Jacobi-Bellman estimation error in a forward-in-time manner without using any value or policy iterations. Finally, optimal output feedback control is introduced through the design of a suitable observer. Lyapunov theory is utilized to show the overall stability of the proposed schemes without requiring an initial admissible controller. Simulation examples are provided to validate the theoretical results.

Cell transmission model of dynamic assignment for urban rail transit networks.

PubMed

Xu, Guangming; Zhao, Shuo; Shi, Feng; Zhang, Feilian

2017-01-01

For urban rail transit network, the space-time flow distribution can play an important role in evaluating and optimizing the space-time resource allocation. For obtaining the space-time flow distribution without the restriction of schedules, a dynamic assignment problem is proposed based on the concept of continuous transmission. To solve the dynamic assignment problem, the cell transmission model is built for urban rail transit networks. The priority principle, queuing process, capacity constraints and congestion effects are considered in the cell transmission mechanism. Then an efficient method is designed to solve the shortest path for an urban rail network, which decreases the computing cost for solving the cell transmission model. The instantaneous dynamic user optimal state can be reached with the method of successive average. Many evaluation indexes of passenger flow can be generated, to provide effective support for the optimization of train schedules and the capacity evaluation for urban rail transit network. Finally, the model and its potential application are demonstrated via two numerical experiments using a small-scale network and the Beijing Metro network.

Optimal stimulus scheduling for active estimation of evoked brain networks.

PubMed

Kafashan, MohammadMehdi; Ching, ShiNung

2015-12-01

We consider the problem of optimal probing to learn connections in an evoked dynamic network. Such a network, in which each edge measures an input-output relationship between sites in sensor/actuator-space, is relevant to emerging applications in neural mapping and neural connectivity estimation. We show that the problem of scheduling nodes to a probe (i.e., stimulate) amounts to a problem of optimal sensor scheduling. By formulating the evoked network in state-space, we show that the solution to the greedy probing strategy has a convenient form and, under certain conditions, is optimal over a finite horizon. We adopt an expectation maximization technique to update the state-space parameters in an online fashion and demonstrate the efficacy of the overall approach in a series of detailed numerical examples. The proposed method provides a principled means to actively probe time-varying connections in neuronal networks. The overall method can be implemented in real time and is particularly well-suited to applications in stimulation-based cortical mapping in which the underlying network dynamics are changing over time.

Optimal stimulus scheduling for active estimation of evoked brain networks

NASA Astrophysics Data System (ADS)

Kafashan, MohammadMehdi; Ching, ShiNung

2015-12-01

Objective. We consider the problem of optimal probing to learn connections in an evoked dynamic network. Such a network, in which each edge measures an input-output relationship between sites in sensor/actuator-space, is relevant to emerging applications in neural mapping and neural connectivity estimation. Approach. We show that the problem of scheduling nodes to a probe (i.e., stimulate) amounts to a problem of optimal sensor scheduling. Main results. By formulating the evoked network in state-space, we show that the solution to the greedy probing strategy has a convenient form and, under certain conditions, is optimal over a finite horizon. We adopt an expectation maximization technique to update the state-space parameters in an online fashion and demonstrate the efficacy of the overall approach in a series of detailed numerical examples. Significance. The proposed method provides a principled means to actively probe time-varying connections in neuronal networks. The overall method can be implemented in real time and is particularly well-suited to applications in stimulation-based cortical mapping in which the underlying network dynamics are changing over time.

An Automatic Medium to High Fidelity Low-Thrust Global Trajectory Toolchain; EMTG-GMAT

NASA Technical Reports Server (NTRS)

Beeson, Ryne T.; Englander, Jacob A.; Hughes, Steven P.; Schadegg, Maximillian

2015-01-01

Solving the global optimization, low-thrust, multiple-flyby interplanetary trajectory problem with high-fidelity dynamical models requires an unreasonable amount of computational resources. A better approach, and one that is demonstrated in this paper, is a multi-step process whereby the solution of the aforementioned problem is solved at a lower-fidelity and this solution is used as an initial guess for a higher-fidelity solver. The framework presented in this work uses two tools developed by NASA Goddard Space Flight Center: the Evolutionary Mission Trajectory Generator (EMTG) and the General Mission Analysis Tool (GMAT). EMTG is a medium to medium-high fidelity low-thrust interplanetary global optimization solver, which now has the capability to automatically generate GMAT script files for seeding a high-fidelity solution using GMAT's local optimization capabilities. A discussion of the dynamical models as well as thruster and power modeling for both EMTG and GMAT are given in this paper. Current capabilities are demonstrated with examples that highlight the toolchains ability to efficiently solve the difficult low-thrust global optimization problem with little human intervention.

Family Dynamics and Personal Strengths among Dementia Caregivers in Argentina

PubMed Central

Elnasseh, Aaliah G.; Trujillo, Michael A.; Peralta, Silvina Victoria; Stolfi, Miriam E.; Morelli, Eliana; Perrin, Paul B.

2016-01-01

This study examined whether healthier family dynamics were associated with higher personal strengths of resilience, sense of coherence, and optimism among dementia caregivers in Argentina. Caregivers are usually required to assist individuals with dementia, and family members have typically fulfilled that role. Personal strengths such as resilience, sense of coherence, and optimism have been shown to protect caregivers from some of the negative experiences of providing care, though the family-related variables associated with these personal strengths are largely unknown. Hierarchical multiple regressions investigated the extent to which family dynamics variables are associated with each of the caregiver personal strengths after controlling for demographic and caregiver characteristics. A sample of 105 caregivers from Argentina completed a set of questionnaires during a neurologist visit. Family dynamics explained 32% of the variance in resilience and 39% of the variance in sense of coherence. Greater family empathy and decreased family problems were uniquely associated with higher resilience. Greater communication and decreased family problems were uniquely associated with higher sense of coherence. Optimism was not found to be significantly associated with family dynamics. These results suggest that caregiver intervention research focused on the family may help improve caregiver personal strengths in Argentina and other Latin American countries. PMID:27413574

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

PubMed

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

2018-02-01

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

Hybrid switched time-optimal control of underactuated spacecraft

NASA Astrophysics Data System (ADS)

Olivares, Alberto; Staffetti, Ernesto

2018-04-01

This paper studies the time-optimal control problem for an underactuated rigid spacecraft equipped with both reaction wheels and gas jet thrusters that generate control torques about two of the principal axes of the spacecraft. Since a spacecraft equipped with two reaction wheels is not controllable, whereas a spacecraft equipped with two gas jet thrusters is controllable, this mixed actuation ensures controllability in the case in which one of the control axes is unactuated. A novel control logic is proposed for this hybrid actuation in which the reaction wheels are the main actuators and the gas jet thrusters act only after saturation or anticipating future saturation of the reaction wheels. The presence of both reaction wheels and gas jet thrusters gives rise to two operating modes for each actuated axis and therefore the spacecraft can be regarded as a switched dynamical system. The time-optimal control problem for this system is reformulated using the so-called embedding technique and the resulting problem is a classical optimal control problem. The main advantages of this technique are that integer or binary variables do not have to be introduced to model switching decisions between modes and that assumptions about the number of switches are not necessary. It is shown in this paper that this general method for the solution of optimal control problems for switched dynamical systems can efficiently deal with time-optimal control of an underactuated rigid spacecraft in which bound constraints on the torque of the actuators and on the angular momentum of the reaction wheels are taken into account.

Optimal time points sampling in pathway modelling.

PubMed

Hu, Shiyan

2004-01-01

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

Dynamic Flow Management Problems in Air Transportation

NASA Technical Reports Server (NTRS)

Patterson, Sarah Stock

1997-01-01

In 1995, over six hundred thousand licensed pilots flew nearly thirty-five million flights into over eighteen thousand U.S. airports, logging more than 519 billion passenger miles. Since demand for air travel has increased by more than 50% in the last decade while capacity has stagnated, congestion is a problem of undeniable practical significance. In this thesis, we will develop optimization techniques that reduce the impact of congestion on the national airspace. We start by determining the optimal release times for flights into the airspace and the optimal speed adjustment while airborne taking into account the capacitated airspace. This is called the Air Traffic Flow Management Problem (TFMP). We address the complexity, showing that it is NP-hard. We build an integer programming formulation that is quite strong as some of the proposed inequalities are facet defining for the convex hull of solutions. For practical problems, the solutions of the LP relaxation of the TFMP are very often integral. In essence, we reduce the problem to efficiently solving large scale linear programming problems. Thus, the computation times are reasonably small for large scale, practical problems involving thousands of flights. Next, we address the problem of determining how to reroute aircraft in the airspace system when faced with dynamically changing weather conditions. This is called the Air Traffic Flow Management Rerouting Problem (TFMRP) We present an integrated mathematical programming approach for the TFMRP, which utilizes several methodologies, in order to minimize delay costs. In order to address the high dimensionality, we present an aggregate model, in which we formulate the TFMRP as a multicommodity, integer, dynamic network flow problem with certain side constraints. Using Lagrangian relaxation, we generate aggregate flows that are decomposed into a collection of flight paths using a randomized rounding heuristic. This collection of paths is used in a packing integer programming formulation, the solution of which generates feasible and near-optimal routes for individual flights. The algorithm, termed the Lagrangian Generation Algorithm, is used to solve practical problems in the southwestern portion of United States in which the solutions are within 1% of the corresponding lower bounds.

Investigation on the use of optimization techniques for helicopter airframe vibrations design studies

NASA Technical Reports Server (NTRS)

Sreekanta Murthy, T.

1992-01-01

Results of the investigation of formal nonlinear programming-based numerical optimization techniques of helicopter airframe vibration reduction are summarized. The objective and constraint function and the sensitivity expressions used in the formulation of airframe vibration optimization problems are presented and discussed. Implementation of a new computational procedure based on MSC/NASTRAN and CONMIN in a computer program system called DYNOPT for optimizing airframes subject to strength, frequency, dynamic response, and dynamic stress constraints is described. An optimization methodology is proposed which is thought to provide a new way of applying formal optimization techniques during the various phases of the airframe design process. Numerical results obtained from the application of the DYNOPT optimization code to a helicopter airframe are discussed.

Revenue Share between Layers and Investment Incentive for ISP in the Internet Market

NASA Astrophysics Data System (ADS)

Unno, Masaru; Xu, Hua

In this paper, we consider a revenue-sharing and network investment problem between an Internet service provider (ISP) and a content provider (CP) by applying the dynamic agency theory. We formulate the problem as the principal-agent problem where the ISP is the principal and the CP is the agent. The principal-agent problem is transformed to a stochastic optimal control problem in which the objectives of ISP are to find an optimal revenue-sharing strategy and a network investment strategy, and to advise an incentive compatible effort level to the CP. The sufficient conditions for the existence of the optimal revenue-sharing strategy, the optimal investment strategy and the incentive compatible effort to the CP are obtained. A numerical example is solved to show the existence of such strategies. The practical implications of the results obtained in the paper will also be discussed.

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.

Optimal Campaign Strategies in Fractional-Order Smoking Dynamics

NASA Astrophysics Data System (ADS)

Zeb, Anwar; Zaman, Gul; Jung, Il Hyo; Khan, Madad

2014-06-01

This paper deals with the optimal control problem in the giving up smoking model of fractional order. For the eradication of smoking in a community, we introduce three control variables in the form of education campaign, anti-smoking gum, and anti-nicotive drugs/medicine in the proposed fractional order model. We discuss the necessary conditions for the optimality of a general fractional optimal control problem whose fractional derivative is described in the Caputo sense. In order to do this, we minimize the number of potential and occasional smokers and maximize the number of ex-smokers. We use Pontryagin's maximum principle to characterize the optimal levels of the three controls. The resulting optimality system is solved numerically by MATLAB.

Rotation in vibration, optimization, and aeroelastic stability problems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Kaza, K. R. V.

1974-01-01

The effects of rotation in the areas of vibrations, dynamic stability, optimization, and aeroelasticity were studied. The governing equations of motion for the study of vibration and dynamic stability of a rapidly rotating deformable body were developed starting from the nonlinear theory of elasticity. Some common features such as the limitations of the classical theory of elasticity, the choice of axis system, the property of self-adjointness, the phenomenon of frequency splitting, shortcomings of stability methods as applied to gyroscopic systems, and the effect of internal and external damping on stability in gyroscopic systems are identified and discussed, and are then applied to three specific problems.

On stochastic control and optimal measurement strategies. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Kramer, L. C.

1971-01-01

The control of stochastic dynamic systems is studied with particular emphasis on those which influence the quality or nature of the measurements which are made to effect control. Four main areas are discussed: (1) the meaning of stochastic optimality and the means by which dynamic programming may be applied to solve a combined control/measurement problem; (2) a technique by which it is possible to apply deterministic methods, specifically the minimum principle, to the study of stochastic problems; (3) the methods described are applied to linear systems with Gaussian disturbances to study the structure of the resulting control system; and (4) several applications are considered.

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.

Dynamic motion planning of 3D human locomotion using gradient-based optimization.

PubMed

Kim, Hyung Joo; Wang, Qian; Rahmatalla, Salam; Swan, Colby C; Arora, Jasbir S; Abdel-Malek, Karim; Assouline, Jose G

2008-06-01

Since humans can walk with an infinite variety of postures and limb movements, there is no unique solution to the modeling problem to predict human gait motions. Accordingly, we test herein the hypothesis that the redundancy of human walking mechanisms makes solving for human joint profiles and force time histories an indeterminate problem best solved by inverse dynamics and optimization methods. A new optimization-based human-modeling framework is thus described for predicting three-dimensional human gait motions on level and inclined planes. The basic unknowns in the framework are the joint motion time histories of a 25-degree-of-freedom human model and its six global degrees of freedom. The joint motion histories are calculated by minimizing an objective function such as deviation of the trunk from upright posture that relates to the human model's performance. A variety of important constraints are imposed on the optimization problem, including (1) satisfaction of dynamic equilibrium equations by requiring the model's zero moment point (ZMP) to lie within the instantaneous geometrical base of support, (2) foot collision avoidance, (3) limits on ground-foot friction, and (4) vanishing yawing moment. Analytical forms of objective and constraint functions are presented and discussed for the proposed human-modeling framework in which the resulting optimization problems are solved using gradient-based mathematical programming techniques. When the framework is applied to the modeling of bipedal locomotion on level and inclined planes, acyclic human walking motions that are smooth and realistic as opposed to less natural robotic motions are obtained. The aspects of the modeling framework requiring further investigation and refinement, as well as potential applications of the framework in biomechanics, are discussed.

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.

OPTIMIZING THROUGH CO-EVOLUTIONARY AVALANCHES

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

S. BOETTCHER; A. PERCUS

2000-08-01

We explore a new general-purpose heuristic for finding high-quality solutions to hard optimization problems. The method, called extremal optimization, is inspired by ''self-organized critically,'' a concept introduced to describe emergent complexity in many physical systems. In contrast to Genetic Algorithms which operate on an entire ''gene-pool'' of possible solutions, extremal optimization successively replaces extremely undesirable elements of a sub-optimal solution with new, random ones. Large fluctuations, called ''avalanches,'' ensue that efficiently explore many local optima. Drawing upon models used to simulate far-from-equilibrium dynamics, extremal optimization complements approximation methods inspired by equilibrium statistical physics, such as simulated annealing. With only onemore » adjustable parameter, its performance has proved competitive with more elaborate methods, especially near phase transitions. Those phase transitions are found in the parameter space of most optimization problems, and have recently been conjectured to be the origin of some of the hardest instances in computational complexity. We will demonstrate how extremal optimization can be implemented for a variety of combinatorial optimization problems. We believe that extremal optimization will be a useful tool in the investigation of phase transitions in combinatorial optimization problems, hence valuable in elucidating the origin of computational complexity.« less

Dynamic modeling and optimization for space logistics using time-expanded networks

NASA Astrophysics Data System (ADS)

Ho, Koki; de Weck, Olivier L.; Hoffman, Jeffrey A.; Shishko, Robert

2014-12-01

This research develops a dynamic logistics network formulation for lifecycle optimization of mission sequences as a system-level integrated method to find an optimal combination of technologies to be used at each stage of the campaign. This formulation can find the optimal transportation architecture considering its technology trades over time. The proposed methodologies are inspired by the ground logistics analysis techniques based on linear programming network optimization. Particularly, the time-expanded network and its extension are developed for dynamic space logistics network optimization trading the quality of the solution with the computational load. In this paper, the methodologies are applied to a human Mars exploration architecture design problem. The results reveal multiple dynamic system-level trades over time and give recommendation of the optimal strategy for the human Mars exploration architecture. The considered trades include those between In-Situ Resource Utilization (ISRU) and propulsion technologies as well as the orbit and depot location selections over time. This research serves as a precursor for eventual permanent settlement and colonization of other planets by humans and us becoming a multi-planet species.

Optimal deployment of resources for maximizing impact in spreading processes

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

Lokhov, Andrey Y.; Saad, David

The effective use of limited resources for controlling spreading processes on networks is of prime significance in diverse contexts, ranging from the identification of “influential spreaders” for maximizing information dissemination and targeted interventions in regulatory networks, to the development of mitigation policies for infectious diseases and financial contagion in economic systems. Solutions for these optimization tasks that are based purely on topological arguments are not fully satisfactory; in realistic settings, the problem is often characterized by heterogeneous interactions and requires interventions in a dynamic fashion over a finite time window via a restricted set of controllable nodes. The optimal distributionmore » of available resources hence results from an interplay between network topology and spreading dynamics. Here, we show how these problems can be addressed as particular instances of a universal analytical framework based on a scalable dynamic message-passing approach and demonstrate the efficacy of the method on a variety of real-world examples.« less

A dynamic programming-based particle swarm optimization algorithm for an inventory management problem under uncertainty

NASA Astrophysics Data System (ADS)

Xu, Jiuping; Zeng, Ziqiang; Han, Bernard; Lei, Xiao

2013-07-01

This article presents a dynamic programming-based particle swarm optimization (DP-based PSO) algorithm for solving an inventory management problem for large-scale construction projects under a fuzzy random environment. By taking into account the purchasing behaviour and strategy under rules of international bidding, a multi-objective fuzzy random dynamic programming model is constructed. To deal with the uncertainties, a hybrid crisp approach is used to transform fuzzy random parameters into fuzzy variables that are subsequently defuzzified by using an expected value operator with optimistic-pessimistic index. The iterative nature of the authors' model motivates them to develop a DP-based PSO algorithm. More specifically, their approach treats the state variables as hidden parameters. This in turn eliminates many redundant feasibility checks during initialization and particle updates at each iteration. Results and sensitivity analysis are presented to highlight the performance of the authors' optimization method, which is very effective as compared to the standard PSO algorithm.

Optimal deployment of resources for maximizing impact in spreading processes

DOE PAGES

Lokhov, Andrey Y.; Saad, David

2017-09-12

The effective use of limited resources for controlling spreading processes on networks is of prime significance in diverse contexts, ranging from the identification of “influential spreaders” for maximizing information dissemination and targeted interventions in regulatory networks, to the development of mitigation policies for infectious diseases and financial contagion in economic systems. Solutions for these optimization tasks that are based purely on topological arguments are not fully satisfactory; in realistic settings, the problem is often characterized by heterogeneous interactions and requires interventions in a dynamic fashion over a finite time window via a restricted set of controllable nodes. The optimal distributionmore » of available resources hence results from an interplay between network topology and spreading dynamics. Here, we show how these problems can be addressed as particular instances of a universal analytical framework based on a scalable dynamic message-passing approach and demonstrate the efficacy of the method on a variety of real-world examples.« less

Restart Operator Meta-heuristics for a Problem-Oriented Evolutionary Strategies Algorithm in Inverse Mathematical MISO Modelling Problem Solving

NASA Astrophysics Data System (ADS)

Ryzhikov, I. S.; Semenkin, E. S.

2017-02-01

This study is focused on solving an inverse mathematical modelling problem for dynamical systems based on observation data and control inputs. The mathematical model is being searched in the form of a linear differential equation, which determines the system with multiple inputs and a single output, and a vector of the initial point coordinates. The described problem is complex and multimodal and for this reason the proposed evolutionary-based optimization technique, which is oriented on a dynamical system identification problem, was applied. To improve its performance an algorithm restart operator was implemented.

Kolkata Paise Restaurant Problem: An Introduction

NASA Astrophysics Data System (ADS)

Ghosh, Asim; Biswas, Soumyajyoti; Chatterjee, Arnab; Chakrabarti, Anindya Sundar; Naskar, Tapan; Mitra, Manipushpak; Chakrabarti, Bikas K.

We discuss several stochastic optimization strategies in games with many players having large number of choices (Kolkata Paise Restaurant Problem) and two choices (minority game problem). It is seen that a stochastic crowd avoiding strategy gives very efficient utilization in KPR problem. A slightly modified strategy in the minority game problem gives full utilization but the dynamics stops after reaching full efficiency, thereby making the utilization helpful for only about half of the population (those in minority). We further discuss the ways in which the dynamics may be continued and the utilization becomes effective for all the agents keeping fluctuation arbitrarily small.

Optimal Control of Induction Machines to Minimize Transient Energy Losses

NASA Astrophysics Data System (ADS)

Plathottam, Siby Jose

Induction machines are electromechanical energy conversion devices comprised of a stator and a rotor. Torque is generated due to the interaction between the rotating magnetic field from the stator, and the current induced in the rotor conductors. Their speed and torque output can be precisely controlled by manipulating the magnitude, frequency, and phase of the three input sinusoidal voltage waveforms. Their ruggedness, low cost, and high efficiency have made them ubiquitous component of nearly every industrial application. Thus, even a small improvement in their energy efficient tend to give a large amount of electrical energy savings over the lifetime of the machine. Hence, increasing energy efficiency (reducing energy losses) in induction machines is a constrained optimization problem that has attracted attention from researchers. The energy conversion efficiency of induction machines depends on both the speed-torque operating point, as well as the input voltage waveform. It also depends on whether the machine is in the transient or steady state. Maximizing energy efficiency during steady state is a Static Optimization problem, that has been extensively studied, with commercial solutions available. On the other hand, improving energy efficiency during transients is a Dynamic Optimization problem that is sparsely studied. This dissertation exclusively focuses on improving energy efficiency during transients. This dissertation treats the transient energy loss minimization problem as an optimal control problem which consists of a dynamic model of the machine, and a cost functional. The rotor field oriented current fed model of the induction machine is selected as the dynamic model. The rotor speed and rotor d-axis flux are the state variables in the dynamic model. The stator currents referred to as d-and q-axis currents are the control inputs. A cost functional is proposed that assigns a cost to both the energy losses in the induction machine, as well as the deviations from desired speed-torque-magnetic flux setpoints. Using Pontryagin's minimum principle, a set of necessary conditions that must be satisfied by the optimal control trajectories are derived. The conditions are in the form a two-point boundary value problem, that can be solved numerically. The conjugate gradient method that was modified using the Hestenes-Stiefel formula was used to obtain the numerical solution of both the control and state trajectories. Using the distinctive shape of the numerical trajectories as inspiration, analytical expressions were derived for the state, and control trajectories. It was shown that the trajectory could be fully described by finding the solution of a one-dimensional optimization problem. The sensitivity of both the optimal trajectory and the optimal energy efficiency to different induction machine parameters were analyzed. A non-iterative solution that can use feedback for generating optimal control trajectories in real time was explored. It was found that an artificial neural network could be trained using the numerical solutions and made to emulate the optimal control trajectories with a high degree of accuracy. Hence a neural network along with a supervisory logic was implemented and used in a real-time simulation to control the Finite Element Method model of the induction machine. The results were compared with three other control regimes and the optimal control system was found to have the highest energy efficiency for the same drive cycle.

Data-Driven Zero-Sum Neuro-Optimal Control for a Class of Continuous-Time Unknown Nonlinear Systems With Disturbance Using ADP.

PubMed

Wei, Qinglai; Song, Ruizhuo; Yan, Pengfei

2016-02-01

This paper is concerned with a new data-driven zero-sum neuro-optimal control problem for continuous-time unknown nonlinear systems with disturbance. According to the input-output data of the nonlinear system, an effective recurrent neural network is introduced to reconstruct the dynamics of the nonlinear system. Considering the system disturbance as a control input, a two-player zero-sum optimal control problem is established. Adaptive dynamic programming (ADP) is developed to obtain the optimal control under the worst case of the disturbance. Three single-layer neural networks, including one critic and two action networks, are employed to approximate the performance index function, the optimal control law, and the disturbance, respectively, for facilitating the implementation of the ADP method. Convergence properties of the ADP method are developed to show that the system state will converge to a finite neighborhood of the equilibrium. The weight matrices of the critic and the two action networks are also convergent to finite neighborhoods of their optimal ones. Finally, the simulation results will show the effectiveness of the developed data-driven ADP methods.

Formulation for Simultaneous Aerodynamic Analysis and Design Optimization

NASA Technical Reports Server (NTRS)

Hou, G. W.; Taylor, A. C., III; Mani, S. V.; Newman, P. A.

1993-01-01

An efficient approach for simultaneous aerodynamic analysis and design optimization is presented. This approach does not require the performance of many flow analyses at each design optimization step, which can be an expensive procedure. Thus, this approach brings us one step closer to meeting the challenge of incorporating computational fluid dynamic codes into gradient-based optimization techniques for aerodynamic design. An adjoint-variable method is introduced to nullify the effect of the increased number of design variables in the problem formulation. The method has been successfully tested on one-dimensional nozzle flow problems, including a sample problem with a normal shock. Implementations of the above algorithm are also presented that incorporate Newton iterations to secure a high-quality flow solution at the end of the design process. Implementations with iterative flow solvers are possible and will be required for large, multidimensional flow problems.

Management of a stage-structured insect pest: an application of approximate optimization.

PubMed

Hackett, Sean C; Bonsall, Michael B

2018-06-01

Ecological decision problems frequently require the optimization of a sequence of actions over time where actions may have both immediate and downstream effects. Dynamic programming can solve such problems only if the dimensionality is sufficiently low. Approximate dynamic programming (ADP) provides a suite of methods applicable to problems of arbitrary complexity at the expense of guaranteed optimality. The most easily generalized method is the look-ahead policy: a brute-force algorithm that identifies reasonable actions by constructing and solving a series of temporally truncated approximations of the full problem over a defined planning horizon. We develop and apply this approach to a pest management problem inspired by the Mediterranean fruit fly, Ceratitis capitata. The model aims to minimize the cumulative costs of management actions and medfly-induced losses over a single 16-week season. The medfly population is stage-structured and grows continuously while management decisions are made at discrete, weekly intervals. For each week, the model chooses between inaction, insecticide application, or one of six sterile insect release ratios. Look-ahead policy performance is evaluated over a range of planning horizons, two levels of crop susceptibility to medfly and three levels of pesticide persistence. In all cases, the actions proposed by the look-ahead policy are contrasted to those of a myopic policy that minimizes costs over only the current week. We find that look-ahead policies always out-performed a myopic policy and decision quality is sensitive to the temporal distribution of costs relative to the planning horizon: it is beneficial to extend the planning horizon when it excludes pertinent costs. However, longer planning horizons may reduce decision quality when major costs are resolved imminently. ADP methods such as the look-ahead-policy-based approach developed here render questions intractable to dynamic programming amenable to inference but should be applied carefully as their flexibility comes at the expense of guaranteed optimality. However, given the complexity of many ecological management problems, the capacity to propose a strategy that is "good enough" using a more representative problem formulation may be preferable to an optimal strategy derived from a simplified model. © 2018 by the Ecological Society of America.

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.

Optimal placement of excitations and sensors for verification of large dynamical systems

NASA Technical Reports Server (NTRS)

Salama, M.; Rose, T.; Garba, J.

1987-01-01

The computationally difficult problem of the optimal placement of excitations and sensors to maximize the observed measurements is studied within the framework of combinatorial optimization, and is solved numerically using a variation of the simulated annealing heuristic algorithm. Results of numerical experiments including a square plate and a 960 degrees-of-freedom Control of Flexible Structure (COFS) truss structure, are presented. Though the algorithm produces suboptimal solutions, its generality and simplicity allow the treatment of complex dynamical systems which would otherwise be difficult to handle.

Neural dynamic programming and its application to control systems

NASA Astrophysics Data System (ADS)

Seong, Chang-Yun

There are few general practical feedback control methods for nonlinear MIMO (multi-input-multi-output) systems, although such methods exist for their linear counterparts. Neural Dynamic Programming (NDP) is proposed as a practical design method of optimal feedback controllers for nonlinear MIMO systems. NDP is an offspring of both neural networks and optimal control theory. In optimal control theory, the optimal solution to any nonlinear MIMO control problem may be obtained from the Hamilton-Jacobi-Bellman equation (HJB) or the Euler-Lagrange equations (EL). The two sets of equations provide the same solution in different forms: EL leads to a sequence of optimal control vectors, called Feedforward Optimal Control (FOC); HJB yields a nonlinear optimal feedback controller, called Dynamic Programming (DP). DP produces an optimal solution that can reject disturbances and uncertainties as a result of feedback. Unfortunately, computation and storage requirements associated with DP solutions can be problematic, especially for high-order nonlinear systems. This dissertation presents an approximate technique for solving the DP problem based on neural network techniques that provides many of the performance benefits (e.g., optimality and feedback) of DP and benefits from the numerical properties of neural networks. We formulate neural networks to approximate optimal feedback solutions whose existence DP justifies. We show the conditions under which NDP closely approximates the optimal solution. Finally, we introduce the learning operator characterizing the learning process of the neural network in searching the optimal solution. The analysis of the learning operator provides not only a fundamental understanding of the learning process in neural networks but also useful guidelines for selecting the number of weights of the neural network. As a result, NDP finds---with a reasonable amount of computation and storage---the optimal feedback solutions to nonlinear MIMO control problems that would be very difficult to solve with DP. NDP was demonstrated on several applications such as the lateral autopilot logic for a Boeing 747, the minimum fuel control of a double-integrator plant with bounded control, the backward steering of a two-trailer truck, and the set-point control of a two-link robot arm.

Pollution source localization in an urban water supply network based on dynamic water demand.

PubMed

Yan, Xuesong; Zhu, Zhixin; Li, Tian

2017-10-27

Urban water supply networks are susceptible to intentional, accidental chemical, and biological pollution, which pose a threat to the health of consumers. In recent years, drinking-water pollution incidents have occurred frequently, seriously endangering social stability and security. The real-time monitoring for water quality can be effectively implemented by placing sensors in the water supply network. However, locating the source of pollution through the data detection obtained by water quality sensors is a challenging problem. The difficulty lies in the limited number of sensors, large number of water supply network nodes, and dynamic user demand for water, which leads the pollution source localization problem to an uncertainty, large-scale, and dynamic optimization problem. In this paper, we mainly study the dynamics of the pollution source localization problem. Previous studies of pollution source localization assume that hydraulic inputs (e.g., water demand of consumers) are known. However, because of the inherent variability of urban water demand, the problem is essentially a fluctuating dynamic problem of consumer's water demand. In this paper, the water demand is considered to be stochastic in nature and can be described using Gaussian model or autoregressive model. On this basis, an optimization algorithm is proposed based on these two dynamic water demand change models to locate the pollution source. The objective of the proposed algorithm is to find the locations and concentrations of pollution sources that meet the minimum between the analogue and detection values of the sensor. Simulation experiments were conducted using two different sizes of urban water supply network data, and the experimental results were compared with those of the standard genetic algorithm.

A genetic algorithm solution to the unit commitment problem

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

Kazarlis, S.A.; Bakirtzis, A.G.; Petridis, V.

1996-02-01

This paper presents a Genetic Algorithm (GA) solution to the Unit Commitment problem. GAs are general purpose optimization techniques based on principles inspired from the biological evolution using metaphors of mechanisms such as natural selection, genetic recombination and survival of the fittest. A simple Ga algorithm implementation using the standard crossover and mutation operators could locate near optimal solutions but in most cases failed to converge to the optimal solution. However, using the Varying Quality Function technique and adding problem specific operators, satisfactory solutions to the Unit Commitment problem were obtained. Test results for systems of up to 100 unitsmore » and comparisons with results obtained using Lagrangian Relaxation and Dynamic Programming are also reported.« less

Stochastic optimization for the detection of changes in maternal heart rate kinetics during pregnancy

NASA Astrophysics Data System (ADS)

Zakynthinaki, M. S.; Barakat, R. O.; Cordente Martínez, C. A.; Sampedro Molinuevo, J.

2011-03-01

The stochastic optimization method ALOPEX IV has been successfully applied to the problem of detecting possible changes in the maternal heart rate kinetics during pregnancy. For this reason, maternal heart rate data were recorded before, during and after gestation, during sessions of exercises of constant mild intensity; ALOPEX IV stochastic optimization was used to calculate the parameter values that optimally fit a dynamical systems model to the experimental data. The results not only demonstrate the effectiveness of ALOPEX IV stochastic optimization, but also have important implications in the area of exercise physiology, as they reveal important changes in the maternal cardiovascular dynamics, as a result of pregnancy.

A Method of Dynamic Extended Reactive Power Optimization in Distribution Network Containing Photovoltaic-Storage System

NASA Astrophysics Data System (ADS)

Wang, Wu; Huang, Wei; Zhang, Yongjun

2018-03-01

The grid-integration of Photovoltaic-Storage System brings some undefined factors to the network. In order to make full use of the adjusting ability of Photovoltaic-Storage System (PSS), this paper puts forward a reactive power optimization model, which are used to construct the objective function based on power loss and the device adjusting cost, including energy storage adjusting cost. By using Cataclysmic Genetic Algorithm to solve this optimization problem, and comparing with other optimization method, the result proved that: the method of dynamic extended reactive power optimization this article puts forward, can enhance the effect of reactive power optimization, including reducing power loss and device adjusting cost, meanwhile, it gives consideration to the safety of voltage.

Trajectory planning of mobile robots using indirect solution of optimal control method in generalized point-to-point task

NASA Astrophysics Data System (ADS)

Nazemizadeh, M.; Rahimi, H. N.; Amini Khoiy, K.

2012-03-01

This paper presents an optimal control strategy for optimal trajectory planning of mobile robots by considering nonlinear dynamic model and nonholonomic constraints of the system. The nonholonomic constraints of the system are introduced by a nonintegrable set of differential equations which represent kinematic restriction on the motion. The Lagrange's principle is employed to derive the nonlinear equations of the system. Then, the optimal path planning of the mobile robot is formulated as an optimal control problem. To set up the problem, the nonlinear equations of the system are assumed as constraints, and a minimum energy objective function is defined. To solve the problem, an indirect solution of the optimal control method is employed, and conditions of the optimality derived as a set of coupled nonlinear differential equations. The optimality equations are solved numerically, and various simulations are performed for a nonholonomic mobile robot to illustrate effectiveness of the proposed method.

Optimizing conjunctive use of surface water and groundwater resources with stochastic dynamic programming

NASA Astrophysics Data System (ADS)

Davidsen, Claus; Liu, Suxia; Mo, Xingguo; Rosbjerg, Dan; Bauer-Gottwein, Peter

2014-05-01

Optimal management of conjunctive use of surface water and groundwater has been attempted with different algorithms in the literature. In this study, a hydro-economic modelling approach to optimize conjunctive use of scarce surface water and groundwater resources under uncertainty is presented. A stochastic dynamic programming (SDP) approach is used to minimize the basin-wide total costs arising from water allocations and water curtailments. Dynamic allocation problems with inclusion of groundwater resources proved to be more complex to solve with SDP than pure surface water allocation problems due to head-dependent pumping costs. These dynamic pumping costs strongly affect the total costs and can lead to non-convexity of the future cost function. The water user groups (agriculture, industry, domestic) are characterized by inelastic demands and fixed water allocation and water supply curtailment costs. As in traditional SDP approaches, one step-ahead sub-problems are solved to find the optimal management at any time knowing the inflow scenario and reservoir/aquifer storage levels. These non-linear sub-problems are solved using a genetic algorithm (GA) that minimizes the sum of the immediate and future costs for given surface water reservoir and groundwater aquifer end storages. The immediate cost is found by solving a simple linear allocation sub-problem, and the future costs are assessed by interpolation in the total cost matrix from the following time step. Total costs for all stages, reservoir states, and inflow scenarios are used as future costs to drive a forward moving simulation under uncertain water availability. The use of a GA to solve the sub-problems is computationally more costly than a traditional SDP approach with linearly interpolated future costs. However, in a two-reservoir system the future cost function would have to be represented by a set of planes, and strict convexity in both the surface water and groundwater dimension cannot be maintained. The optimization framework based on the GA is still computationally feasible and represents a clean and customizable method. The method has been applied to the Ziya River basin, China. The basin is located on the North China Plain and is subject to severe water scarcity, which includes surface water droughts and groundwater over-pumping. The head-dependent groundwater pumping costs will enable assessment of the long-term effects of increased electricity prices on the groundwater pumping. The coupled optimization framework is used to assess realistic alternative development scenarios for the basin. In particular the potential for using electricity pricing policies to reach sustainable groundwater pumping is investigated.

Six-Degree-of-Freedom Trajectory Optimization Utilizing a Two-Timescale Collocation Architecture

NASA Technical Reports Server (NTRS)

Desai, Prasun N.; Conway, Bruce A.

2005-01-01

Six-degree-of-freedom (6DOF) trajectory optimization of a reentry vehicle is solved using a two-timescale collocation methodology. This class of 6DOF trajectory problems are characterized by two distinct timescales in their governing equations, where a subset of the states have high-frequency dynamics (the rotational equations of motion) while the remaining states (the translational equations of motion) vary comparatively slowly. With conventional collocation methods, the 6DOF problem size becomes extraordinarily large and difficult to solve. Utilizing the two-timescale collocation architecture, the problem size is reduced significantly. The converged solution shows a realistic landing profile and captures the appropriate high-frequency rotational dynamics. A large reduction in the overall problem size (by 55%) is attained with the two-timescale architecture as compared to the conventional single-timescale collocation method. Consequently, optimum 6DOF trajectory problems can now be solved efficiently using collocation, which was not previously possible for a system with two distinct timescales in the governing states.

Active control of panel vibrations induced by boundary-layer flow

NASA Technical Reports Server (NTRS)

Chow, Pao-Liu

1991-01-01

Some problems in active control of panel vibration excited by a boundary layer flow over a flat plate are studied. In the first phase of the study, the optimal control problem of vibrating elastic panel induced by a fluid dynamical loading was studied. For a simply supported rectangular plate, the vibration control problem can be analyzed by a modal analysis. The control objective is to minimize the total cost functional, which is the sum of a vibrational energy and the control cost. By means of the modal expansion, the dynamical equation for the plate and the cost functional are reduced to a system of ordinary differential equations and the cost functions for the modes. For the linear elastic plate, the modes become uncoupled. The control of each modal amplitude reduces to the so-called linear regulator problem in control theory. Such problems can then be solved by the method of adjoint state. The optimality system of equations was solved numerically by a shooting method. The results are summarized.

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

Occupant-responsive optimal control of smart facade systems

NASA Astrophysics Data System (ADS)

Park, Cheol-Soo

Windows provide occupants with daylight, direct sunlight, visual contact with the outside and a feeling of openness. Windows enable the use of daylighting and offer occupants a outside view. Glazing may also cause a number of problems: undesired heat gain/loss in winter. An over-lit window can cause glare, which is another major complaint by occupants. Furthermore, cold or hot window surfaces induce asymmetric thermal radiation which can result in thermal discomfort. To reduce the potential problems of window systems, double skin facades and airflow window systems have been introduced in the 1970s. They typically contain interstitial louvers and ventilation openings. The current problem with double skin facades and airflow windows is that their operation requires adequate dynamic control to reach their expected performance. Many studies have recognized that only an optimal control enables these systems to truly act as active energy savers and indoor environment controllers. However, an adequate solution for this dynamic optimization problem has thus far not been developed. The primary objective of this study is to develop occupant responsive optimal control of smart facade systems. The control could be implemented as a smart controller that operates the motorized Venetian blind system and the opening ratio of ventilation openings. The objective of the control is to combine the benefits of large windows with low energy demands for heating and cooling, while keeping visual well-being and thermal comfort at an optimal level. The control uses a simulation model with an embedded optimization routine that allows occupant interaction via the Web. An occupant can access the smart controller from a standard browser and choose a pre-defined mode (energy saving mode, visual comfort mode, thermal comfort mode, default mode, nighttime mode) or set a preferred mode (user-override mode) by moving preference sliders on the screen. The most prominent feature of these systems is the capability of dynamically reacting to the environmental input data through real-time optimization. The proposed occupant responsive optimal control of smart facade systems could provide a breakthrough in this under-developed area and lead to a renewed interest in smart facade systems.

A System-Oriented Approach for the Optimal Control of Process Chains under Stochastic Influences

NASA Astrophysics Data System (ADS)

Senn, Melanie; Schäfer, Julian; Pollak, Jürgen; Link, Norbert

2011-09-01

Process chains in manufacturing consist of multiple connected processes in terms of dynamic systems. The properties of a product passing through such a process chain are influenced by the transformation of each single process. There exist various methods for the control of individual processes, such as classical state controllers from cybernetics or function mapping approaches realized by statistical learning. These controllers ensure that a desired state is obtained at process end despite of variations in the input and disturbances. The interactions between the single processes are thereby neglected, but play an important role in the optimization of the entire process chain. We divide the overall optimization into two phases: (1) the solution of the optimization problem by Dynamic Programming to find the optimal control variable values for each process for any encountered end state of its predecessor and (2) the application of the optimal control variables at runtime for the detected initial process state. The optimization problem is solved by selecting adequate control variables for each process in the chain backwards based on predefined quality requirements for the final product. For the demonstration of the proposed concept, we have chosen a process chain from sheet metal manufacturing with simplified transformation functions.

Dynamics and control of flexible spacecraft during and after slewing maneuvers

NASA Technical Reports Server (NTRS)

Kakad, Yogendra P.

1989-01-01

The dynamics and control of slewing maneuvers of NASA Spacecraft COntrol Laboratory Experiment (SCOLE) are analyzed. The control problem of slewing maneuvers of SCOLE is formulated in terms of an arbitrary maneuver about any given axis. The control system is developed for the combined problem of rigid-body slew maneuver and vibration suppression of the flexible appendage. The control problem formulation incorporates the nonlinear dynamical equations derived previously, and is expressed in terms of a two-point boundary value problem utilizing a quadratic type of performance index. The two-point boundary value problem is solved as a hierarchical control problem with the overall system being split in terms of two subsystems, namely the slewing of the entire assembly and the vibration suppression of the flexible antenna. The coupling variables between the two dynamical subsystems are identified and these two subsystems for control purposes are treated independently in parallel at the first level. Then the state-space trajectory of the combined problem is optimized at the second level.

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.

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.

Efficient mapping algorithms for scheduling robot inverse dynamics computation on a multiprocessor system

NASA Technical Reports Server (NTRS)

Lee, C. S. G.; Chen, C. L.

1989-01-01

Two efficient mapping algorithms for scheduling the robot inverse dynamics computation consisting of m computational modules with precedence relationship to be executed on a multiprocessor system consisting of p identical homogeneous processors with processor and communication costs to achieve minimum computation time are presented. An objective function is defined in terms of the sum of the processor finishing time and the interprocessor communication time. The minimax optimization is performed on the objective function to obtain the best mapping. This mapping problem can be formulated as a combination of the graph partitioning and the scheduling problems; both have been known to be NP-complete. Thus, to speed up the searching for a solution, two heuristic algorithms were proposed to obtain fast but suboptimal mapping solutions. The first algorithm utilizes the level and the communication intensity of the task modules to construct an ordered priority list of ready modules and the module assignment is performed by a weighted bipartite matching algorithm. For a near-optimal mapping solution, the problem can be solved by the heuristic algorithm with simulated annealing. These proposed optimization algorithms can solve various large-scale problems within a reasonable time. Computer simulations were performed to evaluate and verify the performance and the validity of the proposed mapping algorithms. Finally, experiments for computing the inverse dynamics of a six-jointed PUMA-like manipulator based on the Newton-Euler dynamic equations were implemented on an NCUBE/ten hypercube computer to verify the proposed mapping algorithms. Computer simulation and experimental results are compared and discussed.

Stochastic Optimization For Water Resources Allocation

NASA Astrophysics Data System (ADS)

Yamout, G.; Hatfield, K.

2003-12-01

For more than 40 years, water resources allocation problems have been addressed using deterministic mathematical optimization. When data uncertainties exist, these methods could lead to solutions that are sub-optimal or even infeasible. While optimization models have been proposed for water resources decision-making under uncertainty, no attempts have been made to address the uncertainties in water allocation problems in an integrated approach. This paper presents an Integrated Dynamic, Multi-stage, Feedback-controlled, Linear, Stochastic, and Distributed parameter optimization approach to solve a problem of water resources allocation. It attempts to capture (1) the conflict caused by competing objectives, (2) environmental degradation produced by resource consumption, and finally (3) the uncertainty and risk generated by the inherently random nature of state and decision parameters involved in such a problem. A theoretical system is defined throughout its different elements. These elements consisting mainly of water resource components and end-users are described in terms of quantity, quality, and present and future associated risks and uncertainties. Models are identified, modified, and interfaced together to constitute an integrated water allocation optimization framework. This effort is a novel approach to confront the water allocation optimization problem while accounting for uncertainties associated with all its elements; thus resulting in a solution that correctly reflects the physical problem in hand.

Improving the Dynamic Characteristics of Body-in-White Structure Using Structural Optimization

PubMed Central

Yahaya Rashid, Aizzat S.; Mohamed Haris, Sallehuddin; Alias, Anuar

2014-01-01

The dynamic behavior of a body-in-white (BIW) structure has significant influence on the noise, vibration, and harshness (NVH) and crashworthiness of a car. Therefore, by improving the dynamic characteristics of BIW, problems and failures associated with resonance and fatigue can be prevented. The design objectives attempt to improve the existing torsion and bending modes by using structural optimization subjected to dynamic load without compromising other factors such as mass and stiffness of the structure. The natural frequency of the design was modified by identifying and reinforcing the structure at critical locations. These crucial points are first identified by topology optimization using mass and natural frequencies as the design variables. The individual components obtained from the analysis go through a size optimization step to find their target thickness of the structure. The thickness of affected regions of the components will be modified according to the analysis. The results of both optimization steps suggest several design modifications to achieve the target vibration specifications without compromising the stiffness of the structure. A method of combining both optimization approaches is proposed to improve the design modification process. PMID:25101312

Optimization of Supersonic Transport Trajectories

NASA Technical Reports Server (NTRS)

Ardema, Mark D.; Windhorst, Robert; Phillips, James

1998-01-01

This paper develops a near-optimal guidance law for generating minimum fuel, time, or cost fixed-range trajectories for supersonic transport aircraft. The approach uses a choice of new state variables along with singular perturbation techniques to time-scale decouple the dynamic equations into multiple equations of single order (second order for the fast dynamics). Application of the maximum principle to each of the decoupled equations, as opposed to application to the original coupled equations, avoids the two point boundary value problem and transforms the problem from one of a functional optimization to one of multiple function optimizations. It is shown that such an approach produces well known aircraft performance results such as minimizing the Brequet factor for minimum fuel consumption and the energy climb path. Furthermore, the new state variables produce a consistent calculation of flight path angle along the trajectory, eliminating one of the deficiencies in the traditional energy state approximation. In addition, jumps in the energy climb path are smoothed out by integration of the original dynamic equations at constant load factor. Numerical results performed for a supersonic transport design show that a pushover dive followed by a pullout at nominal load factors are sufficient maneuvers to smooth the jump.

An Alternative Optimization Model and Robust Experimental Design for the Assignment Scheduling Capability for Unmanned Aerial Vehicles (ASC-U) Simulation

DTIC Science & Technology

2007-06-01

introduces ASC-U’s approach for solving the dynamic UAV allocation problem. 26 Christopher J...18 Figure 6. Assignments Dynamics Example (after) .........................................................20 Figure 7. ASC-U Dynamic Cueing...decisions in order to respond to the dynamic environment they face. Thus, to succeed, the Army’s transformation cannot rely

Lifelong Optimization

DTIC Science & Technology

2015-04-13

cope with dynamic, online optimisation problems with uncertainty, we developed some powerful and sophisticated techniques for learning heuristics...NUMBER 5f. WORK UNIT NUMBER 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) National ICT Australia United NICTA, Locked Bag 6016 Kensington...ABSTRACT Optimization solvers should learn to improve their performance over time. By learning both during the course of solving an optimization

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.

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

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.

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

Dynamic Reconstruction and Multivariable Control for Force-Actuated, Thin Facesheet Adaptive Optics

NASA Technical Reports Server (NTRS)

Grocott, Simon C. O.; Miller, David W.

1997-01-01

The Multiple Mirror Telescope (MMT) under development at the University of Arizona takes a new approach in adaptive optics placing a large (0.65 m) force-actuated, thin facesheet deformable mirror at the secondary of an astronomical telescope, thus reducing the effects of emissivity which are important in IR astronomy. However, The large size of the mirror and low stiffness actuators used drive the natural frequencies of the mirror down into the bandwidth of the atmospheric distortion. Conventional adaptive optics takes a quasi-static approach to controlling the, deformable mirror. However, flexibility within the control bandwidth calls for a new approach to adaptive optics. Dynamic influence functions are used to characterize the influence of each actuator on the surface of the deformable mirror. A linearized model of atmospheric distortion is combined with dynamic influence functions to produce a dynamic reconstructor. This dynamic reconstructor is recognized as an optimal control problem. Solving the optimal control problem for a system with hundreds of actuators and sensors is formidable. Exploiting the circularly symmetric geometry of the mirror, and a suitable model of atmospheric distortion, the control problem is divided into a number of smaller decoupled control problems using circulant matrix theory. A hierarchic control scheme which seeks to emulate the quasi-static control approach that is generally used in adaptive optics is compared to the proposed dynamic reconstruction technique. Although dynamic reconstruction requires somewhat more computational power to implement, it achieves better performance with less power usage, and is less sensitive than the hierarchic technique.

Evaluation of linearly solvable Markov decision process with dynamic model learning in a mobile robot navigation task.

PubMed

Kinjo, Ken; Uchibe, Eiji; Doya, Kenji

2013-01-01

Linearly solvable Markov Decision Process (LMDP) is a class of optimal control problem in which the Bellman's equation can be converted into a linear equation by an exponential transformation of the state value function (Todorov, 2009b). In an LMDP, the optimal value function and the corresponding control policy are obtained by solving an eigenvalue problem in a discrete state space or an eigenfunction problem in a continuous state using the knowledge of the system dynamics and the action, state, and terminal cost functions. In this study, we evaluate the effectiveness of the LMDP framework in real robot control, in which the dynamics of the body and the environment have to be learned from experience. We first perform a simulation study of a pole swing-up task to evaluate the effect of the accuracy of the learned dynamics model on the derived the action policy. The result shows that a crude linear approximation of the non-linear dynamics can still allow solution of the task, despite with a higher total cost. We then perform real robot experiments of a battery-catching task using our Spring Dog mobile robot platform. The state is given by the position and the size of a battery in its camera view and two neck joint angles. The action is the velocities of two wheels, while the neck joints were controlled by a visual servo controller. We test linear and bilinear dynamic models in tasks with quadratic and Guassian state cost functions. In the quadratic cost task, the LMDP controller derived from a learned linear dynamics model performed equivalently with the optimal linear quadratic regulator (LQR). In the non-quadratic task, the LMDP controller with a linear dynamics model showed the best performance. The results demonstrate the usefulness of the LMDP framework in real robot control even when simple linear models are used for dynamics learning.

Hierarchical optimization for neutron scattering problems

DOE PAGES

Bao, Feng; Archibald, Rick; Bansal, Dipanshu; ...

2016-03-14

In this study, we present a scalable optimization method for neutron scattering problems that determines confidence regions of simulation parameters in lattice dynamics models used to fit neutron scattering data for crystalline solids. The method uses physics-based hierarchical dimension reduction in both the computational simulation domain and the parameter space. We demonstrate for silicon that after a few iterations the method converges to parameters values (interatomic force-constants) computed with density functional theory simulations.

Hierarchical optimization for neutron scattering problems

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

Bao, Feng; Archibald, Rick; Bansal, Dipanshu

In this study, we present a scalable optimization method for neutron scattering problems that determines confidence regions of simulation parameters in lattice dynamics models used to fit neutron scattering data for crystalline solids. The method uses physics-based hierarchical dimension reduction in both the computational simulation domain and the parameter space. We demonstrate for silicon that after a few iterations the method converges to parameters values (interatomic force-constants) computed with density functional theory simulations.

Two Studies of Complex Nonlinear Systems: Engineered Granular Crystals and Coarse-Graining Optimization Problems

NASA Astrophysics Data System (ADS)

Pozharskiy, Dmitry

In recent years a nonlinear, acoustic metamaterial, named granular crystals, has gained prominence due to its high accessibility, both experimentally and computationally. The observation of a wide range of dynamical phenomena in the system, due to its inherent nonlinearities, has suggested its importance in many engineering applications related to wave propagation. In the first part of this dissertation, we explore the nonlinear dynamics of damped-driven granular crystals. In one case, we consider a highly nonlinear setting, also known as a sonic vacuum, and derive a nonlinear analogue of a linear spectrum, corresponding to resonant periodic propagation and antiresonances. Experimental studies confirm the computational findings and the assimilation of experimental data into a numerical model is demonstrated. In the second case, global bifurcations in a precompressed granular crystal are examined, and their involvement in the appearance of chaotic dynamics is demonstrated. Both results highlight the importance of exploring the nonlinear dynamics, to gain insight into how a granular crystal responds to different external excitations. In the second part, we borrow established ideas from coarse-graining of dynamical systems, and extend them to optimization problems. We combine manifold learning algorithms, such as Diffusion Maps, with stochastic optimization methods, such as Simulated Annealing, and show that we can retrieve an ensemble, of few, important parameters that should be explored in detail. This framework can lead to acceleration of convergence when dealing with complex, high-dimensional optimization, and could potentially be applied to design engineered granular crystals.

Basic Principles of Electrical Network Reliability Optimization in Liberalised Electricity Market

NASA Astrophysics Data System (ADS)

Oleinikova, I.; Krishans, Z.; Mutule, A.

2008-01-01

The authors propose to select long-term solutions to the reliability problems of electrical networks in the stage of development planning. The guide lines or basic principles of such optimization are: 1) its dynamical nature; 2) development sustainability; 3) integrated solution of the problems of network development and electricity supply reliability; 4) consideration of information uncertainty; 5) concurrent consideration of the network and generation development problems; 6) application of specialized information technologies; 7) definition of requirements for independent electricity producers. In the article, the major aspects of liberalized electricity market, its functions and tasks are reviewed, with emphasis placed on the optimization of electrical network development as a significant component of sustainable management of power systems.

An approach to optimal semi-active control of vibration energy harvesting based on MEMS

NASA Astrophysics Data System (ADS)

Rojas, Rafael A.; Carcaterra, Antonio

2018-07-01

In this paper the energy harvesting problem involving typical MEMS technology is reduced to an optimal control problem, where the objective function is the absorption of the maximum amount of energy in a given time interval from a vibrating environment. The interest here is to identify a physical upper bound for this energy storage. The mathematical tool is a new optimal control called Krotov's method, that has not yet been applied to engineering problems, except in quantum dynamics. This approach leads to identify new maximum bounds to the energy harvesting performance. Novel MEMS-based device control configurations for vibration energy harvesting are proposed with particular emphasis to piezoelectric, electromagnetic and capacitive circuits.

Finite horizon optimum control with and without a scrap value

NASA Astrophysics Data System (ADS)

Neck, R.; Blueschke-Nikolaeva, V.; Blueschke, D.

2017-06-01

In this paper, we study the effects of scrap values on the solutions of optimal control problems with finite time horizon. We show how to include a scrap value, either for the state variables or for the state and the control variables, in the OPTCON2 algorithm for the optimal control of dynamic economic systems. We ask whether the introduction of a scrap value can serve as a substitute for an infinite horizon in economic policy optimization problems where the latter option is not available. Using a simple numerical macroeconomic model, we demonstrate that the introduction of a scrap value cannot induce control policies which can be expected for problems with an infinite time horizon.

Advanced design for orbital debris removal in support of solar system exploration

NASA Technical Reports Server (NTRS)

1991-01-01

The development of an Autonomous Space Processor for Orbital Debris (ASPOD) is the ultimate goal. The craft will process, in situ, orbital debris using resources available in low Earth orbit (LEO). The serious problem of orbital debris is briefly described and the nature of the large debris population is outlined. This year, focus was on development of a versatile robotic manipulator to augment an existing robotic arm; incorporation of remote operation of robotic arms; and formulation of optimal (time and energy) trajectory planning algorithms for coordinating robotic arms. The mechanical design of the new arm is described in detail. The versatile work envelope is explained showing the flexibility of the new design. Several telemetry communication systems are described which will enable the remote operation of the robotic arms. The trajectory planning algorithms are fully developed for both the time-optimal and energy-optimal problem. The optimal problem is solved using phase plane techniques while the energy optimal problem is solved using dynamics programming.

Autonomous space processor for orbital debris

NASA Technical Reports Server (NTRS)

Ramohalli, Kumar; Marine, Micky; Colvin, James; Crockett, Richard; Sword, Lee; Putz, Jennifer; Woelfle, Sheri

1991-01-01

The development of an Autonomous Space Processor for Orbital Debris (ASPOD) was the goal. The nature of this craft, which will process, in situ, orbital debris using resources available in low Earth orbit (LEO) is explained. The serious problem of orbital debris is briefly described and the nature of the large debris population is outlined. The focus was on the development of a versatile robotic manipulator to augment an existing robotic arm, the incorporation of remote operation of the robotic arms, and the formulation of optimal (time and energy) trajectory planning algorithms for coordinated robotic arms. The mechanical design of the new arm is described in detail. The work envelope is explained showing the flexibility of the new design. Several telemetry communication systems are described which will enable the remote operation of the robotic arms. The trajectory planning algorithms are fully developed for both the time optimal and energy optimal problems. The time optimal problem is solved using phase plane techniques while the energy optimal problem is solved using dynamic programming.

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.

Solving Optimization Problems with Dynamic Geometry Software: The Airport Problem

ERIC Educational Resources Information Center

Contreras, José

2014-01-01

This paper describes how the author's students (in-service and pre-service secondary mathematics teachers) enrolled in college geometry courses use the Geometers' Sketchpad (GSP) to gain insight to formulate, confirm, test, and refine conjectures to solve the classical airport problem for triangles. The students are then provided with strategic…

The checkpoint ordering problem

PubMed Central

Hungerländer, P.

2017-01-01

Abstract We suggest a new variant of a row layout problem: Find an ordering of n departments with given lengths such that the total weighted sum of their distances to a given checkpoint is minimized. The Checkpoint Ordering Problem (COP) is both of theoretical and practical interest. It has several applications and is conceptually related to some well-studied combinatorial optimization problems, namely the Single-Row Facility Layout Problem, the Linear Ordering Problem and a variant of parallel machine scheduling. In this paper we study the complexity of the (COP) and its special cases. The general version of the (COP) with an arbitrary but fixed number of checkpoints is NP-hard in the weak sense. We propose both a dynamic programming algorithm and an integer linear programming approach for the (COP) . Our computational experiments indicate that the (COP) is hard to solve in practice. While the run time of the dynamic programming algorithm strongly depends on the length of the departments, the integer linear programming approach is able to solve instances with up to 25 departments to optimality. PMID:29170574

An efficient heuristic method for dynamic portfolio selection problem under transaction costs and uncertain conditions

NASA Astrophysics Data System (ADS)

Najafi, Amir Abbas; Pourahmadi, Zahra

2016-04-01

Selecting the optimal combination of assets in a portfolio is one of the most important decisions in investment management. As investment is a long term concept, looking into a portfolio optimization problem just in a single period may cause loss of some opportunities that could be exploited in a long term view. Hence, it is tried to extend the problem from single to multi-period model. We include trading costs and uncertain conditions to this model which made it more realistic and complex. Hence, we propose an efficient heuristic method to tackle this problem. The efficiency of the method is examined and compared with the results of the rolling single-period optimization and the buy and hold method which shows the superiority of the proposed method.

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.

Event-Based Robust Control for Uncertain Nonlinear Systems Using Adaptive Dynamic Programming.

PubMed

Zhang, Qichao; Zhao, Dongbin; Wang, Ding

2018-01-01

In this paper, the robust control problem for a class of continuous-time nonlinear system with unmatched uncertainties is investigated using an event-based control method. First, the robust control problem is transformed into a corresponding optimal control problem with an augmented control and an appropriate cost function. Under the event-based mechanism, we prove that the solution of the optimal control problem can asymptotically stabilize the uncertain system with an adaptive triggering condition. That is, the designed event-based controller is robust to the original uncertain system. Note that the event-based controller is updated only when the triggering condition is satisfied, which can save the communication resources between the plant and the controller. Then, a single network adaptive dynamic programming structure with experience replay technique is constructed to approach the optimal control policies. The stability of the closed-loop system with the event-based control policy and the augmented control policy is analyzed using the Lyapunov approach. Furthermore, we prove that the minimal intersample time is bounded by a nonzero positive constant, which excludes Zeno behavior during the learning process. Finally, two simulation examples are provided to demonstrate the effectiveness of the proposed control scheme.

Dynamic Programming for Structured Continuous Markov Decision Problems

NASA Technical Reports Server (NTRS)

Dearden, Richard; Meuleau, Nicholas; Washington, Richard; Feng, Zhengzhu

2004-01-01

We describe an approach for exploiting structure in Markov Decision Processes with continuous state variables. At each step of the dynamic programming, the state space is dynamically partitioned into regions where the value function is the same throughout the region. We first describe the algorithm for piecewise constant representations. We then extend it to piecewise linear representations, using techniques from POMDPs to represent and reason about linear surfaces efficiently. We show that for complex, structured problems, our approach exploits the natural structure so that optimal solutions can be computed efficiently.

Applications of Sharp Interface Method for Flow Dynamics, Scattering and Control Problems

DTIC Science & Technology

2012-07-30

Reynolds number, Advances in Applied Mathematics and Mechanics, to appear. 17. K. Ito and K. Kunisch, Optimal Control of Parabolic Variational ...provides more precise and detailed sensitivity of the solution and describes the dynamical change due to the variation in the Reynolds number. The immersed... Inequalities , Journal de Math. Pures et Appl, 93 (2010), no. 4, 329-360. 18. K. Ito and K. Kunisch, Semi-smooth Newton Methods for Time-Optimal Control for a

Approximate dynamic programming for optimal stationary control with control-dependent noise.

PubMed

Jiang, Yu; Jiang, Zhong-Ping

2011-12-01

This brief studies the stochastic optimal control problem via reinforcement learning and approximate/adaptive dynamic programming (ADP). A policy iteration algorithm is derived in the presence of both additive and multiplicative noise using Itô calculus. The expectation of the approximated cost matrix is guaranteed to converge to the solution of some algebraic Riccati equation that gives rise to the optimal cost value. Moreover, the covariance of the approximated cost matrix can be reduced by increasing the length of time interval between two consecutive iterations. Finally, a numerical example is given to illustrate the efficiency of the proposed ADP methodology.

Simultaneous Aerodynamic Analysis and Design Optimization (SAADO) for a 3-D Flexible Wing

NASA Technical Reports Server (NTRS)

Gumbert, Clyde R.; Hou, Gene J.-W.

2001-01-01

The formulation and implementation of an optimization method called Simultaneous Aerodynamic Analysis and Design Optimization (SAADO) are extended from single discipline analysis (aerodynamics only) to multidisciplinary analysis - in this case, static aero-structural analysis - and applied to a simple 3-D wing problem. The method aims to reduce the computational expense incurred in performing shape optimization using state-of-the-art Computational Fluid Dynamics (CFD) flow analysis, Finite Element Method (FEM) structural analysis and sensitivity analysis tools. Results for this small problem show that the method reaches the same local optimum as conventional optimization. However, unlike its application to the win,, (single discipline analysis), the method. as I implemented here, may not show significant reduction in the computational cost. Similar reductions were seen in the two-design-variable (DV) problem results but not in the 8-DV results given here.

Development of optimal models of porous media by combining static and dynamic data: the permeability and porosity distributions.

PubMed

Hamzehpour, Hossein; Rasaei, M Reza; Sahimi, Muhammad

2007-05-01

We describe a method for the development of the optimal spatial distributions of the porosity phi and permeability k of a large-scale porous medium. The optimal distributions are constrained by static and dynamic data. The static data that we utilize are limited data for phi and k, which the method honors in the optimal model and utilizes their correlation functions in the optimization process. The dynamic data include the first-arrival (FA) times, at a number of receivers, of seismic waves that have propagated in the porous medium, and the time-dependent production rates of a fluid that flows in the medium. The method combines the simulated-annealing method with a simulator that solves numerically the three-dimensional (3D) acoustic wave equation and computes the FA times, and a second simulator that solves the 3D governing equation for the fluid's pressure as a function of time. To our knowledge, this is the first time that an optimization method has been developed to determine simultaneously the global minima of two distinct total energy functions. As a stringent test of the method's accuracy, we solve for flow of two immiscible fluids in the same porous medium, without using any data for the two-phase flow problem in the optimization process. We show that the optimal model, in addition to honoring the data, also yields accurate spatial distributions of phi and k, as well as providing accurate quantitative predictions for the single- and two-phase flow problems. The efficiency of the computations is discussed in detail.

Distributed Constrained Optimization with Semicoordinate Transformations

NASA Technical Reports Server (NTRS)

Macready, William; Wolpert, David

2006-01-01

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

Solving the dynamic ambulance relocation and dispatching problem using approximate dynamic programming

PubMed Central

Schmid, Verena

2012-01-01

Emergency service providers are supposed to locate ambulances such that in case of emergency patients can be reached in a time-efficient manner. Two fundamental decisions and choices need to be made real-time. First of all immediately after a request emerges an appropriate vehicle needs to be dispatched and send to the requests’ site. After having served a request the vehicle needs to be relocated to its next waiting location. We are going to propose a model and solve the underlying optimization problem using approximate dynamic programming (ADP), an emerging and powerful tool for solving stochastic and dynamic problems typically arising in the field of operations research. Empirical tests based on real data from the city of Vienna indicate that by deviating from the classical dispatching rules the average response time can be decreased from 4.60 to 4.01 minutes, which corresponds to an improvement of 12.89%. Furthermore we are going to show that it is essential to consider time-dependent information such as travel times and changes with respect to the request volume explicitly. Ignoring the current time and its consequences thereafter during the stage of modeling and optimization leads to suboptimal decisions. PMID:25540476

Iterative Adaptive Dynamic Programming for Solving Unknown Nonlinear Zero-Sum Game Based on Online Data.

PubMed

Zhu, Yuanheng; Zhao, Dongbin; Li, Xiangjun

2017-03-01

H ∞ control is a powerful method to solve the disturbance attenuation problems that occur in some control systems. The design of such controllers relies on solving the zero-sum game (ZSG). But in practical applications, the exact dynamics is mostly unknown. Identification of dynamics also produces errors that are detrimental to the control performance. To overcome this problem, an iterative adaptive dynamic programming algorithm is proposed in this paper to solve the continuous-time, unknown nonlinear ZSG with only online data. A model-free approach to the Hamilton-Jacobi-Isaacs equation is developed based on the policy iteration method. Control and disturbance policies and value are approximated by neural networks (NNs) under the critic-actor-disturber structure. The NN weights are solved by the least-squares method. According to the theoretical analysis, our algorithm is equivalent to a Gauss-Newton method solving an optimization problem, and it converges uniformly to the optimal solution. The online data can also be used repeatedly, which is highly efficient. Simulation results demonstrate its feasibility to solve the unknown nonlinear ZSG. When compared with other algorithms, it saves a significant amount of online measurement time.

Minimizing transient influence in WHPA delineation: An optimization approach for optimal pumping rate schemes

NASA Astrophysics Data System (ADS)

Rodriguez-Pretelin, A.; Nowak, W.

2017-12-01

For most groundwater protection management programs, Wellhead Protection Areas (WHPAs) have served as primarily protection measure. In their delineation, the influence of time-varying groundwater flow conditions is often underestimated because steady-state assumptions are commonly made. However, it has been demonstrated that temporary variations lead to significant changes in the required size and shape of WHPAs. Apart from natural transient groundwater drivers (e.g., changes in the regional angle of flow direction and seasonal natural groundwater recharge), anthropogenic causes such as transient pumping rates are of the most influential factors that require larger WHPAs. We hypothesize that WHPA programs that integrate adaptive and optimized pumping-injection management schemes can counter transient effects and thus reduce the additional areal demand in well protection under transient conditions. The main goal of this study is to present a novel management framework that optimizes pumping schemes dynamically, in order to minimize the impact triggered by transient conditions in WHPA delineation. For optimizing pumping schemes, we consider three objectives: 1) to minimize the risk of pumping water from outside a given WHPA, 2) to maximize the groundwater supply and 3) to minimize the involved operating costs. We solve transient groundwater flow through an available transient groundwater and Lagrangian particle tracking model. The optimization problem is formulated as a dynamic programming problem. Two different optimization approaches are explored: I) the first approach aims for single-objective optimization under objective (1) only. The second approach performs multiobjective optimization under all three objectives where compromise pumping rates are selected from the current Pareto front. Finally, we look for WHPA outlines that are as small as possible, yet allow the optimization problem to find the most suitable solutions.

Bernoulli substitution in the Ramsey model: Optimal trajectories under control constraints

NASA Astrophysics Data System (ADS)

Krasovskii, A. A.; Lebedev, P. D.; Tarasyev, A. M.

2017-05-01

We consider a neoclassical (economic) growth model. A nonlinear Ramsey equation, modeling capital dynamics, in the case of Cobb-Douglas production function is reduced to the linear differential equation via a Bernoulli substitution. This considerably facilitates the search for a solution to the optimal growth problem with logarithmic preferences. The study deals with solving the corresponding infinite horizon optimal control problem. We consider a vector field of the Hamiltonian system in the Pontryagin maximum principle, taking into account control constraints. We prove the existence of two alternative steady states, depending on the constraints. A proposed algorithm for constructing growth trajectories combines methods of open-loop control and closed-loop regulatory control. For some levels of constraints and initial conditions, a closed-form solution is obtained. We also demonstrate the impact of technological change on the economic equilibrium dynamics. Results are supported by computer calculations.

Study of a mixed dispersal population dynamics model

DOE PAGES

Chugunova, Marina; Jadamba, Baasansuren; Kao, Chiu -Yen; ...

2016-08-27

In this study, we consider a mixed dispersal model with periodic and Dirichlet boundary conditions and its corresponding linear eigenvalue problem. This model describes the time evolution of a population which disperses both locally and non-locally. We investigate how long time dynamics depend on the parameter values. Furthermore, we study the minimization of the principal eigenvalue under the constraints that the resource function is bounded from above and below, and with a fixed total integral. Biologically, this minimization problem is motivated by the question of determining the optimal spatial arrangement of favorable and unfavorable regions for the species to diemore » out more slowly or survive more easily. Our numerical simulations indicate that the optimal favorable region tends to be a simply-connected domain. Numerous results are shown to demonstrate various scenarios of optimal favorable regions for periodic and Dirichlet boundary conditions.« less

Optimizing Dynamical Network Structure for Pinning Control

NASA Astrophysics Data System (ADS)

Orouskhani, Yasin; Jalili, Mahdi; Yu, Xinghuo

2016-04-01

Controlling dynamics of a network from any initial state to a final desired state has many applications in different disciplines from engineering to biology and social sciences. In this work, we optimize the network structure for pinning control. The problem is formulated as four optimization tasks: i) optimizing the locations of driver nodes, ii) optimizing the feedback gains, iii) optimizing simultaneously the locations of driver nodes and feedback gains, and iv) optimizing the connection weights. A newly developed population-based optimization technique (cat swarm optimization) is used as the optimization method. In order to verify the methods, we use both real-world networks, and model scale-free and small-world networks. Extensive simulation results show that the optimal placement of driver nodes significantly outperforms heuristic methods including placing drivers based on various centrality measures (degree, betweenness, closeness and clustering coefficient). The pinning controllability is further improved by optimizing the feedback gains. We also show that one can significantly improve the controllability by optimizing the connection weights.

Preserving electron spin coherence in solids by optimal dynamical decoupling.

PubMed

Du, Jiangfeng; Rong, Xing; Zhao, Nan; Wang, Ya; Yang, Jiahui; Liu, R B

2009-10-29

To exploit the quantum coherence of electron spins in solids in future technologies such as quantum computing, it is first vital to overcome the problem of spin decoherence due to their coupling to the noisy environment. Dynamical decoupling, which uses stroboscopic spin flips to give an average coupling to the environment that is effectively zero, is a particularly promising strategy for combating decoherence because it can be naturally integrated with other desired functionalities, such as quantum gates. Errors are inevitably introduced in each spin flip, so it is desirable to minimize the number of control pulses used to realize dynamical decoupling having a given level of precision. Such optimal dynamical decoupling sequences have recently been explored. The experimental realization of optimal dynamical decoupling in solid-state systems, however, remains elusive. Here we use pulsed electron paramagnetic resonance to demonstrate experimentally optimal dynamical decoupling for preserving electron spin coherence in irradiated malonic acid crystals at temperatures from 50 K to room temperature. Using a seven-pulse optimal dynamical decoupling sequence, we prolonged the spin coherence time to about 30 mus; it would otherwise be about 0.04 mus without control or 6.2 mus under one-pulse control. By comparing experiments with microscopic theories, we have identified the relevant electron spin decoherence mechanisms in the solid. Optimal dynamical decoupling may be applied to other solid-state systems, such as diamonds with nitrogen-vacancy centres, and so lay the foundation for quantum coherence control of spins in solids at room temperature.

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

DTIC Science & Technology

2017-05-01

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

A dynamic feedback-control toll pricing methodology : a case study on Interstate 95 managed lanes.

DOT National Transportation Integrated Search

2013-06-01

Recently, congestion pricing emerged as a cost-effective and efficient strategy to mitigate the congestion problem on freeways. This study develops a feedback-control based dynamic toll approach to formulate and solve for optimal tolls. The study com...

A general-purpose framework to simulate musculoskeletal system of human body: using a motion tracking approach.

PubMed

Ehsani, Hossein; Rostami, Mostafa; Gudarzi, Mohammad

2016-02-01

Computation of muscle force patterns that produce specified movements of muscle-actuated dynamic models is an important and challenging problem. This problem is an undetermined one, and then a proper optimization is required to calculate muscle forces. The purpose of this paper is to develop a general model for calculating all muscle activation and force patterns in an arbitrary human body movement. For this aim, the equations of a multibody system forward dynamics, which is considered for skeletal system of the human body model, is derived using Lagrange-Euler formulation. Next, muscle contraction dynamics is added to this model and forward dynamics of an arbitrary musculoskeletal system is obtained. For optimization purpose, the obtained model is used in computed muscle control algorithm, and a closed-loop system for tracking desired motions is derived. Finally, a popular sport exercise, biceps curl, is simulated by using this algorithm and the validity of the obtained results is evaluated via EMG signals.

Genetic algorithm enhanced by machine learning in dynamic aperture optimization

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

Li, Yongjun; Cheng, Weixing; Yu, Li Hua

With the aid of machine learning techniques, the genetic algorithm has been enhanced and applied to the multi-objective optimization problem presented by the dynamic aperture of the National Synchrotron Light Source II (NSLS-II) Storage Ring. During the evolution processes employed by the genetic algorithm, the population is classified into different clusters in the search space. The clusters with top average fitness are given “elite” status. Intervention on the population is implemented by repopulating some potentially competitive candidates based on the experience learned from the accumulated data. These candidates replace randomly selected candidates among the original data pool. The average fitnessmore » of the population is therefore improved while diversity is not lost. Maintaining diversity ensures that the optimization is global rather than local. The quality of the population increases and produces more competitive descendants accelerating the evolution process significantly. When identifying the distribution of optimal candidates, they appear to be located in isolated islands within the search space. Some of these optimal candidates have been experimentally confirmed at the NSLS-II storage ring. Furthermore, the machine learning techniques that exploit the genetic algorithm can also be used in other population-based optimization problems such as particle swarm algorithm.« less

Multi-objective design optimization and control of magnetorheological fluid brakes for automotive applications

NASA Astrophysics Data System (ADS)

Shamieh, Hadi; Sedaghati, Ramin

2017-12-01

The magnetorheological brake (MRB) is an electromechanical device that generates a retarding torque through employing magnetorheological (MR) fluids. The objective of this paper is to design, optimize and control an MRB for automotive applications considering. The dynamic range of a disk-type MRB expressing the ratio of generated toque at on and off states has been formulated as a function of the rotational speed, geometrical and material properties, and applied electrical current. Analytical magnetic circuit analysis has been conducted to derive the relation between magnetic field intensity and the applied electrical current as a function of the MRB geometrical and material properties. A multidisciplinary design optimization problem has then been formulated to identify the optimal brake geometrical parameters to maximize the dynamic range and minimize the response time and weight of the MRB under weight, size and magnetic flux density constraints. The optimization problem has been solved using combined genetic and sequential quadratic programming algorithms. Finally, the performance of the optimally designed MRB has been investigated in a quarter vehicle model. A PID controller has been designed to regulate the applied current required by the MRB in order to improve vehicle’s slipping on different road conditions.

Genetic algorithm enhanced by machine learning in dynamic aperture optimization

NASA Astrophysics Data System (ADS)

Li, Yongjun; Cheng, Weixing; Yu, Li Hua; Rainer, Robert

2018-05-01

With the aid of machine learning techniques, the genetic algorithm has been enhanced and applied to the multi-objective optimization problem presented by the dynamic aperture of the National Synchrotron Light Source II (NSLS-II) Storage Ring. During the evolution processes employed by the genetic algorithm, the population is classified into different clusters in the search space. The clusters with top average fitness are given "elite" status. Intervention on the population is implemented by repopulating some potentially competitive candidates based on the experience learned from the accumulated data. These candidates replace randomly selected candidates among the original data pool. The average fitness of the population is therefore improved while diversity is not lost. Maintaining diversity ensures that the optimization is global rather than local. The quality of the population increases and produces more competitive descendants accelerating the evolution process significantly. When identifying the distribution of optimal candidates, they appear to be located in isolated islands within the search space. Some of these optimal candidates have been experimentally confirmed at the NSLS-II storage ring. The machine learning techniques that exploit the genetic algorithm can also be used in other population-based optimization problems such as particle swarm algorithm.

Genetic algorithm enhanced by machine learning in dynamic aperture optimization

DOE PAGES

Li, Yongjun; Cheng, Weixing; Yu, Li Hua; ...

2018-05-29

With the aid of machine learning techniques, the genetic algorithm has been enhanced and applied to the multi-objective optimization problem presented by the dynamic aperture of the National Synchrotron Light Source II (NSLS-II) Storage Ring. During the evolution processes employed by the genetic algorithm, the population is classified into different clusters in the search space. The clusters with top average fitness are given “elite” status. Intervention on the population is implemented by repopulating some potentially competitive candidates based on the experience learned from the accumulated data. These candidates replace randomly selected candidates among the original data pool. The average fitnessmore » of the population is therefore improved while diversity is not lost. Maintaining diversity ensures that the optimization is global rather than local. The quality of the population increases and produces more competitive descendants accelerating the evolution process significantly. When identifying the distribution of optimal candidates, they appear to be located in isolated islands within the search space. Some of these optimal candidates have been experimentally confirmed at the NSLS-II storage ring. Furthermore, the machine learning techniques that exploit the genetic algorithm can also be used in other population-based optimization problems such as particle swarm algorithm.« less

Linear quadratic tracking problems in Hilbert space - Application to optimal active noise suppression

NASA Technical Reports Server (NTRS)

Banks, H. T.; Silcox, R. J.; Keeling, S. L.; Wang, C.

1989-01-01

A unified treatment of the linear quadratic tracking (LQT) problem, in which a control system's dynamics are modeled by a linear evolution equation with a nonhomogeneous component that is linearly dependent on the control function u, is presented; the treatment proceeds from the theoretical formulation to a numerical approximation framework. Attention is given to two categories of LQT problems in an infinite time interval: the finite energy and the finite average energy. The behavior of the optimal solution for finite time-interval problems as the length of the interval tends to infinity is discussed. Also presented are the formulations and properties of LQT problems in a finite time interval.

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.

Dynamic optimization of metabolic networks coupled with gene expression.

PubMed

Waldherr, Steffen; Oyarzún, Diego A; Bockmayr, Alexander

2015-01-21

The regulation of metabolic activity by tuning enzyme expression levels is crucial to sustain cellular growth in changing environments. Metabolic networks are often studied at steady state using constraint-based models and optimization techniques. However, metabolic adaptations driven by changes in gene expression cannot be analyzed by steady state models, as these do not account for temporal changes in biomass composition. Here we present a dynamic optimization framework that integrates the metabolic network with the dynamics of biomass production and composition. An approximation by a timescale separation leads to a coupled model of quasi-steady state constraints on the metabolic reactions, and differential equations for the substrate concentrations and biomass composition. We propose a dynamic optimization approach to determine reaction fluxes for this model, explicitly taking into account enzyme production costs and enzymatic capacity. In contrast to the established dynamic flux balance analysis, our approach allows predicting dynamic changes in both the metabolic fluxes and the biomass composition during metabolic adaptations. Discretization of the optimization problems leads to a linear program that can be efficiently solved. We applied our algorithm in two case studies: a minimal nutrient uptake network, and an abstraction of core metabolic processes in bacteria. In the minimal model, we show that the optimized uptake rates reproduce the empirical Monod growth for bacterial cultures. For the network of core metabolic processes, the dynamic optimization algorithm predicted commonly observed metabolic adaptations, such as a diauxic switch with a preference ranking for different nutrients, re-utilization of waste products after depletion of the original substrate, and metabolic adaptation to an impending nutrient depletion. These examples illustrate how dynamic adaptations of enzyme expression can be predicted solely from an optimization principle. Copyright © 2014 Elsevier Ltd. All rights reserved.

A single network adaptive critic (SNAC) architecture for optimal control synthesis for a class of nonlinear systems.

PubMed

Padhi, Radhakant; Unnikrishnan, Nishant; Wang, Xiaohua; Balakrishnan, S N

2006-12-01

Even though dynamic programming offers an optimal control solution in a state feedback form, the method is overwhelmed by computational and storage requirements. Approximate dynamic programming implemented with an Adaptive Critic (AC) neural network structure has evolved as a powerful alternative technique that obviates the need for excessive computations and storage requirements in solving optimal control problems. In this paper, an improvement to the AC architecture, called the "Single Network Adaptive Critic (SNAC)" is presented. This approach is applicable to a wide class of nonlinear systems where the optimal control (stationary) equation can be explicitly expressed in terms of the state and costate variables. The selection of this terminology is guided by the fact that it eliminates the use of one neural network (namely the action network) that is part of a typical dual network AC setup. As a consequence, the SNAC architecture offers three potential advantages: a simpler architecture, lesser computational load and elimination of the approximation error associated with the eliminated network. In order to demonstrate these benefits and the control synthesis technique using SNAC, two problems have been solved with the AC and SNAC approaches and their computational performances are compared. One of these problems is a real-life Micro-Electro-Mechanical-system (MEMS) problem, which demonstrates that the SNAC technique is applicable to complex engineering systems.

Resolvent-Techniques for Multiple Exercise Problems

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

Christensen, Sören, E-mail: christensen@math.uni-kiel.de; Lempa, Jukka, E-mail: jukka.lempa@hioa.no

2015-02-15

We study optimal multiple stopping of strong Markov processes with random refraction periods. The refraction periods are assumed to be exponentially distributed with a common rate and independent of the underlying dynamics. Our main tool is using the resolvent operator. In the first part, we reduce infinite stopping problems to ordinary ones in a general strong Markov setting. This leads to explicit solutions for wide classes of such problems. Starting from this result, we analyze problems with finitely many exercise rights and explain solution methods for some classes of problems with underlying Lévy and diffusion processes, where the optimal characteristicsmore » of the problems can be identified more explicitly. We illustrate the main results with explicit examples.« less

Combinatorial Optimization Algorithms for Dynamic Multiple Fault Diagnosis in Automotive and Aerospace Applications

NASA Astrophysics Data System (ADS)

Kodali, Anuradha

In this thesis, we develop dynamic multiple fault diagnosis (DMFD) algorithms to diagnose faults that are sporadic and coupled. Firstly, we formulate a coupled factorial hidden Markov model-based (CFHMM) framework to diagnose dependent faults occurring over time (dynamic case). Here, we implement a mixed memory Markov coupling model to determine the most likely sequence of (dependent) fault states, the one that best explains the observed test outcomes over time. An iterative Gauss-Seidel coordinate ascent optimization method is proposed for solving the problem. A soft Viterbi algorithm is also implemented within the framework for decoding dependent fault states over time. We demonstrate the algorithm on simulated and real-world systems with coupled faults; the results show that this approach improves the correct isolation rate as compared to the formulation where independent fault states are assumed. Secondly, we formulate a generalization of set-covering, termed dynamic set-covering (DSC), which involves a series of coupled set-covering problems over time. The objective of the DSC problem is to infer the most probable time sequence of a parsimonious set of failure sources that explains the observed test outcomes over time. The DSC problem is NP-hard and intractable due to the fault-test dependency matrix that couples the failed tests and faults via the constraint matrix, and the temporal dependence of failure sources over time. Here, the DSC problem is motivated from the viewpoint of a dynamic multiple fault diagnosis problem, but it has wide applications in operations research, for e.g., facility location problem. Thus, we also formulated the DSC problem in the context of a dynamically evolving facility location problem. Here, a facility can be opened, closed, or can be temporarily unavailable at any time for a given requirement of demand points. These activities are associated with costs or penalties, viz., phase-in or phase-out for the opening or closing of a facility, respectively. The set-covering matrix encapsulates the relationship among the rows (tests or demand points) and columns (faults or locations) of the system at each time. By relaxing the coupling constraints using Lagrange multipliers, the DSC problem can be decoupled into independent subproblems, one for each column. Each subproblem is solved using the Viterbi decoding algorithm, and a primal feasible solution is constructed by modifying the Viterbi solutions via a heuristic. The proposed Viterbi-Lagrangian relaxation algorithm (VLRA) provides a measure of suboptimality via an approximate duality gap. As a major practical extension of the above problem, we also consider the problem of diagnosing faults with delayed test outcomes, termed delay-dynamic set-covering (DDSC), and experiment with real-world problems that exhibit masking faults. Also, we present simulation results on OR-library datasets (set-covering formulations are predominantly validated on these matrices in the literature), posed as facility location problems. Finally, we implement these algorithms to solve problems in aerospace and automotive applications. Firstly, we address the diagnostic ambiguity problem in aerospace and automotive applications by developing a dynamic fusion framework that includes dynamic multiple fault diagnosis algorithms. This improves the correct fault isolation rate, while minimizing the false alarm rates, by considering multiple faults instead of the traditional data-driven techniques based on single fault (class)-single epoch (static) assumption. The dynamic fusion problem is formulated as a maximum a posteriori decision problem of inferring the fault sequence based on uncertain outcomes of multiple binary classifiers over time. The fusion process involves three steps: the first step transforms the multi-class problem into dichotomies using error correcting output codes (ECOC), thereby solving the concomitant binary classification problems; the second step fuses the outcomes of multiple binary classifiers over time using a sliding window or block dynamic fusion method that exploits temporal data correlations over time. We solve this NP-hard optimization problem via a Lagrangian relaxation (variational) technique. The third step optimizes the classifier parameters, viz., probabilities of detection and false alarm, using a genetic algorithm. The proposed algorithm is demonstrated by computing the diagnostic performance metrics on a twin-spool commercial jet engine, an automotive engine, and UCI datasets (problems with high classification error are specifically chosen for experimentation). We show that the primal-dual optimization framework performed consistently better than any traditional fusion technique, even when it is forced to give a single fault decision across a range of classification problems. Secondly, we implement the inference algorithms to diagnose faults in vehicle systems that are controlled by a network of electronic control units (ECUs). The faults, originating from various interactions and especially between hardware and software, are particularly challenging to address. Our basic strategy is to divide the fault universe of such cyber-physical systems in a hierarchical manner, and monitor the critical variables/signals that have impact at different levels of interactions. The proposed diagnostic strategy is validated on an electrical power generation and storage system (EPGS) controlled by two ECUs in an environment with CANoe/MATLAB co-simulation. Eleven faults are injected with the failures originating in actuator hardware, sensor, controller hardware and software components. Diagnostic matrix is established to represent the relationship between the faults and the test outcomes (also known as fault signatures) via simulations. The results show that the proposed diagnostic strategy is effective in addressing the interaction-caused faults.

Multiagent Flight Control in Dynamic Environments with Cooperative Coevolutionary Algorithms

NASA Technical Reports Server (NTRS)

Knudson, Matthew D.; Colby, Mitchell; Tumer, Kagan

2014-01-01

Dynamic flight environments in which objectives and environmental features change with respect to time pose a difficult problem with regards to planning optimal flight paths. Path planning methods are typically computationally expensive, and are often difficult to implement in real time if system objectives are changed. This computational problem is compounded when multiple agents are present in the system, as the state and action space grows exponentially. In this work, we use cooperative coevolutionary algorithms in order to develop policies which control agent motion in a dynamic multiagent unmanned aerial system environment such that goals and perceptions change, while ensuring safety constraints are not violated. Rather than replanning new paths when the environment changes, we develop a policy which can map the new environmental features to a trajectory for the agent while ensuring safe and reliable operation, while providing 92% of the theoretically optimal performance

Multiagent Flight Control in Dynamic Environments with Cooperative Coevolutionary Algorithms

NASA Technical Reports Server (NTRS)

Colby, Mitchell; Knudson, Matthew D.; Tumer, Kagan

2014-01-01

Dynamic environments in which objectives and environmental features change with respect to time pose a difficult problem with regards to planning optimal paths through these environments. Path planning methods are typically computationally expensive, and are often difficult to implement in real time if system objectives are changed. This computational problem is compounded when multiple agents are present in the system, as the state and action space grows exponentially with the number of agents in the system. In this work, we use cooperative coevolutionary algorithms in order to develop policies which control agent motion in a dynamic multiagent unmanned aerial system environment such that goals and perceptions change, while ensuring safety constraints are not violated. Rather than replanning new paths when the environment changes, we develop a policy which can map the new environmental features to a trajectory for the agent while ensuring safe and reliable operation, while providing 92% of the theoretically optimal performance.

Optimization of Regional Geodynamic Models for Mantle Dynamics

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Trajectory optimization for lunar soft landing with complex constraints

NASA Astrophysics Data System (ADS)

Chu, Huiping; Ma, Lin; Wang, Kexin; Shao, Zhijiang; Song, Zhengyu

2017-11-01

A unified trajectory optimization framework with initialization strategies is proposed in this paper for lunar soft landing for various missions with specific requirements. Two main missions of interest are Apollo-like Landing from low lunar orbit and Vertical Takeoff Vertical Landing (a promising mobility method) on the lunar surface. The trajectory optimization is characterized by difficulties arising from discontinuous thrust, multi-phase connections, jump of attitude angle, and obstacles avoidance. Here R-function is applied to deal with the discontinuities of thrust, checkpoint constraints are introduced to connect multiple landing phases, attitude angular rate is designed to get rid of radical changes, and safeguards are imposed to avoid collision with obstacles. The resulting dynamic problems are generally with complex constraints. The unified framework based on Gauss Pseudospectral Method (GPM) and Nonlinear Programming (NLP) solver are designed to solve the problems efficiently. Advanced initialization strategies are developed to enhance both the convergence and computation efficiency. Numerical results demonstrate the adaptability of the framework for various landing missions, and the performance of successful solution of difficult dynamic problems.

Algorithms for output feedback, multiple-model, and decentralized control problems

NASA Technical Reports Server (NTRS)

Halyo, N.; Broussard, J. R.

1984-01-01

The optimal stochastic output feedback, multiple-model, and decentralized control problems with dynamic compensation are formulated and discussed. Algorithms for each problem are presented, and their relationship to a basic output feedback algorithm is discussed. An aircraft control design problem is posed as a combined decentralized, multiple-model, output feedback problem. A control design is obtained using the combined algorithm. An analysis of the design is presented.

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.

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

NASA Technical Reports Server (NTRS)

Cohn, S. E.

1982-01-01

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

The dynamics and optimal control of spinning spacecraft and movable telescoping appendages, part A. [two axis control with single offset boom

NASA Technical Reports Server (NTRS)

Bainum, P. M.; Sellappan, R.

1977-01-01

The problem of optimal control with a minimum time criterion as applied to a single boom system for achieving two axis control is discussed. The special case where the initial conditions are such that the system can be driven to the equilibrium state with only a single switching maneuver in the bang-bang optimal sequence is analyzed. The system responses are presented. Application of the linear regulator problem for the optimal control of the telescoping system is extended to consider the effects of measurement and plant noises. The noise uncertainties are included with an application of the estimator - Kalman filter problem. Different schemes for measuring the components of the angular velocity are considered. Analytical results are obtained for special cases, and numerical results are presented for the general case.

Novel models and algorithms of load balancing for variable-structured collaborative simulation under HLA/RTI

NASA Astrophysics Data System (ADS)

Yue, Yingchao; Fan, Wenhui; Xiao, Tianyuan; Ma, Cheng

2013-07-01

High level architecture(HLA) is the open standard in the collaborative simulation field. Scholars have been paying close attention to theoretical research on and engineering applications of collaborative simulation based on HLA/RTI, which extends HLA in various aspects like functionality and efficiency. However, related study on the load balancing problem of HLA collaborative simulation is insufficient. Without load balancing, collaborative simulation under HLA/RTI may encounter performance reduction or even fatal errors. In this paper, load balancing is further divided into static problems and dynamic problems. A multi-objective model is established and the randomness of model parameters is taken into consideration for static load balancing, which makes the model more credible. The Monte Carlo based optimization algorithm(MCOA) is excogitated to gain static load balance. For dynamic load balancing, a new type of dynamic load balancing problem is put forward with regards to the variable-structured collaborative simulation under HLA/RTI. In order to minimize the influence against the running collaborative simulation, the ordinal optimization based algorithm(OOA) is devised to shorten the optimization time. Furthermore, the two algorithms are adopted in simulation experiments of different scenarios, which demonstrate their effectiveness and efficiency. An engineering experiment about collaborative simulation under HLA/RTI of high speed electricity multiple units(EMU) is also conducted to indentify credibility of the proposed models and supportive utility of MCOA and OOA to practical engineering systems. The proposed research ensures compatibility of traditional HLA, enhances the ability for assigning simulation loads onto computing units both statically and dynamically, improves the performance of collaborative simulation system and makes full use of the hardware resources.

Non-rigid Reconstruction of Casting Process with Temperature Feature

NASA Astrophysics Data System (ADS)

Lin, Jinhua; Wang, Yanjie; Li, Xin; Wang, Ying; Wang, Lu

2017-09-01

Off-line reconstruction of rigid scene has made a great progress in the past decade. However, the on-line reconstruction of non-rigid scene is still a very challenging task. The casting process is a non-rigid reconstruction problem, it is a high-dynamic molding process lacking of geometric features. In order to reconstruct the casting process robustly, an on-line fusion strategy is proposed for dynamic reconstruction of casting process. Firstly, the geometric and flowing feature of casting are parameterized in manner of TSDF (truncated signed distance field) which is a volumetric block, parameterized casting guarantees real-time tracking and optimal deformation of casting process. Secondly, data structure of the volume grid is extended to have temperature value, the temperature interpolation function is build to generate the temperature of each voxel. This data structure allows for dynamic tracking of temperature of casting during deformation stages. Then, the sparse RGB features is extracted from casting scene to search correspondence between geometric representation and depth constraint. The extracted color data guarantees robust tracking of flowing motion of casting. Finally, the optimal deformation of the target space is transformed into a nonlinear regular variational optimization problem. This optimization step achieves smooth and optimal deformation of casting process. The experimental results show that the proposed method can reconstruct the casting process robustly and reduce drift in the process of non-rigid reconstruction of casting.

Ant Colony Optimization With Local Search for Dynamic Traveling Salesman Problems.

PubMed

Mavrovouniotis, Michalis; Muller, Felipe M; Yang, Shengxiang

2016-06-13

For a dynamic traveling salesman problem (DTSP), the weights (or traveling times) between two cities (or nodes) may be subject to changes. Ant colony optimization (ACO) algorithms have proved to be powerful methods to tackle such problems due to their adaptation capabilities. It has been shown that the integration of local search operators can significantly improve the performance of ACO. In this paper, a memetic ACO algorithm, where a local search operator (called unstring and string) is integrated into ACO, is proposed to address DTSPs. The best solution from ACO is passed to the local search operator, which removes and inserts cities in such a way that improves the solution quality. The proposed memetic ACO algorithm is designed to address both symmetric and asymmetric DTSPs. The experimental results show the efficiency of the proposed memetic algorithm for addressing DTSPs in comparison with other state-of-the-art algorithms.

An optimal control approach to the design of moving flight simulators

NASA Technical Reports Server (NTRS)

Sivan, R.; Ish-Shalom, J.; Huang, J.-K.

1982-01-01

An abstract flight simulator design problem is formulated in the form of an optimal control problem, which is solved for the linear-quadratic-Gaussian special case using a mathematical model of the vestibular organs. The optimization criterion used is the mean-square difference between the physiological outputs of the vestibular organs of the pilot in the aircraft and the pilot in the simulator. The dynamical equations are linearized, and the output signal is modeled as a random process with rational power spectral density. The method described yields the optimal structure of the simulator's motion generator, or 'washout filter'. A two-degree-of-freedom flight simulator design, including single output simulations, is presented.

Infinite horizon optimal impulsive control with applications to Internet congestion control

NASA Astrophysics Data System (ADS)

Avrachenkov, Konstantin; Habachi, Oussama; Piunovskiy, Alexey; Zhang, Yi

2015-04-01

We investigate infinite-horizon deterministic optimal control problems with both gradual and impulsive controls, where any finitely many impulses are allowed simultaneously. Both discounted and long-run time-average criteria are considered. We establish very general and at the same time natural conditions, under which the dynamic programming approach results in an optimal feedback policy. The established theoretical results are applied to the Internet congestion control, and by solving analytically and nontrivially the underlying optimal control problems, we obtain a simple threshold-based active queue management scheme, which takes into account the main parameters of the transmission control protocols, and improves the fairness among the connections in a given network.

Approximately adaptive neural cooperative control for nonlinear multiagent systems with performance guarantee

NASA Astrophysics Data System (ADS)

Wang, Jing; Yang, Tianyu; Staskevich, Gennady; Abbe, Brian

2017-04-01

This paper studies the cooperative control problem for a class of multiagent dynamical systems with partially unknown nonlinear system dynamics. In particular, the control objective is to solve the state consensus problem for multiagent systems based on the minimisation of certain cost functions for individual agents. Under the assumption that there exist admissible cooperative controls for such class of multiagent systems, the formulated problem is solved through finding the optimal cooperative control using the approximate dynamic programming and reinforcement learning approach. With the aid of neural network parameterisation and online adaptive learning, our method renders a practically implementable approximately adaptive neural cooperative control for multiagent systems. Specifically, based on the Bellman's principle of optimality, the Hamilton-Jacobi-Bellman (HJB) equation for multiagent systems is first derived. We then propose an approximately adaptive policy iteration algorithm for multiagent cooperative control based on neural network approximation of the value functions. The convergence of the proposed algorithm is rigorously proved using the contraction mapping method. The simulation results are included to validate the effectiveness of the proposed algorithm.

Optimal teaching strategy in periodic impulsive knowledge dissemination system.

PubMed

Liu, Dan-Qing; Wu, Zhen-Qiang; Wang, Yu-Xin; Guo, Qiang; Liu, Jian-Guo

2017-01-01

Accurately describing the knowledge dissemination process is significant to enhance the performance of personalized education. In this study, considering the effect of periodic teaching activities on the learning process, we propose a periodic impulsive knowledge dissemination system to regenerate the knowledge dissemination process. Meanwhile, we put forward learning effectiveness which is an outcome of a trade-off between the benefits and costs raised by knowledge dissemination as objective function. Further, we investigate the optimal teaching strategy which can maximize learning effectiveness, to obtain the optimal effect of knowledge dissemination affected by the teaching activities. We solve this dynamic optimization problem by optimal control theory and get the optimization system. At last we numerically solve this system in several practical examples to make the conclusions intuitive and specific. The optimal teaching strategy proposed in this paper can be applied widely in the optimization problem of personal education and beneficial for enhancing the effect of knowledge dissemination.

Optimal teaching strategy in periodic impulsive knowledge dissemination system

PubMed Central

Liu, Dan-Qing; Wu, Zhen-Qiang; Wang, Yu-Xin; Guo, Qiang

2017-01-01

Accurately describing the knowledge dissemination process is significant to enhance the performance of personalized education. In this study, considering the effect of periodic teaching activities on the learning process, we propose a periodic impulsive knowledge dissemination system to regenerate the knowledge dissemination process. Meanwhile, we put forward learning effectiveness which is an outcome of a trade-off between the benefits and costs raised by knowledge dissemination as objective function. Further, we investigate the optimal teaching strategy which can maximize learning effectiveness, to obtain the optimal effect of knowledge dissemination affected by the teaching activities. We solve this dynamic optimization problem by optimal control theory and get the optimization system. At last we numerically solve this system in several practical examples to make the conclusions intuitive and specific. The optimal teaching strategy proposed in this paper can be applied widely in the optimization problem of personal education and beneficial for enhancing the effect of knowledge dissemination. PMID:28665961

Collective intelligence for control of distributed dynamical systems

NASA Astrophysics Data System (ADS)

Wolpert, D. H.; Wheeler, K. R.; Tumer, K.

2000-03-01

We consider the El Farol bar problem, also known as the minority game (W. B. Arthur, The American Economic Review, 84 (1994) 406; D. Challet and Y. C. Zhang, Physica A, 256 (1998) 514). We view it as an instance of the general problem of how to configure the nodal elements of a distributed dynamical system so that they do not "work at cross purposes", in that their collective dynamics avoids frustration and thereby achieves a provided global goal. We summarize a mathematical theory for such configuration applicable when (as in the bar problem) the global goal can be expressed as minimizing a global energy function and the nodes can be expressed as minimizers of local free energy functions. We show that a system designed with that theory performs nearly optimally for the bar problem.

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.

A multi-resolution approach for optimal mass transport

NASA Astrophysics Data System (ADS)

Dominitz, Ayelet; Angenent, Sigurd; Tannenbaum, Allen

2007-09-01

Optimal mass transport is an important technique with numerous applications in econometrics, fluid dynamics, automatic control, statistical physics, shape optimization, expert systems, and meteorology. Motivated by certain problems in image registration and medical image visualization, in this note, we describe a simple gradient descent methodology for computing the optimal L2 transport mapping which may be easily implemented using a multiresolution scheme. We also indicate how the optimal transport map may be computed on the sphere. A numerical example is presented illustrating our ideas.

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.

Research in Structures and Dynamics, 1984

NASA Technical Reports Server (NTRS)

Hayduk, R. J. (Compiler); Noor, A. K. (Compiler)

1984-01-01

A symposium on advanced and trends in structures and dynamics was held to communicate new insights into physical behavior and to identify trends in the solution procedures for structures and dynamics problems. Pertinent areas of concern were (1) multiprocessors, parallel computation, and database management systems, (2) advances in finite element technology, (3) interactive computing and optimization, (4) mechanics of materials, (5) structural stability, (6) dynamic response of structures, and (7) advanced computer applications.

Dynamic ADMM for Real-Time Optimal Power Flow

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

Dall-Anese, Emiliano; Zhang, Yijian; Hong, Mingyi

This paper considers distribution networks featuring distributed energy resources (DERs), and develops a dynamic optimization method to maximize given operational objectives in real time while adhering to relevant network constraints. The design of the dynamic algorithm is based on suitable linearization of the AC power flow equations, and it leverages the so-called alternating direction method of multipliers (ADMM). The steps of the ADMM, however, are suitably modified to accommodate appropriate measurements from the distribution network and the DERs. With the aid of these measurements, the resultant algorithm can enforce given operational constraints in spite of inaccuracies in the representation ofmore » the AC power flows, and it avoids ubiquitous metering to gather the state of noncontrollable resources. Optimality and convergence of the proposed algorithm are established in terms of tracking of the solution of a convex surrogate of the AC optimal power flow problem.« less

Dynamic ADMM for Real-Time Optimal Power Flow: Preprint

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

Dall-Anese, Emiliano; Zhang, Yijian; Hong, Mingyi

This paper considers distribution networks featuring distributed energy resources (DERs), and develops a dynamic optimization method to maximize given operational objectives in real time while adhering to relevant network constraints. The design of the dynamic algorithm is based on suitable linearizations of the AC power flow equations, and it leverages the so-called alternating direction method of multipliers (ADMM). The steps of the ADMM, however, are suitably modified to accommodate appropriate measurements from the distribution network and the DERs. With the aid of these measurements, the resultant algorithm can enforce given operational constraints in spite of inaccuracies in the representation ofmore » the AC power flows, and it avoids ubiquitous metering to gather the state of non-controllable resources. Optimality and convergence of the propose algorithm are established in terms of tracking of the solution of a convex surrogate of the AC optimal power flow problem.« less

Performance tradeoffs in static and dynamic load balancing strategies

NASA Technical Reports Server (NTRS)

Iqbal, M. A.; Saltz, J. H.; Bokhart, S. H.

1986-01-01

The problem of uniformly distributing the load of a parallel program over a multiprocessor system was considered. A program was analyzed whose structure permits the computation of the optimal static solution. Then four strategies for load balancing were described and their performance compared. The strategies are: (1) the optimal static assignment algorithm which is guaranteed to yield the best static solution, (2) the static binary dissection method which is very fast but sub-optimal, (3) the greedy algorithm, a static fully polynomial time approximation scheme, which estimates the optimal solution to arbitrary accuracy, and (4) the predictive dynamic load balancing heuristic which uses information on the precedence relationships within the program and outperforms any of the static methods. It is also shown that the overhead incurred by the dynamic heuristic is reduced considerably if it is started off with a static assignment provided by either of the other three strategies.

A Sarsa(λ)-based control model for real-time traffic light coordination.

PubMed

Zhou, Xiaoke; Zhu, Fei; Liu, Quan; Fu, Yuchen; Huang, Wei

2014-01-01

Traffic problems often occur due to the traffic demands by the outnumbered vehicles on road. Maximizing traffic flow and minimizing the average waiting time are the goals of intelligent traffic control. Each junction wants to get larger traffic flow. During the course, junctions form a policy of coordination as well as constraints for adjacent junctions to maximize their own interests. A good traffic signal timing policy is helpful to solve the problem. However, as there are so many factors that can affect the traffic control model, it is difficult to find the optimal solution. The disability of traffic light controllers to learn from past experiences caused them to be unable to adaptively fit dynamic changes of traffic flow. Considering dynamic characteristics of the actual traffic environment, reinforcement learning algorithm based traffic control approach can be applied to get optimal scheduling policy. The proposed Sarsa(λ)-based real-time traffic control optimization model can maintain the traffic signal timing policy more effectively. The Sarsa(λ)-based model gains traffic cost of the vehicle, which considers delay time, the number of waiting vehicles, and the integrated saturation from its experiences to learn and determine the optimal actions. The experiment results show an inspiring improvement in traffic control, indicating the proposed model is capable of facilitating real-time dynamic traffic control.

Linearization methods for optimizing the low thrust spacecraft trajectory: Theoretical aspects

NASA Astrophysics Data System (ADS)

Kazmerchuk, P. V.

2016-12-01

The theoretical aspects of the modified linearization method, which makes it possible to solve a wide class of nonlinear problems on optimizing low-thrust spacecraft trajectories (V. V. Efanov et al., 2009; V. V. Khartov et al., 2010) are examined. The main modifications of the linearization method are connected with its refinement for optimizing the main dynamic systems and design parameters of the spacecraft.

Particle swarm optimization of ascent trajectories of multistage launch vehicles

NASA Astrophysics Data System (ADS)

Pontani, Mauro

2014-02-01

Multistage launch vehicles are commonly employed to place spacecraft and satellites in their operational orbits. If the rocket characteristics are specified, the optimization of its ascending trajectory consists of determining the optimal control law that leads to maximizing the final mass at orbit injection. The numerical solution of a similar problem is not trivial and has been pursued with different methods, for decades. This paper is concerned with an original approach based on the joint use of swarming theory and the necessary conditions for optimality. The particle swarm optimization technique represents a heuristic population-based optimization method inspired by the natural motion of bird flocks. Each individual (or particle) that composes the swarm corresponds to a solution of the problem and is associated with a position and a velocity vector. The formula for velocity updating is the core of the method and is composed of three terms with stochastic weights. As a result, the population migrates toward different regions of the search space taking advantage of the mechanism of information sharing that affects the overall swarm dynamics. At the end of the process the best particle is selected and corresponds to the optimal solution to the problem of interest. In this work the three-dimensional trajectory of the multistage rocket is assumed to be composed of four arcs: (i) first stage propulsion, (ii) second stage propulsion, (iii) coast arc (after release of the second stage), and (iv) third stage propulsion. The Euler-Lagrange equations and the Pontryagin minimum principle, in conjunction with the Weierstrass-Erdmann corner conditions, are employed to express the thrust angles as functions of the adjoint variables conjugate to the dynamics equations. The use of these analytical conditions coming from the calculus of variations leads to obtaining the overall rocket dynamics as a function of seven parameters only, namely the unknown values of the initial state and costate components, the coast duration, and the upper stage thrust duration. In addition, a simple approach is introduced and successfully applied with the purpose of satisfying exactly the path constraint related to the maximum dynamical pressure in the atmospheric phase. The basic version of the swarming technique, which is used in this research, is extremely simple and easy to program. Nevertheless, the algorithm proves to be capable of yielding the optimal rocket trajectory with a very satisfactory numerical accuracy.

Singular perturbation analysis of AOTV-related trajectory optimization problems

NASA Technical Reports Server (NTRS)

Calise, Anthony J.; Bae, Gyoung H.

1990-01-01

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

Optimizing model: insemination, replacement, seasonal production, and cash flow.

PubMed

DeLorenzo, M A; Spreen, T H; Bryan, G R; Beede, D K; Van Arendonk, J A

1992-03-01

Dynamic programming to solve the Markov decision process problem of optimal insemination and replacement decisions was adapted to address large dairy herd management decision problems in the US. Expected net present values of cow states (151,200) were used to determine the optimal policy. States were specified by class of parity (n = 12), production level (n = 15), month of calving (n = 12), month of lactation (n = 16), and days open (n = 7). Methodology optimized decisions based on net present value of an individual cow and all replacements over a 20-yr decision horizon. Length of decision horizon was chosen to ensure that optimal policies were determined for an infinite planning horizon. Optimization took 286 s of central processing unit time. The final probability transition matrix was determined, in part, by the optimal policy. It was estimated iteratively to determine post-optimization steady state herd structure, milk production, replacement, feed inputs and costs, and resulting cash flow on a calendar month and annual basis if optimal policies were implemented. Implementation of the model included seasonal effects on lactation curve shapes, estrus detection rates, pregnancy rates, milk prices, replacement costs, cull prices, and genetic progress. Other inputs included calf values, values of dietary TDN and CP per kilogram, and discount rate. Stochastic elements included conception (and, thus, subsequent freshening), cow milk production level within herd, and survival. Validation of optimized solutions was by separate simulation model, which implemented policies on a simulated herd and also described herd dynamics during transition to optimized structure.

A dynamic multiarmed bandit-gene expression programming hyper-heuristic for combinatorial optimization problems.

PubMed

Sabar, Nasser R; Ayob, Masri; Kendall, Graham; Qu, Rong

2015-02-01

Hyper-heuristics are search methodologies that aim to provide high-quality solutions across a wide variety of problem domains, rather than developing tailor-made methodologies for each problem instance/domain. A traditional hyper-heuristic framework has two levels, namely, the high level strategy (heuristic selection mechanism and the acceptance criterion) and low level heuristics (a set of problem specific heuristics). Due to the different landscape structures of different problem instances, the high level strategy plays an important role in the design of a hyper-heuristic framework. In this paper, we propose a new high level strategy for a hyper-heuristic framework. The proposed high-level strategy utilizes a dynamic multiarmed bandit-extreme value-based reward as an online heuristic selection mechanism to select the appropriate heuristic to be applied at each iteration. In addition, we propose a gene expression programming framework to automatically generate the acceptance criterion for each problem instance, instead of using human-designed criteria. Two well-known, and very different, combinatorial optimization problems, one static (exam timetabling) and one dynamic (dynamic vehicle routing) are used to demonstrate the generality of the proposed framework. Compared with state-of-the-art hyper-heuristics and other bespoke methods, empirical results demonstrate that the proposed framework is able to generalize well across both domains. We obtain competitive, if not better results, when compared to the best known results obtained from other methods that have been presented in the scientific literature. We also compare our approach against the recently released hyper-heuristic competition test suite. We again demonstrate the generality of our approach when we compare against other methods that have utilized the same six benchmark datasets from this test suite.

Minimal Time Problem with Impulsive Controls

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

Kunisch, Karl, E-mail: karl.kunisch@uni-graz.at; Rao, Zhiping, E-mail: zhiping.rao@ricam.oeaw.ac.at

Time optimal control problems for systems with impulsive controls are investigated. Sufficient conditions for the existence of time optimal controls are given. A dynamical programming principle is derived and Lipschitz continuity of an appropriately defined value functional is established. The value functional satisfies a Hamilton–Jacobi–Bellman equation in the viscosity sense. A numerical example for a rider-swing system is presented and it is shown that the reachable set is enlargered by allowing for impulsive controls, when compared to nonimpulsive controls.

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

NASA Technical Reports Server (NTRS)

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

1987-01-01

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

Optimal control of lift/drag ratios on a rotating cylinder

NASA Technical Reports Server (NTRS)

Ou, Yuh-Roung; Burns, John A.

1992-01-01

We present the numerical solution to a problem of maximizing the lift to drag ratio by rotating a circular cylinder in a two-dimensional viscous incompressible flow. This problem is viewed as a test case for the newly developing theoretical and computational methods for control of fluid dynamic systems. We show that the time averaged lift to drag ratio for a fixed finite-time interval achieves its maximum value at an optimal rotation rate that depends on the time interval.

An optimization-based approach for facility energy management with uncertainties, and, Power portfolio optimization in deregulated electricity markets with risk management

NASA Astrophysics Data System (ADS)

Xu, Jun

Topic 1. An Optimization-Based Approach for Facility Energy Management with Uncertainties. Effective energy management for facilities is becoming increasingly important in view of the rising energy costs, the government mandate on the reduction of energy consumption, and the human comfort requirements. This part of dissertation presents a daily energy management formulation and the corresponding solution methodology for HVAC systems. The problem is to minimize the energy and demand costs through the control of HVAC units while satisfying human comfort, system dynamics, load limit constraints, and other requirements. The problem is difficult in view of the fact that the system is nonlinear, time-varying, building-dependent, and uncertain; and that the direct control of a large number of HVAC components is difficult. In this work, HVAC setpoints are the control variables developed on top of a Direct Digital Control (DDC) system. A method that combines Lagrangian relaxation, neural networks, stochastic dynamic programming, and heuristics is developed to predict the system dynamics and uncontrollable load, and to optimize the setpoints. Numerical testing and prototype implementation results show that our method can effectively reduce total costs, manage uncertainties, and shed the load, is computationally efficient. Furthermore, it is significantly better than existing methods. Topic 2. Power Portfolio Optimization in Deregulated Electricity Markets with Risk Management. In a deregulated electric power system, multiple markets of different time scales exist with various power supply instruments. A load serving entity (LSE) has multiple choices from these instruments to meet its load obligations. In view of the large amount of power involved, the complex market structure, risks in such volatile markets, stringent constraints to be satisfied, and the long time horizon, a power portfolio optimization problem is of critical importance but difficulty for an LSE to serve the load, maximize its profit, and manage risks. In this topic, a mid-term power portfolio optimization problem with risk management is presented. Key instruments are considered, risk terms based on semi-variances of spot market transactions are introduced, and penalties on load obligation violations are added to the objective function to improve algorithm convergence and constraint satisfaction. To overcome the inseparability of the resulting problem, a surrogate optimization framework is developed enabling a decomposition and coordination approach. Numerical testing results show that our method effectively provides decisions for various instruments to maximize profit, manage risks, and is computationally efficient.

Online gaming for learning optimal team strategies in real time

NASA Astrophysics Data System (ADS)

Hudas, Gregory; Lewis, F. L.; Vamvoudakis, K. G.

2010-04-01

This paper first presents an overall view for dynamical decision-making in teams, both cooperative and competitive. Strategies for team decision problems, including optimal control, zero-sum 2-player games (H-infinity control) and so on are normally solved for off-line by solving associated matrix equations such as the Riccati equation. However, using that approach, players cannot change their objectives online in real time without calling for a completely new off-line solution for the new strategies. Therefore, in this paper we give a method for learning optimal team strategies online in real time as team dynamical play unfolds. In the linear quadratic regulator case, for instance, the method learns the Riccati equation solution online without ever solving the Riccati equation. This allows for truly dynamical team decisions where objective functions can change in real time and the system dynamics can be time-varying.

Boundary elements; Proceedings of the Fifth International Conference, Hiroshima, Japan, November 8-11, 1983

NASA Astrophysics Data System (ADS)

Brebbia, C. A.; Futagami, T.; Tanaka, M.

The boundary-element method (BEM) in computational fluid and solid mechanics is examined in reviews and reports of theoretical studies and practical applications. Topics presented include the fundamental mathematical principles of BEMs, potential problems, EM-field problems, heat transfer, potential-wave problems, fluid flow, elasticity problems, fracture mechanics, plates and shells, inelastic problems, geomechanics, dynamics, industrial applications of BEMs, optimization methods based on the BEM, numerical techniques, and coupling.

Backward bifurcation and optimal control of Plasmodium Knowlesi malaria

NASA Astrophysics Data System (ADS)

Abdullahi, Mohammed Baba; Hasan, Yahya Abu; Abdullah, Farah Aini

2014-07-01

A deterministic model for the transmission dynamics of Plasmodium Knowlesi malaria with direct transmission is developed. The model is analyzed using dynamical system techniques and it shows that the backward bifurcation occurs for some range of parameters. The model is extended to assess the impact of time dependent preventive (biological and chemical control) against the mosquitoes and vaccination for susceptible humans, while treatment for infected humans. The existence of optimal control is established analytically by the use of optimal control theory. Numerical simulations of the problem, suggest that applying the four control measure can effectively reduce if not eliminate the spread of Plasmodium Knowlesi in a community.

Human motion planning based on recursive dynamics and optimal control techniques

NASA Technical Reports Server (NTRS)

Lo, Janzen; Huang, Gang; Metaxas, Dimitris

2002-01-01

This paper presents an efficient optimal control and recursive dynamics-based computer animation system for simulating and controlling the motion of articulated figures. A quasi-Newton nonlinear programming technique (super-linear convergence) is implemented to solve minimum torque-based human motion-planning problems. The explicit analytical gradients needed in the dynamics are derived using a matrix exponential formulation and Lie algebra. Cubic spline functions are used to make the search space for an optimal solution finite. Based on our formulations, our method is well conditioned and robust, in addition to being computationally efficient. To better illustrate the efficiency of our method, we present results of natural looking and physically correct human motions for a variety of human motion tasks involving open and closed loop kinematic chains.

ON THE PROBLEM OF CORRECTING TWISTED TURBINE BLADES,

DTIC Science & Technology

TURBINE BLADES , DESIGN), GAS TURBINES , STEAM TURBINES , BLADE AIRFOILS , ASPECT RATIO, FLUID DYNAMICS, SECONDARY FLOW, ANGLE OF ATTACK, INLET GUIDE VANES , CORRECTIONS, PERFORMANCE( ENGINEERING ), OPTIMIZATION, USSR

Optimal aeroassisted coplanar orbital transfer using an energy model

NASA Technical Reports Server (NTRS)

Halyo, Nesim; Taylor, Deborah B.

1989-01-01

The atmospheric portion of the trajectories for the aeroassisted coplanar orbit transfer was investigated. The equations of motion for the problem are expressed using reduced order model and total vehicle energy, kinetic plus potential, as the independent variable rather than time. The order reduction is achieved analytically without an approximation of the vehicle dynamics. In this model, the problem of coplanar orbit transfer is seen as one in which a given amount of energy must be transferred from the vehicle to the atmosphere during the trajectory without overheating the vehicle. An optimal control problem is posed where a linear combination of the integrated square of the heating rate and the vehicle drag is the cost function to be minimized. The necessary conditions for optimality are obtained. These result in a 4th order two-point-boundary-value problem. A parametric study of the optimal guidance trajectory in which the proportion of the heating rate term versus the drag varies is made. Simulations of the guidance trajectories are presented.

On the theory of singular optimal controls in dynamic systems with control delay

NASA Astrophysics Data System (ADS)

Mardanov, M. J.; Melikov, T. K.

2017-05-01

An optimal control problem with a control delay is considered, and a more broad class of singular (in classical sense) controls is investigated. Various sequences of necessary conditions for the optimality of singular controls in recurrent form are obtained. These optimality conditions include analogues of the Kelley, Kopp-Moyer, R. Gabasov, and equality-type conditions. In the proof of the main results, the variation of the control is defined using Legendre polynomials.

Effects of Dynamically Weighting Autonomous Rules in an Unmanned Aircraft System (UAS) Flocking Model

DTIC Science & Technology

2014-09-18

methods of flight plan optimization, and yielded such techniques as: parallel A* (Gudaitis, 1994), Multi-Objective Traveling Salesman algorithms...1 Problem Statement...currently their utilization comes with a price: Problem Statement “Today’s unmanned systems require significant human interaction to operate. As

Exploration of the Maximum Entropy/Optimal Projection Approach to Control Design Synthesis for Large Space Structures.

DTIC Science & Technology

1985-02-01

Energy Analysis , a branch of dynamic modal analysis developed for analyzing acoustic vibration problems, its present stage of development embodies a...Maximum Entropy Stochastic Modelling and Reduced-Order Design Synthesis is a rigorous new approach to this class of problems. Inspired by Statistical

Linking search space structure, run-time dynamics, and problem difficulty : a step toward demystifying tabu search.

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

Whitley, L. Darrell; Howe, Adele E.; Watson, Jean-Paul

2004-09-01

Tabu search is one of the most effective heuristics for locating high-quality solutions to a diverse array of NP-hard combinatorial optimization problems. Despite the widespread success of tabu search, researchers have a poor understanding of many key theoretical aspects of this algorithm, including models of the high-level run-time dynamics and identification of those search space features that influence problem difficulty. We consider these questions in the context of the job-shop scheduling problem (JSP), a domain where tabu search algorithms have been shown to be remarkably effective. Previously, we demonstrated that the mean distance between random local optima and the nearestmore » optimal solution is highly correlated with problem difficulty for a well-known tabu search algorithm for the JSP introduced by Taillard. In this paper, we discuss various shortcomings of this measure and develop a new model of problem difficulty that corrects these deficiencies. We show that Taillard's algorithm can be modeled with high fidelity as a simple variant of a straightforward random walk. The random walk model accounts for nearly all of the variability in the cost required to locate both optimal and sub-optimal solutions to random JSPs, and provides an explanation for differences in the difficulty of random versus structured JSPs. Finally, we discuss and empirically substantiate two novel predictions regarding tabu search algorithm behavior. First, the method for constructing the initial solution is highly unlikely to impact the performance of tabu search. Second, tabu tenure should be selected to be as small as possible while simultaneously avoiding search stagnation; values larger than necessary lead to significant degradations in performance.« less

The application of dynamic programming in production planning

NASA Astrophysics Data System (ADS)

Wu, Run

2017-05-01

Nowadays, with the popularity of the computers, various industries and fields are widely applying computer information technology, which brings about huge demand for a variety of application software. In order to develop software meeting various needs with most economical cost and best quality, programmers must design efficient algorithms. A superior algorithm can not only soul up one thing, but also maximize the benefits and generate the smallest overhead. As one of the common algorithms, dynamic programming algorithms are used to solving problems with some sort of optimal properties. When solving problems with a large amount of sub-problems that needs repetitive calculations, the ordinary sub-recursive method requires to consume exponential time, and dynamic programming algorithm can reduce the time complexity of the algorithm to the polynomial level, according to which we can conclude that dynamic programming algorithm is a very efficient compared to other algorithms reducing the computational complexity and enriching the computational results. In this paper, we expound the concept, basic elements, properties, core, solving steps and difficulties of the dynamic programming algorithm besides, establish the dynamic programming model of the production planning problem.

Fuel optimization for low-thrust Earth-Moon transfer via indirect optimal control

NASA Astrophysics Data System (ADS)

Pérez-Palau, Daniel; Epenoy, Richard

2018-02-01

The problem of designing low-energy transfers between the Earth and the Moon has attracted recently a major interest from the scientific community. In this paper, an indirect optimal control approach is used to determine minimum-fuel low-thrust transfers between a low Earth orbit and a Lunar orbit in the Sun-Earth-Moon Bicircular Restricted Four-Body Problem. First, the optimal control problem is formulated and its necessary optimality conditions are derived from Pontryagin's Maximum Principle. Then, two different solution methods are proposed to overcome the numerical difficulties arising from the huge sensitivity of the problem's state and costate equations. The first one consists in the use of continuation techniques. The second one is based on a massive exploration of the set of unknown variables appearing in the optimality conditions. The dimension of the search space is reduced by considering adapted variables leading to a reduction of the computational time. The trajectories found are classified in several families according to their shape, transfer duration and fuel expenditure. Finally, an analysis based on the dynamical structure provided by the invariant manifolds of the two underlying Circular Restricted Three-Body Problems, Earth-Moon and Sun-Earth is presented leading to a physical interpretation of the different families of trajectories.

On Revenue-Optimal Dynamic Auctions for Bidders with Interdependent Values

NASA Astrophysics Data System (ADS)

Constantin, Florin; Parkes, David C.

In a dynamic market, being able to update one's value based on information available to other bidders currently in the market can be critical to having profitable transactions. This is nicely captured by the model of interdependent values (IDV): a bidder's value can explicitly depend on the private information of other bidders. In this paper we present preliminary results about the revenue properties of dynamic auctions for IDV bidders. We adopt a computational approach to design single-item revenue-optimal dynamic auctions with known arrivals and departures but (private) signals that arrive online. In leveraging a characterization of truthful auctions, we present a mixed-integer programming formulation of the design problem. Although a discretization is imposed on bidder signals the solution is a mechanism applicable to continuous signals. The formulation size grows exponentially in the dependence of bidders' values on other bidders' signals. We highlight general properties of revenue-optimal dynamic auctions in a simple parametrized example and study the sensitivity of prices and revenue to model parameters.

PDEMOD: Software for control/structures optimization

NASA Technical Reports Server (NTRS)

Taylor, Lawrence W., Jr.; Zimmerman, David

1991-01-01

Because of the possibility of adverse interaction between the control system and the structural dynamics of large, flexible spacecraft, great care must be taken to ensure stability and system performance. Because of the high cost of insertion of mass into low earth orbit, it is prudent to optimize the roles of structure and control systems simultaneously. Because of the difficulty and the computational burden in modeling and analyzing the control structure system dynamics, the total problem is often split and treated iteratively. It would aid design if the control structure system dynamics could be represented in a single system of equations. With the use of the software PDEMOD (Partial Differential Equation Model), it is now possible to optimize structure and control systems simultaneously. The distributed parameter modeling approach enables embedding the control system dynamics into the same equations for the structural dynamics model. By doing this, the current difficulties involved in model order reduction are avoided. The NASA Mini-MAST truss is used an an example for studying integrated control structure design.

Combining local search with co-evolution in a remarkably simple way

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

Boettcher, S.; Percus, A.

2000-05-01

The authors explore a new general-purpose heuristic for finding high-quality solutions to hard optimization problem. The method, called extremal optimization, is inspired by self-organized criticality, a concept introduced to describe emergent complexity in physical systems. In contrast to genetic algorithms, which operate on an entire gene-pool of possible solutions, extremal optimization successively replaces extremely undesirable elements of a single sub-optimal solution with new, random ones. Large fluctuations, or avalanches, ensue that efficiently explore many local optima. Drawing upon models used to simulate far-from-equilibrium dynamics, extremal optimization complements heuristics inspired by equilibrium statistical physics, such as simulated annealing. With only onemore » adjustable parameter, its performance has proved competitive with more elaborate methods, especially near phase transitions. Phase transitions are found in many combinatorial optimization problems, and have been conjectured to occur in the region of parameter space containing the hardest instances. We demonstrate how extremal optimization can be implemented for a variety of hard optimization problems. We believe that this will be a useful tool in the investigation of phase transitions in combinatorial optimization, thereby helping to elucidate the origin of computational complexity.« less

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.

Capacity improvement using simulation optimization approaches: A case study in the thermotechnology industry

NASA Astrophysics Data System (ADS)

Yelkenci Köse, Simge; Demir, Leyla; Tunalı, Semra; Türsel Eliiyi, Deniz

2015-02-01

In manufacturing systems, optimal buffer allocation has a considerable impact on capacity improvement. This study presents a simulation optimization procedure to solve the buffer allocation problem in a heat exchanger production plant so as to improve the capacity of the system. For optimization, three metaheuristic-based search algorithms, i.e. a binary-genetic algorithm (B-GA), a binary-simulated annealing algorithm (B-SA) and a binary-tabu search algorithm (B-TS), are proposed. These algorithms are integrated with the simulation model of the production line. The simulation model, which captures the stochastic and dynamic nature of the production line, is used as an evaluation function for the proposed metaheuristics. The experimental study with benchmark problem instances from the literature and the real-life problem show that the proposed B-TS algorithm outperforms B-GA and B-SA in terms of solution quality.

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.

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.

Explore or Exploit? A Generic Model and an Exactly Solvable Case

NASA Astrophysics Data System (ADS)

Gueudré, Thomas; Dobrinevski, Alexander; Bouchaud, Jean-Philippe

2014-02-01

Finding a good compromise between the exploitation of known resources and the exploration of unknown, but potentially more profitable choices, is a general problem, which arises in many different scientific disciplines. We propose a stylized model for these exploration-exploitation situations, including population or economic growth, portfolio optimization, evolutionary dynamics, or the problem of optimal pinning of vortices or dislocations in disordered materials. We find the exact growth rate of this model for treelike geometries and prove the existence of an optimal migration rate in this case. Numerical simulations in the one-dimensional case confirm the generic existence of an optimum.

Near-optimal, asymptotic tracking in control problems involving state-variable inequality constraints

NASA Technical Reports Server (NTRS)

Markopoulos, N.; Calise, A. J.

1993-01-01

The class of all piecewise time-continuous controllers tracking a given hypersurface in the state space of a dynamical system can be split by the present transformation technique into two disjoint classes; while the first of these contains all controllers which track the hypersurface in finite time, the second contains all controllers that track the hypersurface asymptotically. On this basis, a reformulation is presented for optimal control problems involving state-variable inequality constraints. If the state constraint is regarded as 'soft', there may exist controllers which are asymptotic, two-sided, and able to yield the optimal value of the performance index.

Explore or exploit? A generic model and an exactly solvable case.

PubMed

Gueudré, Thomas; Dobrinevski, Alexander; Bouchaud, Jean-Philippe

2014-02-07

Finding a good compromise between the exploitation of known resources and the exploration of unknown, but potentially more profitable choices, is a general problem, which arises in many different scientific disciplines. We propose a stylized model for these exploration-exploitation situations, including population or economic growth, portfolio optimization, evolutionary dynamics, or the problem of optimal pinning of vortices or dislocations in disordered materials. We find the exact growth rate of this model for treelike geometries and prove the existence of an optimal migration rate in this case. Numerical simulations in the one-dimensional case confirm the generic existence of an optimum.

Amoeba-inspired nanoarchitectonic computing: solving intractable computational problems using nanoscale photoexcitation transfer dynamics.

PubMed

Aono, Masashi; Naruse, Makoto; Kim, Song-Ju; Wakabayashi, Masamitsu; Hori, Hirokazu; Ohtsu, Motoichi; Hara, Masahiko

2013-06-18

Biologically inspired computing devices and architectures are expected to overcome the limitations of conventional technologies in terms of solving computationally demanding problems, adapting to complex environments, reducing energy consumption, and so on. We previously demonstrated that a primitive single-celled amoeba (a plasmodial slime mold), which exhibits complex spatiotemporal oscillatory dynamics and sophisticated computing capabilities, can be used to search for a solution to a very hard combinatorial optimization problem. We successfully extracted the essential spatiotemporal dynamics by which the amoeba solves the problem. This amoeba-inspired computing paradigm can be implemented by various physical systems that exhibit suitable spatiotemporal dynamics resembling the amoeba's problem-solving process. In this Article, we demonstrate that photoexcitation transfer phenomena in certain quantum nanostructures mediated by optical near-field interactions generate the amoebalike spatiotemporal dynamics and can be used to solve the satisfiability problem (SAT), which is the problem of judging whether a given logical proposition (a Boolean formula) is self-consistent. SAT is related to diverse application problems in artificial intelligence, information security, and bioinformatics and is a crucially important nondeterministic polynomial time (NP)-complete problem, which is believed to become intractable for conventional digital computers when the problem size increases. We show that our amoeba-inspired computing paradigm dramatically outperforms a conventional stochastic search method. These results indicate the potential for developing highly versatile nanoarchitectonic computers that realize powerful solution searching with low energy consumption.

Spatial and temporal optimization in habitat placement for a threatened plant: the case of the western prairie fringed orchid

Treesearch

John Hof; Carolyn Hull Sieg; Michael Bevers

1999-01-01

This paper investigates an optimization approach to determining the placement and timing of habitat protection for the western prairie fringed orchid. This plant’s population dynamics are complex, creating a challenging optimization problem. The sensitivity of the orchid to random climate conditions is handled probabilistically. The plant’s seed, protocorm and above-...

Model-Based Optimal Experimental Design for Complex Physical Systems

DTIC Science & Technology

2015-12-03

for public release. magnitude reduction in estimator error required to make solving the exact optimal design problem tractable. Instead of using a naive...for designing a sequence of experiments uses suboptimal approaches: batch design that has no feedback, or greedy ( myopic ) design that optimally...approved for public release. Equation 1 is difficult to solve directly, but can be expressed in an equivalent form using the principle of dynamic programming

Maximum Entropy/Optimal Projection (MEOP) control design synthesis: Optimal quantification of the major design tradeoffs

NASA Technical Reports Server (NTRS)

Hyland, D. C.; Bernstein, D. S.

1987-01-01

The underlying philosophy and motivation of the optimal projection/maximum entropy (OP/ME) stochastic modeling and reduced control design methodology for high order systems with parameter uncertainties are discussed. The OP/ME design equations for reduced-order dynamic compensation including the effect of parameter uncertainties are reviewed. The application of the methodology to several Large Space Structures (LSS) problems of representative complexity is illustrated.

Mixed Integer Programming and Heuristic Scheduling for Space Communication Networks

NASA Technical Reports Server (NTRS)

Cheung, Kar-Ming; Lee, Charles H.

2012-01-01

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

Fuzzy physical programming for Space Manoeuvre Vehicles trajectory optimization based on hp-adaptive pseudospectral method

NASA Astrophysics Data System (ADS)

Chai, Runqi; Savvaris, Al; Tsourdos, Antonios

2016-06-01

In this paper, a fuzzy physical programming (FPP) method has been introduced for solving multi-objective Space Manoeuvre Vehicles (SMV) skip trajectory optimization problem based on hp-adaptive pseudospectral methods. The dynamic model of SMV is elaborated and then, by employing hp-adaptive pseudospectral methods, the problem has been transformed to nonlinear programming (NLP) problem. According to the mission requirements, the solutions were calculated for each single-objective scenario. To get a compromised solution for each target, the fuzzy physical programming (FPP) model is proposed. The preference function is established with considering the fuzzy factor of the system such that a proper compromised trajectory can be acquired. In addition, the NSGA-II is tested to obtain the Pareto-optimal solution set and verify the Pareto optimality of the FPP solution. Simulation results indicate that the proposed method is effective and feasible in terms of dealing with the multi-objective skip trajectory optimization for the SMV.

Large scale nonlinear programming for the optimization of spacecraft trajectories

NASA Astrophysics Data System (ADS)

Arrieta-Camacho, Juan Jose

Despite the availability of high fidelity mathematical models, the computation of accurate optimal spacecraft trajectories has never been an easy task. While simplified models of spacecraft motion can provide useful estimates on energy requirements, sizing, and cost; the actual launch window and maneuver scheduling must rely on more accurate representations. We propose an alternative for the computation of optimal transfers that uses an accurate representation of the spacecraft dynamics. Like other methodologies for trajectory optimization, this alternative is able to consider all major disturbances. In contrast, it can handle explicitly equality and inequality constraints throughout the trajectory; it requires neither the derivation of costate equations nor the identification of the constrained arcs. The alternative consist of two steps: (1) discretizing the dynamic model using high-order collocation at Radau points, which displays numerical advantages, and (2) solution to the resulting Nonlinear Programming (NLP) problem using an interior point method, which does not suffer from the performance bottleneck associated with identifying the active set, as required by sequential quadratic programming methods; in this way the methodology exploits the availability of sound numerical methods, and next generation NLP solvers. In practice the methodology is versatile; it can be applied to a variety of aerospace problems like homing, guidance, and aircraft collision avoidance; the methodology is particularly well suited for low-thrust spacecraft trajectory optimization. Examples are presented which consider the optimization of a low-thrust orbit transfer subject to the main disturbances due to Earth's gravity field together with Lunar and Solar attraction. Other example considers the optimization of a multiple asteroid rendezvous problem. In both cases, the ability of our proposed methodology to consider non-standard objective functions and constraints is illustrated. Future research directions are identified, involving the automatic scheduling and optimization of trajectory correction maneuvers. The sensitivity information provided by the methodology is expected to be invaluable in such research pursuit. The collocation scheme and nonlinear programming algorithm presented in this work, complement other existing methodologies by providing reliable and efficient numerical methods able to handle large scale, nonlinear dynamic models.

Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

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

Bokanowski, Olivier, E-mail: boka@math.jussieu.fr; Picarelli, Athena, E-mail: athena.picarelli@inria.fr; Zidani, Hasnaa, E-mail: hasnaa.zidani@ensta.fr

2015-02-15

This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system ofmore » controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.« less

Controlling herding in minority game systems

NASA Astrophysics Data System (ADS)

Zhang, Ji-Qiang; Huang, Zi-Gang; Wu, Zhi-Xi; Su, Riqi; Lai, Ying-Cheng

2016-02-01

Resource allocation takes place in various types of real-world complex systems such as urban traffic, social services institutions, economical and ecosystems. Mathematically, the dynamical process of resource allocation can be modeled as minority games. Spontaneous evolution of the resource allocation dynamics, however, often leads to a harmful herding behavior accompanied by strong fluctuations in which a large majority of agents crowd temporarily for a few resources, leaving many others unused. Developing effective control methods to suppress and eliminate herding is an important but open problem. Here we develop a pinning control method, that the fluctuations of the system consist of intrinsic and systematic components allows us to design a control scheme with separated control variables. A striking finding is the universal existence of an optimal pinning fraction to minimize the variance of the system, regardless of the pinning patterns and the network topology. We carry out a generally applicable theory to explain the emergence of optimal pinning and to predict the dependence of the optimal pinning fraction on the network topology. Our work represents a general framework to deal with the broader problem of controlling collective dynamics in complex systems with potential applications in social, economical and political systems.

Development of Advanced Methods of Structural and Trajectory Analysis for Transport Aircraft

NASA Technical Reports Server (NTRS)

Ardema, Mark D.; Windhorst, Robert; Phillips, James

1998-01-01

This paper develops a near-optimal guidance law for generating minimum fuel, time, or cost fixed-range trajectories for supersonic transport aircraft. The approach uses a choice of new state variables along with singular perturbation techniques to time-scale decouple the dynamic equations into multiple equations of single order (second order for the fast dynamics). Application of the maximum principle to each of the decoupled equations, as opposed to application to the original coupled equations, avoids the two point boundary value problem and transforms the problem from one of a functional optimization to one of multiple function optimizations. It is shown that such an approach produces well known aircraft performance results such as minimizing the Brequet factor for minimum fuel consumption and the energy climb path. Furthermore, the new state variables produce a consistent calculation of flight path angle along the trajectory, eliminating one of the deficiencies in the traditional energy state approximation. In addition, jumps in the energy climb path are smoothed out by integration of the original dynamic equations at constant load factor. Numerical results performed for a supersonic transport design show that a pushover dive followed by a pullout at nominal load factors are sufficient maneuvers to smooth the jump.

A real-time guidance algorithm for aerospace plane optimal ascent to low earth orbit

NASA Technical Reports Server (NTRS)

Calise, A. J.; Flandro, G. A.; Corban, J. E.

1989-01-01

Problems of onboard trajectory optimization and synthesis of suitable guidance laws for ascent to low Earth orbit of an air-breathing, single-stage-to-orbit vehicle are addressed. A multimode propulsion system is assumed which incorporates turbojet, ramjet, Scramjet, and rocket engines. An algorithm for generating fuel-optimal climb profiles is presented. This algorithm results from the application of the minimum principle to a low-order dynamic model that includes angle-of-attack effects and the normal component of thrust. Maximum dynamic pressure and maximum aerodynamic heating rate constraints are considered. Switching conditions are derived which, under appropriate assumptions, govern optimal transition from one propulsion mode to another. A nonlinear transformation technique is employed to derived a feedback controller for tracking the computed trajectory. Numerical results illustrate the nature of the resulting fuel-optimal climb paths.

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.

Optimal orbit transfer suitable for large flexible structures

NASA Technical Reports Server (NTRS)

Chatterjee, Alok K.

1989-01-01

The problem of continuous low-thrust planar orbit transfer of large flexible structures is formulated as an optimal control problem with terminal state constraints. The dynamics of the spacecraft motion are treated as a point-mass central force field problem; the thrust-acceleration magnitude is treated as an additional state variable; and the rate of change of thrust-acceleration is treated as a control variable. To ensure smooth transfer, essential for flexible structures, an additional quadratic term is appended to the time cost functional. This term penalizes any abrupt change in acceleration. Numerical results are presented for the special case of a planar transfer.

Structural topology optimization with fuzzy constraint

NASA Astrophysics Data System (ADS)

Rosko, Peter

2011-12-01

The paper deals with the structural topology optimization with fuzzy constraint. The optimal topology of structure is defined as a material distribution problem. The objective is the weight of the structure. The multifrequency dynamic loading is considered. The optimal topology design of the structure has to eliminate the danger of the resonance vibration. The uncertainty of the loading is defined with help of fuzzy loading. Special fuzzy constraint is created from exciting frequencies. Presented study is applicable in engineering and civil engineering. Example demonstrates the presented theory.

Full glowworm swarm optimization algorithm for whole-set orders scheduling in single machine.

PubMed

Yu, Zhang; Yang, Xiaomei

2013-01-01

By analyzing the characteristics of whole-set orders problem and combining the theory of glowworm swarm optimization, a new glowworm swarm optimization algorithm for scheduling is proposed. A new hybrid-encoding schema combining with two-dimensional encoding and random-key encoding is given. In order to enhance the capability of optimal searching and speed up the convergence rate, the dynamical changed step strategy is integrated into this algorithm. Furthermore, experimental results prove its feasibility and efficiency.

Risk assessment and adaptive runoff utilization in water resource system considering the complex relationship among water supply, electricity generation and environment

NASA Astrophysics Data System (ADS)

Zhou, J.; Zeng, X.; Mo, L.; Chen, L.; Jiang, Z.; Feng, Z.; Yuan, L.; He, Z.

2017-12-01

Generally, the adaptive utilization and regulation of runoff in the source region of China's southwest rivers is classified as a typical multi-objective collaborative optimization problem. There are grim competitions and incidence relation in the subsystems of water supply, electricity generation and environment, which leads to a series of complex problems represented by hydrological process variation, blocked electricity output and water environment risk. Mathematically, the difficulties of multi-objective collaborative optimization focus on the description of reciprocal relationships and the establishment of evolving model of adaptive systems. Thus, based on the theory of complex systems science, this project tries to carry out the research from the following aspects: the changing trend of coupled water resource, the covariant factor and driving mechanism, the dynamic evolution law of mutual feedback dynamic process in the supply-generation-environment coupled system, the environmental response and influence mechanism of coupled mutual feedback water resource system, the relationship between leading risk factor and multiple risk based on evolutionary stability and dynamic balance, the transfer mechanism of multiple risk response with the variation of the leading risk factor, the multidimensional coupled feedback system of multiple risk assessment index system and optimized decision theory. Based on the above-mentioned research results, the dynamic method balancing the efficiency of multiple objectives in the coupled feedback system and optimized regulation model of water resources is proposed, and the adaptive scheduling mode considering the internal characteristics and external response of coupled mutual feedback system of water resource is established. In this way, the project can make a contribution to the optimal scheduling theory and methodology of water resource management under uncertainty in the source region of Southwest River.

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

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

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

2016-10-15

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

Solving multi-objective optimization problems in conservation with the reference point method

PubMed Central

Dujardin, Yann; Chadès, Iadine

2018-01-01

Managing the biodiversity extinction crisis requires wise decision-making processes able to account for the limited resources available. In most decision problems in conservation biology, several conflicting objectives have to be taken into account. Most methods used in conservation either provide suboptimal solutions or use strong assumptions about the decision-maker’s preferences. Our paper reviews some of the existing approaches to solve multi-objective decision problems and presents new multi-objective linear programming formulations of two multi-objective optimization problems in conservation, allowing the use of a reference point approach. Reference point approaches solve multi-objective optimization problems by interactively representing the preferences of the decision-maker with a point in the criteria (objectives) space, called the reference point. We modelled and solved the following two problems in conservation: a dynamic multi-species management problem under uncertainty and a spatial allocation resource management problem. Results show that the reference point method outperforms classic methods while illustrating the use of an interactive methodology for solving combinatorial problems with multiple objectives. The method is general and can be adapted to a wide range of ecological combinatorial problems. PMID:29293650

Constrained Multi-Level Algorithm for Trajectory Optimization

NASA Astrophysics Data System (ADS)

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

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

Systematic Dimensionality Reduction for Quantum Walks: Optimal Spatial Search and Transport on Non-Regular Graphs

PubMed Central

Novo, Leonardo; Chakraborty, Shantanav; Mohseni, Masoud; Neven, Hartmut; Omar, Yasser

2015-01-01

Continuous time quantum walks provide an important framework for designing new algorithms and modelling quantum transport and state transfer problems. Often, the graph representing the structure of a problem contains certain symmetries that confine the dynamics to a smaller subspace of the full Hilbert space. In this work, we use invariant subspace methods, that can be computed systematically using the Lanczos algorithm, to obtain the reduced set of states that encompass the dynamics of the problem at hand without the specific knowledge of underlying symmetries. First, we apply this method to obtain new instances of graphs where the spatial quantum search algorithm is optimal: complete graphs with broken links and complete bipartite graphs, in particular, the star graph. These examples show that regularity and high-connectivity are not needed to achieve optimal spatial search. We also show that this method considerably simplifies the calculation of quantum transport efficiencies. Furthermore, we observe improved efficiencies by removing a few links from highly symmetric graphs. Finally, we show that this reduction method also allows us to obtain an upper bound for the fidelity of a single qubit transfer on an XY spin network. PMID:26330082

Automated Design Framework for Synthetic Biology Exploiting Pareto Optimality.

PubMed

Otero-Muras, Irene; Banga, Julio R

2017-07-21

In this work we consider Pareto optimality for automated design in synthetic biology. We present a generalized framework based on a mixed-integer dynamic optimization formulation that, given design specifications, allows the computation of Pareto optimal sets of designs, that is, the set of best trade-offs for the metrics of interest. We show how this framework can be used for (i) forward design, that is, finding the Pareto optimal set of synthetic designs for implementation, and (ii) reverse design, that is, analyzing and inferring motifs and/or design principles of gene regulatory networks from the Pareto set of optimal circuits. Finally, we illustrate the capabilities and performance of this framework considering four case studies. In the first problem we consider the forward design of an oscillator. In the remaining problems, we illustrate how to apply the reverse design approach to find motifs for stripe formation, rapid adaption, and fold-change detection, respectively.

Optimality of affine control system of several species in competition on a sequential batch reactor

NASA Astrophysics Data System (ADS)

Rodríguez, J. C.; Ramírez, H.; Gajardo, P.; Rapaport, A.

2014-09-01

In this paper, we analyse the optimality of affine control system of several species in competition for a single substrate on a sequential batch reactor, with the objective being to reach a given (low) level of the substrate. We allow controls to be bounded measurable functions of time plus possible impulses. A suitable modification of the dynamics leads to a slightly different optimal control problem, without impulsive controls, for which we apply different optimality conditions derived from Pontryagin principle and the Hamilton-Jacobi-Bellman equation. We thus characterise the singular trajectories of our problem as the extremal trajectories keeping the substrate at a constant level. We also establish conditions for which an immediate one impulse (IOI) strategy is optimal. Some numerical experiences are then included in order to illustrate our study and show that those conditions are also necessary to ensure the optimality of the IOI strategy.

Topology optimization of finite strain viscoplastic systems under transient loads [Dynamic topology optimization based on finite strain visco-plasticity

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

Ivarsson, Niklas; Wallin, Mathias; Tortorelli, Daniel

In this paper, a transient finite strain viscoplastic model is implemented in a gradient-based topology optimization framework to design impact mitigating structures. The model's kinematics relies on the multiplicative split of the deformation gradient, and the constitutive response is based on isotropic hardening viscoplasticity. To solve the mechanical balance laws, the implicit Newmark-beta method is used together with a total Lagrangian finite element formulation. The optimization problem is regularized using a partial differential equation filter and solved using the method of moving asymptotes. Sensitivities required to solve the optimization problem are derived using the adjoint method. To demonstrate the capabilitymore » of the algorithm, several protective systems are designed, in which the absorbed viscoplastic energy is maximized. Finally, the numerical examples demonstrate that transient finite strain viscoplastic effects can successfully be combined with topology optimization.« less

Topology optimization of finite strain viscoplastic systems under transient loads [Dynamic topology optimization based on finite strain visco-plasticity

DOE PAGES

Ivarsson, Niklas; Wallin, Mathias; Tortorelli, Daniel

2018-02-08

In this paper, a transient finite strain viscoplastic model is implemented in a gradient-based topology optimization framework to design impact mitigating structures. The model's kinematics relies on the multiplicative split of the deformation gradient, and the constitutive response is based on isotropic hardening viscoplasticity. To solve the mechanical balance laws, the implicit Newmark-beta method is used together with a total Lagrangian finite element formulation. The optimization problem is regularized using a partial differential equation filter and solved using the method of moving asymptotes. Sensitivities required to solve the optimization problem are derived using the adjoint method. To demonstrate the capabilitymore » of the algorithm, several protective systems are designed, in which the absorbed viscoplastic energy is maximized. Finally, the numerical examples demonstrate that transient finite strain viscoplastic effects can successfully be combined with topology optimization.« less

Prediction-Correction Algorithms for Time-Varying Constrained Optimization

DOE PAGES

Simonetto, Andrea; Dall'Anese, Emiliano

2017-07-26

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

Stochastic dynamics and combinatorial optimization

NASA Astrophysics Data System (ADS)

Ovchinnikov, Igor V.; Wang, Kang L.

2017-11-01

Natural dynamics is often dominated by sudden nonlinear processes such as neuroavalanches, gamma-ray bursts, solar flares, etc., that exhibit scale-free statistics much in the spirit of the logarithmic Ritcher scale for earthquake magnitudes. On phase diagrams, stochastic dynamical systems (DSs) exhibiting this type of dynamics belong to the finite-width phase (N-phase for brevity) that precedes ordinary chaotic behavior and that is known under such names as noise-induced chaos, self-organized criticality, dynamical complexity, etc. Within the recently proposed supersymmetric theory of stochastic dynamics, the N-phase can be roughly interpreted as the noise-induced “overlap” between integrable and chaotic deterministic dynamics. As a result, the N-phase dynamics inherits the properties of the both. Here, we analyze this unique set of properties and conclude that the N-phase DSs must naturally be the most efficient optimizers: on one hand, N-phase DSs have integrable flows with well-defined attractors that can be associated with candidate solutions and, on the other hand, the noise-induced attractor-to-attractor dynamics in the N-phase is effectively chaotic or aperiodic so that a DS must avoid revisiting solutions/attractors thus accelerating the search for the best solution. Based on this understanding, we propose a method for stochastic dynamical optimization using the N-phase DSs. This method can be viewed as a hybrid of the simulated and chaotic annealing methods. Our proposition can result in a new generation of hardware devices for efficient solution of various search and/or combinatorial optimization problems.

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.

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.

Surrogate assisted multidisciplinary design optimization for an all-electric GEO satellite

NASA Astrophysics Data System (ADS)

Shi, Renhe; Liu, Li; Long, Teng; Liu, Jian; Yuan, Bin

2017-09-01

State-of-the-art all-electric geostationary earth orbit (GEO) satellites use electric thrusters to execute all propulsive duties, which significantly differ from the traditional all-chemical ones in orbit-raising, station-keeping, radiation damage protection, and power budget, etc. Design optimization task of an all-electric GEO satellite is therefore a complex multidisciplinary design optimization (MDO) problem involving unique design considerations. However, solving the all-electric GEO satellite MDO problem faces big challenges in disciplinary modeling techniques and efficient optimization strategy. To address these challenges, we presents a surrogate assisted MDO framework consisting of several modules, i.e., MDO problem definition, multidisciplinary modeling, multidisciplinary analysis (MDA), and surrogate assisted optimizer. Based on the proposed framework, the all-electric GEO satellite MDO problem is formulated to minimize the total mass of the satellite system under a number of practical constraints. Then considerable efforts are spent on multidisciplinary modeling involving geosynchronous transfer, GEO station-keeping, power, thermal control, attitude control, and structure disciplines. Since orbit dynamics models and finite element structural model are computationally expensive, an adaptive response surface surrogate based optimizer is incorporated in the proposed framework to solve the satellite MDO problem with moderate computational cost, where a response surface surrogate is gradually refined to represent the computationally expensive MDA process. After optimization, the total mass of the studied GEO satellite is decreased by 185.3 kg (i.e., 7.3% of the total mass). Finally, the optimal design is further discussed to demonstrate the effectiveness of our proposed framework to cope with the all-electric GEO satellite system design optimization problems. This proposed surrogate assisted MDO framework can also provide valuable references for other all-electric spacecraft system design.

Packing optimization for automated generation of complex system's initial configurations for molecular dynamics and docking.

PubMed

Martínez, José Mario; Martínez, Leandro

2003-05-01

Molecular Dynamics is a powerful methodology for the comprehension at molecular level of many chemical and biochemical systems. The theories and techniques developed for structural and thermodynamic analyses are well established, and many software packages are available. However, designing starting configurations for dynamics can be cumbersome. Easily generated regular lattices can be used when simple liquids or mixtures are studied. However, for complex mixtures, polymer solutions or solid adsorbed liquids (for example) this approach is inefficient, and it turns out to be very hard to obtain an adequate coordinate file. In this article, the problem of obtaining an adequate initial configuration is treated as a "packing" problem and solved by an optimization procedure. The initial configuration is chosen in such a way that the minimum distance between atoms of different molecules is greater than a fixed tolerance. The optimization uses a well-known algorithm for box-constrained minimization. Applications are given for biomolecule solvation, many-component mixtures, and interfaces. This approach can reduce the work of designing starting configurations from days or weeks to few minutes or hours, in an automated fashion. Packing optimization is also shown to be a powerful methodology for space search in docking of small ligands to proteins. This is demonstrated by docking of the thyroid hormone to its nuclear receptor. Copyright 2003 Wiley Periodicals, Inc. J Comput Chem 24: 819-825, 2003

A Sarsa(λ)-Based Control Model for Real-Time Traffic Light Coordination

PubMed Central

Zhu, Fei; Liu, Quan; Fu, Yuchen; Huang, Wei

2014-01-01

Traffic problems often occur due to the traffic demands by the outnumbered vehicles on road. Maximizing traffic flow and minimizing the average waiting time are the goals of intelligent traffic control. Each junction wants to get larger traffic flow. During the course, junctions form a policy of coordination as well as constraints for adjacent junctions to maximize their own interests. A good traffic signal timing policy is helpful to solve the problem. However, as there are so many factors that can affect the traffic control model, it is difficult to find the optimal solution. The disability of traffic light controllers to learn from past experiences caused them to be unable to adaptively fit dynamic changes of traffic flow. Considering dynamic characteristics of the actual traffic environment, reinforcement learning algorithm based traffic control approach can be applied to get optimal scheduling policy. The proposed Sarsa(λ)-based real-time traffic control optimization model can maintain the traffic signal timing policy more effectively. The Sarsa(λ)-based model gains traffic cost of the vehicle, which considers delay time, the number of waiting vehicles, and the integrated saturation from its experiences to learn and determine the optimal actions. The experiment results show an inspiring improvement in traffic control, indicating the proposed model is capable of facilitating real-time dynamic traffic control. PMID:24592183

Low-Thrust Trajectory Optimization with Simplified SQP Algorithm

NASA Technical Reports Server (NTRS)

Parrish, Nathan L.; Scheeres, Daniel J.

2017-01-01

The problem of low-thrust trajectory optimization in highly perturbed dynamics is a stressing case for many optimization tools. Highly nonlinear dynamics and continuous thrust are each, separately, non-trivial problems in the field of optimal control, and when combined, the problem is even more difficult. This paper de-scribes a fast, robust method to design a trajectory in the CRTBP (circular restricted three body problem), beginning with no or very little knowledge of the system. The approach is inspired by the SQP (sequential quadratic programming) algorithm, in which a general nonlinear programming problem is solved via a sequence of quadratic problems. A few key simplifications make the algorithm presented fast and robust to initial guess: a quadratic cost function, neglecting the line search step when the solution is known to be far away, judicious use of end-point constraints, and mesh refinement on multiple shooting with fixed-step integration.In comparison to the traditional approach of plugging the problem into a “black-box” NLP solver, the methods shown converge even when given no knowledge of the solution at all. It was found that the only piece of information that the user needs to provide is a rough guess for the time of flight, as the transfer time guess will dictate which set of local solutions the algorithm could converge on. This robustness to initial guess is a compelling feature, as three-body orbit transfers are challenging to design with intuition alone. Of course, if a high-quality initial guess is available, the methods shown are still valid.We have shown that endpoints can be efficiently constrained to lie on 3-body repeating orbits, and that time of flight can be optimized as well. When optimizing the endpoints, we must make a trade between converging quickly on sub-optimal endpoints or converging more slowly on end-points that are arbitrarily close to optimal. It is easy for the mission design engineer to adjust this trade based on the problem at hand.The biggest limitation to the algorithm at this point is that multi-revolution transfers (greater than 2 revolutions) do not work nearly as well. This restriction comes in because the relationship between node 1 and node N becomes increasingly nonlinear as the angular distance grows. Trans-fers with more than about 1.5 complete revolutions generally require the line search to improve convergence. Future work includes: Comparison of this algorithm with other established tools; improvements to how multiple-revolution transfers are handled; parallelization of the Jacobian computation; in-creased efficiency for the line search; and optimization of many more trajectories between a variety of 3-body orbits.

Risk-Sensitive Control of Pure Jump Process on Countable Space with Near Monotone Cost

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

Suresh Kumar, K., E-mail: suresh@math.iitb.ac.in; Pal, Chandan, E-mail: cpal@math.iitb.ac.in

2013-12-15

In this article, we study risk-sensitive control problem with controlled continuous time pure jump process on a countable space as state dynamics. We prove multiplicative dynamic programming principle, elliptic and parabolic Harnack’s inequalities. Using the multiplicative dynamic programing principle and the Harnack’s inequalities, we prove the existence and a characterization of optimal risk-sensitive control under the near monotone condition.

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

An Approach for Dynamic Optimization of Prevention Program Implementation in Stochastic Environments

NASA Astrophysics Data System (ADS)

Kang, Yuncheol; Prabhu, Vittal

The science of preventing youth problems has significantly advanced in developing evidence-based prevention program (EBP) by using randomized clinical trials. Effective EBP can reduce delinquency, aggression, violence, bullying and substance abuse among youth. Unfortunately the outcomes of EBP implemented in natural settings usually tend to be lower than in clinical trials, which has motivated the need to study EBP implementations. In this paper we propose to model EBP implementations in natural settings as stochastic dynamic processes. Specifically, we propose Markov Decision Process (MDP) for modeling and dynamic optimization of such EBP implementations. We illustrate these concepts using simple numerical examples and discuss potential challenges in using such approaches in practice.

Coupling reconstruction and motion estimation for dynamic MRI through optical flow constraint

NASA Astrophysics Data System (ADS)

Zhao, Ningning; O'Connor, Daniel; Gu, Wenbo; Ruan, Dan; Basarab, Adrian; Sheng, Ke

2018-03-01

This paper addresses the problem of dynamic magnetic resonance image (DMRI) reconstruction and motion estimation jointly. Because of the inherent anatomical movements in DMRI acquisition, reconstruction of DMRI using motion estimation/compensation (ME/MC) has been explored under the compressed sensing (CS) scheme. In this paper, by embedding the intensity based optical flow (OF) constraint into the traditional CS scheme, we are able to couple the DMRI reconstruction and motion vector estimation. Moreover, the OF constraint is employed in a specific coarse resolution scale in order to reduce the computational complexity. The resulting optimization problem is then solved using a primal-dual algorithm due to its efficiency when dealing with nondifferentiable problems. Experiments on highly accelerated dynamic cardiac MRI with multiple receiver coils validate the performance of the proposed algorithm.

The Systems Analysis of Problems of An Evaluation,prognosis and Optimization of Graund Water Management In Reclamated Areas

NASA Astrophysics Data System (ADS)

Vakhonin, N.

The problems connected to ground water dynamics take place in various areas of the people economic activity. For want of it in some branches the greatest interest rep- resents creation of quantitative parameters of a water mode, in one cases - of a level mode H(t) (land reclamation, agricultural and forest economy, ecology), in other - cre- ation of water discharge Q (t) (water-intakes for a water-supply or on the contrary - protective system from mines and quarry submerge). In a number of branches the ex- treme interest is represented by ground water quality dynamics (potable water-supply, inflow to rivers and lakes used for fish-breeding etc.). Each from these cases requires the account of features for want of creation of ground water dynamics models, re- alization of monitoring for their identification. With allowance for aid above in the report, the problems connected to ground water dynamics are bro-ken on three types: 1) evaluations of the system state and matching with normative parameters or match- ing of various objects among themselves; 2) prognosises of dynamics of ground water amount and quality; 3) problems of decision making support (optimization of ground water management), formalized as: The analysis is conducted for each of them and the conditions of choice of a generality level of a variable state describing ground stream dynamics (soil humidity, ground wa- ter level, water volume in the camera) and alternate variants, appropriate to them, of models describing water dynamics are shown: physical with the distributed parameters (equation of joint filtering of the bicomponent environment water-air, water-transfer equation, Boussinesk equation; with lumped parameters (chamber model with cam- eras of a various degree aggregating down to "a black box"), and also non-physical (statistical, regressive and neural networks) model. The possibility of using by each from these models for three selected types of problems is shown. On an example of reclamated agricultural object the correlation of ground water dynamics with other sub-systems is shown: by open channel streams, drains etc. also by processes: evapo- transpiration, infiltra-tion, snow melting etc. The possible versions of the processes in- teraction description with ground wa-ter dynamics are analyzed. The kinds of bound- ary conditions 1-st, 2-nd, 3-rd kind for internal and external boundaries of filtration stream are typed. There is formulated the request about necessity of monitoring real- 1 ization for the statistical task of source effects on more broad boundary of filtration stream, than optimized system. The model identification is carried out on the base of 24-year's monitoring data in the reclamated catchment of the river Yaselda. 2

Increasing the Lifetime of Mobile WSNs via Dynamic Optimization of Sensor Node Communication Activity

PubMed Central

Guimarães, Dayan Adionel; Sakai, Lucas Jun; Alberti, Antonio Marcos; de Souza, Rausley Adriano Amaral

2016-01-01

In this paper, a simple and flexible method for increasing the lifetime of fixed or mobile wireless sensor networks is proposed. Based on past residual energy information reported by the sensor nodes, the sink node or another central node dynamically optimizes the communication activity levels of the sensor nodes to save energy without sacrificing the data throughput. The activity levels are defined to represent portions of time or time-frequency slots in a frame, during which the sensor nodes are scheduled to communicate with the sink node to report sensory measurements. Besides node mobility, it is considered that sensors’ batteries may be recharged via a wireless power transmission or equivalent energy harvesting scheme, bringing to the optimization problem an even more dynamic character. We report large increased lifetimes over the non-optimized network and comparable or even larger lifetime improvements with respect to an idealized greedy algorithm that uses both the real-time channel state and the residual energy information. PMID:27657075

Increasing the Lifetime of Mobile WSNs via Dynamic Optimization of Sensor Node Communication Activity.

PubMed

Guimarães, Dayan Adionel; Sakai, Lucas Jun; Alberti, Antonio Marcos; de Souza, Rausley Adriano Amaral

2016-09-20

In this paper, a simple and flexible method for increasing the lifetime of fixed or mobile wireless sensor networks is proposed. Based on past residual energy information reported by the sensor nodes, the sink node or another central node dynamically optimizes the communication activity levels of the sensor nodes to save energy without sacrificing the data throughput. The activity levels are defined to represent portions of time or time-frequency slots in a frame, during which the sensor nodes are scheduled to communicate with the sink node to report sensory measurements. Besides node mobility, it is considered that sensors' batteries may be recharged via a wireless power transmission or equivalent energy harvesting scheme, bringing to the optimization problem an even more dynamic character. We report large increased lifetimes over the non-optimized network and comparable or even larger lifetime improvements with respect to an idealized greedy algorithm that uses both the real-time channel state and the residual energy information.

Social interaction as a heuristic for combinatorial optimization problems

NASA Astrophysics Data System (ADS)

Fontanari, José F.

2010-11-01

We investigate the performance of a variant of Axelrod’s model for dissemination of culture—the Adaptive Culture Heuristic (ACH)—on solving an NP-Complete optimization problem, namely, the classification of binary input patterns of size F by a Boolean Binary Perceptron. In this heuristic, N agents, characterized by binary strings of length F which represent possible solutions to the optimization problem, are fixed at the sites of a square lattice and interact with their nearest neighbors only. The interactions are such that the agents’ strings (or cultures) become more similar to the low-cost strings of their neighbors resulting in the dissemination of these strings across the lattice. Eventually the dynamics freezes into a homogeneous absorbing configuration in which all agents exhibit identical solutions to the optimization problem. We find through extensive simulations that the probability of finding the optimal solution is a function of the reduced variable F/N1/4 so that the number of agents must increase with the fourth power of the problem size, N∝F4 , to guarantee a fixed probability of success. In this case, we find that the relaxation time to reach an absorbing configuration scales with F6 which can be interpreted as the overall computational cost of the ACH to find an optimal set of weights for a Boolean binary perceptron, given a fixed probability of success.

Capacity planning of link restorable optical networks under dynamic change of traffic

NASA Astrophysics Data System (ADS)

Ho, Kwok Shing; Cheung, Kwok Wai

2005-11-01

Future backbone networks shall require full-survivability and support dynamic changes of traffic demands. The Generalized Survivable Networks (GSN) was proposed to meet these challenges. GSN is fully-survivable under dynamic traffic demand changes, so it offers a practical and guaranteed characterization framework for ASTN / ASON survivable network planning and bandwidth-on-demand resource allocation 4. The basic idea of GSN is to incorporate the non-blocking network concept into the survivable network models. In GSN, each network node must specify its I/O capacity bound which is taken as constraints for any allowable traffic demand matrix. In this paper, we consider the following generic GSN network design problem: Given the I/O bounds of each network node, find a routing scheme (and the corresponding rerouting scheme under failure) and the link capacity assignment (both working and spare) which minimize the cost, such that any traffic matrix consistent with the given I/O bounds can be feasibly routed and it is single-fault tolerant under the link restoration scheme. We first show how the initial, infeasible formal mixed integer programming formulation can be transformed into a more feasible problem using the duality transformation of the linear program. Then we show how the problem can be simplified using the Lagrangian Relaxation approach. Previous work has outlined a two-phase approach for solving this problem where the first phase optimizes the working capacity assignment and the second phase optimizes the spare capacity assignment. In this paper, we present a jointly optimized framework for dimensioning the survivable optical network with the GSN model. Experiment results show that the jointly optimized GSN can bring about on average of 3.8% cost savings when compared with the separate, two-phase approach. Finally, we perform a cost comparison and show that GSN can be deployed with a reasonable cost.

Control algorithms for dynamic attenuators.

PubMed

Hsieh, Scott S; Pelc, Norbert J

2014-06-01

The authors describe algorithms to control dynamic attenuators in CT and compare their performance using simulated scans. Dynamic attenuators are prepatient beam shaping filters that modulate the distribution of x-ray fluence incident on the patient on a view-by-view basis. These attenuators can reduce dose while improving key image quality metrics such as peak or mean variance. In each view, the attenuator presents several degrees of freedom which may be individually adjusted. The total number of degrees of freedom across all views is very large, making many optimization techniques impractical. The authors develop a theory for optimally controlling these attenuators. Special attention is paid to a theoretically perfect attenuator which controls the fluence for each ray individually, but the authors also investigate and compare three other, practical attenuator designs which have been previously proposed: the piecewise-linear attenuator, the translating attenuator, and the double wedge attenuator. The authors pose and solve the optimization problems of minimizing the mean and peak variance subject to a fixed dose limit. For a perfect attenuator and mean variance minimization, this problem can be solved in simple, closed form. For other attenuator designs, the problem can be decomposed into separate problems for each view to greatly reduce the computational complexity. Peak variance minimization can be approximately solved using iterated, weighted mean variance (WMV) minimization. Also, the authors develop heuristics for the perfect and piecewise-linear attenuators which do not require a priori knowledge of the patient anatomy. The authors compare these control algorithms on different types of dynamic attenuators using simulated raw data from forward projected DICOM files of a thorax and an abdomen. The translating and double wedge attenuators reduce dose by an average of 30% relative to current techniques (bowtie filter with tube current modulation) without increasing peak variance. The 15-element piecewise-linear dynamic attenuator reduces dose by an average of 42%, and the perfect attenuator reduces dose by an average of 50%. Improvements in peak variance are several times larger than improvements in mean variance. Heuristic control eliminates the need for a prescan. For the piecewise-linear attenuator, the cost of heuristic control is an increase in dose of 9%. The proposed iterated WMV minimization produces results that are within a few percent of the true solution. Dynamic attenuators show potential for significant dose reduction. A wide class of dynamic attenuators can be accurately controlled using the described methods.

Design optimization of dual-axis driving mechanism for satellite antenna with two planar revolute clearance joints

NASA Astrophysics Data System (ADS)

Bai, Zheng Feng; Zhao, Ji Jun; Chen, Jun; Zhao, Yang

2018-03-01

In the dynamic analysis of satellite antenna dual-axis driving mechanism, it is usually assumed that the joints are ideal or perfect without clearances. However, in reality, clearances in joints are unavoidable due to assemblage, manufacturing errors and wear. When clearance is introduced to the mechanism, it will lead to poor dynamic performances and undesirable vibrations due to impact forces in clearance joint. In this paper, a design optimization method is presented to reduce the undesirable vibrations of satellite antenna considering clearance joints in dual-axis driving mechanism. The contact force model in clearance joint is established using a nonlinear spring-damper model and the friction effect is considered using a modified Coulomb friction model. Firstly, the effects of clearances on dynamic responses of satellite antenna are investigated. Then the optimization method for dynamic design of the dual-axis driving mechanism with clearance is presented. The objective of the optimization is to minimize the maximum absolute vibration peak of antenna acceleration by reducing the impact forces in clearance joint. The main consideration here is to optimize the contact parameters of the joint elements. The contact stiffness coefficient, damping coefficient and the dynamic friction coefficient for clearance joint elements are taken as the optimization variables. A Generalized Reduced Gradient (GRG) algorithm is used to solve this highly nonlinear optimization problem for dual-axis driving mechanism with clearance joints. The results show that the acceleration peaks of satellite antenna and contact forces in clearance joints are reduced obviously after design optimization, which contributes to a better performance of the satellite antenna. Also, the application and limitation of the proposed optimization method are discussed.

Gear optimization

NASA Technical Reports Server (NTRS)

Vanderplaats, G. N.; Chen, Xiang; Zhang, Ning-Tian

1988-01-01

The use of formal numerical optimization methods for the design of gears is investigated. To achieve this, computer codes were developed for the analysis of spur gears and spiral bevel gears. These codes calculate the life, dynamic load, bending strength, surface durability, gear weight and size, and various geometric parameters. It is necessary to calculate all such important responses because they all represent competing requirements in the design process. The codes developed here were written in subroutine form and coupled to the COPES/ADS general purpose optimization program. This code allows the user to define the optimization problem at the time of program execution. Typical design variables include face width, number of teeth and diametral pitch. The user is free to choose any calculated response as the design objective to minimize or maximize and may impose lower and upper bounds on any calculated responses. Typical examples include life maximization with limits on dynamic load, stress, weight, etc. or minimization of weight subject to limits on life, dynamic load, etc. The research codes were written in modular form for easy expansion and so that they could be combined to create a multiple reduction optimization capability in future.

Optimal wide-area monitoring and nonlinear adaptive coordinating neurocontrol of a power system with wind power integration and multiple FACTS devices.

PubMed

Qiao, Wei; Venayagamoorthy, Ganesh K; Harley, Ronald G

2008-01-01

Wide-area coordinating control is becoming an important issue and a challenging problem in the power industry. This paper proposes a novel optimal wide-area coordinating neurocontrol (WACNC), based on wide-area measurements, for a power system with power system stabilizers, a large wind farm and multiple flexible ac transmission system (FACTS) devices. An optimal wide-area monitor (OWAM), which is a radial basis function neural network (RBFNN), is designed to identify the input-output dynamics of the nonlinear power system. Its parameters are optimized through particle swarm optimization (PSO). Based on the OWAM, the WACNC is then designed by using the dual heuristic programming (DHP) method and RBFNNs, while considering the effect of signal transmission delays. The WACNC operates at a global level to coordinate the actions of local power system controllers. Each local controller communicates with the WACNC, receives remote control signals from the WACNC to enhance its dynamic performance and therefore helps improve system-wide dynamic and transient performance. The proposed control is verified by simulation studies on a multimachine power system.

Volatile decision dynamics: experiments, stochastic description, intermittency control and traffic optimization

NASA Astrophysics Data System (ADS)

Helbing, Dirk; Schönhof, Martin; Kern, Daniel

2002-06-01

The coordinated and efficient distribution of limited resources by individual decisions is a fundamental, unsolved problem. When individuals compete for road capacities, time, space, money, goods, etc, they normally make decisions based on aggregate rather than complete information, such as TV news or stock market indices. In related experiments, we have observed a volatile decision dynamics and far-from-optimal payoff distributions. We have also identified methods of information presentation that can considerably improve the overall performance of the system. In order to determine optimal strategies of decision guidance by means of user-specific recommendations, a stochastic behavioural description is developed. These strategies manage to increase the adaptibility to changing conditions and to reduce the deviation from the time-dependent user equilibrium, thereby enhancing the average and individual payoffs. Hence, our guidance strategies can increase the performance of all users by reducing overreaction and stabilizing the decision dynamics. These results are highly significant for predicting decision behaviour, for reaching optimal behavioural distributions by decision support systems and for information service providers. One of the promising fields of application is traffic optimization.

Two-craft Coulomb formation study about circular orbits and libration points

NASA Astrophysics Data System (ADS)

Inampudi, Ravi Kishore

This dissertation investigates the dynamics and control of a two-craft Coulomb formation in circular orbits and at libration points; it addresses relative equilibria, stability and optimal reconfigurations of such formations. The relative equilibria of a two-craft tether formation connected by line-of-sight elastic forces moving in circular orbits and at libration points are investigated. In circular Earth orbits and Earth-Moon libration points, the radial, along-track, and orbit normal great circle equilibria conditions are found. An example of modeling the tether force using Coulomb force is discussed. Furthermore, the non-great-circle equilibria conditions for a two-spacecraft tether structure in circular Earth orbit and at collinear libration points are developed. Then the linearized dynamics and stability analysis of a 2-craft Coulomb formation at Earth-Moon libration points are studied. For orbit-radial equilibrium, Coulomb forces control the relative distance between the two satellites. The gravity gradient torques on the formation due to the two planets help stabilize the formation. Similar analysis is performed for along-track and orbit-normal relative equilibrium configurations. Where necessary, the craft use a hybrid thrusting-electrostatic actuation system. The two-craft dynamics at the libration points provide a general framework with circular Earth orbit dynamics forming a special case. In the presence of differential solar drag perturbations, a Lyapunov feedback controller is designed to stabilize a radial equilibrium, two-craft Coulomb formation at collinear libration points. The second part of the thesis investigates optimal reconfigurations of two-craft Coulomb formations in circular Earth orbits by applying nonlinear optimal control techniques. The objective of these reconfigurations is to maneuver the two-craft formation between two charged equilibria configurations. The reconfiguration of spacecraft is posed as an optimization problem using the calculus of variations approach. The optimality criteria are minimum time, minimum acceleration of the separation distance, minimum Coulomb and electric propulsion fuel usage, and minimum electrical power consumption. The continuous time problem is discretized using a pseudospectral method, and the resulting finite dimensional problem is solved using a sequential quadratic programming algorithm. The software package, DIDO, implements this approach. This second part illustrates how pseudospectral methods significantly simplify the solution-finding process.

An Airway Network Flow Assignment Approach Based on an Efficient Multiobjective Optimization Framework

PubMed Central

Zhang, Xuejun; Lei, Jiaxing

2015-01-01

Considering reducing the airspace congestion and the flight delay simultaneously, this paper formulates the airway network flow assignment (ANFA) problem as a multiobjective optimization model and presents a new multiobjective optimization framework to solve it. Firstly, an effective multi-island parallel evolution algorithm with multiple evolution populations is employed to improve the optimization capability. Secondly, the nondominated sorting genetic algorithm II is applied for each population. In addition, a cooperative coevolution algorithm is adapted to divide the ANFA problem into several low-dimensional biobjective optimization problems which are easier to deal with. Finally, in order to maintain the diversity of solutions and to avoid prematurity, a dynamic adjustment operator based on solution congestion degree is specifically designed for the ANFA problem. Simulation results using the real traffic data from China air route network and daily flight plans demonstrate that the proposed approach can improve the solution quality effectively, showing superiority to the existing approaches such as the multiobjective genetic algorithm, the well-known multiobjective evolutionary algorithm based on decomposition, and a cooperative coevolution multiobjective algorithm as well as other parallel evolution algorithms with different migration topology. PMID:26180840

An optimal control strategies using vaccination and fogging in dengue fever transmission model

NASA Astrophysics Data System (ADS)

Fitria, Irma; Winarni, Pancahayani, Sigit; Subchan

2017-08-01

This paper discussed regarding a model and an optimal control problem of dengue fever transmission. We classified the model as human and vector (mosquito) population classes. For the human population, there are three subclasses, such as susceptible, infected, and resistant classes. Then, for the vector population, we divided it into wiggler, susceptible, and infected vector classes. Thus, the model consists of six dynamic equations. To minimize the number of dengue fever cases, we designed two optimal control variables in the model, the giving of fogging and vaccination. The objective function of this optimal control problem is to minimize the number of infected human population, the number of vector, and the cost of the controlling efforts. By giving the fogging optimally, the number of vector can be minimized. In this case, we considered the giving of vaccination as a control variable because it is one of the efforts that are being developed to reduce the spreading of dengue fever. We used Pontryagin Minimum Principle to solve the optimal control problem. Furthermore, the numerical simulation results are given to show the effect of the optimal control strategies in order to minimize the epidemic of dengue fever.

Optimal dynamic voltage scaling for wireless sensor nodes with real-time constraints

NASA Astrophysics Data System (ADS)

Cassandras, Christos G.; Zhuang, Shixin

2005-11-01

Sensors are increasingly embedded in manufacturing systems and wirelessly networked to monitor and manage operations ranging from process and inventory control to tracking equipment and even post-manufacturing product monitoring. In building such sensor networks, a critical issue is the limited and hard to replenish energy in the devices involved. Dynamic voltage scaling is a technique that controls the operating voltage of a processor to provide desired performance while conserving energy and prolonging the overall network's lifetime. We consider such power-limited devices processing time-critical tasks which are non-preemptive, aperiodic and have uncertain arrival times. We treat voltage scaling as a dynamic optimization problem whose objective is to minimize energy consumption subject to hard or soft real-time execution constraints. In the case of hard constraints, we build on prior work (which engages a voltage scaling controller at task completion times) by developing an intra-task controller that acts at all arrival times of incoming tasks. We show that this optimization problem can be decomposed into two simpler ones whose solution leads to an algorithm that does not actually require solving any nonlinear programming problems. In the case of soft constraints, this decomposition must be partly relaxed, but it still leads to a scalable (linear in the number of tasks) algorithm. Simulation results are provided to illustrate performance improvements in systems with intra-task controllers compared to uncontrolled systems or those using inter-task control.

Optimally stopped variational quantum algorithms

NASA Astrophysics Data System (ADS)

Vinci, Walter; Shabani, Alireza

2018-04-01

Quantum processors promise a paradigm shift in high-performance computing which needs to be assessed by accurate benchmarking measures. In this article, we introduce a benchmark for the variational quantum algorithm (VQA), recently proposed as a heuristic algorithm for small-scale quantum processors. In VQA, a classical optimization algorithm guides the processor's quantum dynamics to yield the best solution for a given problem. A complete assessment of the scalability and competitiveness of VQA should take into account both the quality and the time of dynamics optimization. The method of optimal stopping, employed here, provides such an assessment by explicitly including time as a cost factor. Here, we showcase this measure for benchmarking VQA as a solver for some quadratic unconstrained binary optimization. Moreover, we show that a better choice for the cost function of the classical routine can significantly improve the performance of the VQA algorithm and even improve its scaling properties.

Nonparametric variational optimization of reaction coordinates

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

Banushkina, Polina V.; Krivov, Sergei V., E-mail: s.krivov@leeds.ac.uk

State of the art realistic simulations of complex atomic processes commonly produce trajectories of large size, making the development of automated analysis tools very important. A popular approach aimed at extracting dynamical information consists of projecting these trajectories into optimally selected reaction coordinates or collective variables. For equilibrium dynamics between any two boundary states, the committor function also known as the folding probability in protein folding studies is often considered as the optimal coordinate. To determine it, one selects a functional form with many parameters and trains it on the trajectories using various criteria. A major problem with such anmore » approach is that a poor initial choice of the functional form may lead to sub-optimal results. Here, we describe an approach which allows one to optimize the reaction coordinate without selecting its functional form and thus avoiding this source of error.« less

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.

Hybrid Self-Adaptive Evolution Strategies Guided by Neighborhood Structures for Combinatorial Optimization Problems.

PubMed

Coelho, V N; Coelho, I M; Souza, M J F; Oliveira, T A; Cota, L P; Haddad, M N; Mladenovic, N; Silva, R C P; Guimarães, F G

2016-01-01

This article presents an Evolution Strategy (ES)--based algorithm, designed to self-adapt its mutation operators, guiding the search into the solution space using a Self-Adaptive Reduced Variable Neighborhood Search procedure. In view of the specific local search operators for each individual, the proposed population-based approach also fits into the context of the Memetic Algorithms. The proposed variant uses the Greedy Randomized Adaptive Search Procedure with different greedy parameters for generating its initial population, providing an interesting exploration-exploitation balance. To validate the proposal, this framework is applied to solve three different [Formula: see text]-Hard combinatorial optimization problems: an Open-Pit-Mining Operational Planning Problem with dynamic allocation of trucks, an Unrelated Parallel Machine Scheduling Problem with Setup Times, and the calibration of a hybrid fuzzy model for Short-Term Load Forecasting. Computational results point out the convergence of the proposed model and highlight its ability in combining the application of move operations from distinct neighborhood structures along the optimization. The results gathered and reported in this article represent a collective evidence of the performance of the method in challenging combinatorial optimization problems from different application domains. The proposed evolution strategy demonstrates an ability of adapting the strength of the mutation disturbance during the generations of its evolution process. The effectiveness of the proposal motivates the application of this novel evolutionary framework for solving other combinatorial optimization problems.

A neural network based implementation of an MPC algorithm applied in the control systems of electromechanical plants

NASA Astrophysics Data System (ADS)

Marusak, Piotr M.; Kuntanapreeda, Suwat

2018-01-01

The paper considers application of a neural network based implementation of a model predictive control (MPC) control algorithm to electromechanical plants. Properties of such control plants implicate that a relatively short sampling time should be used. However, in such a case, finding the control value numerically may be too time-consuming. Therefore, the current paper tests the solution based on transforming the MPC optimization problem into a set of differential equations whose solution is the same as that of the original optimization problem. This set of differential equations can be interpreted as a dynamic neural network. In such an approach, the constraints can be introduced into the optimization problem with relative ease. Moreover, the solution of the optimization problem can be obtained faster than when the standard numerical quadratic programming routine is used. However, a very careful tuning of the algorithm is needed to achieve this. A DC motor and an electrohydraulic actuator are taken as illustrative examples. The feasibility and effectiveness of the proposed approach are demonstrated through numerical simulations.

Computationally efficient stochastic optimization using multiple realizations

NASA Astrophysics Data System (ADS)

Bayer, P.; Bürger, C. M.; Finkel, M.

2008-02-01

The presented study is concerned with computationally efficient methods for solving stochastic optimization problems involving multiple equally probable realizations of uncertain parameters. A new and straightforward technique is introduced that is based on dynamically ordering the stack of realizations during the search procedure. The rationale is that a small number of critical realizations govern the output of a reliability-based objective function. By utilizing a problem, which is typical to designing a water supply well field, several variants of this "stack ordering" approach are tested. The results are statistically assessed, in terms of optimality and nominal reliability. This study demonstrates that the simple ordering of a given number of 500 realizations while applying an evolutionary search algorithm can save about half of the model runs without compromising the optimization procedure. More advanced variants of stack ordering can, if properly configured, save up to more than 97% of the computational effort that would be required if the entire number of realizations were considered. The findings herein are promising for similar problems of water management and reliability-based design in general, and particularly for non-convex problems that require heuristic search techniques.

A black box optimization approach to parameter estimation in a model for long/short term variations dynamics of commodity prices

NASA Astrophysics Data System (ADS)

De Santis, Alberto; Dellepiane, Umberto; Lucidi, Stefano

2012-11-01

In this paper we investigate the estimation problem for a model of the commodity prices. This model is a stochastic state space dynamical model and the problem unknowns are the state variables and the system parameters. Data are represented by the commodity spot prices, very seldom time series of Futures contracts are available for free. Both the system joint likelihood function (state variables and parameters) and the system marginal likelihood (the state variables are eliminated) function are addressed.

An optimal control strategy for hybrid actuator systems: Application to an artificial muscle with electric motor assist.

PubMed

Ishihara, Koji; Morimoto, Jun

2018-03-01

Humans use multiple muscles to generate such joint movements as an elbow motion. With multiple lightweight and compliant actuators, joint movements can also be efficiently generated. Similarly, robots can use multiple actuators to efficiently generate a one degree of freedom movement. For this movement, the desired joint torque must be properly distributed to each actuator. One approach to cope with this torque distribution problem is an optimal control method. However, solving the optimal control problem at each control time step has not been deemed a practical approach due to its large computational burden. In this paper, we propose a computationally efficient method to derive an optimal control strategy for a hybrid actuation system composed of multiple actuators, where each actuator has different dynamical properties. We investigated a singularly perturbed system of the hybrid actuator model that subdivided the original large-scale control problem into smaller subproblems so that the optimal control outputs for each actuator can be derived at each control time step and applied our proposed method to our pneumatic-electric hybrid actuator system. Our method derived a torque distribution strategy for the hybrid actuator by dealing with the difficulty of solving real-time optimal control problems. Copyright © 2017 The Author(s). Published by Elsevier Ltd.. All rights reserved.

The Analysis of Forward and Backward Dynamic Programming for Multistage Graph

NASA Astrophysics Data System (ADS)

Sitinjak, Anna Angela; Pasaribu, Elvina; Simarmata, Justin E.; Putra, Tedy; Mawengkang, Herman

2018-01-01

Dynamic programming is an optimization approach that divides the complex problems into the simple sequences of problems in which they are interrelated leading to decisions. In the dynamic programming, there is no standard formula that can be used to make a certain formulation. In this paper we use forward and backward method to find path which have the minimum cost and to know whether they make the same final decision. Convert the problem into several successive sequential stages starting on from stages 1,2,3 and 4 for forward dynamic programming and the step back from stage 4.3,2,1 for backward dynamic programming and interconnected with a decision rule in each stage. Find the optimal solution with cost principle at next stage. Based on the characteristics of the dynamic programming, the case is divided into several stages and the decision is has to be made (xk) at each stage. The results obtained at a stage are used for the states in the next stage so that at the forward stage 1, f1 (s) is obtained and used as a consideration of the decision in the next stage. In the backward, used firstly stage 4, f4 (s) is obtained and used as a consideration of the decision in the next stage. Cost forward and backward always increase steadily, because the cost in the next stage depends on the cost in the previous stage and formed the decision of each stage by taking the smallest fk value. Therefore the forward and backward approaches have the same result.

Numerical integration and optimization of motions for multibody dynamic systems

NASA Astrophysics Data System (ADS)

Aguilar Mayans, Joan

This thesis considers the optimization and simulation of motions involving rigid body systems. It does so in three distinct parts, with the following topics: optimization and analysis of human high-diving motions, efficient numerical integration of rigid body dynamics with contacts, and motion optimization of a two-link robot arm using Finite-Time Lyapunov Analysis. The first part introduces the concept of eigenpostures, which we use to simulate and analyze human high-diving motions. Eigenpostures are used in two different ways: first, to reduce the complexity of the optimal control problem that we solve to obtain such motions, and second, to generate an eigenposture space to which we map existing real world motions to better analyze them. The benefits of using eigenpostures are showcased through different examples. The second part reviews an extensive list of integration algorithms used for the integration of rigid body dynamics. We analyze the accuracy and stability of the different integrators in the three-dimensional space and the rotation space SO(3). Integrators with an accuracy higher than first order perform more efficiently than integrators with first order accuracy, even in the presence of contacts. The third part uses Finite-time Lyapunov Analysis to optimize motions for a two-link robot arm. Finite-Time Lyapunov Analysis diagnoses the presence of time-scale separation in the dynamics of the optimized motion and provides the information and methodology for obtaining an accurate approximation to the optimal solution, avoiding the complications that timescale separation causes for alternative solution methods.

Optimal and robust control of a class of nonlinear systems using dynamically re-optimised single network adaptive critic design

NASA Astrophysics Data System (ADS)

Tiwari, Shivendra N.; Padhi, Radhakant

2018-01-01

Following the philosophy of adaptive optimal control, a neural network-based state feedback optimal control synthesis approach is presented in this paper. First, accounting for a nominal system model, a single network adaptive critic (SNAC) based multi-layered neural network (called as NN1) is synthesised offline. However, another linear-in-weight neural network (called as NN2) is trained online and augmented to NN1 in such a manner that their combined output represent the desired optimal costate for the actual plant. To do this, the nominal model needs to be updated online to adapt to the actual plant, which is done by synthesising yet another linear-in-weight neural network (called as NN3) online. Training of NN3 is done by utilising the error information between the nominal and actual states and carrying out the necessary Lyapunov stability analysis using a Sobolev norm based Lyapunov function. This helps in training NN2 successfully to capture the required optimal relationship. The overall architecture is named as 'Dynamically Re-optimised single network adaptive critic (DR-SNAC)'. Numerical results for two motivating illustrative problems are presented, including comparison studies with closed form solution for one problem, which clearly demonstrate the effectiveness and benefit of the proposed approach.

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

NASA Astrophysics Data System (ADS)

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

2014-04-01

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

Decentralized Bayesian search using approximate dynamic programming methods.

PubMed

Zhao, Yijia; Patek, Stephen D; Beling, Peter A

2008-08-01

We consider decentralized Bayesian search problems that involve a team of multiple autonomous agents searching for targets on a network of search points operating under the following constraints: 1) interagent communication is limited; 2) the agents do not have the opportunity to agree in advance on how to resolve equivalent but incompatible strategies; and 3) each agent lacks the ability to control or predict with certainty the actions of the other agents. We formulate the multiagent search-path-planning problem as a decentralized optimal control problem and introduce approximate dynamic heuristics that can be implemented in a decentralized fashion. After establishing some analytical properties of the heuristics, we present computational results for a search problem involving two agents on a 5 x 5 grid.

Optimal tactics for close support operations. III - Degraded intelligence and communications

NASA Astrophysics Data System (ADS)

Hess, J.; Kalaba, R.; Kagiwada, H.; Spingarn, K.; Tsokos, C.

1980-04-01

A new generation of C3 (command, control, and communication) models for military cybernetics is developed. Recursive equations for the solution of the C3 problem are derived for an amphibious campaign with linear time-varying dynamics. Air and ground commanders are assumed to have no intelligence and no communications. Numerical results are given for the optimal decision rules.

A similarity score-based two-phase heuristic approach to solve the dynamic cellular facility layout for manufacturing systems

NASA Astrophysics Data System (ADS)

Kumar, Ravi; Singh, Surya Prakash

2017-11-01

The dynamic cellular facility layout problem (DCFLP) is a well-known NP-hard problem. It has been estimated that the efficient design of DCFLP reduces the manufacturing cost of products by maintaining the minimum material flow among all machines in all cells, as the material flow contributes around 10-30% of the total product cost. However, being NP hard, solving the DCFLP optimally is very difficult in reasonable time. Therefore, this article proposes a novel similarity score-based two-phase heuristic approach to solve the DCFLP optimally considering multiple products in multiple times to be manufactured in the manufacturing layout. In the first phase of the proposed heuristic, a machine-cell cluster is created based on similarity scores between machines. This is provided as an input to the second phase to minimize inter/intracell material handling costs and rearrangement costs over the entire planning period. The solution methodology of the proposed approach is demonstrated. To show the efficiency of the two-phase heuristic approach, 21 instances are generated and solved using the optimization software package LINGO. The results show that the proposed approach can optimally solve the DCFLP in reasonable time.

The infinum principle

NASA Technical Reports Server (NTRS)

Geering, H. P.; Athans, M.

1973-01-01

A complete theory of necessary and sufficient conditions is discussed for a control to be superior with respect to a nonscalar-valued performance criterion. The latter maps into a finite dimensional, integrally closed directed, partially ordered linear space. The applicability of the theory to the analysis of dynamic vector estimation problems and to a class of uncertain optimal control problems is demonstrated.

Formulating a stand-growth model for mathematical programming problems in Appalachian forests

Treesearch

Gary W. Miller; Jay Sullivan

1993-01-01

Some growth and yield simulators applicable to central hardwood forests can be formulated for use in mathematical programming models that are designed to optimize multi-stand, multi-resource management problems. Once in the required format, growth equations serve as model constraints, defining the dynamics of stand development brought about by harvesting decisions. In...

Kernel-based least squares policy iteration for reinforcement learning.

PubMed

Xu, Xin; Hu, Dewen; Lu, Xicheng

2007-07-01

In this paper, we present a kernel-based least squares policy iteration (KLSPI) algorithm for reinforcement learning (RL) in large or continuous state spaces, which can be used to realize adaptive feedback control of uncertain dynamic systems. By using KLSPI, near-optimal control policies can be obtained without much a priori knowledge on dynamic models of control plants. In KLSPI, Mercer kernels are used in the policy evaluation of a policy iteration process, where a new kernel-based least squares temporal-difference algorithm called KLSTD-Q is proposed for efficient policy evaluation. To keep the sparsity and improve the generalization ability of KLSTD-Q solutions, a kernel sparsification procedure based on approximate linear dependency (ALD) is performed. Compared to the previous works on approximate RL methods, KLSPI makes two progresses to eliminate the main difficulties of existing results. One is the better convergence and (near) optimality guarantee by using the KLSTD-Q algorithm for policy evaluation with high precision. The other is the automatic feature selection using the ALD-based kernel sparsification. Therefore, the KLSPI algorithm provides a general RL method with generalization performance and convergence guarantee for large-scale Markov decision problems (MDPs). Experimental results on a typical RL task for a stochastic chain problem demonstrate that KLSPI can consistently achieve better learning efficiency and policy quality than the previous least squares policy iteration (LSPI) algorithm. Furthermore, the KLSPI method was also evaluated on two nonlinear feedback control problems, including a ship heading control problem and the swing up control of a double-link underactuated pendulum called acrobot. Simulation results illustrate that the proposed method can optimize controller performance using little a priori information of uncertain dynamic systems. It is also demonstrated that KLSPI can be applied to online learning control by incorporating an initial controller to ensure online performance.

Data-based adjoint and H2 optimal control of the Ginzburg-Landau equation

NASA Astrophysics Data System (ADS)

Banks, Michael; Bodony, Daniel

2017-11-01

Equation-free, reduced-order methods of control are desirable when the governing system of interest is of very high dimension or the control is to be applied to a physical experiment. Two-phase flow optimal control problems, our target application, fit these criteria. Dynamic Mode Decomposition (DMD) is a data-driven method for model reduction that can be used to resolve the dynamics of very high dimensional systems and project the dynamics onto a smaller, more manageable basis. We evaluate the effectiveness of DMD-based forward and adjoint operator estimation when applied to H2 optimal control approaches applied to the linear and nonlinear Ginzburg-Landau equation. Perspectives on applying the data-driven adjoint to two phase flow control will be given. Office of Naval Research (ONR) as part of the Multidisciplinary University Research Initiatives (MURI) Program, under Grant Number N00014-16-1-2617.

Dynamic emulation modelling for the optimal operation of water systems: an overview

NASA Astrophysics Data System (ADS)

Castelletti, A.; Galelli, S.; Giuliani, M.

2014-12-01

Despite sustained increase in computing power over recent decades, computational limitations remain a major barrier to the effective and systematic use of large-scale, process-based simulation models in rational environmental decision-making. Whereas complex models may provide clear advantages when the goal of the modelling exercise is to enhance our understanding of the natural processes, they introduce problems of model identifiability caused by over-parameterization and suffer from high computational burden when used in management and planning problems. As a result, increasing attention is now being devoted to emulation modelling (or model reduction) as a way of overcoming these limitations. An emulation model, or emulator, is a low-order approximation of the process-based model that can be substituted for it in order to solve high resource-demanding problems. In this talk, an overview of emulation modelling within the context of the optimal operation of water systems will be provided. Particular emphasis will be given to Dynamic Emulation Modelling (DEMo), a special type of model complexity reduction in which the dynamic nature of the original process-based model is preserved, with consequent advantages in a wide range of problems, particularly feedback control problems. This will be contrasted with traditional non-dynamic emulators (e.g. response surface and surrogate models) that have been studied extensively in recent years and are mainly used for planning purposes. A number of real world numerical experiences will be used to support the discussion ranging from multi-outlet water quality control in water reservoir through erosion/sedimentation rebalancing in the operation of run-off-river power plants to salinity control in lake and reservoirs.

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

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

An hp symplectic pseudospectral method for nonlinear optimal control

NASA Astrophysics Data System (ADS)

Peng, Haijun; Wang, Xinwei; Li, Mingwu; Chen, Biaosong

2017-01-01

An adaptive symplectic pseudospectral method based on the dual variational principle is proposed and is successfully applied to solving nonlinear optimal control problems in this paper. The proposed method satisfies the first order necessary conditions of continuous optimal control problems, also the symplectic property of the original continuous Hamiltonian system is preserved. The original optimal control problem is transferred into a set of nonlinear equations which can be solved easily by Newton-Raphson iterations, and the Jacobian matrix is found to be sparse and symmetric. The proposed method, on one hand, exhibits exponent convergence rates when the number of collocation points are increasing with the fixed number of sub-intervals; on the other hand, exhibits linear convergence rates when the number of sub-intervals is increasing with the fixed number of collocation points. Furthermore, combining with the hp method based on the residual error of dynamic constraints, the proposed method can achieve given precisions in a few iterations. Five examples highlight the high precision and high computational efficiency of the proposed method.

Optimal control of coupled parabolic-hyperbolic non-autonomous PDEs: infinite-dimensional state-space approach

NASA Astrophysics Data System (ADS)

Aksikas, I.; Moghadam, A. Alizadeh; Forbes, J. F.

2018-04-01

This paper deals with the design of an optimal state-feedback linear-quadratic (LQ) controller for a system of coupled parabolic-hypebolic non-autonomous partial differential equations (PDEs). The infinite-dimensional state space representation and the corresponding operator Riccati differential equation are used to solve the control problem. Dynamical properties of the coupled system of interest are analysed to guarantee the existence and uniqueness of the solution of the LQ-optimal control problem and also to guarantee the exponential stability of the closed-loop system. Thanks to the eigenvalues and eigenfunctions of the parabolic operator and also the fact that the hyperbolic-associated operator Riccati differential equation can be converted to a scalar Riccati PDE, an algorithm to solve the LQ control problem has been presented. The results are applied to a non-isothermal packed-bed catalytic reactor. The LQ optimal controller designed in the early portion of the paper is implemented for the original non-linear model. Numerical simulations are performed to show the controller performances.

Gas Dynamic Modernization of Axial Uncooled Turbine by Means of CFD and Optimization Software

NASA Astrophysics Data System (ADS)

Marchukov, E. Yu; Egorov, I. N.

2018-01-01

The results of multicriteria optimization of three-stage low-pressure turbine are described in the paper. The aim of the optimization is to improve turbine operation process by three criteria: turbine outlet flow angle, value of residual swirl at the turbine outlet, and turbine efficiency. Full reprofiling of all blade rows is carried out while solving optimization problem. Reprofiling includes a change in both shape of flat blade sections (profiles) and three-dimensional shape of the blades. The study is carried out with 3D numerical models of turbines.

Complex dynamics of an SEIR epidemic model with saturated incidence rate and treatment

NASA Astrophysics Data System (ADS)

Khan, Muhammad Altaf; Khan, Yasir; Islam, Saeed

2018-03-01

In this paper, we describe the dynamics of an SEIR epidemic model with saturated incidence, treatment function, and optimal control. Rigorous mathematical results have been established for the model. The stability analysis of the model is investigated and found that the model is locally asymptotically stable when R0 < 1. The model is locally as well as globally asymptotically stable at endemic equilibrium when R0 > 1. The proposed model may possess a backward bifurcation. The optimal control problem is designed and obtained their necessary results. Numerical results have been presented for justification of theoretical results.

Many-to-Many Multicast Routing Schemes under a Fixed Topology

PubMed Central

Ding, Wei; Wang, Hongfa; Wei, Xuerui

2013-01-01

Many-to-many multicast routing can be extensively applied in computer or communication networks supporting various continuous multimedia applications. The paper focuses on the case where all users share a common communication channel while each user is both a sender and a receiver of messages in multicasting as well as an end user. In this case, the multicast tree appears as a terminal Steiner tree (TeST). The problem of finding a TeST with a quality-of-service (QoS) optimization is frequently NP-hard. However, we discover that it is a good idea to find a many-to-many multicast tree with QoS optimization under a fixed topology. In this paper, we are concerned with three kinds of QoS optimization objectives of multicast tree, that is, the minimum cost, minimum diameter, and maximum reliability. All of three optimization problems are distributed into two types, the centralized and decentralized version. This paper uses the dynamic programming method to devise an exact algorithm, respectively, for the centralized and decentralized versions of each optimization problem. PMID:23589706

Optimal guidance for the space shuttle transition

NASA Technical Reports Server (NTRS)

Stengel, R. F.

1972-01-01

A guidance method for the space shuttle's transition from hypersonic entry to subsonic cruising flight is presented. The method evolves from a numerical trajectory optimization technique in which kinetic energy and total energy (per unit weight) replace velocity and time in the dynamic equations. This allows the open end-time problem to be transformed to one of fixed terminal energy. In its ultimate form, E-Guidance obtains energy balance (including dynamic-pressure-rate damping) and path length control by angle-of-attack modulation and cross-range control by roll angle modulation. The guidance functions also form the basis for a pilot display of instantaneous maneuver limits and destination. Numerical results illustrate the E-Guidance concept and the optimal trajectories on which it is based.

Optimal approach to quantum communication using dynamic programming.

PubMed

Jiang, Liang; Taylor, Jacob M; Khaneja, Navin; Lukin, Mikhail D

2007-10-30

Reliable preparation of entanglement between distant systems is an outstanding problem in quantum information science and quantum communication. In practice, this has to be accomplished by noisy channels (such as optical fibers) that generally result in exponential attenuation of quantum signals at large distances. A special class of quantum error correction protocols, quantum repeater protocols, can be used to overcome such losses. In this work, we introduce a method for systematically optimizing existing protocols and developing more efficient protocols. Our approach makes use of a dynamic programming-based searching algorithm, the complexity of which scales only polynomially with the communication distance, letting us efficiently determine near-optimal solutions. We find significant improvements in both the speed and the final-state fidelity for preparing long-distance entangled states.

A method for optimizing multi-objective reservoir operation upon human and riverine ecosystem demands

NASA Astrophysics Data System (ADS)

Ai, Xueshan; Dong, Zuo; Mo, Mingzhu

2017-04-01

The optimal reservoir operation is in generally a multi-objective problem. In real life, most of the reservoir operation optimization problems involve conflicting objectives, for which there is no single optimal solution which can simultaneously gain an optimal result of all the purposes, but rather a set of well distributed non-inferior solutions or Pareto frontier exists. On the other hand, most of the reservoirs operation rules is to gain greater social and economic benefits at the expense of ecological environment, resulting to the destruction of riverine ecology and reduction of aquatic biodiversity. To overcome these drawbacks, this study developed a multi-objective model for the reservoir operating with the conflicting functions of hydroelectric energy generation, irrigation and ecological protection. To solve the model with the objectives of maximize energy production, maximize the water demand satisfaction rate of irrigation and ecology, we proposed a multi-objective optimization method of variable penalty coefficient (VPC), which was based on integrate dynamic programming (DP) with discrete differential dynamic programming (DDDP), to generate a well distributed non-inferior along the Pareto front by changing the penalties coefficient of different objectives. This method was applied to an existing China reservoir named Donggu, through a course of a year, which is a multi-annual storage reservoir with multiple purposes. The case study results showed a good relationship between any two of the objectives and a good Pareto optimal solutions, which provide a reference for the reservoir decision makers.

[On the problems of the evolutionary optimization of life history. II. To justification of optimization criterion for nonlinear Leslie model].

PubMed

Pasekov, V P

2013-03-01

The paper considers the problems in the adaptive evolution of life-history traits for individuals in the nonlinear Leslie model of age-structured population. The possibility to predict adaptation results as the values of organism's traits (properties) that provide for the maximum of a certain function of traits (optimization criterion) is studied. An ideal criterion of this type is Darwinian fitness as a characteristic of success of an individual's life history. Criticism of the optimization approach is associated with the fact that it does not take into account the changes in the environmental conditions (in a broad sense) caused by evolution, thereby leading to losses in the adequacy of the criterion. In addition, the justification for this criterion under stationary conditions is not usually rigorous. It has been suggested to overcome these objections in terms of the adaptive dynamics theory using the concept of invasive fitness. The reasons are given that favor the application of the average number of offspring for an individual, R(L), as an optimization criterion in the nonlinear Leslie model. According to the theory of quantitative genetics, the selection for fertility (that is, for a set of correlated quantitative traits determined by both multiple loci and the environment) leads to an increase in R(L). In terms of adaptive dynamics, the maximum R(L) corresponds to the evolutionary stability and, in certain cases, convergent stability of the values for traits. The search for evolutionarily stable values on the background of limited resources for reproduction is a problem of linear programming.

Forecast horizon of multi-item dynamic lot size model with perishable inventory.

PubMed

Jing, Fuying; Lan, Zirui

2017-01-01

This paper studies a multi-item dynamic lot size problem for perishable products where stock deterioration rates and inventory costs are age-dependent. We explore structural properties in an optimal solution under two cost structures and develop a dynamic programming algorithm to solve the problem in polynomial time when the number of products is fixed. We establish forecast horizon results that can help the operation manager to decide the precise forecast horizon in a rolling decision-making process. Finally, based on a detailed test bed of instance, we obtain useful managerial insights on the impact of deterioration rate and lifetime of products on the length of forecast horizon.

Forecast horizon of multi-item dynamic lot size model with perishable inventory

PubMed Central

Jing, Fuying

2017-01-01

This paper studies a multi-item dynamic lot size problem for perishable products where stock deterioration rates and inventory costs are age-dependent. We explore structural properties in an optimal solution under two cost structures and develop a dynamic programming algorithm to solve the problem in polynomial time when the number of products is fixed. We establish forecast horizon results that can help the operation manager to decide the precise forecast horizon in a rolling decision-making process. Finally, based on a detailed test bed of instance, we obtain useful managerial insights on the impact of deterioration rate and lifetime of products on the length of forecast horizon. PMID:29125856

Bifurcation analysis of eight coupled degenerate optical parametric oscillators

NASA Astrophysics Data System (ADS)

Ito, Daisuke; Ueta, Tetsushi; Aihara, Kazuyuki

2018-06-01

A degenerate optical parametric oscillator (DOPO) network realized as a coherent Ising machine can be used to solve combinatorial optimization problems. Both theoretical and experimental investigations into the performance of DOPO networks have been presented previously. However a problem remains, namely that the dynamics of the DOPO network itself can lower the search success rates of globally optimal solutions for Ising problems. This paper shows that the problem is caused by pitchfork bifurcations due to the symmetry structure of coupled DOPOs. Some two-parameter bifurcation diagrams of equilibrium points express the performance deterioration. It is shown that the emergence of non-ground states regarding local minima hampers the system from reaching the ground states corresponding to the global minimum. We then describe a parametric strategy for leading a system to the ground state by actively utilizing the bifurcation phenomena. By adjusting the parameters to break particular symmetry, we find appropriate parameter sets that allow the coherent Ising machine to obtain the globally optimal solution alone.

High-Order Model and Dynamic Filtering for Frame Rate Up-Conversion.

PubMed

Bao, Wenbo; Zhang, Xiaoyun; Chen, Li; Ding, Lianghui; Gao, Zhiyong

2018-08-01

This paper proposes a novel frame rate up-conversion method through high-order model and dynamic filtering (HOMDF) for video pixels. Unlike the constant brightness and linear motion assumptions in traditional methods, the intensity and position of the video pixels are both modeled with high-order polynomials in terms of time. Then, the key problem of our method is to estimate the polynomial coefficients that represent the pixel's intensity variation, velocity, and acceleration. We propose to solve it with two energy objectives: one minimizes the auto-regressive prediction error of intensity variation by its past samples, and the other minimizes video frame's reconstruction error along the motion trajectory. To efficiently address the optimization problem for these coefficients, we propose the dynamic filtering solution inspired by video's temporal coherence. The optimal estimation of these coefficients is reformulated into a dynamic fusion of the prior estimate from pixel's temporal predecessor and the maximum likelihood estimate from current new observation. Finally, frame rate up-conversion is implemented using motion-compensated interpolation by pixel-wise intensity variation and motion trajectory. Benefited from the advanced model and dynamic filtering, the interpolated frame has much better visual quality. Extensive experiments on the natural and synthesized videos demonstrate the superiority of HOMDF over the state-of-the-art methods in both subjective and objective comparisons.

Enhancement of dynamic myocardial perfusion PET images based on low-rank plus sparse decomposition.

PubMed

Lu, Lijun; Ma, Xiaomian; Mohy-Ud-Din, Hassan; Ma, Jianhua; Feng, Qianjin; Rahmim, Arman; Chen, Wufan

2018-02-01

The absolute quantification of dynamic myocardial perfusion (MP) PET imaging is challenged by the limited spatial resolution of individual frame images due to division of the data into shorter frames. This study aims to develop a method for restoration and enhancement of dynamic PET images. We propose that the image restoration model should be based on multiple constraints rather than a single constraint, given the fact that the image characteristic is hardly described by a single constraint alone. At the same time, it may be possible, but not optimal, to regularize the image with multiple constraints simultaneously. Fortunately, MP PET images can be decomposed into a superposition of background vs. dynamic components via low-rank plus sparse (L + S) decomposition. Thus, we propose an L + S decomposition based MP PET image restoration model and express it as a convex optimization problem. An iterative soft thresholding algorithm was developed to solve the problem. Using realistic dynamic 82 Rb MP PET scan data, we optimized and compared its performance with other restoration methods. The proposed method resulted in substantial visual as well as quantitative accuracy improvements in terms of noise versus bias performance, as demonstrated in extensive 82 Rb MP PET simulations. In particular, the myocardium defect in the MP PET images had improved visual as well as contrast versus noise tradeoff. The proposed algorithm was also applied on an 8-min clinical cardiac 82 Rb MP PET study performed on the GE Discovery PET/CT, and demonstrated improved quantitative accuracy (CNR and SNR) compared to other algorithms. The proposed method is effective for restoration and enhancement of dynamic PET images. Copyright © 2017 Elsevier B.V. All rights reserved.

A synergic simulation-optimization approach for analyzing biomolecular dynamics in living organisms.

PubMed

Sadegh Zadeh, Kouroush

2011-01-01

A synergic duo simulation-optimization approach was developed and implemented to study protein-substrate dynamics and binding kinetics in living organisms. The forward problem is a system of several coupled nonlinear partial differential equations which, with a given set of kinetics and diffusion parameters, can provide not only the commonly used bleached area-averaged time series in fluorescence microscopy experiments but more informative full biomolecular/drug space-time series and can be successfully used to study dynamics of both Dirac and Gaussian fluorescence-labeled biomacromolecules in vivo. The incomplete Cholesky preconditioner was coupled with the finite difference discretization scheme and an adaptive time-stepping strategy to solve the forward problem. The proposed approach was validated with analytical as well as reference solutions and used to simulate dynamics of GFP-tagged glucocorticoid receptor (GFP-GR) in mouse cancer cell during a fluorescence recovery after photobleaching experiment. Model analysis indicates that the commonly practiced bleach spot-averaged time series is not an efficient approach to extract physiological information from the fluorescence microscopy protocols. It was recommended that experimental biophysicists should use full space-time series, resulting from experimental protocols, to study dynamics of biomacromolecules and drugs in living organisms. It was also concluded that in parameterization of biological mass transfer processes, setting the norm of the gradient of the penalty function at the solution to zero is not an efficient stopping rule to end the inverse algorithm. Theoreticians should use multi-criteria stopping rules to quantify model parameters by optimization. Copyright © 2010 Elsevier Ltd. All rights reserved.

Multiresolution strategies for the numerical solution of optimal control problems

NASA Astrophysics Data System (ADS)

Jain, Sachin

There exist many numerical techniques for solving optimal control problems but less work has been done in the field of making these algorithms run faster and more robustly. The main motivation of this work is to solve optimal control problems accurately in a fast and efficient way. Optimal control problems are often characterized by discontinuities or switchings in the control variables. One way of accurately capturing the irregularities in the solution is to use a high resolution (dense) uniform grid. This requires a large amount of computational resources both in terms of CPU time and memory. Hence, in order to accurately capture any irregularities in the solution using a few computational resources, one can refine the mesh locally in the region close to an irregularity instead of refining the mesh uniformly over the whole domain. Therefore, a novel multiresolution scheme for data compression has been designed which is shown to outperform similar data compression schemes. Specifically, we have shown that the proposed approach results in fewer grid points in the grid compared to a common multiresolution data compression scheme. The validity of the proposed mesh refinement algorithm has been verified by solving several challenging initial-boundary value problems for evolution equations in 1D. The examples have demonstrated the stability and robustness of the proposed algorithm. The algorithm adapted dynamically to any existing or emerging irregularities in the solution by automatically allocating more grid points to the region where the solution exhibited sharp features and fewer points to the region where the solution was smooth. Thereby, the computational time and memory usage has been reduced significantly, while maintaining an accuracy equivalent to the one obtained using a fine uniform mesh. Next, a direct multiresolution-based approach for solving trajectory optimization problems is developed. The original optimal control problem is transcribed into a nonlinear programming (NLP) problem that is solved using standard NLP codes. The novelty of the proposed approach hinges on the automatic calculation of a suitable, nonuniform grid over which the NLP problem is solved, which tends to increase numerical efficiency and robustness. Control and/or state constraints are handled with ease, and without any additional computational complexity. The proposed algorithm is based on a simple and intuitive method to balance several conflicting objectives, such as accuracy of the solution, convergence, and speed of the computations. The benefits of the proposed algorithm over uniform grid implementations are demonstrated with the help of several nontrivial examples. Furthermore, two sequential multiresolution trajectory optimization algorithms for solving problems with moving targets and/or dynamically changing environments have been developed. For such problems, high accuracy is desirable only in the immediate future, yet the ultimate mission objectives should be accommodated as well. An intelligent trajectory generation for such situations is thus enabled by introducing the idea of multigrid temporal resolution to solve the associated trajectory optimization problem on a non-uniform grid across time that is adapted to: (i) immediate future, and (ii) potential discontinuities in the state and control variables.

Optimal positions and parameters of translational and rotational mass dampers in beams subjected to random excitation

NASA Astrophysics Data System (ADS)

Łatas, Waldemar

2018-01-01

The problem of vibrations of the beam with the attached system of translational and rotational dynamic mass dampers subjected to random excitations with peaked power spectral densities, is presented in the hereby paper. The Euler-Bernoulli beam model is applied, while for solving the equation of motion the Galerkin method and the Laplace time transform are used. The obtained transfer functions allow to determine power spectral densities of the beam deflection and other dependent variables. Numerical examples present simple optimization problems of mass dampers parameters for local and global objective functions.

Inference of the sparse kinetic Ising model using the decimation method

NASA Astrophysics Data System (ADS)

Decelle, Aurélien; Zhang, Pan

2015-05-01

In this paper we study the inference of the kinetic Ising model on sparse graphs by the decimation method. The decimation method, which was first proposed in Decelle and Ricci-Tersenghi [Phys. Rev. Lett. 112, 070603 (2014), 10.1103/PhysRevLett.112.070603] for the static inverse Ising problem, tries to recover the topology of the inferred system by setting the weakest couplings to zero iteratively. During the decimation process the likelihood function is maximized over the remaining couplings. Unlike the ℓ1-optimization-based methods, the decimation method does not use the Laplace distribution as a heuristic choice of prior to select a sparse solution. In our case, the whole process can be done auto-matically without fixing any parameters by hand. We show that in the dynamical inference problem, where the task is to reconstruct the couplings of an Ising model given the data, the decimation process can be applied naturally into a maximum-likelihood optimization algorithm, as opposed to the static case where pseudolikelihood method needs to be adopted. We also use extensive numerical studies to validate the accuracy of our methods in dynamical inference problems. Our results illustrate that, on various topologies and with different distribution of couplings, the decimation method outperforms the widely used ℓ1-optimization-based methods.

The influence of the free space environment on the superlight-weight thermal protection system: conception, methods, and risk analysis

NASA Astrophysics Data System (ADS)

Yatsenko, Vitaliy; Falchenko, Iurii; Fedorchuk, Viktor; Petrushynets, Lidiia

2016-07-01

This report focuses on the results of the EU project "Superlight-weight thermal protection system for space application (LIGHT-TPS)". The bottom line is an analysis of influence of the free space environment on the superlight-weight thermal protection system (TPS). This report focuses on new methods that based on the following models: synergetic, physical, and computational. This report concentrates on four approaches. The first concerns the synergetic approach. The synergetic approach to the solution of problems of self-controlled synthesis of structures and creation of self-organizing technologies is considered in connection with the super-problem of creation of materials with new functional properties. Synergetics methods and mathematical design are considered according to actual problems of material science. The second approach describes how the optimization methods can be used to determine material microstructures with optimized or targeted properties. This technique enables one to find unexpected microstructures with exotic behavior (e.g., negative thermal expansion coefficients). The third approach concerns the dynamic probabilistic risk analysis of TPS l elements with complex characterizations for damages using a physical model of TPS system and a predictable level of ionizing radiation and space weather. Focusing is given mainly on the TPS model, mathematical models for dynamic probabilistic risk assessment and software for the modeling and prediction of the influence of the free space environment. The probabilistic risk assessment method for TPS is presented considering some deterministic and stochastic factors. The last approach concerns results of experimental research of the temperature distribution on the surface of the honeycomb sandwich panel size 150 x 150 x 20 mm at the diffusion welding in vacuum are considered. An equipment, which provides alignment of temperature fields in a product for the formation of equal strength of welded joints is considered. Many tasks in computational materials science can be posed as optimization problems. This technique enables one to find unexpected microstructures with exotic behavior (e.g., negative thermal expansion coefficients). The last approach is concerned with the generation of realizations of materials with specified but limited microstructural information: an intriguing inverse problem of both fundamental and practical importance. Computational models based upon the theories of molecular dynamics or quantum mechanics would enable the prediction and modification of fundamental materials properties. This problem is solved using deterministic and stochastic optimization techniques. The main optimization approaches in the frame of the EU project "Superlight-weight thermal protection system for space application" are discussed. Optimization approach to the alloys for obtaining materials with required properties using modeling techniques and experimental data will be also considered. This report is supported by the EU project "Superlight-weight thermal protection system for space application (LIGHT-TPS)"

Testing of Strategies for the Acceleration of the Cost Optimization

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

Ponciroli, Roberto; Vilim, Richard B.

The general problem addressed in the Nuclear-Renewable Hybrid Energy System (N-R HES) project is finding the optimum economical dispatch (ED) and capacity planning solutions for the hybrid energy systems. In the present test-problem configuration, the N-R HES unit is composed of three electrical power-generating components, i.e. the Balance of Plant (BOP), the Secondary Energy Source (SES), and the Energy Storage (ES). In addition, there is an Industrial Process (IP), which is devoted to hydrogen generation. At this preliminary stage, the goal is to find the power outputs of each one of the N-R HES unit components (BOP, SES, ES) andmore » the IP hydrogen production level that maximizes the unit profit by simultaneously satisfying individual component operational constraints. The optimization problem is meant to be solved in the Risk Analysis Virtual Environment (RAVEN) framework. The dynamic response of the N-R HES unit components is simulated by using dedicated object-oriented models written in the Modelica modeling language. Though this code coupling provides for very accurate predictions, the ensuing optimization problem is characterized by a very large number of solution variables. To ease the computational burden and to improve the path to a converged solution, a method to better estimate the initial guess for the optimization problem solution was developed. The proposed approach led to the definition of a suitable Monte Carlo-based optimization algorithm (called the preconditioner), which provides an initial guess for the optimal N-R HES power dispatch and the optimal installed capacity for each one of the unit components. The preconditioner samples a set of stochastic power scenarios for each one of the N-R HES unit components, and then for each of them the corresponding value of a suitably defined cost function is evaluated. After having simulated a sufficient number of power histories, the configuration which ensures the highest profit is selected as the optimal one. The component physical dynamics are represented through suitable ramp constraints, which considerably simplify the numerical solving. In order to test the capabilities of the proposed approach, in the present report, the dispatch problem only is tackled, i.e. a reference unit configuration is assumed, and each one of the N-R HES unit components is assumed to have a fixed installed capacity. As for the next steps, the main improvement will concern the operation strategy of the ES facility. In particular, in order to describe a more realistic battery commitment strategy, the ES operation will be regulated according to the electricity price forecasts.« less

Small Body GN&C Research Report: A Robust Model Predictive Control Algorithm with Guaranteed Resolvability

NASA Technical Reports Server (NTRS)

Acikmese, Behcet A.; Carson, John M., III

2005-01-01

A robustly stabilizing MPC (model predictive control) algorithm for uncertain nonlinear systems is developed that guarantees the resolvability of the associated finite-horizon optimal control problem in a receding-horizon implementation. The control consists of two components; (i) feedforward, and (ii) feedback part. Feed-forward control is obtained by online solution of a finite-horizon optimal control problem for the nominal system dynamics. The feedback control policy is designed off-line based on a bound on the uncertainty in the system model. The entire controller is shown to be robustly stabilizing with a region of attraction composed of initial states for which the finite-horizon optimal control problem is feasible. The controller design for this algorithm is demonstrated on a class of systems with uncertain nonlinear terms that have norm-bounded derivatives, and derivatives in polytopes. An illustrative numerical example is also provided.

A robust model predictive control algorithm for uncertain nonlinear systems that guarantees resolvability

NASA Technical Reports Server (NTRS)

Acikmese, Ahmet Behcet; Carson, John M., III

2006-01-01

A robustly stabilizing MPC (model predictive control) algorithm for uncertain nonlinear systems is developed that guarantees resolvability. With resolvability, initial feasibility of the finite-horizon optimal control problem implies future feasibility in a receding-horizon framework. The control consists of two components; (i) feed-forward, and (ii) feedback part. Feed-forward control is obtained by online solution of a finite-horizon optimal control problem for the nominal system dynamics. The feedback control policy is designed off-line based on a bound on the uncertainty in the system model. The entire controller is shown to be robustly stabilizing with a region of attraction composed of initial states for which the finite-horizon optimal control problem is feasible. The controller design for this algorithm is demonstrated on a class of systems with uncertain nonlinear terms that have norm-bounded derivatives and derivatives in polytopes. An illustrative numerical example is also provided.

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

An Optimization Code for Nonlinear Transient Problems of a Large Scale Multidisciplinary Mathematical Model

NASA Astrophysics Data System (ADS)

Takasaki, Koichi

This paper presents a program for the multidisciplinary optimization and identification problem of the nonlinear model of large aerospace vehicle structures. The program constructs the global matrix of the dynamic system in the time direction by the p-version finite element method (pFEM), and the basic matrix for each pFEM node in the time direction is described by a sparse matrix similarly to the static finite element problem. The algorithm used by the program does not require the Hessian matrix of the objective function and so has low memory requirements. It also has a relatively low computational cost, and is suited to parallel computation. The program was integrated as a solver module of the multidisciplinary analysis system CUMuLOUS (Computational Utility for Multidisciplinary Large scale Optimization of Undense System) which is under development by the Aerospace Research and Development Directorate (ARD) of the Japan Aerospace Exploration Agency (JAXA).

Game theoretic wireless resource allocation for H.264 MGS video transmission over cognitive radio networks

NASA Astrophysics Data System (ADS)

Fragkoulis, Alexandros; Kondi, Lisimachos P.; Parsopoulos, Konstantinos E.

2015-03-01

We propose a method for the fair and efficient allocation of wireless resources over a cognitive radio system network to transmit multiple scalable video streams to multiple users. The method exploits the dynamic architecture of the Scalable Video Coding extension of the H.264 standard, along with the diversity that OFDMA networks provide. We use a game-theoretic Nash Bargaining Solution (NBS) framework to ensure that each user receives the minimum video quality requirements, while maintaining fairness over the cognitive radio system. An optimization problem is formulated, where the objective is the maximization of the Nash product while minimizing the waste of resources. The problem is solved by using a Swarm Intelligence optimizer, namely Particle Swarm Optimization. Due to the high dimensionality of the problem, we also introduce a dimension-reduction technique. Our experimental results demonstrate the fairness imposed by the employed NBS framework.

Optimal dynamic control of resources in a distributed system

NASA Technical Reports Server (NTRS)

Shin, Kang G.; Krishna, C. M.; Lee, Yann-Hang

1989-01-01

The authors quantitatively formulate the problem of controlling resources in a distributed system so as to optimize a reward function and derive optimal control strategies using Markov decision theory. The control variables treated are quite general; they could be control decisions related to system configuration, repair, diagnostics, files, or data. Two algorithms for resource control in distributed systems are derived for time-invariant and periodic environments, respectively. A detailed example to demonstrate the power and usefulness of the approach is provided.

Solving quantum optimal control problems using Clebsch variables and Lin constraints

NASA Astrophysics Data System (ADS)

Delgado-Téllez, M.; Ibort, A.; Rodríguez de la Peña, T.

2018-01-01

Clebsch variables (and Lin constraints) are applied to the study of a class of optimal control problems for affine-controlled quantum systems. The optimal control problem will be modelled with controls defined on an auxiliary space where the dynamical group of the system acts freely. The reciprocity between both theories: the classical theory defined by the objective functional and the quantum system, is established by using a suitable version of Lagrange’s multipliers theorem and a geometrical interpretation of the constraints of the system as defining a subspace of horizontal curves in an associated bundle. It is shown how the solutions of the variational problem defined by the objective functional determine solutions of the quantum problem. Then a new way of obtaining explicit solutions for a family of optimal control problems for affine-controlled quantum systems (finite or infinite dimensional) is obtained. One of its main advantages, is the the use of Clebsch variables allows to compute such solutions from solutions of invariant problems that can often be computed explicitly. This procedure can be presented as an algorithm that can be applied to a large class of systems. Finally, some simple examples, spin control, a simple quantum Hamiltonian with an ‘Elroy beanie’ type classical model and a controlled one-dimensional quantum harmonic oscillator, illustrating the main features of the theory, will be discussed.

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.

Optimal bounds and extremal trajectories for time averages in nonlinear dynamical systems

NASA Astrophysics Data System (ADS)

Tobasco, Ian; Goluskin, David; Doering, Charles R.

2018-02-01

For any quantity of interest in a system governed by ordinary differential equations, it is natural to seek the largest (or smallest) long-time average among solution trajectories, as well as the extremal trajectories themselves. Upper bounds on time averages can be proved a priori using auxiliary functions, the optimal choice of which is a convex optimization problem. We prove that the problems of finding maximal trajectories and minimal auxiliary functions are strongly dual. Thus, auxiliary functions provide arbitrarily sharp upper bounds on time averages. Moreover, any nearly minimal auxiliary function provides phase space volumes in which all nearly maximal trajectories are guaranteed to lie. For polynomial equations, auxiliary functions can be constructed by semidefinite programming, which we illustrate using the Lorenz system.

Assessing the performance of dynamical trajectory estimates

NASA Astrophysics Data System (ADS)

Bröcker, Jochen

2014-06-01

Estimating trajectories and parameters of dynamical systems from observations is a problem frequently encountered in various branches of science; geophysicists for example refer to this problem as data assimilation. Unlike as in estimation problems with exchangeable observations, in data assimilation the observations cannot easily be divided into separate sets for estimation and validation; this creates serious problems, since simply using the same observations for estimation and validation might result in overly optimistic performance assessments. To circumvent this problem, a result is presented which allows us to estimate this optimism, thus allowing for a more realistic performance assessment in data assimilation. The presented approach becomes particularly simple for data assimilation methods employing a linear error feedback (such as synchronization schemes, nudging, incremental 3DVAR and 4DVar, and various Kalman filter approaches). Numerical examples considering a high gain observer confirm the theory.

Assessing the performance of dynamical trajectory estimates.

PubMed

Bröcker, Jochen

2014-06-01

Estimating trajectories and parameters of dynamical systems from observations is a problem frequently encountered in various branches of science; geophysicists for example refer to this problem as data assimilation. Unlike as in estimation problems with exchangeable observations, in data assimilation the observations cannot easily be divided into separate sets for estimation and validation; this creates serious problems, since simply using the same observations for estimation and validation might result in overly optimistic performance assessments. To circumvent this problem, a result is presented which allows us to estimate this optimism, thus allowing for a more realistic performance assessment in data assimilation. The presented approach becomes particularly simple for data assimilation methods employing a linear error feedback (such as synchronization schemes, nudging, incremental 3DVAR and 4DVar, and various Kalman filter approaches). Numerical examples considering a high gain observer confirm the theory.

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

Duchaineau, M.; Wolinsky, M.; Sigeti, D.E.

Terrain visualization is a difficult problem for applications requiring accurate images of large datasets at high frame rates, such as flight simulation and ground-based aircraft testing using synthetic sensor stimulation. On current graphics hardware, the problem is to maintain dynamic, view-dependent triangle meshes and texture maps that produce good images at the required frame rate. We present an algorithm for constructing triangle meshes that optimizes flexible view-dependent error metrics, produces guaranteed error bounds, achieves specified triangle counts directly, and uses frame-to-frame coherence to operate at high frame rates for thousands of triangles per frame. Our method, dubbed Real-time Optimally Adaptingmore » Meshes (ROAM), uses two priority queues to drive split and merge operations that maintain continuous triangulations built from pre-processed bintree triangles. We introduce two additional performance optimizations: incremental triangle stripping and priority-computation deferral lists. ROAM execution time is proportionate to the number of triangle changes per frame, which is typically a few percent of the output mesh size, hence ROAM performance is insensitive to the resolution and extent of the input terrain. Dynamic terrain and simple vertex morphing are supported.« less

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.

A Novel Joint Problem of Routing, Scheduling, and Variable-Width Channel Allocation in WMNs

PubMed Central

Liu, Wan-Yu; Chou, Chun-Hung

2014-01-01

This paper investigates a novel joint problem of routing, scheduling, and channel allocation for single-radio multichannel wireless mesh networks in which multiple channel widths can be adjusted dynamically through a new software technology so that more concurrent transmissions and suppressed overlapping channel interference can be achieved. Although the previous works have studied this joint problem, their linear programming models for the problem were not incorporated with some delicate constraints. As a result, this paper first constructs a linear programming model with more practical concerns and then proposes a simulated annealing approach with a novel encoding mechanism, in which the configurations of multiple time slots are devised to characterize the dynamic transmission process. Experimental results show that our approach can find the same or similar solutions as the optimal solutions for smaller-scale problems and can efficiently find good-quality solutions for a variety of larger-scale problems. PMID:24982990

Multi exposure image fusion algorithm based on YCbCr space

NASA Astrophysics Data System (ADS)

Yang, T. T.; Fang, P. Y.

2018-05-01

To solve the problem that scene details and visual effects are difficult to be optimized in high dynamic image synthesis, we proposes a multi exposure image fusion algorithm for processing low dynamic range images in YCbCr space, and weighted blending of luminance and chromatic aberration components respectively. The experimental results show that the method can retain color effect of the fused image while balancing details of the bright and dark regions of the high dynamic image.

Aerospace Applications of Optimization under Uncertainty

NASA Technical Reports Server (NTRS)

Padula, Sharon; Gumbert, Clyde; Li, Wu

2003-01-01

The Multidisciplinary Optimization (MDO) Branch at NASA Langley Research Center develops new methods and investigates opportunities for applying optimization to aerospace vehicle design. This paper describes MDO Branch experiences with three applications of optimization under uncertainty: (1) improved impact dynamics for airframes, (2) transonic airfoil optimization for low drag, and (3) coupled aerodynamic/structures optimization of a 3-D wing. For each case, a brief overview of the problem and references to previous publications are provided. The three cases are aerospace examples of the challenges and opportunities presented by optimization under uncertainty. The present paper will illustrate a variety of needs for this technology, summarize promising methods, and uncover fruitful areas for new research.

Aerospace Applications of Optimization under Uncertainty

NASA Technical Reports Server (NTRS)

Padula, Sharon; Gumbert, Clyde; Li, Wu

2006-01-01

The Multidisciplinary Optimization (MDO) Branch at NASA Langley Research Center develops new methods and investigates opportunities for applying optimization to aerospace vehicle design. This paper describes MDO Branch experiences with three applications of optimization under uncertainty: (1) improved impact dynamics for airframes, (2) transonic airfoil optimization for low drag, and (3) coupled aerodynamic/structures optimization of a 3-D wing. For each case, a brief overview of the problem and references to previous publications are provided. The three cases are aerospace examples of the challenges and opportunities presented by optimization under uncertainty. The present paper will illustrate a variety of needs for this technology, summarize promising methods, and uncover fruitful areas for new research.

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

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

Optimal placement of FACTS devices using optimization techniques: A review

NASA Astrophysics Data System (ADS)

Gaur, Dipesh; Mathew, Lini

2018-03-01

Modern power system is dealt with overloading problem especially transmission network which works on their maximum limit. Today’s power system network tends to become unstable and prone to collapse due to disturbances. Flexible AC Transmission system (FACTS) provides solution to problems like line overloading, voltage stability, losses, power flow etc. FACTS can play important role in improving static and dynamic performance of power system. FACTS devices need high initial investment. Therefore, FACTS location, type and their rating are vital and should be optimized to place in the network for maximum benefit. In this paper, different optimization methods like Particle Swarm Optimization (PSO), Genetic Algorithm (GA) etc. are discussed and compared for optimal location, type and rating of devices. FACTS devices such as Thyristor Controlled Series Compensator (TCSC), Static Var Compensator (SVC) and Static Synchronous Compensator (STATCOM) are considered here. Mentioned FACTS controllers effects on different IEEE bus network parameters like generation cost, active power loss, voltage stability etc. have been analyzed and compared among the devices.

Neural network for nonsmooth pseudoconvex optimization with general convex constraints.

PubMed

Bian, Wei; Ma, Litao; Qin, Sitian; Xue, Xiaoping

2018-05-01

In this paper, a one-layer recurrent neural network is proposed for solving a class of nonsmooth, pseudoconvex optimization problems with general convex constraints. Based on the smoothing method, we construct a new regularization function, which does not depend on any information of the feasible region. Thanks to the special structure of the regularization function, we prove the global existence, uniqueness and "slow solution" character of the state of the proposed neural network. Moreover, the state solution of the proposed network is proved to be convergent to the feasible region in finite time and to the optimal solution set of the related optimization problem subsequently. In particular, the convergence of the state to an exact optimal solution is also considered in this paper. Numerical examples with simulation results are given to show the efficiency and good characteristics of the proposed network. In addition, some preliminary theoretical analysis and application of the proposed network for a wider class of dynamic portfolio optimization are included. Copyright © 2018 Elsevier Ltd. All rights reserved.

Ant Colony Optimization Algorithm for Centralized Dynamic Channel Allocation in Multi-Cell OFDMA Systems

NASA Astrophysics Data System (ADS)

Kim, Hyo-Su; Kim, Dong-Hoi

The dynamic channel allocation (DCA) scheme in multi-cell systems causes serious inter-cell interference (ICI) problem to some existing calls when channels for new calls are allocated. Such a problem can be addressed by advanced centralized DCA design that is able to minimize ICI. Thus, in this paper, a centralized DCA is developed for the downlink of multi-cell orthogonal frequency division multiple access (OFDMA) systems with full spectral reuse. However, in practice, as the search space of channel assignment for centralized DCA scheme in multi-cell systems grows exponentially with the increase of the number of required calls, channels, and cells, it becomes an NP-hard problem and is currently too complicated to find an optimum channel allocation. In this paper, we propose an ant colony optimization (ACO) based DCA scheme using a low-complexity ACO algorithm which is a kind of heuristic algorithm in order to solve the aforementioned problem. Simulation results demonstrate significant performance improvements compared to the existing schemes in terms of the grade of service (GoS) performance and the forced termination probability of existing calls without degrading the system performance of the average throughput.

Inferring neural activity from BOLD signals through nonlinear optimization.

PubMed

Vakorin, Vasily A; Krakovska, Olga O; Borowsky, Ron; Sarty, Gordon E

2007-11-01

The blood oxygen level-dependent (BOLD) fMRI signal does not measure neuronal activity directly. This fact is a key concern for interpreting functional imaging data based on BOLD. Mathematical models describing the path from neural activity to the BOLD response allow us to numerically solve the inverse problem of estimating the timing and amplitude of the neuronal activity underlying the BOLD signal. In fact, these models can be viewed as an advanced substitute for the impulse response function. In this work, the issue of estimating the dynamics of neuronal activity from the observed BOLD signal is considered within the framework of optimization problems. The model is based on the extended "balloon" model and describes the conversion of neuronal signals into the BOLD response through the transitional dynamics of the blood flow-inducing signal, cerebral blood flow, cerebral blood volume and deoxyhemoglobin concentration. Global optimization techniques are applied to find a control input (the neuronal activity and/or the biophysical parameters in the model) that causes the system to follow an admissible solution to minimize discrepancy between model and experimental data. As an alternative to a local linearization (LL) filtering scheme, the optimization method escapes the linearization of the transition system and provides a possibility to search for the global optimum, avoiding spurious local minima. We have found that the dynamics of the neural signals and the physiological variables as well as the biophysical parameters can be robustly reconstructed from the BOLD responses. Furthermore, it is shown that spiking off/on dynamics of the neural activity is the natural mathematical solution of the model. Incorporating, in addition, the expansion of the neural input by smooth basis functions, representing a low-pass filtering, allows us to model local field potential (LFP) solutions instead of spiking solutions.

On-orbit identifying the inertia parameters of space robotic systems using simple equivalent dynamics

NASA Astrophysics Data System (ADS)

Xu, Wenfu; Hu, Zhonghua; Zhang, Yu; Liang, Bin

2017-03-01

After being launched into space to perform some tasks, the inertia parameters of a space robotic system may change due to fuel consumption, hardware reconfiguration, target capturing, and so on. For precision control and simulation, it is required to identify these parameters on orbit. This paper proposes an effective method for identifying the complete inertia parameters (including the mass, inertia tensor and center of mass position) of a space robotic system. The key to the method is to identify two types of simple dynamics systems: equivalent single-body and two-body systems. For the former, all of the joints are locked into a designed configuration and the thrusters are used for orbital maneuvering. The object function for optimization is defined in terms of acceleration and velocity of the equivalent single body. For the latter, only one joint is unlocked and driven to move along a planned (exiting) trajectory in free-floating mode. The object function is defined based on the linear and angular momentum equations. Then, the parameter identification problems are transformed into non-linear optimization problems. The Particle Swarm Optimization (PSO) algorithm is applied to determine the optimal parameters, i.e. the complete dynamic parameters of the two equivalent systems. By sequentially unlocking the 1st to nth joints (or unlocking the nth to 1st joints), the mass properties of body 0 to n (or n to 0) are completely identified. For the proposed method, only simple dynamics equations are needed for identification. The excitation motion (orbit maneuvering and joint motion) is also easily realized. Moreover, the method does not require prior knowledge of the mass properties of any body. It is general and practical for identifying a space robotic system on-orbit.

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

PubMed

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

2016-08-22

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

Reverse engineering a social agent-based hidden markov model--visage.

PubMed

Chen, Hung-Ching Justin; Goldberg, Mark; Magdon-Ismail, Malik; Wallace, William A

2008-12-01

We present a machine learning approach to discover the agent dynamics that drives the evolution of the social groups in a community. We set up the problem by introducing an agent-based hidden Markov model for the agent dynamics: an agent's actions are determined by micro-laws. Nonetheless, We learn the agent dynamics from the observed communications without knowing state transitions. Our approach is to identify the appropriate micro-laws corresponding to an identification of the appropriate parameters in the model. The model identification problem is then formulated as a mixed optimization problem. To solve the problem, we develop a multistage learning process for determining the group structure, the group evolution, and the micro-laws of a community based on the observed set of communications among actors, without knowing the semantic contents. Finally, to test the quality of our approximations and the feasibility of the approach, we present the results of extensive experiments on synthetic data as well as the results on real communities, such as Enron email and Movie newsgroups. Insight into agent dynamics helps us understand the driving forces behind social evolution.

Robust planning of dynamic wireless charging infrastructure for battery electric buses

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

Liu, Zhaocai; Song, Ziqi

Battery electric buses with zero tailpipe emissions have great potential in improving environmental sustainability and livability of urban areas. However, the problems of high cost and limited range associated with on-board batteries have substantially limited the popularity of battery electric buses. The technology of dynamic wireless power transfer (DWPT), which provides bus operators with the ability to charge buses while in motion, may be able to effectively alleviate the drawbacks of electric buses. In this paper, we address the problem of simultaneously selecting the optimal location of the DWPT facilities and designing the optimal battery sizes of electric buses formore » a DWPT electric bus system. The problem is first constructed as a deterministic model in which the uncertainty of energy consumption and travel time of electric buses is neglected. The methodology of robust optimization (RO) is then adopted to address the uncertainty of energy consumption and travel time. The affinely adjustable robust counterpart (AARC) of the deterministic model is developed, and its equivalent tractable mathematical programming is derived. Both the deterministic model and the robust model are demonstrated with a real-world bus system. The results of our study demonstrate that the proposed deterministic model can effectively determine the allocation of DWPT facilities and the battery sizes of electric buses for a DWPT electric bus system; and the robust model can further provide optimal designs that are robust against the uncertainty of energy consumption and travel time for electric buses.« less

Robust planning of dynamic wireless charging infrastructure for battery electric buses

DOE PAGES

Liu, Zhaocai; Song, Ziqi

2017-10-01

Battery electric buses with zero tailpipe emissions have great potential in improving environmental sustainability and livability of urban areas. However, the problems of high cost and limited range associated with on-board batteries have substantially limited the popularity of battery electric buses. The technology of dynamic wireless power transfer (DWPT), which provides bus operators with the ability to charge buses while in motion, may be able to effectively alleviate the drawbacks of electric buses. In this paper, we address the problem of simultaneously selecting the optimal location of the DWPT facilities and designing the optimal battery sizes of electric buses formore » a DWPT electric bus system. The problem is first constructed as a deterministic model in which the uncertainty of energy consumption and travel time of electric buses is neglected. The methodology of robust optimization (RO) is then adopted to address the uncertainty of energy consumption and travel time. The affinely adjustable robust counterpart (AARC) of the deterministic model is developed, and its equivalent tractable mathematical programming is derived. Both the deterministic model and the robust model are demonstrated with a real-world bus system. The results of our study demonstrate that the proposed deterministic model can effectively determine the allocation of DWPT facilities and the battery sizes of electric buses for a DWPT electric bus system; and the robust model can further provide optimal designs that are robust against the uncertainty of energy consumption and travel time for electric buses.« less

Two-Stage Path Planning Approach for Designing Multiple Spacecraft Reconfiguration Maneuvers

NASA Technical Reports Server (NTRS)

Aoude, Georges S.; How, Jonathan P.; Garcia, Ian M.

2007-01-01

The paper presents a two-stage approach for designing optimal reconfiguration maneuvers for multiple spacecraft. These maneuvers involve well-coordinated and highly-coupled motions of the entire fleet of spacecraft while satisfying an arbitrary number of constraints. This problem is particularly difficult because of the nonlinearity of the attitude dynamics, the non-convexity of some of the constraints, and the coupling between the positions and attitudes of all spacecraft. As a result, the trajectory design must be solved as a single 6N DOF problem instead of N separate 6 DOF problems. The first stage of the solution approach quickly provides a feasible initial solution by solving a simplified version without differential constraints using a bi-directional Rapidly-exploring Random Tree (RRT) planner. A transition algorithm then augments this guess with feasible dynamics that are propagated from the beginning to the end of the trajectory. The resulting output is a feasible initial guess to the complete optimal control problem that is discretized in the second stage using a Gauss pseudospectral method (GPM) and solved using an off-the-shelf nonlinear solver. This paper also places emphasis on the importance of the initialization step in pseudospectral methods in order to decrease their computation times and enable the solution of a more complex class of problems. Several examples are presented and discussed.

Improved Sensitivity Relations in State Constrained Optimal Control

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

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

2015-04-15

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

Control of water distribution networks with dynamic DMA topology using strictly feasible sequential convex programming

NASA Astrophysics Data System (ADS)

Wright, Robert; Abraham, Edo; Parpas, Panos; Stoianov, Ivan

2015-12-01

The operation of water distribution networks (WDN) with a dynamic topology is a recently pioneered approach for the advanced management of District Metered Areas (DMAs) that integrates novel developments in hydraulic modeling, monitoring, optimization, and control. A common practice for leakage management is the sectorization of WDNs into small zones, called DMAs, by permanently closing isolation valves. This facilitates water companies to identify bursts and estimate leakage levels by measuring the inlet flow for each DMA. However, by permanently closing valves, a number of problems have been created including reduced resilience to failure and suboptimal pressure management. By introducing a dynamic topology to these zones, these disadvantages can be eliminated while still retaining the DMA structure for leakage monitoring. In this paper, a novel optimization method based on sequential convex programming (SCP) is outlined for the control of a dynamic topology with the objective of reducing average zone pressure (AZP). A key attribute for control optimization is reliable convergence. To achieve this, the SCP method we propose guarantees that each optimization step is strictly feasible, resulting in improved convergence properties. By using a null space algorithm for hydraulic analyses, the computations required are also significantly reduced. The optimized control is actuated on a real WDN operated with a dynamic topology. This unique experimental program incorporates a number of technologies set up with the objective of investigating pioneering developments in WDN management. Preliminary results indicate AZP reductions for a dynamic topology of up to 6.5% over optimally controlled fixed topology DMAs. This article was corrected on 12 JAN 2016. See the end of the full text for details.

Scoring of Side-Chain Packings: An Analysis of Weight Factors and Molecular Dynamics Structures.

PubMed

Colbes, Jose; Aguila, Sergio A; Brizuela, Carlos A

2018-02-26

The protein side-chain packing problem (PSCPP) is a central task in computational protein design. The problem is usually modeled as a combinatorial optimization problem, which consists of searching for a set of rotamers, from a given rotamer library, that minimizes a scoring function (SF). The SF is a weighted sum of terms, that can be decomposed in physics-based and knowledge-based terms. Although there are many methods to obtain approximate solutions for this problem, all of them have similar performances and there has not been a significant improvement in recent years. Studies on protein structure prediction and protein design revealed the limitations of current SFs to achieve further improvements for these two problems. In the same line, a recent work reported a similar result for the PSCPP. In this work, we ask whether or not this negative result regarding further improvements in performance is due to (i) an incorrect weighting of the SFs terms or (ii) the constrained conformation resulting from the protein crystallization process. To analyze these questions, we (i) model the PSCPP as a bi-objective combinatorial optimization problem, optimizing, at the same time, the two most important terms of two SFs of state-of-the-art algorithms and (ii) performed a preprocessing relaxation of the crystal structure through molecular dynamics to simulate the protein in the solvent and evaluated the performance of these two state-of-the-art SFs under these conditions. Our results indicate that (i) no matter what combination of weight factors we use the current SFs will not lead to better performances and (ii) the evaluated SFs will not be able to improve performance on relaxed structures. Furthermore, the experiments revealed that the SFs and the methods are biased toward crystallized structures.

Applications of fuzzy theories to multi-objective system optimization

NASA Technical Reports Server (NTRS)

Rao, S. S.; Dhingra, A. K.

1991-01-01

Most of the computer aided design techniques developed so far deal with the optimization of a single objective function over the feasible design space. However, there often exist several engineering design problems which require a simultaneous consideration of several objective functions. This work presents several techniques of multiobjective optimization. In addition, a new formulation, based on fuzzy theories, is also introduced for the solution of multiobjective system optimization problems. The fuzzy formulation is useful in dealing with systems which are described imprecisely using fuzzy terms such as, 'sufficiently large', 'very strong', or 'satisfactory'. The proposed theory translates the imprecise linguistic statements and multiple objectives into equivalent crisp mathematical statements using fuzzy logic. The effectiveness of all the methodologies and theories presented is illustrated by formulating and solving two different engineering design problems. The first one involves the flight trajectory optimization and the main rotor design of helicopters. The second one is concerned with the integrated kinematic-dynamic synthesis of planar mechanisms. The use and effectiveness of nonlinear membership functions in fuzzy formulation is also demonstrated. The numerical results indicate that the fuzzy formulation could yield results which are qualitatively different from those provided by the crisp formulation. It is felt that the fuzzy formulation will handle real life design problems on a more rational basis.

A mixed analog/digital chaotic neuro-computer system for quadratic assignment problems.

PubMed

Horio, Yoshihiko; Ikeguchi, Tohru; Aihara, Kazuyuki

2005-01-01

We construct a mixed analog/digital chaotic neuro-computer prototype system for quadratic assignment problems (QAPs). The QAP is one of the difficult NP-hard problems, and includes several real-world applications. Chaotic neural networks have been used to solve combinatorial optimization problems through chaotic search dynamics, which efficiently searches optimal or near optimal solutions. However, preliminary experiments have shown that, although it obtained good feasible solutions, the Hopfield-type chaotic neuro-computer hardware system could not obtain the optimal solution of the QAP. Therefore, in the present study, we improve the system performance by adopting a solution construction method, which constructs a feasible solution using the analog internal state values of the chaotic neurons at each iteration. In order to include the construction method into our hardware, we install a multi-channel analog-to-digital conversion system to observe the internal states of the chaotic neurons. We show experimentally that a great improvement in the system performance over the original Hopfield-type chaotic neuro-computer is obtained. That is, we obtain the optimal solution for the size-10 QAP in less than 1000 iterations. In addition, we propose a guideline for parameter tuning of the chaotic neuro-computer system according to the observation of the internal states of several chaotic neurons in the network.

Dynamic remapping decisions in multi-phase parallel computations

NASA Technical Reports Server (NTRS)

Nicol, D. M.; Reynolds, P. F., Jr.

1986-01-01

The effectiveness of any given mapping of workload to processors in a parallel system is dependent on the stochastic behavior of the workload. Program behavior is often characterized by a sequence of phases, with phase changes occurring unpredictably. During a phase, the behavior is fairly stable, but may become quite different during the next phase. Thus a workload assignment generated for one phase may hinder performance during the next phase. We consider the problem of deciding whether to remap a paralled computation in the face of uncertainty in remapping's utility. Fundamentally, it is necessary to balance the expected remapping performance gain against the delay cost of remapping. This paper treats this problem formally by constructing a probabilistic model of a computation with at most two phases. We use stochastic dynamic programming to show that the remapping decision policy which minimizes the expected running time of the computation has an extremely simple structure: the optimal decision at any step is followed by comparing the probability of remapping gain against a threshold. This theoretical result stresses the importance of detecting a phase change, and assessing the possibility of gain from remapping. We also empirically study the sensitivity of optimal performance to imprecise decision threshold. Under a wide range of model parameter values, we find nearly optimal performance if remapping is chosen simply when the gain probability is high. These results strongly suggest that except in extreme cases, the remapping decision problem is essentially that of dynamically determining whether gain can be achieved by remapping after a phase change; precise quantification of the decision model parameters is not necessary.

BioPreDyn-bench: a suite of benchmark problems for dynamic modelling in systems biology.

PubMed

Villaverde, Alejandro F; Henriques, David; Smallbone, Kieran; Bongard, Sophia; Schmid, Joachim; Cicin-Sain, Damjan; Crombach, Anton; Saez-Rodriguez, Julio; Mauch, Klaus; Balsa-Canto, Eva; Mendes, Pedro; Jaeger, Johannes; Banga, Julio R

2015-02-20

Dynamic modelling is one of the cornerstones of systems biology. Many research efforts are currently being invested in the development and exploitation of large-scale kinetic models. The associated problems of parameter estimation (model calibration) and optimal experimental design are particularly challenging. The community has already developed many methods and software packages which aim to facilitate these tasks. However, there is a lack of suitable benchmark problems which allow a fair and systematic evaluation and comparison of these contributions. Here we present BioPreDyn-bench, a set of challenging parameter estimation problems which aspire to serve as reference test cases in this area. This set comprises six problems including medium and large-scale kinetic models of the bacterium E. coli, baker's yeast S. cerevisiae, the vinegar fly D. melanogaster, Chinese Hamster Ovary cells, and a generic signal transduction network. The level of description includes metabolism, transcription, signal transduction, and development. For each problem we provide (i) a basic description and formulation, (ii) implementations ready-to-run in several formats, (iii) computational results obtained with specific solvers, (iv) a basic analysis and interpretation. This suite of benchmark problems can be readily used to evaluate and compare parameter estimation methods. Further, it can also be used to build test problems for sensitivity and identifiability analysis, model reduction and optimal experimental design methods. The suite, including codes and documentation, can be freely downloaded from the BioPreDyn-bench website, https://sites.google.com/site/biopredynbenchmarks/ .

Optimized maritime emergency resource allocation under dynamic demand.

PubMed

Zhang, Wenfen; Yan, Xinping; Yang, Jiaqi

2017-01-01

Emergency resource is important for people evacuation and property rescue when accident occurs. The relief efforts could be promoted by a reasonable emergency resource allocation schedule in advance. As the marine environment is complicated and changeful, the place, type, severity of maritime accident is uncertain and stochastic, bringing about dynamic demand of emergency resource. Considering dynamic demand, how to make a reasonable emergency resource allocation schedule is challenging. The key problem is to determine the optimal stock of emergency resource for supplier centers to improve relief efforts. This paper studies the dynamic demand, and which is defined as a set. Then a maritime emergency resource allocation model with uncertain data is presented. Afterwards, a robust approach is developed and used to make sure that the resource allocation schedule performs well with dynamic demand. Finally, a case study shows that the proposed methodology is feasible in maritime emergency resource allocation. The findings could help emergency manager to schedule the emergency resource allocation more flexibly in terms of dynamic demand.

Optimized maritime emergency resource allocation under dynamic demand

PubMed Central

Yan, Xinping; Yang, Jiaqi

2017-01-01

Emergency resource is important for people evacuation and property rescue when accident occurs. The relief efforts could be promoted by a reasonable emergency resource allocation schedule in advance. As the marine environment is complicated and changeful, the place, type, severity of maritime accident is uncertain and stochastic, bringing about dynamic demand of emergency resource. Considering dynamic demand, how to make a reasonable emergency resource allocation schedule is challenging. The key problem is to determine the optimal stock of emergency resource for supplier centers to improve relief efforts. This paper studies the dynamic demand, and which is defined as a set. Then a maritime emergency resource allocation model with uncertain data is presented. Afterwards, a robust approach is developed and used to make sure that the resource allocation schedule performs well with dynamic demand. Finally, a case study shows that the proposed methodology is feasible in maritime emergency resource allocation. The findings could help emergency manager to schedule the emergency resource allocation more flexibly in terms of dynamic demand. PMID:29240792

A problem of optimal control and observation for distributed homogeneous multi-agent system

NASA Astrophysics Data System (ADS)

Kruglikov, Sergey V.

2017-12-01

The paper considers the implementation of a algorithm for controlling a distributed complex of several mobile multi-robots. The concept of a unified information space of the controlling system is applied. The presented information and mathematical models of participants and obstacles, as real agents, and goals and scenarios, as virtual agents, create the base forming the algorithmic and software background for computer decision support system. The controlling scheme assumes the indirect management of the robotic team on the basis of optimal control and observation problem predicting intellectual behavior in a dynamic, hostile environment. A basic content problem is a compound cargo transportation by a group of participants in the case of a distributed control scheme in the terrain with multiple obstacles.

Optimal dynamic water allocation: Irrigation extractions and environmental tradeoffs in the Murray River, Australia

NASA Astrophysics Data System (ADS)

Grafton, R. Quentin; Chu, Hoang Long; Stewardson, Michael; Kompas, Tom

2011-12-01

A key challenge in managing semiarid basins, such as in the Murray-Darling in Australia, is to balance the trade-offs between the net benefits of allocating water for irrigated agriculture, and other uses, versus the costs of reduced surface flows for the environment. Typically, water planners do not have the tools to optimally and dynamically allocate water among competing uses. We address this problem by developing a general stochastic, dynamic programming model with four state variables (the drought status, the current weather, weather correlation, and current storage) and two controls (environmental release and irrigation allocation) to optimally allocate water between extractions and in situ uses. The model is calibrated to Australia's Murray River that generates: (1) a robust qualitative result that "pulse" or artificial flood events are an optimal way to deliver environmental flows over and above conveyance of base flows; (2) from 2001 to 2009 a water reallocation that would have given less to irrigated agriculture and more to environmental flows would have generated between half a billion and over 3 billion U.S. dollars in overall economic benefits; and (3) water markets increase optimal environmental releases by reducing the losses associated with reduced water diversions.

Parallel-vector computation for structural analysis and nonlinear unconstrained optimization problems

NASA Technical Reports Server (NTRS)

Nguyen, Duc T.

1990-01-01

Practical engineering application can often be formulated in the form of a constrained optimization problem. There are several solution algorithms for solving a constrained optimization problem. One approach is to convert a constrained problem into a series of unconstrained problems. Furthermore, unconstrained solution algorithms can be used as part of the constrained solution algorithms. Structural optimization is an iterative process where one starts with an initial design, a finite element structure analysis is then performed to calculate the response of the system (such as displacements, stresses, eigenvalues, etc.). Based upon the sensitivity information on the objective and constraint functions, an optimizer such as ADS or IDESIGN, can be used to find the new, improved design. For the structural analysis phase, the equation solver for the system of simultaneous, linear equations plays a key role since it is needed for either static, or eigenvalue, or dynamic analysis. For practical, large-scale structural analysis-synthesis applications, computational time can be excessively large. Thus, it is necessary to have a new structural analysis-synthesis code which employs new solution algorithms to exploit both parallel and vector capabilities offered by modern, high performance computers such as the Convex, Cray-2 and Cray-YMP computers. The objective of this research project is, therefore, to incorporate the latest development in the parallel-vector equation solver, PVSOLVE into the widely popular finite-element production code, such as the SAP-4. Furthermore, several nonlinear unconstrained optimization subroutines have also been developed and tested under a parallel computer environment. The unconstrained optimization subroutines are not only useful in their own right, but they can also be incorporated into a more popular constrained optimization code, such as ADS.

Use of multilevel modeling for determining optimal parameters of heat supply systems

NASA Astrophysics Data System (ADS)

Stennikov, V. A.; Barakhtenko, E. A.; Sokolov, D. V.

2017-07-01

The problem of finding optimal parameters of a heat-supply system (HSS) is in ensuring the required throughput capacity of a heat network by determining pipeline diameters and characteristics and location of pumping stations. Effective methods for solving this problem, i.e., the method of stepwise optimization based on the concept of dynamic programming and the method of multicircuit optimization, were proposed in the context of the hydraulic circuit theory developed at Melentiev Energy Systems Institute (Siberian Branch, Russian Academy of Sciences). These methods enable us to determine optimal parameters of various types of piping systems due to flexible adaptability of the calculation procedure to intricate nonlinear mathematical models describing features of used equipment items and methods of their construction and operation. The new and most significant results achieved in developing methodological support and software for finding optimal parameters of complex heat supply systems are presented: a new procedure for solving the problem based on multilevel decomposition of a heat network model that makes it possible to proceed from the initial problem to a set of interrelated, less cumbersome subproblems with reduced dimensionality; a new algorithm implementing the method of multicircuit optimization and focused on the calculation of a hierarchical model of a heat supply system; the SOSNA software system for determining optimum parameters of intricate heat-supply systems and implementing the developed methodological foundation. The proposed procedure and algorithm enable us to solve engineering problems of finding the optimal parameters of multicircuit heat supply systems having large (real) dimensionality, and are applied in solving urgent problems related to the optimal development and reconstruction of these systems. The developed methodological foundation and software can be used for designing heat supply systems in the Central and the Admiralty regions in St. Petersburg, the city of Bratsk, and the Magistral'nyi settlement.