A hybrid symbolic/finite-element algorithm for solving nonlinear optimal control problems

NASA Technical Reports Server (NTRS)

Bless, Robert R.; Hodges, Dewey H.

1991-01-01

The general code described is capable of solving difficult nonlinear optimal control problems by using finite elements and a symbolic manipulator. Quick and accurate solutions are obtained with a minimum for user interaction. Since no user programming is required for most problems, there are tremendous savings to be gained in terms of time and money.

Enriched Imperialist Competitive Algorithm for system identification of magneto-rheological dampers

NASA Astrophysics Data System (ADS)

Talatahari, Siamak; Rahbari, Nima Mohajer

2015-10-01

In the current research, the imperialist competitive algorithm is dramatically enhanced and a new optimization method dubbed as Enriched Imperialist Competitive Algorithm (EICA) is effectively introduced to deal with high non-linear optimization problems. To conduct a close examination of its functionality and efficacy, the proposed metaheuristic optimization approach is actively employed to sort out the parameter identification of two different types of hysteretic Bouc-Wen models which are simulating the non-linear behavior of MR dampers. Two types of experimental data are used for the optimization problems to minutely examine the robustness of the proposed EICA. The obtained results self-evidently demonstrate the high adaptability of EICA to suitably get to the bottom of such non-linear and hysteretic problems.

A nonlinear bi-level programming approach for product portfolio management.

PubMed

Ma, Shuang

2016-01-01

Product portfolio management (PPM) is a critical decision-making for companies across various industries in today's competitive environment. Traditional studies on PPM problem have been motivated toward engineering feasibilities and marketing which relatively pay less attention to other competitors' actions and the competitive relations, especially in mathematical optimization domain. The key challenge lies in that how to construct a mathematical optimization model to describe this Stackelberg game-based leader-follower PPM problem and the competitive relations between them. The primary work of this paper is the representation of a decision framework and the optimization model to leverage the PPM problem of leader and follower. A nonlinear, integer bi-level programming model is developed based on the decision framework. Furthermore, a bi-level nested genetic algorithm is put forward to solve this nonlinear bi-level programming model for leader-follower PPM problem. A case study of notebook computer product portfolio optimization is reported. Results and analyses reveal that the leader-follower bi-level optimization model is robust and can empower product portfolio optimization.

Solving Fuzzy Optimization Problem Using Hybrid Ls-Sa Method

NASA Astrophysics Data System (ADS)

Vasant, Pandian

2011-06-01

Fuzzy optimization problem has been one of the most and prominent topics inside the broad area of computational intelligent. It's especially relevant in the filed of fuzzy non-linear programming. It's application as well as practical realization can been seen in all the real world problems. In this paper a large scale non-linear fuzzy programming problem has been solved by hybrid optimization techniques of Line Search (LS), Simulated Annealing (SA) and Pattern Search (PS). As industrial production planning problem with cubic objective function, 8 decision variables and 29 constraints has been solved successfully using LS-SA-PS hybrid optimization techniques. The computational results for the objective function respect to vagueness factor and level of satisfaction has been provided in the form of 2D and 3D plots. The outcome is very promising and strongly suggests that the hybrid LS-SA-PS algorithm is very efficient and productive in solving the large scale non-linear fuzzy programming problem.

Inversion of Robin coefficient by a spectral stochastic finite element approach

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

Jin Bangti; Zou Jun

2008-03-01

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

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.

Towards adjoint-based inversion for rheological parameters in nonlinear viscous mantle flow

NASA Astrophysics Data System (ADS)

Worthen, Jennifer; Stadler, Georg; Petra, Noemi; Gurnis, Michael; Ghattas, Omar

2014-09-01

We address the problem of inferring mantle rheological parameter fields from surface velocity observations and instantaneous nonlinear mantle flow models. We formulate this inverse problem as an infinite-dimensional nonlinear least squares optimization problem governed by nonlinear Stokes equations. We provide expressions for the gradient of the cost functional of this optimization problem with respect to two spatially-varying rheological parameter fields: the viscosity prefactor and the exponent of the second invariant of the strain rate tensor. Adjoint (linearized) Stokes equations, which are characterized by a 4th order anisotropic viscosity tensor, facilitates efficient computation of the gradient. A quasi-Newton method for the solution of this optimization problem is presented, which requires the repeated solution of both nonlinear forward Stokes and linearized adjoint Stokes equations. For the solution of the nonlinear Stokes equations, we find that Newton’s method is significantly more efficient than a Picard fixed point method. Spectral analysis of the inverse operator given by the Hessian of the optimization problem reveals that the numerical eigenvalues collapse rapidly to zero, suggesting a high degree of ill-posedness of the inverse problem. To overcome this ill-posedness, we employ Tikhonov regularization (favoring smooth parameter fields) or total variation (TV) regularization (favoring piecewise-smooth parameter fields). Solution of two- and three-dimensional finite element-based model inverse problems show that a constant parameter in the constitutive law can be recovered well from surface velocity observations. Inverting for a spatially-varying parameter field leads to its reasonable recovery, in particular close to the surface. When inferring two spatially varying parameter fields, only an effective viscosity field and the total viscous dissipation are recoverable. Finally, a model of a subducting plate shows that a localized weak zone at the plate boundary can be partially recovered, especially with TV regularization.

Geometrical optics analysis of the structural imperfection of retroreflection corner cubes with a nonlinear conjugate gradient method.

PubMed

Kim, Hwi; Min, Sung-Wook; Lee, Byoungho

2008-12-01

Geometrical optics analysis of the structural imperfection of retroreflection corner cubes is described. In the analysis, a geometrical optics model of six-beam reflection patterns generated by an imperfect retroreflection corner cube is developed, and its structural error extraction is formulated as a nonlinear optimization problem. The nonlinear conjugate gradient method is employed for solving the nonlinear optimization problem, and its detailed implementation is described. The proposed method of analysis is a mathematical basis for the nondestructive optical inspection of imperfectly fabricated retroreflection corner cubes.

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.

Multilevel algorithms for nonlinear optimization

NASA Technical Reports Server (NTRS)

Alexandrov, Natalia; Dennis, J. E., Jr.

1994-01-01

Multidisciplinary design optimization (MDO) gives rise to nonlinear optimization problems characterized by a large number of constraints that naturally occur in blocks. We propose a class of multilevel optimization methods motivated by the structure and number of constraints and by the expense of the derivative computations for MDO. The algorithms are an extension to the nonlinear programming problem of the successful class of local Brown-Brent algorithms for nonlinear equations. Our extensions allow the user to partition constraints into arbitrary blocks to fit the application, and they separately process each block and the objective function, restricted to certain subspaces. The methods use trust regions as a globalization strategy, and they have been shown to be globally convergent under reasonable assumptions. The multilevel algorithms can be applied to all classes of MDO formulations. Multilevel algorithms for solving nonlinear systems of equations are a special case of the multilevel optimization methods. In this case, they can be viewed as a trust-region globalization of the Brown-Brent class.

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

NASA Technical Reports Server (NTRS)

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

1976-01-01

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

A sequential linear optimization approach for controller design

NASA Technical Reports Server (NTRS)

Horta, L. G.; Juang, J.-N.; Junkins, J. L.

1985-01-01

A linear optimization approach with a simple real arithmetic algorithm is presented for reliable controller design and vibration suppression of flexible structures. Using first order sensitivity of the system eigenvalues with respect to the design parameters in conjunction with a continuation procedure, the method converts a nonlinear optimization problem into a maximization problem with linear inequality constraints. The method of linear programming is then applied to solve the converted linear optimization problem. The general efficiency of the linear programming approach allows the method to handle structural optimization problems with a large number of inequality constraints on the design vector. The method is demonstrated using a truss beam finite element model for the optimal sizing and placement of active/passive-structural members for damping augmentation. Results using both the sequential linear optimization approach and nonlinear optimization are presented and compared. The insensitivity to initial conditions of the linear optimization approach is also demonstrated.

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

PubMed

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

2018-06-01

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

Stable sequential Kuhn-Tucker theorem in iterative form or a regularized Uzawa algorithm in a regular nonlinear programming problem

NASA Astrophysics Data System (ADS)

Sumin, M. I.

2015-06-01

A parametric nonlinear programming problem in a metric space with an operator equality constraint in a Hilbert space is studied assuming that its lower semicontinuous value function at a chosen individual parameter value has certain subdifferentiability properties in the sense of nonlinear (nonsmooth) analysis. Such subdifferentiability can be understood as the existence of a proximal subgradient or a Fréchet subdifferential. In other words, an individual problem has a corresponding generalized Kuhn-Tucker vector. Under this assumption, a stable sequential Kuhn-Tucker theorem in nondifferential iterative form is proved and discussed in terms of minimizing sequences on the basis of the dual regularization method. This theorem provides necessary and sufficient conditions for the stable construction of a minimizing approximate solution in the sense of Warga in the considered problem, whose initial data can be approximately specified. A substantial difference of the proved theorem from its classical same-named analogue is that the former takes into account the possible instability of the problem in the case of perturbed initial data and, as a consequence, allows for the inherited instability of classical optimality conditions. This theorem can be treated as a regularized generalization of the classical Uzawa algorithm to nonlinear programming problems. Finally, the theorem is applied to the "simplest" nonlinear optimal control problem, namely, to a time-optimal control problem.

A hybrid nonlinear programming method for design optimization

NASA Technical Reports Server (NTRS)

Rajan, S. D.

1986-01-01

Solutions to engineering design problems formulated as nonlinear programming (NLP) problems usually require the use of more than one optimization technique. Moreover, the interaction between the user (analysis/synthesis) program and the NLP system can lead to interface, scaling, or convergence problems. An NLP solution system is presented that seeks to solve these problems by providing a programming system to ease the user-system interface. A simple set of rules is used to select an optimization technique or to switch from one technique to another in an attempt to detect, diagnose, and solve some potential problems. Numerical examples involving finite element based optimal design of space trusses and rotor bearing systems are used to illustrate the applicability of the proposed methodology.

Near-optimal alternative generation using modified hit-and-run sampling for non-linear, non-convex problems

NASA Astrophysics Data System (ADS)

Rosenberg, D. E.; Alafifi, A.

2016-12-01

Water resources systems analysis often focuses on finding optimal solutions. Yet an optimal solution is optimal only for the modelled issues and managers often seek near-optimal alternatives that address un-modelled objectives, preferences, limits, uncertainties, and other issues. Early on, Modelling to Generate Alternatives (MGA) formalized near-optimal as the region comprising the original problem constraints plus a new constraint that allowed performance within a specified tolerance of the optimal objective function value. MGA identified a few maximally-different alternatives from the near-optimal region. Subsequent work applied Markov Chain Monte Carlo (MCMC) sampling to generate a larger number of alternatives that span the near-optimal region of linear problems or select portions for non-linear problems. We extend the MCMC Hit-And-Run method to generate alternatives that span the full extent of the near-optimal region for non-linear, non-convex problems. First, start at a feasible hit point within the near-optimal region, then run a random distance in a random direction to a new hit point. Next, repeat until generating the desired number of alternatives. The key step at each iterate is to run a random distance along the line in the specified direction to a new hit point. If linear equity constraints exist, we construct an orthogonal basis and use a null space transformation to confine hits and runs to a lower-dimensional space. Linear inequity constraints define the convex bounds on the line that runs through the current hit point in the specified direction. We then use slice sampling to identify a new hit point along the line within bounds defined by the non-linear inequity constraints. This technique is computationally efficient compared to prior near-optimal alternative generation techniques such MGA, MCMC Metropolis-Hastings, evolutionary, or firefly algorithms because search at each iteration is confined to the hit line, the algorithm can move in one step to any point in the near-optimal region, and each iterate generates a new, feasible alternative. We use the method to generate alternatives that span the near-optimal regions of simple and more complicated water management problems and may be preferred to optimal solutions. We also discuss extensions to handle non-linear equity constraints.

Solving deterministic non-linear programming problem using Hopfield artificial neural network and genetic programming techniques

NASA Astrophysics Data System (ADS)

Vasant, P.; Ganesan, T.; Elamvazuthi, I.

2012-11-01

A fairly reasonable result was obtained for non-linear engineering problems using the optimization techniques such as neural network, genetic algorithms, and fuzzy logic independently in the past. Increasingly, hybrid techniques are being used to solve the non-linear problems to obtain better output. This paper discusses the use of neuro-genetic hybrid technique to optimize the geological structure mapping which is known as seismic survey. It involves the minimization of objective function subject to the requirement of geophysical and operational constraints. In this work, the optimization was initially performed using genetic programming, and followed by hybrid neuro-genetic programming approaches. Comparative studies and analysis were then carried out on the optimized results. The results indicate that the hybrid neuro-genetic hybrid technique produced better results compared to the stand-alone genetic programming method.

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.

Simultaneous analysis and design

NASA Technical Reports Server (NTRS)

Haftka, R. T.

1984-01-01

Optimization techniques are increasingly being used for performing nonlinear structural analysis. The development of element by element (EBE) preconditioned conjugate gradient (CG) techniques is expected to extend this trend to linear analysis. Under these circumstances the structural design problem can be viewed as a nested optimization problem. There are computational benefits to treating this nested problem as a large single optimization problem. The response variables (such as displacements) and the structural parameters are all treated as design variables in a unified formulation which performs simultaneously the design and analysis. Two examples are used for demonstration. A seventy-two bar truss is optimized subject to linear stress constraints and a wing box structure is optimized subject to nonlinear collapse constraints. Both examples show substantial computational savings with the unified approach as compared to the traditional nested approach.

The application of nonlinear programming and collocation to optimal aeroassisted orbital transfers

NASA Astrophysics Data System (ADS)

Shi, Y. Y.; Nelson, R. L.; Young, D. H.; Gill, P. E.; Murray, W.; Saunders, M. A.

1992-01-01

Sequential quadratic programming (SQP) and collocation of the differential equations of motion were applied to optimal aeroassisted orbital transfers. The Optimal Trajectory by Implicit Simulation (OTIS) computer program codes with updated nonlinear programming code (NZSOL) were used as a testbed for the SQP nonlinear programming (NLP) algorithms. The state-of-the-art sparse SQP method is considered to be effective for solving large problems with a sparse matrix. Sparse optimizers are characterized in terms of memory requirements and computational efficiency. For the OTIS problems, less than 10 percent of the Jacobian matrix elements are nonzero. The SQP method encompasses two phases: finding an initial feasible point by minimizing the sum of infeasibilities and minimizing the quadratic objective function within the feasible region. The orbital transfer problem under consideration involves the transfer from a high energy orbit to a low energy orbit.

Research on an augmented Lagrangian penalty function algorithm for nonlinear programming

NASA Technical Reports Server (NTRS)

Frair, L.

1978-01-01

The augmented Lagrangian (ALAG) Penalty Function Algorithm for optimizing nonlinear mathematical models is discussed. The mathematical models of interest are deterministic in nature and finite dimensional optimization is assumed. A detailed review of penalty function techniques in general and the ALAG technique in particular is presented. Numerical experiments are conducted utilizing a number of nonlinear optimization problems to identify an efficient ALAG Penalty Function Technique for computer implementation.

Seismic waveform inversion best practices: regional, global and exploration test cases

NASA Astrophysics Data System (ADS)

Modrak, Ryan; Tromp, Jeroen

2016-09-01

Reaching the global minimum of a waveform misfit function requires careful choices about the nonlinear optimization, preconditioning and regularization methods underlying an inversion. Because waveform inversion problems are susceptible to erratic convergence associated with strong nonlinearity, one or two test cases are not enough to reliably inform such decisions. We identify best practices, instead, using four seismic near-surface problems, one regional problem and two global problems. To make meaningful quantitative comparisons between methods, we carry out hundreds of inversions, varying one aspect of the implementation at a time. Comparing nonlinear optimization algorithms, we find that limited-memory BFGS provides computational savings over nonlinear conjugate gradient methods in a wide range of test cases. Comparing preconditioners, we show that a new diagonal scaling derived from the adjoint of the forward operator provides better performance than two conventional preconditioning schemes. Comparing regularization strategies, we find that projection, convolution, Tikhonov regularization and total variation regularization are effective in different contexts. Besides questions of one strategy or another, reliability and efficiency in waveform inversion depend on close numerical attention and care. Implementation details involving the line search and restart conditions have a strong effect on computational cost, regardless of the chosen nonlinear optimization algorithm.

Robust Neighboring Optimal Guidance for the Advanced Launch System

NASA Technical Reports Server (NTRS)

Hull, David G.

1993-01-01

In recent years, optimization has become an engineering tool through the availability of numerous successful nonlinear programming codes. Optimal control problems are converted into parameter optimization (nonlinear programming) problems by assuming the control to be piecewise linear, making the unknowns the nodes or junction points of the linear control segments. Once the optimal piecewise linear control (suboptimal) control is known, a guidance law for operating near the suboptimal path is the neighboring optimal piecewise linear control (neighboring suboptimal control). Research conducted under this grant has been directed toward the investigation of neighboring suboptimal control as a guidance scheme for an advanced launch system.

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

PubMed

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

2018-06-01

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

Final Report---Optimization Under Nonconvexity and Uncertainty: Algorithms and Software

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

Jeff Linderoth

2011-11-06

the goal of this work was to develop new algorithmic techniques for solving large-scale numerical optimization problems, focusing on problems classes that have proven to be among the most challenging for practitioners: those involving uncertainty and those involving nonconvexity. This research advanced the state-of-the-art in solving mixed integer linear programs containing symmetry, mixed integer nonlinear programs, and stochastic optimization problems. The focus of the work done in the continuation was on Mixed Integer Nonlinear Programs (MINLP)s and Mixed Integer Linear Programs (MILP)s, especially those containing a great deal of symmetry.

Application of GA, PSO, and ACO algorithms to path planning of autonomous underwater vehicles

NASA Astrophysics Data System (ADS)

Aghababa, Mohammad Pourmahmood; Amrollahi, Mohammad Hossein; Borjkhani, Mehdi

2012-09-01

In this paper, an underwater vehicle was modeled with six dimensional nonlinear equations of motion, controlled by DC motors in all degrees of freedom. Near-optimal trajectories in an energetic environment for underwater vehicles were computed using a numerical solution of a nonlinear optimal control problem (NOCP). An energy performance index as a cost function, which should be minimized, was defined. The resulting problem was a two-point boundary value problem (TPBVP). A genetic algorithm (GA), particle swarm optimization (PSO), and ant colony optimization (ACO) algorithms were applied to solve the resulting TPBVP. Applying an Euler-Lagrange equation to the NOCP, a conjugate gradient penalty method was also adopted to solve the TPBVP. The problem of energetic environments, involving some energy sources, was discussed. Some near-optimal paths were found using a GA, PSO, and ACO algorithms. Finally, the problem of collision avoidance in an energetic environment was also taken into account.

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.

OPTIMIZATION OF COUNTERCURRENT STAGED PROCESSES.

DTIC Science & Technology

CHEMICAL ENGINEERING , OPTIMIZATION), (*DISTILLATION, OPTIMIZATION), INDUSTRIAL PRODUCTION, INDUSTRIAL EQUIPMENT, MATHEMATICAL MODELS, DIFFERENCE EQUATIONS, NONLINEAR PROGRAMMING, BOUNDARY VALUE PROBLEMS, NUMERICAL INTEGRATION

Performance bounds for nonlinear systems with a nonlinear ℒ2-gain property

NASA Astrophysics Data System (ADS)

Zhang, Huan; Dower, Peter M.

2012-09-01

Nonlinear ℒ2-gain is a finite gain concept that generalises the notion of conventional (linear) finite ℒ2-gain to admit the application of ℒ2-gain analysis tools of a broader class of nonlinear systems. The computation of tight comparison function bounds for this nonlinear ℒ2-gain property is important in applications such as small gain design. This article presents an approximation framework for these comparison function bounds through the formulation and solution of an optimal control problem. Key to the solution of this problem is the lifting of an ℒ2-norm input constraint, which is facilitated via the introduction of an energy saturation operator. This admits the solution of the optimal control problem of interest via dynamic programming and associated numerical methods, leading to the computation of the proposed bounds. Two examples are presented to demonstrate this approach.

Modern meta-heuristics based on nonlinear physics processes: A review of models and design procedures

NASA Astrophysics Data System (ADS)

Salcedo-Sanz, S.

2016-10-01

Meta-heuristic algorithms are problem-solving methods which try to find good-enough solutions to very hard optimization problems, at a reasonable computation time, where classical approaches fail, or cannot even been applied. Many existing meta-heuristics approaches are nature-inspired techniques, which work by simulating or modeling different natural processes in a computer. Historically, many of the most successful meta-heuristic approaches have had a biological inspiration, such as evolutionary computation or swarm intelligence paradigms, but in the last few years new approaches based on nonlinear physics processes modeling have been proposed and applied with success. Non-linear physics processes, modeled as optimization algorithms, are able to produce completely new search procedures, with extremely effective exploration capabilities in many cases, which are able to outperform existing optimization approaches. In this paper we review the most important optimization algorithms based on nonlinear physics, how they have been constructed from specific modeling of a real phenomena, and also their novelty in terms of comparison with alternative existing algorithms for optimization. We first review important concepts on optimization problems, search spaces and problems' difficulty. Then, the usefulness of heuristics and meta-heuristics approaches to face hard optimization problems is introduced, and some of the main existing classical versions of these algorithms are reviewed. The mathematical framework of different nonlinear physics processes is then introduced as a preparatory step to review in detail the most important meta-heuristics based on them. A discussion on the novelty of these approaches, their main computational implementation and design issues, and the evaluation of a novel meta-heuristic based on Strange Attractors mutation will be carried out to complete the review of these techniques. We also describe some of the most important application areas, in broad sense, of meta-heuristics, and describe free-accessible software frameworks which can be used to make easier the implementation of these algorithms.

A numerical method for solving a nonlinear 2-D optimal control problem with the classical diffusion equation

NASA Astrophysics Data System (ADS)

Mamehrashi, K.; Yousefi, S. A.

2017-02-01

This paper presents a numerical solution for solving a nonlinear 2-D optimal control problem (2DOP). The performance index of a nonlinear 2DOP is described with a state and a control function. Furthermore, dynamic constraint of the system is given by a classical diffusion equation. It is preferred to use the Ritz method for finding the numerical solution of the problem. The method is based upon the Legendre polynomial basis. By using this method, the given optimisation nonlinear 2DOP reduces to the problem of solving a system of algebraic equations. The benefit of the method is that it provides greater flexibility in which the given initial and boundary conditions of the problem are imposed. Moreover, compared with the eigenfunction method, the satisfactory results are obtained only in a small number of polynomials order. This numerical approach is applicable and effective for such a kind of nonlinear 2DOP. The convergence of the method is extensively discussed and finally two illustrative examples are included to observe the validity and applicability of the new technique developed in the current work.

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.

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

NASA Astrophysics Data System (ADS)

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

2011-12-01

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

Synthesis of multi-loop automatic control systems by the nonlinear programming method

NASA Astrophysics Data System (ADS)

Voronin, A. V.; Emelyanova, T. A.

2017-01-01

The article deals with the problem of calculation of the multi-loop control systems optimal tuning parameters by numerical methods and nonlinear programming methods. For this purpose, in the paper the Optimization Toolbox of Matlab is used.

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

PubMed

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

2017-08-01

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

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

NASA Technical Reports Server (NTRS)

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

1993-01-01

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

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.

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.

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.

Time-domain finite elements in optimal control with application to launch-vehicle guidance. PhD. Thesis

NASA Technical Reports Server (NTRS)

Bless, Robert R.

1991-01-01

A time-domain finite element method is developed for optimal control problems. The theory derived is general enough to handle a large class of problems including optimal control problems that are continuous in the states and controls, problems with discontinuities in the states and/or system equations, problems with control inequality constraints, problems with state inequality constraints, or problems involving any combination of the above. The theory is developed in such a way that no numerical quadrature is necessary regardless of the degree of nonlinearity in the equations. Also, the same shape functions may be employed for every problem because all strong boundary conditions are transformed into natural or weak boundary conditions. In addition, the resulting nonlinear algebraic equations are very sparse. Use of sparse matrix solvers allows for the rapid and accurate solution of very difficult optimization problems. The formulation is applied to launch-vehicle trajectory optimization problems, and results show that real-time optimal guidance is realizable with this method. Finally, a general problem solving environment is created for solving a large class of optimal control problems. The algorithm uses both FORTRAN and a symbolic computation program to solve problems with a minimum of user interaction. The use of symbolic computation eliminates the need for user-written subroutines which greatly reduces the setup time for solving problems.

Feed Forward Neural Network and Optimal Control Problem with Control and State Constraints

NASA Astrophysics Data System (ADS)

Kmet', Tibor; Kmet'ová, Mária

2009-09-01

A feed forward neural network based optimal control synthesis is presented for solving optimal control problems with control and state constraints. The paper extends adaptive critic neural network architecture proposed by [5] to the optimal control problems with control and state constraints. The optimal control problem is transcribed into a nonlinear programming problem which is implemented with adaptive critic neural network. The proposed simulation method is illustrated by the optimal control problem of nitrogen transformation cycle model. Results show that adaptive critic based systematic approach holds promise for obtaining the optimal control with control and state constraints.

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

NASA Astrophysics Data System (ADS)

Liao, Haitao; Wu, Wenwang; Fang, Daining

2018-07-01

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

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

NASA Astrophysics Data System (ADS)

Curato, Gianbiagio; Gatheral, Jim; Lillo, Fabrizio

2016-10-01

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

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.

Approximate optimal tracking control for near-surface AUVs with wave disturbances

NASA Astrophysics Data System (ADS)

Yang, Qing; Su, Hao; Tang, Gongyou

2016-10-01

This paper considers the optimal trajectory tracking control problem for near-surface autonomous underwater vehicles (AUVs) in the presence of wave disturbances. An approximate optimal tracking control (AOTC) approach is proposed. Firstly, a six-degrees-of-freedom (six-DOF) AUV model with its body-fixed coordinate system is decoupled and simplified and then a nonlinear control model of AUVs in the vertical plane is given. Also, an exosystem model of wave disturbances is constructed based on Hirom approximation formula. Secondly, the time-parameterized desired trajectory which is tracked by the AUV's system is represented by the exosystem. Then, the coupled two-point boundary value (TPBV) problem of optimal tracking control for AUVs is derived from the theory of quadratic optimal control. By using a recently developed successive approximation approach to construct sequences, the coupled TPBV problem is transformed into a problem of solving two decoupled linear differential sequences of state vectors and adjoint vectors. By iteratively solving the two equation sequences, the AOTC law is obtained, which consists of a nonlinear optimal feedback item, an expected output tracking item, a feedforward disturbances rejection item, and a nonlinear compensatory term. Furthermore, a wave disturbances observer model is designed in order to solve the physically realizable problem. Simulation is carried out by using the Remote Environmental Unit (REMUS) AUV model to demonstrate the effectiveness of the proposed algorithm.

Benchmarking optimization software with COPS 3.0.

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

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

2004-05-24

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

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

PubMed

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

2015-07-01

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

A 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.

Difference equation state approximations for nonlinear hereditary control problems

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1982-01-01

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

Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming-Based Approach.

PubMed

Duarte, Belmiro P M; Wong, Weng Kee

2015-08-01

This paper uses semidefinite programming (SDP) to construct Bayesian optimal design for nonlinear regression models. The setup here extends the formulation of the optimal designs problem as an SDP problem from linear to nonlinear models. Gaussian quadrature formulas (GQF) are used to compute the expectation in the Bayesian design criterion, such as D-, A- or E-optimality. As an illustrative example, we demonstrate the approach using the power-logistic model and compare results in the literature. Additionally, we investigate how the optimal design is impacted by different discretising schemes for the design space, different amounts of uncertainty in the parameter values, different choices of GQF and different prior distributions for the vector of model parameters, including normal priors with and without correlated components. Further applications to find Bayesian D-optimal designs with two regressors for a logistic model and a two-variable generalised linear model with a gamma distributed response are discussed, and some limitations of our approach are noted.

Finding Bayesian Optimal Designs for Nonlinear Models: A Semidefinite Programming-Based Approach

PubMed Central

Duarte, Belmiro P. M.; Wong, Weng Kee

2014-01-01

Summary This paper uses semidefinite programming (SDP) to construct Bayesian optimal design for nonlinear regression models. The setup here extends the formulation of the optimal designs problem as an SDP problem from linear to nonlinear models. Gaussian quadrature formulas (GQF) are used to compute the expectation in the Bayesian design criterion, such as D-, A- or E-optimality. As an illustrative example, we demonstrate the approach using the power-logistic model and compare results in the literature. Additionally, we investigate how the optimal design is impacted by different discretising schemes for the design space, different amounts of uncertainty in the parameter values, different choices of GQF and different prior distributions for the vector of model parameters, including normal priors with and without correlated components. Further applications to find Bayesian D-optimal designs with two regressors for a logistic model and a two-variable generalised linear model with a gamma distributed response are discussed, and some limitations of our approach are noted. PMID:26512159

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

PubMed Central

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

2013-01-01

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

Neural networks for feedback feedforward nonlinear control systems.

PubMed

Parisini, T; Zoppoli, R

1994-01-01

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

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

NASA Astrophysics Data System (ADS)

Li, Shuang; Zhu, Yongsheng; Wang, Yukai

2014-02-01

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

Boltzmann sampling from the Ising model using quantum heating of coupled nonlinear oscillators.

PubMed

Goto, Hayato; Lin, Zhirong; Nakamura, Yasunobu

2018-05-08

A network of Kerr-nonlinear parametric oscillators without dissipation has recently been proposed for solving combinatorial optimization problems via quantum adiabatic evolution through its bifurcation point. Here we investigate the behavior of the quantum bifurcation machine (QbM) in the presence of dissipation. Our numerical study suggests that the output probability distribution of the dissipative QbM is Boltzmann-like, where the energy in the Boltzmann distribution corresponds to the cost function of the optimization problem. We explain the Boltzmann distribution by generalizing the concept of quantum heating in a single nonlinear oscillator to the case of multiple coupled nonlinear oscillators. The present result also suggests that such driven dissipative nonlinear oscillator networks can be applied to Boltzmann sampling, which is used, e.g., for Boltzmann machine learning in the field of artificial intelligence.

Annual Review of Research Under the Joint Service Electronics Program.

DTIC Science & Technology

1979-10-01

Contents: Quadratic Optimization Problems; Nonlinear Control; Nonlinear Fault Analysis; Qualitative Analysis of Large Scale Systems; Multidimensional System Theory ; Optical Noise; and Pattern Recognition.

Fleet Assignment Using Collective Intelligence

NASA Technical Reports Server (NTRS)

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

2004-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

Bifurcation-based adiabatic quantum computation with a nonlinear oscillator network.

PubMed

Goto, Hayato

2016-02-22

The dynamics of nonlinear systems qualitatively change depending on their parameters, which is called bifurcation. A quantum-mechanical nonlinear oscillator can yield a quantum superposition of two oscillation states, known as a Schrödinger cat state, via quantum adiabatic evolution through its bifurcation point. Here we propose a quantum computer comprising such quantum nonlinear oscillators, instead of quantum bits, to solve hard combinatorial optimization problems. The nonlinear oscillator network finds optimal solutions via quantum adiabatic evolution, where nonlinear terms are increased slowly, in contrast to conventional adiabatic quantum computation or quantum annealing, where quantum fluctuation terms are decreased slowly. As a result of numerical simulations, it is concluded that quantum superposition and quantum fluctuation work effectively to find optimal solutions. It is also notable that the present computer is analogous to neural computers, which are also networks of nonlinear components. Thus, the present scheme will open new possibilities for quantum computation, nonlinear science, and artificial intelligence.

Bifurcation-based adiabatic quantum computation with a nonlinear oscillator network

NASA Astrophysics Data System (ADS)

Goto, Hayato

2016-02-01

The dynamics of nonlinear systems qualitatively change depending on their parameters, which is called bifurcation. A quantum-mechanical nonlinear oscillator can yield a quantum superposition of two oscillation states, known as a Schrödinger cat state, via quantum adiabatic evolution through its bifurcation point. Here we propose a quantum computer comprising such quantum nonlinear oscillators, instead of quantum bits, to solve hard combinatorial optimization problems. The nonlinear oscillator network finds optimal solutions via quantum adiabatic evolution, where nonlinear terms are increased slowly, in contrast to conventional adiabatic quantum computation or quantum annealing, where quantum fluctuation terms are decreased slowly. As a result of numerical simulations, it is concluded that quantum superposition and quantum fluctuation work effectively to find optimal solutions. It is also notable that the present computer is analogous to neural computers, which are also networks of nonlinear components. Thus, the present scheme will open new possibilities for quantum computation, nonlinear science, and artificial intelligence.

Optimal Control of Evolution Mixed Variational Inclusions

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

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

2013-12-15

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

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

NASA Astrophysics Data System (ADS)

Watkins, Edward Francis

1995-01-01

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

Steady-state global optimization of metabolic non-linear dynamic models through recasting into power-law canonical models

PubMed Central

2011-01-01

Background Design of newly engineered microbial strains for biotechnological purposes would greatly benefit from the development of realistic mathematical models for the processes to be optimized. Such models can then be analyzed and, with the development and application of appropriate optimization techniques, one could identify the modifications that need to be made to the organism in order to achieve the desired biotechnological goal. As appropriate models to perform such an analysis are necessarily non-linear and typically non-convex, finding their global optimum is a challenging task. Canonical modeling techniques, such as Generalized Mass Action (GMA) models based on the power-law formalism, offer a possible solution to this problem because they have a mathematical structure that enables the development of specific algorithms for global optimization. Results Based on the GMA canonical representation, we have developed in previous works a highly efficient optimization algorithm and a set of related strategies for understanding the evolution of adaptive responses in cellular metabolism. Here, we explore the possibility of recasting kinetic non-linear models into an equivalent GMA model, so that global optimization on the recast GMA model can be performed. With this technique, optimization is greatly facilitated and the results are transposable to the original non-linear problem. This procedure is straightforward for a particular class of non-linear models known as Saturable and Cooperative (SC) models that extend the power-law formalism to deal with saturation and cooperativity. Conclusions Our results show that recasting non-linear kinetic models into GMA models is indeed an appropriate strategy that helps overcoming some of the numerical difficulties that arise during the global optimization task. PMID:21867520

Topology-changing shape optimization with the genetic algorithm

NASA Astrophysics Data System (ADS)

Lamberson, Steven E., Jr.

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

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

NASA Technical Reports Server (NTRS)

Hargrove, A.

1982-01-01

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

Algorithms for bilevel optimization

NASA Technical Reports Server (NTRS)

Alexandrov, Natalia; Dennis, J. E., Jr.

1994-01-01

General multilevel nonlinear optimization problems arise in design of complex systems and can be used as a means of regularization for multi-criteria optimization problems. Here, for clarity in displaying our ideas, we restrict ourselves to general bi-level optimization problems, and we present two solution approaches. Both approaches use a trust-region globalization strategy, and they can be easily extended to handle the general multilevel problem. We make no convexity assumptions, but we do assume that the problem has a nondegenerate feasible set. We consider necessary optimality conditions for the bi-level problem formulations and discuss results that can be extended to obtain multilevel optimization formulations with constraints at each level.

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

Difference equation state approximations for nonlinear hereditary control problems

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1984-01-01

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

Towards sub-optimal stochastic control of partially observable stochastic systems

NASA Technical Reports Server (NTRS)

Ruzicka, G. J.

1980-01-01

A class of multidimensional stochastic control problems with noisy data and bounded controls encountered in aerospace design is examined. The emphasis is on suboptimal design, the optimality being taken in quadratic mean sense. To that effect the problem is viewed as a stochastic version of the Lurie problem known from nonlinear control theory. The main result is a separation theorem (involving a nonlinear Kalman-like filter) suitable for Lurie-type approximations. The theorem allows for discontinuous characteristics. As a byproduct the existence of strong solutions to a class of non-Lipschitzian stochastic differential equations in dimensions is proven.

Using Approximations to Accelerate Engineering Design Optimization

NASA Technical Reports Server (NTRS)

Torczon, Virginia; Trosset, Michael W.

1998-01-01

Optimization problems that arise in engineering design are often characterized by several features that hinder the use of standard nonlinear optimization techniques. Foremost among these features is that the functions used to define the engineering optimization problem often are computationally intensive. Within a standard nonlinear optimization algorithm, the computational expense of evaluating the functions that define the problem would necessarily be incurred for each iteration of the optimization algorithm. Faced with such prohibitive computational costs, an attractive alternative is to make use of surrogates within an optimization context since surrogates can be chosen or constructed so that they are typically much less expensive to compute. For the purposes of this paper, we will focus on the use of algebraic approximations as surrogates for the objective. In this paper we introduce the use of so-called merit functions that explicitly recognize the desirability of improving the current approximation to the objective during the course of the optimization. We define and experiment with the use of merit functions chosen to simultaneously improve both the solution to the optimization problem (the objective) and the quality of the approximation. Our goal is to further improve the effectiveness of our general approach without sacrificing any of its rigor.

Performance of Grey Wolf Optimizer on large scale problems

NASA Astrophysics Data System (ADS)

Gupta, Shubham; Deep, Kusum

2017-01-01

For solving nonlinear continuous problems of optimization numerous nature inspired optimization techniques are being proposed in literature which can be implemented to solve real life problems wherein the conventional techniques cannot be applied. Grey Wolf Optimizer is one of such technique which is gaining popularity since the last two years. The objective of this paper is to investigate the performance of Grey Wolf Optimization Algorithm on large scale optimization problems. The Algorithm is implemented on 5 common scalable problems appearing in literature namely Sphere, Rosenbrock, Rastrigin, Ackley and Griewank Functions. The dimensions of these problems are varied from 50 to 1000. The results indicate that Grey Wolf Optimizer is a powerful nature inspired Optimization Algorithm for large scale problems, except Rosenbrock which is a unimodal function.

A new impedance accounting for short- and long-range effects in mixed substructured formulations of nonlinear problems

NASA Astrophysics Data System (ADS)

Negrello, Camille; Gosselet, Pierre; Rey, Christian

2018-05-01

An efficient method for solving large nonlinear problems combines Newton solvers and Domain Decomposition Methods (DDM). In the DDM framework, the boundary conditions can be chosen to be primal, dual or mixed. The mixed approach presents the advantage to be eligible for the research of an optimal interface parameter (often called impedance) which can increase the convergence rate. The optimal value for this parameter is often too expensive to be computed exactly in practice: an approximate version has to be sought for, along with a compromise between efficiency and computational cost. In the context of parallel algorithms for solving nonlinear structural mechanical problems, we propose a new heuristic for the impedance which combines short and long range effects at a low computational cost.

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.

Incorporation of Fixed Installation Costs into Optimization of Groundwater Remediation with a New Efficient Surrogate Nonlinear Mixed Integer Optimization Algorithm

NASA Astrophysics Data System (ADS)

Shoemaker, Christine; Wan, Ying

2016-04-01

Optimization of nonlinear water resources management issues which have a mixture of fixed (e.g. construction cost for a well) and variable (e.g. cost per gallon of water pumped) costs has been not well addressed because prior algorithms for the resulting nonlinear mixed integer problems have required many groundwater simulations (with different configurations of decision variable), especially when the solution space is multimodal. In particular heuristic methods like genetic algorithms have often been used in the water resources area, but they require so many groundwater simulations that only small systems have been solved. Hence there is a need to have a method that reduces the number of expensive groundwater simulations. A recently published algorithm for nonlinear mixed integer programming using surrogates was shown in this study to greatly reduce the computational effort for obtaining accurate answers to problems involving fixed costs for well construction as well as variable costs for pumping because of a substantial reduction in the number of groundwater simulations required to obtain an accurate answer. Results are presented for a US EPA hazardous waste site. The nonlinear mixed integer surrogate algorithm is general and can be used on other problems arising in hydrology with open source codes in Matlab and python ("pySOT" in Bitbucket).

Utility of coupling nonlinear optimization methods with numerical modeling software

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

Murphy, M.J.

1996-08-05

Results of using GLO (Global Local Optimizer), a general purpose nonlinear optimization software package for investigating multi-parameter problems in science and engineering is discussed. The package consists of the modular optimization control system (GLO), a graphical user interface (GLO-GUI), a pre-processor (GLO-PUT), a post-processor (GLO-GET), and nonlinear optimization software modules, GLOBAL & LOCAL. GLO is designed for controlling and easy coupling to any scientific software application. GLO runs the optimization module and scientific software application in an iterative loop. At each iteration, the optimization module defines new values for the set of parameters being optimized. GLO-PUT inserts the new parametermore » values into the input file of the scientific application. GLO runs the application with the new parameter values. GLO-GET determines the value of the objective function by extracting the results of the analysis and comparing to the desired result. GLO continues to run the scientific application over and over until it finds the ``best`` set of parameters by minimizing (or maximizing) the objective function. An example problem showing the optimization of material model is presented (Taylor cylinder impact test).« less

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

NASA Astrophysics Data System (ADS)

Sandhu, Amit

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

Application of multivariable search techniques to the optimization of airfoils in a low speed nonlinear inviscid flow field

NASA Technical Reports Server (NTRS)

Hague, D. S.; Merz, A. W.

1975-01-01

Multivariable search techniques are applied to a particular class of airfoil optimization problems. These are the maximization of lift and the minimization of disturbance pressure magnitude in an inviscid nonlinear flow field. A variety of multivariable search techniques contained in an existing nonlinear optimization code, AESOP, are applied to this design problem. These techniques include elementary single parameter perturbation methods, organized search such as steepest-descent, quadratic, and Davidon methods, randomized procedures, and a generalized search acceleration technique. Airfoil design variables are seven in number and define perturbations to the profile of an existing NACA airfoil. The relative efficiency of the techniques are compared. It is shown that elementary one parameter at a time and random techniques compare favorably with organized searches in the class of problems considered. It is also shown that significant reductions in disturbance pressure magnitude can be made while retaining reasonable lift coefficient values at low free stream Mach numbers.

Sub-optimal control of unsteady boundary layer separation and optimal control of Saltzman-Lorenz model

NASA Astrophysics Data System (ADS)

Sardesai, Chetan R.

The primary objective of this research is to explore the application of optimal control theory in nonlinear, unsteady, fluid dynamical settings. Two problems are considered: (1) control of unsteady boundary-layer separation, and (2) control of the Saltzman-Lorenz model. The unsteady boundary-layer equations are nonlinear partial differential equations that govern the eruptive events that arise when an adverse pressure gradient acts on a boundary layer at high Reynolds numbers. The Saltzman-Lorenz model consists of a coupled set of three nonlinear ordinary differential equations that govern the time-dependent coefficients in truncated Fourier expansions of Rayleigh-Renard convection and exhibit deterministic chaos. Variational methods are used to derive the nonlinear optimal control formulations based on cost functionals that define the control objective through a performance measure and a penalty function that penalizes the cost of control. The resulting formulation consists of the nonlinear state equations, which must be integrated forward in time, and the nonlinear control (adjoint) equations, which are integrated backward in time. Such coupled forward-backward time integrations are computationally demanding; therefore, the full optimal control problem for the Saltzman-Lorenz model is carried out, while the more complex unsteady boundary-layer case is solved using a sub-optimal approach. The latter is a quasi-steady technique in which the unsteady boundary-layer equations are integrated forward in time, and the steady control equation is solved at each time step. Both sub-optimal control of the unsteady boundary-layer equations and optimal control of the Saltzman-Lorenz model are found to be successful in meeting the control objectives for each problem. In the case of boundary-layer separation, the control results indicate that it is necessary to eliminate the recirculation region that is a precursor to the unsteady boundary-layer eruptions. In the case of the Saltzman-Lorenz model, it is possible to control the system about either of the two unstable equilibrium points representing clockwise and counterclockwise rotation of the convection roles in a parameter regime for which the uncontrolled solution would exhibit deterministic chaos.

Nonlinear Multidimensional Assignment Problems Efficient Conic Optimization Methods and Applications

DTIC Science & Technology

2015-06-24

WORK UNIT NUMBER 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS(ES) Arizona State University School of Mathematical & Statistical Sciences 901 S...SUPPLEMENTARY NOTES 14. ABSTRACT The major goals of this project were completed: the exact solution of previously unsolved challenging combinatorial optimization... combinatorial optimization problem, the Directional Sensor Problem, was solved in two ways. First, heuristically in an engineering fashion and second, exactly

Fuzzy Adaptive Decentralized Optimal Control for Strict Feedback Nonlinear Large-Scale Systems.

PubMed

Sun, Kangkang; Sui, Shuai; Tong, Shaocheng

2018-04-01

This paper considers the optimal decentralized fuzzy adaptive control design problem for a class of interconnected large-scale nonlinear systems in strict feedback form and with unknown nonlinear functions. The fuzzy logic systems are introduced to learn the unknown dynamics and cost functions, respectively, and a state estimator is developed. By applying the state estimator and the backstepping recursive design algorithm, a decentralized feedforward controller is established. By using the backstepping decentralized feedforward control scheme, the considered interconnected large-scale nonlinear system in strict feedback form is changed into an equivalent affine large-scale nonlinear system. Subsequently, an optimal decentralized fuzzy adaptive control scheme is constructed. The whole optimal decentralized fuzzy adaptive controller is composed of a decentralized feedforward control and an optimal decentralized control. It is proved that the developed optimal decentralized controller can ensure that all the variables of the control system are uniformly ultimately bounded, and the cost functions are the smallest. Two simulation examples are provided to illustrate the validity of the developed optimal decentralized fuzzy adaptive control scheme.

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.

Portfolios with nonlinear constraints and spin glasses

NASA Astrophysics Data System (ADS)

Gábor, Adrienn; Kondor, I.

1999-12-01

In a recent paper Galluccio, Bouchaud and Potters demonstrated that a certain portfolio problem with a nonlinear constraint maps exactly onto finding the ground states of a long-range spin glass, with the concomitant nonuniqueness and instability of the optimal portfolios. Here we put forward geometric arguments that lead to qualitatively similar conclusions, without recourse to the methods of spin glass theory, and give two more examples of portfolio problems with convex nonlinear constraints.

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.

Structural Optimization for Reliability Using Nonlinear Goal Programming

NASA Technical Reports Server (NTRS)

El-Sayed, Mohamed E.

1999-01-01

This report details the development of a reliability based multi-objective design tool for solving structural optimization problems. Based on two different optimization techniques, namely sequential unconstrained minimization and nonlinear goal programming, the developed design method has the capability to take into account the effects of variability on the proposed design through a user specified reliability design criterion. In its sequential unconstrained minimization mode, the developed design tool uses a composite objective function, in conjunction with weight ordered design objectives, in order to take into account conflicting and multiple design criteria. Multiple design criteria of interest including structural weight, load induced stress and deflection, and mechanical reliability. The nonlinear goal programming mode, on the other hand, provides for a design method that eliminates the difficulty of having to define an objective function and constraints, while at the same time has the capability of handling rank ordered design objectives or goals. For simulation purposes the design of a pressure vessel cover plate was undertaken as a test bed for the newly developed design tool. The formulation of this structural optimization problem into sequential unconstrained minimization and goal programming form is presented. The resulting optimization problem was solved using: (i) the linear extended interior penalty function method algorithm; and (ii) Powell's conjugate directions method. Both single and multi-objective numerical test cases are included demonstrating the design tool's capabilities as it applies to this design problem.

Real-time trajectory optimization on parallel processors

NASA Technical Reports Server (NTRS)

Psiaki, Mark L.

1993-01-01

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

Aerodynamic Shape Optimization Using A Real-Number-Encoded Genetic Algorithm

NASA Technical Reports Server (NTRS)

Holst, Terry L.; Pulliam, Thomas H.

2001-01-01

A new method for aerodynamic shape optimization using a genetic algorithm with real number encoding is presented. The algorithm is used to optimize three different problems, a simple hill climbing problem, a quasi-one-dimensional nozzle problem using an Euler equation solver and a three-dimensional transonic wing problem using a nonlinear potential solver. Results indicate that the genetic algorithm is easy to implement and extremely reliable, being relatively insensitive to design space noise.

Comparison of penalty functions on a penalty approach to mixed-integer optimization

NASA Astrophysics Data System (ADS)

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

2016-06-01

In this paper, we present a comparative study involving several penalty functions that can be used in a penalty approach for globally solving bound mixed-integer nonlinear programming (bMIMLP) problems. The penalty approach relies on a continuous reformulation of the bMINLP problem by adding a particular penalty term to the objective function. A penalty function based on the `erf' function is proposed. The continuous nonlinear optimization problems are sequentially solved by the population-based firefly algorithm. Preliminary numerical experiments are carried out in order to analyze the quality of the produced solutions, when compared with other penalty functions available in the literature.

Bifurcation-based adiabatic quantum computation with a nonlinear oscillator network

PubMed Central

Goto, Hayato

2016-01-01

The dynamics of nonlinear systems qualitatively change depending on their parameters, which is called bifurcation. A quantum-mechanical nonlinear oscillator can yield a quantum superposition of two oscillation states, known as a Schrödinger cat state, via quantum adiabatic evolution through its bifurcation point. Here we propose a quantum computer comprising such quantum nonlinear oscillators, instead of quantum bits, to solve hard combinatorial optimization problems. The nonlinear oscillator network finds optimal solutions via quantum adiabatic evolution, where nonlinear terms are increased slowly, in contrast to conventional adiabatic quantum computation or quantum annealing, where quantum fluctuation terms are decreased slowly. As a result of numerical simulations, it is concluded that quantum superposition and quantum fluctuation work effectively to find optimal solutions. It is also notable that the present computer is analogous to neural computers, which are also networks of nonlinear components. Thus, the present scheme will open new possibilities for quantum computation, nonlinear science, and artificial intelligence. PMID:26899997

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.

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

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

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

PubMed Central

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

2015-01-01

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

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

PubMed

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

2016-02-15

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

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

NASA Technical Reports Server (NTRS)

Lewis, Robert Michael

1997-01-01

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

Neural networks: What non-linearity to choose

NASA Technical Reports Server (NTRS)

Kreinovich, Vladik YA.; Quintana, Chris

1991-01-01

Neural networks are now one of the most successful learning formalisms. Neurons transform inputs (x(sub 1),...,x(sub n)) into an output f(w(sub 1)x(sub 1) + ... + w(sub n)x(sub n)), where f is a non-linear function and w, are adjustable weights. What f to choose? Usually the logistic function is chosen, but sometimes the use of different functions improves the practical efficiency of the network. The problem of choosing f as a mathematical optimization problem is formulated and solved under different optimality criteria. As a result, a list of functions f that are optimal under these criteria are determined. This list includes both the functions that were empirically proved to be the best for some problems, and some new functions that may be worth trying.

Algorithmic Perspectives on Problem Formulations in MDO

NASA Technical Reports Server (NTRS)

Alexandrov, Natalia M.; Lewis, Robert Michael

2000-01-01

This work is concerned with an approach to formulating the multidisciplinary optimization (MDO) problem that reflects an algorithmic perspective on MDO problem solution. The algorithmic perspective focuses on formulating the problem in light of the abilities and inabilities of optimization algorithms, so that the resulting nonlinear programming problem can be solved reliably and efficiently by conventional optimization techniques. We propose a modular approach to formulating MDO problems that takes advantage of the problem structure, maximizes the autonomy of implementation, and allows for multiple easily interchangeable problem statements to be used depending on the available resources and the characteristics of the application problem.

Stiffness optimization of non-linear elastic structures

DOE PAGES

Wallin, Mathias; Ivarsson, Niklas; Tortorelli, Daniel

2017-11-13

Our paper revisits stiffness optimization of non-linear elastic structures. Due to the non-linearity, several possible stiffness measures can be identified and in this work conventional compliance, i.e. secant stiffness designs are compared to tangent stiffness designs. The optimization problem is solved by the method of moving asymptotes and the sensitivities are calculated using the adjoint method. And for the tangent cost function it is shown that although the objective involves the third derivative of the strain energy an efficient formulation for calculating the sensitivity can be obtained. Loss of convergence due to large deformations in void regions is addressed bymore » using a fictitious strain energy such that small strain linear elasticity is approached in the void regions. We formulate a well-posed topology optimization problem by using restriction which is achieved via a Helmholtz type filter. The numerical examples provided show that for low load levels, the designs obtained from the different stiffness measures coincide whereas for large deformations significant differences are observed.« less

Parallel-vector computation for linear structural analysis and non-linear unconstrained optimization problems

NASA Technical Reports Server (NTRS)

Nguyen, D. T.; Al-Nasra, M.; Zhang, Y.; Baddourah, M. A.; Agarwal, T. K.; Storaasli, O. O.; Carmona, E. A.

1991-01-01

Several parallel-vector computational improvements to the unconstrained optimization procedure are described which speed up the structural analysis-synthesis process. A fast parallel-vector Choleski-based equation solver, pvsolve, is incorporated into the well-known SAP-4 general-purpose finite-element code. The new code, denoted PV-SAP, is tested for static structural analysis. Initial results on a four processor CRAY 2 show that using pvsolve reduces the equation solution time by a factor of 14-16 over the original SAP-4 code. In addition, parallel-vector procedures for the Golden Block Search technique and the BFGS method are developed and tested for nonlinear unconstrained optimization. A parallel version of an iterative solver and the pvsolve direct solver are incorporated into the BFGS method. Preliminary results on nonlinear unconstrained optimization test problems, using pvsolve in the analysis, show excellent parallel-vector performance indicating that these parallel-vector algorithms can be used in a new generation of finite-element based structural design/analysis-synthesis codes.

Stiffness optimization of non-linear elastic structures

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

Wallin, Mathias; Ivarsson, Niklas; Tortorelli, Daniel

Our paper revisits stiffness optimization of non-linear elastic structures. Due to the non-linearity, several possible stiffness measures can be identified and in this work conventional compliance, i.e. secant stiffness designs are compared to tangent stiffness designs. The optimization problem is solved by the method of moving asymptotes and the sensitivities are calculated using the adjoint method. And for the tangent cost function it is shown that although the objective involves the third derivative of the strain energy an efficient formulation for calculating the sensitivity can be obtained. Loss of convergence due to large deformations in void regions is addressed bymore » using a fictitious strain energy such that small strain linear elasticity is approached in the void regions. We formulate a well-posed topology optimization problem by using restriction which is achieved via a Helmholtz type filter. The numerical examples provided show that for low load levels, the designs obtained from the different stiffness measures coincide whereas for large deformations significant differences are observed.« less

Correlation techniques to determine model form in robust nonlinear system realization/identification

NASA Technical Reports Server (NTRS)

Stry, Greselda I.; Mook, D. Joseph

1991-01-01

The fundamental challenge in identification of nonlinear dynamic systems is determining the appropriate form of the model. A robust technique is presented which essentially eliminates this problem for many applications. The technique is based on the Minimum Model Error (MME) optimal estimation approach. A detailed literature review is included in which fundamental differences between the current approach and previous work is described. The most significant feature is the ability to identify nonlinear dynamic systems without prior assumption regarding the form of the nonlinearities, in contrast to existing nonlinear identification approaches which usually require detailed assumptions of the nonlinearities. Model form is determined via statistical correlation of the MME optimal state estimates with the MME optimal model error estimates. The example illustrations indicate that the method is robust with respect to prior ignorance of the model, and with respect to measurement noise, measurement frequency, and measurement record length.

Inference of Stochastic Nonlinear Oscillators with Applications to Physiological Problems

NASA Technical Reports Server (NTRS)

Smelyanskiy, Vadim N.; Luchinsky, Dmitry G.

2004-01-01

A new method of inferencing of coupled stochastic nonlinear oscillators is described. The technique does not require extensive global optimization, provides optimal compensation for noise-induced errors and is robust in a broad range of dynamical models. We illustrate the main ideas of the technique by inferencing a model of five globally and locally coupled noisy oscillators. Specific modifications of the technique for inferencing hidden degrees of freedom of coupled nonlinear oscillators is discussed in the context of physiological applications.

Nonlinear programming extensions to rational function approximations of unsteady aerodynamics

NASA Technical Reports Server (NTRS)

Tiffany, Sherwood H.; Adams, William M., Jr.

1987-01-01

This paper deals with approximating unsteady generalized aerodynamic forces in the equations of motion of a flexible aircraft. Two methods of formulating these approximations are extended to include both the same flexibility in constraining them and the same methodology in optimizing nonlinear parameters as another currently used 'extended least-squares' method. Optimal selection of 'nonlinear' parameters is made in each of the three methods by use of the same nonlinear (nongradient) optimizer. The objective of the nonlinear optimization is to obtain rational approximations to the unsteady aerodynamics whose state-space realization is of lower order than that required when no optimization of the nonlinear terms is performed. The free 'linear' parameters are determined using least-squares matrix techniques on a Lagrange multiplier formulation of an objective function which incorporates selected linear equality constraints. State-space mathematical models resulting from the different approaches are described, and results are presented which show comparative evaluations from application of each of the extended methods to a numerical example. The results obtained for the example problem show a significant (up to 63 percent) reduction in the number of differential equations used to represent the unsteady aerodynamic forces in linear time-invariant equations of motion as compared to a conventional method in which nonlinear terms are not optimized.

3D gravity inversion and uncertainty assessment of basement relief via Particle Swarm Optimization

NASA Astrophysics Data System (ADS)

Pallero, J. L. G.; Fernández-Martínez, J. L.; Bonvalot, S.; Fudym, O.

2017-04-01

Nonlinear gravity inversion in sedimentary basins is a classical problem in applied geophysics. Although a 2D approximation is widely used, 3D models have been also proposed to better take into account the basin geometry. A common nonlinear approach to this 3D problem consists in modeling the basin as a set of right rectangular prisms with prescribed density contrast, whose depths are the unknowns. Then, the problem is iteratively solved via local optimization techniques from an initial model computed using some simplifications or being estimated using prior geophysical models. Nevertheless, this kind of approach is highly dependent on the prior information that is used, and lacks from a correct solution appraisal (nonlinear uncertainty analysis). In this paper, we use the family of global Particle Swarm Optimization (PSO) optimizers for the 3D gravity inversion and model appraisal of the solution that is adopted for basement relief estimation in sedimentary basins. Synthetic and real cases are illustrated, showing that robust results are obtained. Therefore, PSO seems to be a very good alternative for 3D gravity inversion and uncertainty assessment of basement relief when used in a sampling while optimizing approach. That way important geological questions can be answered probabilistically in order to perform risk assessment in the decisions that are made.

Optimizing Requirements Decisions with KEYS

NASA Technical Reports Server (NTRS)

Jalali, Omid; Menzies, Tim; Feather, Martin

2008-01-01

Recent work with NASA's Jet Propulsion Laboratory has allowed for external access to five of JPL's real-world requirements models, anonymized to conceal proprietary information, but retaining their computational nature. Experimentation with these models, reported herein, demonstrates a dramatic speedup in the computations performed on them. These models have a well defined goal: select mitigations that retire risks which, in turn, increases the number of attainable requirements. Such a non-linear optimization is a well-studied problem. However identification of not only (a) the optimal solution(s) but also (b) the key factors leading to them is less well studied. Our technique, called KEYS, shows a rapid way of simultaneously identifying the solutions and their key factors. KEYS improves on prior work by several orders of magnitude. Prior experiments with simulated annealing or treatment learning took tens of minutes to hours to terminate. KEYS runs much faster than that; e.g for one model, KEYS ran 13,000 times faster than treatment learning (40 minutes versus 0.18 seconds). Processing these JPL models is a non-linear optimization problem: the fewest mitigations must be selected while achieving the most requirements. Non-linear optimization is a well studied problem. With this paper, we challenge other members of the PROMISE community to improve on our results with other techniques.

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

PubMed

Arrieta-Camacho, Juan José; Biegler, Lorenz T

2005-12-01

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

Nonlinear optimization with linear constraints using a projection method

NASA Technical Reports Server (NTRS)

Fox, T.

1982-01-01

Nonlinear optimization problems that are encountered in science and industry are examined. A method of projecting the gradient vector onto a set of linear contraints is developed, and a program that uses this method is presented. The algorithm that generates this projection matrix is based on the Gram-Schmidt method and overcomes some of the objections to the Rosen projection method.

Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

PubMed

Baranwal, Vipul K; Pandey, Ram K; Singh, Om P

2014-01-01

We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ 0, γ 1, γ 2,… and auxiliary functions H 0(x), H 1(x), H 2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.

Optimal control of singularly perturbed nonlinear systems with state-variable inequality constraints

NASA Technical Reports Server (NTRS)

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

1990-01-01

The established necessary conditions for optimality in nonlinear control problems that involve state-variable inequality constraints are applied to a class of singularly perturbed systems. The distinguishing feature of this class of two-time-scale systems is a transformation of the state-variable inequality constraint, present in the full order problem, to a constraint involving states and controls in the reduced problem. It is shown that, when a state constraint is active in the reduced problem, the boundary layer problem can be of finite time in the stretched time variable. Thus, the usual requirement for asymptotic stability of the boundary layer system is not applicable, and cannot be used to construct approximate boundary layer solutions. Several alternative solution methods are explored and illustrated with simple examples.

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.

Guided particle swarm optimization method to solve general nonlinear optimization problems

NASA Astrophysics Data System (ADS)

Abdelhalim, Alyaa; Nakata, Kazuhide; El-Alem, Mahmoud; Eltawil, Amr

2018-04-01

The development of hybrid algorithms is becoming an important topic in the global optimization research area. This article proposes a new technique in hybridizing the particle swarm optimization (PSO) algorithm and the Nelder-Mead (NM) simplex search algorithm to solve general nonlinear unconstrained optimization problems. Unlike traditional hybrid methods, the proposed method hybridizes the NM algorithm inside the PSO to improve the velocities and positions of the particles iteratively. The new hybridization considers the PSO algorithm and NM algorithm as one heuristic, not in a sequential or hierarchical manner. The NM algorithm is applied to improve the initial random solution of the PSO algorithm and iteratively in every step to improve the overall performance of the method. The performance of the proposed method was tested over 20 optimization test functions with varying dimensions. Comprehensive comparisons with other methods in the literature indicate that the proposed solution method is promising and competitive.

Nonlinear optimization simplified by hypersurface deformation

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

Stillinger, F.H.; Weber, T.A.

1988-09-01

A general strategy is advanced for simplifying nonlinear optimization problems, the ant-lion method. This approach exploits shape modifications of the cost-function hypersurface which distend basins surrounding low-lying minima (including global minima). By intertwining hypersurface deformations with steepest-descent displacements, the search is concentrated on a small relevant subset of all minima. Specific calculations demonstrating the value of this method are reported for the partitioning of two classes of irregular but nonrandom graphs, the prime-factor graphs and the pi graphs. We also indicate how this approach can be applied to the traveling salesman problem and to design layout optimization, and that itmore » may be useful in combination with simulated annealing strategies.« less

Multiobjective optimization of temporal processes.

PubMed

Song, Zhe; Kusiak, Andrew

2010-06-01

This paper presents a dynamic predictive-optimization framework of a nonlinear temporal process. Data-mining (DM) and evolutionary strategy algorithms are integrated in the framework for solving the optimization model. DM algorithms learn dynamic equations from the process data. An evolutionary strategy algorithm is then applied to solve the optimization problem guided by the knowledge extracted by the DM algorithm. The concept presented in this paper is illustrated with the data from a power plant, where the goal is to maximize the boiler efficiency and minimize the limestone consumption. This multiobjective optimization problem can be either transformed into a single-objective optimization problem through preference aggregation approaches or into a Pareto-optimal optimization problem. The computational results have shown the effectiveness of the proposed optimization framework.

A multi-product green supply chain under government supervision with price and demand uncertainty

NASA Astrophysics Data System (ADS)

Hafezalkotob, Ashkan; Zamani, Soma

2018-05-01

In this paper, a bi-level game-theoretic model is proposed to investigate the effects of governmental financial intervention on green supply chain. This problem is formulated as a bi-level program for a green supply chain that produces various products with different environmental pollution levels. The problem is also regard uncertainties in market demand and sale price of raw materials and products. The model is further transformed into a single-level nonlinear programming problem by replacing the lower-level optimization problem with its Karush-Kuhn-Tucker optimality conditions. Genetic algorithm is applied as a solution methodology to solve nonlinear programming model. Finally, to investigate the validity of the proposed method, the computational results obtained through genetic algorithm are compared with global optimal solution attained by enumerative method. Analytical results indicate that the proposed GA offers better solutions in large size problems. Also, we conclude that financial intervention by government consists of green taxation and subsidization is an effective method to stabilize green supply chain members' performance.

A Semi-Infinite Programming based algorithm for determining T-optimum designs for model discrimination

PubMed Central

Duarte, Belmiro P.M.; Wong, Weng Kee; Atkinson, Anthony C.

2016-01-01

T-optimum designs for model discrimination are notoriously difficult to find because of the computational difficulty involved in solving an optimization problem that involves two layers of optimization. Only a handful of analytical T-optimal designs are available for the simplest problems; the rest in the literature are found using specialized numerical procedures for a specific problem. We propose a potentially more systematic and general way for finding T-optimal designs using a Semi-Infinite Programming (SIP) approach. The strategy requires that we first reformulate the original minimax or maximin optimization problem into an equivalent semi-infinite program and solve it using an exchange-based method where lower and upper bounds produced by solving the outer and the inner programs, are iterated to convergence. A global Nonlinear Programming (NLP) solver is used to handle the subproblems, thus finding the optimal design and the least favorable parametric configuration that minimizes the residual sum of squares from the alternative or test models. We also use a nonlinear program to check the global optimality of the SIP-generated design and automate the construction of globally optimal designs. The algorithm is successfully used to produce results that coincide with several T-optimal designs reported in the literature for various types of model discrimination problems with normally distributed errors. However, our method is more general, merely requiring that the parameters of the model be estimated by a numerical optimization. PMID:27330230

A Semi-Infinite Programming based algorithm for determining T-optimum designs for model discrimination.

PubMed

Duarte, Belmiro P M; Wong, Weng Kee; Atkinson, Anthony C

2015-03-01

T-optimum designs for model discrimination are notoriously difficult to find because of the computational difficulty involved in solving an optimization problem that involves two layers of optimization. Only a handful of analytical T-optimal designs are available for the simplest problems; the rest in the literature are found using specialized numerical procedures for a specific problem. We propose a potentially more systematic and general way for finding T-optimal designs using a Semi-Infinite Programming (SIP) approach. The strategy requires that we first reformulate the original minimax or maximin optimization problem into an equivalent semi-infinite program and solve it using an exchange-based method where lower and upper bounds produced by solving the outer and the inner programs, are iterated to convergence. A global Nonlinear Programming (NLP) solver is used to handle the subproblems, thus finding the optimal design and the least favorable parametric configuration that minimizes the residual sum of squares from the alternative or test models. We also use a nonlinear program to check the global optimality of the SIP-generated design and automate the construction of globally optimal designs. The algorithm is successfully used to produce results that coincide with several T-optimal designs reported in the literature for various types of model discrimination problems with normally distributed errors. However, our method is more general, merely requiring that the parameters of the model be estimated by a numerical optimization.

Improving stability and strength characteristics of framed structures with nonlinear behavior

NASA Technical Reports Server (NTRS)

Pezeshk, Shahram

1990-01-01

In this paper an optimal design procedure is introduced to improve the overall performance of nonlinear framed structures. The design methodology presented here is a multiple-objective optimization procedure whose objective functions involve the buckling eigenvalues and eigenvectors of the structure. A constant volume with bounds on the design variables is used in conjunction with an optimality criterion approach. The method provides a general tool for solving complex design problems and generally leads to structures with better limit strength and stability. Many algorithms have been developed to improve the limit strength of structures. In most applications geometrically linear analysis is employed with the consequence that overall strength of the design is overestimated. Directly optimizing the limit load of the structure would require a full nonlinear analysis at each iteration which would be prohibitively expensive. The objective of this paper is to develop an algorithm that can improve the limit-load of geometrically nonlinear framed structures while avoiding the nonlinear analysis. One of the novelties of the new design methodology is its ability to efficiently model and design structures under multiple loading conditions. These loading conditions can be different factored loads or any kind of loads that can be applied to the structure simultaneously or independently. Attention is focused on optimal design of space framed structures. Three-dimensional design problems are more complicated to carry out, but they yield insight into real behavior of the structure and can help avoiding some of the problems that might appear in planar design procedure such as the need for out-of-plane buckling constraint. Although researchers in the field of structural engineering generally agree that optimum design of three-dimension building frames especially in the seismic regions would be beneficial, methods have been slow to emerge. Most of the research in this area has dealt with the optimization of truss and plane frame structures.

Optimal fabrication processes for unidirectional metal-matrix composites: A computational simulation

NASA Technical Reports Server (NTRS)

Saravanos, D. A.; Murthy, P. L. N.; Morel, M.

1990-01-01

A method is proposed for optimizing the fabrication process of unidirectional metal matrix composites. The temperature and pressure histories are optimized such that the residual microstresses of the composite at the end of the fabrication process are minimized and the material integrity throughout the process is ensured. The response of the composite during the fabrication is simulated based on a nonlinear micromechanics theory. The optimal fabrication problem is formulated and solved with non-linear programming. Application cases regarding the optimization of the fabrication cool-down phases of unidirectional ultra-high modulus graphite/copper and silicon carbide/titanium composites are presented.

Optimal fabrication processes for unidirectional metal-matrix composites - A computational simulation

NASA Technical Reports Server (NTRS)

Saravanos, D. A.; Murthy, P. L. N.; Morel, M.

1990-01-01

A method is proposed for optimizing the fabrication process of unidirectional metal matrix composites. The temperature and pressure histories are optimized such that the residual microstresses of the composite at the end of the fabrication process are minimized and the material integrity throughout the process is ensured. The response of the composite during the fabrication is simulated based on a nonlinear micromechanics theory. The optimal fabrication problem is formulated and solved with nonlinear programming. Application cases regarding the optimization of the fabrication cool-down phases of unidirectional ultra-high modulus graphite/copper and silicon carbide/titanium composites are presented.

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.

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

NASA Astrophysics Data System (ADS)

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

2009-04-01

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

Advanced Numerical Methods for Computing Statistical Quantities of Interest from Solutions of SPDES

DTIC Science & Technology

2012-01-19

and related optimization problems; developing numerical methods for option pricing problems in the presence of random arbitrage return. 1. Novel...equations (BSDEs) are connected to nonlinear partial differen- tial equations and non-linear semigroups, to the theory of hedging and pricing of contingent...the presence of random arbitrage return [3] We consider option pricing problems when we relax the condition of no arbitrage in the Black- Scholes

The near optimality of the stabilizing control in a weakly nonlinear system with state-dependent coefficients

NASA Astrophysics Data System (ADS)

Dmitriev, Mikhail G.; Makarov, Dmitry A.

2016-08-01

We carried out analysis of near optimality of one computationally effective nonlinear stabilizing control built for weakly nonlinear systems with coefficients depending on the state and the formal small parameter. First investigation of that problem was made in [M. G. Dmitriev, and D. A. Makarov, "The suboptimality of stabilizing regulator in a quasi-linear system with state-depended coefficients," in 2016 International Siberian Conference on Control and Communications (SIBCON) Proceedings, National Research University, Moscow, 2016]. In this paper, another optimal control and gain matrix representations were used and theoretical results analogous to cited work above were obtained. Also as in the cited work above the form of quality criterion on which this close-loop control is optimal was constructed.

Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

NASA Astrophysics Data System (ADS)

Chen, Wei

2015-07-01

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

A Transformation Approach to Optimal Control Problems with Bounded State Variables

NASA Technical Reports Server (NTRS)

Hanafy, Lawrence Hanafy

1971-01-01

A technique is described and utilized in the study of the solutions to various general problems in optimal control theory, which are converted in to Lagrange problems in the calculus of variations. This is accomplished by mapping certain properties in Euclidean space onto closed control and state regions. Nonlinear control problems with a unit m cube as control region and unit n cube as state region are considered.

Optimization by nonhierarchical asynchronous decomposition

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

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.

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

NASA Technical Reports Server (NTRS)

Witzberger, Kevin E.; Zeiler, Tom

2012-01-01

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

Nonlinear Model Predictive Control for Cooperative Control and Estimation

NASA Astrophysics Data System (ADS)

Ru, Pengkai

Recent advances in computational power have made it possible to do expensive online computations for control systems. It is becoming more realistic to perform computationally intensive optimization schemes online on systems that are not intrinsically stable and/or have very small time constants. Being one of the most important optimization based control approaches, model predictive control (MPC) has attracted a lot of interest from the research community due to its natural ability to incorporate constraints into its control formulation. Linear MPC has been well researched and its stability can be guaranteed in the majority of its application scenarios. However, one issue that still remains with linear MPC is that it completely ignores the system's inherent nonlinearities thus giving a sub-optimal solution. On the other hand, if achievable, nonlinear MPC, would naturally yield a globally optimal solution and take into account all the innate nonlinear characteristics. While an exact solution to a nonlinear MPC problem remains extremely computationally intensive, if not impossible, one might wonder if there is a middle ground between the two. We tried to strike a balance in this dissertation by employing a state representation technique, namely, the state dependent coefficient (SDC) representation. This new technique would render an improved performance in terms of optimality compared to linear MPC while still keeping the problem tractable. In fact, the computational power required is bounded only by a constant factor of the completely linearized MPC. The purpose of this research is to provide a theoretical framework for the design of a specific kind of nonlinear MPC controller and its extension into a general cooperative scheme. The controller is designed and implemented on quadcopter systems.

A hybrid Jaya algorithm for reliability-redundancy allocation problems

NASA Astrophysics Data System (ADS)

Ghavidel, Sahand; Azizivahed, Ali; Li, Li

2018-04-01

This article proposes an efficient improved hybrid Jaya algorithm based on time-varying acceleration coefficients (TVACs) and the learning phase introduced in teaching-learning-based optimization (TLBO), named the LJaya-TVAC algorithm, for solving various types of nonlinear mixed-integer reliability-redundancy allocation problems (RRAPs) and standard real-parameter test functions. RRAPs include series, series-parallel, complex (bridge) and overspeed protection systems. The search power of the proposed LJaya-TVAC algorithm for finding the optimal solutions is first tested on the standard real-parameter unimodal and multi-modal functions with dimensions of 30-100, and then tested on various types of nonlinear mixed-integer RRAPs. The results are compared with the original Jaya algorithm and the best results reported in the recent literature. The optimal results obtained with the proposed LJaya-TVAC algorithm provide evidence for its better and acceptable optimization performance compared to the original Jaya algorithm and other reported optimal results.

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

NASA Technical Reports Server (NTRS)

Chen, Guanrong

1991-01-01

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

Exact solution for an optimal impermeable parachute problem

NASA Astrophysics Data System (ADS)

Lupu, Mircea; Scheiber, Ernest

2002-10-01

In the paper there are solved direct and inverse boundary problems and analytical solutions are obtained for optimization problems in the case of some nonlinear integral operators. It is modeled the plane potential flow of an inviscid, incompressible and nonlimited fluid jet, witch encounters a symmetrical, curvilinear obstacle--the deflector of maximal drag. There are derived integral singular equations, for direct and inverse problems and the movement in the auxiliary canonical half-plane is obtained. Next, the optimization problem is solved in an analytical manner. The design of the optimal airfoil is performed and finally, numerical computations concerning the drag coefficient and other geometrical and aerodynamical parameters are carried out. This model corresponds to the Helmholtz impermeable parachute problem.

Feedback Implementation of Zermelo's Optimal Control by Sugeno Approximation

NASA Technical Reports Server (NTRS)

Clifton, C.; Homaifax, A.; Bikdash, M.

1997-01-01

This paper proposes an approach to implement optimal control laws of nonlinear systems in real time. Our methodology does not require solving two-point boundary value problems online and may not require it off-line either. The optimal control law is learned using the original Sugeno controller (OSC) from a family of optimal trajectories. We compare the trajectories generated by the OSC and the trajectories yielded by the optimal feedback control law when applied to Zermelo's ship steering problem.

An optimization model for the US Air-Traffic System

NASA Technical Reports Server (NTRS)

Mulvey, J. M.

1986-01-01

A systematic approach for monitoring U.S. air traffic was developed in the context of system-wide planning and control. Towards this end, a network optimization model with nonlinear objectives was chosen as the central element in the planning/control system. The network representation was selected because: (1) it provides a comprehensive structure for depicting essential aspects of the air traffic system, (2) it can be solved efficiently for large scale problems, and (3) the design can be easily communicated to non-technical users through computer graphics. Briefly, the network planning models consider the flow of traffic through a graph as the basic structure. Nodes depict locations and time periods for either individual planes or for aggregated groups of airplanes. Arcs define variables as actual airplanes flying through space or as delays across time periods. As such, a special case of the network can be used to model the so called flow control problem. Due to the large number of interacting variables and the difficulty in subdividing the problem into relatively independent subproblems, an integrated model was designed which will depict the entire high level (above 29000 feet) jet route system for the 48 contiguous states in the U.S. As a first step in demonstrating the concept's feasibility a nonlinear risk/cost model was developed for the Indianapolis Airspace. The nonlinear network program --NLPNETG-- was employed in solving the resulting test cases. This optimization program uses the Truncated-Newton method (quadratic approximation) for determining the search direction at each iteration in the nonlinear algorithm. It was shown that aircraft could be re-routed in an optimal fashion whenever traffic congestion increased beyond an acceptable level, as measured by the nonlinear risk function.

An optimized Nash nonlinear grey Bernoulli model based on particle swarm optimization and its application in prediction for the incidence of Hepatitis B in Xinjiang, China.

PubMed

Zhang, Liping; Zheng, Yanling; Wang, Kai; Zhang, Xueliang; Zheng, Yujian

2014-06-01

In this paper, by using a particle swarm optimization algorithm to solve the optimal parameter estimation problem, an improved Nash nonlinear grey Bernoulli model termed PSO-NNGBM(1,1) is proposed. To test the forecasting performance, the optimized model is applied for forecasting the incidence of hepatitis B in Xinjiang, China. Four models, traditional GM(1,1), grey Verhulst model (GVM), original nonlinear grey Bernoulli model (NGBM(1,1)) and Holt-Winters exponential smoothing method, are also established for comparison with the proposed model under the criteria of mean absolute percentage error and root mean square percent error. The prediction results show that the optimized NNGBM(1,1) model is more accurate and performs better than the traditional GM(1,1), GVM, NGBM(1,1) and Holt-Winters exponential smoothing method. Copyright © 2014. Published by Elsevier Ltd.

Using genetic algorithms to determine near-optimal pricing, investment and operating strategies in the electric power industry

NASA Astrophysics Data System (ADS)

Wu, Dongjun

Network industries have technologies characterized by a spatial hierarchy, the "network," with capital-intensive interconnections and time-dependent, capacity-limited flows of products and services through the network to customers. This dissertation studies service pricing, investment and business operating strategies for the electric power network. First-best solutions for a variety of pricing and investment problems have been studied. The evaluation of genetic algorithms (GA, which are methods based on the idea of natural evolution) as a primary means of solving complicated network problems, both w.r.t. pricing: as well as w.r.t. investment and other operating decisions, has been conducted. New constraint-handling techniques in GAs have been studied and tested. The actual application of such constraint-handling techniques in solving practical non-linear optimization problems has been tested on several complex network design problems with encouraging initial results. Genetic algorithms provide solutions that are feasible and close to optimal when the optimal solution is know; in some instances, the near-optimal solutions for small problems by the proposed GA approach can only be tested by pushing the limits of currently available non-linear optimization software. The performance is far better than several commercially available GA programs, which are generally inadequate in solving any of the problems studied in this dissertation, primarily because of their poor handling of constraints. Genetic algorithms, if carefully designed, seem very promising in solving difficult problems which are intractable by traditional analytic methods.

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.

Conditional nonlinear optimal perturbations based on the particle swarm optimization and their applications to the predictability problems

NASA Astrophysics Data System (ADS)

Zheng, Qin; Yang, Zubin; Sha, Jianxin; Yan, Jun

2017-02-01

In predictability problem research, the conditional nonlinear optimal perturbation (CNOP) describes the initial perturbation that satisfies a certain constraint condition and causes the largest prediction error at the prediction time. The CNOP has been successfully applied in estimation of the lower bound of maximum predictable time (LBMPT). Generally, CNOPs are calculated by a gradient descent algorithm based on the adjoint model, which is called ADJ-CNOP. This study, through the two-dimensional Ikeda model, investigates the impacts of the nonlinearity on ADJ-CNOP and the corresponding precision problems when using ADJ-CNOP to estimate the LBMPT. Our conclusions are that (1) when the initial perturbation is large or the prediction time is long, the strong nonlinearity of the dynamical model in the prediction variable will lead to failure of the ADJ-CNOP method, and (2) when the objective function has multiple extreme values, ADJ-CNOP has a large probability of producing local CNOPs, hence making a false estimation of the LBMPT. Furthermore, the particle swarm optimization (PSO) algorithm, one kind of intelligent algorithm, is introduced to solve this problem. The method using PSO to compute CNOP is called PSO-CNOP. The results of numerical experiments show that even with a large initial perturbation and long prediction time, or when the objective function has multiple extreme values, PSO-CNOP can always obtain the global CNOP. Since the PSO algorithm is a heuristic search algorithm based on the population, it can overcome the impact of nonlinearity and the disturbance from multiple extremes of the objective function. In addition, to check the estimation accuracy of the LBMPT presented by PSO-CNOP and ADJ-CNOP, we partition the constraint domain of initial perturbations into sufficiently fine grid meshes and take the LBMPT obtained by the filtering method as a benchmark. The result shows that the estimation presented by PSO-CNOP is closer to the true value than the one by ADJ-CNOP with the forecast time increasing.

Time-optimal aircraft pursuit-evasion with a weapon envelope constraint

NASA Technical Reports Server (NTRS)

Menon, P. K. A.; Duke, E. L.

1990-01-01

The optimal pursuit-evasion problem between two aircraft, including nonlinear point-mass vehicle models and a realistic weapon envelope, is analyzed. Using a linear combination of flight time and the square of the vehicle acceleration as the performance index, a closed-form solution is obtained in nonlinear feedback form. Due to its modest computational requirements, this guidance law can be used for onboard real-time implementation.

Rapid Generation of Optimal Asteroid Powered Descent Trajectories Via Convex Optimization

NASA Technical Reports Server (NTRS)

Pinson, Robin; Lu, Ping

2015-01-01

This paper investigates a convex optimization based method that can rapidly generate the fuel optimal asteroid powered descent trajectory. The ultimate goal is to autonomously design the optimal powered descent trajectory on-board the spacecraft immediately prior to the descent burn. Compared to a planetary powered landing problem, the major difficulty is the complex gravity field near the surface of an asteroid that cannot be approximated by a constant gravity field. This paper uses relaxation techniques and a successive solution process that seeks the solution to the original nonlinear, nonconvex problem through the solutions to a sequence of convex optimal control problems.

A feedback linearization approach to spacecraft control using momentum exchange devices. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Dzielski, John Edward

1988-01-01

Recent developments in the area of nonlinear control theory have shown how coordiante changes in the state and input spaces can be used with nonlinear feedback to transform certain nonlinear ordinary differential equations into equivalent linear equations. These feedback linearization techniques are applied to resolve two problems arising in the control of spacecraft equipped with control moment gyroscopes (CMGs). The first application involves the computation of rate commands for the gimbals that rotate the individual gyroscopes to produce commanded torques on the spacecraft. The second application is to the long-term management of stored momentum in the system of control moment gyroscopes using environmental torques acting on the vehicle. An approach to distributing control effort among a group of redundant actuators is described that uses feedback linearization techniques to parameterize sets of controls which influence a specified subsystem in a desired way. The approach is adapted for use in spacecraft control with double-gimballed gyroscopes to produce an algorithm that avoids problematic gimbal configurations by approximating sets of gimbal rates that drive CMG rotors into desirable configurations. The momentum management problem is stated as a trajectory optimization problem with a nonlinear dynamical constraint. Feedback linearization and collocation are used to transform this problem into an unconstrainted nonlinear program. The approach to trajectory optimization is fast and robust. A number of examples are presented showing applications to the proposed NASA space station.

On unified modeling, theory, and method for solving multi-scale global optimization problems

NASA Astrophysics Data System (ADS)

Gao, David Yang

2016-10-01

A unified model is proposed for general optimization problems in multi-scale complex systems. Based on this model and necessary assumptions in physics, the canonical duality theory is presented in a precise way to include traditional duality theories and popular methods as special applications. Two conjectures on NP-hardness are proposed, which should play important roles for correctly understanding and efficiently solving challenging real-world problems. Applications are illustrated for both nonconvex continuous optimization and mixed integer nonlinear programming.

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.

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).

Global optimization algorithm for heat exchanger networks

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

Quesada, I.; Grossmann, I.E.

This paper deals with the global optimization of heat exchanger networks with fixed topology. It is shown that if linear area cost functions are assumed, as well as arithmetic mean driving force temperature differences in networks with isothermal mixing, the corresponding nonlinear programming (NLP) optimization problem involves linear constraints and a sum of linear fractional functions in the objective which are nonconvex. A rigorous algorithm is proposed that is based on a convex NLP underestimator that involves linear and nonlinear estimators for fractional and bilinear terms which provide a tight lower bound to the global optimum. This NLP problem ismore » used within a spatial branch and bound method for which branching rules are given. Basic properties of the proposed method are presented, and its application is illustrated with several example problems. The results show that the proposed method only requires few nodes in the branch and bound search.« less

Development of a multiple-parameter nonlinear perturbation procedure for transonic turbomachinery flows: Preliminary application to design/optimization problems

NASA Technical Reports Server (NTRS)

Stahara, S. S.; Elliott, J. P.; Spreiter, J. R.

1983-01-01

An investigation was conducted to continue the development of perturbation procedures and associated computational codes for rapidly determining approximations to nonlinear flow solutions, with the purpose of establishing a method for minimizing computational requirements associated with parametric design studies of transonic flows in turbomachines. The results reported here concern the extension of the previously developed successful method for single parameter perturbations to simultaneous multiple-parameter perturbations, and the preliminary application of the multiple-parameter procedure in combination with an optimization method to blade design/optimization problem. In order to provide as severe a test as possible of the method, attention is focused in particular on transonic flows which are highly supercritical. Flows past both isolated blades and compressor cascades, involving simultaneous changes in both flow and geometric parameters, are considered. Comparisons with the corresponding exact nonlinear solutions display remarkable accuracy and range of validity, in direct correspondence with previous results for single-parameter perturbations.

Direct Multiple Shooting Optimization with Variable Problem Parameters

NASA Technical Reports Server (NTRS)

Whitley, Ryan J.; Ocampo, Cesar A.

2009-01-01

Taking advantage of a novel approach to the design of the orbital transfer optimization problem and advanced non-linear programming algorithms, several optimal transfer trajectories are found for problems with and without known analytic solutions. This method treats the fixed known gravitational constants as optimization variables in order to reduce the need for an advanced initial guess. Complex periodic orbits are targeted with very simple guesses and the ability to find optimal transfers in spite of these bad guesses is successfully demonstrated. Impulsive transfers are considered for orbits in both the 2-body frame as well as the circular restricted three-body problem (CRTBP). The results with this new approach demonstrate the potential for increasing robustness for all types of orbit transfer problems.

Inverse optimal design of input-to-state stabilisation for affine nonlinear systems with input delays

NASA Astrophysics Data System (ADS)

Cai, Xiushan; Meng, Lingxin; Zhang, Wei; Liu, Leipo

2018-03-01

We establish robustness of the predictor feedback control law to perturbations appearing at the system input for affine nonlinear systems with time-varying input delay and additive disturbances. Furthermore, it is shown that it is inverse optimal with respect to a differential game problem. All of the stability and inverse optimality proofs are based on the infinite-dimensional backstepping transformation and an appropriate Lyapunov functional. A single-link manipulator subject to input delays and disturbances is given to illustrate the validity of the proposed method.

Optimal fixed-finite-dimensional compensator for Burgers' equation with unbounded input/output operators

NASA Technical Reports Server (NTRS)

Burns, John A.; Marrekchi, Hamadi

1993-01-01

The problem of using reduced order dynamic compensators to control a class of nonlinear parabolic distributed parameter systems was considered. Concentration was on a system with unbounded input and output operators governed by Burgers' equation. A linearized model was used to compute low-order-finite-dimensional control laws by minimizing certain energy functionals. Then these laws were applied to the nonlinear model. Standard approaches to this problem employ model/controller reduction techniques in conjunction with linear quadratic Gaussian (LQG) theory. The approach used is based on the finite dimensional Bernstein/Hyland optimal projection theory which yields a fixed-finite-order controller.

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.

Nonlinear Dynamic Model-Based Multiobjective Sensor Network Design Algorithm for a Plant with an Estimator-Based Control System

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

Paul, Prokash; Bhattacharyya, Debangsu; Turton, Richard

Here, a novel sensor network design (SND) algorithm is developed for maximizing process efficiency while minimizing sensor network cost for a nonlinear dynamic process with an estimator-based control system. The multiobjective optimization problem is solved following a lexicographic approach where the process efficiency is maximized first followed by minimization of the sensor network cost. The partial net present value, which combines the capital cost due to the sensor network and the operating cost due to deviation from the optimal efficiency, is proposed as an alternative objective. The unscented Kalman filter is considered as the nonlinear estimator. The large-scale combinatorial optimizationmore » problem is solved using a genetic algorithm. The developed SND algorithm is applied to an acid gas removal (AGR) unit as part of an integrated gasification combined cycle (IGCC) power plant with CO 2 capture. Due to the computational expense, a reduced order nonlinear model of the AGR process is identified and parallel computation is performed during implementation.« less

Nonlinear Dynamic Model-Based Multiobjective Sensor Network Design Algorithm for a Plant with an Estimator-Based Control System

DOE PAGES

Paul, Prokash; Bhattacharyya, Debangsu; Turton, Richard; ...

2017-06-06

Here, a novel sensor network design (SND) algorithm is developed for maximizing process efficiency while minimizing sensor network cost for a nonlinear dynamic process with an estimator-based control system. The multiobjective optimization problem is solved following a lexicographic approach where the process efficiency is maximized first followed by minimization of the sensor network cost. The partial net present value, which combines the capital cost due to the sensor network and the operating cost due to deviation from the optimal efficiency, is proposed as an alternative objective. The unscented Kalman filter is considered as the nonlinear estimator. The large-scale combinatorial optimizationmore » problem is solved using a genetic algorithm. The developed SND algorithm is applied to an acid gas removal (AGR) unit as part of an integrated gasification combined cycle (IGCC) power plant with CO 2 capture. Due to the computational expense, a reduced order nonlinear model of the AGR process is identified and parallel computation is performed during implementation.« less

Optimal stocking of species by diameter class for even-aged mid-to-late rotation Appalachian hardwoods

Treesearch

Joseph B. Roise; Joosang Chung; Chris B. LeDoux

1988-01-01

Nonlinear programming (NP) is applied to the problem of finding optimal thinning and harvest regimes simultaneously with species mix and diameter class distribution. Optimal results for given cases are reported. Results of the NP optimization are compared with prescriptions developed by Appalachian hardwood silviculturists.

Parameter estimation of a pulp digester model with derivative-free optimization strategies

NASA Astrophysics Data System (ADS)

Seiça, João C.; Romanenko, Andrey; Fernandes, Florbela P.; Santos, Lino O.; Fernandes, Natércia C. P.

2017-07-01

The work concerns the parameter estimation in the context of the mechanistic modelling of a pulp digester. The problem is cast as a box bounded nonlinear global optimization problem in order to minimize the mismatch between the model outputs with the experimental data observed at a real pulp and paper plant. MCSFilter and Simulated Annealing global optimization methods were used to solve the optimization problem. While the former took longer to converge to the global minimum, the latter terminated faster at a significantly higher value of the objective function and, thus, failed to find the global solution.

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.

A Cascade Optimization Strategy for Solution of Difficult Multidisciplinary Design Problems

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Coroneos, Rula M.; Hopkins, Dale A.; Berke, Laszlo

1996-01-01

A research project to comparatively evaluate 10 nonlinear optimization algorithms was recently completed. A conclusion was that no single optimizer could successfully solve all 40 problems in the test bed, even though most optimizers successfully solved at least one-third of the problems. We realized that improved search directions and step lengths, available in the 10 optimizers compared, were not likely to alleviate the convergence difficulties. For the solution of those difficult problems we have devised an alternative approach called cascade optimization strategy. The cascade strategy uses several optimizers, one followed by another in a specified sequence, to solve a problem. A pseudorandom scheme perturbs design variables between the optimizers. The cascade strategy has been tested successfully in the design of supersonic and subsonic aircraft configurations and air-breathing engines for high-speed civil transport applications. These problems could not be successfully solved by an individual optimizer. The cascade optimization strategy, however, generated feasible optimum solutions for both aircraft and engine problems. This paper presents the cascade strategy and solutions to a number of these problems.

Control optimization, stabilization and computer algorithms for aircraft applications

NASA Technical Reports Server (NTRS)

1975-01-01

Research related to reliable aircraft design is summarized. Topics discussed include systems reliability optimization, failure detection algorithms, analysis of nonlinear filters, design of compensators incorporating time delays, digital compensator design, estimation for systems with echoes, low-order compensator design, descent-phase controller for 4-D navigation, infinite dimensional mathematical programming problems and optimal control problems with constraints, robust compensator design, numerical methods for the Lyapunov equations, and perturbation methods in linear filtering and control.

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

NASA Technical Reports Server (NTRS)

Lu, Ping

1992-01-01

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

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.

Robust ADP Design for Continuous-Time Nonlinear Systems With Output Constraints.

PubMed

Fan, Bo; Yang, Qinmin; Tang, Xiaoyu; Sun, Youxian

2018-06-01

In this paper, a novel robust adaptive dynamic programming (RADP)-based control strategy is presented for the optimal control of a class of output-constrained continuous-time unknown nonlinear systems. Our contribution includes a step forward beyond the usual optimal control result to show that the output of the plant is always within user-defined bounds. To achieve the new results, an error transformation technique is first established to generate an equivalent nonlinear system, whose asymptotic stability guarantees both the asymptotic stability and the satisfaction of the output restriction of the original system. Furthermore, RADP algorithms are developed to solve the transformed nonlinear optimal control problem with completely unknown dynamics as well as a robust design to guarantee the stability of the closed-loop systems in the presence of unavailable internal dynamic state. Via small-gain theorem, asymptotic stability of the original and transformed nonlinear system is theoretically guaranteed. Finally, comparison results demonstrate the merits of the proposed control policy.

Two Point Exponential Approximation Method for structural optimization of problems with frequency constraints

NASA Technical Reports Server (NTRS)

Fadel, G. M.

1991-01-01

The point exponential approximation method was introduced by Fadel et al. (Fadel, 1990), and tested on structural optimization problems with stress and displacement constraints. The reports in earlier papers were promising, and the method, which consists of correcting Taylor series approximations using previous design history, is tested in this paper on optimization problems with frequency constraints. The aim of the research is to verify the robustness and speed of convergence of the two point exponential approximation method when highly non-linear constraints are used.

Optimal reconfiguration strategy for a degradable multimodule computing system

NASA Technical Reports Server (NTRS)

Lee, Yann-Hang; Shin, Kang G.

1987-01-01

The present quantitative approach to the problem of reconfiguring a degradable multimode system assigns some modules to computation and arranges others for reliability. By using expected total reward as the optimal criterion, there emerges an active reconfiguration strategy based not only on the occurrence of failure but the progression of the given mission. This reconfiguration strategy requires specification of the times at which the system should undergo reconfiguration, and the configurations to which the system should change. The optimal reconfiguration problem is converted to integer nonlinear knapsack and fractional programming problems.

General Methodology for Designing Spacecraft Trajectories

NASA Technical Reports Server (NTRS)

Condon, Gerald; Ocampo, Cesar; Mathur, Ravishankar; Morcos, Fady; Senent, Juan; Williams, Jacob; Davis, Elizabeth C.

2012-01-01

A methodology for designing spacecraft trajectories in any gravitational environment within the solar system has been developed. The methodology facilitates modeling and optimization for problems ranging from that of a single spacecraft orbiting a single celestial body to that of a mission involving multiple spacecraft and multiple propulsion systems operating in gravitational fields of multiple celestial bodies. The methodology consolidates almost all spacecraft trajectory design and optimization problems into a single conceptual framework requiring solution of either a system of nonlinear equations or a parameter-optimization problem with equality and/or inequality constraints.

High-performance image reconstruction in fluorescence tomography on desktop computers and graphics hardware.

PubMed

Freiberger, Manuel; Egger, Herbert; Liebmann, Manfred; Scharfetter, Hermann

2011-11-01

Image reconstruction in fluorescence optical tomography is a three-dimensional nonlinear ill-posed problem governed by a system of partial differential equations. In this paper we demonstrate that a combination of state of the art numerical algorithms and a careful hardware optimized implementation allows to solve this large-scale inverse problem in a few seconds on standard desktop PCs with modern graphics hardware. In particular, we present methods to solve not only the forward but also the non-linear inverse problem by massively parallel programming on graphics processors. A comparison of optimized CPU and GPU implementations shows that the reconstruction can be accelerated by factors of about 15 through the use of the graphics hardware without compromising the accuracy in the reconstructed images.

Numerical experience with a class of algorithms for nonlinear optimization using inexact function and gradient information

NASA Technical Reports Server (NTRS)

Carter, Richard G.

1989-01-01

For optimization problems associated with engineering design, parameter estimation, image reconstruction, and other optimization/simulation applications, low accuracy function and gradient values are frequently much less expensive to obtain than high accuracy values. Here, researchers investigate the computational performance of trust region methods for nonlinear optimization when high accuracy evaluations are unavailable or prohibitively expensive, and confirm earlier theoretical predictions when the algorithm is convergent even with relative gradient errors of 0.5 or more. The proper choice of the amount of accuracy to use in function and gradient evaluations can result in orders-of-magnitude savings in computational cost.

Receding horizon online optimization for torque control of gasoline engines.

PubMed

Kang, Mingxin; Shen, Tielong

2016-11-01

This paper proposes a model-based nonlinear receding horizon optimal control scheme for the engine torque tracking problem. The controller design directly employs the nonlinear model exploited based on mean-value modeling principle of engine systems without any linearizing reformation, and the online optimization is achieved by applying the Continuation/GMRES (generalized minimum residual) approach. Several receding horizon control schemes are designed to investigate the effects of the integral action and integral gain selection. Simulation analyses and experimental validations are implemented to demonstrate the real-time optimization performance and control effects of the proposed torque tracking controllers. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Fitting aerodynamic forces in the Laplace domain: An application of a nonlinear nongradient technique to multilevel constrained optimization

NASA Technical Reports Server (NTRS)

Tiffany, S. H.; Adams, W. M., Jr.

1984-01-01

A technique which employs both linear and nonlinear methods in a multilevel optimization structure to best approximate generalized unsteady aerodynamic forces for arbitrary motion is described. Optimum selection of free parameters is made in a rational function approximation of the aerodynamic forces in the Laplace domain such that a best fit is obtained, in a least squares sense, to tabular data for purely oscillatory motion. The multilevel structure and the corresponding formulation of the objective models are presented which separate the reduction of the fit error into linear and nonlinear problems, thus enabling the use of linear methods where practical. Certain equality and inequality constraints that may be imposed are identified; a brief description of the nongradient, nonlinear optimizer which is used is given; and results which illustrate application of the method are presented.

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

NASA Technical Reports Server (NTRS)

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

1976-01-01

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

Inverse problems and optimal experiment design in unsteady heat transfer processes identification

NASA Technical Reports Server (NTRS)

Artyukhin, Eugene A.

1991-01-01

Experimental-computational methods for estimating characteristics of unsteady heat transfer processes are analyzed. The methods are based on the principles of distributed parameter system identification. The theoretical basis of such methods is the numerical solution of nonlinear ill-posed inverse heat transfer problems and optimal experiment design problems. Numerical techniques for solving problems are briefly reviewed. The results of the practical application of identification methods are demonstrated when estimating effective thermophysical characteristics of composite materials and thermal contact resistance in two-layer systems.

Characterizing L1-norm best-fit subspaces

NASA Astrophysics Data System (ADS)

Brooks, J. Paul; Dulá, José H.

2017-05-01

Fitting affine objects to data is the basis of many tools and methodologies in statistics, machine learning, and signal processing. The L1 norm is often employed to produce subspaces exhibiting a robustness to outliers and faulty observations. The L1-norm best-fit subspace problem is directly formulated as a nonlinear, nonconvex, and nondifferentiable optimization problem. The case when the subspace is a hyperplane can be solved to global optimality efficiently by solving a series of linear programs. The problem of finding the best-fit line has recently been shown to be NP-hard. We present necessary conditions for optimality for the best-fit subspace problem, and use them to characterize properties of optimal solutions.

Automatic weight determination in nonlinear model predictive control of wind turbines using swarm optimization technique

NASA Astrophysics Data System (ADS)

Tofighi, Elham; Mahdizadeh, Amin

2016-09-01

This paper addresses the problem of automatic tuning of weighting coefficients for the nonlinear model predictive control (NMPC) of wind turbines. The choice of weighting coefficients in NMPC is critical due to their explicit impact on efficiency of the wind turbine control. Classically, these weights are selected based on intuitive understanding of the system dynamics and control objectives. The empirical methods, however, may not yield optimal solutions especially when the number of parameters to be tuned and the nonlinearity of the system increase. In this paper, the problem of determining weighting coefficients for the cost function of the NMPC controller is formulated as a two-level optimization process in which the upper- level PSO-based optimization computes the weighting coefficients for the lower-level NMPC controller which generates control signals for the wind turbine. The proposed method is implemented to tune the weighting coefficients of a NMPC controller which drives the NREL 5-MW wind turbine. The results are compared with similar simulations for a manually tuned NMPC controller. Comparison verify the improved performance of the controller for weights computed with the PSO-based technique.

New Mathematical Strategy Using Branch and Bound Method

NASA Astrophysics Data System (ADS)

Tarray, Tanveer Ahmad; Bhat, Muzafar Rasool

In this paper, the problem of optimal allocation in stratified random sampling is used in the presence of nonresponse. The problem is formulated as a nonlinear programming problem (NLPP) and is solved using Branch and Bound method. Also the results are formulated through LINGO.

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

NASA Astrophysics Data System (ADS)

Belegundu, Ashok D.

2015-05-01

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

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

PubMed

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

2012-01-01

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

Nonlinear programming for classification problems in machine learning

NASA Astrophysics Data System (ADS)

Astorino, Annabella; Fuduli, Antonio; Gaudioso, Manlio

2016-10-01

We survey some nonlinear models for classification problems arising in machine learning. In the last years this field has become more and more relevant due to a lot of practical applications, such as text and web classification, object recognition in machine vision, gene expression profile analysis, DNA and protein analysis, medical diagnosis, customer profiling etc. Classification deals with separation of sets by means of appropriate separation surfaces, which is generally obtained by solving a numerical optimization model. While linear separability is the basis of the most popular approach to classification, the Support Vector Machine (SVM), in the recent years using nonlinear separating surfaces has received some attention. The objective of this work is to recall some of such proposals, mainly in terms of the numerical optimization models. In particular we tackle the polyhedral, ellipsoidal, spherical and conical separation approaches and, for some of them, we also consider the semisupervised versions.

Fuel-optimal low-thrust formation reconfiguration via Radau pseudospectral method

NASA Astrophysics Data System (ADS)

Li, Jing

2016-07-01

This paper investigates fuel-optimal low-thrust formation reconfiguration near circular orbit. Based on the Clohessy-Wiltshire equations, first-order necessary optimality conditions are derived from the Pontryagin's maximum principle. The fuel-optimal impulsive solution is utilized to divide the low-thrust trajectory into thrust and coast arcs. By introducing the switching times as optimization variables, the fuel-optimal low-thrust formation reconfiguration is posed as a nonlinear programming problem (NLP) via direct transcription using multiple-phase Radau pseudospectral method (RPM), which is then solved by a sparse nonlinear optimization software SNOPT. To facilitate optimality verification and, if necessary, further refinement of the optimized solution of the NLP, formulas for mass costate estimation and initial costates scaling are presented. Numerical examples are given to show the application of the proposed optimization method. To fix the problem, generic fuel-optimal low-thrust formation reconfiguration can be simplified as reconfiguration without any initial and terminal coast arcs, whose optimal solutions can be efficiently obtained from the multiple-phase RPM at the cost of a slight fuel increment. Finally, influence of the specific impulse and maximum thrust magnitude on the fuel-optimal low-thrust formation reconfiguration is analyzed. Numerical results shown the links and differences between the fuel-optimal impulsive and low-thrust solutions.

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.

Supercomputer optimizations for stochastic optimal control applications

NASA Technical Reports Server (NTRS)

Chung, Siu-Leung; Hanson, Floyd B.; Xu, Huihuang

1991-01-01

Supercomputer optimizations for a computational method of solving stochastic, multibody, dynamic programming problems are presented. The computational method is valid for a general class of optimal control problems that are nonlinear, multibody dynamical systems, perturbed by general Markov noise in continuous time, i.e., nonsmooth Gaussian as well as jump Poisson random white noise. Optimization techniques for vector multiprocessors or vectorizing supercomputers include advanced data structures, loop restructuring, loop collapsing, blocking, and compiler directives. These advanced computing techniques and superconducting hardware help alleviate Bellman's curse of dimensionality in dynamic programming computations, by permitting the solution of large multibody problems. Possible applications include lumped flight dynamics models for uncertain environments, such as large scale and background random aerospace fluctuations.

MONSS: A multi-objective nonlinear simplex search approach

NASA Astrophysics Data System (ADS)

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

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-06-01

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

A finite element code for electric motor design

NASA Technical Reports Server (NTRS)

Campbell, C. Warren

1994-01-01

FEMOT is a finite element program for solving the nonlinear magnetostatic problem. This version uses nonlinear, Newton first order elements. The code can be used for electric motor design and analysis. FEMOT can be embedded within an optimization code that will vary nodal coordinates to optimize the motor design. The output from FEMOT can be used to determine motor back EMF, torque, cogging, and magnet saturation. It will run on a PC and will be available to anyone who wants to use it.

Cocontraction of pairs of antagonistic muscles: analytical solution for planar static nonlinear optimization approaches.

PubMed

Herzog, W; Binding, P

1993-11-01

It has been stated in the literature that static, nonlinear optimization approaches cannot predict coactivation of pairs of antagonistic muscles; however, numerical solutions of such approaches have predicted coactivation of pairs of one-joint and multijoint antagonists. Analytical support for either finding is not available in the literature for systems containing more than one degree of freedom. The purpose of this study was to investigate analytically the possibility of cocontraction of pairs of antagonistic muscles using a static nonlinear optimization approach for a multidegree-of-freedom, two-dimensional system. Analytical solutions were found using the Karush-Kuhn-Tucker conditions, which were necessary and sufficient for optimality in this problem. The results show that cocontraction of pairs of one-joint antagonistic muscles is not possible, whereas cocontraction of pairs of multijoint antagonists is. These findings suggest that cocontraction of pairs of antagonistic muscles may be an "efficient" way to accomplish many movement tasks.

Reinforcement learning for adaptive optimal control of unknown continuous-time nonlinear systems with input constraints

NASA Astrophysics Data System (ADS)

Yang, Xiong; Liu, Derong; Wang, Ding

2014-03-01

In this paper, an adaptive reinforcement learning-based solution is developed for the infinite-horizon optimal control problem of constrained-input continuous-time nonlinear systems in the presence of nonlinearities with unknown structures. Two different types of neural networks (NNs) are employed to approximate the Hamilton-Jacobi-Bellman equation. That is, an recurrent NN is constructed to identify the unknown dynamical system, and two feedforward NNs are used as the actor and the critic to approximate the optimal control and the optimal cost, respectively. Based on this framework, the action NN and the critic NN are tuned simultaneously, without the requirement for the knowledge of system drift dynamics. Moreover, by using Lyapunov's direct method, the weights of the action NN and the critic NN are guaranteed to be uniformly ultimately bounded, while keeping the closed-loop system stable. To demonstrate the effectiveness of the present approach, simulation results are illustrated.

Adaptive Critic Nonlinear Robust Control: A Survey.

PubMed

Wang, Ding; He, Haibo; Liu, Derong

2017-10-01

Adaptive dynamic programming (ADP) and reinforcement learning are quite relevant to each other when performing intelligent optimization. They are both regarded as promising methods involving important components of evaluation and improvement, at the background of information technology, such as artificial intelligence, big data, and deep learning. Although great progresses have been achieved and surveyed when addressing nonlinear optimal control problems, the research on robustness of ADP-based control strategies under uncertain environment has not been fully summarized. Hence, this survey reviews the recent main results of adaptive-critic-based robust control design of continuous-time nonlinear systems. The ADP-based nonlinear optimal regulation is reviewed, followed by robust stabilization of nonlinear systems with matched uncertainties, guaranteed cost control design of unmatched plants, and decentralized stabilization of interconnected systems. Additionally, further comprehensive discussions are presented, including event-based robust control design, improvement of the critic learning rule, nonlinear H ∞ control design, and several notes on future perspectives. By applying the ADP-based optimal and robust control methods to a practical power system and an overhead crane plant, two typical examples are provided to verify the effectiveness of theoretical results. Overall, this survey is beneficial to promote the development of adaptive critic control methods with robustness guarantee and the construction of higher level intelligent systems.

Solving multi-leader-common-follower games.

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

Leyffer, S.; Munson, T.; Mathematics and Computer Science

Multi-leader-common-follower games arise when modelling two or more competitive firms, the leaders, that commit to their decisions prior to another group of competitive firms, the followers, that react to the decisions made by the leaders. These problems lead in a natural way to equilibrium problems with equilibrium constraints (EPECs). We develop a characterization of the solution sets for these problems and examine a variety of nonlinear optimization and nonlinear complementarity formulations of EPECs. We distinguish two broad cases: problems where the leaders can cost-differentiate and problems with price-consistent followers. We demonstrate the practical viability of our approach by solving amore » range of medium-sized test problems.« less

Linear SFM: A hierarchical approach to solving structure-from-motion problems by decoupling the linear and nonlinear components

NASA Astrophysics Data System (ADS)

Zhao, Liang; Huang, Shoudong; Dissanayake, Gamini

2018-07-01

This paper presents a novel hierarchical approach to solving structure-from-motion (SFM) problems. The algorithm begins with small local reconstructions based on nonlinear bundle adjustment (BA). These are then joined in a hierarchical manner using a strategy that requires solving a linear least squares optimization problem followed by a nonlinear transform. The algorithm can handle ordered monocular and stereo image sequences. Two stereo images or three monocular images are adequate for building each initial reconstruction. The bulk of the computation involves solving a linear least squares problem and, therefore, the proposed algorithm avoids three major issues associated with most of the nonlinear optimization algorithms currently used for SFM: the need for a reasonably accurate initial estimate, the need for iterations, and the possibility of being trapped in a local minimum. Also, by summarizing all the original observations into the small local reconstructions with associated information matrices, the proposed Linear SFM manages to preserve all the information contained in the observations. The paper also demonstrates that the proposed problem formulation results in a sparse structure that leads to an efficient numerical implementation. The experimental results using publicly available datasets show that the proposed algorithm yields solutions that are very close to those obtained using a global BA starting with an accurate initial estimate. The C/C++ source code of the proposed algorithm is publicly available at https://github.com/LiangZhaoPKUImperial/LinearSFM.

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

Huang, Kuo -Ling; Mehrotra, Sanjay

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

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.

Optimization of a bundle divertor for FED

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

Hively, L.M.; Rothe, K.E.; Minkoff, M.

1982-01-01

Optimal double-T bundle divertor configurations have been obtained for the Fusion Engineering Device (FED). On-axis ripple is minimized, while satisfying a series of engineering constraints. The ensuing non-linear optimization problem is solved via a sequence of quadratic programming subproblems, using the VMCON algorithm. The resulting divertor designs are substantially improved over previous configurations.

Neural-network-based online HJB solution for optimal robust guaranteed cost control of continuous-time uncertain nonlinear systems.

PubMed

Liu, Derong; Wang, Ding; Wang, Fei-Yue; Li, Hongliang; Yang, Xiong

2014-12-01

In this paper, the infinite horizon optimal robust guaranteed cost control of continuous-time uncertain nonlinear systems is investigated using neural-network-based online solution of Hamilton-Jacobi-Bellman (HJB) equation. By establishing an appropriate bounded function and defining a modified cost function, the optimal robust guaranteed cost control problem is transformed into an optimal control problem. It can be observed that the optimal cost function of the nominal system is nothing but the optimal guaranteed cost of the original uncertain system. A critic neural network is constructed to facilitate the solution of the modified HJB equation corresponding to the nominal system. More importantly, an additional stabilizing term is introduced for helping to verify the stability, which reinforces the updating process of the weight vector and reduces the requirement of an initial stabilizing control. The uniform ultimate boundedness of the closed-loop system is analyzed by using the Lyapunov approach as well. Two simulation examples are provided to verify the effectiveness of the present control approach.

Dynamic programming methods for concurrent design and dynamic allocation of vehicles embedded in a system-of-systems

NASA Astrophysics Data System (ADS)

Nusawardhana

2007-12-01

Recent developments indicate a changing perspective on how systems or vehicles should be designed. Such transition comes from the way decision makers in defense related agencies address complex problems. Complex problems are now often posed in terms of the capabilities desired, rather than in terms of requirements for a single systems. As a result, the way to provide a set of capabilities is through a collection of several individual, independent systems. This collection of individual independent systems is often referred to as a "System of Systems'' (SoS). Because of the independent nature of the constituent systems in an SoS, approaches to design an SoS, and more specifically, approaches to design a new system as a member of an SoS, will likely be different than the traditional design approaches for complex, monolithic (meaning the constituent parts have no ability for independent operation) systems. Because a system of system evolves over time, this simultaneous system design and resource allocation problem should be investigated in a dynamic context. Such dynamic optimization problems are similar to conventional control problems. However, this research considers problems which not only seek optimizing policies but also seek the proper system or vehicle to operate under these policies. This thesis presents a framework and a set of analytical tools to solve a class of SoS problems that involves the simultaneous design of a new system and allocation of the new system along with existing systems. Such a class of problems belongs to the problems of concurrent design and control of a new systems with solutions consisting of both optimal system design and optimal control strategy. Rigorous mathematical arguments show that the proposed framework solves the concurrent design and control problems. Many results exist for dynamic optimization problems of linear systems. In contrary, results on optimal nonlinear dynamic optimization problems are rare. The proposed framework is equipped with the set of analytical tools to solve several cases of nonlinear optimal control problems: continuous- and discrete-time nonlinear problems with applications on both optimal regulation and tracking. These tools are useful when mathematical descriptions of dynamic systems are available. In the absence of such a mathematical model, it is often necessary to derive a solution based on computer simulation. For this case, a set of parameterized decision may constitute a solution. This thesis presents a method to adjust these parameters based on the principle of stochastic approximation simultaneous perturbation using continuous measurements. The set of tools developed here mostly employs the methods of exact dynamic programming. However, due to the complexity of SoS problems, this research also develops suboptimal solution approaches, collectively recognized as approximate dynamic programming solutions, for large scale problems. The thesis presents, explores, and solves problems from an airline industry, in which a new aircraft is to be designed and allocated along with an existing fleet of aircraft. Because the life cycle of an aircraft is on the order of 10 to 20 years, this problem is to be addressed dynamically so that the new aircraft design is the best design for the fleet over a given time horizon.

A deep belief network with PLSR for nonlinear system modeling.

PubMed

Qiao, Junfei; Wang, Gongming; Li, Wenjing; Li, Xiaoli

2018-08-01

Nonlinear system modeling plays an important role in practical engineering, and deep learning-based deep belief network (DBN) is now popular in nonlinear system modeling and identification because of the strong learning ability. However, the existing weights optimization for DBN is based on gradient, which always leads to a local optimum and a poor training result. In this paper, a DBN with partial least square regression (PLSR-DBN) is proposed for nonlinear system modeling, which focuses on the problem of weights optimization for DBN using PLSR. Firstly, unsupervised contrastive divergence (CD) algorithm is used in weights initialization. Secondly, initial weights derived from CD algorithm are optimized through layer-by-layer PLSR modeling from top layer to bottom layer. Instead of gradient method, PLSR-DBN can determine the optimal weights using several PLSR models, so that a better performance of PLSR-DBN is achieved. Then, the analysis of convergence is theoretically given to guarantee the effectiveness of the proposed PLSR-DBN model. Finally, the proposed PLSR-DBN is tested on two benchmark nonlinear systems and an actual wastewater treatment system as well as a handwritten digit recognition (nonlinear mapping and modeling) with high-dimension input data. The experiment results show that the proposed PLSR-DBN has better performances of time and accuracy on nonlinear system modeling than that of other methods. Copyright © 2017 Elsevier Ltd. All rights reserved.

Galerkin approximation for inverse problems for nonautonomous nonlinear distributed systems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Reich, Simeon; Rosen, I. G.

1988-01-01

An abstract framework and convergence theory is developed for Galerkin approximation for inverse problems involving the identification of nonautonomous nonlinear distributed parameter systems. A set of relatively easily verified conditions is provided which are sufficient to guarantee the existence of optimal solutions and their approximation by a sequence of solutions to a sequence of approximating finite dimensional identification problems. The approach is based on the theory of monotone operators in Banach spaces and is applicable to a reasonably broad class of nonlinear distributed systems. Operator theoretic and variational techniques are used to establish a fundamental convergence result. An example involving evolution systems with dynamics described by nonstationary quasilinear elliptic operators along with some applications are presented and discussed.

GlobiPack v. 1.0

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

Bartlett, Roscoe

2010-03-31

GlobiPack contains a small collection of optimization globalization algorithms. These algorithms are used by optimization and various nonlinear equation solver algorithms.Used as the line-search procedure with Newton and Quasi-Newton optimization and nonlinear equation solver methods. These are standard published 1-D line search algorithms such as are described in the book Nocedal and Wright Numerical Optimization: 2nd edition, 2006. One set of algorithms were copied and refactored from the existing open-source Trilinos package MOOCHO where the linear search code is used to globalize SQP methods. This software is generic to any mathematical optimization problem where smooth derivatives exist. There is nomore » specific connection or mention whatsoever to any specific application, period. You cannot find more general mathematical software.« less

Hybrid Optimization Parallel Search PACKage

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

2009-11-10

HOPSPACK is open source software for solving optimization problems without derivatives. Application problems may have a fully nonlinear objective function, bound constraints, and linear and nonlinear constraints. Problem variables may be continuous, integer-valued, or a mixture of both. The software provides a framework that supports any derivative-free type of solver algorithm. Through the framework, solvers request parallel function evaluation, which may use MPI (multiple machines) or multithreading (multiple processors/cores on one machine). The framework provides a Cache and Pending Cache of saved evaluations that reduces execution time and facilitates restarts. Solvers can dynamically create other algorithms to solve subproblems, amore » useful technique for handling multiple start points and integer-valued variables. HOPSPACK ships with the Generating Set Search (GSS) algorithm, developed at Sandia as part of the APPSPACK open source software project.« less

A Non-linear Geodetic Data Inversion Using ABIC for Slip Distribution on a Fault With an Unknown dip Angle

NASA Astrophysics Data System (ADS)

Fukahata, Y.; Wright, T. J.

2006-12-01

We developed a method of geodetic data inversion for slip distribution on a fault with an unknown dip angle. When fault geometry is unknown, the problem of geodetic data inversion is non-linear. A common strategy for obtaining slip distribution is to first determine the fault geometry by minimizing the square misfit under the assumption of a uniform slip on a rectangular fault, and then apply the usual linear inversion technique to estimate a slip distribution on the determined fault. It is not guaranteed, however, that the fault determined under the assumption of a uniform slip gives the best fault geometry for a spatially variable slip distribution. In addition, in obtaining a uniform slip fault model, we have to simultaneously determine the values of the nine mutually dependent parameters, which is a highly non-linear, complicated process. Although the inverse problem is non-linear for cases with unknown fault geometries, the non-linearity of the problems is actually weak, when we can assume the fault surface to be flat. In particular, when a clear fault trace is observed on the EarthOs surface after an earthquake, we can precisely estimate the strike and the location of the fault. In this case only the dip angle has large ambiguity. In geodetic data inversion we usually need to introduce smoothness constraints in order to compromise reciprocal requirements for model resolution and estimation errors in a natural way. Strictly speaking, the inverse problem with smoothness constraints is also non-linear, even if the fault geometry is known. The non-linearity has been dissolved by introducing AkaikeOs Bayesian Information Criterion (ABIC), with which the optimal value of the relative weight of observed data to smoothness constraints is objectively determined. In this study, using ABIC in determining the optimal dip angle, we dissolved the non-linearity of the inverse problem. We applied the method to the InSAR data of the 1995 Dinar, Turkey earthquake and obtained a much shallower dip angle than before.

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.

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.

Genetic algorithms for multicriteria shape optimization of induction furnace

NASA Astrophysics Data System (ADS)

Kůs, Pavel; Mach, František; Karban, Pavel; Doležel, Ivo

2012-09-01

In this contribution we deal with a multi-criteria shape optimization of an induction furnace. We want to find shape parameters of the furnace in such a way, that two different criteria are optimized. Since they cannot be optimized simultaneously, instead of one optimum we find set of partially optimal designs, so called Pareto front. We compare two different approaches to the optimization, one using nonlinear conjugate gradient method and second using variation of genetic algorithm. As can be seen from the numerical results, genetic algorithm seems to be the right choice for this problem. Solution of direct problem (coupled problem consisting of magnetic and heat field) is done using our own code Agros2D. It uses finite elements of higher order leading to fast and accurate solution of relatively complicated coupled problem. It also provides advanced scripting support, allowing us to prepare parametric model of the furnace and simply incorporate various types of optimization algorithms.

[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.

Trajectory optimization of spacecraft high-thrust orbit transfer using a modified evolutionary algorithm

NASA Astrophysics Data System (ADS)

Shirazi, Abolfazl

2016-10-01

This article introduces a new method to optimize finite-burn orbital manoeuvres based on a modified evolutionary algorithm. Optimization is carried out based on conversion of the orbital manoeuvre into a parameter optimization problem by assigning inverse tangential functions to the changes in direction angles of the thrust vector. The problem is analysed using boundary delimitation in a common optimization algorithm. A method is introduced to achieve acceptable values for optimization variables using nonlinear simulation, which results in an enlarged convergence domain. The presented algorithm benefits from high optimality and fast convergence time. A numerical example of a three-dimensional optimal orbital transfer is presented and the accuracy of the proposed algorithm is shown.

Identification of Bouc-Wen hysteretic parameters based on enhanced response sensitivity approach

NASA Astrophysics Data System (ADS)

Wang, Li; Lu, Zhong-Rong

2017-05-01

This paper aims to identify parameters of Bouc-Wen hysteretic model using time-domain measured data. It follows a general inverse identification procedure, that is, identifying model parameters is treated as an optimization problem with the nonlinear least squares objective function. Then, the enhanced response sensitivity approach, which has been shown convergent and proper for such kind of problems, is adopted to solve the optimization problem. Numerical tests are undertaken to verify the proposed identification approach.

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.

Linear time-varying models can reveal non-linear interactions of biomolecular regulatory networks using multiple time-series data.

PubMed

Kim, Jongrae; Bates, Declan G; Postlethwaite, Ian; Heslop-Harrison, Pat; Cho, Kwang-Hyun

2008-05-15

Inherent non-linearities in biomolecular interactions make the identification of network interactions difficult. One of the principal problems is that all methods based on the use of linear time-invariant models will have fundamental limitations in their capability to infer certain non-linear network interactions. Another difficulty is the multiplicity of possible solutions, since, for a given dataset, there may be many different possible networks which generate the same time-series expression profiles. A novel algorithm for the inference of biomolecular interaction networks from temporal expression data is presented. Linear time-varying models, which can represent a much wider class of time-series data than linear time-invariant models, are employed in the algorithm. From time-series expression profiles, the model parameters are identified by solving a non-linear optimization problem. In order to systematically reduce the set of possible solutions for the optimization problem, a filtering process is performed using a phase-portrait analysis with random numerical perturbations. The proposed approach has the advantages of not requiring the system to be in a stable steady state, of using time-series profiles which have been generated by a single experiment, and of allowing non-linear network interactions to be identified. The ability of the proposed algorithm to correctly infer network interactions is illustrated by its application to three examples: a non-linear model for cAMP oscillations in Dictyostelium discoideum, the cell-cycle data for Saccharomyces cerevisiae and a large-scale non-linear model of a group of synchronized Dictyostelium cells. The software used in this article is available from http://sbie.kaist.ac.kr/software

Two New PRP Conjugate Gradient Algorithms for Minimization Optimization Models.

PubMed

Yuan, Gonglin; Duan, Xiabin; Liu, Wenjie; Wang, Xiaoliang; Cui, Zengru; Sheng, Zhou

2015-01-01

Two new PRP conjugate Algorithms are proposed in this paper based on two modified PRP conjugate gradient methods: the first algorithm is proposed for solving unconstrained optimization problems, and the second algorithm is proposed for solving nonlinear equations. The first method contains two aspects of information: function value and gradient value. The two methods both possess some good properties, as follows: 1) βk ≥ 0 2) the search direction has the trust region property without the use of any line search method 3) the search direction has sufficient descent property without the use of any line search method. Under some suitable conditions, we establish the global convergence of the two algorithms. We conduct numerical experiments to evaluate our algorithms. The numerical results indicate that the first algorithm is effective and competitive for solving unconstrained optimization problems and that the second algorithm is effective for solving large-scale nonlinear equations.

Two New PRP Conjugate Gradient Algorithms for Minimization Optimization Models

PubMed Central

Yuan, Gonglin; Duan, Xiabin; Liu, Wenjie; Wang, Xiaoliang; Cui, Zengru; Sheng, Zhou

2015-01-01

Two new PRP conjugate Algorithms are proposed in this paper based on two modified PRP conjugate gradient methods: the first algorithm is proposed for solving unconstrained optimization problems, and the second algorithm is proposed for solving nonlinear equations. The first method contains two aspects of information: function value and gradient value. The two methods both possess some good properties, as follows: 1)β k ≥ 0 2) the search direction has the trust region property without the use of any line search method 3) the search direction has sufficient descent property without the use of any line search method. Under some suitable conditions, we establish the global convergence of the two algorithms. We conduct numerical experiments to evaluate our algorithms. The numerical results indicate that the first algorithm is effective and competitive for solving unconstrained optimization problems and that the second algorithm is effective for solving large-scale nonlinear equations. PMID:26502409

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

NASA Astrophysics Data System (ADS)

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

2016-07-01

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

Optimal aeroassisted orbital transfer with plane change using collocation and nonlinear programming

NASA Technical Reports Server (NTRS)

Shi, Yun. Y.; Nelson, R. L.; Young, D. H.

1990-01-01

The fuel optimal control problem arising in the non-planar orbital transfer employing aeroassisted technology is addressed. The mission involves the transfer from high energy orbit (HEO) to low energy orbit (LEO) with orbital plane change. The basic strategy here is to employ a combination of propulsive maneuvers in space and aerodynamic maneuvers in the atmosphere. The basic sequence of events for the aeroassisted HEO to LEO transfer consists of three phases. In the first phase, the orbital transfer begins with a deorbit impulse at HEO which injects the vehicle into an elliptic transfer orbit with perigee inside the atmosphere. In the second phase, the vehicle is optimally controlled by lift and bank angle modulations to perform the desired orbital plane change and to satisfy heating constraints. Because of the energy loss during the turn, an impulse is required to initiate the third phase to boost the vehicle back to the desired LEO orbital altitude. The third impulse is then used to circularize the orbit at LEO. The problem is solved by a direct optimization technique which uses piecewise polynomial representation for the state and control variables and collocation to satisfy the differential equations. This technique converts the optimal control problem into a nonlinear programming problem which is solved numerically. Solutions were obtained for cases with and without heat constraints and for cases of different orbital inclination changes. The method appears to be more powerful and robust than other optimization methods. In addition, the method can handle complex dynamical constraints.

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.

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

DOE PAGES

Huang, Kuo -Ling; Mehrotra, Sanjay

2016-11-08

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

Differential geometric methods in system theory.

NASA Technical Reports Server (NTRS)

Brockett, R. W.

1971-01-01

Discussion of certain problems in system theory which have been or might be solved using some basic concepts from differential geometry. The problems considered involve differential equations, controllability, optimal control, qualitative behavior, stochastic processes, and bilinear systems. The main goal is to extend the essentials of linear theory to some nonlinear classes of problems.

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

PubMed

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

2007-02-01

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

Correction method for stripe nonuniformity.

PubMed

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

2010-04-01

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

A globally convergent LCL method for nonlinear optimization.

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

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

2005-01-01

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

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

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

Zhu, Hongyu; Petra, Noemi; Stadler, Georg

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

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

DOE PAGES

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

2016-07-13

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

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

NASA Astrophysics Data System (ADS)

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

2016-07-01

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

Optimization of Thermal Object Nonlinear Control Systems by Energy Efficiency Criterion.

NASA Astrophysics Data System (ADS)

Velichkin, Vladimir A.; Zavyalov, Vladimir A.

2018-03-01

This article presents the results of thermal object functioning control analysis (heat exchanger, dryer, heat treatment chamber, etc.). The results were used to determine a mathematical model of the generalized thermal control object. The appropriate optimality criterion was chosen to make the control more energy-efficient. The mathematical programming task was formulated based on the chosen optimality criterion, control object mathematical model and technological constraints. The “maximum energy efficiency” criterion helped avoid solving a system of nonlinear differential equations and solve the formulated problem of mathematical programming in an analytical way. It should be noted that in the case under review the search for optimal control and optimal trajectory reduces to solving an algebraic system of equations. In addition, it is shown that the optimal trajectory does not depend on the dynamic characteristics of the control object.

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

NASA Technical Reports Server (NTRS)

Ortiz, Francisco

2004-01-01

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

A survey of methods of feasible directions for the solution of optimal control problems

NASA Technical Reports Server (NTRS)

Polak, E.

1972-01-01

Three methods of feasible directions for optimal control are reviewed. These methods are an extension of the Frank-Wolfe method, a dual method devised by Pironneau and Polack, and a Zontendijk method. The categories of continuous optimal control problems are shown as: (1) fixed time problems with fixed initial state, free terminal state, and simple constraints on the control; (2) fixed time problems with inequality constraints on both the initial and the terminal state and no control constraints; (3) free time problems with inequality constraints on the initial and terminal states and simple constraints on the control; and (4) fixed time problems with inequality state space contraints and constraints on the control. The nonlinear programming algorithms are derived for each of the methods in its associated category.

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.

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.

Synthesizing optimal waste blends

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

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

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

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

NASA Astrophysics Data System (ADS)

Di Pietro, Daniele A.; Marche, Fabien

2018-02-01

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

A Nonlinear, Human-Centered Approach to Motion Cueing with a Neurocomputing Solver

NASA Technical Reports Server (NTRS)

Telban, Robert J.; Cardullo, Frank M.; Houck, Jacob A.

2002-01-01

This paper discusses the continuation of research into the development of new motion cueing algorithms first reported in 1999. In this earlier work, two viable approaches to motion cueing were identified: the coordinated adaptive washout algorithm or 'adaptive algorithm', and the 'optimal algorithm'. In this study, a novel approach to motion cueing is discussed that would combine features of both algorithms. The new algorithm is formulated as a linear optimal control problem, incorporating improved vestibular models and an integrated visual-vestibular motion perception model previously reported. A control law is generated from the motion platform states, resulting in a set of nonlinear cueing filters. The time-varying control law requires the matrix Riccati equation to be solved in real time. Therefore, in order to meet the real time requirement, a neurocomputing approach is used to solve this computationally challenging problem. Single degree-of-freedom responses for the nonlinear algorithm were generated and compared to the adaptive and optimal algorithms. Results for the heave mode show the nonlinear algorithm producing a motion cue with a time-varying washout, sustaining small cues for a longer duration and washing out larger cues more quickly. The addition of the optokinetic influence from the integrated perception model was shown to improve the response to a surge input, producing a specific force response with no steady-state washout. Improved cues are also observed for responses to a sway input. Yaw mode responses reveal that the nonlinear algorithm improves the motion cues by reducing the magnitude of negative cues. The effectiveness of the nonlinear algorithm as compared to the adaptive and linear optimal algorithms will be evaluated on a motion platform, the NASA Langley Research Center Visual Motion Simulator (VMS), and ultimately the Cockpit Motion Facility (CMF) with a series of pilot controlled maneuvers. A proposed experimental procedure is discussed. The results of this evaluation will be used to assess motion cueing performance.

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

Joint optimization of maintenance, buffers and machines in manufacturing lines

NASA Astrophysics Data System (ADS)

Nahas, Nabil; Nourelfath, Mustapha

2018-01-01

This article considers a series manufacturing line composed of several machines separated by intermediate buffers of finite capacity. The goal is to find the optimal number of preventive maintenance actions performed on each machine, the optimal selection of machines and the optimal buffer allocation plan that minimize the total system cost, while providing the desired system throughput level. The mean times between failures of all machines are assumed to increase when applying periodic preventive maintenance. To estimate the production line throughput, a decomposition method is used. The decision variables in the formulated optimal design problem are buffer levels, types of machines and times between preventive maintenance actions. Three heuristic approaches are developed to solve the formulated combinatorial optimization problem. The first heuristic consists of a genetic algorithm, the second is based on the nonlinear threshold accepting metaheuristic and the third is an ant colony system. The proposed heuristics are compared and their efficiency is shown through several numerical examples. It is found that the nonlinear threshold accepting algorithm outperforms the genetic algorithm and ant colony system, while the genetic algorithm provides better results than the ant colony system for longer manufacturing lines.

Bypassing the Limits of Ll Regularization: Convex Sparse Signal Processing Using Non-Convex Regularization

NASA Astrophysics Data System (ADS)

Parekh, Ankit

Sparsity has become the basis of some important signal processing methods over the last ten years. Many signal processing problems (e.g., denoising, deconvolution, non-linear component analysis) can be expressed as inverse problems. Sparsity is invoked through the formulation of an inverse problem with suitably designed regularization terms. The regularization terms alone encode sparsity into the problem formulation. Often, the ℓ1 norm is used to induce sparsity, so much so that ℓ1 regularization is considered to be `modern least-squares'. The use of ℓ1 norm, as a sparsity-inducing regularizer, leads to a convex optimization problem, which has several benefits: the absence of extraneous local minima, well developed theory of globally convergent algorithms, even for large-scale problems. Convex regularization via the ℓ1 norm, however, tends to under-estimate the non-zero values of sparse signals. In order to estimate the non-zero values more accurately, non-convex regularization is often favored over convex regularization. However, non-convex regularization generally leads to non-convex optimization, which suffers from numerous issues: convergence may be guaranteed to only a stationary point, problem specific parameters may be difficult to set, and the solution is sensitive to the initialization of the algorithm. The first part of this thesis is aimed toward combining the benefits of non-convex regularization and convex optimization to estimate sparse signals more effectively. To this end, we propose to use parameterized non-convex regularizers with designated non-convexity and provide a range for the non-convex parameter so as to ensure that the objective function is strictly convex. By ensuring convexity of the objective function (sum of data-fidelity and non-convex regularizer), we can make use of a wide variety of convex optimization algorithms to obtain the unique global minimum reliably. The second part of this thesis proposes a non-linear signal decomposition technique for an important biomedical signal processing problem: the detection of sleep spindles and K-complexes in human sleep electroencephalography (EEG). We propose a non-linear model for the EEG consisting of three components: (1) a transient (sparse piecewise constant) component, (2) a low-frequency component, and (3) an oscillatory component. The oscillatory component admits a sparse time-frequency representation. Using a convex objective function, we propose a fast non-linear optimization algorithm to estimate the three components in the proposed signal model. The low-frequency and oscillatory components are then used to estimate the K-complexes and sleep spindles respectively. The proposed detection method is shown to outperform several state-of-the-art automated sleep spindles detection methods.

Comparative Evaluation of Different Optimization Algorithms for Structural Design Applications

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Coroneos, Rula M.; Guptill, James D.; Hopkins, Dale A.

1996-01-01

Non-linear programming algorithms play an important role in structural design optimization. Fortunately, several algorithms with computer codes are available. At NASA Lewis Research Centre, a project was initiated to assess the performance of eight different optimizers through the development of a computer code CometBoards. This paper summarizes the conclusions of that research. CometBoards was employed to solve sets of small, medium and large structural problems, using the eight different optimizers on a Cray-YMP8E/8128 computer. The reliability and efficiency of the optimizers were determined from the performance of these problems. For small problems, the performance of most of the optimizers could be considered adequate. For large problems, however, three optimizers (two sequential quadratic programming routines, DNCONG of IMSL and SQP of IDESIGN, along with Sequential Unconstrained Minimizations Technique SUMT) outperformed others. At optimum, most optimizers captured an identical number of active displacement and frequency constraints but the number of active stress constraints differed among the optimizers. This discrepancy can be attributed to singularity conditions in the optimization and the alleviation of this discrepancy can improve the efficiency of optimizers.

Performance Trend of Different Algorithms for Structural Design Optimization

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Coroneos, Rula M.; Guptill, James D.; Hopkins, Dale A.

1996-01-01

Nonlinear programming algorithms play an important role in structural design optimization. Fortunately, several algorithms with computer codes are available. At NASA Lewis Research Center, a project was initiated to assess performance of different optimizers through the development of a computer code CometBoards. This paper summarizes the conclusions of that research. CometBoards was employed to solve sets of small, medium and large structural problems, using different optimizers on a Cray-YMP8E/8128 computer. The reliability and efficiency of the optimizers were determined from the performance of these problems. For small problems, the performance of most of the optimizers could be considered adequate. For large problems however, three optimizers (two sequential quadratic programming routines, DNCONG of IMSL and SQP of IDESIGN, along with the sequential unconstrained minimizations technique SUMT) outperformed others. At optimum, most optimizers captured an identical number of active displacement and frequency constraints but the number of active stress constraints differed among the optimizers. This discrepancy can be attributed to singularity conditions in the optimization and the alleviation of this discrepancy can improve the efficiency of optimizers.

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.

Optimization techniques applied to spectrum management for communications satellites

NASA Astrophysics Data System (ADS)

Ottey, H. R.; Sullivan, T. M.; Zusman, F. S.

This paper describes user requirements, algorithms and software design features for the application of optimization techniques to the management of the geostationary orbit/spectrum resource. Relevant problems include parameter sensitivity analyses, frequency and orbit position assignment coordination, and orbit position allotment planning. It is shown how integer and nonlinear programming as well as heuristic search techniques can be used to solve these problems. Formalized mathematical objective functions that define the problems are presented. Constraint functions that impart the necessary solution bounds are described. A versatile program structure is outlined, which would allow problems to be solved in stages while varying the problem space, solution resolution, objective function and constraints.

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.

Guidance and Control strategies for aerospace vehicles

NASA Technical Reports Server (NTRS)

Hibey, J. L.; Naidu, D. S.; Charalambous, C. D.

1989-01-01

A neighboring optimal guidance scheme was devised for a nonlinear dynamic system with stochastic inputs and perfect measurements as applicable to fuel optimal control of an aeroassisted orbital transfer vehicle. For the deterministic nonlinear dynamic system describing the atmospheric maneuver, a nominal trajectory was determined. Then, a neighboring, optimal guidance scheme was obtained for open loop and closed loop control configurations. Taking modelling uncertainties into account, a linear, stochastic, neighboring optimal guidance scheme was devised. Finally, the optimal trajectory was approximated as the sum of the deterministic nominal trajectory and the stochastic neighboring optimal solution. Numerical results are presented for a typical vehicle. A fuel-optimal control problem in aeroassisted noncoplanar orbital transfer is also addressed. The equations of motion for the atmospheric maneuver are nonlinear and the optimal (nominal) trajectory and control are obtained. In order to follow the nominal trajectory under actual conditions, a neighboring optimum guidance scheme is designed using linear quadratic regulator theory for onboard real-time implementation. One of the state variables is used as the independent variable in reference to the time. The weighting matrices in the performance index are chosen by a combination of a heuristic method and an optimal modal approach. The necessary feedback control law is obtained in order to minimize the deviations from the nominal conditions.

Application of genetic algorithms in nonlinear heat conduction problems.

PubMed

Kadri, Muhammad Bilal; Khan, Waqar A

2014-01-01

Genetic algorithms are employed to optimize dimensionless temperature in nonlinear heat conduction problems. Three common geometries are selected for the analysis and the concept of minimum entropy generation is used to determine the optimum temperatures under the same constraints. The thermal conductivity is assumed to vary linearly with temperature while internal heat generation is assumed to be uniform. The dimensionless governing equations are obtained for each selected geometry and the dimensionless temperature distributions are obtained using MATLAB. It is observed that GA gives the minimum dimensionless temperature in each selected geometry.

Local structure of equality constrained NLP problems

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

Mari, J.

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

Data Assimilation on a Quantum Annealing Computer: Feasibility and Scalability

NASA Astrophysics Data System (ADS)

Nearing, G. S.; Halem, M.; Chapman, D. R.; Pelissier, C. S.

2014-12-01

Data assimilation is one of the ubiquitous and computationally hard problems in the Earth Sciences. In particular, ensemble-based methods require a large number of model evaluations to estimate the prior probability density over system states, and variational methods require adjoint calculations and iteration to locate the maximum a posteriori solution in the presence of nonlinear models and observation operators. Quantum annealing computers (QAC) like the new D-Wave housed at the NASA Ames Research Center can be used for optimization and sampling, and therefore offers a new possibility for efficiently solving hard data assimilation problems. Coding on the QAC is not straightforward: a problem must be posed as a Quadratic Unconstrained Binary Optimization (QUBO) and mapped to a spherical Chimera graph. We have developed a method for compiling nonlinear 4D-Var problems on the D-Wave that consists of five steps: Emulating the nonlinear model and/or observation function using radial basis functions (RBF) or Chebyshev polynomials. Truncating a Taylor series around each RBF kernel. Reducing the Taylor polynomial to a quadratic using ancilla gadgets. Mapping the real-valued quadratic to a fixed-precision binary quadratic. Mapping the fully coupled binary quadratic to a partially coupled spherical Chimera graph using ancilla gadgets. At present the D-Wave contains 512 qbits (with 1024 and 2048 qbit machines due in the next two years); this machine size allows us to estimate only 3 state variables at each satellite overpass. However, QAC's solve optimization problems using a physical (quantum) system, and therefore do not require iterations or calculation of model adjoints. This has the potential to revolutionize our ability to efficiently perform variational data assimilation, as the size of these computers grows in the coming years.

Intelligent fault recognition strategy based on adaptive optimized multiple centers

NASA Astrophysics Data System (ADS)

Zheng, Bo; Li, Yan-Feng; Huang, Hong-Zhong

2018-06-01

For the recognition principle based optimized single center, one important issue is that the data with nonlinear separatrix cannot be recognized accurately. In order to solve this problem, a novel recognition strategy based on adaptive optimized multiple centers is proposed in this paper. This strategy recognizes the data sets with nonlinear separatrix by the multiple centers. Meanwhile, the priority levels are introduced into the multi-objective optimization, including recognition accuracy, the quantity of optimized centers, and distance relationship. According to the characteristics of various data, the priority levels are adjusted to ensure the quantity of optimized centers adaptively and to keep the original accuracy. The proposed method is compared with other methods, including support vector machine (SVM), neural network, and Bayesian classifier. The results demonstrate that the proposed strategy has the same or even better recognition ability on different distribution characteristics of data.

Optimal spacecraft attitude control using collocation and nonlinear programming

NASA Astrophysics Data System (ADS)

Herman, A. L.; Conway, B. A.

1992-10-01

Direct collocation with nonlinear programming (DCNLP) is employed to find the optimal open-loop control histories for detumbling a disabled satellite. The controls are torques and forces applied to the docking arm and joint and torques applied about the body axes of the OMV. Solutions are obtained for cases in which various constraints are placed on the controls and in which the number of controls is reduced or increased from that considered in Conway and Widhalm (1986). DCLNP works well when applied to the optimal control problem of satellite attitude control. The formulation is straightforward and produces good results in a relatively small amount of time on a Cray X/MP with no a priori information about the optimal solution. The addition of joint acceleration to the controls significantly reduces the control magnitudes and optimal cost. In all cases, the torques and acclerations are modest and the optimal cost is very modest.

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.

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.

A Novel Consensus-Based Particle Swarm Optimization-Assisted Trust-Tech Methodology for Large-Scale Global Optimization.

PubMed

Zhang, Yong-Feng; Chiang, Hsiao-Dong

2017-09-01

A novel three-stage methodology, termed the "consensus-based particle swarm optimization (PSO)-assisted Trust-Tech methodology," to find global optimal solutions for nonlinear optimization problems is presented. It is composed of Trust-Tech methods, consensus-based PSO, and local optimization methods that are integrated to compute a set of high-quality local optimal solutions that can contain the global optimal solution. The proposed methodology compares very favorably with several recently developed PSO algorithms based on a set of small-dimension benchmark optimization problems and 20 large-dimension test functions from the CEC 2010 competition. The analytical basis for the proposed methodology is also provided. Experimental results demonstrate that the proposed methodology can rapidly obtain high-quality optimal solutions that can contain the global optimal solution. The scalability of the proposed methodology is promising.

A penalized linear and nonlinear combined conjugate gradient method for the reconstruction of fluorescence molecular tomography.

PubMed

Shang, Shang; Bai, Jing; Song, Xiaolei; Wang, Hongkai; Lau, Jaclyn

2007-01-01

Conjugate gradient method is verified to be efficient for nonlinear optimization problems of large-dimension data. In this paper, a penalized linear and nonlinear combined conjugate gradient method for the reconstruction of fluorescence molecular tomography (FMT) is presented. The algorithm combines the linear conjugate gradient method and the nonlinear conjugate gradient method together based on a restart strategy, in order to take advantage of the two kinds of conjugate gradient methods and compensate for the disadvantages. A quadratic penalty method is adopted to gain a nonnegative constraint and reduce the illposedness of the problem. Simulation studies show that the presented algorithm is accurate, stable, and fast. It has a better performance than the conventional conjugate gradient-based reconstruction algorithms. It offers an effective approach to reconstruct fluorochrome information for FMT.

A connectionist model for diagnostic problem solving

NASA Technical Reports Server (NTRS)

Peng, Yun; Reggia, James A.

1989-01-01

A competition-based connectionist model for solving diagnostic problems is described. The problems considered are computationally difficult in that (1) multiple disorders may occur simultaneously and (2) a global optimum in the space exponential to the total number of possible disorders is sought as a solution. The diagnostic problem is treated as a nonlinear optimization problem, and global optimization criteria are decomposed into local criteria governing node activation updating in the connectionist model. Nodes representing disorders compete with each other to account for each individual manifestation, yet complement each other to account for all manifestations through parallel node interactions. When equilibrium is reached, the network settles into a locally optimal state. Three randomly generated examples of diagnostic problems, each of which has 1024 cases, were tested, and the decomposition plus competition plus resettling approach yielded very high accuracy.

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.

Cyclical parthenogenesis algorithm for layout optimization of truss structures with frequency constraints

NASA Astrophysics Data System (ADS)

Kaveh, A.; Zolghadr, A.

2017-08-01

Structural optimization with frequency constraints is seen as a challenging problem because it is associated with highly nonlinear, discontinuous and non-convex search spaces consisting of several local optima. Therefore, competent optimization algorithms are essential for addressing these problems. In this article, a newly developed metaheuristic method called the cyclical parthenogenesis algorithm (CPA) is used for layout optimization of truss structures subjected to frequency constraints. CPA is a nature-inspired, population-based metaheuristic algorithm, which imitates the reproductive and social behaviour of some animal species such as aphids, which alternate between sexual and asexual reproduction. The efficiency of the CPA is validated using four numerical examples.

Optimal glass-ceramic structures: Components of giant mirror telescopes

NASA Technical Reports Server (NTRS)

Eschenauer, Hans A.

1990-01-01

Detailed investigations are carried out on optimal glass-ceramic mirror structures of terrestrial space technology (optical telescopes). In order to find an optimum design, a nonlinear multi-criteria optimization problem is formulated. 'Minimum deformation' at 'minimum weight' are selected as contradictory objectives, and a set of further constraints (quilting effect, optical faults etc.) is defined and included. A special result of the investigations is described.

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.

Quad-rotor flight path energy optimization

NASA Astrophysics Data System (ADS)

Kemper, Edward

Quad-Rotor unmanned areal vehicles (UAVs) have been a popular area of research and development in the last decade, especially with the advent of affordable microcontrollers like the MSP 430 and the Raspberry Pi. Path-Energy Optimization is an area that is well developed for linear systems. In this thesis, this idea of path-energy optimization is extended to the nonlinear model of the Quad-rotor UAV. The classical optimization technique is adapted to the nonlinear model that is derived for the problem at hand, coming up with a set of partial differential equations and boundary value conditions to solve these equations. Then, different techniques to implement energy optimization algorithms are tested using simulations in Python. First, a purely nonlinear approach is used. This method is shown to be computationally intensive, with no practical solution available in a reasonable amount of time. Second, heuristic techniques to minimize the energy of the flight path are tested, using Ziegler-Nichols' proportional integral derivative (PID) controller tuning technique. Finally, a brute force look-up table based PID controller is used. Simulation results of the heuristic method show that both reliable control of the system and path-energy optimization are achieved in a reasonable amount of time.

Analytical and Computational Properties of Distributed Approaches to MDO

NASA Technical Reports Server (NTRS)

Alexandrov, Natalia M.; Lewis, Robert Michael

2000-01-01

Historical evolution of engineering disciplines and the complexity of the MDO problem suggest that disciplinary autonomy is a desirable goal in formulating and solving MDO problems. We examine the notion of disciplinary autonomy and discuss the analytical properties of three approaches to formulating and solving MDO problems that achieve varying degrees of autonomy by distributing the problem along disciplinary lines. Two of the approaches-Optimization by Linear Decomposition and Collaborative Optimization-are based on bi-level optimization and reflect what we call a structural perspective. The third approach, Distributed Analysis Optimization, is a single-level approach that arises from what we call an algorithmic perspective. The main conclusion of the paper is that disciplinary autonomy may come at a price: in the bi-level approaches, the system-level constraints introduced to relax the interdisciplinary coupling and enable disciplinary autonomy can cause analytical and computational difficulties for optimization algorithms. The single-level alternative we discuss affords a more limited degree of autonomy than that of the bi-level approaches, but without the computational difficulties of the bi-level methods. Key Words: Autonomy, bi-level optimization, distributed optimization, multidisciplinary optimization, multilevel optimization, nonlinear programming, problem integration, system synthesis

Reliable and efficient solution of genome-scale models of Metabolism and macromolecular Expression

DOE PAGES

Ma, Ding; Yang, Laurence; Fleming, Ronan M. T.; ...

2017-01-18

Currently, Constraint-Based Reconstruction and Analysis (COBRA) is the only methodology that permits integrated modeling of Metabolism and macromolecular Expression (ME) at genome-scale. Linear optimization computes steady-state flux solutions to ME models, but flux values are spread over many orders of magnitude. Data values also have greatly varying magnitudes. Furthermore, standard double-precision solvers may return inaccurate solutions or report that no solution exists. Exact simplex solvers based on rational arithmetic require a near-optimal warm start to be practical on large problems (current ME models have 70,000 constraints and variables and will grow larger). We also developed a quadrupleprecision version of ourmore » linear and nonlinear optimizer MINOS, and a solution procedure (DQQ) involving Double and Quad MINOS that achieves reliability and efficiency for ME models and other challenging problems tested here. DQQ will enable extensive use of large linear and nonlinear models in systems biology and other applications involving multiscale data.« less

Reliable and efficient solution of genome-scale models of Metabolism and macromolecular Expression

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

Ma, Ding; Yang, Laurence; Fleming, Ronan M. T.

Currently, Constraint-Based Reconstruction and Analysis (COBRA) is the only methodology that permits integrated modeling of Metabolism and macromolecular Expression (ME) at genome-scale. Linear optimization computes steady-state flux solutions to ME models, but flux values are spread over many orders of magnitude. Data values also have greatly varying magnitudes. Furthermore, standard double-precision solvers may return inaccurate solutions or report that no solution exists. Exact simplex solvers based on rational arithmetic require a near-optimal warm start to be practical on large problems (current ME models have 70,000 constraints and variables and will grow larger). We also developed a quadrupleprecision version of ourmore » linear and nonlinear optimizer MINOS, and a solution procedure (DQQ) involving Double and Quad MINOS that achieves reliability and efficiency for ME models and other challenging problems tested here. DQQ will enable extensive use of large linear and nonlinear models in systems biology and other applications involving multiscale data.« less

A chaos wolf optimization algorithm with self-adaptive variable step-size

NASA Astrophysics Data System (ADS)

Zhu, Yong; Jiang, Wanlu; Kong, Xiangdong; Quan, Lingxiao; Zhang, Yongshun

2017-10-01

To explore the problem of parameter optimization for complex nonlinear function, a chaos wolf optimization algorithm (CWOA) with self-adaptive variable step-size was proposed. The algorithm was based on the swarm intelligence of wolf pack, which fully simulated the predation behavior and prey distribution way of wolves. It possessed three intelligent behaviors such as migration, summons and siege. And the competition rule as "winner-take-all" and the update mechanism as "survival of the fittest" were also the characteristics of the algorithm. Moreover, it combined the strategies of self-adaptive variable step-size search and chaos optimization. The CWOA was utilized in parameter optimization of twelve typical and complex nonlinear functions. And the obtained results were compared with many existing algorithms, including the classical genetic algorithm, the particle swarm optimization algorithm and the leader wolf pack search algorithm. The investigation results indicate that CWOA possess preferable optimization ability. There are advantages in optimization accuracy and convergence rate. Furthermore, it demonstrates high robustness and global searching ability.

Simulation and optimization of an experimental membrane wastewater treatment plant using computational intelligence methods.

PubMed

Ludwig, T; Kern, P; Bongards, M; Wolf, C

2011-01-01

The optimization of relaxation and filtration times of submerged microfiltration flat modules in membrane bioreactors used for municipal wastewater treatment is essential for efficient plant operation. However, the optimization and control of such plants and their filtration processes is a challenging problem due to the underlying highly nonlinear and complex processes. This paper presents the use of genetic algorithms for this optimization problem in conjunction with a fully calibrated simulation model, as computational intelligence methods are perfectly suited to the nonconvex multi-objective nature of the optimization problems posed by these complex systems. The simulation model is developed and calibrated using membrane modules from the wastewater simulation software GPS-X based on the Activated Sludge Model No.1 (ASM1). Simulation results have been validated at a technical reference plant. They clearly show that filtration process costs for cleaning and energy can be reduced significantly by intelligent process optimization.

Cost effective simulation-based multiobjective optimization in the performance of an internal combustion engine

NASA Astrophysics Data System (ADS)

Aittokoski, Timo; Miettinen, Kaisa

2008-07-01

Solving real-life engineering problems can be difficult because they often have multiple conflicting objectives, the objective functions involved are highly nonlinear and they contain multiple local minima. Furthermore, function values are often produced via a time-consuming simulation process. These facts suggest the need for an automated optimization tool that is efficient (in terms of number of objective function evaluations) and capable of solving global and multiobjective optimization problems. In this article, the requirements on a general simulation-based optimization system are discussed and such a system is applied to optimize the performance of a two-stroke combustion engine. In the example of a simulation-based optimization problem, the dimensions and shape of the exhaust pipe of a two-stroke engine are altered, and values of three conflicting objective functions are optimized. These values are derived from power output characteristics of the engine. The optimization approach involves interactive multiobjective optimization and provides a convenient tool to balance between conflicting objectives and to find good solutions.

Stochastic Methods for Aircraft Design

NASA Technical Reports Server (NTRS)

Pelz, Richard B.; Ogot, Madara

1998-01-01

The global stochastic optimization method, simulated annealing (SA), was adapted and applied to various problems in aircraft design. The research was aimed at overcoming the problem of finding an optimal design in a space with multiple minima and roughness ubiquitous to numerically generated nonlinear objective functions. SA was modified to reduce the number of objective function evaluations for an optimal design, historically the main criticism of stochastic methods. SA was applied to many CFD/MDO problems including: low sonic-boom bodies, minimum drag on supersonic fore-bodies, minimum drag on supersonic aeroelastic fore-bodies, minimum drag on HSCT aeroelastic wings, FLOPS preliminary design code, another preliminary aircraft design study with vortex lattice aerodynamics, HSR complete aircraft aerodynamics. In every case, SA provided a simple, robust and reliable optimization method which found optimal designs in order 100 objective function evaluations. Perhaps most importantly, from this academic/industrial project, technology has been successfully transferred; this method is the method of choice for optimization problems at Northrop Grumman.

A reduced successive quadratic programming strategy for errors-in-variables estimation.

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

Tjoa, I.-B.; Biegler, L. T.; Carnegie-Mellon Univ.

Parameter estimation problems in process engineering represent a special class of nonlinear optimization problems, because the maximum likelihood structure of the objective function can be exploited. Within this class, the errors in variables method (EVM) is particularly interesting. Here we seek a weighted least-squares fit to the measurements with an underdetermined process model. Thus, both the number of variables and degrees of freedom available for optimization increase linearly with the number of data sets. Large optimization problems of this type can be particularly challenging and expensive to solve because, for general-purpose nonlinear programming (NLP) algorithms, the computational effort increases atmore » least quadratically with problem size. In this study we develop a tailored NLP strategy for EVM problems. The method is based on a reduced Hessian approach to successive quadratic programming (SQP), but with the decomposition performed separately for each data set. This leads to the elimination of all variables but the model parameters, which are determined by a QP coordination step. In this way the computational effort remains linear in the number of data sets. Moreover, unlike previous approaches to the EVM problem, global and superlinear properties of the SQP algorithm apply naturally. Also, the method directly incorporates inequality constraints on the model parameters (although not on the fitted variables). This approach is demonstrated on five example problems with up to 102 degrees of freedom. Compared to general-purpose NLP algorithms, large improvements in computational performance are observed.« less

Optimal analytic method for the nonlinear Hasegawa-Mima equation

NASA Astrophysics Data System (ADS)

Baxter, Mathew; Van Gorder, Robert A.; Vajravelu, Kuppalapalle

2014-05-01

The Hasegawa-Mima equation is a nonlinear partial differential equation that describes the electric potential due to a drift wave in a plasma. In the present paper, we apply the method of homotopy analysis to a slightly more general Hasegawa-Mima equation, which accounts for hyper-viscous damping or viscous dissipation. First, we outline the method for the general initial/boundary value problem over a compact rectangular spatial domain. We use a two-stage method, where both the convergence control parameter and the auxiliary linear operator are optimally selected to minimize the residual error due to the approximation. To do the latter, we consider a family of operators parameterized by a constant which gives the decay rate of the solutions. After outlining the general method, we consider a number of concrete examples in order to demonstrate the utility of this approach. The results enable us to study properties of the initial/boundary value problem for the generalized Hasegawa-Mima equation. In several cases considered, we are able to obtain solutions with extremely small residual errors after relatively few iterations are computed (residual errors on the order of 10-15 are found in multiple cases after only three iterations). The results demonstrate that selecting a parameterized auxiliary linear operator can be extremely useful for minimizing residual errors when used concurrently with the optimal homotopy analysis method, suggesting that this approach can prove useful for a number of nonlinear partial differential equations arising in physics and nonlinear mechanics.

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.

Multidimensional density shaping by sigmoids.

PubMed

Roth, Z; Baram, Y

1996-01-01

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

Optimal landing of a helicopter in autorotation

NASA Technical Reports Server (NTRS)

Lee, A. Y. N.

1985-01-01

Gliding descent in autorotation is a maneuver used by helicopter pilots in case of engine failure. The landing of a helicopter in autorotation is formulated as a nonlinear optimal control problem. The OH-58A helicopter was used. Helicopter vertical and horizontal velocities, vertical and horizontal displacement, and the rotor angle speed were modeled. An empirical approximation for the induced veloctiy in the vortex-ring state were provided. The cost function of the optimal control problem is a weighted sum of the squared horizontal and vertical components of the helicopter velocity at touchdown. Optimal trajectories are calculated for entry conditions well within the horizontal-vertical restriction curve, with the helicopter initially in hover or forwared flight. The resultant two-point boundary value problem with path equality constraints was successfully solved using the Sequential Gradient Restoration Technique.

Trajectory Design Employing Convex Optimization for Landing on Irregularly Shaped Asteroids

NASA Technical Reports Server (NTRS)

Pinson, Robin M.; Lu, Ping

2016-01-01

Mission proposals that land spacecraft on asteroids are becoming increasingly popular. However, in order to have a successful mission the spacecraft must reliably and softly land at the intended landing site with pinpoint precision. The problem under investigation is how to design a propellant optimal powered descent trajectory that can be quickly computed onboard the spacecraft, without interaction from the ground control. The propellant optimal control problem in this work is to determine the optimal finite thrust vector to land the spacecraft at a specified location, in the presence of a highly nonlinear gravity field, subject to various mission and operational constraints. The proposed solution uses convex optimization, a gravity model with higher fidelity than Newtonian, and an iterative solution process for a fixed final time problem. In addition, a second optimization method is wrapped around the convex optimization problem to determine the optimal flight time that yields the lowest propellant usage over all flight times. Gravity models designed for irregularly shaped asteroids are investigated. Success of the algorithm is demonstrated by designing powered descent trajectories for the elongated binary asteroid Castalia.

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.

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

NASA Technical Reports Server (NTRS)

Rizk, Magdi H.

1988-01-01

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

A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems with Application to Porous Medium Flow

NASA Astrophysics Data System (ADS)

Petra, N.; Alexanderian, A.; Stadler, G.; Ghattas, O.

2015-12-01

We address the problem of optimal experimental design (OED) for Bayesian nonlinear inverse problems governed by partial differential equations (PDEs). The inverse problem seeks to infer a parameter field (e.g., the log permeability field in a porous medium flow model problem) from synthetic observations at a set of sensor locations and from the governing PDEs. The goal of the OED problem is to find an optimal placement of sensors so as to minimize the uncertainty in the inferred parameter field. We formulate the OED objective function by generalizing the classical A-optimal experimental design criterion using the expected value of the trace of the posterior covariance. This expected value is computed through sample averaging over the set of likely experimental data. Due to the infinite-dimensional character of the parameter field, we seek an optimization method that solves the OED problem at a cost (measured in the number of forward PDE solves) that is independent of both the parameter and the sensor dimension. To facilitate this goal, we construct a Gaussian approximation to the posterior at the maximum a posteriori probability (MAP) point, and use the resulting covariance operator to define the OED objective function. We use randomized trace estimation to compute the trace of this covariance operator. The resulting OED problem includes as constraints the system of PDEs characterizing the MAP point, and the PDEs describing the action of the covariance (of the Gaussian approximation to the posterior) to vectors. We control the sparsity of the sensor configurations using sparsifying penalty functions, and solve the resulting penalized bilevel optimization problem via an interior-point quasi-Newton method, where gradient information is computed via adjoints. We elaborate our OED method for the problem of determining the optimal sensor configuration to best infer the log permeability field in a porous medium flow problem. Numerical results show that the number of PDE solves required for the evaluation of the OED objective function and its gradient is essentially independent of both the parameter dimension and the sensor dimension (i.e., the number of candidate sensor locations). The number of quasi-Newton iterations for computing an OED also exhibits the same dimension invariance properties.

The solution of private problems for optimization heat exchangers parameters

NASA Astrophysics Data System (ADS)

Melekhin, A.

2017-11-01

The relevance of the topic due to the decision of problems of the economy of resources in heating systems of buildings. To solve this problem we have developed an integrated method of research which allows solving tasks on optimization of parameters of heat exchangers. This method decides multicriteria optimization problem with the program nonlinear optimization on the basis of software with the introduction of an array of temperatures obtained using thermography. The author have developed a mathematical model of process of heat exchange in heat exchange surfaces of apparatuses with the solution of multicriteria optimization problem and check its adequacy to the experimental stand in the visualization of thermal fields, an optimal range of managed parameters influencing the process of heat exchange with minimal metal consumption and the maximum heat output fin heat exchanger, the regularities of heat exchange process with getting generalizing dependencies distribution of temperature on the heat-release surface of the heat exchanger vehicles, defined convergence of the results of research in the calculation on the basis of theoretical dependencies and solving mathematical model.

Hierarchical optimal control of large-scale nonlinear chemical processes.

PubMed

Ramezani, Mohammad Hossein; Sadati, Nasser

2009-01-01

In this paper, a new approach is presented for optimal control of large-scale chemical processes. In this approach, the chemical process is decomposed into smaller sub-systems at the first level, and a coordinator at the second level, for which a two-level hierarchical control strategy is designed. For this purpose, each sub-system in the first level can be solved separately, by using any conventional optimization algorithm. In the second level, the solutions obtained from the first level are coordinated using a new gradient-type strategy, which is updated by the error of the coordination vector. The proposed algorithm is used to solve the optimal control problem of a complex nonlinear chemical stirred tank reactor (CSTR), where its solution is also compared with the ones obtained using the centralized approach. The simulation results show the efficiency and the capability of the proposed hierarchical approach, in finding the optimal solution, over the centralized method.

Estimation for bilinear stochastic systems

NASA Technical Reports Server (NTRS)

Willsky, A. S.; Marcus, S. I.

1974-01-01

Three techniques for the solution of bilinear estimation problems are presented. First, finite dimensional optimal nonlinear estimators are presented for certain bilinear systems evolving on solvable and nilpotent lie groups. Then the use of harmonic analysis for estimation problems evolving on spheres and other compact manifolds is investigated. Finally, an approximate estimation technique utilizing cumulants is discussed.

Intelligent Optimization of Modulation Indexes in Unified Tracking and Communication System

NASA Astrophysics Data System (ADS)

Yang, Wei-wei; Cong, Bo; Huang, Qiong; Zhu, Li-wei

2016-02-01

In the unified tracking and communication system, the ranging signal and the telemetry, communication signals are used in the same channel. In the link budget, it is necessary to allocate the power reasonably, so as to ensure the performance of system and reduce the cost. In this paper, the nonlinear optimization problem is studied using intelligent optimization method. Simulation analysis results show that the proposed method is effective.

Topology optimization of hyperelastic structures using a level set method

NASA Astrophysics Data System (ADS)

Chen, Feifei; Wang, Yiqiang; Wang, Michael Yu; Zhang, Y. F.

2017-12-01

Soft rubberlike materials, due to their inherent compliance, are finding widespread implementation in a variety of applications ranging from assistive wearable technologies to soft material robots. Structural design of such soft and rubbery materials necessitates the consideration of large nonlinear deformations and hyperelastic material models to accurately predict their mechanical behaviour. In this paper, we present an effective level set-based topology optimization method for the design of hyperelastic structures that undergo large deformations. The method incorporates both geometric and material nonlinearities where the strain and stress measures are defined within the total Lagrange framework and the hyperelasticity is characterized by the widely-adopted Mooney-Rivlin material model. A shape sensitivity analysis is carried out, in the strict sense of the material derivative, where the high-order terms involving the displacement gradient are retained to ensure the descent direction. As the design velocity enters into the shape derivative in terms of its gradient and divergence terms, we develop a discrete velocity selection strategy. The whole optimization implementation undergoes a two-step process, where the linear optimization is first performed and its optimized solution serves as the initial design for the subsequent nonlinear optimization. It turns out that this operation could efficiently alleviate the numerical instability and facilitate the optimization process. To demonstrate the validity and effectiveness of the proposed method, three compliance minimization problems are studied and their optimized solutions present significant mechanical benefits of incorporating the nonlinearities, in terms of remarkable enhancement in not only the structural stiffness but also the critical buckling load.

A novel neural network for variational inequalities with linear and nonlinear constraints.

PubMed

Gao, Xing-Bao; Liao, Li-Zhi; Qi, Liqun

2005-11-01

Variational inequality is a uniform approach for many important optimization and equilibrium problems. Based on the sufficient and necessary conditions of the solution, this paper presents a novel neural network model for solving variational inequalities with linear and nonlinear constraints. Three sufficient conditions are provided to ensure that the proposed network with an asymmetric mapping is stable in the sense of Lyapunov and converges to an exact solution of the original problem. Meanwhile, the proposed network with a gradient mapping is also proved to be stable in the sense of Lyapunov and to have a finite-time convergence under some mild condition by using a new energy function. Compared with the existing neural networks, the new model can be applied to solve some nonmonotone problems, has no adjustable parameter, and has lower complexity. Thus, the structure of the proposed network is very simple. Since the proposed network can be used to solve a broad class of optimization problems, it has great application potential. The validity and transient behavior of the proposed neural network are demonstrated by several numerical examples.

Maneuver simulations of flexible spacecraft by solving TPBVP

NASA Technical Reports Server (NTRS)

Bainum, Peter M.; Li, Feiyue

1991-01-01

The optimal control of large angle rapid maneuvers and vibrations of a Shuttle mast reflector system is considered. The nonlinear equations of motion are formulated by using Lagrange's formula, with the mast modeled as a continuous beam. The nonlinear terms in the equations come from the coupling between the angular velocities, the modal coordinates, and the modal rates. Pontryagin's Maximum Principle is applied to the slewing problem, to derive the necessary conditions for the optimal controls, which are bounded by given saturation levels. The resulting two point boundary value problem (TPBVP) is then solved by using the quasilinearization algorithm and the method of particular solutions. In the numerical simulations, the structural parameters and the control limits from the Spacecraft Control Lab Experiment (SCOLE) are used. In the 2-D case, only the motion in the plane of an Earth orbit or the single axis slewing motion is discussed. In the 3-D slewing, the mast is modeled as a continuous beam subjected to 3-D deformations. The numerical results for both the linearized system and the nonlinear system are presented to compare the differences in their time response.

A conjugate gradients/trust regions algorithms for training multilayer perceptrons for nonlinear mapping

NASA Technical Reports Server (NTRS)

Madyastha, Raghavendra K.; Aazhang, Behnaam; Henson, Troy F.; Huxhold, Wendy L.

1992-01-01

This paper addresses the issue of applying a globally convergent optimization algorithm to the training of multilayer perceptrons, a class of Artificial Neural Networks. The multilayer perceptrons are trained towards the solution of two highly nonlinear problems: (1) signal detection in a multi-user communication network, and (2) solving the inverse kinematics for a robotic manipulator. The research is motivated by the fact that a multilayer perceptron is theoretically capable of approximating any nonlinear function to within a specified accuracy. The algorithm that has been employed in this study combines the merits of two well known optimization algorithms, the Conjugate Gradients and the Trust Regions Algorithms. The performance is compared to a widely used algorithm, the Backpropagation Algorithm, that is basically a gradient-based algorithm, and hence, slow in converging. The performances of the two algorithms are compared with the convergence rate. Furthermore, in the case of the signal detection problem, performances are also benchmarked by the decision boundaries drawn as well as the probability of error obtained in either case.

Two neural network algorithms for designing optimal terminal controllers with open final time

NASA Technical Reports Server (NTRS)

Plumer, Edward S.

1992-01-01

Multilayer neural networks, trained by the backpropagation through time algorithm (BPTT), have been used successfully as state-feedback controllers for nonlinear terminal control problems. Current BPTT techniques, however, are not able to deal systematically with open final-time situations such as minimum-time problems. Two approaches which extend BPTT to open final-time problems are presented. In the first, a neural network learns a mapping from initial-state to time-to-go. In the second, the optimal number of steps for each trial run is found using a line-search. Both methods are derived using Lagrange multiplier techniques. This theoretical framework is used to demonstrate that the derived algorithms are direct extensions of forward/backward sweep methods used in N-stage optimal control. The two algorithms are tested on a Zermelo problem and the resulting trajectories compare favorably to optimal control results.

Robust model predictive control of nonlinear systems with unmodeled dynamics and bounded uncertainties based on neural networks.

PubMed

Yan, Zheng; Wang, Jun

2014-03-01

This paper presents a neural network approach to robust model predictive control (MPC) for constrained discrete-time nonlinear systems with unmodeled dynamics affected by bounded uncertainties. The exact nonlinear model of underlying process is not precisely known, but a partially known nominal model is available. This partially known nonlinear model is first decomposed to an affine term plus an unknown high-order term via Jacobian linearization. The linearization residue combined with unmodeled dynamics is then modeled using an extreme learning machine via supervised learning. The minimax methodology is exploited to deal with bounded uncertainties. The minimax optimization problem is reformulated as a convex minimization problem and is iteratively solved by a two-layer recurrent neural network. The proposed neurodynamic approach to nonlinear MPC improves the computational efficiency and sheds a light for real-time implementability of MPC technology. Simulation results are provided to substantiate the effectiveness and characteristics of the proposed approach.

Evolutionary algorithm based heuristic scheme for nonlinear heat transfer equations.

PubMed

Ullah, Azmat; Malik, Suheel Abdullah; Alimgeer, Khurram Saleem

2018-01-01

In this paper, a hybrid heuristic scheme based on two different basis functions i.e. Log Sigmoid and Bernstein Polynomial with unknown parameters is used for solving the nonlinear heat transfer equations efficiently. The proposed technique transforms the given nonlinear ordinary differential equation into an equivalent global error minimization problem. Trial solution for the given nonlinear differential equation is formulated using a fitness function with unknown parameters. The proposed hybrid scheme of Genetic Algorithm (GA) with Interior Point Algorithm (IPA) is opted to solve the minimization problem and to achieve the optimal values of unknown parameters. The effectiveness of the proposed scheme is validated by solving nonlinear heat transfer equations. The results obtained by the proposed scheme are compared and found in sharp agreement with both the exact solution and solution obtained by Haar Wavelet-Quasilinearization technique which witnesses the effectiveness and viability of the suggested scheme. Moreover, the statistical analysis is also conducted for investigating the stability and reliability of the presented scheme.

Joint location, inventory, and preservation decisions for non-instantaneous deterioration items under delay in payments

NASA Astrophysics Data System (ADS)

Tsao, Yu-Chung

2016-02-01

This study models a joint location, inventory and preservation decision-making problem for non-instantaneous deteriorating items under delay in payments. An outside supplier provides a credit period to the wholesaler which has a distribution system with distribution centres (DCs). The non-instantaneous deteriorating means no deterioration occurs in the earlier stage, which is very useful for items such as fresh food and fruits. This paper also considers that the deteriorating rate will decrease and the reservation cost will increase as the preservation effort increases. Therefore, how much preservation effort should be made is a crucial decision. The objective of this paper is to determine the optimal locations and number of DCs, the optimal replenishment cycle time at DCs, and the optimal preservation effort simultaneously such that the total network profit is maximised. The problem is formulated as piecewise nonlinear functions and has three different cases. Algorithms based on piecewise nonlinear optimisation are provided to solve the joint location and inventory problem for all cases. Computational analysis illustrates the solution procedures and the impacts of the related parameters on decisions and profits. The results of this study can serve as references for business managers or administrators.

Sequential bearings-only-tracking initiation with particle filtering method.

PubMed

Liu, Bin; Hao, Chengpeng

2013-01-01

The tracking initiation problem is examined in the context of autonomous bearings-only-tracking (BOT) of a single appearing/disappearing target in the presence of clutter measurements. In general, this problem suffers from a combinatorial explosion in the number of potential tracks resulted from the uncertainty in the linkage between the target and the measurement (a.k.a the data association problem). In addition, the nonlinear measurements lead to a non-Gaussian posterior probability density function (pdf) in the optimal Bayesian sequential estimation framework. The consequence of this nonlinear/non-Gaussian context is the absence of a closed-form solution. This paper models the linkage uncertainty and the nonlinear/non-Gaussian estimation problem jointly with solid Bayesian formalism. A particle filtering (PF) algorithm is derived for estimating the model's parameters in a sequential manner. Numerical results show that the proposed solution provides a significant benefit over the most commonly used methods, IPDA and IMMPDA. The posterior Cramér-Rao bounds are also involved for performance evaluation.

Validation of a High-Order Prefactored Compact Scheme on Nonlinear Flows with Complex Geometries

NASA Technical Reports Server (NTRS)

Hixon, Ray; Mankbadi, Reda R.; Povinelli, L. A. (Technical Monitor)

2000-01-01

Three benchmark problems are solved using a sixth-order prefactored compact scheme employing an explicit 10th-order filter with optimized fourth-order Runge-Kutta time stepping. The problems solved are the following: (1) propagation of sound waves through a transonic nozzle; (2) shock-sound interaction; and (3) single airfoil gust response. In the first two problems, the spatial accuracy of the scheme is tested on a stretched grid, and the effectiveness of boundary conditions is shown. The solution stability and accuracy near a shock discontinuity is shown as well. Also, 1-D nonlinear characteristic boundary conditions will be evaluated. In the third problem, a nonlinear Euler solver will be used that solves the equations in generalized curvilinear coordinates using the chain rule transformation. This work, continuing earlier work on flat-plate cascades and Joukowski airfoils, will focus mainly on the effect of the grid and boundary conditions on the accuracy of the solution. The grids were generated using a commercially available grid generator, GridPro/az3000.

A guidance law for hypersonic descent to a point

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

Eisler, G.R.; Hull, D.G.

1992-05-01

A neighboring external control problem is formulated for a hypersonic glider to execute a maximum-terminal-velocity descent to a stationary target. The resulting two-part, feedback control scheme initially solves a nonlinear algebraic problem to generate a nominal trajectory to the target altitude. Secondly, a neighboring optimal path computation about the nominal provides a lift and side-force perturbations necessary to achieve the target downrange and crossrange. On-line feedback simulations of the proposed scheme and a form of proportional navigation are compared with an off-line parameter optimization method. The neighboring optimal terminal velocity compares very well with the parameter optimization solution and ismore » far superior to proportional navigation. 8 refs.« less

A guidance law for hypersonic descent to a point

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

Eisler, G.R.; Hull, D.G.

1992-01-01

A neighboring external control problem is formulated for a hypersonic glider to execute a maximum-terminal-velocity descent to a stationary target. The resulting two-part, feedback control scheme initially solves a nonlinear algebraic problem to generate a nominal trajectory to the target altitude. Secondly, a neighboring optimal path computation about the nominal provides a lift and side-force perturbations necessary to achieve the target downrange and crossrange. On-line feedback simulations of the proposed scheme and a form of proportional navigation are compared with an off-line parameter optimization method. The neighboring optimal terminal velocity compares very well with the parameter optimization solution and ismore » far superior to proportional navigation. 8 refs.« less

An approximation theory for nonlinear partial differential equations with applications to identification and control

NASA Technical Reports Server (NTRS)

Banks, H. T.; Kunisch, K.

1982-01-01

Approximation results from linear semigroup theory are used to develop a general framework for convergence of approximation schemes in parameter estimation and optimal control problems for nonlinear partial differential equations. These ideas are used to establish theoretical convergence results for parameter identification using modal (eigenfunction) approximation techniques. Results from numerical investigations of these schemes for both hyperbolic and parabolic systems are given.

Optimal satisfaction degree in energy harvesting cognitive radio networks

NASA Astrophysics Data System (ADS)

Li, Zan; Liu, Bo-Yang; Si, Jiang-Bo; Zhou, Fu-Hui

2015-12-01

A cognitive radio (CR) network with energy harvesting (EH) is considered to improve both spectrum efficiency and energy efficiency. A hidden Markov model (HMM) is used to characterize the imperfect spectrum sensing process. In order to maximize the whole satisfaction degree (WSD) of the cognitive radio network, a tradeoff between the average throughput of the secondary user (SU) and the interference to the primary user (PU) is analyzed. We formulate the satisfaction degree optimization problem as a mixed integer nonlinear programming (MINLP) problem. The satisfaction degree optimization problem is solved by using differential evolution (DE) algorithm. The proposed optimization problem allows the network to adaptively achieve the optimal solution based on its required quality of service (Qos). Numerical results are given to verify our analysis. Project supported by the National Natural Science Foundation of China (Grant No. 61301179), the Doctorial Programs Foundation of the Ministry of Education of China (Grant No. 20110203110011), and the 111 Project (Grant No. B08038).

Metaheuristic Optimization and its Applications in Earth Sciences

NASA Astrophysics Data System (ADS)

Yang, Xin-She

2010-05-01

A common but challenging task in modelling geophysical and geological processes is to handle massive data and to minimize certain objectives. This can essentially be considered as an optimization problem, and thus many new efficient metaheuristic optimization algorithms can be used. In this paper, we will introduce some modern metaheuristic optimization algorithms such as genetic algorithms, harmony search, firefly algorithm, particle swarm optimization and simulated annealing. We will also discuss how these algorithms can be applied to various applications in earth sciences, including nonlinear least-squares, support vector machine, Kriging, inverse finite element analysis, and data-mining. We will present a few examples to show how different problems can be reformulated as optimization. Finally, we will make some recommendations for choosing various algorithms to suit various problems. References 1) D. H. Wolpert and W. G. Macready, No free lunch theorems for optimization, IEEE Trans. Evolutionary Computation, Vol. 1, 67-82 (1997). 2) X. S. Yang, Nature-Inspired Metaheuristic Algorithms, Luniver Press, (2008). 3) X. S. Yang, Mathematical Modelling for Earth Sciences, Dunedin Academic Press, (2008).

Hybrid Genetic Agorithms and Line Search Method for Industrial Production Planning with Non-Linear Fitness Function

NASA Astrophysics Data System (ADS)

Vasant, Pandian; Barsoum, Nader

2008-10-01

Many engineering, science, information technology and management optimization problems can be considered as non linear programming real world problems where the all or some of the parameters and variables involved are uncertain in nature. These can only be quantified using intelligent computational techniques such as evolutionary computation and fuzzy logic. The main objective of this research paper is to solve non linear fuzzy optimization problem where the technological coefficient in the constraints involved are fuzzy numbers which was represented by logistic membership functions by using hybrid evolutionary optimization approach. To explore the applicability of the present study a numerical example is considered to determine the production planning for the decision variables and profit of the company.

A Higher Harmonic Optimal Controller to Optimise Rotorcraft Aeromechanical Behaviour

NASA Technical Reports Server (NTRS)

Leyland, Jane Anne

1996-01-01

Three methods to optimize rotorcraft aeromechanical behavior for those cases where the rotorcraft plant can be adequately represented by a linear model system matrix were identified and implemented in a stand-alone code. These methods determine the optimal control vector which minimizes the vibration metric subject to constraints at discrete time points, and differ from the commonly used non-optimal constraint penalty methods such as those employed by conventional controllers in that the constraints are handled as actual constraints to an optimization problem rather than as just additional terms in the performance index. The first method is to use a Non-linear Programming algorithm to solve the problem directly. The second method is to solve the full set of non-linear equations which define the necessary conditions for optimality. The third method is to solve each of the possible reduced sets of equations defining the necessary conditions for optimality when the constraints are pre-selected to be either active or inactive, and then to simply select the best solution. The effects of maneuvers and aeroelasticity on the systems matrix are modelled by using a pseudo-random pseudo-row-dependency scheme to define the systems matrix. Cases run to date indicate that the first method of solution is reliable, robust, and easiest to use, and that it was superior to the conventional controllers which were considered.

Optimizing separate phase light hydrocarbon recovery from contaminated unconfined aquifers

NASA Astrophysics Data System (ADS)

Cooper, Grant S.; Peralta, Richard C.; Kaluarachchi, Jagath J.

A modeling approach is presented that optimizes separate phase recovery of light non-aqueous phase liquids (LNAPL) for a single dual-extraction well in a homogeneous, isotropic unconfined aquifer. A simulation/regression/optimization (S/R/O) model is developed to predict, analyze, and optimize the oil recovery process. The approach combines detailed simulation, nonlinear regression, and optimization. The S/R/O model utilizes nonlinear regression equations describing system response to time-varying water pumping and oil skimming. Regression equations are developed for residual oil volume and free oil volume. The S/R/O model determines optimized time-varying (stepwise) pumping rates which minimize residual oil volume and maximize free oil recovery while causing free oil volume to decrease a specified amount. This S/R/O modeling approach implicitly immobilizes the free product plume by reversing the water table gradient while achieving containment. Application to a simple representative problem illustrates the S/R/O model utility for problem analysis and remediation design. When compared with the best steady pumping strategies, the optimal stepwise pumping strategy improves free oil recovery by 11.5% and reduces the amount of residual oil left in the system due to pumping by 15%. The S/R/O model approach offers promise for enhancing the design of free phase LNAPL recovery systems and to help in making cost-effective operation and management decisions for hydrogeologists, engineers, and regulators.

Topology optimization applied to the design of cooling channels for plastic injection

NASA Astrophysics Data System (ADS)

Muñoz, D. A.; Arango, J. P.; González, C.; Puerto, E.; Garzón, M.

2018-04-01

In this paper, topology optimization is applied to design cooling channels in a mold of structural steel. The problem was implemented in COMSOL multiphysics, where two physics were coupled, heat transfer and solid mechanics. The optimization objective is to maximize the conduction heat flux in the mold and minimize the deformations when the plastic is injected. In order to find an optimal geometry for this objective, a density-based method was implemented into the nonlinear program (NLP) for which feasible results were found.

Time-optimal Aircraft Pursuit-evasion with a Weapon Envelope Constraint

NASA Technical Reports Server (NTRS)

Menon, P. K. A.

1990-01-01

The optimal pursuit-evasion problem between two aircraft including a realistic weapon envelope is analyzed using differential game theory. Six order nonlinear point mass vehicle models are employed and the inclusion of an arbitrary weapon envelope geometry is allowed. The performance index is a linear combination of flight time and the square of the vehicle acceleration. Closed form solution to this high-order differential game is then obtained using feedback linearization. The solution is in the form of a feedback guidance law together with a quartic polynomial for time-to-go. Due to its modest computational requirements, this nonlinear guidance law is useful for on-board real-time implementation.

Forecasting of dissolved oxygen in the Guanting reservoir using an optimized NGBM (1,1) model.

PubMed

An, Yan; Zou, Zhihong; Zhao, Yanfei

2015-03-01

An optimized nonlinear grey Bernoulli model was proposed by using a particle swarm optimization algorithm to solve the parameter optimization problem. In addition, each item in the first-order accumulated generating sequence was set in turn as an initial condition to determine which alternative would yield the highest forecasting accuracy. To test the forecasting performance, the optimized models with different initial conditions were then used to simulate dissolved oxygen concentrations in the Guanting reservoir inlet and outlet (China). The empirical results show that the optimized model can remarkably improve forecasting accuracy, and the particle swarm optimization technique is a good tool to solve parameter optimization problems. What's more, the optimized model with an initial condition that performs well in in-sample simulation may not do as well as in out-of-sample forecasting. Copyright © 2015. Published by Elsevier B.V.

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

NASA Astrophysics Data System (ADS)

Myburgh, Christie; Deb, Kalyanmoy

2018-01-01

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

Quantum annealing with all-to-all connected nonlinear oscillators

PubMed Central

Puri, Shruti; Andersen, Christian Kraglund; Grimsmo, Arne L.; Blais, Alexandre

2017-01-01

Quantum annealing aims at solving combinatorial optimization problems mapped to Ising interactions between quantum spins. Here, with the objective of developing a noise-resilient annealer, we propose a paradigm for quantum annealing with a scalable network of two-photon-driven Kerr-nonlinear resonators. Each resonator encodes an Ising spin in a robust degenerate subspace formed by two coherent states of opposite phases. A fully connected optimization problem is mapped to local fields driving the resonators, which are connected with only local four-body interactions. We describe an adiabatic annealing protocol in this system and analyse its performance in the presence of photon loss. Numerical simulations indicate substantial resilience to this noise channel, leading to a high success probability for quantum annealing. Finally, we propose a realistic circuit QED implementation of this promising platform for implementing a large-scale quantum Ising machine. PMID:28593952

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.

AUC-Maximizing Ensembles through Metalearning.

PubMed

LeDell, Erin; van der Laan, Mark J; Petersen, Maya

2016-05-01

Area Under the ROC Curve (AUC) is often used to measure the performance of an estimator in binary classification problems. An AUC-maximizing classifier can have significant advantages in cases where ranking correctness is valued or if the outcome is rare. In a Super Learner ensemble, maximization of the AUC can be achieved by the use of an AUC-maximining metalearning algorithm. We discuss an implementation of an AUC-maximization technique that is formulated as a nonlinear optimization problem. We also evaluate the effectiveness of a large number of different nonlinear optimization algorithms to maximize the cross-validated AUC of the ensemble fit. The results provide evidence that AUC-maximizing metalearners can, and often do, out-perform non-AUC-maximizing metalearning methods, with respect to ensemble AUC. The results also demonstrate that as the level of imbalance in the training data increases, the Super Learner ensemble outperforms the top base algorithm by a larger degree.

AUC-Maximizing Ensembles through Metalearning

PubMed Central

LeDell, Erin; van der Laan, Mark J.; Peterson, Maya

2016-01-01

Area Under the ROC Curve (AUC) is often used to measure the performance of an estimator in binary classification problems. An AUC-maximizing classifier can have significant advantages in cases where ranking correctness is valued or if the outcome is rare. In a Super Learner ensemble, maximization of the AUC can be achieved by the use of an AUC-maximining metalearning algorithm. We discuss an implementation of an AUC-maximization technique that is formulated as a nonlinear optimization problem. We also evaluate the effectiveness of a large number of different nonlinear optimization algorithms to maximize the cross-validated AUC of the ensemble fit. The results provide evidence that AUC-maximizing metalearners can, and often do, out-perform non-AUC-maximizing metalearning methods, with respect to ensemble AUC. The results also demonstrate that as the level of imbalance in the training data increases, the Super Learner ensemble outperforms the top base algorithm by a larger degree. PMID:27227721

Weighted Optimization-Based Distributed Kalman Filter for Nonlinear Target Tracking in Collaborative Sensor Networks.

PubMed

Chen, Jie; Li, Jiahong; Yang, Shuanghua; Deng, Fang

2017-11-01

The identification of the nonlinearity and coupling is crucial in nonlinear target tracking problem in collaborative sensor networks. According to the adaptive Kalman filtering (KF) method, the nonlinearity and coupling can be regarded as the model noise covariance, and estimated by minimizing the innovation or residual errors of the states. However, the method requires large time window of data to achieve reliable covariance measurement, making it impractical for nonlinear systems which are rapidly changing. To deal with the problem, a weighted optimization-based distributed KF algorithm (WODKF) is proposed in this paper. The algorithm enlarges the data size of each sensor by the received measurements and state estimates from its connected sensors instead of the time window. A new cost function is set as the weighted sum of the bias and oscillation of the state to estimate the "best" estimate of the model noise covariance. The bias and oscillation of the state of each sensor are estimated by polynomial fitting a time window of state estimates and measurements of the sensor and its neighbors weighted by the measurement noise covariance. The best estimate of the model noise covariance is computed by minimizing the weighted cost function using the exhaustive method. The sensor selection method is in addition to the algorithm to decrease the computation load of the filter and increase the scalability of the sensor network. The existence, suboptimality and stability analysis of the algorithm are given. The local probability data association method is used in the proposed algorithm for the multitarget tracking case. The algorithm is demonstrated in simulations on tracking examples for a random signal, one nonlinear target, and four nonlinear targets. Results show the feasibility and superiority of WODKF against other filtering algorithms for a large class of systems.

A differentiable reformulation for E-optimal design of experiments in nonlinear dynamic biosystems.

PubMed

Telen, Dries; Van Riet, Nick; Logist, Flip; Van Impe, Jan

2015-06-01

Informative experiments are highly valuable for estimating parameters in nonlinear dynamic bioprocesses. Techniques for optimal experiment design ensure the systematic design of such informative experiments. The E-criterion which can be used as objective function in optimal experiment design requires the maximization of the smallest eigenvalue of the Fisher information matrix. However, one problem with the minimal eigenvalue function is that it can be nondifferentiable. In addition, no closed form expression exists for the computation of eigenvalues of a matrix larger than a 4 by 4 one. As eigenvalues are normally computed with iterative methods, state-of-the-art optimal control solvers are not able to exploit automatic differentiation to compute the derivatives with respect to the decision variables. In the current paper a reformulation strategy from the field of convex optimization is suggested to circumvent these difficulties. This reformulation requires the inclusion of a matrix inequality constraint involving positive semidefiniteness. In this paper, this positive semidefiniteness constraint is imposed via Sylverster's criterion. As a result the maximization of the minimum eigenvalue function can be formulated in standard optimal control solvers through the addition of nonlinear constraints. The presented methodology is successfully illustrated with a case study from the field of predictive microbiology. Copyright © 2015. Published by Elsevier Inc.

Energy-modeled flight in a wind field

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

Feldman, M.A.; Cliff, E.M.

Optimal shaping of aerospace trajectories has provided the motivation for much modern study of optimization theory and algorithms. Current industrial practice favors approaches where the continuous-time optimal control problem is transcribed to a finite-dimensional nonlinear programming problem (NLP) by a discretization process. Two such formulations are implemented in the POST and the OTIS codes. In the present paper we use a discretization that is specially adapted to the flight problem of interest. Among the unique aspects of the present discretization are: a least-squares formulation for certain kinematic constraints; the use of an energy ideas to enforce Newton`s Laws; and, themore » inclusion of large magnitude horizontal winds. In the next section we shall provide a description of the flight problem and its NLP representation. Following this we provide some details of the constraint formulation. Finally, we present an overview of the NLP problem.« less

A study of the use of linear programming techniques to improve the performance in design optimization problems

NASA Technical Reports Server (NTRS)

Young, Katherine C.; Sobieszczanski-Sobieski, Jaroslaw

1988-01-01

This project has two objectives. The first is to determine whether linear programming techniques can improve performance when handling design optimization problems with a large number of design variables and constraints relative to the feasible directions algorithm. The second purpose is to determine whether using the Kreisselmeier-Steinhauser (KS) function to replace the constraints with one constraint will reduce the cost of total optimization. Comparisons are made using solutions obtained with linear and non-linear methods. The results indicate that there is no cost saving using the linear method or in using the KS function to replace constraints.

Power maximization of variable-speed variable-pitch wind turbines using passive adaptive neural fault tolerant control

NASA Astrophysics Data System (ADS)

Habibi, Hamed; Rahimi Nohooji, Hamed; Howard, Ian

2017-09-01

Power maximization has always been a practical consideration in wind turbines. The question of how to address optimal power capture, especially when the system dynamics are nonlinear and the actuators are subject to unknown faults, is significant. This paper studies the control methodology for variable-speed variable-pitch wind turbines including the effects of uncertain nonlinear dynamics, system fault uncertainties, and unknown external disturbances. The nonlinear model of the wind turbine is presented, and the problem of maximizing extracted energy is formulated by designing the optimal desired states. With the known system, a model-based nonlinear controller is designed; then, to handle uncertainties, the unknown nonlinearities of the wind turbine are estimated by utilizing radial basis function neural networks. The adaptive neural fault tolerant control is designed passively to be robust on model uncertainties, disturbances including wind speed and model noises, and completely unknown actuator faults including generator torque and pitch actuator torque. The Lyapunov direct method is employed to prove that the closed-loop system is uniformly bounded. Simulation studies are performed to verify the effectiveness of the proposed method.

A technique for locating function roots and for satisfying equality constraints in optimization

NASA Technical Reports Server (NTRS)

Sobieszczanski-Sobieski, Jaroslaw

1991-01-01

A new technique for locating simultaneous roots of a set of functions is described. The technique is based on the property of the Kreisselmeier-Steinhauser function which descends to a minimum at each root location. It is shown that the ensuing algorithm may be merged into any nonlinear programming method for solving optimization problems with equality constraints.

A technique for locating function roots and for satisfying equality constraints in optimization

NASA Technical Reports Server (NTRS)

Sobieszczanski-Sobieski, J.

1992-01-01

A new technique for locating simultaneous roots of a set of functions is described. The technique is based on the property of the Kreisselmeier-Steinhauser function which descends to a minimum at each root location. It is shown that the ensuing algorithm may be merged into any nonlinear programming method for solving optimization problems with equality constraints.

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

Optimal multi-floor plant layout based on the mathematical programming and particle swarm optimization.

PubMed

Lee, Chang Jun

2015-01-01

In the fields of researches associated with plant layout optimization, the main goal is to minimize the costs of pipelines and pumping between connecting equipment under various constraints. However, what is the lacking of considerations in previous researches is to transform various heuristics or safety regulations into mathematical equations. For example, proper safety distances between equipments have to be complied for preventing dangerous accidents on a complex plant. Moreover, most researches have handled single-floor plant. However, many multi-floor plants have been constructed for the last decade. Therefore, the proper algorithm handling various regulations and multi-floor plant should be developed. In this study, the Mixed Integer Non-Linear Programming (MINLP) problem including safety distances, maintenance spaces, etc. is suggested based on mathematical equations. The objective function is a summation of pipeline and pumping costs. Also, various safety and maintenance issues are transformed into inequality or equality constraints. However, it is really hard to solve this problem due to complex nonlinear constraints. Thus, it is impossible to use conventional MINLP solvers using derivatives of equations. In this study, the Particle Swarm Optimization (PSO) technique is employed. The ethylene oxide plant is illustrated to verify the efficacy of this study.

Finite volume treatment of dispersion-relation-preserving and optimized prefactored compact schemes for wave propagation

NASA Astrophysics Data System (ADS)

Popescu, Mihaela; Shyy, Wei; Garbey, Marc

2005-12-01

In developing suitable numerical techniques for computational aero-acoustics, the dispersion-relation-preserving (DRP) scheme by Tam and co-workers and the optimized prefactored compact (OPC) scheme by Ashcroft and Zhang have shown desirable properties of reducing both dissipative and dispersive errors. These schemes, originally based on the finite difference, attempt to optimize the coefficients for better resolution of short waves with respect to the computational grid while maintaining pre-determined formal orders of accuracy. In the present study, finite volume formulations of both schemes are presented to better handle the nonlinearity and complex geometry encountered in many engineering applications. Linear and nonlinear wave equations, with and without viscous dissipation, have been adopted as the test problems. Highlighting the principal characteristics of the schemes and utilizing linear and nonlinear wave equations with different wavelengths as the test cases, the performance of these approaches is documented. For the linear wave equation, there is no major difference between the DRP and OPC schemes. For the nonlinear wave equations, the finite volume version of both DRP and OPC schemes offers substantially better solutions in regions of high gradient or discontinuity.

Controllability of semi-infinite rod heating by a point source

NASA Astrophysics Data System (ADS)

Khurshudyan, A.

2018-04-01

The possibility of control over heating of a semi-infinite thin rod by a point source concentrated at an inner point of the rod, is studied. Quadratic and piecewise constant solutions of the problem are derived, and the possibilities of solving appropriate problems of optimal control are indicated. Determining of the parameters of the piecewise constant solution is reduced to a problem of nonlinear programming. Numerical examples are considered.

Improved mine blast algorithm for optimal cost design of water distribution systems

NASA Astrophysics Data System (ADS)

Sadollah, Ali; Guen Yoo, Do; Kim, Joong Hoon

2015-12-01

The design of water distribution systems is a large class of combinatorial, nonlinear optimization problems with complex constraints such as conservation of mass and energy equations. Since feasible solutions are often extremely complex, traditional optimization techniques are insufficient. Recently, metaheuristic algorithms have been applied to this class of problems because they are highly efficient. In this article, a recently developed optimizer called the mine blast algorithm (MBA) is considered. The MBA is improved and coupled with the hydraulic simulator EPANET to find the optimal cost design for water distribution systems. The performance of the improved mine blast algorithm (IMBA) is demonstrated using the well-known Hanoi, New York tunnels and Balerma benchmark networks. Optimization results obtained using IMBA are compared to those using MBA and other optimizers in terms of their minimum construction costs and convergence rates. For the complex Balerma network, IMBA offers the cheapest network design compared to other optimization algorithms.

Regularization Parameter Selection for Nonlinear Iterative Image Restoration and MRI Reconstruction Using GCV and SURE-Based Methods

PubMed Central

Ramani, Sathish; Liu, Zhihao; Rosen, Jeffrey; Nielsen, Jon-Fredrik; Fessler, Jeffrey A.

2012-01-01

Regularized iterative reconstruction algorithms for imaging inverse problems require selection of appropriate regularization parameter values. We focus on the challenging problem of tuning regularization parameters for nonlinear algorithms for the case of additive (possibly complex) Gaussian noise. Generalized cross-validation (GCV) and (weighted) mean-squared error (MSE) approaches (based on Stein's Unbiased Risk Estimate— SURE) need the Jacobian matrix of the nonlinear reconstruction operator (representative of the iterative algorithm) with respect to the data. We derive the desired Jacobian matrix for two types of nonlinear iterative algorithms: a fast variant of the standard iterative reweighted least-squares method and the contemporary split-Bregman algorithm, both of which can accommodate a wide variety of analysis- and synthesis-type regularizers. The proposed approach iteratively computes two weighted SURE-type measures: Predicted-SURE and Projected-SURE (that require knowledge of noise variance σ2), and GCV (that does not need σ2) for these algorithms. We apply the methods to image restoration and to magnetic resonance image (MRI) reconstruction using total variation (TV) and an analysis-type ℓ1-regularization. We demonstrate through simulations and experiments with real data that minimizing Predicted-SURE and Projected-SURE consistently lead to near-MSE-optimal reconstructions. We also observed that minimizing GCV yields reconstruction results that are near-MSE-optimal for image restoration and slightly sub-optimal for MRI. Theoretical derivations in this work related to Jacobian matrix evaluations can be extended, in principle, to other types of regularizers and reconstruction algorithms. PMID:22531764

An optimized treatment for algorithmic differentiation of an important glaciological fixed-point problem

DOE PAGES

Goldberg, Daniel N.; Narayanan, Sri Hari Krishna; Hascoet, Laurent; ...

2016-05-20

We apply an optimized method to the adjoint generation of a time-evolving land ice model through algorithmic differentiation (AD). The optimization involves a special treatment of the fixed-point iteration required to solve the nonlinear stress balance, which differs from a straightforward application of AD software, and leads to smaller memory requirements and in some cases shorter computation times of the adjoint. The optimization is done via implementation of the algorithm of Christianson (1994) for reverse accumulation of fixed-point problems, with the AD tool OpenAD. For test problems, the optimized adjoint is shown to have far lower memory requirements, potentially enablingmore » larger problem sizes on memory-limited machines. In the case of the land ice model, implementation of the algorithm allows further optimization by having the adjoint model solve a sequence of linear systems with identical (as opposed to varying) matrices, greatly improving performance. Finally, the methods introduced here will be of value to other efforts applying AD tools to ice models, particularly ones which solve a hybrid shallow ice/shallow shelf approximation to the Stokes equations.« less

Guidance and control strategies for aerospace vehicles

NASA Technical Reports Server (NTRS)

Naidu, Desineni S.; Hibey, Joseph L.

1988-01-01

The optimal control problem arising in coplanar, orbital transfer employing aeroassist technology is addressed. The maneuver involves the transfer from high Earth orbit to low Earth orbit. A performance index is chosen the minimize the fuel consumpltion for the transfer. Simulations are carried out for establishing a corridor of entry conditions which are suitable for flying the spacecraft through the atmosphere. A highlight of the paper is the application of an efficient multiple shooting method for taming the notorious nonlinear, two-point, boundary value problem resulting from optimization procedure.

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

NASA Astrophysics Data System (ADS)

Rumpfkeil, Markus Peer

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

A Robustly Stabilizing Model Predictive Control Algorithm

NASA Technical Reports Server (NTRS)

Ackmece, A. Behcet; Carson, John M., III

2007-01-01

A model predictive control (MPC) algorithm that differs from prior MPC algorithms has been developed for controlling an uncertain nonlinear system. This algorithm guarantees the resolvability of an associated finite-horizon optimal-control problem in a receding-horizon implementation.

Koopman Invariant Subspaces and Finite Linear Representations of Nonlinear Dynamical Systems for Control.

PubMed

Brunton, Steven L; Brunton, Bingni W; Proctor, Joshua L; Kutz, J Nathan

2016-01-01

In this wIn this work, we explore finite-dimensional linear representations of nonlinear dynamical systems by restricting the Koopman operator to an invariant subspace spanned by specially chosen observable functions. The Koopman operator is an infinite-dimensional linear operator that evolves functions of the state of a dynamical system. Dominant terms in the Koopman expansion are typically computed using dynamic mode decomposition (DMD). DMD uses linear measurements of the state variables, and it has recently been shown that this may be too restrictive for nonlinear systems. Choosing the right nonlinear observable functions to form an invariant subspace where it is possible to obtain linear reduced-order models, especially those that are useful for control, is an open challenge. Here, we investigate the choice of observable functions for Koopman analysis that enable the use of optimal linear control techniques on nonlinear problems. First, to include a cost on the state of the system, as in linear quadratic regulator (LQR) control, it is helpful to include these states in the observable subspace, as in DMD. However, we find that this is only possible when there is a single isolated fixed point, as systems with multiple fixed points or more complicated attractors are not globally topologically conjugate to a finite-dimensional linear system, and cannot be represented by a finite-dimensional linear Koopman subspace that includes the state. We then present a data-driven strategy to identify relevant observable functions for Koopman analysis by leveraging a new algorithm to determine relevant terms in a dynamical system by ℓ1-regularized regression of the data in a nonlinear function space; we also show how this algorithm is related to DMD. Finally, we demonstrate the usefulness of nonlinear observable subspaces in the design of Koopman operator optimal control laws for fully nonlinear systems using techniques from linear optimal control.ork, we explore finite-dimensional linear representations of nonlinear dynamical systems by restricting the Koopman operator to an invariant subspace spanned by specially chosen observable functions. The Koopman operator is an infinite-dimensional linear operator that evolves functions of the state of a dynamical system. Dominant terms in the Koopman expansion are typically computed using dynamic mode decomposition (DMD). DMD uses linear measurements of the state variables, and it has recently been shown that this may be too restrictive for nonlinear systems. Choosing the right nonlinear observable functions to form an invariant subspace where it is possible to obtain linear reduced-order models, especially those that are useful for control, is an open challenge. Here, we investigate the choice of observable functions for Koopman analysis that enable the use of optimal linear control techniques on nonlinear problems. First, to include a cost on the state of the system, as in linear quadratic regulator (LQR) control, it is helpful to include these states in the observable subspace, as in DMD. However, we find that this is only possible when there is a single isolated fixed point, as systems with multiple fixed points or more complicated attractors are not globally topologically conjugate to a finite-dimensional linear system, and cannot be represented by a finite-dimensional linear Koopman subspace that includes the state. We then present a data-driven strategy to identify relevant observable functions for Koopman analysis by leveraging a new algorithm to determine relevant terms in a dynamical system by ℓ1-regularized regression of the data in a nonlinear function space; we also show how this algorithm is related to DMD. Finally, we demonstrate the usefulness of nonlinear observable subspaces in the design of Koopman operator optimal control laws for fully nonlinear systems using techniques from linear optimal control.

Convergence Estimates for Multidisciplinary Analysis and Optimization

NASA Technical Reports Server (NTRS)

Arian, Eyal

1997-01-01

A quantitative analysis of coupling between systems of equations is introduced. This analysis is then applied to problems in multidisciplinary analysis, sensitivity, and optimization. For the sensitivity and optimization problems both multidisciplinary and single discipline feasibility schemes are considered. In all these cases a "convergence factor" is estimated in terms of the Jacobians and Hessians of the system, thus it can also be approximated by existing disciplinary analysis and optimization codes. The convergence factor is identified with the measure for the "coupling" between the disciplines in the system. Applications to algorithm development are discussed. Demonstration of the convergence estimates and numerical results are given for a system composed of two non-linear algebraic equations, and for a system composed of two PDEs modeling aeroelasticity.

Automated trajectory planning for multiple-flyby interplanetary missions

NASA Astrophysics Data System (ADS)

Englander, Jacob

Many space mission planning problems may be formulated as hybrid optimal control problems (HOCP), i.e. problems that include both real-valued variables and categorical variables. In interplanetary trajectory design problems the categorical variables will typically specify the sequence of planets at which to perform flybys, and the real-valued variables will represent the launch date, ight times between planets, magnitudes and directions of thrust, flyby altitudes, etc. The contribution of this work is a framework for the autonomous optimization of multiple-flyby interplanetary trajectories. The trajectory design problem is converted into a HOCP with two nested loops: an "outer-loop" that finds the sequence of flybys and an "inner-loop" that optimizes the trajectory for each candidate yby sequence. The problem of choosing a sequence of flybys is posed as an integer programming problem and solved using a genetic algorithm (GA). This is an especially difficult problem to solve because GAs normally operate on a fixed-length set of decision variables. Since in interplanetary trajectory design the number of flyby maneuvers is not known a priori, it was necessary to devise a method of parameterizing the problem such that the GA can evolve a variable-length sequence of flybys. A novel "null gene" transcription was developed to meet this need. Then, for each candidate sequence of flybys, a trajectory must be found that visits each of the flyby targets and arrives at the final destination while optimizing some cost metric, such as minimizing ▵v or maximizing the final mass of the spacecraft. Three different classes of trajectory are described in this work, each of which requireda different physical model and optimization method. The choice of a trajectory model and optimization method is especially challenging because of the nature of the hybrid optimal control problem. Because the trajectory optimization problem is generated in real time by the outer-loop, the inner-loop optimization algorithm cannot require any a priori information and must always return a solution. In addition, the upper and lower bounds on each decision variable cannot be chosen a priori by the user because the user has no way to know what problem will be solved. Instead a method of choosing upper and lower bounds via a set of simple rules was developed and used for all three types of trajectory optimization problem. Many optimization algorithms were tested and discarded until suitable algorithms were found for each type of trajectory. The first class of trajectories use chemical propulsion and may only apply a ▵v at the periapse of each flyby. These Multiple Gravity Assist (MGA) trajectories are optimized using a cooperative algorithm of Differential Evolution (DE) and Particle Swarm Optimization (PSO). The second class of trajectories, known as Multiple Gravity Assist with one Deep Space Maneuver (MGA-DSM), also use chemical propulsion but instead of maneuvering at the periapse of each flyby as in the MGA case a maneuver is applied at a free point along each planet-to-planet arc, i.e. there is one maneuver for each pair of flybys. MGA-DSM trajectories are parameterized by more variables than MGA trajectories, and so the cooperative algorithm of DE and PSO that was used to optimize MGA trajectories was found to be less effective when applied to MGA-DSM. Instead, either PSO or DE alone were found to be more effective. The third class of trajectories addressed in this work are those using continuousthrust propulsion. Continuous-thrust trajectory optimization problems are more challenging than impulsive-thrust problems because the control variables are a continuous time series rather than a small set of parameters and because the spacecraft does not follow a conic section trajectory, leading to a large number of nonlinear constraints that must be satisfied to ensure that the spacecraft obeys the equations of motion. Many models and optimization algorithms were applied including direct transcription with nonlinear programming (DTNLP), the inverse-polynomial shapebased method, and feasible region analysis. However the only physical model and optimization method that proved reliable enough were the Sims-Flanagan transcription coupled with a nonlinear programming solver and the monotonic basin hopping (MBH) global search heuristic. The methods developed here are demonstrated to optimize a set of example trajectories, including a recreation of the Cassini mission, a Galileo-like mission, and conceptual continuous-thrust missions to Jupiter, Mercury, and Uranus.

CAD of control systems: Application of nonlinear programming to a linear quadratic formulation

NASA Technical Reports Server (NTRS)

Fleming, P.

1983-01-01

The familiar suboptimal regulator design approach is recast as a constrained optimization problem and incorporated in a Computer Aided Design (CAD) package where both design objective and constraints are quadratic cost functions. This formulation permits the separate consideration of, for example, model following errors, sensitivity measures and control energy as objectives to be minimized or limits to be observed. Efficient techniques for computing the interrelated cost functions and their gradients are utilized in conjunction with a nonlinear programming algorithm. The effectiveness of the approach and the degree of insight into the problem which it affords is illustrated in a helicopter regulation design example.

Very Large Scale Optimization

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

Convergence of Galerkin approximations for operator Riccati equations: A nonlinear evolution equation approach

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1988-01-01

An approximation and convergence theory was developed for Galerkin approximations to infinite dimensional operator Riccati differential equations formulated in the space of Hilbert-Schmidt operators on a separable Hilbert space. The Riccati equation was treated as a nonlinear evolution equation with dynamics described by a nonlinear monotone perturbation of a strongly coercive linear operator. A generic approximation result was proven for quasi-autonomous nonlinear evolution system involving accretive operators which was then used to demonstrate the Hilbert-Schmidt norm convergence of Galerkin approximations to the solution of the Riccati equation. The application of the results was illustrated in the context of a linear quadratic optimal control problem for a one dimensional heat equation.

Online optimal obstacle avoidance for rotary-wing autonomous unmanned aerial vehicles

NASA Astrophysics Data System (ADS)

Kang, Keeryun

This thesis presents an integrated framework for online obstacle avoidance of rotary-wing unmanned aerial vehicles (UAVs), which can provide UAVs an obstacle field navigation capability in a partially or completely unknown obstacle-rich environment. The framework is composed of a LIDAR interface, a local obstacle grid generation, a receding horizon (RH) trajectory optimizer, a global shortest path search algorithm, and a climb rate limit detection logic. The key feature of the framework is the use of an optimization-based trajectory generation in which the obstacle avoidance problem is formulated as a nonlinear trajectory optimization problem with state and input constraints over the finite range of the sensor. This local trajectory optimization is combined with a global path search algorithm which provides a useful initial guess to the nonlinear optimization solver. Optimization is the natural process of finding the best trajectory that is dynamically feasible, safe within the vehicle's flight envelope, and collision-free at the same time. The optimal trajectory is continuously updated in real time by the numerical optimization solver, Nonlinear Trajectory Generation (NTG), which is a direct solver based on the spline approximation of trajectory for dynamically flat systems. In fact, the overall approach of this thesis to finding the optimal trajectory is similar to the model predictive control (MPC) or the receding horizon control (RHC), except that this thesis followed a two-layer design; thus, the optimal solution works as a guidance command to be followed by the controller of the vehicle. The framework is implemented in a real-time simulation environment, the Georgia Tech UAV Simulation Tool (GUST), and integrated in the onboard software of the rotary-wing UAV test-bed at Georgia Tech. Initially, the 2D vertical avoidance capability of real obstacles was tested in flight. The flight test evaluations were extended to the benchmark tests for 3D avoidance capability over the virtual obstacles, and finally it was demonstrated on real obstacles located at the McKenna MOUT site in Fort Benning, Georgia. Simulations and flight test evaluations demonstrate the feasibility of the developed framework for UAV applications involving low-altitude flight in an urban area.

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.

A Simulation-Optimization Model for the Management of Seawater Intrusion

NASA Astrophysics Data System (ADS)

Stanko, Z.; Nishikawa, T.

2012-12-01

Seawater intrusion is a common problem in coastal aquifers where excessive groundwater pumping can lead to chloride contamination of a freshwater resource. Simulation-optimization techniques have been developed to determine optimal management strategies while mitigating seawater intrusion. The simulation models are often density-independent groundwater-flow models that may assume a sharp interface and/or use equivalent freshwater heads. The optimization methods are often linear-programming (LP) based techniques that that require simplifications of the real-world system. However, seawater intrusion is a highly nonlinear, density-dependent flow and transport problem, which requires the use of nonlinear-programming (NLP) or global-optimization (GO) techniques. NLP approaches are difficult because of the need for gradient information; therefore, we have chosen a GO technique for this study. Specifically, we have coupled a multi-objective genetic algorithm (GA) with a density-dependent groundwater-flow and transport model to simulate and identify strategies that optimally manage seawater intrusion. GA is a heuristic approach, often chosen when seeking optimal solutions to highly complex and nonlinear problems where LP or NLP methods cannot be applied. The GA utilized in this study is the Epsilon-Nondominated Sorted Genetic Algorithm II (ɛ-NSGAII), which can approximate a pareto-optimal front between competing objectives. This algorithm has several key features: real and/or binary variable capabilities; an efficient sorting scheme; preservation and diversity of good solutions; dynamic population sizing; constraint handling; parallelizable implementation; and user controlled precision for each objective. The simulation model is SEAWAT, the USGS model that couples MODFLOW with MT3DMS for variable-density flow and transport. ɛ-NSGAII and SEAWAT were efficiently linked together through a C-Fortran interface. The simulation-optimization model was first tested by using a published density-independent flow model test case that was originally solved using a sequential LP method with the USGS's Ground-Water Management Process (GWM). For the problem formulation, the objective is to maximize net groundwater extraction, subject to head and head-gradient constraints. The decision variables are pumping rates at fixed wells and the system's state is represented with freshwater hydraulic head. The results of the proposed algorithm were similar to the published results (within 1%); discrepancies may be attributed to differences in the simulators and inherent differences between LP and GA. The GWM test case was then extended to a density-dependent flow and transport version. As formulated, the optimization problem is infeasible because of the density effects on hydraulic head. Therefore, the sum of the squared constraint violation (SSC) was used as a second objective. The result is a pareto curve showing optimal pumping rates versus the SSC. Analysis of this curve indicates that a similar net-extraction rate to the test case can be obtained with a minor violation in vertical head-gradient constraints. This study shows that a coupled ɛ-NSGAII/SEAWAT model can be used for the management of groundwater seawater intrusion. In the future, the proposed methodology will be applied to a real-world seawater intrusion and resource management problem for Santa Barbara, CA.

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

Acoustic and elastic waveform inversion best practices

NASA Astrophysics Data System (ADS)

Modrak, Ryan T.

Reaching the global minimum of a waveform misfit function requires careful choices about the nonlinear optimization, preconditioning and regularization methods underlying an inversion. Because waveform inversion problems are susceptible to erratic convergence, one or two test cases are not enough to reliably inform such decisions. We identify best practices instead using two global, one regional and four near-surface acoustic test problems. To obtain meaningful quantitative comparisons, we carry out hundreds acoustic inversions, varying one aspect of the implementation at a time. Comparing nonlinear optimization algorithms, we find that L-BFGS provides computational savings over nonlinear conjugate gradient methods in a wide variety of test cases. Comparing preconditioners, we show that a new diagonal scaling derived from the adjoint of the forward operator provides better performance than two conventional preconditioning schemes. Comparing regularization strategies, we find that projection, convolution, Tikhonov regularization, and total variation regularization are effective in different contexts. Besides these issues, reliability and efficiency in waveform inversion depend on close numerical attention and care. Implementation details have a strong effect on computational cost, regardless of the chosen material parameterization or nonlinear optimization algorithm. Building on the acoustic inversion results, we carry out elastic experiments with four test problems, three objective functions, and four material parameterizations. The choice of parameterization for isotropic elastic media is found to be more complicated than previous studies suggests, with "wavespeed-like'' parameters performing well with phase-based objective functions and Lame parameters performing well with amplitude-based objective functions. Reliability and efficiency can be even harder to achieve in transversely isotropic elastic inversions because rotation angle parameters describing fast-axis direction are difficult to recover. Using Voigt or Chen-Tromp parameters avoids the need to include rotation angles explicitly and provides an effective strategy for anisotropic inversion. The need for flexible and portable workflow management tools for seismic inversion also poses a major challenge. In a final chapter, the software used to the carry out the above experiments is described and instructions for reproducing experimental results are given.

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.

Robust nonlinear variable selective control for networked systems

NASA Astrophysics Data System (ADS)

Rahmani, Behrooz

2016-10-01

This paper is concerned with the networked control of a class of uncertain nonlinear systems. In this way, Takagi-Sugeno (T-S) fuzzy modelling is used to extend the previously proposed variable selective control (VSC) methodology to nonlinear systems. This extension is based upon the decomposition of the nonlinear system to a set of fuzzy-blended locally linearised subsystems and further application of the VSC methodology to each subsystem. To increase the applicability of the T-S approach for uncertain nonlinear networked control systems, this study considers the asynchronous premise variables in the plant and the controller, and then introduces a robust stability analysis and control synthesis. The resulting optimal switching-fuzzy controller provides a minimum guaranteed cost on an H2 performance index. Simulation studies on three nonlinear benchmark problems demonstrate the effectiveness of the proposed method.

The Sizing and Optimization Language (SOL): A computer language to improve the user/optimizer interface

NASA Technical Reports Server (NTRS)

Lucas, S. H.; Scotti, S. J.

1989-01-01

The nonlinear mathematical programming method (formal optimization) has had many applications in engineering design. A figure illustrates the use of optimization techniques in the design process. The design process begins with the design problem, such as the classic example of the two-bar truss designed for minimum weight as seen in the leftmost part of the figure. If formal optimization is to be applied, the design problem must be recast in the form of an optimization problem consisting of an objective function, design variables, and constraint function relations. The middle part of the figure shows the two-bar truss design posed as an optimization problem. The total truss weight is the objective function, the tube diameter and truss height are design variables, with stress and Euler buckling considered as constraint function relations. Lastly, the designer develops or obtains analysis software containing a mathematical model of the object being optimized, and then interfaces the analysis routine with existing optimization software such as CONMIN, ADS, or NPSOL. This final state of software development can be both tedious and error-prone. The Sizing and Optimization Language (SOL), a special-purpose computer language whose goal is to make the software implementation phase of optimum design easier and less error-prone, is presented.

Navigation Solution for a Multiple Satellite and Multiple Ground Architecture

DTIC Science & Technology

2014-09-14

Primer Vector Theory . . . . . . . . . . . . . . . . . . . . . . . . . 12 2.2.6 The Traveling Salesman Problem . . . . . . . . . . . . . . . . . . 12...the Traveling Salesman problem [42]. It is framed as a nonlinear programming, complete combinatorial optimization where the orbital debris pieces relate...impulsive maneuvers and applies his findings to a Hohmann transfer with the addition of mid-course burns and wait times. 2.2.6 The Traveling Salesman

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.

Pricing Resources in LTE Networks through Multiobjective Optimization

PubMed Central

Lai, Yung-Liang; Jiang, Jehn-Ruey

2014-01-01

The LTE technology offers versatile mobile services that use different numbers of resources. This enables operators to provide subscribers or users with differential quality of service (QoS) to boost their satisfaction. On one hand, LTE operators need to price the resources high for maximizing their profits. On the other hand, pricing also needs to consider user satisfaction with allocated resources and prices to avoid “user churn,” which means subscribers will unsubscribe services due to dissatisfaction with allocated resources or prices. In this paper, we study the pricing resources with profits and satisfaction optimization (PRPSO) problem in the LTE networks, considering the operator profit and subscribers' satisfaction at the same time. The problem is modelled as nonlinear multiobjective optimization with two optimal objectives: (1) maximizing operator profit and (2) maximizing user satisfaction. We propose to solve the problem based on the framework of the NSGA-II. Simulations are conducted for evaluating the proposed solution. PMID:24526889

Pricing resources in LTE networks through multiobjective optimization.

PubMed

Lai, Yung-Liang; Jiang, Jehn-Ruey

2014-01-01

The LTE technology offers versatile mobile services that use different numbers of resources. This enables operators to provide subscribers or users with differential quality of service (QoS) to boost their satisfaction. On one hand, LTE operators need to price the resources high for maximizing their profits. On the other hand, pricing also needs to consider user satisfaction with allocated resources and prices to avoid "user churn," which means subscribers will unsubscribe services due to dissatisfaction with allocated resources or prices. In this paper, we study the pricing resources with profits and satisfaction optimization (PRPSO) problem in the LTE networks, considering the operator profit and subscribers' satisfaction at the same time. The problem is modelled as nonlinear multiobjective optimization with two optimal objectives: (1) maximizing operator profit and (2) maximizing user satisfaction. We propose to solve the problem based on the framework of the NSGA-II. Simulations are conducted for evaluating the proposed solution.

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.

Supersonic Aerodynamic Design Improvements of an Arrow-Wing HSCT Configuration Using Nonlinear Point Design Methods

NASA Technical Reports Server (NTRS)

Unger, Eric R.; Hager, James O.; Agrawal, Shreekant

1999-01-01

This paper is a discussion of the supersonic nonlinear point design optimization efforts at McDonnell Douglas Aerospace under the High-Speed Research (HSR) program. The baseline for these optimization efforts has been the M2.4-7A configuration which represents an arrow-wing technology for the High-Speed Civil Transport (HSCT). Optimization work on this configuration began in early 1994 and continued into 1996. Initial work focused on optimization of the wing camber and twist on a wing/body configuration and reductions of 3.5 drag counts (Euler) were realized. The next phase of the optimization effort included fuselage camber along with the wing and a drag reduction of 5.0 counts was achieved. Including the effects of the nacelles and diverters into the optimization problem became the next focus where a reduction of 6.6 counts (Euler W/B/N/D) was eventually realized. The final two phases of the effort included a large set of constraints designed to make the final optimized configuration more realistic and they were successful albeit with a loss of performance.

Numerical Search for Local (Partial) Differential Flatness

DTIC Science & Technology

2016-10-09

optimization has received considerable attention in robotics [15], [16], [17]. However, solving a nonlinear optimization problem requires a significant...Professorship award to Jonas Buchli and by the Swiss National Centre of Competence in Research Robotics (NCCR Robotics ). Carmelo Sferrazza carmelos...student.ethz.ch, Diego Pardo depardo@ethz.ch and Jonas Buchli buchlij@ethz.ch are with the Agile Dexterous Robotics Lab at the Institute of Robotics and

Explicit time integration of finite element models on a vectorized, concurrent computer with shared memory

NASA Technical Reports Server (NTRS)

Gilbertsen, Noreen D.; Belytschko, Ted

1990-01-01

The implementation of a nonlinear explicit program on a vectorized, concurrent computer with shared memory is described and studied. The conflict between vectorization and concurrency is described and some guidelines are given for optimal block sizes. Several example problems are summarized to illustrate the types of speed-ups which can be achieved by reprogramming as compared to compiler optimization.

Dakota, a multilevel parallel object-oriented framework for design optimization, parameter estimation, uncertainty quantification, and sensitivity analysis :

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

Adams, Brian M.; Ebeida, Mohamed Salah; Eldred, Michael S.

The Dakota (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a exible and extensible interface between simulation codes and iterative analysis methods. Dakota contains algorithms for optimization with gradient and nongradient-based methods; uncertainty quanti cation with sampling, reliability, and stochastic expansion methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. By employing object-oriented design to implement abstractions of the key components requiredmore » for iterative systems analyses, the Dakota toolkit provides a exible and extensible problem-solving environment for design and performance analysis of computational models on high performance computers. This report serves as a user's manual for the Dakota software and provides capability overviews and procedures for software execution, as well as a variety of example studies.« less

An introduction to optimal power flow: Theory, formulation, and examples

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

Frank, Stephen; Rebennack, Steffen

The set of optimization problems in electric power systems engineering known collectively as Optimal Power Flow (OPF) is one of the most practically important and well-researched subfields of constrained nonlinear optimization. OPF has enjoyed a rich history of research, innovation, and publication since its debut five decades ago. Nevertheless, entry into OPF research is a daunting task for the uninitiated--both due to the sheer volume of literature and because OPF's ubiquity within the electric power systems community has led authors to assume a great deal of prior knowledge that readers unfamiliar with electric power systems may not possess. This articlemore » provides an introduction to OPF from an operations research perspective; it describes a complete and concise basis of knowledge for beginning OPF research. The discussion is tailored for the operations researcher who has experience with nonlinear optimization but little knowledge of electrical engineering. Topics covered include power systems modeling, the power flow equations, typical OPF formulations, and common OPF extensions.« less

Decentralized stabilization for a class of continuous-time nonlinear interconnected systems using online learning optimal control approach.

PubMed

Liu, Derong; Wang, Ding; Li, Hongliang

2014-02-01

In this paper, using a neural-network-based online learning optimal control approach, a novel decentralized control strategy is developed to stabilize a class of continuous-time nonlinear interconnected large-scale systems. First, optimal controllers of the isolated subsystems are designed with cost functions reflecting the bounds of interconnections. Then, it is proven that the decentralized control strategy of the overall system can be established by adding appropriate feedback gains to the optimal control policies of the isolated subsystems. Next, an online policy iteration algorithm is presented to solve the Hamilton-Jacobi-Bellman equations related to the optimal control problem. Through constructing a set of critic neural networks, the cost functions can be obtained approximately, followed by the control policies. Furthermore, the dynamics of the estimation errors of the critic networks are verified to be uniformly and ultimately bounded. Finally, a simulation example is provided to illustrate the effectiveness of the present decentralized control scheme.

Mesh refinement strategy for optimal control problems

NASA Astrophysics Data System (ADS)

Paiva, L. T.; Fontes, F. A. C. C.

2013-10-01

Direct methods are becoming the most used technique to solve nonlinear optimal control problems. Regular time meshes having equidistant spacing are frequently used. However, in some cases these meshes cannot cope accurately with nonlinear behavior. One way to improve the solution is to select a new mesh with a greater number of nodes. Another way, involves adaptive mesh refinement. In this case, the mesh nodes have non equidistant spacing which allow a non uniform nodes collocation. In the method presented in this paper, a time mesh refinement strategy based on the local error is developed. After computing a solution in a coarse mesh, the local error is evaluated, which gives information about the subintervals of time domain where refinement is needed. This procedure is repeated until the local error reaches a user-specified threshold. The technique is applied to solve the car-like vehicle problem aiming minimum consumption. The approach developed in this paper leads to results with greater accuracy and yet with lower overall computational time as compared to using a time meshes having equidistant spacing.

Distributed Event-Based Set-Membership Filtering for a Class of Nonlinear Systems With Sensor Saturations Over Sensor Networks.

PubMed

Ma, Lifeng; Wang, Zidong; Lam, Hak-Keung; Kyriakoulis, Nikos

2017-11-01

In this paper, the distributed set-membership filtering problem is investigated for a class of discrete time-varying system with an event-based communication mechanism over sensor networks. The system under consideration is subject to sector-bounded nonlinearity, unknown but bounded noises and sensor saturations. Each intelligent sensing node transmits the data to its neighbors only when certain triggering condition is violated. By means of a set of recursive matrix inequalities, sufficient conditions are derived for the existence of the desired distributed event-based filter which is capable of confining the system state in certain ellipsoidal regions centered at the estimates. Within the established theoretical framework, two additional optimization problems are formulated: one is to seek the minimal ellipsoids (in the sense of matrix trace) for the best filtering performance, and the other is to maximize the triggering threshold so as to reduce the triggering frequency with satisfactory filtering performance. A numerically attractive chaos algorithm is employed to solve the optimization problems. Finally, an illustrative example is presented to demonstrate the effectiveness and applicability of the proposed algorithm.

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.

A coupled electro-thermal Discontinuous Galerkin method

NASA Astrophysics Data System (ADS)

Homsi, L.; Geuzaine, C.; Noels, L.

2017-11-01

This paper presents a Discontinuous Galerkin scheme in order to solve the nonlinear elliptic partial differential equations of coupled electro-thermal problems. In this paper we discuss the fundamental equations for the transport of electricity and heat, in terms of macroscopic variables such as temperature and electric potential. A fully coupled nonlinear weak formulation for electro-thermal problems is developed based on continuum mechanics equations expressed in terms of energetically conjugated pair of fluxes and fields gradients. The weak form can thus be formulated as a Discontinuous Galerkin method. The existence and uniqueness of the weak form solution are proved. The numerical properties of the nonlinear elliptic problems i.e., consistency and stability, are demonstrated under specific conditions, i.e. use of high enough stabilization parameter and at least quadratic polynomial approximations. Moreover the prior error estimates in the H1-norm and in the L2-norm are shown to be optimal in the mesh size with the polynomial approximation degree.

Optimal reorientation of asymmetric underactuated spacecraft using differential flatness and receding horizon control

NASA Astrophysics Data System (ADS)

Cai, Wei-wei; Yang, Le-ping; Zhu, Yan-wei

2015-01-01

This paper presents a novel method integrating nominal trajectory optimization and tracking for the reorientation control of an underactuated spacecraft with only two available control torque inputs. By employing a pseudo input along the uncontrolled axis, the flatness property of a general underactuated spacecraft is extended explicitly, by which the reorientation trajectory optimization problem is formulated into the flat output space with all the differential constraints eliminated. Ultimately, the flat output optimization problem is transformed into a nonlinear programming problem via the Chebyshev pseudospectral method, which is improved by the conformal map and barycentric rational interpolation techniques to overcome the side effects of the differential matrix's ill-conditions on numerical accuracy. Treating the trajectory tracking control as a state regulation problem, we develop a robust closed-loop tracking control law using the receding-horizon control method, and compute the feedback control at each control cycle rapidly via the differential transformation method. Numerical simulation results show that the proposed control scheme is feasible and effective for the reorientation maneuver.

AITSO: A Tool for Spatial Optimization Based on Artificial Immune Systems

PubMed Central

Zhao, Xiang; Liu, Yaolin; Liu, Dianfeng; Ma, Xiaoya

2015-01-01

A great challenge facing geocomputation and spatial analysis is spatial optimization, given that it involves various high-dimensional, nonlinear, and complicated relationships. Many efforts have been made with regard to this specific issue, and the strong ability of artificial immune system algorithms has been proven in previous studies. However, user-friendly professional software is still unavailable, which is a great impediment to the popularity of artificial immune systems. This paper describes a free, universal tool, named AITSO, which is capable of solving various optimization problems. It provides a series of standard application programming interfaces (APIs) which can (1) assist researchers in the development of their own problem-specific application plugins to solve practical problems and (2) allow the implementation of some advanced immune operators into the platform to improve the performance of an algorithm. As an integrated, flexible, and convenient tool, AITSO contributes to knowledge sharing and practical problem solving. It is therefore believed that it will advance the development and popularity of spatial optimization in geocomputation and spatial analysis. PMID:25678911

Augmented Lagrange Programming Neural Network for Localization Using Time-Difference-of-Arrival Measurements.

PubMed

Han, Zifa; Leung, Chi Sing; So, Hing Cheung; Constantinides, Anthony George

2017-08-15

A commonly used measurement model for locating a mobile source is time-difference-of-arrival (TDOA). As each TDOA measurement defines a hyperbola, it is not straightforward to compute the mobile source position due to the nonlinear relationship in the measurements. This brief exploits the Lagrange programming neural network (LPNN), which provides a general framework to solve nonlinear constrained optimization problems, for the TDOA-based localization. The local stability of the proposed LPNN solution is also analyzed. Simulation results are included to evaluate the localization accuracy of the LPNN scheme by comparing with the state-of-the-art methods and the optimality benchmark of Cramér-Rao lower bound.

A numerical study of different projection-based model reduction techniques applied to computational homogenisation

NASA Astrophysics Data System (ADS)

Soldner, Dominic; Brands, Benjamin; Zabihyan, Reza; Steinmann, Paul; Mergheim, Julia

2017-10-01

Computing the macroscopic material response of a continuum body commonly involves the formulation of a phenomenological constitutive model. However, the response is mainly influenced by the heterogeneous microstructure. Computational homogenisation can be used to determine the constitutive behaviour on the macro-scale by solving a boundary value problem at the micro-scale for every so-called macroscopic material point within a nested solution scheme. Hence, this procedure requires the repeated solution of similar microscopic boundary value problems. To reduce the computational cost, model order reduction techniques can be applied. An important aspect thereby is the robustness of the obtained reduced model. Within this study reduced-order modelling (ROM) for the geometrically nonlinear case using hyperelastic materials is applied for the boundary value problem on the micro-scale. This involves the Proper Orthogonal Decomposition (POD) for the primary unknown and hyper-reduction methods for the arising nonlinearity. Therein three methods for hyper-reduction, differing in how the nonlinearity is approximated and the subsequent projection, are compared in terms of accuracy and robustness. Introducing interpolation or Gappy-POD based approximations may not preserve the symmetry of the system tangent, rendering the widely used Galerkin projection sub-optimal. Hence, a different projection related to a Gauss-Newton scheme (Gauss-Newton with Approximated Tensors- GNAT) is favoured to obtain an optimal projection and a robust reduced model.

An Algorithm for Efficient Maximum Likelihood Estimation and Confidence Interval Determination in Nonlinear Estimation Problems

NASA Technical Reports Server (NTRS)

Murphy, Patrick Charles

1985-01-01

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.

Economic policy optimization based on both one stochastic model and the parametric control theory

NASA Astrophysics Data System (ADS)

Ashimov, Abdykappar; Borovskiy, Yuriy; Onalbekov, Mukhit

2016-06-01

A nonlinear dynamic stochastic general equilibrium model with financial frictions is developed to describe two interacting national economies in the environment of the rest of the world. Parameters of nonlinear model are estimated based on its log-linearization by the Bayesian approach. The nonlinear model is verified by retroprognosis, estimation of stability indicators of mappings specified by the model, and estimation the degree of coincidence for results of internal and external shocks' effects on macroeconomic indicators on the basis of the estimated nonlinear model and its log-linearization. On the base of the nonlinear model, the parametric control problems of economic growth and volatility of macroeconomic indicators of Kazakhstan are formulated and solved for two exchange rate regimes (free floating and managed floating exchange rates)

Manual of phosphoric acid fuel cell power plant optimization model and computer program

NASA Technical Reports Server (NTRS)

Lu, C. Y.; Alkasab, K. A.

1984-01-01

An optimized cost and performance model for a phosphoric acid fuel cell power plant system was derived and developed into a modular FORTRAN computer code. Cost, energy, mass, and electrochemical analyses were combined to develop a mathematical model for optimizing the steam to methane ratio in the reformer, hydrogen utilization in the PAFC plates per stack. The nonlinear programming code, COMPUTE, was used to solve this model, in which the method of mixed penalty function combined with Hooke and Jeeves pattern search was chosen to evaluate this specific optimization problem.

Adaptive eigenspace method for inverse scattering problems in the frequency domain

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

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.

Application of shifted Jacobi pseudospectral method for solving (in)finite-horizon min-max optimal control problems with uncertainty

NASA Astrophysics Data System (ADS)

Nikooeinejad, Z.; Delavarkhalafi, A.; Heydari, M.

2018-03-01

The difficulty of solving the min-max optimal control problems (M-MOCPs) with uncertainty using generalised Euler-Lagrange equations is caused by the combination of split boundary conditions, nonlinear differential equations and the manner in which the final time is treated. In this investigation, the shifted Jacobi pseudospectral method (SJPM) as a numerical technique for solving two-point boundary value problems (TPBVPs) in M-MOCPs for several boundary states is proposed. At first, a novel framework of approximate solutions which satisfied the split boundary conditions automatically for various boundary states is presented. Then, by applying the generalised Euler-Lagrange equations and expanding the required approximate solutions as elements of shifted Jacobi polynomials, finding a solution of TPBVPs in nonlinear M-MOCPs with uncertainty is reduced to the solution of a system of algebraic equations. Moreover, the Jacobi polynomials are particularly useful for boundary value problems in unbounded domain, which allow us to solve infinite- as well as finite and free final time problems by domain truncation method. Some numerical examples are given to demonstrate the accuracy and efficiency of the proposed method. A comparative study between the proposed method and other existing methods shows that the SJPM is simple and accurate.

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

NASA Technical Reports Server (NTRS)

Nagarajan, N.

1974-01-01

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

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

NASA Technical Reports Server (NTRS)

Brandt, A.

1979-01-01

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

A Bell-Curved Based Algorithm for Mixed Continuous and Discrete Structural Optimization

NASA Technical Reports Server (NTRS)

Kincaid, Rex K.; Weber, Michael; Sobieszczanski-Sobieski, Jaroslaw

2001-01-01

An evolutionary based strategy utilizing two normal distributions to generate children is developed to solve mixed integer nonlinear programming problems. This Bell-Curve Based (BCB) evolutionary algorithm is similar in spirit to (mu + mu) evolutionary strategies and evolutionary programs but with fewer parameters to adjust and no mechanism for self adaptation. First, a new version of BCB to solve purely discrete optimization problems is described and its performance tested against a tabu search code for an actuator placement problem. Next, the performance of a combined version of discrete and continuous BCB is tested on 2-dimensional shape problems and on a minimum weight hub design problem. In the latter case the discrete portion is the choice of the underlying beam shape (I, triangular, circular, rectangular, or U).

Visualizing and improving the robustness of phase retrieval algorithms

DOE PAGES

Tripathi, Ashish; Leyffer, Sven; Munson, Todd; ...

2015-06-01

Coherent x-ray diffractive imaging is a novel imaging technique that utilizes phase retrieval and nonlinear optimization methods to image matter at nanometer scales. We explore how the convergence properties of a popular phase retrieval algorithm, Fienup's HIO, behave by introducing a reduced dimensionality problem allowing us to visualize and quantify convergence to local minima and the globally optimal solution. We then introduce generalizations of HIO that improve upon the original algorithm's ability to converge to the globally optimal solution.

Visualizing and improving the robustness of phase retrieval algorithms

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

Tripathi, Ashish; Leyffer, Sven; Munson, Todd

Coherent x-ray diffractive imaging is a novel imaging technique that utilizes phase retrieval and nonlinear optimization methods to image matter at nanometer scales. We explore how the convergence properties of a popular phase retrieval algorithm, Fienup's HIO, behave by introducing a reduced dimensionality problem allowing us to visualize and quantify convergence to local minima and the globally optimal solution. We then introduce generalizations of HIO that improve upon the original algorithm's ability to converge to the globally optimal solution.

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.

Optimization-based power management of hybrid power systems with applications in advanced hybrid electric vehicles and wind farms with battery storage

NASA Astrophysics Data System (ADS)

Borhan, Hoseinali

Modern hybrid electric vehicles and many stationary renewable power generation systems combine multiple power generating and energy storage devices to achieve an overall system-level efficiency and flexibility which is higher than their individual components. The power or energy management control, "brain" of these "hybrid" systems, determines adaptively and based on the power demand the power split between multiple subsystems and plays a critical role in overall system-level efficiency. This dissertation proposes that a receding horizon optimal control (aka Model Predictive Control) approach can be a natural and systematic framework for formulating this type of power management controls. More importantly the dissertation develops new results based on the classical theory of optimal control that allow solving the resulting optimal control problem in real-time, in spite of the complexities that arise due to several system nonlinearities and constraints. The dissertation focus is on two classes of hybrid systems: hybrid electric vehicles in the first part and wind farms with battery storage in the second part. The first part of the dissertation proposes and fully develops a real-time optimization-based power management strategy for hybrid electric vehicles. Current industry practice uses rule-based control techniques with "else-then-if" logic and look-up maps and tables in the power management of production hybrid vehicles. These algorithms are not guaranteed to result in the best possible fuel economy and there exists a gap between their performance and a minimum possible fuel economy benchmark. Furthermore, considerable time and effort are spent calibrating the control system in the vehicle development phase, and there is little flexibility in real-time handling of constraints and re-optimization of the system operation in the event of changing operating conditions and varying parameters. In addition, a proliferation of different powertrain configurations may result in the need for repeated control system redesign. To address these shortcomings, we formulate the power management problem as a nonlinear and constrained optimal control problem. Solution of this optimal control problem in real-time on chronometric- and memory-constrained automotive microcontrollers is quite challenging; this computational complexity is due to the highly nonlinear dynamics of the powertrain subsystems, mixed-integer switching modes of their operation, and time-varying and nonlinear hard constraints that system variables should satisfy. The main contribution of the first part of the dissertation is that it establishes methods for systematic and step-by step improvements in fuel economy while maintaining the algorithmic computational requirements in a real-time implementable framework. More specifically a linear time-varying model predictive control approach is employed first which uses sequential quadratic programming to find sub-optimal solutions to the power management problem. Next the objective function is further refined and broken into a short and a long horizon segments; the latter approximated as a function of the state using the connection between the Pontryagin minimum principle and Hamilton-Jacobi-Bellman equations. The power management problem is then solved using a nonlinear MPC framework with a dynamic programming solver and the fuel economy is further improved. Typical simplifying academic assumptions are minimal throughout this work, thanks to close collaboration with research scientists at Ford research labs and their stringent requirement that the proposed solutions be tested on high-fidelity production models. Simulation results on a high-fidelity model of a hybrid electric vehicle over multiple standard driving cycles reveal the potential for substantial fuel economy gains. To address the control calibration challenges, we also present a novel and fast calibration technique utilizing parallel computing techniques. ^ The second part of this dissertation presents an optimization-based control strategy for the power management of a wind farm with battery storage. The strategy seeks to minimize the error between the power delivered by the wind farm with battery storage and the power demand from an operator. In addition, the strategy attempts to maximize battery life. The control strategy has two main stages. The first stage produces a family of control solutions that minimize the power error subject to the battery constraints over an optimization horizon. These solutions are parameterized by a given value for the state of charge at the end of the optimization horizon. The second stage screens the family of control solutions to select one attaining an optimal balance between power error and battery life. The battery life model used in this stage is a weighted Amp-hour (Ah) throughput model. The control strategy is modular, allowing for more sophisticated optimization models in the first stage, or more elaborate battery life models in the second stage. The strategy is implemented in real-time in the framework of Model Predictive Control (MPC).

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

NASA Astrophysics Data System (ADS)

Godio, A.; Santilano, A.

2018-01-01

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

A novel optimization algorithm for MIMO Hammerstein model identification under heavy-tailed noise.

PubMed

Jin, Qibing; Wang, Hehe; Su, Qixin; Jiang, Beiyan; Liu, Qie

2018-01-01

In this paper, we study the system identification of multi-input multi-output (MIMO) Hammerstein processes under the typical heavy-tailed noise. To the best of our knowledge, there is no general analytical method to solve this identification problem. Motivated by this, we propose a general identification method to solve this problem based on a Gaussian-Mixture Distribution intelligent optimization algorithm (GMDA). The nonlinear part of Hammerstein process is modeled by a Radial Basis Function (RBF) neural network, and the identification problem is converted to an optimization problem. To overcome the drawbacks of analytical identification method in the presence of heavy-tailed noise, a meta-heuristic optimization algorithm, Cuckoo search (CS) algorithm is used. To improve its performance for this identification problem, the Gaussian-mixture Distribution (GMD) and the GMD sequences are introduced to improve the performance of the standard CS algorithm. Numerical simulations for different MIMO Hammerstein models are carried out, and the simulation results verify the effectiveness of the proposed GMDA. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

An Efficient Method Coupling Kernel Principal Component Analysis with Adjoint-Based Optimal Control and Its Goal-Oriented Extensions

NASA Astrophysics Data System (ADS)

Thimmisetty, C.; Talbot, C.; Tong, C. H.; Chen, X.

2016-12-01

The representativeness of available data poses a significant fundamental challenge to the quantification of uncertainty in geophysical systems. Furthermore, the successful application of machine learning methods to geophysical problems involving data assimilation is inherently constrained by the extent to which obtainable data represent the problem considered. We show how the adjoint method, coupled with optimization based on methods of machine learning, can facilitate the minimization of an objective function defined on a space of significantly reduced dimension. By considering uncertain parameters as constituting a stochastic process, the Karhunen-Loeve expansion and its nonlinear extensions furnish an optimal basis with respect to which optimization using L-BFGS can be carried out. In particular, we demonstrate that kernel PCA can be coupled with adjoint-based optimal control methods to successfully determine the distribution of material parameter values for problems in the context of channelized deformable media governed by the equations of linear elasticity. Since certain subsets of the original data are characterized by different features, the convergence rate of the method in part depends on, and may be limited by, the observations used to furnish the kernel principal component basis. By determining appropriate weights for realizations of the stochastic random field, then, one may accelerate the convergence of the method. To this end, we present a formulation of Weighted PCA combined with a gradient-based means using automatic differentiation to iteratively re-weight observations concurrent with the determination of an optimal reduced set control variables in the feature space. We demonstrate how improvements in the accuracy and computational efficiency of the weighted linear method can be achieved over existing unweighted kernel methods, and discuss nonlinear extensions of the algorithm.

Planning nonlinear access paths for temporal bone surgery.

PubMed

Fauser, Johannes; Sakas, Georgios; Mukhopadhyay, Anirban

2018-05-01

Interventions at the otobasis operate in the narrow region of the temporal bone where several highly sensitive organs define obstacles with minimal clearance for surgical instruments. Nonlinear trajectories for potential minimally invasive interventions can provide larger distances to risk structures and optimized orientations of surgical instruments, thus improving clinical outcomes when compared to existing linear approaches. In this paper, we present fast and accurate planning methods for such nonlinear access paths. We define a specific motion planning problem in [Formula: see text] with notable constraints in computation time and goal pose that reflect the requirements of temporal bone surgery. We then present [Formula: see text]-RRT-Connect: two suitable motion planners based on bidirectional Rapidly exploring Random Tree (RRT) to solve this problem efficiently. The benefits of [Formula: see text]-RRT-Connect are demonstrated on real CT data of patients. Their general performance is shown on a large set of realistic synthetic anatomies. We also show that these new algorithms outperform state-of-the-art methods based on circular arcs or Bézier-Splines when applied to this specific problem. With this work, we demonstrate that preoperative and intra-operative planning of nonlinear access paths is possible for minimally invasive surgeries at the otobasis.

An inverse problem strategy based on forward model evaluations: Gradient-based optimization without adjoint solves

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

Aguilo Valentin, Miguel Alejandro

2016-07-01

This study presents a new nonlinear programming formulation for the solution of inverse problems. First, a general inverse problem formulation based on the compliance error functional is presented. The proposed error functional enables the computation of the Lagrange multipliers, and thus the first order derivative information, at the expense of just one model evaluation. Therefore, the calculation of the Lagrange multipliers does not require the solution of the computationally intensive adjoint problem. This leads to significant speedups for large-scale, gradient-based inverse problems.

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.

Ant Colony Optimization for Markowitz Mean-Variance Portfolio Model

NASA Astrophysics Data System (ADS)

Deng, Guang-Feng; Lin, Woo-Tsong

This work presents Ant Colony Optimization (ACO), which was initially developed to be a meta-heuristic for combinatorial optimization, for solving the cardinality constraints Markowitz mean-variance portfolio model (nonlinear mixed quadratic programming problem). To our knowledge, an efficient algorithmic solution for this problem has not been proposed until now. Using heuristic algorithms in this case is imperative. Numerical solutions are obtained for five analyses of weekly price data for the following indices for the period March, 1992 to September, 1997: Hang Seng 31 in Hong Kong, DAX 100 in Germany, FTSE 100 in UK, S&P 100 in USA and Nikkei 225 in Japan. The test results indicate that the ACO is much more robust and effective than Particle swarm optimization (PSO), especially for low-risk investment portfolios.

A genetic technique for planning a control sequence to navigate the state space with a quasi-minimum-cost output trajectory for a non-linear multi-dimnensional system

NASA Technical Reports Server (NTRS)

Hein, C.; Meystel, A.

1994-01-01

There are many multi-stage optimization problems that are not easily solved through any known direct method when the stages are coupled. For instance, we have investigated the problem of planning a vehicle's control sequence to negotiate obstacles and reach a goal in minimum time. The vehicle has a known mass, and the controlling forces have finite limits. We have developed a technique that finds admissible control trajectories which tend to minimize the vehicle's transit time through the obstacle field. The immediate applications is that of a space robot which must rapidly traverse around 2-or-3 dimensional structures via application of a rotating thruster or non-rotating on-off for such vehicles is located at the Marshall Space Flight Center in Huntsville Alabama. However, it appears that the development method is applicable to a general set of optimization problems in which the cost function and the multi-dimensional multi-state system can be any nonlinear functions, which are continuous in the operating regions. Other applications included the planning of optimal navigation pathways through a transversability graph; the planning of control input for under-water maneuvering vehicles which have complex control state-space relationships; the planning of control sequences for milling and manufacturing robots; the planning of control and trajectories for automated delivery vehicles; and the optimization and athletic training in slalom sports.

Extended Decentralized Linear-Quadratic-Gaussian Control

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

2000-01-01

A straightforward extension of a solution to the decentralized linear-Quadratic-Gaussian problem is proposed that allows its use for commonly encountered classes of problems that are currently solved with the extended Kalman filter. This extension allows the system to be partitioned in such a way as to exclude the nonlinearities from the essential algebraic relationships that allow the estimation and control to be optimally decentralized.

Optimization of Straight Cylindrical Turning Using Artificial Bee Colony (ABC) Algorithm

NASA Astrophysics Data System (ADS)

Prasanth, Rajanampalli Seshasai Srinivasa; Hans Raj, Kandikonda

2017-04-01

Artificial bee colony (ABC) algorithm, that mimics the intelligent foraging behavior of honey bees, is increasingly gaining acceptance in the field of process optimization, as it is capable of handling nonlinearity, complexity and uncertainty. Straight cylindrical turning is a complex and nonlinear machining process which involves the selection of appropriate cutting parameters that affect the quality of the workpiece. This paper presents the estimation of optimal cutting parameters of the straight cylindrical turning process using the ABC algorithm. The ABC algorithm is first tested on four benchmark problems of numerical optimization and its performance is compared with genetic algorithm (GA) and ant colony optimization (ACO) algorithm. Results indicate that, the rate of convergence of ABC algorithm is better than GA and ACO. Then, the ABC algorithm is used to predict optimal cutting parameters such as cutting speed, feed rate, depth of cut and tool nose radius to achieve good surface finish. Results indicate that, the ABC algorithm estimated a comparable surface finish when compared with real coded genetic algorithm and differential evolution algorithm.

DAKOTA Design Analysis Kit for Optimization and Terascale

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

Adams, Brian M.; Dalbey, Keith R.; Eldred, Michael S.

2010-02-24

The DAKOTA (Design Analysis Kit for Optimization and Terascale Applications) toolkit provides a flexible and extensible interface between simulation codes (computational models) and iterative analysis methods. By employing object-oriented design to implement abstractions of the key components required for iterative systems analyses, the DAKOTA toolkit provides a flexible and extensible problem-solving environment for design and analysis of computational models on high performance computers.A user provides a set of DAKOTA commands in an input file and launches DAKOTA. DAKOTA invokes instances of the computational models, collects their results, and performs systems analyses. DAKOTA contains algorithms for optimization with gradient and nongradient-basedmore » methods; uncertainty quantification with sampling, reliability, polynomial chaos, stochastic collocation, and epistemic methods; parameter estimation with nonlinear least squares methods; and sensitivity/variance analysis with design of experiments and parameter study methods. These capabilities may be used on their own or as components within advanced strategies such as hybrid optimization, surrogate-based optimization, mixed integer nonlinear programming, or optimization under uncertainty. Services for parallel computing, simulation interfacing, approximation modeling, fault tolerance, restart, and graphics are also included.« less

Estimation of regions of attraction and ultimate boundedness for multiloop LQ regulators. [Linear Quadratic

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1984-01-01

Closed-loop stability is investigated for multivariable linear time-invariant systems controlled by optimal full state feedback linear quadratic (LQ) regulators, with nonlinear gains present in the feedback channels. Estimates are obtained for the region of attraction when the nonlinearities escape the (0.5, infinity) sector in regions away from the origin and for the region of ultimate boundedness when the nonlinearities escape the sector near the origin. The expressions for these regions also provide methods for selecting the performance function parameters in order to obtain LQ designs with better tolerance for nonlinearities. The analytical results are illustrated by applying them to the problem of controlling the rigid-body pitch angle and elastic motion of a large, flexible space antenna.

Initial-boundary layer associated with the nonlinear Darcy-Brinkman-Oberbeck-Boussinesq system

NASA Astrophysics Data System (ADS)

Fei, Mingwen; Han, Daozhi; Wang, Xiaoming

2017-01-01

In this paper, we study the vanishing Darcy number limit of the nonlinear Darcy-Brinkman-Oberbeck-Boussinesq system (DBOB). This singular perturbation problem involves singular structures both in time and in space giving rise to initial layers, boundary layers and initial-boundary layers. We construct an approximate solution to the DBOB system by the method of multiple scale expansions. The convergence with optimal convergence rates in certain Sobolev norms is established rigorously via the energy method.

Application of fuzzy theories to formulation of multi-objective design problems. [for helicopters

NASA Technical Reports Server (NTRS)

Dhingra, A. K.; Rao, S. S.; Miura, H.

1988-01-01

Much of the decision making in real world takes place in an environment in which the goals, the constraints, and the consequences of possible actions are not known precisely. In order to deal with imprecision quantitatively, the tools of fuzzy set theory can by used. This paper demonstrates the effectiveness of fuzzy theories in the formulation and solution of two types of helicopter design problems involving multiple objectives. The first problem deals with the determination of optimal flight parameters to accomplish a specified mission in the presence of three competing objectives. The second problem addresses the optimal design of the main rotor of a helicopter involving eight objective functions. A method of solving these multi-objective problems using nonlinear programming techniques is presented. Results obtained using fuzzy formulation are compared with those obtained using crisp optimization techniques. The outlined procedures are expected to be useful in situations where doubt arises about the exactness of permissible values, degree of credibility, and correctness of statements and judgements.

Nonlinear zero-sum differential game analysis by singular perturbation methods

NASA Technical Reports Server (NTRS)

Sinar, J.; Farber, N.

1982-01-01

A class of nonlinear, zero-sum differential games, exhibiting time-scale separation properties, can be analyzed by singular-perturbation techniques. The merits of such an analysis, leading to an approximate game solution, as well as the 'well-posedness' of the formulation, are discussed. This approach is shown to be attractive for investigating pursuit-evasion problems; the original multidimensional differential game is decomposed to a 'simple pursuit' (free-stream) game and two independent (boundary-layer) optimal-control problems. Using multiple time-scale boundary-layer models results in a pair of uniformly valid zero-order composite feedback strategies. The dependence of suboptimal strategies on relative geometry and own-state measurements is demonstrated by a three dimensional, constant-speed example. For game analysis with realistic vehicle dynamics, the technique of forced singular perturbations and a variable modeling approach is proposed. Accuracy of the analysis is evaluated by comparison with the numerical solution of a time-optimal, variable-speed 'game of two cars' in the horizontal plane.

Magnetic localization and orientation of the capsule endoscope based on a random complex algorithm.

PubMed

He, Xiaoqi; Zheng, Zizhao; Hu, Chao

2015-01-01

The development of the capsule endoscope has made possible the examination of the whole gastrointestinal tract without much pain. However, there are still some important problems to be solved, among which, one important problem is the localization of the capsule. Currently, magnetic positioning technology is a suitable method for capsule localization, and this depends on a reliable system and algorithm. In this paper, based on the magnetic dipole model as well as magnetic sensor array, we propose nonlinear optimization algorithms using a random complex algorithm, applied to the optimization calculation for the nonlinear function of the dipole, to determine the three-dimensional position parameters and two-dimensional direction parameters. The stability and the antinoise ability of the algorithm is compared with the Levenberg-Marquart algorithm. The simulation and experiment results show that in terms of the error level of the initial guess of magnet location, the random complex algorithm is more accurate, more stable, and has a higher "denoise" capacity, with a larger range for initial guess values.

On Mixed Data and Event Driven Design for Adaptive-Critic-Based Nonlinear $H_{\\infty}$ Control.

PubMed

Wang, Ding; Mu, Chaoxu; Liu, Derong; Ma, Hongwen

2018-04-01

In this paper, based on the adaptive critic learning technique, the control for a class of unknown nonlinear dynamic systems is investigated by adopting a mixed data and event driven design approach. The nonlinear control problem is formulated as a two-player zero-sum differential game and the adaptive critic method is employed to cope with the data-based optimization. The novelty lies in that the data driven learning identifier is combined with the event driven design formulation, in order to develop the adaptive critic controller, thereby accomplishing the nonlinear control. The event driven optimal control law and the time driven worst case disturbance law are approximated by constructing and tuning a critic neural network. Applying the event driven feedback control, the closed-loop system is built with stability analysis. Simulation studies are conducted to verify the theoretical results and illustrate the control performance. It is significant to observe that the present research provides a new avenue of integrating data-based control and event-triggering mechanism into establishing advanced adaptive critic systems.

Neural robust stabilization via event-triggering mechanism and adaptive learning technique.

PubMed

Wang, Ding; Liu, Derong

2018-06-01

The robust control synthesis of continuous-time nonlinear systems with uncertain term is investigated via event-triggering mechanism and adaptive critic learning technique. We mainly focus on combining the event-triggering mechanism with adaptive critic designs, so as to solve the nonlinear robust control problem. This can not only make better use of computation and communication resources, but also conduct controller design from the view of intelligent optimization. Through theoretical analysis, the nonlinear robust stabilization can be achieved by obtaining an event-triggered optimal control law of the nominal system with a newly defined cost function and a certain triggering condition. The adaptive critic technique is employed to facilitate the event-triggered control design, where a neural network is introduced as an approximator of the learning phase. The performance of the event-triggered robust control scheme is validated via simulation studies and comparisons. The present method extends the application domain of both event-triggered control and adaptive critic control to nonlinear systems possessing dynamical uncertainties. Copyright © 2018 Elsevier Ltd. All rights reserved.

L1-norm kernel discriminant analysis via Bayes error bound optimization for robust feature extraction.

PubMed

Zheng, Wenming; Lin, Zhouchen; Wang, Haixian

2014-04-01

A novel discriminant analysis criterion is derived in this paper under the theoretical framework of Bayes optimality. In contrast to the conventional Fisher's discriminant criterion, the major novelty of the proposed one is the use of L1 norm rather than L2 norm, which makes it less sensitive to the outliers. With the L1-norm discriminant criterion, we propose a new linear discriminant analysis (L1-LDA) method for linear feature extraction problem. To solve the L1-LDA optimization problem, we propose an efficient iterative algorithm, in which a novel surrogate convex function is introduced such that the optimization problem in each iteration is to simply solve a convex programming problem and a close-form solution is guaranteed to this problem. Moreover, we also generalize the L1-LDA method to deal with the nonlinear robust feature extraction problems via the use of kernel trick, and hereafter proposed the L1-norm kernel discriminant analysis (L1-KDA) method. Extensive experiments on simulated and real data sets are conducted to evaluate the effectiveness of the proposed method in comparing with the state-of-the-art methods.

Solving inversion problems with neural networks

NASA Technical Reports Server (NTRS)

Kamgar-Parsi, Behzad; Gualtieri, J. A.

1990-01-01

A class of inverse problems in remote sensing can be characterized by Q = F(x), where F is a nonlinear and noninvertible (or hard to invert) operator, and the objective is to infer the unknowns, x, from the observed quantities, Q. Since the number of observations is usually greater than the number of unknowns, these problems are formulated as optimization problems, which can be solved by a variety of techniques. The feasibility of neural networks for solving such problems is presently investigated. As an example, the problem of finding the atmospheric ozone profile from measured ultraviolet radiances is studied.

Nonlinear optimal control policies for buoyancy-driven flows in the built environment

NASA Astrophysics Data System (ADS)

Nabi, Saleh; Grover, Piyush; Caulfield, Colm

2017-11-01

We consider optimal control of turbulent buoyancy-driven flows in the built environment, focusing on a model test case of displacement ventilation with a time-varying heat source. The flow is modeled using the unsteady Reynolds-averaged equations (URANS). To understand the stratification dynamics better, we derive a low-order partial-mixing ODE model extending the buoyancy-driven emptying filling box problem to the case of where both the heat source and the (controlled) inlet flow are time-varying. In the limit of a single step-change in the heat source strength, our model is consistent with that of Bower et al.. Our model considers the dynamics of both `filling' and `intruding' added layers due to a time-varying source and inlet flow. A nonlinear direct-adjoint-looping optimal control formulation yields time-varying values of temperature and velocity of the inlet flow that lead to `optimal' time-averaged temperature relative to appropriate objective functionals in a region of interest.

Optimal Frequency-Domain System Realization with Weighting

NASA Technical Reports Server (NTRS)

Juang, Jer-Nan; Maghami, Peiman G.

1999-01-01

Several approaches are presented to identify an experimental system model directly from frequency response data. The formulation uses a matrix-fraction description as the model structure. Frequency weighting such as exponential weighting is introduced to solve a weighted least-squares problem to obtain the coefficient matrices for the matrix-fraction description. A multi-variable state-space model can then be formed using the coefficient matrices of the matrix-fraction description. Three different approaches are introduced to fine-tune the model using nonlinear programming methods to minimize the desired cost function. The first method uses an eigenvalue assignment technique to reassign a subset of system poles to improve the identified model. The second method deals with the model in the real Schur or modal form, reassigns a subset of system poles, and adjusts the columns (rows) of the input (output) influence matrix using a nonlinear optimizer. The third method also optimizes a subset of poles, but the input and output influence matrices are refined at every optimization step through least-squares procedures.

Computation of maximum gust loads in nonlinear aircraft using a new method based on the matched filter approach and numerical optimization

NASA Technical Reports Server (NTRS)

Pototzky, Anthony S.; Heeg, Jennifer; Perry, Boyd, III

1990-01-01

Time-correlated gust loads are time histories of two or more load quantities due to the same disturbance time history. Time correlation provides knowledge of the value (magnitude and sign) of one load when another is maximum. At least two analysis methods have been identified that are capable of computing maximized time-correlated gust loads for linear aircraft. Both methods solve for the unit-energy gust profile (gust velocity as a function of time) that produces the maximum load at a given location on a linear airplane. Time-correlated gust loads are obtained by re-applying this gust profile to the airplane and computing multiple simultaneous load responses. Such time histories are physically realizable and may be applied to aircraft structures. Within the past several years there has been much interest in obtaining a practical analysis method which is capable of solving the analogous problem for nonlinear aircraft. Such an analysis method has been the focus of an international committee of gust loads specialists formed by the U.S. Federal Aviation Administration and was the topic of a panel discussion at the Gust and Buffet Loads session at the 1989 SDM Conference in Mobile, Alabama. The kinds of nonlinearities common on modern transport aircraft are indicated. The Statical Discrete Gust method is capable of being, but so far has not been, applied to nonlinear aircraft. To make the method practical for nonlinear applications, a search procedure is essential. Another method is based on Matched Filter Theory and, in its current form, is applicable to linear systems only. The purpose here is to present the status of an attempt to extend the matched filter approach to nonlinear systems. The extension uses Matched Filter Theory as a starting point and then employs a constrained optimization algorithm to attack the nonlinear problem.

A novel algorithm using an orthotropic material model for topology optimization

NASA Astrophysics Data System (ADS)

Tong, Liyong; Luo, Quantian

2017-09-01

This article presents a novel algorithm for topology optimization using an orthotropic material model. Based on the virtual work principle, mathematical formulations for effective orthotropic material properties of an element containing two materials are derived. An algorithm is developed for structural topology optimization using four orthotropic material properties, instead of one density or area ratio, in each element as design variables. As an illustrative example, minimum compliance problems for linear and nonlinear structures are solved using the present algorithm in conjunction with the moving iso-surface threshold method. The present numerical results reveal that: (1) chequerboards and single-node connections are not present even without filtering; (2) final topologies do not contain large grey areas even using a unity penalty factor; and (3) the well-known numerical issues caused by low-density material when considering geometric nonlinearity are resolved by eliminating low-density elements in finite element analyses.

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.

A variable-gain output feedback control design approach

NASA Technical Reports Server (NTRS)

Haylo, Nesim

1989-01-01

A multi-model design technique to find a variable-gain control law defined over the whole operating range is proposed. The design is formulated as an optimal control problem which minimizes a cost function weighing the performance at many operating points. The solution is obtained by embedding into the Multi-Configuration Control (MCC) problem, a multi-model robust control design technique. In contrast to conventional gain scheduling which uses a curve fit of single model designs, the optimal variable-gain control law stabilizes the plant at every operating point included in the design. An iterative algorithm to compute the optimal control gains is presented. The methodology has been successfully applied to reconfigurable aircraft flight control and to nonlinear flight control systems.

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.

Multidisciplinary optimization of a controlled space structure using 150 design variables

NASA Technical Reports Server (NTRS)

James, Benjamin B.

1993-01-01

A controls-structures interaction design method is presented. The method coordinates standard finite-element structural analysis, multivariable controls, and nonlinear programming codes and allows simultaneous optimization of the structure and control system of a spacecraft. Global sensitivity equations are used to account for coupling between the disciplines. Use of global sensitivity equations helps solve optimization problems that have a large number of design variables and a high degree of coupling between disciplines. The preliminary design of a generic geostationary platform is used to demonstrate the multidisciplinary optimization method. Design problems using 15, 63, and 150 design variables to optimize truss member sizes and feedback gain values are solved and the results are presented. The goal is to reduce the total mass of the structure and the vibration control system while satisfying constraints on vibration decay rate. Incorporation of the nonnegligible mass of actuators causes an essential coupling between structural design variables and control design variables.

Fuzzy multiobjective models for optimal operation of a hydropower system

NASA Astrophysics Data System (ADS)

Teegavarapu, Ramesh S. V.; Ferreira, André R.; Simonovic, Slobodan P.

2013-06-01

Optimal operation models for a hydropower system using new fuzzy multiobjective mathematical programming models are developed and evaluated in this study. The models use (i) mixed integer nonlinear programming (MINLP) with binary variables and (ii) integrate a new turbine unit commitment formulation along with water quality constraints used for evaluation of reservoir downstream impairment. Reardon method used in solution of genetic algorithm optimization problems forms the basis for development of a new fuzzy multiobjective hydropower system optimization model with creation of Reardon type fuzzy membership functions. The models are applied to a real-life hydropower reservoir system in Brazil. Genetic Algorithms (GAs) are used to (i) solve the optimization formulations to avoid computational intractability and combinatorial problems associated with binary variables in unit commitment, (ii) efficiently address Reardon method formulations, and (iii) deal with local optimal solutions obtained from the use of traditional gradient-based solvers. Decision maker's preferences are incorporated within fuzzy mathematical programming formulations to obtain compromise operating rules for a multiobjective reservoir operation problem dominated by conflicting goals of energy production, water quality and conservation releases. Results provide insight into compromise operation rules obtained using the new Reardon fuzzy multiobjective optimization framework and confirm its applicability to a variety of multiobjective water resources problems.

A multiobjective optimization framework for multicontaminant industrial water network design.

PubMed

Boix, Marianne; Montastruc, Ludovic; Pibouleau, Luc; Azzaro-Pantel, Catherine; Domenech, Serge

2011-07-01

The optimal design of multicontaminant industrial water networks according to several objectives is carried out in this paper. The general formulation of the water allocation problem (WAP) is given as a set of nonlinear equations with binary variables representing the presence of interconnections in the network. For optimization purposes, three antagonist objectives are considered: F(1), the freshwater flow-rate at the network entrance, F(2), the water flow-rate at inlet of regeneration units, and F(3), the number of interconnections in the network. The multiobjective problem is solved via a lexicographic strategy, where a mixed-integer nonlinear programming (MINLP) procedure is used at each step. The approach is illustrated by a numerical example taken from the literature involving five processes, one regeneration unit and three contaminants. The set of potential network solutions is provided in the form of a Pareto front. Finally, the strategy for choosing the best network solution among those given by Pareto fronts is presented. This Multiple Criteria Decision Making (MCDM) problem is tackled by means of two approaches: a classical TOPSIS analysis is first implemented and then an innovative strategy based on the global equivalent cost (GEC) in freshwater that turns out to be more efficient for choosing a good network according to a practical point of view. Copyright © 2011 Elsevier Ltd. All rights reserved.

Rational decisions, random matrices and spin glasses

NASA Astrophysics Data System (ADS)

Galluccio, Stefano; Bouchaud, Jean-Philippe; Potters, Marc

We consider the problem of rational decision making in the presence of nonlinear constraints. By using tools borrowed from spin glass and random matrix theory, we focus on the portfolio optimisation problem. We show that the number of optimal solutions is generally exponentially large, and each of them is fragile: rationality is in this case of limited use. In addition, this problem is related to spin glasses with Lévy-like (long-ranged) couplings, for which we show that the ground state is not exponentially degenerate.

On Algorithms for Nonlinear Minimax and Min-Max-Min Problems and Their Efficiency

DTIC Science & Technology

2011-03-01

dissertation is complete, I can finally stay home after dinner to play Wii with you. LET’S GO Mario and Yellow Mushroom... xv THIS PAGE INTENTIONALLY... balance the accuracy of the approximation with problem ill-conditioning. The sim- plest smoothing algorithm creates an accurate smooth approximating...sizing in electronic circuit boards (Chen & Fan, 1998), obstacle avoidance for robots (Kirjner- Neto & Polak, 1998), optimal design centering

An intelligent emissions controller for fuel lean gas reburn in coal-fired power plants.

PubMed

Reifman, J; Feldman, E E; Wei, T Y; Glickert, R W

2000-02-01

The application of artificial intelligence techniques for performance optimization of the fuel lean gas reburn (FLGR) system is investigated. A multilayer, feedforward artificial neural network is applied to model static nonlinear relationships between the distribution of injected natural gas into the upper region of the furnace of a coal-fired boiler and the corresponding oxides of nitrogen (NOx) emissions exiting the furnace. Based on this model, optimal distributions of injected gas are determined such that the largest NOx reduction is achieved for each value of total injected gas. This optimization is accomplished through the development of a new optimization method based on neural networks. This new optimal control algorithm, which can be used as an alternative generic tool for solving multidimensional nonlinear constrained optimization problems, is described and its results are successfully validated against an off-the-shelf tool for solving mathematical programming problems. Encouraging results obtained using plant data from one of Commonwealth Edison's coal-fired electric power plants demonstrate the feasibility of the overall approach. Preliminary results show that the use of this intelligent controller will also enable the determination of the most cost-effective operating conditions of the FLGR system by considering, along with the optimal distribution of the injected gas, the cost differential between natural gas and coal and the open-market price of NOx emission credits. Further study, however, is necessary, including the construction of a more comprehensive database, needed to develop high-fidelity process models and to add carbon monoxide (CO) emissions to the model of the gas reburn system.

Coordinated control of active and reactive power of distribution network with distributed PV cluster via model predictive control

NASA Astrophysics Data System (ADS)

Ji, Yu; Sheng, Wanxing; Jin, Wei; Wu, Ming; Liu, Haitao; Chen, Feng

2018-02-01

A coordinated optimal control method of active and reactive power of distribution network with distributed PV cluster based on model predictive control is proposed in this paper. The method divides the control process into long-time scale optimal control and short-time scale optimal control with multi-step optimization. The models are transformed into a second-order cone programming problem due to the non-convex and nonlinear of the optimal models which are hard to be solved. An improved IEEE 33-bus distribution network system is used to analyse the feasibility and the effectiveness of the proposed control method

Asynchronous machine rotor speed estimation using a tabulated numerical approach

NASA Astrophysics Data System (ADS)

Nguyen, Huu Phuc; De Miras, Jérôme; Charara, Ali; Eltabach, Mario; Bonnet, Stéphane

2017-12-01

This paper proposes a new method to estimate the rotor speed of the asynchronous machine by looking at the estimation problem as a nonlinear optimal control problem. The behavior of the nonlinear plant model is approximated off-line as a prediction map using a numerical one-step time discretization obtained from simulations. At each time-step, the speed of the induction machine is selected satisfying the dynamic fitting problem between the plant output and the predicted output, leading the system to adopt its dynamical behavior. Thanks to the limitation of the prediction horizon to a single time-step, the execution time of the algorithm can be completely bounded. It can thus easily be implemented and embedded into a real-time system to observe the speed of the real induction motor. Simulation results show the performance and robustness of the proposed estimator.

A methodology for airplane parameter estimation and confidence interval determination in nonlinear estimation problems. Ph.D. Thesis - George Washington Univ., Apr. 1985

NASA Technical Reports Server (NTRS)

Murphy, P. C.

1986-01-01

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. The degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates.

An efficient algorithm for function optimization: modified stem cells algorithm

NASA Astrophysics Data System (ADS)

Taherdangkoo, Mohammad; Paziresh, Mahsa; Yazdi, Mehran; Bagheri, Mohammad Hadi

2013-03-01

In this paper, we propose an optimization algorithm based on the intelligent behavior of stem cell swarms in reproduction and self-organization. Optimization algorithms, such as the Genetic Algorithm (GA), Particle Swarm Optimization (PSO) algorithm, Ant Colony Optimization (ACO) algorithm and Artificial Bee Colony (ABC) algorithm, can give solutions to linear and non-linear problems near to the optimum for many applications; however, in some case, they can suffer from becoming trapped in local optima. The Stem Cells Algorithm (SCA) is an optimization algorithm inspired by the natural behavior of stem cells in evolving themselves into new and improved cells. The SCA avoids the local optima problem successfully. In this paper, we have made small changes in the implementation of this algorithm to obtain improved performance over previous versions. Using a series of benchmark functions, we assess the performance of the proposed algorithm and compare it with that of the other aforementioned optimization algorithms. The obtained results prove the superiority of the Modified Stem Cells Algorithm (MSCA).

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

A variational approach to probing extreme events in turbulent dynamical systems

PubMed Central

Farazmand, Mohammad; Sapsis, Themistoklis P.

2017-01-01

Extreme events are ubiquitous in a wide range of dynamical systems, including turbulent fluid flows, nonlinear waves, large-scale networks, and biological systems. We propose a variational framework for probing conditions that trigger intermittent extreme events in high-dimensional nonlinear dynamical systems. We seek the triggers as the probabilistically feasible solutions of an appropriately constrained optimization problem, where the function to be maximized is a system observable exhibiting intermittent extreme bursts. The constraints are imposed to ensure the physical admissibility of the optimal solutions, that is, significant probability for their occurrence under the natural flow of the dynamical system. We apply the method to a body-forced incompressible Navier-Stokes equation, known as the Kolmogorov flow. We find that the intermittent bursts of the energy dissipation are independent of the external forcing and are instead caused by the spontaneous transfer of energy from large scales to the mean flow via nonlinear triad interactions. The global maximizer of the corresponding variational problem identifies the responsible triad, hence providing a precursor for the occurrence of extreme dissipation events. Specifically, monitoring the energy transfers within this triad allows us to develop a data-driven short-term predictor for the intermittent bursts of energy dissipation. We assess the performance of this predictor through direct numerical simulations. PMID:28948226

Explicit methods in extended phase space for inseparable Hamiltonian problems

NASA Astrophysics Data System (ADS)

Pihajoki, Pauli

2015-03-01

We present a method for explicit leapfrog integration of inseparable Hamiltonian systems by means of an extended phase space. A suitably defined new Hamiltonian on the extended phase space leads to equations of motion that can be numerically integrated by standard symplectic leapfrog (splitting) methods. When the leapfrog is combined with coordinate mixing transformations, the resulting algorithm shows good long term stability and error behaviour. We extend the method to non-Hamiltonian problems as well, and investigate optimal methods of projecting the extended phase space back to original dimension. Finally, we apply the methods to a Hamiltonian problem of geodesics in a curved space, and a non-Hamiltonian problem of a forced non-linear oscillator. We compare the performance of the methods to a general purpose differential equation solver LSODE, and the implicit midpoint method, a symplectic one-step method. We find the extended phase space methods to compare favorably to both for the Hamiltonian problem, and to the implicit midpoint method in the case of the non-linear oscillator.

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

PubMed

Heydari, Ali; Balakrishnan, Sivasubramanya N

2013-01-01

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

Sequential-Optimization-Based Framework for Robust Modeling and Design of Heterogeneous Catalytic Systems

DOE PAGES

Rangarajan, Srinivas; Maravelias, Christos T.; Mavrikakis, Manos

2017-11-09

Here, we present a general optimization-based framework for (i) ab initio and experimental data driven mechanistic modeling and (ii) optimal catalyst design of heterogeneous catalytic systems. Both cases are formulated as a nonlinear optimization problem that is subject to a mean-field microkinetic model and thermodynamic consistency requirements as constraints, for which we seek sparse solutions through a ridge (L 2 regularization) penalty. The solution procedure involves an iterative sequence of forward simulation of the differential algebraic equations pertaining to the microkinetic model using a numerical tool capable of handling stiff systems, sensitivity calculations using linear algebra, and gradient-based nonlinear optimization.more » A multistart approach is used to explore the solution space, and a hierarchical clustering procedure is implemented for statistically classifying potentially competing solutions. An example of methanol synthesis through hydrogenation of CO and CO 2 on a Cu-based catalyst is used to illustrate the framework. The framework is fast, is robust, and can be used to comprehensively explore the model solution and design space of any heterogeneous catalytic system.« less

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.

Turbulence and mixing from optimal perturbations to a stratified shear layer

NASA Astrophysics Data System (ADS)

Kaminski, Alexis; Caulfield, C. P.; Taylor, John

2014-11-01

The stability and mixing of stratified shear layers is a canonical problem in fluid dynamics with relevance to flows in the ocean and atmosphere. The Miles-Howard theorem states that a necessary condition for normal-mode instability in parallel, inviscid, steady stratified shear flows is that the gradient Richardson number, Rig is less than 1/4 somewhere in the flow. However, substantial transient growth of non-normal modes may be possible at finite times even when Rig > 1 / 4 everywhere in the flow. We have calculated the ``optimal perturbations'' associated with maximum perturbation energy gain for a stably-stratified shear layer. These optimal perturbations are then used to initialize direct numerical simulations. For small but finite perturbation amplitudes, the optimal perturbations grow at the predicted linear rate initially, but then experience sufficient transient growth to become nonlinear and susceptible to secondary instabilities, which then break down into turbulence. Remarkably, this occurs even in flows for which Rig > 1 / 4 everywhere. We will describe the nonlinear evolution of the optimal perturbations and characterize the resulting turbulence and mixing.

Sequential-Optimization-Based Framework for Robust Modeling and Design of Heterogeneous Catalytic Systems

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

Rangarajan, Srinivas; Maravelias, Christos T.; Mavrikakis, Manos

Here, we present a general optimization-based framework for (i) ab initio and experimental data driven mechanistic modeling and (ii) optimal catalyst design of heterogeneous catalytic systems. Both cases are formulated as a nonlinear optimization problem that is subject to a mean-field microkinetic model and thermodynamic consistency requirements as constraints, for which we seek sparse solutions through a ridge (L 2 regularization) penalty. The solution procedure involves an iterative sequence of forward simulation of the differential algebraic equations pertaining to the microkinetic model using a numerical tool capable of handling stiff systems, sensitivity calculations using linear algebra, and gradient-based nonlinear optimization.more » A multistart approach is used to explore the solution space, and a hierarchical clustering procedure is implemented for statistically classifying potentially competing solutions. An example of methanol synthesis through hydrogenation of CO and CO 2 on a Cu-based catalyst is used to illustrate the framework. The framework is fast, is robust, and can be used to comprehensively explore the model solution and design space of any heterogeneous catalytic system.« less

Relevance of Linear Stability Results to Enhanced Oil Recovery

NASA Astrophysics Data System (ADS)

Ding, Xueru; Daripa, Prabir

2012-11-01

How relevant can the results based on linear stability theory for any problem for that matter be to full scale simulation results? Put it differently, is the optimal design of a system based on linear stability results is optimal or even near optimal for the complex nonlinear system with certain objectives of interest in mind? We will address these issues in the context of enhanced oil recovery by chemical flooding. This will be based on an ongoing work. Supported by Qatar National Research Fund (a member of the Qatar Foundation).

Evolutionary and biological metaphors for engineering design

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

Jakiela, M.

1994-12-31

Since computing became generally available, there has been strong interest in using computers to assist and automate engineering design processes. Specifically, for design optimization and automation, nonlinear programming and artificial intelligence techniques have been extensively studied. New computational techniques, based upon the natural processes of evolution, adaptation, and learing, are showing promise because of their generality and robustness. This presentation will describe the use of two such techniques, genetic algorithms and classifier systems, for a variety of engineering design problems. Structural topology optimization, meshing, and general engineering optimization are shown as example applications.

An optimal system design process for a Mars roving vehicle

NASA Technical Reports Server (NTRS)

Pavarini, C.; Baker, J.; Goldberg, A.

1971-01-01

The problem of determining the optimal design for a Mars roving vehicle is considered. A system model is generated by consideration of the physical constraints on the design parameters and the requirement that the system be deliverable to the Mars surface. An expression which evaluates system performance relative to mission goals as a function of the design parameters only is developed. The use of nonlinear programming techniques to optimize the design is proposed and an example considering only two of the vehicle subsystems is formulated and solved.

A novel surrogate-based approach for optimal design of electromagnetic-based circuits

NASA Astrophysics Data System (ADS)

Hassan, Abdel-Karim S. O.; Mohamed, Ahmed S. A.; Rabie, Azza A.; Etman, Ahmed S.

2016-02-01

A new geometric design centring approach for optimal design of central processing unit-intensive electromagnetic (EM)-based circuits is introduced. The approach uses norms related to the probability distribution of the circuit parameters to find distances from a point to the feasible region boundaries by solving nonlinear optimization problems. Based on these normed distances, the design centring problem is formulated as a max-min optimization problem. A convergent iterative boundary search technique is exploited to find the normed distances. To alleviate the computation cost associated with the EM-based circuits design cycle, space-mapping (SM) surrogates are used to create a sequence of iteratively updated feasible region approximations. In each SM feasible region approximation, the centring process using normed distances is implemented, leading to a better centre point. The process is repeated until a final design centre is attained. Practical examples are given to show the effectiveness of the new design centring method for EM-based circuits.

Multi-input multioutput orthogonal frequency division multiplexing radar waveform design for improving the detection performance of space-time adaptive processing

NASA Astrophysics Data System (ADS)

Wang, Hongyan

2017-04-01

This paper addresses the waveform optimization problem for improving the detection performance of multi-input multioutput (MIMO) orthogonal frequency division multiplexing (OFDM) radar-based space-time adaptive processing (STAP) in the complex environment. By maximizing the output signal-to-interference-and-noise-ratio (SINR) criterion, the waveform optimization problem for improving the detection performance of STAP, which is subjected to the constant modulus constraint, is derived. To tackle the resultant nonlinear and complicated optimization issue, a diagonal loading-based method is proposed to reformulate the issue as a semidefinite programming one; thereby, this problem can be solved very efficiently. In what follows, the optimized waveform can be obtained to maximize the output SINR of MIMO-OFDM such that the detection performance of STAP can be improved. The simulation results show that the proposed method can improve the output SINR detection performance considerably as compared with that of uncorrelated waveforms and the existing MIMO-based STAP method.

Performance evaluation of firefly algorithm with variation in sorting for non-linear benchmark problems

NASA Astrophysics Data System (ADS)

Umbarkar, A. J.; Balande, U. T.; Seth, P. D.

2017-06-01

The field of nature inspired computing and optimization techniques have evolved to solve difficult optimization problems in diverse fields of engineering, science and technology. The firefly attraction process is mimicked in the algorithm for solving optimization problems. In Firefly Algorithm (FA) sorting of fireflies is done by using sorting algorithm. The original FA is proposed with bubble sort for ranking the fireflies. In this paper, the quick sort replaces bubble sort to decrease the time complexity of FA. The dataset used is unconstrained benchmark functions from CEC 2005 [22]. The comparison of FA using bubble sort and FA using quick sort is performed with respect to best, worst, mean, standard deviation, number of comparisons and execution time. The experimental result shows that FA using quick sort requires less number of comparisons but requires more execution time. The increased number of fireflies helps to converge into optimal solution whereas by varying dimension for algorithm performed better at a lower dimension than higher dimension.

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.

A two steps solution approach to solving large nonlinear models: application to a problem of conjunctive use.

PubMed

Vieira, J; Cunha, M C

2011-01-01

This article describes a solution method of solving large nonlinear problems in two steps. The two steps solution approach takes advantage of handling smaller and simpler models and having better starting points to improve solution efficiency. The set of nonlinear constraints (named as complicating constraints) which makes the solution of the model rather complex and time consuming is eliminated from step one. The complicating constraints are added only in the second step so that a solution of the complete model is then found. The solution method is applied to a large-scale problem of conjunctive use of surface water and groundwater resources. The results obtained are compared with solutions determined with the direct solve of the complete model in one single step. In all examples the two steps solution approach allowed a significant reduction of the computation time. This potential gain of efficiency of the two steps solution approach can be extremely important for work in progress and it can be particularly useful for cases where the computation time would be a critical factor for having an optimized solution in due time.

Darcy-Forchheimer Three-Dimensional Flow of Williamson Nanofluid over a Convectively Heated Nonlinear Stretching Surface

NASA Astrophysics Data System (ADS)

Hayat, Tasawar; Aziz, Arsalan; Muhammad, Taseer; Alsaedi, Ahmed

2017-09-01

The present study elaborates three-dimensional flow of Williamson nanoliquid over a nonlinear stretchable surface. Fluid flow obeys Darcy-Forchheimer porous medium. A bidirectional nonlinear stretching surface generates the flow. Convective surface condition of heat transfer is taken into consideration. Further the zero nanoparticles mass flux condition is imposed at the boundary. Effects of thermophoresis and Brownian diffusion are considered. Assumption of boundary layer has been employed in the problem formulation. Convergent series solutions for the nonlinear governing system are established through the optimal homotopy analysis method (OHAM). Graphs have been sketched in order to analyze that how the velocity, temperature and concentration distributions are affected by distinct emerging flow parameters. Skin friction coefficients and local Nusselt number are also computed and discussed.

Self-calibration of robot-sensor system

NASA Technical Reports Server (NTRS)

Yeh, Pen-Shu

1990-01-01

The process of finding the coordinate transformation between a robot and an external sensor system has been addressed. This calibration is equivalent to solving a nonlinear optimization problem for the parameters that characterize the transformation. A two-step procedure is herein proposed for solving the problem. The first step involves finding a nominal solution that is a good approximation of the final solution. A varational problem is then generated to replace the original problem in the next step. With the assumption that the variational parameters are small compared to unity, the problem that can be more readily solved with relatively small computation effort.

Artificial Intelligence Methodologies in Flight Related Differential Game, Control and Optimization Problems

DTIC Science & Technology

1993-01-31

28 Controllability and Observability ............................. .32 ’ Separation of Learning and Control ... ... 37 Linearization via... Linearization via Transformation of Coordinates and Nonlinear Fedlback . .1 Main Result ......... .............................. 13 Discussion...9 2.1 Basic Structure of a NLM........................ .󈧟 2.2 General Structure of NNLM .......................... .28 2.3 Linear System

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.

Inverse Diffusion Curves Using Shape Optimization.

PubMed

Zhao, Shuang; Durand, Fredo; Zheng, Changxi

2018-07-01

The inverse diffusion curve problem focuses on automatic creation of diffusion curve images that resemble user provided color fields. This problem is challenging since the 1D curves have a nonlinear and global impact on resulting color fields via a partial differential equation (PDE). We introduce a new approach complementary to previous methods by optimizing curve geometry. In particular, we propose a novel iterative algorithm based on the theory of shape derivatives. The resulting diffusion curves are clean and well-shaped, and the final image closely approximates the input. Our method provides a user-controlled parameter to regularize curve complexity, and generalizes to handle input color fields represented in a variety of formats.

Optimal estimation of parameters and states in stochastic time-varying systems with time delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-08-01

In this study estimation of parameters and states in stochastic linear and nonlinear delay differential systems with time-varying coefficients and constant delay is explored. The approach consists of first employing a continuous time approximation to approximate the stochastic delay differential equation with a set of stochastic ordinary differential equations. Then the problem of parameter estimation in the resulting stochastic differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the resulting system, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states.

Design optimization of steel frames using an enhanced firefly algorithm

NASA Astrophysics Data System (ADS)

Carbas, Serdar

2016-12-01

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

Hybrid General Pattern Search and Simulated Annealing for Industrail Production Planning Problems

NASA Astrophysics Data System (ADS)

Vasant, P.; Barsoum, N.

2010-06-01

In this paper, the hybridization of GPS (General Pattern Search) method and SA (Simulated Annealing) incorporated in the optimization process in order to look for the global optimal solution for the fitness function and decision variables as well as minimum computational CPU time. The real strength of SA approach been tested in this case study problem of industrial production planning. This is due to the great advantage of SA for being easily escaping from trapped in local minima by accepting up-hill move through a probabilistic procedure in the final stages of optimization process. Vasant [1] in his Ph. D thesis has provided 16 different techniques of heuristic and meta-heuristic in solving industrial production problems with non-linear cubic objective functions, eight decision variables and 29 constraints. In this paper, fuzzy technological problems have been solved using hybrid techniques of general pattern search and simulated annealing. The simulated and computational results are compared to other various evolutionary techniques.

Mixed Integer Programming and Heuristic Scheduling for Space Communication

NASA Technical Reports Server (NTRS)

Lee, Charles H.; Cheung, Kar-Ming

2013-01-01

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

Koopman Invariant Subspaces and Finite Linear Representations of Nonlinear Dynamical Systems for Control

PubMed Central

Brunton, Steven L.; Brunton, Bingni W.; Proctor, Joshua L.; Kutz, J. Nathan

2016-01-01

In this work, we explore finite-dimensional linear representations of nonlinear dynamical systems by restricting the Koopman operator to an invariant subspace spanned by specially chosen observable functions. The Koopman operator is an infinite-dimensional linear operator that evolves functions of the state of a dynamical system. Dominant terms in the Koopman expansion are typically computed using dynamic mode decomposition (DMD). DMD uses linear measurements of the state variables, and it has recently been shown that this may be too restrictive for nonlinear systems. Choosing the right nonlinear observable functions to form an invariant subspace where it is possible to obtain linear reduced-order models, especially those that are useful for control, is an open challenge. Here, we investigate the choice of observable functions for Koopman analysis that enable the use of optimal linear control techniques on nonlinear problems. First, to include a cost on the state of the system, as in linear quadratic regulator (LQR) control, it is helpful to include these states in the observable subspace, as in DMD. However, we find that this is only possible when there is a single isolated fixed point, as systems with multiple fixed points or more complicated attractors are not globally topologically conjugate to a finite-dimensional linear system, and cannot be represented by a finite-dimensional linear Koopman subspace that includes the state. We then present a data-driven strategy to identify relevant observable functions for Koopman analysis by leveraging a new algorithm to determine relevant terms in a dynamical system by ℓ1-regularized regression of the data in a nonlinear function space; we also show how this algorithm is related to DMD. Finally, we demonstrate the usefulness of nonlinear observable subspaces in the design of Koopman operator optimal control laws for fully nonlinear systems using techniques from linear optimal control. PMID:26919740

A new nonlinear conjugate gradient coefficient under strong Wolfe-Powell line search

NASA Astrophysics Data System (ADS)

Mohamed, Nur Syarafina; Mamat, Mustafa; Rivaie, Mohd

2017-08-01

A nonlinear conjugate gradient method (CG) plays an important role in solving a large-scale unconstrained optimization problem. This method is widely used due to its simplicity. The method is known to possess sufficient descend condition and global convergence properties. In this paper, a new nonlinear of CG coefficient βk is presented by employing the Strong Wolfe-Powell inexact line search. The new βk performance is tested based on number of iterations and central processing unit (CPU) time by using MATLAB software with Intel Core i7-3470 CPU processor. Numerical experimental results show that the new βk converge rapidly compared to other classical CG method.

A multiobjective optimization model and an orthogonal design-based hybrid heuristic algorithm for regional urban mining management problems.

PubMed

Wu, Hao; Wan, Zhong

2018-02-01

In this paper, a multiobjective mixed-integer piecewise nonlinear programming model (MOMIPNLP) is built to formulate the management problem of urban mining system, where the decision variables are associated with buy-back pricing, choices of sites, transportation planning, and adjustment of production capacity. Different from the existing approaches, the social negative effect, generated from structural optimization of the recycling system, is minimized in our model, as well as the total recycling profit and utility from environmental improvement are jointly maximized. For solving the problem, the MOMIPNLP model is first transformed into an ordinary mixed-integer nonlinear programming model by variable substitution such that the piecewise feature of the model is removed. Then, based on technique of orthogonal design, a hybrid heuristic algorithm is developed to find an approximate Pareto-optimal solution, where genetic algorithm is used to optimize the structure of search neighborhood, and both local branching algorithm and relaxation-induced neighborhood search algorithm are employed to cut the searching branches and reduce the number of variables in each branch. Numerical experiments indicate that this algorithm spends less CPU (central processing unit) time in solving large-scale regional urban mining management problems, especially in comparison with the similar ones available in literature. By case study and sensitivity analysis, a number of practical managerial implications are revealed from the model. Since the metal stocks in society are reliable overground mineral sources, urban mining has been paid great attention as emerging strategic resources in an era of resource shortage. By mathematical modeling and development of efficient algorithms, this paper provides decision makers with useful suggestions on the optimal design of recycling system in urban mining. For example, this paper can answer how to encourage enterprises to join the recycling activities by government's support and subsidies, whether the existing recycling system can meet the developmental requirements or not, and what is a reasonable adjustment of production capacity.

Demand side management in recycling and electricity retail pricing

NASA Astrophysics Data System (ADS)

Kazan, Osman

This dissertation addresses several problems from the recycling industry and electricity retail market. The first paper addresses a real-life scheduling problem faced by a national industrial recycling company. Based on their practices, a scheduling problem is defined, modeled, analyzed, and a solution is approximated efficiently. The recommended application is tested on the real-life data and randomly generated data. The scheduling improvements and the financial benefits are presented. The second problem is from electricity retail market. There are well-known patterns in daily usage in hours. These patterns change in shape and magnitude by seasons and days of the week. Generation costs are multiple times higher during the peak hours of the day. Yet most consumers purchase electricity at flat rates. This work explores analytic pricing tools to reduce peak load electricity demand for retailers. For that purpose, a nonlinear model that determines optimal hourly prices is established based on two major components: unit generation costs and consumers' utility. Both are analyzed and estimated empirically in the third paper. A pricing model is introduced to maximize the electric retailer's profit. As a result, a closed-form expression for the optimal price vector is obtained. Possible scenarios are evaluated for consumers' utility distribution. For the general case, we provide a numerical solution methodology to obtain the optimal pricing scheme. The models recommended are tested under various scenarios that consider consumer segmentation and multiple pricing policies. The recommended model reduces the peak load significantly in most cases. Several utility companies offer hourly pricing to their customers. They determine prices using historical data of unit electricity cost over time. In this dissertation we develop a nonlinear model that determines optimal hourly prices with parameter estimation. The last paper includes a regression analysis of the unit generation cost function obtained from Independent Service Operators. A consumer experiment is established to replicate the peak load behavior. As a result, consumers' utility function is estimated and optimal retail electricity prices are computed.

Optimal error functional for parameter identification in anisotropic finite strain elasto-plasticity

NASA Astrophysics Data System (ADS)

Shutov, A. V.; Kaygorodtseva, A. A.; Dranishnikov, N. S.

2017-10-01

A problem of parameter identification for a model of finite strain elasto-plasticity is discussed. The utilized phenomenological material model accounts for nonlinear isotropic and kinematic hardening; the model kinematics is described by a nested multiplicative split of the deformation gradient. A hierarchy of optimization problems is considered. First, following the standard procedure, the material parameters are identified through minimization of a certain least square error functional. Next, the focus is placed on finding optimal weighting coefficients which enter the error functional. Toward that end, a stochastic noise with systematic and non-systematic components is introduced to the available measurement results; a superordinate optimization problem seeks to minimize the sensitivity of the resulting material parameters to the introduced noise. The advantage of this approach is that no additional experiments are required; it also provides an insight into the robustness of the identification procedure. As an example, experimental data for the steel 42CrMo4 are considered and a set of weighting coefficients is found, which is optimal in a certain class.

Optimal sensor placement for leak location in water distribution networks using genetic algorithms.

PubMed

Casillas, Myrna V; Puig, Vicenç; Garza-Castañón, Luis E; Rosich, Albert

2013-11-04

This paper proposes a new sensor placement approach for leak location in water distribution networks (WDNs). The sensor placement problem is formulated as an integer optimization problem. The optimization criterion consists in minimizing the number of non-isolable leaks according to the isolability criteria introduced. Because of the large size and non-linear integer nature of the resulting optimization problem, genetic algorithms (GAs) are used as the solution approach. The obtained results are compared with a semi-exhaustive search method with higher computational effort, proving that GA allows one to find near-optimal solutions with less computational load. Moreover, three ways of increasing the robustness of the GA-based sensor placement method have been proposed using a time horizon analysis, a distance-based scoring and considering different leaks sizes. A great advantage of the proposed methodology is that it does not depend on the isolation method chosen by the user, as long as it is based on leak sensitivity analysis. Experiments in two networks allow us to evaluate the performance of the proposed approach.

Optimal Sensor Placement for Leak Location in Water Distribution Networks Using Genetic Algorithms

PubMed Central

Casillas, Myrna V.; Puig, Vicenç; Garza-Castañón, Luis E.; Rosich, Albert

2013-01-01

This paper proposes a new sensor placement approach for leak location in water distribution networks (WDNs). The sensor placement problem is formulated as an integer optimization problem. The optimization criterion consists in minimizing the number of non-isolable leaks according to the isolability criteria introduced. Because of the large size and non-linear integer nature of the resulting optimization problem, genetic algorithms (GAs) are used as the solution approach. The obtained results are compared with a semi-exhaustive search method with higher computational effort, proving that GA allows one to find near-optimal solutions with less computational load. Moreover, three ways of increasing the robustness of the GA-based sensor placement method have been proposed using a time horizon analysis, a distance-based scoring and considering different leaks sizes. A great advantage of the proposed methodology is that it does not depend on the isolation method chosen by the user, as long as it is based on leak sensitivity analysis. Experiments in two networks allow us to evaluate the performance of the proposed approach. PMID:24193099

Markerless human motion tracking using hierarchical multi-swarm cooperative particle swarm optimization.

PubMed

Saini, Sanjay; Zakaria, Nordin; Rambli, Dayang Rohaya Awang; Sulaiman, Suziah

2015-01-01

The high-dimensional search space involved in markerless full-body articulated human motion tracking from multiple-views video sequences has led to a number of solutions based on metaheuristics, the most recent form of which is Particle Swarm Optimization (PSO). However, the classical PSO suffers from premature convergence and it is trapped easily into local optima, significantly affecting the tracking accuracy. To overcome these drawbacks, we have developed a method for the problem based on Hierarchical Multi-Swarm Cooperative Particle Swarm Optimization (H-MCPSO). The tracking problem is formulated as a non-linear 34-dimensional function optimization problem where the fitness function quantifies the difference between the observed image and a projection of the model configuration. Both the silhouette and edge likelihoods are used in the fitness function. Experiments using Brown and HumanEva-II dataset demonstrated that H-MCPSO performance is better than two leading alternative approaches-Annealed Particle Filter (APF) and Hierarchical Particle Swarm Optimization (HPSO). Further, the proposed tracking method is capable of automatic initialization and self-recovery from temporary tracking failures. Comprehensive experimental results are presented to support the claims.

Robust design optimization using the price of robustness, robust least squares and regularization methods

NASA Astrophysics Data System (ADS)

Bukhari, Hassan J.

2017-12-01

In this paper a framework for robust optimization of mechanical design problems and process systems that have parametric uncertainty is presented using three different approaches. Robust optimization problems are formulated so that the optimal solution is robust which means it is minimally sensitive to any perturbations in parameters. The first method uses the price of robustness approach which assumes the uncertain parameters to be symmetric and bounded. The robustness for the design can be controlled by limiting the parameters that can perturb.The second method uses the robust least squares method to determine the optimal parameters when data itself is subjected to perturbations instead of the parameters. The last method manages uncertainty by restricting the perturbation on parameters to improve sensitivity similar to Tikhonov regularization. The methods are implemented on two sets of problems; one linear and the other non-linear. This methodology will be compared with a prior method using multiple Monte Carlo simulation runs which shows that the approach being presented in this paper results in better performance.

An optimal design of wind turbine and ship structure based on neuro-response surface method

NASA Astrophysics Data System (ADS)

Lee, Jae-Chul; Shin, Sung-Chul; Kim, Soo-Young

2015-07-01

The geometry of engineering systems affects their performances. For this reason, the shape of engineering systems needs to be optimized in the initial design stage. However, engineering system design problems consist of multi-objective optimization and the performance analysis using commercial code or numerical analysis is generally time-consuming. To solve these problems, many engineers perform the optimization using the approximation model (response surface). The Response Surface Method (RSM) is generally used to predict the system performance in engineering research field, but RSM presents some prediction errors for highly nonlinear systems. The major objective of this research is to establish an optimal design method for multi-objective problems and confirm its applicability. The proposed process is composed of three parts: definition of geometry, generation of response surface, and optimization process. To reduce the time for performance analysis and minimize the prediction errors, the approximation model is generated using the Backpropagation Artificial Neural Network (BPANN) which is considered as Neuro-Response Surface Method (NRSM). The optimization is done for the generated response surface by non-dominated sorting genetic algorithm-II (NSGA-II). Through case studies of marine system and ship structure (substructure of floating offshore wind turbine considering hydrodynamics performances and bulk carrier bottom stiffened panels considering structure performance), we have confirmed the applicability of the proposed method for multi-objective side constraint optimization problems.

Nonlinear optimization-based device-free localization with outlier link rejection.

PubMed

Xiao, Wendong; Song, Biao; Yu, Xiting; Chen, Peiyuan

2015-04-07

Device-free localization (DFL) is an emerging wireless technique for estimating the location of target that does not have any attached electronic device. It has found extensive use in Smart City applications such as healthcare at home and hospitals, location-based services at smart spaces, city emergency response and infrastructure security. In DFL, wireless devices are used as sensors that can sense the target by transmitting and receiving wireless signals collaboratively. Many DFL systems are implemented based on received signal strength (RSS) measurements and the location of the target is estimated by detecting the changes of the RSS measurements of the wireless links. Due to the uncertainty of the wireless channel, certain links may be seriously polluted and result in erroneous detection. In this paper, we propose a novel nonlinear optimization approach with outlier link rejection (NOOLR) for RSS-based DFL. It consists of three key strategies, including: (1) affected link identification by differential RSS detection; (2) outlier link rejection via geometrical positional relationship among links; (3) target location estimation by formulating and solving a nonlinear optimization problem. Experimental results demonstrate that NOOLR is robust to the fluctuation of the wireless signals with superior localization accuracy compared with the existing Radio Tomographic Imaging (RTI) approach.

Robust and transferable quantification of NMR spectral quality using IROC analysis

NASA Astrophysics Data System (ADS)

Zambrello, Matthew A.; Maciejewski, Mark W.; Schuyler, Adam D.; Weatherby, Gerard; Hoch, Jeffrey C.

2017-12-01

Non-Fourier methods are increasingly utilized in NMR spectroscopy because of their ability to handle nonuniformly-sampled data. However, non-Fourier methods present unique challenges due to their nonlinearity, which can produce nonrandom noise and render conventional metrics for spectral quality such as signal-to-noise ratio unreliable. The lack of robust and transferable metrics (i.e. applicable to methods exhibiting different nonlinearities) has hampered comparison of non-Fourier methods and nonuniform sampling schemes, preventing the identification of best practices. We describe a novel method, in situ receiver operating characteristic analysis (IROC), for characterizing spectral quality based on the Receiver Operating Characteristic curve. IROC utilizes synthetic signals added to empirical data as "ground truth", and provides several robust scalar-valued metrics for spectral quality. This approach avoids problems posed by nonlinear spectral estimates, and provides a versatile quantitative means of characterizing many aspects of spectral quality. We demonstrate applications to parameter optimization in Fourier and non-Fourier spectral estimation, critical comparison of different methods for spectrum analysis, and optimization of nonuniform sampling schemes. The approach will accelerate the discovery of optimal approaches to nonuniform sampling experiment design and non-Fourier spectrum analysis for multidimensional NMR.

Autonomous optimal trajectory design employing convex optimization for powered descent on an asteroid

NASA Astrophysics Data System (ADS)

Pinson, Robin Marie

Mission proposals that land spacecraft on asteroids are becoming increasingly popular. However, in order to have a successful mission the spacecraft must reliably and softly land at the intended landing site with pinpoint precision. The problem under investigation is how to design a propellant (fuel) optimal powered descent trajectory that can be quickly computed onboard the spacecraft, without interaction from ground control. The goal is to autonomously design the optimal powered descent trajectory onboard the spacecraft immediately prior to the descent burn for use during the burn. Compared to a planetary powered landing problem, the challenges that arise from designing an asteroid powered descent trajectory include complicated nonlinear gravity fields, small rotating bodies, and low thrust vehicles. The nonlinear gravity fields cannot be represented by a constant gravity model nor a Newtonian model. The trajectory design algorithm needs to be robust and efficient to guarantee a designed trajectory and complete the calculations in a reasonable time frame. This research investigates the following questions: Can convex optimization be used to design the minimum propellant powered descent trajectory for a soft landing on an asteroid? Is this method robust and reliable to allow autonomy onboard the spacecraft without interaction from ground control? This research designed a convex optimization based method that rapidly generates the propellant optimal asteroid powered descent trajectory. The solution to the convex optimization problem is the thrust magnitude and direction, which designs and determines the trajectory. The propellant optimal problem was formulated as a second order cone program, a subset of convex optimization, through relaxation techniques by including a slack variable, change of variables, and incorporation of the successive solution method. Convex optimization solvers, especially second order cone programs, are robust, reliable, and are guaranteed to find the global minimum provided one exists. In addition, an outer optimization loop using Brent's method determines the optimal flight time corresponding to the minimum propellant usage over all flight times. Inclusion of additional trajectory constraints, solely vertical motion near the landing site and glide slope, were evaluated. Through a theoretical proof involving the Minimum Principle from Optimal Control Theory and the Karush-Kuhn-Tucker conditions it was shown that the relaxed problem is identical to the original problem at the minimum point. Therefore, the optimal solution of the relaxed problem is an optimal solution of the original problem, referred to as lossless convexification. A key finding is that this holds for all levels of gravity model fidelity. The designed thrust magnitude profiles were the bang-bang predicted by Optimal Control Theory. The first high fidelity gravity model employed was the 2x2 spherical harmonics model assuming a perfect triaxial ellipsoid and placement of the coordinate frame at the asteroid's center of mass and aligned with the semi-major axes. The spherical harmonics model is not valid inside the Brillouin sphere and this becomes relevant for irregularly shaped asteroids. Then, a higher fidelity model was implemented combining the 4x4 spherical harmonics gravity model with the interior spherical Bessel gravity model. All gravitational terms in the equations of motion are evaluated with the position vector from the previous iteration, creating the successive solution method. Methodology success was shown by applying the algorithm to three triaxial ellipsoidal asteroids with four different rotation speeds using the 2x2 gravity model. Finally, the algorithm was tested using the irregularly shaped asteroid, Castalia.

An iterative method for tri-level quadratic fractional programming problems using fuzzy goal programming approach

NASA Astrophysics Data System (ADS)

Kassa, Semu Mitiku; Tsegay, Teklay Hailay

2017-08-01

Tri-level optimization problems are optimization problems with three nested hierarchical structures, where in most cases conflicting objectives are set at each level of hierarchy. Such problems are common in management, engineering designs and in decision making situations in general, and are known to be strongly NP-hard. Existing solution methods lack universality in solving these types of problems. In this paper, we investigate a tri-level programming problem with quadratic fractional objective functions at each of the three levels. A solution algorithm has been proposed by applying fuzzy goal programming approach and by reformulating the fractional constraints to equivalent but non-fractional non-linear constraints. Based on the transformed formulation, an iterative procedure is developed that can yield a satisfactory solution to the tri-level problem. The numerical results on various illustrative examples demonstrated that the proposed algorithm is very much promising and it can also be used to solve larger-sized as well as n-level problems of similar structure.

Ascent trajectory optimization for stratospheric airship with thermal effects

NASA Astrophysics Data System (ADS)

Guo, Xiao; Zhu, Ming

2013-09-01

Ascent trajectory optimization with thermal effects is addressed for a stratospheric airship. Basic thermal characteristics of the stratospheric airship are introduced. Besides, the airship’s equations of motion are constructed by including the factors about aerodynamic force, added mass and wind profiles which are developed based on horizontal-wind model. For both minimum-time and minimum-energy flights during ascent, the trajectory optimization problem is described with the path and terminal constraints in different scenarios and then, is converted into a parameter optimization problem by a direct collocation method. Sparse Nonlinear OPTimizer(SNOPT) is employed as a nonlinear programming solver and two scenarios are adopted. The solutions obtained illustrate that the trajectories are greatly affected by the thermal behaviors which prolong the daytime minimum-time flights of about 20.8% compared with that of nighttime in scenario 1 and of about 10.5% in scenario 2. And there is the same trend for minimum-energy flights. For the energy consumption of minimum-time flights, 6% decrease is abstained in scenario 1 and 5% decrease in scenario 2. However, a few energy consumption reduction is achieved for minimum-energy flights. Solar radiation is the principal component and the natural wind also affects the thermal behaviors of stratospheric airship during ascent. The relationship between take-off time and performance of airship during ascent is discussed. it is found that the take-off time at dusk is best choice for stratospheric airship. And in addition, for saving energy, airship prefers to fly downwind.

Application of augmented-Lagrangian methods in meteorology: Comparison of different conjugate-gradient codes for large-scale minimization

NASA Technical Reports Server (NTRS)

Navon, I. M.

1984-01-01

A Lagrange multiplier method using techniques developed by Bertsekas (1982) was applied to solving the problem of enforcing simultaneous conservation of the nonlinear integral invariants of the shallow water equations on a limited area domain. This application of nonlinear constrained optimization is of the large dimensional type and the conjugate gradient method was found to be the only computationally viable method for the unconstrained minimization. Several conjugate-gradient codes were tested and compared for increasing accuracy requirements. Robustness and computational efficiency were the principal criteria.

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

NASA Astrophysics Data System (ADS)

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

2004-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

Multicriteria optimization approach to design and operation of district heating supply system over its life cycle

NASA Astrophysics Data System (ADS)

Hirsch, Piotr; Duzinkiewicz, Kazimierz; Grochowski, Michał

2017-11-01

District Heating (DH) systems are commonly supplied using local heat sources. Nowadays, modern insulation materials allow for effective and economically viable heat transportation over long distances (over 20 km). In the paper a method for optimized selection of design and operating parameters of long distance Heat Transportation System (HTS) is proposed. The method allows for evaluation of feasibility and effectivity of heat transportation from the considered heat sources. The optimized selection is formulated as multicriteria decision-making problem. The constraints for this problem include a static HTS model, allowing considerations of system life cycle, time variability and spatial topology. Thereby, variation of heat demand and ground temperature within the DH area, insulation and pipe aging and/or terrain elevation profile are taken into account in the decision-making process. The HTS construction costs, pumping power, and heat losses are considered as objective functions. Inner pipe diameter, insulation thickness, temperatures and pumping stations locations are optimized during the decision-making process. Moreover, the variants of pipe-laying e.g. one pipeline with the larger diameter or two with the smaller might be considered during the optimization. The analyzed optimization problem is multicriteria, hybrid and nonlinear. Because of such problem properties, the genetic solver was applied.

Modified Cheeger and Ratio Cut Methods Using the Ginzburg-Landau Functional for Classification of High-Dimensional Data

DTIC Science & Technology

2016-02-01

Modified Cheeger and Ratio Cut Methods Using the Ginzburg-Landau Functional for Classification of High-Dimensional Data Ekaterina Merkurjev*, Andrea...bertozzi@math.ucla.edu, xiaoran@isi.edu, lerman@isi.edu. Abstract Recent advances in clustering have included continuous relaxations of the Cheeger cut ...fully nonlinear Cheeger cut problem, as well as the ratio cut optimization task. Both problems are connected to total variation minimization, and the

The Shock and Vibration Digest, Volume 18, Number 3

DTIC Science & Technology

1986-03-01

Linear Distributed Parameter Des., Proc. Intl. Symp., 11th ONR Naval Struc. Systems by Shifted Legendre Polynomial Func- Mech. Symp., Tucson, AZ, pp...University, Atlanta, Georgia nonlinear problems with elementary algebra . It J. Sound Vib., 102 (2), pp 247-257 (Sept 22, uses i = -1, the Pascal’s...eigenvalues specified. The optimal avoid failure due to resonance under the action control problem of a linear distributed parameter 0School of Mechanical

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.

Pricing and location decisions in multi-objective facility location problem with M/M/m/k queuing systems

NASA Astrophysics Data System (ADS)

Tavakkoli-Moghaddam, Reza; Vazifeh-Noshafagh, Samira; Taleizadeh, Ata Allah; Hajipour, Vahid; Mahmoudi, Amin

2017-01-01

This article presents a new multi-objective model for a facility location problem with congestion and pricing policies. This model considers situations in which immobile service facilities are congested by a stochastic demand following M/M/m/k queues. The presented model belongs to the class of mixed-integer nonlinear programming models and NP-hard problems. To solve such a hard model, a new multi-objective optimization algorithm based on a vibration theory, namely multi-objective vibration damping optimization (MOVDO), is developed. In order to tune the algorithms parameters, the Taguchi approach using a response metric is implemented. The computational results are compared with those of the non-dominated ranking genetic algorithm and non-dominated sorting genetic algorithm. The outputs demonstrate the robustness of the proposed MOVDO in large-sized problems.

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

NASA Astrophysics Data System (ADS)

Wang, Liwei; Liu, Xinggao; Zhang, Zeyin

2017-02-01

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

Optimization-Based Inverse Identification of the Parameters of a Concrete Cap Material Model

NASA Astrophysics Data System (ADS)

Král, Petr; Hokeš, Filip; Hušek, Martin; Kala, Jiří; Hradil, Petr

2017-10-01

Issues concerning the advanced numerical analysis of concrete building structures in sophisticated computing systems currently require the involvement of nonlinear mechanics tools. The efforts to design safer, more durable and mainly more economically efficient concrete structures are supported via the use of advanced nonlinear concrete material models and the geometrically nonlinear approach. The application of nonlinear mechanics tools undoubtedly presents another step towards the approximation of the real behaviour of concrete building structures within the framework of computer numerical simulations. However, the success rate of this application depends on having a perfect understanding of the behaviour of the concrete material models used and having a perfect understanding of the used material model parameters meaning. The effective application of nonlinear concrete material models within computer simulations often becomes very problematic because these material models very often contain parameters (material constants) whose values are difficult to obtain. However, getting of the correct values of material parameters is very important to ensure proper function of a concrete material model used. Today, one possibility, which permits successful solution of the mentioned problem, is the use of optimization algorithms for the purpose of the optimization-based inverse material parameter identification. Parameter identification goes hand in hand with experimental investigation while it trying to find parameter values of the used material model so that the resulting data obtained from the computer simulation will best approximate the experimental data. This paper is focused on the optimization-based inverse identification of the parameters of a concrete cap material model which is known under the name the Continuous Surface Cap Model. Within this paper, material parameters of the model are identified on the basis of interaction between nonlinear computer simulations, gradient based and nature inspired optimization algorithms and experimental data, the latter of which take the form of a load-extension curve obtained from the evaluation of uniaxial tensile test results. The aim of this research was to obtain material model parameters corresponding to the quasi-static tensile loading which may be further used for the research involving dynamic and high-speed tensile loading. Based on the obtained results it can be concluded that the set goal has been reached.

Optimal estimation and scheduling in aquifer management using the rapid feedback control method

NASA Astrophysics Data System (ADS)

Ghorbanidehno, Hojat; Kokkinaki, Amalia; Kitanidis, Peter K.; Darve, Eric

2017-12-01

Management of water resources systems often involves a large number of parameters, as in the case of large, spatially heterogeneous aquifers, and a large number of "noisy" observations, as in the case of pressure observation in wells. Optimizing the operation of such systems requires both searching among many possible solutions and utilizing new information as it becomes available. However, the computational cost of this task increases rapidly with the size of the problem to the extent that textbook optimization methods are practically impossible to apply. In this paper, we present a new computationally efficient technique as a practical alternative for optimally operating large-scale dynamical systems. The proposed method, which we term Rapid Feedback Controller (RFC), provides a practical approach for combined monitoring, parameter estimation, uncertainty quantification, and optimal control for linear and nonlinear systems with a quadratic cost function. For illustration, we consider the case of a weakly nonlinear uncertain dynamical system with a quadratic objective function, specifically a two-dimensional heterogeneous aquifer management problem. To validate our method, we compare our results with the linear quadratic Gaussian (LQG) method, which is the basic approach for feedback control. We show that the computational cost of the RFC scales only linearly with the number of unknowns, a great improvement compared to the basic LQG control with a computational cost that scales quadratically. We demonstrate that the RFC method can obtain the optimal control values at a greatly reduced computational cost compared to the conventional LQG algorithm with small and controllable losses in the accuracy of the state and parameter estimation.

Inference of Vohradský's Models of Genetic Networks by Solving Two-Dimensional Function Optimization Problems

PubMed Central

Kimura, Shuhei; Sato, Masanao; Okada-Hatakeyama, Mariko

2013-01-01

The inference of a genetic network is a problem in which mutual interactions among genes are inferred from time-series of gene expression levels. While a number of models have been proposed to describe genetic networks, this study focuses on a mathematical model proposed by Vohradský. Because of its advantageous features, several researchers have proposed the inference methods based on Vohradský's model. When trying to analyze large-scale networks consisting of dozens of genes, however, these methods must solve high-dimensional non-linear function optimization problems. In order to resolve the difficulty of estimating the parameters of the Vohradský's model, this study proposes a new method that defines the problem as several two-dimensional function optimization problems. Through numerical experiments on artificial genetic network inference problems, we showed that, although the computation time of the proposed method is not the shortest, the method has the ability to estimate parameters of Vohradský's models more effectively with sufficiently short computation times. This study then applied the proposed method to an actual inference problem of the bacterial SOS DNA repair system, and succeeded in finding several reasonable regulations. PMID:24386175

A global stochastic programming approach for the optimal placement of gas detectors with nonuniform unavailabilities

DOE PAGES

Liu, Jianfeng; Laird, Carl Damon

2017-09-22

Optimal design of a gas detection systems is challenging because of the numerous sources of uncertainty, including weather and environmental conditions, leak location and characteristics, and process conditions. Rigorous CFD simulations of dispersion scenarios combined with stochastic programming techniques have been successfully applied to the problem of optimal gas detector placement; however, rigorous treatment of sensor failure and nonuniform unavailability has received less attention. To improve reliability of the design, this paper proposes a problem formulation that explicitly considers nonuniform unavailabilities and all backup detection levels. The resulting sensor placement problem is a large-scale mixed-integer nonlinear programming (MINLP) problem thatmore » requires a tailored solution approach for efficient solution. We have developed a multitree method which depends on iteratively solving a sequence of upper-bounding master problems and lower-bounding subproblems. The tailored global solution strategy is tested on a real data problem and the encouraging numerical results indicate that our solution framework is promising in solving sensor placement problems. This study was selected for the special issue in JLPPI from the 2016 International Symposium of the MKO Process Safety Center.« less

A global stochastic programming approach for the optimal placement of gas detectors with nonuniform unavailabilities

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

Liu, Jianfeng; Laird, Carl Damon

Optimal design of a gas detection systems is challenging because of the numerous sources of uncertainty, including weather and environmental conditions, leak location and characteristics, and process conditions. Rigorous CFD simulations of dispersion scenarios combined with stochastic programming techniques have been successfully applied to the problem of optimal gas detector placement; however, rigorous treatment of sensor failure and nonuniform unavailability has received less attention. To improve reliability of the design, this paper proposes a problem formulation that explicitly considers nonuniform unavailabilities and all backup detection levels. The resulting sensor placement problem is a large-scale mixed-integer nonlinear programming (MINLP) problem thatmore » requires a tailored solution approach for efficient solution. We have developed a multitree method which depends on iteratively solving a sequence of upper-bounding master problems and lower-bounding subproblems. The tailored global solution strategy is tested on a real data problem and the encouraging numerical results indicate that our solution framework is promising in solving sensor placement problems. This study was selected for the special issue in JLPPI from the 2016 International Symposium of the MKO Process Safety Center.« less

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.

Adaptive Actor-Critic Design-Based Integral Sliding-Mode Control for Partially Unknown Nonlinear Systems With Input Disturbances.

PubMed

Fan, Quan-Yong; Yang, Guang-Hong

2016-01-01

This paper is concerned with the problem of integral sliding-mode control for a class of nonlinear systems with input disturbances and unknown nonlinear terms through the adaptive actor-critic (AC) control method. The main objective is to design a sliding-mode control methodology based on the adaptive dynamic programming (ADP) method, so that the closed-loop system with time-varying disturbances is stable and the nearly optimal performance of the sliding-mode dynamics can be guaranteed. In the first step, a neural network (NN)-based observer and a disturbance observer are designed to approximate the unknown nonlinear terms and estimate the input disturbances, respectively. Based on the NN approximations and disturbance estimations, the discontinuous part of the sliding-mode control is constructed to eliminate the effect of the disturbances and attain the expected equivalent sliding-mode dynamics. Then, the ADP method with AC structure is presented to learn the optimal control for the sliding-mode dynamics online. Reconstructed tuning laws are developed to guarantee the stability of the sliding-mode dynamics and the convergence of the weights of critic and actor NNs. Finally, the simulation results are presented to illustrate the effectiveness of the proposed method.

Nonlinear data-driven identification of polymer electrolyte membrane fuel cells for diagnostic purposes: A Volterra series approach

NASA Astrophysics Data System (ADS)

Ritzberger, D.; Jakubek, S.

2017-09-01

In this work, a data-driven identification method, based on polynomial nonlinear autoregressive models with exogenous inputs (NARX) and the Volterra series, is proposed to describe the dynamic and nonlinear voltage and current characteristics of polymer electrolyte membrane fuel cells (PEMFCs). The structure selection and parameter estimation of the NARX model is performed on broad-band voltage/current data. By transforming the time-domain NARX model into a Volterra series representation using the harmonic probing algorithm, a frequency-domain description of the linear and nonlinear dynamics is obtained. With the Volterra kernels corresponding to different operating conditions, information from existing diagnostic tools in the frequency domain such as electrochemical impedance spectroscopy (EIS) and total harmonic distortion analysis (THDA) are effectively combined. Additionally, the time-domain NARX model can be utilized for fault detection by evaluating the difference between measured and simulated output. To increase the fault detectability, an optimization problem is introduced which maximizes this output residual to obtain proper excitation frequencies. As a possible extension it is shown, that by optimizing the periodic signal shape itself that the fault detectability is further increased.

Optimization strategies based on sequential quadratic programming applied for a fermentation process for butanol production.

PubMed

Pinto Mariano, Adriano; Bastos Borba Costa, Caliane; de Franceschi de Angelis, Dejanira; Maugeri Filho, Francisco; Pires Atala, Daniel Ibraim; Wolf Maciel, Maria Regina; Maciel Filho, Rubens

2009-11-01

In this work, the mathematical optimization of a continuous flash fermentation process for the production of biobutanol was studied. The process consists of three interconnected units, as follows: fermentor, cell-retention system (tangential microfiltration), and vacuum flash vessel (responsible for the continuous recovery of butanol from the broth). The objective of the optimization was to maximize butanol productivity for a desired substrate conversion. Two strategies were compared for the optimization of the process. In one of them, the process was represented by a deterministic model with kinetic parameters determined experimentally and, in the other, by a statistical model obtained using the factorial design technique combined with simulation. For both strategies, the problem was written as a nonlinear programming problem and was solved with the sequential quadratic programming technique. The results showed that despite the very similar solutions obtained with both strategies, the problems found with the strategy using the deterministic model, such as lack of convergence and high computational time, make the use of the optimization strategy with the statistical model, which showed to be robust and fast, more suitable for the flash fermentation process, being recommended for real-time applications coupling optimization and control.

Optimization of groundwater artificial recharge systems using a genetic algorithm: a case study in Beijing, China

NASA Astrophysics Data System (ADS)

Hao, Qichen; Shao, Jingli; Cui, Yali; Zhang, Qiulan; Huang, Linxian

2018-05-01

An optimization approach is used for the operation of groundwater artificial recharge systems in an alluvial fan in Beijing, China. The optimization model incorporates a transient groundwater flow model, which allows for simulation of the groundwater response to artificial recharge. The facilities' operation with regard to recharge rates is formulated as a nonlinear programming problem to maximize the volume of surface water recharged into the aquifers under specific constraints. This optimization problem is solved by the parallel genetic algorithm (PGA) based on OpenMP, which could substantially reduce the computation time. To solve the PGA with constraints, the multiplicative penalty method is applied. In addition, the facilities' locations are implicitly determined on the basis of the results of the recharge-rate optimizations. Two scenarios are optimized and the optimal results indicate that the amount of water recharged into the aquifers will increase without exceeding the upper limits of the groundwater levels. Optimal operation of this artificial recharge system can also contribute to the more effective recovery of the groundwater storage capacity.

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

PubMed

Bravi, Luca; Piccialli, Veronica; Sciandrone, Marco

2017-04-01

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

Multimodel methods for optimal control of aeroacoustics.

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

Chen, Guoquan; Collis, Samuel Scott

2005-01-01

A new multidomain/multiphysics computational framework for optimal control of aeroacoustic noise has been developed based on a near-field compressible Navier-Stokes solver coupled with a far-field linearized Euler solver both based on a discontinuous Galerkin formulation. In this approach, the coupling of near- and far-field domains is achieved by weakly enforcing continuity of normal fluxes across a coupling surface that encloses all nonlinearities and noise sources. For optimal control, gradient information is obtained by the solution of an appropriate adjoint problem that involves the propagation of adjoint information from the far-field to the near-field. This computational framework has been successfully appliedmore » to study optimal boundary-control of blade-vortex interaction, which is a significant noise source for helicopters on approach to landing. In the model-problem presented here, the noise propagated toward the ground is reduced by 12dB.« less

Optimization Research on Ampacity of Underground High Voltage Cable Based on Interior Point Method

NASA Astrophysics Data System (ADS)

Huang, Feng; Li, Jing

2017-12-01

The conservative operation method which takes unified current-carrying capacity as maximum load current can’t make full use of the overall power transmission capacity of the cable. It’s not the optimal operation state for the cable cluster. In order to improve the transmission capacity of underground cables in cluster, this paper regards the maximum overall load current as the objective function and the temperature of any cables lower than maximum permissible temperature as constraint condition. The interior point method which is very effective for nonlinear problem is put forward to solve the extreme value of the problem and determine the optimal operating current of each loop. The results show that the optimal solutions obtained with the purposed method is able to increase the total load current about 5%. It greatly improves the economic performance of the cable cluster.

Autorotation flight control system

NASA Technical Reports Server (NTRS)

Bachelder, Edward N. (Inventor); Aponso, Bimal L. (Inventor); Lee, Dong-Chan (Inventor)

2011-01-01

The present invention provides computer implemented methodology that permits the safe landing and recovery of rotorcraft following engine failure. With this invention successful autorotations may be performed from well within the unsafe operating area of the height-velocity profile of a helicopter by employing the fast and robust real-time trajectory optimization algorithm that commands control motion through an intuitive pilot display, or directly in the case of autonomous rotorcraft. The algorithm generates optimal trajectories and control commands via the direct-collocation optimization method, solved using a nonlinear programming problem solver. The control inputs computed are collective pitch and aircraft pitch, which are easily tracked and manipulated by the pilot or converted to control actuator commands for automated operation during autorotation in the case of an autonomous rotorcraft. The formulation of the optimal control problem has been carefully tailored so the solutions resemble those of an expert pilot, accounting for the performance limitations of the rotorcraft and safety concerns.

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.

Statistical estimation via convex optimization for trending and performance monitoring

NASA Astrophysics Data System (ADS)

Samar, Sikandar

This thesis presents an optimization-based statistical estimation approach to find unknown trends in noisy data. A Bayesian framework is used to explicitly take into account prior information about the trends via trend models and constraints. The main focus is on convex formulation of the Bayesian estimation problem, which allows efficient computation of (globally) optimal estimates. There are two main parts of this thesis. The first part formulates trend estimation in systems described by known detailed models as a convex optimization problem. Statistically optimal estimates are then obtained by maximizing a concave log-likelihood function subject to convex constraints. We consider the problem of increasing problem dimension as more measurements become available, and introduce a moving horizon framework to enable recursive estimation of the unknown trend by solving a fixed size convex optimization problem at each horizon. We also present a distributed estimation framework, based on the dual decomposition method, for a system formed by a network of complex sensors with local (convex) estimation. Two specific applications of the convex optimization-based Bayesian estimation approach are described in the second part of the thesis. Batch estimation for parametric diagnostics in a flight control simulation of a space launch vehicle is shown to detect incipient fault trends despite the natural masking properties of feedback in the guidance and control loops. Moving horizon approach is used to estimate time varying fault parameters in a detailed nonlinear simulation model of an unmanned aerial vehicle. An excellent performance is demonstrated in the presence of winds and turbulence.

Active control of panel vibrations induced by a boundary layer flow

NASA Technical Reports Server (NTRS)

Chow, Pao-Liu

1995-01-01

The problems of active and passive control of sound and vibration has been investigated by many researchers for a number of years. However, few of the articles are concerned with the sound and vibration with flow-structure interaction. Experimental and numerical studies on the coupling between panel vibration and acoustic radiation due to flow excitation have been done by Maestrello and his associates at NASA/Langley Research Center. Since the coupled system of nonlinear partial differential equations is formidable, an analytical solution to the full problem seems impossible. For this reason, we have to simplify the problem to that of the nonlinear panel vibration induced by a uniform flow or a boundary-layer flow with a given wall pressure distribution. Based on this simplified model, we have been able to consider the control and stabilization of the nonlinear panel vibration, which have not been treated satisfactorily by other authors. Although the sound radiation has not been included, the vibration suppression will clearly reduce the sound radiation power from the panel. The major research findings are presented in three sections. In section two we describe results on the boundary control of nonlinear panel vibration, with or without flow excitation. Sections three and four are concerned with some analytical and numerical results in the optimal control of the linear and nonlinear panel vibrations, respectively, excited by the flow pressure fluctuations. Finally, in section five, we draw some conclusions from research findings.

Minimum fuel coplanar aeroassisted orbital transfer using collocation and nonlinear programming

NASA Technical Reports Server (NTRS)

Shi, Yun Yuan; Young, D. H.

1991-01-01

The fuel optimal control problem arising in coplanar orbital transfer employing aeroassisted technology is addressed. The mission involves the transfer from high energy orbit (HEO) to low energy orbit (LEO) without plane change. The basic approach here is to employ a combination of propulsive maneuvers in space and aerodynamic maneuvers in the atmosphere. The basic sequence of events for the coplanar aeroassisted HEO to LEO orbit transfer consists of three phases. In the first phase, the transfer begins with a deorbit impulse at HEO which injects the vehicle into a elliptic transfer orbit with perigee inside the atmosphere. In the second phase, the vehicle is optimally controlled by lift and drag modulation to satisfy heating constraints and to exit the atmosphere with the desired flight path angle and velocity so that the apogee of the exit orbit is the altitude of the desired LEO. Finally, the second impulse is required to circularize the orbit at LEO. The performance index is maximum final mass. Simulation results show that the coplanar aerocapture is quite different from the case where orbital plane changes are made inside the atmosphere. In the latter case, the vehicle has to penetrate deeper into the atmosphere to perform the desired orbital plane change. For the coplanar case, the vehicle needs only to penetrate the atmosphere deep enough to reduce the exit velocity so the vehicle can be captured at the desired LEO. The peak heating rates are lower and the entry corridor is wider. From the thermal protection point of view, the coplanar transfer may be desirable. Parametric studies also show the maximum peak heating rates and the entry corridor width are functions of maximum lift coefficient. The problem is solved using a direct optimization technique which uses piecewise polynomial representation for the states and controls and collocation to represent the differential equations. This converts the optimal control problem into a nonlinear programming problem which is solved numerically by using a modified version of NPSOL. Solutions were obtained for the described problem for cases with and without heating constraints. The method appears to be more robust than other optimization methods. In addition, the method can handle complex dynamical constraints.

Stochastic parameter estimation in nonlinear time-delayed vibratory systems with distributed delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-07-01

The stochastic estimation of parameters and states in linear and nonlinear time-delayed vibratory systems with distributed delay is explored. The approach consists of first employing a continuous time approximation to approximate the delayed integro-differential system with a large set of ordinary differential equations having stochastic excitations. Then the problem of state and parameter estimation in the resulting stochastic ordinary differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the augmented filtering problem, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states. Similarly, the upper bound of the distributed delay can also be estimated by the proposed technique. As an illustrative example to a practical problem in vibrations, the parameter, delay upper bound, and state estimation from noise-corrupted measurements in a distributed force model widely used for modeling machine tool vibrations in the turning operation is investigated.

Structural optimization: Status and promise

NASA Astrophysics Data System (ADS)

Kamat, Manohar P.

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

Newton Methods for Large Scale Problems in Machine Learning

ERIC Educational Resources Information Center

Hansen, Samantha Leigh

2014-01-01

The focus of this thesis is on practical ways of designing optimization algorithms for minimizing large-scale nonlinear functions with applications in machine learning. Chapter 1 introduces the overarching ideas in the thesis. Chapters 2 and 3 are geared towards supervised machine learning applications that involve minimizing a sum of loss…

On the utilization of engineering knowledge in design optimization

NASA Technical Reports Server (NTRS)

Papalambros, P.

1984-01-01

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

Solving the infeasible trust-region problem using approximations.

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

Renaud, John E.; Perez, Victor M.; Eldred, Michael Scott

2004-07-01

The use of optimization in engineering design has fueled the development of algorithms for specific engineering needs. When the simulations are expensive to evaluate or the outputs present some noise, the direct use of nonlinear optimizers is not advisable, since the optimization process will be expensive and may result in premature convergence. The use of approximations for both cases is an alternative investigated by many researchers including the authors. When approximations are present, a model management is required for proper convergence of the algorithm. In nonlinear programming, the use of trust-regions for globalization of a local algorithm has been provenmore » effective. The same approach has been used to manage the local move limits in sequential approximate optimization frameworks as in Alexandrov et al., Giunta and Eldred, Perez et al. , Rodriguez et al., etc. The experience in the mathematical community has shown that more effective algorithms can be obtained by the specific inclusion of the constraints (SQP type of algorithms) rather than by using a penalty function as in the augmented Lagrangian formulation. The presence of explicit constraints in the local problem bounded by the trust region, however, may have no feasible solution. In order to remedy this problem the mathematical community has developed different versions of a composite steps approach. This approach consists of a normal step to reduce the amount of constraint violation and a tangential step to minimize the objective function maintaining the level of constraint violation attained at the normal step. Two of the authors have developed a different approach for a sequential approximate optimization framework using homotopy ideas to relax the constraints. This algorithm called interior-point trust-region sequential approximate optimization (IPTRSAO) presents some similarities to the two normal-tangential steps algorithms. In this paper, a description of the similarities is presented and an expansion of the two steps algorithm is presented for the case of approximations.« less

Nonlinear Rayleigh wave inversion based on the shuffled frog-leaping algorithm

NASA Astrophysics Data System (ADS)

Sun, Cheng-Yu; Wang, Yan-Yan; Wu, Dun-Shi; Qin, Xiao-Jun

2017-12-01

At present, near-surface shear wave velocities are mainly calculated through Rayleigh wave dispersion-curve inversions in engineering surface investigations, but the required calculations pose a highly nonlinear global optimization problem. In order to alleviate the risk of falling into a local optimal solution, this paper introduces a new global optimization method, the shuffle frog-leaping algorithm (SFLA), into the Rayleigh wave dispersion-curve inversion process. SFLA is a swarm-intelligence-based algorithm that simulates a group of frogs searching for food. It uses a few parameters, achieves rapid convergence, and is capability of effective global searching. In order to test the reliability and calculation performance of SFLA, noise-free and noisy synthetic datasets were inverted. We conducted a comparative analysis with other established algorithms using the noise-free dataset, and then tested the ability of SFLA to cope with data noise. Finally, we inverted a real-world example to examine the applicability of SFLA. Results from both synthetic and field data demonstrated the effectiveness of SFLA in the interpretation of Rayleigh wave dispersion curves. We found that SFLA is superior to the established methods in terms of both reliability and computational efficiency, so it offers great potential to improve our ability to solve geophysical inversion problems.

Signal-Preserving Erratic Noise Attenuation via Iterative Robust Sparsity-Promoting Filter

DOE PAGES

Zhao, Qiang; Du, Qizhen; Gong, Xufei; ...

2018-04-06

Sparse domain thresholding filters operating in a sparse domain are highly effective in removing Gaussian random noise under Gaussian distribution assumption. Erratic noise, which designates non-Gaussian noise that consists of large isolated events with known or unknown distribution, also needs to be explicitly taken into account. However, conventional sparse domain thresholding filters based on the least-squares (LS) criterion are severely sensitive to data with high-amplitude and non-Gaussian noise, i.e., the erratic noise, which makes the suppression of this type of noise extremely challenging. Here, in this paper, we present a robust sparsity-promoting denoising model, in which the LS criterion ismore » replaced by the Huber criterion to weaken the effects of erratic noise. The random and erratic noise is distinguished by using a data-adaptive parameter in the presented method, where random noise is described by mean square, while the erratic noise is downweighted through a damped weight. Different from conventional sparse domain thresholding filters, definition of the misfit between noisy data and recovered signal via the Huber criterion results in a nonlinear optimization problem. With the help of theoretical pseudoseismic data, an iterative robust sparsity-promoting filter is proposed to transform the nonlinear optimization problem into a linear LS problem through an iterative procedure. The main advantage of this transformation is that the nonlinear denoising filter can be solved by conventional LS solvers. Lastly, tests with several data sets demonstrate that the proposed denoising filter can successfully attenuate the erratic noise without damaging useful signal when compared with conventional denoising approaches based on the LS criterion.« less

Signal-Preserving Erratic Noise Attenuation via Iterative Robust Sparsity-Promoting Filter

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

Zhao, Qiang; Du, Qizhen; Gong, Xufei

Sparse domain thresholding filters operating in a sparse domain are highly effective in removing Gaussian random noise under Gaussian distribution assumption. Erratic noise, which designates non-Gaussian noise that consists of large isolated events with known or unknown distribution, also needs to be explicitly taken into account. However, conventional sparse domain thresholding filters based on the least-squares (LS) criterion are severely sensitive to data with high-amplitude and non-Gaussian noise, i.e., the erratic noise, which makes the suppression of this type of noise extremely challenging. Here, in this paper, we present a robust sparsity-promoting denoising model, in which the LS criterion ismore » replaced by the Huber criterion to weaken the effects of erratic noise. The random and erratic noise is distinguished by using a data-adaptive parameter in the presented method, where random noise is described by mean square, while the erratic noise is downweighted through a damped weight. Different from conventional sparse domain thresholding filters, definition of the misfit between noisy data and recovered signal via the Huber criterion results in a nonlinear optimization problem. With the help of theoretical pseudoseismic data, an iterative robust sparsity-promoting filter is proposed to transform the nonlinear optimization problem into a linear LS problem through an iterative procedure. The main advantage of this transformation is that the nonlinear denoising filter can be solved by conventional LS solvers. Lastly, tests with several data sets demonstrate that the proposed denoising filter can successfully attenuate the erratic noise without damaging useful signal when compared with conventional denoising approaches based on the LS criterion.« less

Resource allocation in shared spectrum access communications for operators with diverse service requirements

NASA Astrophysics Data System (ADS)

Kibria, Mirza Golam; Villardi, Gabriel Porto; Ishizu, Kentaro; Kojima, Fumihide; Yano, Hiroyuki

2016-12-01

In this paper, we study inter-operator spectrum sharing and intra-operator resource allocation in shared spectrum access communication systems and propose efficient dynamic solutions to address both inter-operator and intra-operator resource allocation optimization problems. For inter-operator spectrum sharing, we present two competent approaches, namely the subcarrier gain-based sharing and fragmentation-based sharing, which carry out fair and flexible allocation of the available shareable spectrum among the operators subject to certain well-defined sharing rules, traffic demands, and channel propagation characteristics. The subcarrier gain-based spectrum sharing scheme has been found to be more efficient in terms of achieved throughput. However, the fragmentation-based sharing is more attractive in terms of computational complexity. For intra-operator resource allocation, we consider resource allocation problem with users' dissimilar service requirements, where the operator supports users with delay constraint and non-delay constraint service requirements, simultaneously. This optimization problem is a mixed-integer non-linear programming problem and non-convex, which is computationally very expensive, and the complexity grows exponentially with the number of integer variables. We propose less-complex and efficient suboptimal solution based on formulating exact linearization, linear approximation, and convexification techniques for the non-linear and/or non-convex objective functions and constraints. Extensive simulation performance analysis has been carried out that validates the efficiency of the proposed solution.

Linear theory for filtering nonlinear multiscale systems with model error

PubMed Central

Berry, Tyrus; Harlim, John

2014-01-01

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online, as part of a filtering procedure, simultaneously produce accurate filtering and equilibrium statistical prediction. In contrast, an offline estimation technique based on a linear regression, which fits the parameters to a training dataset without using the filter, yields filter estimates which are worse than the observations or even divergent when the slow variables are not fully observed. This finding does not imply that all offline methods are inherently inferior to the online method for nonlinear estimation problems, it only suggests that an ideal estimation technique should estimate all parameters simultaneously whether it is online or offline. PMID:25002829

Optimized System Identification

NASA Technical Reports Server (NTRS)

Juang, Jer-Nan; Longman, Richard W.

1999-01-01

In system identification, one usually cares most about finding a model whose outputs are as close as possible to the true system outputs when the same input is applied to both. However, most system identification algorithms do not minimize this output error. Often they minimize model equation error instead, as in typical least-squares fits using a finite-difference model, and it is seen here that this distinction is significant. Here, we develop a set of system identification algorithms that minimize output error for multi-input/multi-output and multi-input/single-output systems. This is done with sequential quadratic programming iterations on the nonlinear least-squares problems, with an eigendecomposition to handle indefinite second partials. This optimization minimizes a nonlinear function of many variables, and hence can converge to local minima. To handle this problem, we start the iterations from the OKID (Observer/Kalman Identification) algorithm result. Not only has OKID proved very effective in practice, it minimizes an output error of an observer which has the property that as the data set gets large, it converges to minimizing the criterion of interest here. Hence, it is a particularly good starting point for the nonlinear iterations here. Examples show that the methods developed here eliminate the bias that is often observed using any system identification methods of either over-estimating or under-estimating the damping of vibration modes in lightly damped structures.

Simultaneous Intrinsic and Extrinsic Parameter Identification of a Hand-Mounted Laser-Vision Sensor

PubMed Central

Lee, Jong Kwang; Kim, Kiho; Lee, Yongseok; Jeong, Taikyeong

2011-01-01

In this paper, we propose a simultaneous intrinsic and extrinsic parameter identification of a hand-mounted laser-vision sensor (HMLVS). A laser-vision sensor (LVS), consisting of a camera and a laser stripe projector, is used as a sensor component of the robotic measurement system, and it measures the range data with respect to the robot base frame using the robot forward kinematics and the optical triangulation principle. For the optimal estimation of the model parameters, we applied two optimization techniques: a nonlinear least square optimizer and a particle swarm optimizer. Best-fit parameters, including both the intrinsic and extrinsic parameters of the HMLVS, are simultaneously obtained based on the least-squares criterion. From the simulation and experimental results, it is shown that the parameter identification problem considered was characterized by a highly multimodal landscape; thus, the global optimization technique such as a particle swarm optimization can be a promising tool to identify the model parameters for a HMLVS, while the nonlinear least square optimizer often failed to find an optimal solution even when the initial candidate solutions were selected close to the true optimum. The proposed optimization method does not require good initial guesses of the system parameters to converge at a very stable solution and it could be applied to a kinematically dissimilar robot system without loss of generality. PMID:22164104

Multidisciplinary optimization of controlled space structures with global sensitivity equations

NASA Technical Reports Server (NTRS)

Padula, Sharon L.; James, Benjamin B.; Graves, Philip C.; Woodard, Stanley E.

1991-01-01

A new method for the preliminary design of controlled space structures is presented. The method coordinates standard finite element structural analysis, multivariable controls, and nonlinear programming codes and allows simultaneous optimization of the structures and control systems of a spacecraft. Global sensitivity equations are a key feature of this method. The preliminary design of a generic geostationary platform is used to demonstrate the multidisciplinary optimization method. Fifteen design variables are used to optimize truss member sizes and feedback gain values. The goal is to reduce the total mass of the structure and the vibration control system while satisfying constraints on vibration decay rate. Incorporating the nonnegligible mass of actuators causes an essential coupling between structural design variables and control design variables. The solution of the demonstration problem is an important step toward a comprehensive preliminary design capability for structures and control systems. Use of global sensitivity equations helps solve optimization problems that have a large number of design variables and a high degree of coupling between disciplines.

Optimal exponential synchronization of general chaotic delayed neural networks: an LMI approach.

PubMed

Liu, Meiqin

2009-09-01

This paper investigates the optimal exponential synchronization problem of general chaotic neural networks with or without time delays by virtue of Lyapunov-Krasovskii stability theory and the linear matrix inequality (LMI) technique. This general model, which is the interconnection of a linear delayed dynamic system and a bounded static nonlinear operator, covers several well-known neural networks, such as Hopfield neural networks, cellular neural networks (CNNs), bidirectional associative memory (BAM) networks, and recurrent multilayer perceptrons (RMLPs) with or without delays. Using the drive-response concept, time-delay feedback controllers are designed to synchronize two identical chaotic neural networks as quickly as possible. The control design equations are shown to be a generalized eigenvalue problem (GEVP) which can be easily solved by various convex optimization algorithms to determine the optimal control law and the optimal exponential synchronization rate. Detailed comparisons with existing results are made and numerical simulations are carried out to demonstrate the effectiveness of the established synchronization laws.

Direct position determination for digital modulation signals based on improved particle swarm optimization algorithm

NASA Astrophysics Data System (ADS)

Yu, Wan-Ting; Yu, Hong-yi; Du, Jian-Ping; Wang, Ding

2018-04-01

The Direct Position Determination (DPD) algorithm has been demonstrated to achieve a better accuracy with known signal waveforms. However, the signal waveform is difficult to be completely known in the actual positioning process. To solve the problem, we proposed a DPD method for digital modulation signals based on improved particle swarm optimization algorithm. First, a DPD model is established for known modulation signals and a cost function is obtained on symbol estimation. Second, as the optimization of the cost function is a nonlinear integer optimization problem, an improved Particle Swarm Optimization (PSO) algorithm is considered for the optimal symbol search. Simulations are carried out to show the higher position accuracy of the proposed DPD method and the convergence of the fitness function under different inertia weight and population size. On the one hand, the proposed algorithm can take full advantage of the signal feature to improve the positioning accuracy. On the other hand, the improved PSO algorithm can improve the efficiency of symbol search by nearly one hundred times to achieve a global optimal solution.