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.
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.
A comparative study on stress and compliance based structural topology optimization
NASA Astrophysics Data System (ADS)
Hailu Shimels, G.; Dereje Engida, W.; Fakhruldin Mohd, H.
2017-10-01
Most of structural topology optimization problems have been formulated and solved to either minimize compliance or weight of a structure under volume or stress constraints, respectively. Even if, a lot of researches are conducted on these two formulation techniques separately, there is no clear comparative study between the two approaches. This paper intends to compare these formulation techniques, so that an end user or designer can choose the best one based on the problems they have. Benchmark problems under the same boundary and loading conditions are defined, solved and results are compared based on these formulations. Simulation results shows that the two formulation techniques are dependent on the type of loading and boundary conditions defined. Maximum stress induced in the design domain is higher when the design domains are formulated using compliance based formulations. Optimal layouts from compliance minimization formulation has complex layout than stress based ones which may lead the manufacturing of the optimal layouts to be challenging. Optimal layouts from compliance based formulations are dependent on the material to be distributed. On the other hand, optimal layouts from stress based formulation are dependent on the type of material used to define the design domain. High computational time for stress based topology optimization is still a challenge because of the definition of stress constraints at element level. Results also shows that adjustment of convergence criterions can be an alternative solution to minimize the maximum stress developed in optimal layouts. Therefore, a designer or end user should choose a method of formulation based on the design domain defined and boundary conditions considered.
A Matrix-Free Algorithm for Multidisciplinary Design Optimization
NASA Astrophysics Data System (ADS)
Lambe, Andrew Borean
Multidisciplinary design optimization (MDO) is an approach to engineering design that exploits the coupling between components or knowledge disciplines in a complex system to improve the final product. In aircraft design, MDO methods can be used to simultaneously design the outer shape of the aircraft and the internal structure, taking into account the complex interaction between the aerodynamic forces and the structural flexibility. Efficient strategies are needed to solve such design optimization problems and guarantee convergence to an optimal design. This work begins with a comprehensive review of MDO problem formulations and solution algorithms. First, a fundamental MDO problem formulation is defined from which other formulations may be obtained through simple transformations. Using these fundamental problem formulations, decomposition methods from the literature are reviewed and classified. All MDO methods are presented in a unified mathematical notation to facilitate greater understanding. In addition, a novel set of diagrams, called extended design structure matrices, are used to simultaneously visualize both data communication and process flow between the many software components of each method. For aerostructural design optimization, modern decomposition-based MDO methods cannot efficiently handle the tight coupling between the aerodynamic and structural states. This fact motivates the exploration of methods that can reduce the computational cost. A particular structure in the direct and adjoint methods for gradient computation motivates the idea of a matrix-free optimization method. A simple matrix-free optimizer is developed based on the augmented Lagrangian algorithm. This new matrix-free optimizer is tested on two structural optimization problems and one aerostructural optimization problem. The results indicate that the matrix-free optimizer is able to efficiently solve structural and multidisciplinary design problems with thousands of variables and constraints. On the aerostructural test problem formulated with thousands of constraints, the matrix-free optimizer is estimated to reduce the total computational time by up to 90% compared to conventional optimizers.
A Matrix-Free Algorithm for Multidisciplinary Design Optimization
NASA Astrophysics Data System (ADS)
Lambe, Andrew Borean
Multidisciplinary design optimization (MDO) is an approach to engineering design that exploits the coupling between components or knowledge disciplines in a complex system to improve the final product. In aircraft design, MDO methods can be used to simultaneously design the outer shape of the aircraft and the internal structure, taking into account the complex interaction between the aerodynamic forces and the structural flexibility. Efficient strategies are needed to solve such design optimization problems and guarantee convergence to an optimal design. This work begins with a comprehensive review of MDO problem formulations and solution algorithms. First, a fundamental MDO problem formulation is defined from which other formulations may be obtained through simple transformations. Using these fundamental problem formulations, decomposition methods from the literature are reviewed and classified. All MDO methods are presented in a unified mathematical notation to facilitate greater understanding. In addition, a novel set of diagrams, called extended design structure matrices, are used to simultaneously visualize both data communication and process flow between the many software components of each method. For aerostructural design optimization, modern decomposition-based MDO methods cannot efficiently handle the tight coupling between the aerodynamic and structural states. This fact motivates the exploration of methods that can reduce the computational cost. A particular structure in the direct and adjoint methods for gradient computation. motivates the idea of a matrix-free optimization method. A simple matrix-free optimizer is developed based on the augmented Lagrangian algorithm. This new matrix-free optimizer is tested on two structural optimization problems and one aerostructural optimization problem. The results indicate that the matrix-free optimizer is able to efficiently solve structural and multidisciplinary design problems with thousands of variables and constraints. On the aerostructural test problem formulated with thousands of constraints, the matrix-free optimizer is estimated to reduce the total computational time by up to 90% compared to conventional optimizers.
Applications of fuzzy theories to multi-objective system optimization
NASA Technical Reports Server (NTRS)
Rao, S. S.; Dhingra, A. K.
1991-01-01
Most of the computer aided design techniques developed so far deal with the optimization of a single objective function over the feasible design space. However, there often exist several engineering design problems which require a simultaneous consideration of several objective functions. This work presents several techniques of multiobjective optimization. In addition, a new formulation, based on fuzzy theories, is also introduced for the solution of multiobjective system optimization problems. The fuzzy formulation is useful in dealing with systems which are described imprecisely using fuzzy terms such as, 'sufficiently large', 'very strong', or 'satisfactory'. The proposed theory translates the imprecise linguistic statements and multiple objectives into equivalent crisp mathematical statements using fuzzy logic. The effectiveness of all the methodologies and theories presented is illustrated by formulating and solving two different engineering design problems. The first one involves the flight trajectory optimization and the main rotor design of helicopters. The second one is concerned with the integrated kinematic-dynamic synthesis of planar mechanisms. The use and effectiveness of nonlinear membership functions in fuzzy formulation is also demonstrated. The numerical results indicate that the fuzzy formulation could yield results which are qualitatively different from those provided by the crisp formulation. It is felt that the fuzzy formulation will handle real life design problems on a more rational basis.
Dynamically Reconfigurable Approach to Multidisciplinary Problems
NASA Technical Reports Server (NTRS)
Alexandrov, Natalie M.; Lewis, Robert Michael
2003-01-01
The complexity and autonomy of the constituent disciplines and the diversity of the disciplinary data formats make the task of integrating simulations into a multidisciplinary design optimization problem extremely time-consuming and difficult. We propose a dynamically reconfigurable approach to MDO problem formulation wherein an appropriate implementation of the disciplinary information results in basic computational components that can be combined into different MDO problem formulations and solution algorithms, including hybrid strategies, with relative ease. The ability to re-use the computational components is due to the special structure of the MDO problem. We believe that this structure can and should be used to formulate and solve optimization problems in the multidisciplinary context. The present work identifies the basic computational components in several MDO problem formulations and examines the dynamically reconfigurable approach in the context of a popular class of optimization methods. We show that if the disciplinary sensitivity information is implemented in a modular fashion, the transfer of sensitivity information among the formulations under study is straightforward. This enables not only experimentation with a variety of problem formations in a research environment, but also the flexible use of formulations in a production design environment.
Structural design using equilibrium programming formulations
NASA Technical Reports Server (NTRS)
Scotti, Stephen J.
1995-01-01
Solutions to increasingly larger structural optimization problems are desired. However, computational resources are strained to meet this need. New methods will be required to solve increasingly larger problems. The present approaches to solving large-scale problems involve approximations for the constraints of structural optimization problems and/or decomposition of the problem into multiple subproblems that can be solved in parallel. An area of game theory, equilibrium programming (also known as noncooperative game theory), can be used to unify these existing approaches from a theoretical point of view (considering the existence and optimality of solutions), and be used as a framework for the development of new methods for solving large-scale optimization problems. Equilibrium programming theory is described, and existing design techniques such as fully stressed design and constraint approximations are shown to fit within its framework. Two new structural design formulations are also derived. The first new formulation is another approximation technique which is a general updating scheme for the sensitivity derivatives of design constraints. The second new formulation uses a substructure-based decomposition of the structure for analysis and sensitivity calculations. Significant computational benefits of the new formulations compared with a conventional method are demonstrated.
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.
Optimal rail container shipment planning problem in multimodal transportation
NASA Astrophysics Data System (ADS)
Cao, Chengxuan; Gao, Ziyou; Li, Keping
2012-09-01
The optimal rail container shipment planning problem in multimodal transportation is studied in this article. The characteristics of the multi-period planning problem is presented and the problem is formulated as a large-scale 0-1 integer programming model, which maximizes the total profit generated by all freight bookings accepted in a multi-period planning horizon subject to the limited capacities. Two heuristic algorithms are proposed to obtain an approximate optimal solution of the problem. Finally, numerical experiments are conducted to demonstrate the proposed formulation and heuristic algorithms.
The optimal location of piezoelectric actuators and sensors for vibration control of plates
NASA Astrophysics Data System (ADS)
Kumar, K. Ramesh; Narayanan, S.
2007-12-01
This paper considers the optimal placement of collocated piezoelectric actuator-sensor pairs on a thin plate using a model-based linear quadratic regulator (LQR) controller. LQR performance is taken as objective for finding the optimal location of sensor-actuator pairs. The problem is formulated using the finite element method (FEM) as multi-input-multi-output (MIMO) model control. The discrete optimal sensor and actuator location problem is formulated in the framework of a zero-one optimization problem. A genetic algorithm (GA) is used to solve the zero-one optimization problem. Different classical control strategies like direct proportional feedback, constant-gain negative velocity feedback and the LQR optimal control scheme are applied to study the control effectiveness.
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.
Chung M. Chen; Dietmar W. Rose; Rolfe A. Leary
1980-01-01
Describes how dynamic programming can be used to solve optimal stand density problems when yields are given by prior simulation or by a new stand growth equation that is a function of the decision variable. Formulations of the latter type allow use of a calculus-based search procedure; they determine exact optimal residual density at each stage.
A chance constraint estimation approach to optimizing resource management under uncertainty
Michael Bevers
2007-01-01
Chance-constrained optimization is an important method for managing risk arising from random variations in natural resource systems, but the probabilistic formulations often pose mathematical programming problems that cannot be solved with exact methods. A heuristic estimation method for these problems is presented that combines a formulation for order statistic...
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
NASA Astrophysics Data System (ADS)
Masternak, Tadeusz J.
This research determines temperature-constrained optimal trajectories for a scramjet-based hypersonic reconnaissance vehicle by developing an optimal control formulation and solving it using a variable order Gauss-Radau quadrature collocation method with a Non-Linear Programming (NLP) solver. The vehicle is assumed to be an air-breathing reconnaissance aircraft that has specified takeoff/landing locations, airborne refueling constraints, specified no-fly zones, and specified targets for sensor data collections. A three degree of freedom scramjet aircraft model is adapted from previous work and includes flight dynamics, aerodynamics, and thermal constraints. Vehicle control is accomplished by controlling angle of attack, roll angle, and propellant mass flow rate. This model is incorporated into an optimal control formulation that includes constraints on both the vehicle and mission parameters, such as avoidance of no-fly zones and coverage of high-value targets. To solve the optimal control formulation, a MATLAB-based package called General Pseudospectral Optimal Control Software (GPOPS-II) is used, which transcribes continuous time optimal control problems into an NLP problem. In addition, since a mission profile can have varying vehicle dynamics and en-route imposed constraints, the optimal control problem formulation can be broken up into several "phases" with differing dynamics and/or varying initial/final constraints. Optimal trajectories are developed using several different performance costs in the optimal control formulation: minimum time, minimum time with control penalties, and maximum range. The resulting analysis demonstrates that optimal trajectories that meet specified mission parameters and constraints can be quickly determined and used for larger-scale operational and campaign planning and execution.
Discrete-time entropy formulation of optimal and adaptive control problems
NASA Technical Reports Server (NTRS)
Tsai, Yweting A.; Casiello, Francisco A.; Loparo, Kenneth A.
1992-01-01
The discrete-time version of the entropy formulation of optimal control of problems developed by G. N. Saridis (1988) is discussed. Given a dynamical system, the uncertainty in the selection of the control is characterized by the probability distribution (density) function which maximizes the total entropy. The equivalence between the optimal control problem and the optimal entropy problem is established, and the total entropy is decomposed into a term associated with the certainty equivalent control law, the entropy of estimation, and the so-called equivocation of the active transmission of information from the controller to the estimator. This provides a useful framework for studying the certainty equivalent and adaptive control laws.
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
NASA Technical Reports Server (NTRS)
Burt, Adam O.; Tinker, Michael L.
2014-01-01
In this paper, genetic algorithm based and gradient-based topology optimization is presented in application to a real hardware design problem. Preliminary design of a planetary lander mockup structure is accomplished using these methods that prove to provide major weight savings by addressing the structural efficiency during the design cycle. This paper presents two alternative formulations of the topology optimization problem. The first is the widely-used gradient-based implementation using commercially available algorithms. The second is formulated using genetic algorithms and internally developed capabilities. These two approaches are applied to a practical design problem for hardware that has been built, tested and proven to be functional. Both formulations converged on similar solutions and therefore were proven to be equally valid implementations of the process. This paper discusses both of these formulations at a high level.
Multi-Stage Convex Relaxation Methods for Machine Learning
2013-03-01
Many problems in machine learning can be naturally formulated as non-convex optimization problems. However, such direct nonconvex formulations have...original nonconvex formulation. We will develop theoretical properties of this method and algorithmic consequences. Related convex and nonconvex machine learning methods will also be investigated.
Continued research on selected parameters to minimize community annoyance from airplane noise
NASA Technical Reports Server (NTRS)
Frair, L.
1981-01-01
Results from continued research on selected parameters to minimize community annoyance from airport noise are reported. First, a review of the initial work on this problem is presented. Then the research focus is expanded by considering multiobjective optimization approaches for this problem. A multiobjective optimization algorithm review from the open literature is presented. This is followed by the multiobjective mathematical formulation for the problem of interest. A discussion of the appropriate solution algorithm for the multiobjective formulation is conducted. Alternate formulations and associated solution algorithms are discussed and evaluated for this airport noise problem. Selected solution algorithms that have been implemented are then used to produce computational results for example airports. These computations involved finding the optimal operating scenario for a moderate size airport and a series of sensitivity analyses for a smaller example airport.
The random fractional matching problem
NASA Astrophysics Data System (ADS)
Lucibello, Carlo; Malatesta, Enrico M.; Parisi, Giorgio; Sicuro, Gabriele
2018-05-01
We consider two formulations of the random-link fractional matching problem, a relaxed version of the more standard random-link (integer) matching problem. In one formulation, we allow each node to be linked to itself in the optimal matching configuration. In the other one, on the contrary, such a link is forbidden. Both problems have the same asymptotic average optimal cost of the random-link matching problem on the complete graph. Using a replica approach and previous results of Wästlund (2010 Acta Mathematica 204 91–150), we analytically derive the finite-size corrections to the asymptotic optimal cost. We compare our results with numerical simulations and we discuss the main differences between random-link fractional matching problems and the random-link matching problem.
Model-based optimal design of experiments - semidefinite and nonlinear programming formulations
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.
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.
On solving three-dimensional open-dimension rectangular packing problems
NASA Astrophysics Data System (ADS)
Junqueira, Leonardo; Morabito, Reinaldo
2017-05-01
In this article, a recently proposed three-dimensional open-dimension rectangular packing problem is considered, in which the objective is to find a minimal volume rectangular container that packs a set of rectangular boxes. The literature has tackled small-sized instances of this problem by means of optimization solvers, position-free mixed-integer programming (MIP) formulations and piecewise linearization approaches. In this study, the problem is alternatively addressed by means of grid-based position MIP formulations, whereas still considering optimization solvers and the same piecewise linearization techniques. A comparison of the computational performance of both models is then presented, when tested with benchmark problem instances and with new instances, and it is shown that the grid-based position MIP formulation can be competitive, depending on the characteristics of the instances. The grid-based position MIP formulation is also embedded with real-world practical constraints, such as cargo stability, and results are additionally presented.
NASA Astrophysics Data System (ADS)
Quinn, J. D.; Reed, P. M.; Giuliani, M.; Castelletti, A.
2017-08-01
Managing water resources systems requires coordinated operation of system infrastructure to mitigate the impacts of hydrologic extremes while balancing conflicting multisectoral demands. Traditionally, recommended management strategies are derived by optimizing system operations under a single problem framing that is assumed to accurately represent the system objectives, tacitly ignoring the myriad of effects that could arise from simplifications and mathematical assumptions made when formulating the problem. This study illustrates the benefits of a rival framings framework in which analysts instead interrogate multiple competing hypotheses of how complex water management problems should be formulated. Analyzing rival framings helps discover unintended consequences resulting from inherent biases of alternative problem formulations. We illustrate this on the monsoonal Red River basin in Vietnam by optimizing operations of the system's four largest reservoirs under several different multiobjective problem framings. In each rival framing, we specify different quantitative representations of the system's objectives related to hydropower production, agricultural water supply, and flood protection of the capital city of Hanoi. We find that some formulations result in counterintuitive behavior. In particular, policies designed to minimize expected flood damages inadvertently increase the risk of catastrophic flood events in favor of hydropower production, while min-max objectives commonly used in robust optimization provide poor representations of system tradeoffs due to their instability. This study highlights the importance of carefully formulating and evaluating alternative mathematical abstractions of stakeholder objectives describing the multisectoral water demands and risks associated with hydrologic extremes.
Wireless Sensor Network Optimization: Multi-Objective Paradigm.
Iqbal, Muhammad; Naeem, Muhammad; Anpalagan, Alagan; Ahmed, Ashfaq; Azam, Muhammad
2015-07-20
Optimization problems relating to wireless sensor network planning, design, deployment and operation often give rise to multi-objective optimization formulations where multiple desirable objectives compete with each other and the decision maker has to select one of the tradeoff solutions. These multiple objectives may or may not conflict with each other. Keeping in view the nature of the application, the sensing scenario and input/output of the problem, the type of optimization problem changes. To address different nature of optimization problems relating to wireless sensor network design, deployment, operation, planing and placement, there exist a plethora of optimization solution types. We review and analyze different desirable objectives to show whether they conflict with each other, support each other or they are design dependent. We also present a generic multi-objective optimization problem relating to wireless sensor network which consists of input variables, required output, objectives and constraints. A list of constraints is also presented to give an overview of different constraints which are considered while formulating the optimization problems in wireless sensor networks. Keeping in view the multi facet coverage of this article relating to multi-objective optimization, this will open up new avenues of research in the area of multi-objective optimization relating to wireless sensor networks.
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.
Learning Incoherent Sparse and Low-Rank Patterns from Multiple Tasks
Chen, Jianhui; Liu, Ji; Ye, Jieping
2013-01-01
We consider the problem of learning incoherent sparse and low-rank patterns from multiple tasks. Our approach is based on a linear multi-task learning formulation, in which the sparse and low-rank patterns are induced by a cardinality regularization term and a low-rank constraint, respectively. This formulation is non-convex; we convert it into its convex surrogate, which can be routinely solved via semidefinite programming for small-size problems. We propose to employ the general projected gradient scheme to efficiently solve such a convex surrogate; however, in the optimization formulation, the objective function is non-differentiable and the feasible domain is non-trivial. We present the procedures for computing the projected gradient and ensuring the global convergence of the projected gradient scheme. The computation of projected gradient involves a constrained optimization problem; we show that the optimal solution to such a problem can be obtained via solving an unconstrained optimization subproblem and an Euclidean projection subproblem. We also present two projected gradient algorithms and analyze their rates of convergence in details. In addition, we illustrate the use of the presented projected gradient algorithms for the proposed multi-task learning formulation using the least squares loss. Experimental results on a collection of real-world data sets demonstrate the effectiveness of the proposed multi-task learning formulation and the efficiency of the proposed projected gradient algorithms. PMID:24077658
Learning Incoherent Sparse and Low-Rank Patterns from Multiple Tasks.
Chen, Jianhui; Liu, Ji; Ye, Jieping
2012-02-01
We consider the problem of learning incoherent sparse and low-rank patterns from multiple tasks. Our approach is based on a linear multi-task learning formulation, in which the sparse and low-rank patterns are induced by a cardinality regularization term and a low-rank constraint, respectively. This formulation is non-convex; we convert it into its convex surrogate, which can be routinely solved via semidefinite programming for small-size problems. We propose to employ the general projected gradient scheme to efficiently solve such a convex surrogate; however, in the optimization formulation, the objective function is non-differentiable and the feasible domain is non-trivial. We present the procedures for computing the projected gradient and ensuring the global convergence of the projected gradient scheme. The computation of projected gradient involves a constrained optimization problem; we show that the optimal solution to such a problem can be obtained via solving an unconstrained optimization subproblem and an Euclidean projection subproblem. We also present two projected gradient algorithms and analyze their rates of convergence in details. In addition, we illustrate the use of the presented projected gradient algorithms for the proposed multi-task learning formulation using the least squares loss. Experimental results on a collection of real-world data sets demonstrate the effectiveness of the proposed multi-task learning formulation and the efficiency of the proposed projected gradient algorithms.
A Mathematical Optimization Problem in Bioinformatics
ERIC Educational Resources Information Center
Heyer, Laurie J.
2008-01-01
This article describes the sequence alignment problem in bioinformatics. Through examples, we formulate sequence alignment as an optimization problem and show how to compute the optimal alignment with dynamic programming. The examples and sample exercises have been used by the author in a specialized course in bioinformatics, but could be adapted…
Tien, Kai-Wen; Kulvatunyou, Boonserm; Jung, Kiwook; Prabhu, Vittaldas
2017-01-01
As cloud computing is increasingly adopted, the trend is to offer software functions as modular services and compose them into larger, more meaningful ones. The trend is attractive to analytical problems in the manufacturing system design and performance improvement domain because 1) finding a global optimization for the system is a complex problem; and 2) sub-problems are typically compartmentalized by the organizational structure. However, solving sub-problems by independent services can result in a sub-optimal solution at the system level. This paper investigates the technique called Analytical Target Cascading (ATC) to coordinate the optimization of loosely-coupled sub-problems, each may be modularly formulated by differing departments and be solved by modular analytical services. The result demonstrates that ATC is a promising method in that it offers system-level optimal solutions that can scale up by exploiting distributed and modular executions while allowing easier management of the problem formulation.
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.
Dynamics and control of DNA sequence amplification
DOE Office of Scientific and Technical Information (OSTI.GOV)
Marimuthu, Karthikeyan; Chakrabarti, Raj, E-mail: raj@pmc-group.com, E-mail: rajc@andrew.cmu.edu; Division of Fundamental Research, PMC Advanced Technology, Mount Laurel, New Jersey 08054
2014-10-28
DNA amplification is the process of replication of a specified DNA sequence in vitro through time-dependent manipulation of its external environment. A theoretical framework for determination of the optimal dynamic operating conditions of DNA amplification reactions, for any specified amplification objective, is presented based on first-principles biophysical modeling and control theory. Amplification of DNA is formulated as a problem in control theory with optimal solutions that can differ considerably from strategies typically used in practice. Using the Polymerase Chain Reaction as an example, sequence-dependent biophysical models for DNA amplification are cast as control systems, wherein the dynamics of the reactionmore » are controlled by a manipulated input variable. Using these control systems, we demonstrate that there exists an optimal temperature cycling strategy for geometric amplification of any DNA sequence and formulate optimal control problems that can be used to derive the optimal temperature profile. Strategies for the optimal synthesis of the DNA amplification control trajectory are proposed. Analogous methods can be used to formulate control problems for more advanced amplification objectives corresponding to the design of new types of DNA amplification reactions.« less
COPS: Large-scale nonlinearly constrained optimization problems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bondarenko, A.S.; Bortz, D.M.; More, J.J.
2000-02-10
The authors have started the development of COPS, a collection of large-scale nonlinearly Constrained Optimization Problems. The primary purpose of this collection is to provide difficult test cases for optimization software. Problems in the current version of the collection come from fluid dynamics, population dynamics, optimal design, and optimal control. For each problem they provide a short description of the problem, notes on the formulation of the problem, and results of computational experiments with general optimization solvers. They currently have results for DONLP2, LANCELOT, MINOS, SNOPT, and LOQO.
New displacement-based methods for optimal truss topology design
NASA Technical Reports Server (NTRS)
Bendsoe, Martin P.; Ben-Tal, Aharon; Haftka, Raphael T.
1991-01-01
Two alternate methods for maximum stiffness truss topology design are presented. The ground structure approach is used, and the problem is formulated in terms of displacements and bar areas. This large, nonconvex optimization problem can be solved by a simultaneous analysis and design approach. Alternatively, an equivalent, unconstrained, and convex problem in the displacements only can be formulated, and this problem can be solved by a nonsmooth, steepest descent algorithm. In both methods, the explicit solving of the equilibrium equations and the assembly of the global stiffness matrix are circumvented. A large number of examples have been studied, showing the attractive features of topology design as well as exposing interesting features of optimal topologies.
NASA Astrophysics Data System (ADS)
Hawthorne, Bryant; Panchal, Jitesh H.
2014-07-01
A bilevel optimization formulation of policy design problems considering multiple objectives and incomplete preferences of the stakeholders is presented. The formulation is presented for Feed-in-Tariff (FIT) policy design for decentralized energy infrastructure. The upper-level problem is the policy designer's problem and the lower-level problem is a Nash equilibrium problem resulting from market interactions. The policy designer has two objectives: maximizing the quantity of energy generated and minimizing policy cost. The stakeholders decide on quantities while maximizing net present value and minimizing capital investment. The Nash equilibrium problem in the presence of incomplete preferences is formulated as a stochastic linear complementarity problem and solved using expected value formulation, expected residual minimization formulation, and the Monte Carlo technique. The primary contributions in this article are the mathematical formulation of the FIT policy, the extension of computational policy design problems to multiple objectives, and the consideration of incomplete preferences of stakeholders for policy design problems.
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.
Optimal Water-Power Flow Problem: Formulation and Distributed Optimal Solution
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dall-Anese, Emiliano; Zhao, Changhong; Zamzam, Admed S.
This paper formalizes an optimal water-power flow (OWPF) problem to optimize the use of controllable assets across power and water systems while accounting for the couplings between the two infrastructures. Tanks and pumps are optimally managed to satisfy water demand while improving power grid operations; {for the power network, an AC optimal power flow formulation is augmented to accommodate the controllability of water pumps.} Unfortunately, the physics governing the operation of the two infrastructures and coupling constraints lead to a nonconvex (and, in fact, NP-hard) problem; however, after reformulating OWPF as a nonconvex, quadratically-constrained quadratic problem, a feasible point pursuit-successivemore » convex approximation approach is used to identify feasible and optimal solutions. In addition, a distributed solver based on the alternating direction method of multipliers enables water and power operators to pursue individual objectives while respecting the couplings between the two networks. The merits of the proposed approach are demonstrated for the case of a distribution feeder coupled with a municipal water distribution network.« less
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.
Formulation of image fusion as a constrained least squares optimization problem
Dwork, Nicholas; Lasry, Eric M.; Pauly, John M.; Balbás, Jorge
2017-01-01
Abstract. Fusing a lower resolution color image with a higher resolution monochrome image is a common practice in medical imaging. By incorporating spatial context and/or improving the signal-to-noise ratio, it provides clinicians with a single frame of the most complete information for diagnosis. In this paper, image fusion is formulated as a convex optimization problem that avoids image decomposition and permits operations at the pixel level. This results in a highly efficient and embarrassingly parallelizable algorithm based on widely available robust and simple numerical methods that realizes the fused image as the global minimizer of the convex optimization problem. PMID:28331885
Evaluating the effects of real power losses in optimal power flow based storage integration
Castillo, Anya; Gayme, Dennice
2017-03-27
This study proposes a DC optimal power flow (DCOPF) with losses formulation (the `-DCOPF+S problem) and uses it to investigate the role of real power losses in OPF based grid-scale storage integration. We derive the `- DCOPF+S problem by augmenting a standard DCOPF with storage (DCOPF+S) problem to include quadratic real power loss approximations. This procedure leads to a multi-period nonconvex quadratically constrained quadratic program, which we prove can be solved to optimality using either a semidefinite or second order cone relaxation. Our approach has some important benefits over existing models. It is more computationally tractable than ACOPF with storagemore » (ACOPF+S) formulations and the provably exact convex relaxations guarantee that an optimal solution can be attained for a feasible problem. Adding loss approximations to a DCOPF+S model leads to a more accurate representation of locational marginal prices, which have been shown to be critical to determining optimal storage dispatch and siting in prior ACOPF+S based studies. Case studies demonstrate the improved accuracy of the `-DCOPF+S model over a DCOPF+S model and the computational advantages over an ACOPF+S formulation.« less
Genetic algorithms - What fitness scaling is optimal?
NASA Technical Reports Server (NTRS)
Kreinovich, Vladik; Quintana, Chris; Fuentes, Olac
1993-01-01
A problem of choosing the best scaling function as a mathematical optimization problem is formulated and solved under different optimality criteria. A list of functions which are optimal under different criteria is presented which includes both the best functions empirically proved and new functions that may be worth trying.
Horsetail matching: a flexible approach to optimization under uncertainty
NASA Astrophysics Data System (ADS)
Cook, L. W.; Jarrett, J. P.
2018-04-01
It is important to design engineering systems to be robust with respect to uncertainties in the design process. Often, this is done by considering statistical moments, but over-reliance on statistical moments when formulating a robust optimization can produce designs that are stochastically dominated by other feasible designs. This article instead proposes a formulation for optimization under uncertainty that minimizes the difference between a design's cumulative distribution function and a target. A standard target is proposed that produces stochastically non-dominated designs, but the formulation also offers enough flexibility to recover existing approaches for robust optimization. A numerical implementation is developed that employs kernels to give a differentiable objective function. The method is applied to algebraic test problems and a robust transonic airfoil design problem where it is compared to multi-objective, weighted-sum and density matching approaches to robust optimization; several advantages over these existing methods are demonstrated.
Computational experiments in the optimal slewing of flexible structures
NASA Technical Reports Server (NTRS)
Baker, T. E.; Polak, Lucian Elijah
1989-01-01
Numerical experiments on the problem of moving a flexible beam are discussed. An optimal control problem is formulated and transcribed into a form which can be solved using semi-infinite optimization techniques. All experiments were carried out on a SUN 3 microcomputer.
Wireless Sensor Network Optimization: Multi-Objective Paradigm
Iqbal, Muhammad; Naeem, Muhammad; Anpalagan, Alagan; Ahmed, Ashfaq; Azam, Muhammad
2015-01-01
Optimization problems relating to wireless sensor network planning, design, deployment and operation often give rise to multi-objective optimization formulations where multiple desirable objectives compete with each other and the decision maker has to select one of the tradeoff solutions. These multiple objectives may or may not conflict with each other. Keeping in view the nature of the application, the sensing scenario and input/output of the problem, the type of optimization problem changes. To address different nature of optimization problems relating to wireless sensor network design, deployment, operation, planing and placement, there exist a plethora of optimization solution types. We review and analyze different desirable objectives to show whether they conflict with each other, support each other or they are design dependent. We also present a generic multi-objective optimization problem relating to wireless sensor network which consists of input variables, required output, objectives and constraints. A list of constraints is also presented to give an overview of different constraints which are considered while formulating the optimization problems in wireless sensor networks. Keeping in view the multi facet coverage of this article relating to multi-objective optimization, this will open up new avenues of research in the area of multi-objective optimization relating to wireless sensor networks. PMID:26205271
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
Formulation for Simultaneous Aerodynamic Analysis and Design Optimization
NASA Technical Reports Server (NTRS)
Hou, G. W.; Taylor, A. C., III; Mani, S. V.; Newman, P. A.
1993-01-01
An efficient approach for simultaneous aerodynamic analysis and design optimization is presented. This approach does not require the performance of many flow analyses at each design optimization step, which can be an expensive procedure. Thus, this approach brings us one step closer to meeting the challenge of incorporating computational fluid dynamic codes into gradient-based optimization techniques for aerodynamic design. An adjoint-variable method is introduced to nullify the effect of the increased number of design variables in the problem formulation. The method has been successfully tested on one-dimensional nozzle flow problems, including a sample problem with a normal shock. Implementations of the above algorithm are also presented that incorporate Newton iterations to secure a high-quality flow solution at the end of the design process. Implementations with iterative flow solvers are possible and will be required for large, multidimensional flow problems.
Reconfigurability in MDO Problem Synthesis. Part 1
NASA Technical Reports Server (NTRS)
Alexandrov, Natalia M.; Lewis, Robert Michael
2004-01-01
Integrating autonomous disciplines into a problem amenable to solution presents a major challenge in realistic multidisciplinary design optimization (MDO). We propose a linguistic approach to MDO problem description, formulation, and solution we call reconfigurable multidisciplinary synthesis (REMS). With assistance from computer science techniques, REMS comprises an abstract language and a collection of processes that provide a means for dynamic reasoning about MDO problems in a range of contexts. The approach may be summarized as follows. Description of disciplinary data according to the rules of a grammar, followed by lexical analysis and compilation, yields basic computational components that can be assembled into various MDO problem formulations and solution algorithms, including hybrid strategies, with relative ease. The ability to re-use the computational components is due to the special structure of the MDO problem. The range of contexts for reasoning about MDO spans tasks from error checking and derivative computation to formulation and reformulation of optimization problem statements. In highly structured contexts, reconfigurability can mean a straightforward transformation among problem formulations with a single operation. We hope that REMS will enable experimentation with a variety of problem formulations in research environments, assist in the assembly of MDO test problems, and serve as a pre-processor in computational frameworks in production environments. This paper, Part 1 of two companion papers, discusses the fundamentals of REMS. Part 2 illustrates the methodology in more detail.
Reconfigurability in MDO Problem Synthesis. Part 2
NASA Technical Reports Server (NTRS)
Alexandrov, Natalia M.; Lewis, Robert Michael
2004-01-01
Integrating autonomous disciplines into a problem amenable to solution presents a major challenge in realistic multidisciplinary design optimization (MDO). We propose a linguistic approach to MDO problem description, formulation, and solution we call reconfigurable multidisciplinary synthesis (REMS). With assistance from computer science techniques, REMS comprises an abstract language and a collection of processes that provide a means for dynamic reasoning about MDO problems in a range of contexts. The approach may be summarized as follows. Description of disciplinary data according to the rules of a grammar, followed by lexical analysis and compilation, yields basic computational components that can be assembled into various MDO problem formulations and solution algorithms, including hybrid strategies, with relative ease. The ability to re-use the computational components is due to the special structure of the MDO problem. The range of contexts for reasoning about MDO spans tasks from error checking and derivative computation to formulation and reformulation of optimization problem statements. In highly structured contexts, reconfigurability can mean a straightforward transformation among problem formulations with a single operation. We hope that REMS will enable experimentation with a variety of problem formulations in research environments, assist in the assembly of MDO test problems, and serve as a pre-processor in computational frameworks in production environments. Part 1 of two companion papers, discusses the fundamentals of REMS. This paper, Part 2 illustrates the methodology in more detail.
NASA Astrophysics Data System (ADS)
Jerez-Hanckes, Carlos; Pérez-Arancibia, Carlos; Turc, Catalin
2017-12-01
We present Nyström discretizations of multitrace/singletrace formulations and non-overlapping Domain Decomposition Methods (DDM) for the solution of Helmholtz transmission problems for bounded composite scatterers with piecewise constant material properties. We investigate the performance of DDM with both classical Robin and optimized transmission boundary conditions. The optimized transmission boundary conditions incorporate square root Fourier multiplier approximations of Dirichlet to Neumann operators. While the multitrace/singletrace formulations as well as the DDM that use classical Robin transmission conditions are not particularly well suited for Krylov subspace iterative solutions of high-contrast high-frequency Helmholtz transmission problems, we provide ample numerical evidence that DDM with optimized transmission conditions constitute efficient computational alternatives for these type of applications. In the case of large numbers of subdomains with different material properties, we show that the associated DDM linear system can be efficiently solved via hierarchical Schur complements elimination.
Optimally Stopped Optimization
NASA Astrophysics Data System (ADS)
Vinci, Walter; Lidar, Daniel A.
2016-11-01
We combine the fields of heuristic optimization and optimal stopping. We propose a strategy for benchmarking randomized optimization algorithms that minimizes the expected total cost for obtaining a good solution with an optimal number of calls to the solver. To do so, rather than letting the objective function alone define a cost to be minimized, we introduce a further cost-per-call of the algorithm. We show that this problem can be formulated using optimal stopping theory. The expected cost is a flexible figure of merit for benchmarking probabilistic solvers that can be computed when the optimal solution is not known and that avoids the biases and arbitrariness that affect other measures. The optimal stopping formulation of benchmarking directly leads to a real-time optimal-utilization strategy for probabilistic optimizers with practical impact. We apply our formulation to benchmark simulated annealing on a class of maximum-2-satisfiability (MAX2SAT) problems. We also compare the performance of a D-Wave 2X quantum annealer to the Hamze-Freitas-Selby (HFS) solver, a specialized classical heuristic algorithm designed for low-tree-width graphs. On a set of frustrated-loop instances with planted solutions defined on up to N =1098 variables, the D-Wave device is 2 orders of magnitude faster than the HFS solver, and, modulo known caveats related to suboptimal annealing times, exhibits identical scaling with problem size.
Implicit methods for efficient musculoskeletal simulation and optimal control
van den Bogert, Antonie J.; Blana, Dimitra; Heinrich, Dieter
2011-01-01
The ordinary differential equations for musculoskeletal dynamics are often numerically stiff and highly nonlinear. Consequently, simulations require small time steps, and optimal control problems are slow to solve and have poor convergence. In this paper, we present an implicit formulation of musculoskeletal dynamics, which leads to new numerical methods for simulation and optimal control, with the expectation that we can mitigate some of these problems. A first order Rosenbrock method was developed for solving forward dynamic problems using the implicit formulation. It was used to perform real-time dynamic simulation of a complex shoulder arm system with extreme dynamic stiffness. Simulations had an RMS error of only 0.11 degrees in joint angles when running at real-time speed. For optimal control of musculoskeletal systems, a direct collocation method was developed for implicitly formulated models. The method was applied to predict gait with a prosthetic foot and ankle. Solutions were obtained in well under one hour of computation time and demonstrated how patients may adapt their gait to compensate for limitations of a specific prosthetic limb design. The optimal control method was also applied to a state estimation problem in sports biomechanics, where forces during skiing were estimated from noisy and incomplete kinematic data. Using a full musculoskeletal dynamics model for state estimation had the additional advantage that forward dynamic simulations, could be done with the same implicitly formulated model to simulate injuries and perturbation responses. While these methods are powerful and allow solution of previously intractable problems, there are still considerable numerical challenges, especially related to the convergence of gradient-based solvers. PMID:22102983
Kim, Yoon Jae; Kim, Yoon Young
2010-10-01
This paper presents a numerical method for the optimization of the sequencing of solid panels, perforated panels and air gaps and their respective thickness for maximizing sound transmission loss and/or absorption. For the optimization, a method based on the topology optimization formulation is proposed. It is difficult to employ only the commonly-used material interpolation technique because the involved layers exhibit fundamentally different acoustic behavior. Thus, an optimization method formulation using a so-called unified transfer matrix is newly proposed. The key idea is to form elements of the transfer matrix such that interpolated elements by the layer design variables can be those of air, perforated and solid panel layers. The problem related to the interpolation is addressed and bench mark-type problems such as sound transmission or absorption maximization problems are solved to check the efficiency of the developed method.
Meshless methods in shape optimization of linear elastic and thermoelastic solids
NASA Astrophysics Data System (ADS)
Bobaru, Florin
This dissertation proposes a meshless approach to problems in shape optimization of elastic and thermoelastic solids. The Element-free Galerkin (EFG) method is used for this purpose. The ability of the EFG to avoid remeshing, that is normally done in a Finite Element approach to correct highly distorted meshes, is clearly demonstrated by several examples. The shape optimization example of a thermal cooling fin shows a dramatic improvement in the objective compared to a previous FEM analysis. More importantly, the new solution, displaying large shape changes contrasted to the initial design, was completely missed by the FEM analysis. The EFG formulation given here for shape optimization "uncovers" new solutions that are, apparently, unobtainable via a FEM approach. This is one of the main achievements of our work. The variational formulations for the analysis problem and for the sensitivity problems are obtained with a penalty method for imposing the displacement boundary conditions. The continuum formulation is general and this facilitates 2D and 3D with minor differences from one another. Also, transient thermoelastic problems can use the present development at each time step to solve shape optimization problems for time-dependent thermal problems. For the elasticity framework, displacement sensitivity is obtained in the EFG context. Excellent agreements with analytical solutions for some test problems are obtained. The shape optimization of a fillet is carried out in great detail, and results show significant improvement of the EFG solution over the FEM or the Boundary Element Method solutions. In our approach we avoid differentiating the complicated EFG shape functions, with respect to the shape design parameters, by using a particular discretization for sensitivity calculations. Displacement and temperature sensitivities are formulated for the shape optimization of a linear thermoelastic solid. Two important examples considered in this work, the optimization of a thermal fin and of a uniformly loaded thermoelastic beam, reveal new characteristics of the EFG method in shape optimization applications. Among other advantages of the EFG method over traditional FEM treatments of shape optimization problems, some of the most important ones are shown to be: elimination of post-processing for stress and strain recovery that directly gives more accurate results in critical positions (near the boundaries, for example) for shape optimization problems; nodes movement flexibility that permits new, better shapes (previously missed by an FEM analysis) to be discovered. Several new research directions that need further consideration are exposed.
Hybrid Optimization in Urban Traffic Networks
DOT National Transportation Integrated Search
1979-04-01
The hybrid optimization problem is formulated to provide a general theoretical framework for the analysis of a class of traffic control problems which takes into account the role of individual drivers as independent decisionmakers. Different behavior...
On l(1): Optimal decentralized performance
NASA Technical Reports Server (NTRS)
Sourlas, Dennis; Manousiouthakis, Vasilios
1993-01-01
In this paper, the Manousiouthakis parametrization of all decentralized stabilizing controllers is employed in mathematically formulating the l(sup 1) optimal decentralized controller synthesis problem. The resulting optimization problem is infinite dimensional and therefore not directly amenable to computations. It is shown that finite dimensional optimization problems that have value arbitrarily close to the infinite dimensional one can be constructed. Based on this result, an algorithm that solves the l(sup 1) decentralized performance problems is presented. A global optimization approach to the solution of the infinite dimensional approximating problems is also discussed.
NASA Technical Reports Server (NTRS)
Banks, H. T.; Silcox, R. J.; Keeling, S. L.; Wang, C.
1989-01-01
A unified treatment of the linear quadratic tracking (LQT) problem, in which a control system's dynamics are modeled by a linear evolution equation with a nonhomogeneous component that is linearly dependent on the control function u, is presented; the treatment proceeds from the theoretical formulation to a numerical approximation framework. Attention is given to two categories of LQT problems in an infinite time interval: the finite energy and the finite average energy. The behavior of the optimal solution for finite time-interval problems as the length of the interval tends to infinity is discussed. Also presented are the formulations and properties of LQT problems in a finite time interval.
Efficient computation of optimal actions.
Todorov, Emanuel
2009-07-14
Optimal choice of actions is a fundamental problem relevant to fields as diverse as neuroscience, psychology, economics, computer science, and control engineering. Despite this broad relevance the abstract setting is similar: we have an agent choosing actions over time, an uncertain dynamical system whose state is affected by those actions, and a performance criterion that the agent seeks to optimize. Solving problems of this kind remains hard, in part, because of overly generic formulations. Here, we propose a more structured formulation that greatly simplifies the construction of optimal control laws in both discrete and continuous domains. An exhaustive search over actions is avoided and the problem becomes linear. This yields algorithms that outperform Dynamic Programming and Reinforcement Learning, and thereby solve traditional problems more efficiently. Our framework also enables computations that were not possible before: composing optimal control laws by mixing primitives, applying deterministic methods to stochastic systems, quantifying the benefits of error tolerance, and inferring goals from behavioral data via convex optimization. Development of a general class of easily solvable problems tends to accelerate progress--as linear systems theory has done, for example. Our framework may have similar impact in fields where optimal choice of actions is relevant.
Integrated structure/control law design by multilevel optimization
NASA Technical Reports Server (NTRS)
Gilbert, Michael G.; Schmidt, David K.
1989-01-01
A new approach to integrated structure/control law design based on multilevel optimization is presented. This new approach is applicable to aircraft and spacecraft and allows for the independent design of the structure and control law. Integration of the designs is achieved through use of an upper level coordination problem formulation within the multilevel optimization framework. The method requires the use of structure and control law design sensitivity information. A general multilevel structure/control law design problem formulation is given, and the use of Linear Quadratic Gaussian (LQG) control law design and design sensitivity methods within the formulation is illustrated. Results of three simple integrated structure/control law design examples are presented. These results show the capability of structure and control law design tradeoffs to improve controlled system performance within the multilevel approach.
A General-Purpose Optimization Engine for Multi-Disciplinary Design Applications
NASA Technical Reports Server (NTRS)
Patnaik, Surya N.; Hopkins, Dale A.; Berke, Laszlo
1996-01-01
A general purpose optimization tool for multidisciplinary applications, which in the literature is known as COMETBOARDS, is being developed at NASA Lewis Research Center. The modular organization of COMETBOARDS includes several analyzers and state-of-the-art optimization algorithms along with their cascading strategy. The code structure allows quick integration of new analyzers and optimizers. The COMETBOARDS code reads input information from a number of data files, formulates a design as a set of multidisciplinary nonlinear programming problems, and then solves the resulting problems. COMETBOARDS can be used to solve a large problem which can be defined through multiple disciplines, each of which can be further broken down into several subproblems. Alternatively, a small portion of a large problem can be optimized in an effort to improve an existing system. Some of the other unique features of COMETBOARDS include design variable formulation, constraint formulation, subproblem coupling strategy, global scaling technique, analysis approximation, use of either sequential or parallel computational modes, and so forth. The special features and unique strengths of COMETBOARDS assist convergence and reduce the amount of CPU time used to solve the difficult optimization problems of aerospace industries. COMETBOARDS has been successfully used to solve a number of problems, including structural design of space station components, design of nozzle components of an air-breathing engine, configuration design of subsonic and supersonic aircraft, mixed flow turbofan engines, wave rotor topped engines, and so forth. This paper introduces the COMETBOARDS design tool and its versatility, which is illustrated by citing examples from structures, aircraft design, and air-breathing propulsion engine design.
NASA Astrophysics Data System (ADS)
Bulgakov, V. K.; Strigunov, V. V.
2009-05-01
The Pontryagin maximum principle is used to prove a theorem concerning optimal control in regional macroeconomics. A boundary value problem for optimal trajectories of the state and adjoint variables is formulated, and optimal curves are analyzed. An algorithm is proposed for solving the boundary value problem of optimal control. The performance of the algorithm is demonstrated by computing an optimal control and the corresponding optimal trajectories.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hart, William; Laird, Carl; Siirola, John
Pyomo provides a rich software environment for formulating and analyzing optimization applications. Pyomo supports the algebraic specification of complex sets of objectives and constraints, which enables optimization solvers to exploit problem structure to efficiently perform optimization.
Finding optimal vaccination strategies under parameter uncertainty using stochastic programming.
Tanner, Matthew W; Sattenspiel, Lisa; Ntaimo, Lewis
2008-10-01
We present a stochastic programming framework for finding the optimal vaccination policy for controlling infectious disease epidemics under parameter uncertainty. Stochastic programming is a popular framework for including the effects of parameter uncertainty in a mathematical optimization model. The problem is initially formulated to find the minimum cost vaccination policy under a chance-constraint. The chance-constraint requires that the probability that R(*)
NASA Astrophysics Data System (ADS)
Govindaraju, Parithi
Determining the optimal requirements for and design variable values of new systems, which operate along with existing systems to provide a set of overarching capabilities, as a single task is challenging due to the highly interconnected effects that setting requirements on a new system's design can have on how an operator uses this newly designed system. This task of determining the requirements and the design variable values becomes even more difficult because of the presence of uncertainties in the new system design and in the operational environment. This research proposed and investigated aspects of a framework that generates optimum design requirements of new, yet-to-be-designed systems that, when operating alongside other systems, will optimize fleet-level objectives while considering the effects of various uncertainties. Specifically, this research effort addresses the issues of uncertainty in the design of the new system through reliability-based design optimization methods, and uncertainty in the operations of the fleet through descriptive sampling methods and robust optimization formulations. In this context, fleet-level performance metrics result from using the new system alongside other systems to accomplish an overarching objective or mission. This approach treats the design requirements of a new system as decision variables in an optimization problem formulation that a user in the position of making an acquisition decision could solve. This solution would indicate the best new system requirements-and an associated description of the best possible design variable variables for that new system-to optimize the fleet level performance metric(s). Using a problem motivated by recorded operations of the United States Air Force Air Mobility Command for illustration, the approach is demonstrated first for a simplified problem that only considers demand uncertainties in the service network and the proposed methodology is used to identify the optimal design requirements and optimal aircraft sizing variables of new, yet-to-be-introduced aircraft. With this new aircraft serving alongside other existing aircraft, the fleet of aircraft satisfy the desired demand for cargo transportation, while maximizing fleet productivity and minimizing fuel consumption via a multi-objective problem formulation. The approach is then extended to handle uncertainties in both the design of the new system and in the operations of the fleet. The propagation of uncertainties associated with the conceptual design of the new aircraft to the uncertainties associated with the subsequent operations of the new and existing aircraft in the fleet presents some unique challenges. A computationally tractable hybrid robust counterpart formulation efficiently handles the confluence of the two types of domain-specific uncertainties. This hybrid formulation is tested on a larger route network problem to demonstrate the scalability of the approach. Following the presentation of the results obtained, a summary discussion indicates how decision-makers might use these results to set requirements for new aircraft that meet operational needs while balancing the environmental impact of the fleet with fleet-level performance. Comparing the solutions from the uncertainty-based and deterministic formulations via a posteriori analysis demonstrates the efficacy of the robust and reliability-based optimization formulations in addressing the different domain-specific uncertainties. Results suggest that the aircraft design requirements and design description determined through the hybrid robust counterpart formulation approach differ from solutions obtained from the simplistic deterministic approach, and leads to greater fleet-level fuel savings, when subjected to real-world uncertain scenarios (more robust to uncertainty). The research, though applied to a specific air cargo application, is technically agnostic in nature and can be applied to other facets of policy and acquisition management, to explore capability trade spaces for different vehicle systems, mitigate risks, define policy and potentially generate better returns on investment. Other domains relevant to policy and acquisition decisions could utilize the problem formulation and solution approach proposed in this dissertation provided that the problem can be split into a non-linear programming problem to describe the new system sizing and the fleet operations problem can be posed as a linear/integer programming problem.
Rapid optimization of multiple-burn rocket flights.
NASA Technical Reports Server (NTRS)
Brown, K. R.; Harrold, E. F.; Johnson, G. W.
1972-01-01
Different formulations of the fuel optimization problem for multiple burn trajectories are considered. It is shown that certain customary idealizing assumptions lead to an ill-posed optimization problem for which no solution exists. Several ways are discussed for avoiding such difficulties by more realistic problem statements. An iterative solution of the boundary value problem is presented together with efficient coast arc computations, the right end conditions for various orbital missions, and some test results.
Optimal routing of coordinated aircraft to Identify moving surface contacts
2017-06-01
Time TAO Tactical Action Officer TSP Traveling Salesman Problem TSPTW TSP with Time Windows UAV unmanned aerial vehicle VRP Vehicle Routing...Orienteering Problem (OP), while the ORCA TI formulation follows the structure of a time dependent Traveling Salesman Problem (TSP), or a time dependent...Fox, Kenneth R., Bezalel Gavish, and Stephen C. Graves. 1980. “An n- Constraint Formulation of the ( Time Dependent) Traveling Salesman Problem
Topology synthesis and size optimization of morphing wing structures
NASA Astrophysics Data System (ADS)
Inoyama, Daisaku
This research demonstrates a novel topology and size optimization methodology for synthesis of distributed actuation systems with specific applications to morphing air vehicle structures. The main emphasis is placed on the topology and size optimization problem formulations and the development of computational modeling concepts. The analysis model is developed to meet several important criteria: It must allow a rigid-body displacement, as well as a variation in planform area, with minimum strain on structural members while retaining acceptable numerical stability for finite element analysis. Topology optimization is performed on a semi-ground structure with design variables that control the system configuration. In effect, the optimization process assigns morphing members as "soft" elements, non-morphing load-bearing members as "stiff' elements, and non-existent members as "voids." The optimization process also determines the optimum actuator placement, where each actuator is represented computationally by equal and opposite nodal forces with soft axial stiffness. In addition, the configuration of attachments that connect the morphing structure to a non-morphing structure is determined simultaneously. Several different optimization problem formulations are investigated to understand their potential benefits in solution quality, as well as meaningfulness of the formulations. Extensions and enhancements to the initial concept and problem formulations are made to accommodate multiple-configuration definitions. In addition, the principal issues on the external-load dependency and the reversibility of a design, as well as the appropriate selection of a reference configuration, are addressed in the research. The methodology to control actuator distributions and concentrations is also discussed. Finally, the strategy to transfer the topology solution to the sizing optimization is developed and cross-sectional areas of existent structural members are optimized under applied aerodynamic loads. That is, the optimization process is implemented in sequential order: The actuation system layout is first determined through multi-disciplinary topology optimization process, and then the thickness or cross-sectional area of each existent member is optimized under given constraints and boundary conditions. Sample problems are solved to demonstrate the potential capabilities of the presented methodology. The research demonstrates an innovative structural design procedure from a computational perspective and opens new insights into the potential design requirements and characteristics of morphing structures.
A Mixed Integer Linear Program for Solving a Multiple Route Taxi Scheduling Problem
NASA Technical Reports Server (NTRS)
Montoya, Justin Vincent; Wood, Zachary Paul; Rathinam, Sivakumar; Malik, Waqar Ahmad
2010-01-01
Aircraft movements on taxiways at busy airports often create bottlenecks. This paper introduces a mixed integer linear program to solve a Multiple Route Aircraft Taxi Scheduling Problem. The outputs of the model are in the form of optimal taxi schedules, which include routing decisions for taxiing aircraft. The model extends an existing single route formulation to include routing decisions. An efficient comparison framework compares the multi-route formulation and the single route formulation. The multi-route model is exercised for east side airport surface traffic at Dallas/Fort Worth International Airport to determine if any arrival taxi time savings can be achieved by allowing arrivals to have two taxi routes: a route that crosses an active departure runway and a perimeter route that avoids the crossing. Results indicate that the multi-route formulation yields reduced arrival taxi times over the single route formulation only when a perimeter taxiway is used. In conditions where the departure aircraft are given an optimal and fixed takeoff sequence, accumulative arrival taxi time savings in the multi-route formulation can be as high as 3.6 hours more than the single route formulation. If the departure sequence is not optimal, the multi-route formulation results in less taxi time savings made over the single route formulation, but the average arrival taxi time is significantly decreased.
NASA Technical Reports Server (NTRS)
Lombaerts, Thomas; Schuet, Stefan R.; Wheeler, Kevin; Acosta, Diana; Kaneshige, John
2013-01-01
This paper discusses an algorithm for estimating the safe maneuvering envelope of damaged aircraft. The algorithm performs a robust reachability analysis through an optimal control formulation while making use of time scale separation and taking into account uncertainties in the aerodynamic derivatives. Starting with an optimal control formulation, the optimization problem can be rewritten as a Hamilton- Jacobi-Bellman equation. This equation can be solved by level set methods. This approach has been applied on an aircraft example involving structural airframe damage. Monte Carlo validation tests have confirmed that this approach is successful in estimating the safe maneuvering envelope for damaged aircraft.
Distance Metric Learning via Iterated Support Vector Machines.
Zuo, Wangmeng; Wang, Faqiang; Zhang, David; Lin, Liang; Huang, Yuchi; Meng, Deyu; Zhang, Lei
2017-07-11
Distance metric learning aims to learn from the given training data a valid distance metric, with which the similarity between data samples can be more effectively evaluated for classification. Metric learning is often formulated as a convex or nonconvex optimization problem, while most existing methods are based on customized optimizers and become inefficient for large scale problems. In this paper, we formulate metric learning as a kernel classification problem with the positive semi-definite constraint, and solve it by iterated training of support vector machines (SVMs). The new formulation is easy to implement and efficient in training with the off-the-shelf SVM solvers. Two novel metric learning models, namely Positive-semidefinite Constrained Metric Learning (PCML) and Nonnegative-coefficient Constrained Metric Learning (NCML), are developed. Both PCML and NCML can guarantee the global optimality of their solutions. Experiments are conducted on general classification, face verification and person re-identification to evaluate our methods. Compared with the state-of-the-art approaches, our methods can achieve comparable classification accuracy and are efficient in training.
A path following algorithm for the graph matching problem.
Zaslavskiy, Mikhail; Bach, Francis; Vert, Jean-Philippe
2009-12-01
We propose a convex-concave programming approach for the labeled weighted graph matching problem. The convex-concave programming formulation is obtained by rewriting the weighted graph matching problem as a least-square problem on the set of permutation matrices and relaxing it to two different optimization problems: a quadratic convex and a quadratic concave optimization problem on the set of doubly stochastic matrices. The concave relaxation has the same global minimum as the initial graph matching problem, but the search for its global minimum is also a hard combinatorial problem. We, therefore, construct an approximation of the concave problem solution by following a solution path of a convex-concave problem obtained by linear interpolation of the convex and concave formulations, starting from the convex relaxation. This method allows to easily integrate the information on graph label similarities into the optimization problem, and therefore, perform labeled weighted graph matching. The algorithm is compared with some of the best performing graph matching methods on four data sets: simulated graphs, QAPLib, retina vessel images, and handwritten Chinese characters. In all cases, the results are competitive with the state of the art.
Guidance and flight control law development for hypersonic vehicles
NASA Technical Reports Server (NTRS)
Calise, A. J.; Markopoulos, N.
1993-01-01
During the third reporting period our efforts were focused on a reformulation of the optimal control problem involving active state-variable inequality constraints. In the reformulated problem the optimization is carried out not with respect to all controllers, but only with respect to asymptotic controllers leading to the state constraint boundary. Intimately connected with the traditional formulation is the fact that when the reduced solution for such problems lies on a state constraint boundary, the corresponding boundary layer transitions are of finite time in the stretched time scale. Thus, it has been impossible so far to apply the classical asymptotic boundary layer theory to such problems. Moreover, the traditional formulation leads to optimal controllers that are one-sided, that is, they break down when a disturbance throws the system on the prohibited side of the state constraint boundary.
Enhancements on the Convex Programming Based Powered Descent Guidance Algorithm for Mars Landing
NASA Technical Reports Server (NTRS)
Acikmese, Behcet; Blackmore, Lars; Scharf, Daniel P.; Wolf, Aron
2008-01-01
In this paper, we present enhancements on the powered descent guidance algorithm developed for Mars pinpoint landing. The guidance algorithm solves the powered descent minimum fuel trajectory optimization problem via a direct numerical method. Our main contribution is to formulate the trajectory optimization problem, which has nonconvex control constraints, as a finite dimensional convex optimization problem, specifically as a finite dimensional second order cone programming (SOCP) problem. SOCP is a subclass of convex programming, and there are efficient SOCP solvers with deterministic convergence properties. Hence, the resulting guidance algorithm can potentially be implemented onboard a spacecraft for real-time applications. Particularly, this paper discusses the algorithmic improvements obtained by: (i) Using an efficient approach to choose the optimal time-of-flight; (ii) Using a computationally inexpensive way to detect the feasibility/ infeasibility of the problem due to the thrust-to-weight constraint; (iii) Incorporating the rotation rate of the planet into the problem formulation; (iv) Developing additional constraints on the position and velocity to guarantee no-subsurface flight between the time samples of the temporal discretization; (v) Developing a fuel-limited targeting algorithm; (vi) Initial result on developing an onboard table lookup method to obtain almost fuel optimal solutions in real-time.
Numerical solution of a conspicuous consumption model with constant control delay☆
Huschto, Tony; Feichtinger, Gustav; Hartl, Richard F.; Kort, Peter M.; Sager, Sebastian; Seidl, Andrea
2011-01-01
We derive optimal pricing strategies for conspicuous consumption products in periods of recession. To that end, we formulate and investigate a two-stage economic optimal control problem that takes uncertainty of the recession period length and delay effects of the pricing strategy into account. This non-standard optimal control problem is difficult to solve analytically, and solutions depend on the variable model parameters. Therefore, we use a numerical result-driven approach. We propose a structure-exploiting direct method for optimal control to solve this challenging optimization problem. In particular, we discretize the uncertainties in the model formulation by using scenario trees and target the control delays by introduction of slack control functions. Numerical results illustrate the validity of our approach and show the impact of uncertainties and delay effects on optimal economic strategies. During the recession, delayed optimal prices are higher than the non-delayed ones. In the normal economic period, however, this effect is reversed and optimal prices with a delayed impact are smaller compared to the non-delayed case. PMID:22267871
Global dynamic optimization approach to predict activation in metabolic pathways.
de Hijas-Liste, Gundián M; Klipp, Edda; Balsa-Canto, Eva; Banga, Julio R
2014-01-06
During the last decade, a number of authors have shown that the genetic regulation of metabolic networks may follow optimality principles. Optimal control theory has been successfully used to compute optimal enzyme profiles considering simple metabolic pathways. However, applying this optimal control framework to more general networks (e.g. branched networks, or networks incorporating enzyme production dynamics) yields problems that are analytically intractable and/or numerically very challenging. Further, these previous studies have only considered a single-objective framework. In this work we consider a more general multi-objective formulation and we present solutions based on recent developments in global dynamic optimization techniques. We illustrate the performance and capabilities of these techniques considering two sets of problems. First, we consider a set of single-objective examples of increasing complexity taken from the recent literature. We analyze the multimodal character of the associated non linear optimization problems, and we also evaluate different global optimization approaches in terms of numerical robustness, efficiency and scalability. Second, we consider generalized multi-objective formulations for several examples, and we show how this framework results in more biologically meaningful results. The proposed strategy was used to solve a set of single-objective case studies related to unbranched and branched metabolic networks of different levels of complexity. All problems were successfully solved in reasonable computation times with our global dynamic optimization approach, reaching solutions which were comparable or better than those reported in previous literature. Further, we considered, for the first time, multi-objective formulations, illustrating how activation in metabolic pathways can be explained in terms of the best trade-offs between conflicting objectives. This new methodology can be applied to metabolic networks with arbitrary topologies, non-linear dynamics and constraints.
Control Improvement for Jump-Diffusion Processes with Applications to Finance
DOE Office of Scientific and Technical Information (OSTI.GOV)
Baeuerle, Nicole, E-mail: nicole.baeuerle@kit.edu; Rieder, Ulrich, E-mail: ulrich.rieder@uni-ulm.de
2012-02-15
We consider stochastic control problems with jump-diffusion processes and formulate an algorithm which produces, starting from a given admissible control {pi}, a new control with a better value. If no improvement is possible, then {pi} is optimal. Such an algorithm is well-known for discrete-time Markov Decision Problems under the name Howard's policy improvement algorithm. The idea can be traced back to Bellman. Here we show with the help of martingale techniques that such an algorithm can also be formulated for stochastic control problems with jump-diffusion processes. As an application we derive some interesting results in financial portfolio optimization.
FSMRank: feature selection algorithm for learning to rank.
Lai, Han-Jiang; Pan, Yan; Tang, Yong; Yu, Rong
2013-06-01
In recent years, there has been growing interest in learning to rank. The introduction of feature selection into different learning problems has been proven effective. These facts motivate us to investigate the problem of feature selection for learning to rank. We propose a joint convex optimization formulation which minimizes ranking errors while simultaneously conducting feature selection. This optimization formulation provides a flexible framework in which we can easily incorporate various importance measures and similarity measures of the features. To solve this optimization problem, we use the Nesterov's approach to derive an accelerated gradient algorithm with a fast convergence rate O(1/T(2)). We further develop a generalization bound for the proposed optimization problem using the Rademacher complexities. Extensive experimental evaluations are conducted on the public LETOR benchmark datasets. The results demonstrate that the proposed method shows: 1) significant ranking performance gain compared to several feature selection baselines for ranking, and 2) very competitive performance compared to several state-of-the-art learning-to-rank algorithms.
Comparative Properties of Collaborative Optimization and Other Approaches to MDO
NASA Technical Reports Server (NTRS)
Alexandrov, Natalia M.; Lewis, Robert Michael
1999-01-01
We, discuss criteria by which one can classify, analyze, and evaluate approaches to solving multidisciplinary design optimization (MDO) problems. Central to our discussion is the often overlooked distinction between questions of formulating MDO problems and solving the resulting computational problem. We illustrate our general remarks by comparing several approaches to MDO that have been proposed.
Comparative Properties of Collaborative Optimization and other Approaches to MDO
NASA Technical Reports Server (NTRS)
Alexandrov, Natalia M.; Lewis, Robert Michael
1999-01-01
We discuss criteria by which one can classify, analyze, and evaluate approaches to solving multidisciplinary design optimization (MDO) problems. Central to our discussion is the often overlooked distinction between questions of formulating MDO problems and solving the resulting computational problem. We illustrate our general remarks by comparing several approaches to MDO that have been proposed.
2014-06-01
Speed xiii TEK Total Energy Compensated TSP traveling salesman problem UAV unmanned aerial vehicle UDP user datagram protocol UKF unscented...discretized map, and use the map to optimally solve the navigation task. The optimal navigation solution utilizes the well-known “ travelling salesman problem ...2 C. FORMULATION OF THE PROBLEM .................................................. 3 D
Conceptual design and multidisciplinary optimization of in-plane morphing wing structures
NASA Astrophysics Data System (ADS)
Inoyama, Daisaku; Sanders, Brian P.; Joo, James J.
2006-03-01
In this paper, the topology optimization methodology for the synthesis of distributed actuation system with specific applications to the morphing air vehicle is discussed. The main emphasis is placed on the topology optimization problem formulations and the development of computational modeling concepts. For demonstration purposes, the inplane morphing wing model is presented. The analysis model is developed to meet several important criteria: It must allow large rigid-body displacements, as well as variation in planform area, with minimum strain on structural members while retaining acceptable numerical stability for finite element analysis. Preliminary work has indicated that addressed modeling concept meets the criteria and may be suitable for the purpose. Topology optimization is performed on the ground structure based on this modeling concept with design variables that control the system configuration. In other words, states of each element in the model are design variables and they are to be determined through optimization process. In effect, the optimization process assigns morphing members as 'soft' elements, non-morphing load-bearing members as 'stiff' elements, and non-existent members as 'voids.' In addition, the optimization process determines the location and relative force intensities of distributed actuators, which is represented computationally as equal and opposite nodal forces with soft axial stiffness. Several different optimization problem formulations are investigated to understand their potential benefits in solution quality, as well as meaningfulness of formulation itself. Sample in-plane morphing problems are solved to demonstrate the potential capability of the methodology introduced in this paper.
Control problem for a system of linear loaded differential equations
NASA Astrophysics Data System (ADS)
Barseghyan, V. R.; Barseghyan, T. V.
2018-04-01
The problem of control and optimal control for a system of linear loaded differential equations is considered. Necessary and sufficient conditions for complete controllability and conditions for the existence of a program control and the corresponding motion are formulated. The explicit form of control action for the control problem is constructed and a method for solving the problem of optimal control is proposed.
Stacking-sequence optimization for buckling of laminated plates by integer programming
NASA Technical Reports Server (NTRS)
Haftka, Raphael T.; Walsh, Joanne L.
1991-01-01
Integer-programming formulations for the design of symmetric and balanced laminated plates under biaxial compression are presented. Both maximization of buckling load for a given total thickness and the minimization of total thickness subject to a buckling constraint are formulated. The design variables that define the stacking sequence of the laminate are zero-one integers. It is shown that the formulation results in a linear optimization problem that can be solved on readily available software. This is in contrast to the continuous case, where the design variables are the thicknesses of layers with specified ply orientations, and the optimization problem is nonlinear. Constraints on the stacking sequence such as a limit on the number of contiguous plies of the same orientation and limits on in-plane stiffnesses are easily accommodated. Examples are presented for graphite-epoxy plates under uniaxial and biaxial compression using a commercial software package based on the branch-and-bound algorithm.
Formulating a stand-growth model for mathematical programming problems in Appalachian forests
Gary W. Miller; Jay Sullivan
1993-01-01
Some growth and yield simulators applicable to central hardwood forests can be formulated for use in mathematical programming models that are designed to optimize multi-stand, multi-resource management problems. Once in the required format, growth equations serve as model constraints, defining the dynamics of stand development brought about by harvesting decisions. In...
Closed-form recursive formula for an optimal tracker with terminal constraints
NASA Technical Reports Server (NTRS)
Juang, J.-N.; Turner, J. D.; Chun, H. M.
1984-01-01
Feedback control laws are derived for a class of optimal finite time tracking problems with terminal constraints. Analytical solutions are obtained for the feedback gain and the closed-loop response trajectory. Such formulations are expressed in recursive forms so that a real-time computer implementation becomes feasible. Two examples are given to illustrate the validity and usefulness of the formulations.
Recent experience in simultaneous control-structure optimization
NASA Technical Reports Server (NTRS)
Salama, M.; Ramaker, R.; Milman, M.
1989-01-01
To show the feasibility of simultaneous optimization as design procedure, low order problems were used in conjunction with simple control formulations. The numerical results indicate that simultaneous optimization is not only feasible, but also advantageous. Such advantages come at the expense of introducing complexities beyond those encountered in structure optimization alone, or control optimization alone. Examples include: larger design parameter space, optimization may combine continuous and combinatoric variables, and the combined objective function may be nonconvex. Future extensions to include large order problems, more complex objective functions and constraints, and more sophisticated control formulations will require further research to ensure that the additional complexities do not outweigh the advantages of simultaneous optimization. Some areas requiring more efficient tools than currently available include: multiobjective criteria and nonconvex optimization. Efficient techniques to deal with optimization over combinatoric and continuous variables, and with truncation issues for structure and control parameters of both the model space as well as the design space need to be developed.
Enhanced Multiobjective Optimization Technique for Comprehensive Aerospace Design. Part A
NASA Technical Reports Server (NTRS)
Chattopadhyay, Aditi; Rajadas, John N.
1997-01-01
A multidisciplinary design optimization procedure which couples formal multiobjectives based techniques and complex analysis procedures (such as computational fluid dynamics (CFD) codes) developed. The procedure has been demonstrated on a specific high speed flow application involving aerodynamics and acoustics (sonic boom minimization). In order to account for multiple design objectives arising from complex performance requirements, multiobjective formulation techniques are used to formulate the optimization problem. Techniques to enhance the existing Kreisselmeier-Steinhauser (K-S) function multiobjective formulation approach have been developed. The K-S function procedure used in the proposed work transforms a constrained multiple objective functions problem into an unconstrained problem which then is solved using the Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm. Weight factors are introduced during the transformation process to each objective function. This enhanced procedure will provide the designer the capability to emphasize specific design objectives during the optimization process. The demonstration of the procedure utilizes a computational Fluid dynamics (CFD) code which solves the three-dimensional parabolized Navier-Stokes (PNS) equations for the flow field along with an appropriate sonic boom evaluation procedure thus introducing both aerodynamic performance as well as sonic boom as the design objectives to be optimized simultaneously. Sensitivity analysis is performed using a discrete differentiation approach. An approximation technique has been used within the optimizer to improve the overall computational efficiency of the procedure in order to make it suitable for design applications in an industrial setting.
R&D 100, 2016: Pyomo 4.0 â Python Optimization Modeling Objects
Hart, William; Laird, Carl; Siirola, John
2018-06-13
Pyomo provides a rich software environment for formulating and analyzing optimization applications. Pyomo supports the algebraic specification of complex sets of objectives and constraints, which enables optimization solvers to exploit problem structure to efficiently perform optimization.
Strengthened MILP formulation for certain gas turbine unit commitment problems
Pan, Kai; Guan, Yongpei; Watson, Jean -Paul; ...
2015-05-22
In this study, we derive a strengthened MILP formulation for certain gas turbine unit commitment problems, in which the ramping rates are no smaller than the minimum generation amounts. This type of gas turbines can usually start-up faster and have a larger ramping rate, as compared to the traditional coal-fired power plants. Recently, the number of this type of gas turbines increases significantly due to affordable gas prices and their scheduling flexibilities to accommodate intermittent renewable energy generation. In this study, several new families of strong valid inequalities are developed to help reduce the computational time to solve these typesmore » of problems. Meanwhile, the validity and facet-defining proofs are provided for certain inequalities. Finally, numerical experiments on a modified IEEE 118-bus system and the power system data based on recent studies verify the effectiveness of applying our formulation to model and solve this type of gas turbine unit commitment problems, including reducing the computational time to obtain an optimal solution or obtaining a much smaller optimality gap, as compared to the default CPLEX, when the time limit is reached with no optimal solutions obtained.« less
Advanced Computational Methods for Security Constrained Financial Transmission Rights
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kalsi, Karanjit; Elbert, Stephen T.; Vlachopoulou, Maria
Financial Transmission Rights (FTRs) are financial insurance tools to help power market participants reduce price risks associated with transmission congestion. FTRs are issued based on a process of solving a constrained optimization problem with the objective to maximize the FTR social welfare under power flow security constraints. Security constraints for different FTR categories (monthly, seasonal or annual) are usually coupled and the number of constraints increases exponentially with the number of categories. Commercial software for FTR calculation can only provide limited categories of FTRs due to the inherent computational challenges mentioned above. In this paper, first an innovative mathematical reformulationmore » of the FTR problem is presented which dramatically improves the computational efficiency of optimization problem. After having re-formulated the problem, a novel non-linear dynamic system (NDS) approach is proposed to solve the optimization problem. The new formulation and performance of the NDS solver is benchmarked against widely used linear programming (LP) solvers like CPLEX™ and tested on both standard IEEE test systems and large-scale systems using data from the Western Electricity Coordinating Council (WECC). The performance of the NDS is demonstrated to be comparable and in some cases is shown to outperform the widely used CPLEX algorithms. The proposed formulation and NDS based solver is also easily parallelizable enabling further computational improvement.« less
Optimization Under Uncertainty for Wake Steering Strategies
DOE Office of Scientific and Technical Information (OSTI.GOV)
Quick, Julian; Annoni, Jennifer; King, Ryan N
2017-08-03
This presentation covers the motivation for this research, optimization under the uncertainty problem formulation, a two-turbine case, the Princess Amalia Wind Farm case, and conclusions and next steps.
Parameter meta-optimization of metaheuristics of solving specific NP-hard facility location problem
NASA Astrophysics Data System (ADS)
Skakov, E. S.; Malysh, V. N.
2018-03-01
The aim of the work is to create an evolutionary method for optimizing the values of the control parameters of metaheuristics of solving the NP-hard facility location problem. A system analysis of the tuning process of optimization algorithms parameters is carried out. The problem of finding the parameters of a metaheuristic algorithm is formulated as a meta-optimization problem. Evolutionary metaheuristic has been chosen to perform the task of meta-optimization. Thus, the approach proposed in this work can be called “meta-metaheuristic”. Computational experiment proving the effectiveness of the procedure of tuning the control parameters of metaheuristics has been performed.
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.
Combining constraint satisfaction and local improvement algorithms to construct anaesthetists' rotas
NASA Technical Reports Server (NTRS)
Smith, Barbara M.; Bennett, Sean
1992-01-01
A system is described which was built to compile weekly rotas for the anaesthetists in a large hospital. The rota compilation problem is an optimization problem (the number of tasks which cannot be assigned to an anaesthetist must be minimized) and was formulated as a constraint satisfaction problem (CSP). The forward checking algorithm is used to find a feasible rota, but because of the size of the problem, it cannot find an optimal (or even a good enough) solution in an acceptable time. Instead, an algorithm was devised which makes local improvements to a feasible solution. The algorithm makes use of the constraints as expressed in the CSP to ensure that feasibility is maintained, and produces very good rotas which are being used by the hospital involved in the project. It is argued that formulation as a constraint satisfaction problem may be a good approach to solving discrete optimization problems, even if the resulting CSP is too large to be solved exactly in an acceptable time. A CSP algorithm may be able to produce a feasible solution which can then be improved, giving a good, if not provably optimal, solution.
Parameter Optimization for Turbulent Reacting Flows Using Adjoints
NASA Astrophysics Data System (ADS)
Lapointe, Caelan; Hamlington, Peter E.
2017-11-01
The formulation of a new adjoint solver for topology optimization of turbulent reacting flows is presented. This solver provides novel configurations (e.g., geometries and operating conditions) based on desired system outcomes (i.e., objective functions) for complex reacting flow problems of practical interest. For many such problems, it would be desirable to know optimal values of design parameters (e.g., physical dimensions, fuel-oxidizer ratios, and inflow-outflow conditions) prior to real-world manufacture and testing, which can be expensive, time-consuming, and dangerous. However, computational optimization of these problems is made difficult by the complexity of most reacting flows, necessitating the use of gradient-based optimization techniques in order to explore a wide design space at manageable computational cost. The adjoint method is an attractive way to obtain the required gradients, because the cost of the method is determined by the dimension of the objective function rather than the size of the design space. Here, the formulation of a novel solver is outlined that enables gradient-based parameter optimization of turbulent reacting flows using the discrete adjoint method. Initial results and an outlook for future research directions are provided.
Two alternative ways for solving the coordination problem in multilevel optimization
NASA Technical Reports Server (NTRS)
Sobieszczanski-Sobieski, Jaroslaw
1991-01-01
Two techniques for formulating the coupling between levels in multilevel optimization by linear decomposition, proposed as improvements over the original formulation, now several years old, that relied on explicit equality constraints which were shown by application experience as occasionally causing numerical difficulties. The two new techniques represent the coupling without using explicit equality constraints, thus avoiding the above diffuculties and also reducing computational cost of the procedure. The old and new formulations are presented in detail and illustrated by an example of a structural optimization. A generic version of the improved algorithm is also developed for applications to multidisciplinary systems not limited to structures.
NASA Astrophysics Data System (ADS)
Quinn, J.; Reed, P. M.; Giuliani, M.; Castelletti, A.
2016-12-01
Optimizing the operations of multi-reservoir systems poses several challenges: 1) the high dimension of the problem's states and controls, 2) the need to balance conflicting multi-sector objectives, and 3) understanding how uncertainties impact system performance. These difficulties motivated the development of the Evolutionary Multi-Objective Direct Policy Search (EMODPS) framework, in which multi-reservoir operating policies are parameterized in a given family of functions and then optimized for multiple objectives through simulation over a set of stochastic inputs. However, properly framing these objectives remains a severe challenge and a neglected source of uncertainty. Here, we use EMODPS to optimize operating policies for a 4-reservoir system in the Red River Basin in Vietnam, exploring the consequences of optimizing to different sets of objectives related to 1) hydropower production, 2) meeting multi-sector water demands, and 3) providing flood protection to the capital city of Hanoi. We show how coordinated operation of the reservoirs can differ markedly depending on how decision makers weigh these concerns. Moreover, we illustrate how formulation choices that emphasize the mean, tail, or variability of performance across objective combinations must be evaluated carefully. Our results show that these choices can significantly improve attainable system performance, or yield severe unintended consequences. Finally, we show that satisfactory validation of the operating policies on a set of out-of-sample stochastic inputs depends as much or more on the formulation of the objectives as on effective optimization of the policies. These observations highlight the importance of carefully considering how we abstract stakeholders' objectives and of iteratively optimizing and visualizing multiple problem formulation hypotheses to ensure that we capture the most important tradeoffs that emerge from different stakeholder preferences.
Deep Space Network Scheduling Using Evolutionary Computational Methods
NASA Technical Reports Server (NTRS)
Guillaume, Alexandre; Lee, Seugnwon; Wang, Yeou-Fang; Terrile, Richard J.
2007-01-01
The paper presents the specific approach taken to formulate the problem in terms of gene encoding, fitness function, and genetic operations. The genome is encoded such that a subset of the scheduling constraints is automatically satisfied. Several fitness functions are formulated to emphasize different aspects of the scheduling problem. The optimal solutions of the different fitness functions demonstrate the trade-off of the scheduling problem and provide insight into a conflict resolution process.
Optimum oil production planning using infeasibility driven evolutionary algorithm.
Singh, Hemant Kumar; Ray, Tapabrata; Sarker, Ruhul
2013-01-01
In this paper, we discuss a practical oil production planning optimization problem. For oil wells with insufficient reservoir pressure, gas is usually injected to artificially lift oil, a practice commonly referred to as enhanced oil recovery (EOR). The total gas that can be used for oil extraction is constrained by daily availability limits. The oil extracted from each well is known to be a nonlinear function of the gas injected into the well and varies between wells. The problem is to identify the optimal amount of gas that needs to be injected into each well to maximize the amount of oil extracted subject to the constraint on the total daily gas availability. The problem has long been of practical interest to all major oil exploration companies as it has the potential to derive large financial benefit. In this paper, an infeasibility driven evolutionary algorithm is used to solve a 56 well reservoir problem which demonstrates its efficiency in solving constrained optimization problems. Furthermore, a multi-objective formulation of the problem is posed and solved using a number of algorithms, which eliminates the need for solving the (single objective) problem on a regular basis. Lastly, a modified single objective formulation of the problem is also proposed, which aims to maximize the profit instead of the quantity of oil. It is shown that even with a lesser amount of oil extracted, more economic benefits can be achieved through the modified formulation.
Variational estimate method for solving autonomous ordinary differential equations
NASA Astrophysics Data System (ADS)
Mungkasi, Sudi
2018-04-01
In this paper, we propose a method for solving first-order autonomous ordinary differential equation problems using a variational estimate formulation. The variational estimate is constructed with a Lagrange multiplier which is chosen optimally, so that the formulation leads to an accurate solution to the problem. The variational estimate is an integral form, which can be computed using a computer software. As the variational estimate is an explicit formula, the solution is easy to compute. This is a great advantage of the variational estimate formulation.
Aerospace Applications of Integer and Combinatorial Optimization
NASA Technical Reports Server (NTRS)
Padula, S. L.; Kincaid, R. K.
1995-01-01
Research supported by NASA Langley Research Center includes many applications of aerospace design optimization and is conducted by teams of applied mathematicians and aerospace engineers. This paper investigates the benefits from this combined expertise in formulating and solving integer and combinatorial optimization problems. Applications range from the design of large space antennas to interior noise control. A typical problem, for example, seeks the optimal locations for vibration-damping devices on an orbiting platform and is expressed as a mixed/integer linear programming problem with more than 1500 design variables.
Aerospace applications on integer and combinatorial optimization
NASA Technical Reports Server (NTRS)
Padula, S. L.; Kincaid, R. K.
1995-01-01
Research supported by NASA Langley Research Center includes many applications of aerospace design optimization and is conducted by teams of applied mathematicians and aerospace engineers. This paper investigates the benefits from this combined expertise in formulating and solving integer and combinatorial optimization problems. Applications range from the design of large space antennas to interior noise control. A typical problem. for example, seeks the optimal locations for vibration-damping devices on an orbiting platform and is expressed as a mixed/integer linear programming problem with more than 1500 design variables.
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.
Power optimization of wireless media systems with space-time block codes.
Yousefi'zadeh, Homayoun; Jafarkhani, Hamid; Moshfeghi, Mehran
2004-07-01
We present analytical and numerical solutions to the problem of power control in wireless media systems with multiple antennas. We formulate a set of optimization problems aimed at minimizing total power consumption of wireless media systems subject to a given level of QoS and an available bit rate. Our formulation takes into consideration the power consumption related to source coding, channel coding, and transmission of multiple-transmit antennas. In our study, we consider Gauss-Markov and video source models, Rayleigh fading channels along with the Bernoulli/Gilbert-Elliott loss models, and space-time block codes.
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.
Generalized bipartite quantum state discrimination problems with sequential measurements
NASA Astrophysics Data System (ADS)
Nakahira, Kenji; Kato, Kentaro; Usuda, Tsuyoshi Sasaki
2018-02-01
We investigate an optimization problem of finding quantum sequential measurements, which forms a wide class of state discrimination problems with the restriction that only local operations and one-way classical communication are allowed. Sequential measurements from Alice to Bob on a bipartite system are considered. Using the fact that the optimization problem can be formulated as a problem with only Alice's measurement and is convex programming, we derive its dual problem and necessary and sufficient conditions for an optimal solution. Our results are applicable to various practical optimization criteria, including the Bayes criterion, the Neyman-Pearson criterion, and the minimax criterion. In the setting of the problem of finding an optimal global measurement, its dual problem and necessary and sufficient conditions for an optimal solution have been widely used to obtain analytical and numerical expressions for optimal solutions. Similarly, our results are useful to obtain analytical and numerical expressions for optimal sequential measurements. Examples in which our results can be used to obtain an analytical expression for an optimal sequential measurement are provided.
Solving Connected Subgraph Problems in Wildlife Conservation
NASA Astrophysics Data System (ADS)
Dilkina, Bistra; Gomes, Carla P.
We investigate mathematical formulations and solution techniques for a variant of the Connected Subgraph Problem. Given a connected graph with costs and profits associated with the nodes, the goal is to find a connected subgraph that contains a subset of distinguished vertices. In this work we focus on the budget-constrained version, where we maximize the total profit of the nodes in the subgraph subject to a budget constraint on the total cost. We propose several mixed-integer formulations for enforcing the subgraph connectivity requirement, which plays a key role in the combinatorial structure of the problem. We show that a new formulation based on subtour elimination constraints is more effective at capturing the combinatorial structure of the problem, providing significant advantages over the previously considered encoding which was based on a single commodity flow. We test our formulations on synthetic instances as well as on real-world instances of an important problem in environmental conservation concerning the design of wildlife corridors. Our encoding results in a much tighter LP relaxation, and more importantly, it results in finding better integer feasible solutions as well as much better upper bounds on the objective (often proving optimality or within less than 1% of optimality), both when considering the synthetic instances as well as the real-world wildlife corridor instances.
NASA Astrophysics Data System (ADS)
Guillaume, J. H.; Kasprzyk, J. R.
2013-12-01
Deep uncertainty refers to situations in which stakeholders cannot agree on the full suite of risks for their system or their probabilities. Additionally, systems are often managed for multiple, conflicting objectives such as minimizing cost, maximizing environmental quality, and maximizing hydropower revenues. Many objective analysis (MOA) uses a quantitative model combined with evolutionary optimization to provide a tradeoff set of potential solutions to a planning problem. However, MOA is often performed using a single, fixed problem conceptualization. Focus on development of a single formulation can introduce an "inertia" into the problem solution, such that issues outside the initial formulation are less likely to ever be addressed. This study uses the Iterative Closed Question Methodology (ICQM) to continuously reframe the optimization problem, providing iterative definition and reflection for stakeholders. By using a series of directed questions to look beyond a problem's existing modeling representation, ICQM seeks to provide a working environment within which it is easy to modify the motivating question, assumptions, and model identification in optimization problems. The new approach helps identify and reduce bottle-necks introduced by properties of both the simulation model and optimization approach that reduce flexibility in generation and evaluation of alternatives. It can therefore help introduce new perspectives on the resolution of conflicts between objectives. The Lower Rio Grande Valley portfolio planning problem is used as a case study.
Implementation and Performance Issues in Collaborative Optimization
NASA Technical Reports Server (NTRS)
Braun, Robert; Gage, Peter; Kroo, Ilan; Sobieski, Ian
1996-01-01
Collaborative optimization is a multidisciplinary design architecture that is well-suited to large-scale multidisciplinary optimization problems. This paper compares this approach with other architectures, examines the details of the formulation, and some aspects of its performance. A particular version of the architecture is proposed to better accommodate the occurrence of multiple feasible regions. The use of system level inequality constraints is shown to increase the convergence rate. A series of simple test problems, demonstrated to challenge related optimization architectures, is successfully solved with collaborative optimization.
Formulation and optimization of zinc-pectinate beads for the controlled delivery of resveratrol.
Das, Surajit; Ng, Ka-Yun; Ho, Paul C
2010-06-01
Preventive and therapeutic efficacies of resveratrol on several lower gastrointestinal (GI) diseases (e.g., colorectal cancer, colitis) are well documented. To overcome the problems due to its rapid absorption and metabolism at the upper GI tract, a delayed release formulation of resveratrol was designed to treat these lower GI diseases. The current study aimed to develop a delayed release formulation of resveratrol as multiparticulate pectinate beads by varying different formulation parameters. Zinc-pectinate (Zn-pectinate) beads exhibited better delayed drug release pattern than calcium-pectinate (Ca-pectinate) beads. The effects of the formulation parameters were investigated on shape, size, Zn content, moisture content, drug encapsulation efficiency, swelling-erosion, and resveratrol retention pattern of the formulated beads. Upon optimization of the formulation parameters in relative to the drug release profiles, the optimized beads were further subjected to morphological, chemical interaction, enzymatic degradation, and stability studies. Almost all prepared beads were spherical with approximately 1 mm diameter and efficiently encapsulated resveratrol. The formulation parameters revealed great influence on resveratrol retention and swelling-erosion behavior. In most of the cases, the drug release data more appropriately fitted with zero-order equation. This study demonstrates that the optimized Zn-pectinate beads can encapsulate very high amount of resveratrol and can be used as delayed release formulation of resveratrol.
NASA Technical Reports Server (NTRS)
Datta, Anubhav; Johnson, Wayne R.
2009-01-01
This paper has two objectives. The first objective is to formulate a 3-dimensional Finite Element Model for the dynamic analysis of helicopter rotor blades. The second objective is to implement and analyze a dual-primal iterative substructuring based Krylov solver, that is parallel and scalable, for the solution of the 3-D FEM analysis. The numerical and parallel scalability of the solver is studied using two prototype problems - one for ideal hover (symmetric) and one for a transient forward flight (non-symmetric) - both carried out on up to 48 processors. In both hover and forward flight conditions, a perfect linear speed-up is observed, for a given problem size, up to the point of substructure optimality. Substructure optimality and the linear parallel speed-up range are both shown to depend on the problem size as well as on the selection of the coarse problem. With a larger problem size, linear speed-up is restored up to the new substructure optimality. The solver also scales with problem size - even though this conclusion is premature given the small prototype grids considered in this study.
NASA Astrophysics Data System (ADS)
Masuda, Kazuaki; Aiyoshi, Eitaro
We propose a method for solving optimal price decision problems for simultaneous multi-article auctions. An auction problem, originally formulated as a combinatorial problem, determines both every seller's whether or not to sell his/her article and every buyer's which article(s) to buy, so that the total utility of buyers and sellers will be maximized. Due to the duality theory, we transform it equivalently into a dual problem in which Lagrange multipliers are interpreted as articles' transaction price. As the dual problem is a continuous optimization problem with respect to the multipliers (i.e., the transaction prices), we propose a numerical method to solve it by applying heuristic global search methods. In this paper, Particle Swarm Optimization (PSO) is used to solve the dual problem, and experimental results are presented to show the validity of the proposed method.
Artificial immune system for effective properties optimization of magnetoelectric composites
NASA Astrophysics Data System (ADS)
Poteralski, Arkadiusz; Dziatkiewicz, Grzegorz
2018-01-01
The optimization problem of the effective properties for magnetoelectric composites is considered. The effective properties are determined by the semi-analytical Mori-Tanaka approach. The generalized Eshelby tensor components are calculated numerically by using the Gauss quadrature method for the integral representation of the inclusion problem. The linear magnetoelectric constitutive equation is used. The effect of orientation of the electromagnetic materials components is taken into account. The optimization problem of the design is formulated and the artificial immune system is applied to solve it.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gaitsgory, Vladimir, E-mail: vladimir.gaitsgory@mq.edu.au; Rossomakhine, Sergey, E-mail: serguei.rossomakhine@flinders.edu.au
The paper aims at the development of an apparatus for analysis and construction of near optimal solutions of singularly perturbed (SP) optimal controls problems (that is, problems of optimal control of SP systems) considered on the infinite time horizon. We mostly focus on problems with time discounting criteria but a possibility of the extension of results to periodic optimization problems is discussed as well. Our consideration is based on earlier results on averaging of SP control systems and on linear programming formulations of optimal control problems. The idea that we exploit is to first asymptotically approximate a given problem ofmore » optimal control of the SP system by a certain averaged optimal control problem, then reformulate this averaged problem as an infinite-dimensional linear programming (LP) problem, and then approximate the latter by semi-infinite LP problems. We show that the optimal solution of these semi-infinite LP problems and their duals (that can be found with the help of a modification of an available LP software) allow one to construct near optimal controls of the SP system. We demonstrate the construction with two numerical examples.« less
Generalized SMO algorithm for SVM-based multitask learning.
Cai, Feng; Cherkassky, Vladimir
2012-06-01
Exploiting additional information to improve traditional inductive learning is an active research area in machine learning. In many supervised-learning applications, training data can be naturally separated into several groups, and incorporating this group information into learning may improve generalization. Recently, Vapnik proposed a general approach to formalizing such problems, known as "learning with structured data" and its support vector machine (SVM) based optimization formulation called SVM+. Liang and Cherkassky showed the connection between SVM+ and multitask learning (MTL) approaches in machine learning, and proposed an SVM-based formulation for MTL called SVM+MTL for classification. Training the SVM+MTL classifier requires the solution of a large quadratic programming optimization problem which scales as O(n(3)) with sample size n. So there is a need to develop computationally efficient algorithms for implementing SVM+MTL. This brief generalizes Platt's sequential minimal optimization (SMO) algorithm to the SVM+MTL setting. Empirical results show that, for typical SVM+MTL problems, the proposed generalized SMO achieves over 100 times speed-up, in comparison with general-purpose optimization routines.
Closed-form recursive formula for an optimal tracker with terminal constraints
NASA Technical Reports Server (NTRS)
Juang, J. N.; Turner, J. D.; Chun, H. M.
1986-01-01
Feedback control laws are derived for a class of optimal finite time tracking problems with terminal constraints. Analytical solutions are obtained for the feedback gain and the closed-loop response trajectory. Such formulations are expressed in recursive forms so that a real-time computer implementation becomes feasible. An example involving the feedback slewing of a flexible spacecraft is given to illustrate the validity and usefulness of the formulations.
Optimization Techniques for Design Problems in Selected Areas in WSNs: A Tutorial
Ibrahim, Ahmed; Alfa, Attahiru
2017-01-01
This paper is intended to serve as an overview of, and mostly a tutorial to illustrate, the optimization techniques used in several different key design aspects that have been considered in the literature of wireless sensor networks (WSNs). It targets the researchers who are new to the mathematical optimization tool, and wish to apply it to WSN design problems. We hence divide the paper into two main parts. One part is dedicated to introduce optimization theory and an overview on some of its techniques that could be helpful in design problem in WSNs. In the second part, we present a number of design aspects that we came across in the WSN literature in which mathematical optimization methods have been used in the design. For each design aspect, a key paper is selected, and for each we explain the formulation techniques and the solution methods implemented. We also provide in-depth analyses and assessments of the problem formulations, the corresponding solution techniques and experimental procedures in some of these papers. The analyses and assessments, which are provided in the form of comments, are meant to reflect the points that we believe should be taken into account when using optimization as a tool for design purposes. PMID:28763039
Optimization Techniques for Design Problems in Selected Areas in WSNs: A Tutorial.
Ibrahim, Ahmed; Alfa, Attahiru
2017-08-01
This paper is intended to serve as an overview of, and mostly a tutorial to illustrate, the optimization techniques used in several different key design aspects that have been considered in the literature of wireless sensor networks (WSNs). It targets the researchers who are new to the mathematical optimization tool, and wish to apply it to WSN design problems. We hence divide the paper into two main parts. One part is dedicated to introduce optimization theory and an overview on some of its techniques that could be helpful in design problem in WSNs. In the second part, we present a number of design aspects that we came across in the WSN literature in which mathematical optimization methods have been used in the design. For each design aspect, a key paper is selected, and for each we explain the formulation techniques and the solution methods implemented. We also provide in-depth analyses and assessments of the problem formulations, the corresponding solution techniques and experimental procedures in some of these papers. The analyses and assessments, which are provided in the form of comments, are meant to reflect the points that we believe should be taken into account when using optimization as a tool for design purposes.
Quadratic Optimization in the Problems of Active Control of Sound
NASA Technical Reports Server (NTRS)
Loncaric, J.; Tsynkov, S. V.; Bushnell, Dennis M. (Technical Monitor)
2002-01-01
We analyze the problem of suppressing the unwanted component of a time-harmonic acoustic field (noise) on a predetermined region of interest. The suppression is rendered by active means, i.e., by introducing the additional acoustic sources called controls that generate the appropriate anti-sound. Previously, we have obtained general solutions for active controls in both continuous and discrete formulations of the problem. We have also obtained optimal solutions that minimize the overall absolute acoustic source strength of active control sources. These optimal solutions happen to be particular layers of monopoles on the perimeter of the protected region. Mathematically, minimization of acoustic source strength is equivalent to minimization in the sense of L(sub 1). By contrast. in the current paper we formulate and study optimization problems that involve quadratic functions of merit. Specifically, we minimize the L(sub 2) norm of the control sources, and we consider both the unconstrained and constrained minimization. The unconstrained L(sub 2) minimization is certainly the easiest problem to address numerically. On the other hand, the constrained approach allows one to analyze sophisticated geometries. In a special case, we call compare our finite-difference optimal solutions to the continuous optimal solutions obtained previously using a semi-analytic technique. We also show that the optima obtained in the sense of L(sub 2) differ drastically from those obtained in the sense of L(sub 1).
NASA Astrophysics Data System (ADS)
Rosenberg, David E.
2015-04-01
State-of-the-art systems analysis techniques focus on efficiently finding optimal solutions. Yet an optimal solution is optimal only for the modeled issues and managers often seek near-optimal alternatives that address unmodeled objectives, preferences, limits, uncertainties, and other issues. Early on, Modeling to Generate Alternatives (MGA) formalized near-optimal as performance within a tolerable deviation from the optimal objective function value and identified a few maximally different alternatives that addressed some unmodeled issues. This paper presents new stratified, Monte-Carlo Markov Chain sampling and parallel coordinate plotting tools that generate and communicate the structure and extent of the near-optimal region to an optimization problem. Interactive plot controls allow users to explore region features of most interest. Controls also streamline the process to elicit unmodeled issues and update the model formulation in response to elicited issues. Use for an example, single-objective, linear water quality management problem at Echo Reservoir, Utah, identifies numerous and flexible practices to reduce the phosphorus load to the reservoir and maintain close-to-optimal performance. Flexibility is upheld by further interactive alternative generation, transforming the formulation into a multiobjective problem, and relaxing the tolerance parameter to expand the near-optimal region. Compared to MGA, the new blended tools generate more numerous alternatives faster, more fully show the near-optimal region, and help elicit a larger set of unmodeled issues.
A weak Hamiltonian finite element method for optimal control problems
NASA Technical Reports Server (NTRS)
Hodges, Dewey H.; Bless, Robert R.
1989-01-01
A temporal finite element method based on a mixed form of the Hamiltonian weak principle is developed for dynamics and optimal control problems. The mixed form of Hamilton's weak principle contains both displacements and momenta as primary variables that are expanded in terms of nodal values and simple polynomial shape functions. Unlike other forms of Hamilton's principle, however, time derivatives of the momenta and displacements do not appear therein; instead, only the virtual momenta and virtual displacements are differentiated with respect to time. Based on the duality that is observed to exist between the mixed form of Hamilton's weak principle and variational principles governing classical optimal control problems, a temporal finite element formulation of the latter can be developed in a rather straightforward manner. Several well-known problems in dynamics and optimal control are illustrated. The example dynamics problem involves a time-marching problem. As optimal control examples, elementary trajectory optimization problems are treated.
A weak Hamiltonian finite element method for optimal control problems
NASA Technical Reports Server (NTRS)
Hodges, Dewey H.; Bless, Robert R.
1990-01-01
A temporal finite element method based on a mixed form of the Hamiltonian weak principle is developed for dynamics and optimal control problems. The mixed form of Hamilton's weak principle contains both displacements and momenta as primary variables that are expanded in terms of nodal values and simple polynomial shape functions. Unlike other forms of Hamilton's principle, however, time derivatives of the momenta and displacements do not appear therein; instead, only the virtual momenta and virtual displacements are differentiated with respect to time. Based on the duality that is observed to exist between the mixed form of Hamilton's weak principle and variational principles governing classical optimal control problems, a temporal finite element formulation of the latter can be developed in a rather straightforward manner. Several well-known problems in dynamics and optimal control are illustrated. The example dynamics problem involves a time-marching problem. As optimal control examples, elementary trajectory optimization problems are treated.
Weak Hamiltonian finite element method for optimal control problems
NASA Technical Reports Server (NTRS)
Hodges, Dewey H.; Bless, Robert R.
1991-01-01
A temporal finite element method based on a mixed form of the Hamiltonian weak principle is developed for dynamics and optimal control problems. The mixed form of Hamilton's weak principle contains both displacements and momenta as primary variables that are expanded in terms of nodal values and simple polynomial shape functions. Unlike other forms of Hamilton's principle, however, time derivatives of the momenta and displacements do not appear therein; instead, only the virtual momenta and virtual displacements are differentiated with respect to time. Based on the duality that is observed to exist between the mixed form of Hamilton's weak principle and variational principles governing classical optimal control problems, a temporal finite element formulation of the latter can be developed in a rather straightforward manner. Several well-known problems in dynamics and optimal control are illustrated. The example dynamics problem involves a time-marching problem. As optimal control examples, elementary trajectory optimization problems are treated.
The effect of parking orbit constraints on the optimization of ballistic planetary trajectories
NASA Technical Reports Server (NTRS)
Sauer, C. G., Jr.
1984-01-01
The optimization of ballistic planetary trajectories is developed which includes constraints on departure parking orbit inclination and node. This problem is formulated to result in a minimum total Delta V where the entire constrained injection Delta V is included in the optimization. An additional Delta V is also defined to allow for possible optimization of parking orbit inclination when the launch vehicle orbit capability varies as a function of parking orbit inclination. The optimization problem is formulated using primer vector theory to derive partial derivatives of total Delta V with respect to possible free parameters. Minimization of total Delta V is accomplished using a quasi-Newton gradient search routine. The analysis is applied to an Eros rendezvous mission whose transfer trajectories are characterized by high values of launch asymptote declination during particular launch opportunities. Comparisons in performance are made between trajectories where parking orbit constraints are included in the optimization and trajectories where the constraints are not included.
2015-01-01
programming formulation of traveling salesman problems , Journal of the ACM, 7(4), 326-329. Montemanni, R., Gambardella, L. M., Rizzoli, A.E., Donati. A.V... salesman problem . BioSystem, 43(1), 73-81. Dror, M., Trudeau, P., 1989. Savings by split delivery routing. Transportation Science, 23, 141- 145. Dror, M...An Ant Colony Optimization and Hybrid Metaheuristics Algorithm to solve the Split Delivery Vehicle Routing Problem Authors: Gautham Rajappa
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.
Computational unsteady aerodynamics for lifting surfaces
NASA Technical Reports Server (NTRS)
Edwards, John W.
1988-01-01
Two dimensional problems are solved using numerical techniques. Navier-Stokes equations are studied both in the vorticity-stream function formulation which appears to be the optimal choice for two dimensional problems, using a storage approach, and in the velocity pressure formulation which minimizes the number of unknowns in three dimensional problems. Analysis shows that compact centered conservative second order schemes for the vorticity equation are the most robust for high Reynolds number flows. Serious difficulties remain in the choice of turbulent models, to keep reasonable CPU efficiency.
Optimal trajectories of aircraft and spacecraft
NASA Technical Reports Server (NTRS)
Miele, A.
1990-01-01
Work done on algorithms for the numerical solutions of optimal control problems and their application to the computation of optimal flight trajectories of aircraft and spacecraft is summarized. General considerations on calculus of variations, optimal control, numerical algorithms, and applications of these algorithms to real-world problems are presented. The sequential gradient-restoration algorithm (SGRA) is examined for the numerical solution of optimal control problems of the Bolza type. Both the primal formulation and the dual formulation are discussed. Aircraft trajectories, in particular, the application of the dual sequential gradient-restoration algorithm (DSGRA) to the determination of optimal flight trajectories in the presence of windshear are described. Both take-off trajectories and abort landing trajectories are discussed. Take-off trajectories are optimized by minimizing the peak deviation of the absolute path inclination from a reference value. Abort landing trajectories are optimized by minimizing the peak drop of altitude from a reference value. Abort landing trajectories are optimized by minimizing the peak drop of altitude from a reference value. The survival capability of an aircraft in a severe windshear is discussed, and the optimal trajectories are found to be superior to both constant pitch trajectories and maximum angle of attack trajectories. Spacecraft trajectories, in particular, the application of the primal sequential gradient-restoration algorithm (PSGRA) to the determination of optimal flight trajectories for aeroassisted orbital transfer are examined. Both the coplanar case and the noncoplanar case are discussed within the frame of three problems: minimization of the total characteristic velocity; minimization of the time integral of the square of the path inclination; and minimization of the peak heating rate. The solution of the second problem is called nearly-grazing solution, and its merits are pointed out as a useful engineering compromise between energy requirements and aerodynamics heating requirements.
Kamiura, Moto; Sano, Kohei
2017-10-01
The principle of optimism in the face of uncertainty is known as a heuristic in sequential decision-making problems. Overtaking method based on this principle is an effective algorithm to solve multi-armed bandit problems. It was defined by a set of some heuristic patterns of the formulation in the previous study. The objective of the present paper is to redefine the value functions of Overtaking method and to unify the formulation of them. The unified Overtaking method is associated with upper bounds of confidence intervals of expected rewards on statistics. The unification of the formulation enhances the universality of Overtaking method. Consequently we newly obtain Overtaking method for the exponentially distributed rewards, numerically analyze it, and show that it outperforms UCB algorithm on average. The present study suggests that the principle of optimism in the face of uncertainty should be regarded as the statistics-based consequence of the law of large numbers for the sample mean of rewards and estimation of upper bounds of expected rewards, rather than as a heuristic, in the context of multi-armed bandit problems. Copyright © 2017 Elsevier B.V. All rights reserved.
Dynamic malware containment under an epidemic model with alert
NASA Astrophysics Data System (ADS)
Zhang, Tianrui; Yang, Lu-Xing; Yang, Xiaofan; Wu, Yingbo; Tang, Yuan Yan
2017-03-01
Alerting at the early stage of malware invasion turns out to be an important complement to malware detection and elimination. This paper addresses the issue of how to dynamically contain the prevalence of malware at a lower cost, provided alerting is feasible. A controlled epidemic model with alert is established, and an optimal control problem based on the epidemic model is formulated. The optimality system for the optimal control problem is derived. The structure of an optimal control for the proposed optimal control problem is characterized under some conditions. Numerical examples show that the cost-efficiency of an optimal control strategy can be enhanced by adjusting the upper and lower bounds on admissible controls.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Haslinger, Jaroslav, E-mail: hasling@karlin.mff.cuni.cz; Stebel, Jan, E-mail: stebel@math.cas.cz
2011-04-15
We study the shape optimization problem for the paper machine headbox which distributes a mixture of water and wood fibers in the paper making process. The aim is to find a shape which a priori ensures the given velocity profile on the outlet part. The mathematical formulation leads to the optimal control problem in which the control variable is the shape of the domain representing the header, the state problem is represented by the generalized Navier-Stokes system with nontrivial boundary conditions. This paper deals with numerical aspects of the problem.
Detection of faults in rotating machinery using periodic time-frequency sparsity
NASA Astrophysics Data System (ADS)
Ding, Yin; He, Wangpeng; Chen, Binqiang; Zi, Yanyang; Selesnick, Ivan W.
2016-11-01
This paper addresses the problem of extracting periodic oscillatory features in vibration signals for detecting faults in rotating machinery. To extract the feature, we propose an approach in the short-time Fourier transform (STFT) domain where the periodic oscillatory feature manifests itself as a relatively sparse grid. To estimate the sparse grid, we formulate an optimization problem using customized binary weights in the regularizer, where the weights are formulated to promote periodicity. In order to solve the proposed optimization problem, we develop an algorithm called augmented Lagrangian majorization-minimization algorithm, which combines the split augmented Lagrangian shrinkage algorithm (SALSA) with majorization-minimization (MM), and is guaranteed to converge for both convex and non-convex formulation. As examples, the proposed approach is applied to simulated data, and used as a tool for diagnosing faults in bearings and gearboxes for real data, and compared to some state-of-the-art methods. The results show that the proposed approach can effectively detect and extract the periodical oscillatory features.
2015-07-06
NUMBER 5b. GRANT NUMBER AFOSR FA9550-12-1-0154 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) Shabbir Ahmed and Santanu S. Dey 5d. PROJECT NUMBER 5e. TASK...standard mixed-integer programming (MIP) formulations of selective optimization problems. While such formulations can be attacked by commercial...F33615-86-C-5169. 5b. GRANT NUMBER. Enter all grant numbers as they appear in the report, e.g. AFOSR-82-1234. 5c. PROGRAM ELEMENT NUMBER. Enter
Optimization of beam orientation in radiotherapy using planar geometry
NASA Astrophysics Data System (ADS)
Haas, O. C. L.; Burnham, K. J.; Mills, J. A.
1998-08-01
This paper proposes a new geometrical formulation of the coplanar beam orientation problem combined with a hybrid multiobjective genetic algorithm. The approach is demonstrated by optimizing the beam orientation in two dimensions, with the objectives being formulated using planar geometry. The traditional formulation of the objectives associated with the organs at risk has been modified to account for the use of complex dose delivery techniques such as beam intensity modulation. The new algorithm attempts to replicate the approach of a treatment planner whilst reducing the amount of computation required. Hybrid genetic search operators have been developed to improve the performance of the genetic algorithm by exploiting problem-specific features. The multiobjective genetic algorithm is formulated around the concept of Pareto optimality which enables the algorithm to search in parallel for different objectives. When the approach is applied without constraining the number of beams, the solution produces an indication of the minimum number of beams required. It is also possible to obtain non-dominated solutions for various numbers of beams, thereby giving the clinicians a choice in terms of the number of beams as well as in the orientation of these beams.
First-order design of geodetic networks using the simulated annealing method
NASA Astrophysics Data System (ADS)
Berné, J. L.; Baselga, S.
2004-09-01
The general problem of the optimal design for a geodetic network subject to any extrinsic factors, namely the first-order design problem, can be dealt with as a numeric optimization problem. The classic theory of this problem and the optimization methods are revised. Then the innovative use of the simulated annealing method, which has been successfully applied in other fields, is presented for this classical geodetic problem. This method, belonging to iterative heuristic techniques in operational research, uses a thermodynamical analogy to crystalline networks to offer a solution that converges probabilistically to the global optimum. Basic formulation and some examples are studied.
Tracking trade transactions in water resource systems: A node-arc optimization formulation
NASA Astrophysics Data System (ADS)
Erfani, Tohid; Huskova, Ivana; Harou, Julien J.
2013-05-01
We formulate and apply a multicommodity network flow node-arc optimization model capable of tracking trade transactions in complex water resource systems. The model uses a simple node to node network connectivity matrix and does not require preprocessing of all possible flow paths in the network. We compare the proposed node-arc formulation with an existing arc-path (flow path) formulation and explain the advantages and difficulties of both approaches. We verify the proposed formulation model on a hypothetical water distribution network. Results indicate the arc-path model solves the problem with fewer constraints, but the proposed formulation allows using a simple network connectivity matrix which simplifies modeling large or complex networks. The proposed algorithm allows converting existing node-arc hydroeconomic models that broadly represent water trading to ones that also track individual supplier-receiver relationships (trade transactions).
A Mathematical Formulation of the SCOLE Control Problem. Part 2: Optimal Compensator Design
NASA Technical Reports Server (NTRS)
Balakrishnan, A. V.
1988-01-01
The study initiated in Part 1 of this report is concluded and optimal feedback control (compensator) design for stability augmentation is considered, following the mathematical formulation developed in Part 1. Co-located (rate) sensors and (force and moment) actuators are assumed, and allowing for both sensor and actuator noise, stabilization is formulated as a stochastic regulator problem. Specializing the general theory developed by the author, a complete, closed form solution (believed to be new with this report) is obtained, taking advantage of the fact that the inherent structural damping is light. In particular, it is possible to solve in closed form the associated infinite-dimensional steady-state Riccati equations. The SCOLE model involves associated partial differential equations in a single space variable, but the compensator design theory developed is far more general since it is given in the abstract wave equation formulation. The results thus hold for any multibody system so long as the basic model is linear.
Energy efficient LED layout optimization for near-uniform illumination
NASA Astrophysics Data System (ADS)
Ali, Ramy E.; Elgala, Hany
2016-09-01
In this paper, we consider the problem of designing energy efficient light emitting diodes (LEDs) layout while satisfying the illumination constraints. Towards this objective, we present a simple approach to the illumination design problem based on the concept of the virtual LED. We formulate a constrained optimization problem for minimizing the power consumption while maintaining a near-uniform illumination throughout the room. By solving the resulting constrained linear program, we obtain the number of required LEDs and the optimal output luminous intensities that achieve the desired illumination constraints.
Optimal flight trajectories in the presence of windshear, 1984-86
NASA Technical Reports Server (NTRS)
Miele, A.
1986-01-01
Optimal flight trajectories were determined in the presence of windshear and guidance schemes were developed for near optimum flight in a windshear. This is a wind characterized by sharp change in intensity and direction over a relatively small region of space. This problem is important in the takeoff and landing of both civilian airplanes and military airplanes and is key to aircraft saftey. The topics covered in reference to takeoff problems are: equations of motion, problem formulation, algorithms, optimal flight trajectories, advanced guidance schemes, simplified guidance schemes, and piloting strategies.
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.
Finite element solution of optimal control problems with state-control inequality constraints
NASA Technical Reports Server (NTRS)
Bless, Robert R.; Hodges, Dewey H.
1992-01-01
It is demonstrated that the weak Hamiltonian finite-element formulation is amenable to the solution of optimal control problems with inequality constraints which are functions of both state and control variables. Difficult problems can be treated on account of the ease with which algebraic equations can be generated before having to specify the problem. These equations yield very accurate solutions. Owing to the sparse structure of the resulting Jacobian, computer solutions can be obtained quickly when the sparsity is exploited.
Sparse Substring Pattern Set Discovery Using Linear Programming Boosting
NASA Astrophysics Data System (ADS)
Kashihara, Kazuaki; Hatano, Kohei; Bannai, Hideo; Takeda, Masayuki
In this paper, we consider finding a small set of substring patterns which classifies the given documents well. We formulate the problem as 1 norm soft margin optimization problem where each dimension corresponds to a substring pattern. Then we solve this problem by using LPBoost and an optimal substring discovery algorithm. Since the problem is a linear program, the resulting solution is likely to be sparse, which is useful for feature selection. We evaluate the proposed method for real data such as movie reviews.
Inverse problems in the design, modeling and testing of engineering systems
NASA Technical Reports Server (NTRS)
Alifanov, Oleg M.
1991-01-01
Formulations, classification, areas of application, and approaches to solving different inverse problems are considered for the design of structures, modeling, and experimental data processing. Problems in the practical implementation of theoretical-experimental methods based on solving inverse problems are analyzed in order to identify mathematical models of physical processes, aid in input data preparation for design parameter optimization, help in design parameter optimization itself, and to model experiments, large-scale tests, and real tests of engineering systems.
Shape Optimization for Navier-Stokes Equations with Algebraic Turbulence Model: Existence Analysis
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bulicek, Miroslav; Haslinger, Jaroslav; Malek, Josef
2009-10-15
We study a shape optimization problem for the paper machine headbox which distributes a mixture of water and wood fibers in the paper making process. The aim is to find a shape which a priori ensures the given velocity profile on the outlet part. The mathematical formulation leads to an optimal control problem in which the control variable is the shape of the domain representing the header, the state problem is represented by a generalized stationary Navier-Stokes system with nontrivial mixed boundary conditions. In this paper we prove the existence of solutions both to the generalized Navier-Stokes system and tomore » the shape optimization problem.« less
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.
Sun, Yan; Lang, Maoxiang; Wang, Danzhu
2016-01-01
The transportation of hazardous materials is always accompanied by considerable risk that will impact public and environment security. As an efficient and reliable transportation organization, a multimodal service should participate in the transportation of hazardous materials. In this study, we focus on transporting hazardous materials through the multimodal service network and explore the hazardous materials multimodal routing problem from the operational level of network planning. To formulate this problem more practicably, minimizing the total generalized costs of transporting the hazardous materials and the social risk along the planned routes are set as the optimization objectives. Meanwhile, the following formulation characteristics will be comprehensively modelled: (1) specific customer demands; (2) multiple hazardous material flows; (3) capacitated schedule-based rail service and uncapacitated time-flexible road service; and (4) environmental risk constraint. A bi-objective mixed integer nonlinear programming model is first built to formulate the routing problem that combines the formulation characteristics above. Then linear reformations are developed to linearize and improve the initial model so that it can be effectively solved by exact solution algorithms on standard mathematical programming software. By utilizing the normalized weighted sum method, we can generate the Pareto solutions to the bi-objective optimization problem for a specific case. Finally, a large-scale empirical case study from the Beijing–Tianjin–Hebei Region in China is presented to demonstrate the feasibility of the proposed methods in dealing with the practical problem. Various scenarios are also discussed in the case study. PMID:27483294
A Mixed Integer Linear Programming Approach to Electrical Stimulation Optimization Problems.
Abouelseoud, Gehan; Abouelseoud, Yasmine; Shoukry, Amin; Ismail, Nour; Mekky, Jaidaa
2018-02-01
Electrical stimulation optimization is a challenging problem. Even when a single region is targeted for excitation, the problem remains a constrained multi-objective optimization problem. The constrained nature of the problem results from safety concerns while its multi-objectives originate from the requirement that non-targeted regions should remain unaffected. In this paper, we propose a mixed integer linear programming formulation that can successfully address the challenges facing this problem. Moreover, the proposed framework can conclusively check the feasibility of the stimulation goals. This helps researchers to avoid wasting time trying to achieve goals that are impossible under a chosen stimulation setup. The superiority of the proposed framework over alternative methods is demonstrated through simulation examples.
Deterministic methods for multi-control fuel loading optimization
NASA Astrophysics Data System (ADS)
Rahman, Fariz B. Abdul
We have developed a multi-control fuel loading optimization code for pressurized water reactors based on deterministic methods. The objective is to flatten the fuel burnup profile, which maximizes overall energy production. The optimal control problem is formulated using the method of Lagrange multipliers and the direct adjoining approach for treatment of the inequality power peaking constraint. The optimality conditions are derived for a multi-dimensional multi-group optimal control problem via calculus of variations. Due to the Hamiltonian having a linear control, our optimal control problem is solved using the gradient method to minimize the Hamiltonian and a Newton step formulation to obtain the optimal control. We are able to satisfy the power peaking constraint during depletion with the control at beginning of cycle (BOC) by building the proper burnup path forward in time and utilizing the adjoint burnup to propagate the information back to the BOC. Our test results show that we are able to achieve our objective and satisfy the power peaking constraint during depletion using either the fissile enrichment or burnable poison as the control. Our fuel loading designs show an increase of 7.8 equivalent full power days (EFPDs) in cycle length compared with 517.4 EFPDs for the AP600 first cycle.
Multicriteria approaches for a private equity fund
NASA Astrophysics Data System (ADS)
Tammer, Christiane; Tannert, Johannes
2012-09-01
We develop a new model for a Private Equity Fund based on stochastic differential equations. In order to find efficient strategies for the fund manager we formulate a multicriteria optimization problem for a Private Equity Fund. Using the e-constraint method we solve this multicriteria optimization problem. Furthermore, a genetic algorithm is applied in order to get an approximation of the efficient frontier.
Global, Multi-Objective Trajectory Optimization With Parametric Spreading
NASA Technical Reports Server (NTRS)
Vavrina, Matthew A.; Englander, Jacob A.; Phillips, Sean M.; Hughes, Kyle M.
2017-01-01
Mission design problems are often characterized by multiple, competing trajectory optimization objectives. Recent multi-objective trajectory optimization formulations enable generation of globally-optimal, Pareto solutions via a multi-objective genetic algorithm. A byproduct of these formulations is that clustering in design space can occur in evolving the population towards the Pareto front. This clustering can be a drawback, however, if parametric evaluations of design variables are desired. This effort addresses clustering by incorporating operators that encourage a uniform spread over specified design variables while maintaining Pareto front representation. The algorithm is demonstrated on a Neptune orbiter mission, and enhanced multidimensional visualization strategies are presented.
Wang, Chang; Qi, Fei; Shi, Guangming; Wang, Xiaotian
2013-01-01
Deployment is a critical issue affecting the quality of service of camera networks. The deployment aims at adopting the least number of cameras to cover the whole scene, which may have obstacles to occlude the line of sight, with expected observation quality. This is generally formulated as a non-convex optimization problem, which is hard to solve in polynomial time. In this paper, we propose an efficient convex solution for deployment optimizing the observation quality based on a novel anisotropic sensing model of cameras, which provides a reliable measurement of the observation quality. The deployment is formulated as the selection of a subset of nodes from a redundant initial deployment with numerous cameras, which is an ℓ0 minimization problem. Then, we relax this non-convex optimization to a convex ℓ1 minimization employing the sparse representation. Therefore, the high quality deployment is efficiently obtained via convex optimization. Simulation results confirm the effectiveness of the proposed camera deployment algorithms. PMID:23989826
Cost effective campaigning in social networks
NASA Astrophysics Data System (ADS)
Kotnis, Bhushan; Kuri, Joy
2016-05-01
Campaigners are increasingly using online social networking platforms for promoting products, ideas and information. A popular method of promoting a product or even an idea is incentivizing individuals to evangelize the idea vigorously by providing them with referral rewards in the form of discounts, cash backs, or social recognition. Due to budget constraints on scarce resources such as money and manpower, it may not be possible to provide incentives for the entire population, and hence incentives need to be allocated judiciously to appropriate individuals for ensuring the highest possible outreach size. We aim to do the same by formulating and solving an optimization problem using percolation theory. In particular, we compute the set of individuals that are provided incentives for minimizing the expected cost while ensuring a given outreach size. We also solve the problem of computing the set of individuals to be incentivized for maximizing the outreach size for given cost budget. The optimization problem turns out to be non trivial; it involves quantities that need to be computed by numerically solving a fixed point equation. Our primary contribution is, that for a fairly general cost structure, we show that the optimization problems can be solved by solving a simple linear program. We believe that our approach of using percolation theory to formulate an optimization problem is the first of its kind.
Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process
NASA Astrophysics Data System (ADS)
Yan, Wei; Chang, Yuwen
2016-12-01
Considering the stochastic exchange rate, this paper is concerned with the dynamic portfolio selection in financial market. The optimal investment problem is formulated as a continuous-time mathematical model under mean-variance criterion. These processes follow jump-diffusion processes (Weiner process and Poisson process). Then the corresponding Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and its efferent frontier is obtained. Moreover, the optimal strategy is also derived under safety-first criterion.
Graf, Peter A.; Billups, Stephen
2017-07-24
Computational materials design has suffered from a lack of algorithms formulated in terms of experimentally accessible variables. Here we formulate the problem of (ternary) alloy optimization at the level of choice of atoms and their composition that is normal for synthesists. Mathematically, this is a mixed integer problem where a candidate solution consists of a choice of three elements, and how much of each of them to use. This space has the natural structure of a set of equilateral triangles. We solve this problem by introducing a novel version of the DIRECT algorithm that (1) operates on equilateral triangles insteadmore » of rectangles and (2) works across multiple triangles. We demonstrate on a test case that the algorithm is both robust and efficient. Lastly, we offer an explanation of the efficacy of DIRECT -- specifically, its balance of global and local search -- by showing that 'potentially optimal rectangles' of the original algorithm are akin to the Pareto front of the 'multi-component optimization' of global and local search.« less
DOE Office of Scientific and Technical Information (OSTI.GOV)
Graf, Peter A.; Billups, Stephen
Computational materials design has suffered from a lack of algorithms formulated in terms of experimentally accessible variables. Here we formulate the problem of (ternary) alloy optimization at the level of choice of atoms and their composition that is normal for synthesists. Mathematically, this is a mixed integer problem where a candidate solution consists of a choice of three elements, and how much of each of them to use. This space has the natural structure of a set of equilateral triangles. We solve this problem by introducing a novel version of the DIRECT algorithm that (1) operates on equilateral triangles insteadmore » of rectangles and (2) works across multiple triangles. We demonstrate on a test case that the algorithm is both robust and efficient. Lastly, we offer an explanation of the efficacy of DIRECT -- specifically, its balance of global and local search -- by showing that 'potentially optimal rectangles' of the original algorithm are akin to the Pareto front of the 'multi-component optimization' of global and local search.« less
Optimizing Integrated Terminal Airspace Operations Under Uncertainty
NASA Technical Reports Server (NTRS)
Bosson, Christabelle; Xue, Min; Zelinski, Shannon
2014-01-01
In the terminal airspace, integrated departures and arrivals have the potential to increase operations efficiency. Recent research has developed geneticalgorithm- based schedulers for integrated arrival and departure operations under uncertainty. This paper presents an alternate method using a machine jobshop scheduling formulation to model the integrated airspace operations. A multistage stochastic programming approach is chosen to formulate the problem and candidate solutions are obtained by solving sample average approximation problems with finite sample size. Because approximate solutions are computed, the proposed algorithm incorporates the computation of statistical bounds to estimate the optimality of the candidate solutions. A proof-ofconcept study is conducted on a baseline implementation of a simple problem considering a fleet mix of 14 aircraft evolving in a model of the Los Angeles terminal airspace. A more thorough statistical analysis is also performed to evaluate the impact of the number of scenarios considered in the sampled problem. To handle extensive sampling computations, a multithreading technique is introduced.
Application of response surface techniques to helicopter rotor blade optimization procedure
NASA Technical Reports Server (NTRS)
Henderson, Joseph Lynn; Walsh, Joanne L.; Young, Katherine C.
1995-01-01
In multidisciplinary optimization problems, response surface techniques can be used to replace the complex analyses that define the objective function and/or constraints with simple functions, typically polynomials. In this work a response surface is applied to the design optimization of a helicopter rotor blade. In previous work, this problem has been formulated with a multilevel approach. Here, the response surface takes advantage of this decomposition and is used to replace the lower level, a structural optimization of the blade. Problems that were encountered and important considerations in applying the response surface are discussed. Preliminary results are also presented that illustrate the benefits of using the response surface.
Multi-step optimization strategy for fuel-optimal orbital transfer of low-thrust spacecraft
NASA Astrophysics Data System (ADS)
Rasotto, M.; Armellin, R.; Di Lizia, P.
2016-03-01
An effective method for the design of fuel-optimal transfers in two- and three-body dynamics is presented. The optimal control problem is formulated using calculus of variation and primer vector theory. This leads to a multi-point boundary value problem (MPBVP), characterized by complex inner constraints and a discontinuous thrust profile. The first issue is addressed by embedding the MPBVP in a parametric optimization problem, thus allowing a simplification of the set of transversality constraints. The second problem is solved by representing the discontinuous control function by a smooth function depending on a continuation parameter. The resulting trajectory optimization method can deal with different intermediate conditions, and no a priori knowledge of the control structure is required. Test cases in both the two- and three-body dynamics show the capability of the method in solving complex trajectory design problems.
Optimal Culling and Biocontrol in a Predator-Prey Model.
Numfor, Eric; Hilker, Frank M; Lenhart, Suzanne
2017-01-01
Invasive species cause enormous problems in ecosystems around the world. Motivated by introduced feral cats that prey on bird populations and threaten to drive them extinct on remote oceanic islands, we formulate and analyze optimal control problems. Their novelty is that they involve both scalar and time-dependent controls. They represent different forms of control, namely the initial release of infected predators on the one hand and culling as well as trapping, infecting, and returning predators on the other hand. Combinations of different control methods have been proposed to complement their respective strengths in reducing predator numbers and thus protecting endangered prey. Here, we formulate and analyze an eco-epidemiological model, provide analytical results on the optimal control problem, and use a forward-backward sweep method for numerical simulations. By taking into account different ecological scenarios, initial conditions, and control durations, our model allows to gain insight how the different methods interact and in which cases they could be effective.
A minimal dissipation type-based classification in irreversible thermodynamics and microeconomics
NASA Astrophysics Data System (ADS)
Tsirlin, A. M.; Kazakov, V.; Kolinko, N. A.
2003-10-01
We formulate the problem of finding classes of kinetic dependencies in irreversible thermodynamic and microeconomic systems for which minimal dissipation processes belong to the same type. We show that this problem is an inverse optimal control problem and solve it. The commonality of this problem in irreversible thermodynamics and microeconomics is emphasized.
2015-12-24
minimizing a weighted sum ofthe time and control effort needed to collect sensor data. This problem formulation is a modified traveling salesman ...29 2.5 The Shortest Path Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30 2.5.1 Traveling Salesman Problem ...48 3.3.1 Initial Guess by Traveling Salesman Problem Solution
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.
Mixed Integer Programming and Heuristic Scheduling for Space Communication Networks
NASA Technical Reports Server (NTRS)
Lee, Charles H.; Cheung, Kar-Ming
2012-01-01
In this paper, we propose to solve the constrained optimization problem in two phases. The first phase uses heuristic methods such as the ant colony method, particle swarming optimization, and genetic algorithm to seek a near optimal solution among a list of feasible initial populations. The final optimal solution can be found by using the solution of the first phase as the initial condition to the SQP algorithm. We demonstrate the above problem formulation and optimization schemes with a large-scale network that includes the DSN ground stations and a number of spacecraft of deep space missions.
Li, Zukui; Ding, Ran; Floudas, Christodoulos A.
2011-01-01
Robust counterpart optimization techniques for linear optimization and mixed integer linear optimization problems are studied in this paper. Different uncertainty sets, including those studied in literature (i.e., interval set; combined interval and ellipsoidal set; combined interval and polyhedral set) and new ones (i.e., adjustable box; pure ellipsoidal; pure polyhedral; combined interval, ellipsoidal, and polyhedral set) are studied in this work and their geometric relationship is discussed. For uncertainty in the left hand side, right hand side, and objective function of the optimization problems, robust counterpart optimization formulations induced by those different uncertainty sets are derived. Numerical studies are performed to compare the solutions of the robust counterpart optimization models and applications in refinery production planning and batch process scheduling problem are presented. PMID:21935263
Improved Sensitivity Relations in State Constrained Optimal Control
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bettiol, Piernicola, E-mail: piernicola.bettiol@univ-brest.fr; Frankowska, Hélène, E-mail: frankowska@math.jussieu.fr; Vinter, Richard B., E-mail: r.vinter@imperial.ac.uk
2015-04-15
Sensitivity relations in optimal control provide an interpretation of the costate trajectory and the Hamiltonian, evaluated along an optimal trajectory, in terms of gradients of the value function. While sensitivity relations are a straightforward consequence of standard transversality conditions for state constraint free optimal control problems formulated in terms of control-dependent differential equations with smooth data, their verification for problems with either pathwise state constraints, nonsmooth data, or for problems where the dynamic constraint takes the form of a differential inclusion, requires careful analysis. In this paper we establish validity of both ‘full’ and ‘partial’ sensitivity relations for an adjointmore » state of the maximum principle, for optimal control problems with pathwise state constraints, where the underlying control system is described by a differential inclusion. The partial sensitivity relation interprets the costate in terms of partial Clarke subgradients of the value function with respect to the state variable, while the full sensitivity relation interprets the couple, comprising the costate and Hamiltonian, as the Clarke subgradient of the value function with respect to both time and state variables. These relations are distinct because, for nonsmooth data, the partial Clarke subdifferential does not coincide with the projection of the (full) Clarke subdifferential on the relevant coordinate space. We show for the first time (even for problems without state constraints) that a costate trajectory can be chosen to satisfy the partial and full sensitivity relations simultaneously. The partial sensitivity relation in this paper is new for state constraint problems, while the full sensitivity relation improves on earlier results in the literature (for optimal control problems formulated in terms of Lipschitz continuous multifunctions), because a less restrictive inward pointing hypothesis is invoked in the proof, and because it is validated for a stronger set of necessary conditions.« less
Decomposition method for zonal resource allocation problems in telecommunication networks
NASA Astrophysics Data System (ADS)
Konnov, I. V.; Kashuba, A. Yu
2016-11-01
We consider problems of optimal resource allocation in telecommunication networks. We first give an optimization formulation for the case where the network manager aims to distribute some homogeneous resource (bandwidth) among users of one region with quadratic charge and fee functions and present simple and efficient solution methods. Next, we consider a more general problem for a provider of a wireless communication network divided into zones (clusters) with common capacity constraints. We obtain a convex quadratic optimization problem involving capacity and balance constraints. By using the dual Lagrangian method with respect to the capacity constraint, we suggest to reduce the initial problem to a single-dimensional optimization problem, but calculation of the cost function value leads to independent solution of zonal problems, which coincide with the above single region problem. Some results of computational experiments confirm the applicability of the new methods.
Optimally Stopped Optimization
NASA Astrophysics Data System (ADS)
Vinci, Walter; Lidar, Daniel
We combine the fields of heuristic optimization and optimal stopping. We propose a strategy for benchmarking randomized optimization algorithms that minimizes the expected total cost for obtaining a good solution with an optimal number of calls to the solver. To do so, rather than letting the objective function alone define a cost to be minimized, we introduce a further cost-per-call of the algorithm. We show that this problem can be formulated using optimal stopping theory. The expected cost is a flexible figure of merit for benchmarking probabilistic solvers that can be computed when the optimal solution is not known, and that avoids the biases and arbitrariness that affect other measures. The optimal stopping formulation of benchmarking directly leads to a real-time, optimal-utilization strategy for probabilistic optimizers with practical impact. We apply our formulation to benchmark the performance of a D-Wave 2X quantum annealer and the HFS solver, a specialized classical heuristic algorithm designed for low tree-width graphs. On a set of frustrated-loop instances with planted solutions defined on up to N = 1098 variables, the D-Wave device is between one to two orders of magnitude faster than the HFS solver.
Dynamic Flow Management Problems in Air Transportation
NASA Technical Reports Server (NTRS)
Patterson, Sarah Stock
1997-01-01
In 1995, over six hundred thousand licensed pilots flew nearly thirty-five million flights into over eighteen thousand U.S. airports, logging more than 519 billion passenger miles. Since demand for air travel has increased by more than 50% in the last decade while capacity has stagnated, congestion is a problem of undeniable practical significance. In this thesis, we will develop optimization techniques that reduce the impact of congestion on the national airspace. We start by determining the optimal release times for flights into the airspace and the optimal speed adjustment while airborne taking into account the capacitated airspace. This is called the Air Traffic Flow Management Problem (TFMP). We address the complexity, showing that it is NP-hard. We build an integer programming formulation that is quite strong as some of the proposed inequalities are facet defining for the convex hull of solutions. For practical problems, the solutions of the LP relaxation of the TFMP are very often integral. In essence, we reduce the problem to efficiently solving large scale linear programming problems. Thus, the computation times are reasonably small for large scale, practical problems involving thousands of flights. Next, we address the problem of determining how to reroute aircraft in the airspace system when faced with dynamically changing weather conditions. This is called the Air Traffic Flow Management Rerouting Problem (TFMRP) We present an integrated mathematical programming approach for the TFMRP, which utilizes several methodologies, in order to minimize delay costs. In order to address the high dimensionality, we present an aggregate model, in which we formulate the TFMRP as a multicommodity, integer, dynamic network flow problem with certain side constraints. Using Lagrangian relaxation, we generate aggregate flows that are decomposed into a collection of flight paths using a randomized rounding heuristic. This collection of paths is used in a packing integer programming formulation, the solution of which generates feasible and near-optimal routes for individual flights. The algorithm, termed the Lagrangian Generation Algorithm, is used to solve practical problems in the southwestern portion of United States in which the solutions are within 1% of the corresponding lower bounds.
Optimal cure cycle design of a resin-fiber composite laminate
NASA Technical Reports Server (NTRS)
Hou, Jean W.; Sheen, Jeenson
1987-01-01
A unified computed aided design method was studied for the cure cycle design that incorporates an optimal design technique with the analytical model of a composite cure process. The preliminary results of using this proposed method for optimal cure cycle design are reported and discussed. The cure process of interest is the compression molding of a polyester which is described by a diffusion reaction system. The finite element method is employed to convert the initial boundary value problem into a set of first order differential equations which are solved simultaneously by the DE program. The equations for thermal design sensitivities are derived by using the direct differentiation method and are solved by the DE program. A recursive quadratic programming algorithm with an active set strategy called a linearization method is used to optimally design the cure cycle, subjected to the given design performance requirements. The difficulty of casting the cure cycle design process into a proper mathematical form is recognized. Various optimal design problems are formulated to address theses aspects. The optimal solutions of these formulations are compared and discussed.
Optimization of coupled systems: A critical overview of approaches
NASA Technical Reports Server (NTRS)
Balling, R. J.; Sobieszczanski-Sobieski, J.
1994-01-01
A unified overview is given of problem formulation approaches for the optimization of multidisciplinary coupled systems. The overview includes six fundamental approaches upon which a large number of variations may be made. Consistent approach names and a compact approach notation are given. The approaches are formulated to apply to general nonhierarchic systems. The approaches are compared both from a computational viewpoint and a managerial viewpoint. Opportunities for parallelism of both computation and manpower resources are discussed. Recommendations regarding the need for future research are advanced.
Maximizing algebraic connectivity in air transportation networks
NASA Astrophysics Data System (ADS)
Wei, Peng
In air transportation networks the robustness of a network regarding node and link failures is a key factor for its design. An experiment based on the real air transportation network is performed to show that the algebraic connectivity is a good measure for network robustness. Three optimization problems of algebraic connectivity maximization are then formulated in order to find the most robust network design under different constraints. The algebraic connectivity maximization problem with flight routes addition or deletion is first formulated. Three methods to optimize and analyze the network algebraic connectivity are proposed. The Modified Greedy Perturbation Algorithm (MGP) provides a sub-optimal solution in a fast iterative manner. The Weighted Tabu Search (WTS) is designed to offer a near optimal solution with longer running time. The relaxed semi-definite programming (SDP) is used to set a performance upper bound and three rounding techniques are discussed to find the feasible solution. The simulation results present the trade-off among the three methods. The case study on two air transportation networks of Virgin America and Southwest Airlines show that the developed methods can be applied in real world large scale networks. The algebraic connectivity maximization problem is extended by adding the leg number constraint, which considers the traveler's tolerance for the total connecting stops. The Binary Semi-Definite Programming (BSDP) with cutting plane method provides the optimal solution. The tabu search and 2-opt search heuristics can find the optimal solution in small scale networks and the near optimal solution in large scale networks. The third algebraic connectivity maximization problem with operating cost constraint is formulated. When the total operating cost budget is given, the number of the edges to be added is not fixed. Each edge weight needs to be calculated instead of being pre-determined. It is illustrated that the edge addition and the weight assignment can not be studied separately for the problem with operating cost constraint. Therefore a relaxed SDP method with golden section search is developed to solve both at the same time. The cluster decomposition is utilized to solve large scale networks.
NASA Astrophysics Data System (ADS)
Garner, Gregory; Reed, Patrick; Keller, Klaus
2015-04-01
Integrated assessment models (IAMs) are often used to inform the design of climate risk management strategies. Previous IAM studies have broken important new ground on analyzing the effects of parametric uncertainties, but they are often silent on the implications of uncertainties regarding the problem formulation. Here we use the Dynamic Integrated model of Climate and the Economy (DICE) to analyze the effects of uncertainty surrounding the definition of the objective(s). The standard DICE model adopts a single objective to maximize a weighted sum of utilities of per-capita consumption. Decision makers, however, are often concerned with a broader range of values and preferences that may be poorly captured by this a priori definition of utility. We reformulate the problem by introducing three additional objectives that represent values such as (i) reliably limiting global average warming to two degrees Celsius and minimizing (ii) the costs of abatement and (iii) the climate change damages. We use advanced multi-objective optimization methods to derive a set of Pareto-optimal solutions over which decision makers can trade-off and assess performance criteria a posteriori. We illustrate the potential for myopia in the traditional problem formulation and discuss the capability of this multiobjective formulation to provide decision support.
Convex Formulations of Learning from Crowds
NASA Astrophysics Data System (ADS)
Kajino, Hiroshi; Kashima, Hisashi
It has attracted considerable attention to use crowdsourcing services to collect a large amount of labeled data for machine learning, since crowdsourcing services allow one to ask the general public to label data at very low cost through the Internet. The use of crowdsourcing has introduced a new challenge in machine learning, that is, coping with low quality of crowd-generated data. There have been many recent attempts to address the quality problem of multiple labelers, however, there are two serious drawbacks in the existing approaches, that are, (i) non-convexity and (ii) task homogeneity. Most of the existing methods consider true labels as latent variables, which results in non-convex optimization problems. Also, the existing models assume only single homogeneous tasks, while in realistic situations, clients can offer multiple tasks to crowds and crowd workers can work on different tasks in parallel. In this paper, we propose a convex optimization formulation of learning from crowds by introducing personal models of individual crowds without estimating true labels. We further extend the proposed model to multi-task learning based on the resemblance between the proposed formulation and that for an existing multi-task learning model. We also devise efficient iterative methods for solving the convex optimization problems by exploiting conditional independence structures in multiple classifiers.
Optimal Damping of Perturbations of Moving Thermoelastic Panel
NASA Astrophysics Data System (ADS)
Banichuk, N. V.; Ivanova, S. Yu.
2018-01-01
The translational motion of a thermoelastic web subject to transverse vibrations caused by initial perturbations is considered. It is assumed that a web moving with a constant translational velocity is described by the model of a thermoelastic panel simply supported at its ends. The problem of optimal damping of vibrations when applying active transverse actions is formulated. For solving the optimization problem, modern methods developed in control theory for systems with distributed parameters described by partial differential equations are used.
NASA Astrophysics Data System (ADS)
Starinova, Olga L.
2014-12-01
This paper outlines the optimization methods of the control law of the low thrust spacecraft for the restrict problem of three-body. The conditions for fragmentation trajectory on the specific parts of trajectory are formulated. The mathematical statement and methods to solve the optimal control problem on these parts are stated. Results of the decision of applied problems for various classes of spacecrafts which are carrying out maneuvers with low thrust are presented. In particular, the non-coplanar maneuvers of the low thrust spacecraft in the Earth-Moon system are viewed.
LMI-Based Fuzzy Optimal Variance Control of Airfoil Model Subject to Input Constraints
NASA Technical Reports Server (NTRS)
Swei, Sean S.M.; Ayoubi, Mohammad A.
2017-01-01
This paper presents a study of fuzzy optimal variance control problem for dynamical systems subject to actuator amplitude and rate constraints. Using Takagi-Sugeno fuzzy modeling and dynamic Parallel Distributed Compensation technique, the stability and the constraints can be cast as a multi-objective optimization problem in the form of Linear Matrix Inequalities. By utilizing the formulations and solutions for the input and output variance constraint problems, we develop a fuzzy full-state feedback controller. The stability and performance of the proposed controller is demonstrated through its application to the airfoil flutter suppression.
Consideration of plant behaviour in optimal servo-compensator design
NASA Astrophysics Data System (ADS)
Moase, W. H.; Manzie, C.
2016-07-01
Where the most prevalent optimal servo-compensator formulations penalise the behaviour of an error system, this paper considers the problem of additionally penalising the actual states and inputs of the plant. Doing so has the advantage of enabling the penalty function to better resemble an economic cost. This is especially true of problems where control effort needs to be sensibly allocated across weakly redundant inputs or where one wishes to use penalties to soft-constrain certain states or inputs. It is shown that, although the resulting cost function grows unbounded as its horizon approaches infinity, it is possible to formulate an equivalent optimisation problem with a bounded cost. The resulting optimisation problem is similar to those in earlier studies but has an additional 'correction term' in the cost function, and a set of equality constraints that arise when there are redundant inputs. A numerical approach to solve the resulting optimisation problem is presented, followed by simulations on a micro-macro positioner that illustrate the benefits of the proposed servo-compensator design approach.
Existence of Optimal Controls for Compressible Viscous Flow
NASA Astrophysics Data System (ADS)
Doboszczak, Stefan; Mohan, Manil T.; Sritharan, Sivaguru S.
2018-03-01
We formulate a control problem for a distributed parameter system where the state is governed by the compressible Navier-Stokes equations. Introducing a suitable cost functional, the existence of an optimal control is established within the framework of strong solutions in three dimensions.
Remediation System Design Optimization: Field Demonstration at the Umatilla Army Deport
NASA Astrophysics Data System (ADS)
Zheng, C.; Wang, P. P.
2002-05-01
Since the early 1980s, many researchers have shown that the simulation-optimization (S/O) approach is superior to the traditional trial-and-error method for designing cost-effective groundwater pump-and-treat systems. However, the application of the S/O approach to real field problems has remained limited. This paper describes the application of a new general simulation-optimization code to optimize an existing pump-and-treat system at the Umatilla Army Depot in Oregon, as part of a field demonstration project supported by the Environmental Security Technology Certification Program (ESTCP). Two optimization formulations were developed to minimize the total capital and operational costs under the current and possibly expanded treatment plant capacities. A third formulation was developed to minimize the total contaminant mass of RDX and TNT remaining in the shallow aquifer by the end of the project duration. For the first two formulations, this study produced an optimal pumping strategy that would achieve the cleanup goal in 4 years with a total cost of 1.66 million US dollars in net present value. For comparison, the existing design in operation was calculated to require 17 years for cleanup with a total cost of 3.83 million US dollars in net present value. Thus, the optimal pumping strategy represents a reduction of 13 years in cleanup time and a reduction of 56.6 percent in the expected total expenditure. For the third formulation, this study identified an optimal dynamic pumping strategy that would reduce the total mass remaining in the shallow aquifer by 89.5 percent compared with that calculated for the existing design. In spite of their intensive computational requirements, this study shows that the global optimization techniques including tabu search and genetic algorithms can be applied successfully to large-scale field problems involving multiple contaminants and complex hydrogeological conditions.
Free terminal time optimal control problem of an HIV model based on a conjugate gradient method.
Jang, Taesoo; Kwon, Hee-Dae; Lee, Jeehyun
2011-10-01
The minimum duration of treatment periods and the optimal multidrug therapy for human immunodeficiency virus (HIV) type 1 infection are considered. We formulate an optimal tracking problem, attempting to drive the states of the model to a "healthy" steady state in which the viral load is low and the immune response is strong. We study an optimal time frame as well as HIV therapeutic strategies by analyzing the free terminal time optimal tracking control problem. The minimum duration of treatment periods and the optimal multidrug therapy are found by solving the corresponding optimality systems with the additional transversality condition for the terminal time. We demonstrate by numerical simulations that the optimal dynamic multidrug therapy can lead to the long-term control of HIV by the strong immune response after discontinuation of therapy.
Constrained optimization via simulation models for new product innovation
NASA Astrophysics Data System (ADS)
Pujowidianto, Nugroho A.
2017-11-01
We consider the problem of constrained optimization where the decision makers aim to optimize the primary performance measure while constraining the secondary performance measures. This paper provides a brief overview of stochastically constrained optimization via discrete event simulation. Most review papers tend to be methodology-based. This review attempts to be problem-based as decision makers may have already decided on the problem formulation. We consider constrained optimization models as there are usually constraints on secondary performance measures as trade-off in new product development. It starts by laying out different possible methods and the reasons using constrained optimization via simulation models. It is then followed by the review of different simulation optimization approach to address constrained optimization depending on the number of decision variables, the type of constraints, and the risk preferences of the decision makers in handling uncertainties.
Exact and Metaheuristic Approaches for a Bi-Objective School Bus Scheduling Problem.
Chen, Xiaopan; Kong, Yunfeng; Dang, Lanxue; Hou, Yane; Ye, Xinyue
2015-01-01
As a class of hard combinatorial optimization problems, the school bus routing problem has received considerable attention in the last decades. For a multi-school system, given the bus trips for each school, the school bus scheduling problem aims at optimizing bus schedules to serve all the trips within the school time windows. In this paper, we propose two approaches for solving the bi-objective school bus scheduling problem: an exact method of mixed integer programming (MIP) and a metaheuristic method which combines simulated annealing with local search. We develop MIP formulations for homogenous and heterogeneous fleet problems respectively and solve the models by MIP solver CPLEX. The bus type-based formulation for heterogeneous fleet problem reduces the model complexity in terms of the number of decision variables and constraints. The metaheuristic method is a two-stage framework for minimizing the number of buses to be used as well as the total travel distance of buses. We evaluate the proposed MIP and the metaheuristic method on two benchmark datasets, showing that on both instances, our metaheuristic method significantly outperforms the respective state-of-the-art methods.
A set-covering formulation for a drayage problem with single and double container loads
NASA Astrophysics Data System (ADS)
Ghezelsoflu, A.; Di Francesco, M.; Frangioni, A.; Zuddas, P.
2018-01-01
This paper addresses a drayage problem, which is motivated by the case study of a real carrier. Its trucks carry one or two containers from a port to importers and from exporters to the port. Since up to four customers can be served in each route, we propose a set-covering formulation for this problem where all possible routes are enumerated. This model can be efficiently solved to optimality by a commercial solver, significantly outperforming a previously proposed node-arc formulation. Moreover, the model can be effectively used to evaluate a new distribution policy, which results in an enlarged set of feasible routes and can increase savings w.r.t. the policy currently employed by the carrier.
NASA Technical Reports Server (NTRS)
Chang, Ching L.; Jiang, Bo-Nan
1990-01-01
A theoretical proof of the optimal rate of convergence for the least-squares method is developed for the Stokes problem based on the velocity-pressure-vorticity formula. The 2D Stokes problem is analyzed to define the product space and its inner product, and the a priori estimates are derived to give the finite-element approximation. The least-squares method is found to converge at the optimal rate for equal-order interpolation.
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.
Wildlife Conservation Planning Using Stochastic Optimization and Importance Sampling
Robert G. Haight; Laurel E. Travis
1997-01-01
Formulations for determining conservation plans for sensitive wildlife species must account for economic costs of habitat protection and uncertainties about how wildlife populations will respond. This paper describes such a formulation and addresses the computational challenge of solving it. The problem is to determine the cost-efficient level of habitat protection...
NASA Astrophysics Data System (ADS)
Ushijima, Timothy T.; Yeh, William W.-G.
2013-10-01
An optimal experimental design algorithm is developed to select locations for a network of observation wells that provide maximum information about unknown groundwater pumping in a confined, anisotropic aquifer. The design uses a maximal information criterion that chooses, among competing designs, the design that maximizes the sum of squared sensitivities while conforming to specified design constraints. The formulated optimization problem is non-convex and contains integer variables necessitating a combinatorial search. Given a realistic large-scale model, the size of the combinatorial search required can make the problem difficult, if not impossible, to solve using traditional mathematical programming techniques. Genetic algorithms (GAs) can be used to perform the global search; however, because a GA requires a large number of calls to a groundwater model, the formulated optimization problem still may be infeasible to solve. As a result, proper orthogonal decomposition (POD) is applied to the groundwater model to reduce its dimensionality. Then, the information matrix in the full model space can be searched without solving the full model. Results from a small-scale test case show identical optimal solutions among the GA, integer programming, and exhaustive search methods. This demonstrates the GA's ability to determine the optimal solution. In addition, the results show that a GA with POD model reduction is several orders of magnitude faster in finding the optimal solution than a GA using the full model. The proposed experimental design algorithm is applied to a realistic, two-dimensional, large-scale groundwater problem. The GA converged to a solution for this large-scale problem.
Optimal Ventilation Control in Complex Urban Tunnels with Multi-Point Pollutant Discharge
DOT National Transportation Integrated Search
2017-10-01
Zhen Tan (ORCID ID 0000-0003-1711-3557) H. Oliver Gao (ORCID ID 0000-0002-7861-9634) We propose an optimal ventilation control model for complex urban vehicular tunnels with distributed pollutant discharge points. The control problem is formulated as...
Stiffness optimization of non-linear elastic structures
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
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
NASA Astrophysics Data System (ADS)
Garner, G. G.; Reed, P. M.; Keller, K.
2014-12-01
Integrated assessment models (IAMs) are often used with the intent to aid in climate change decisionmaking. Numerous studies have analyzed the effects of parametric and/or structural uncertainties in IAMs, but uncertainties regarding the problem formulation are often overlooked. Here we use the Dynamic Integrated model of Climate and the Economy (DICE) to analyze the effects of uncertainty surrounding the problem formulation. The standard DICE model adopts a single objective to maximize a weighted sum of utilities of per-capita consumption. Decisionmakers, however, may be concerned with a broader range of values and preferences that are not captured by this a priori definition of utility. We reformulate the problem by introducing three additional objectives that represent values such as (i) reliably limiting global average warming to two degrees Celsius and minimizing both (ii) the costs of abatement and (iii) the damages due to climate change. We derive a set of Pareto-optimal solutions over which decisionmakers can trade-off and assess performance criteria a posteriori. We illustrate the potential for myopia in the traditional problem formulation and discuss the capability of this multiobjective formulation to provide decision support.
Li, Zukui; Floudas, Christodoulos A.
2012-01-01
Probabilistic guarantees on constraint satisfaction for robust counterpart optimization are studied in this paper. The robust counterpart optimization formulations studied are derived from box, ellipsoidal, polyhedral, “interval+ellipsoidal” and “interval+polyhedral” uncertainty sets (Li, Z., Ding, R., and Floudas, C.A., A Comparative Theoretical and Computational Study on Robust Counterpart Optimization: I. Robust Linear and Robust Mixed Integer Linear Optimization, Ind. Eng. Chem. Res, 2011, 50, 10567). For those robust counterpart optimization formulations, their corresponding probability bounds on constraint satisfaction are derived for different types of uncertainty characteristic (i.e., bounded or unbounded uncertainty, with or without detailed probability distribution information). The findings of this work extend the results in the literature and provide greater flexibility for robust optimization practitioners in choosing tighter probability bounds so as to find less conservative robust solutions. Extensive numerical studies are performed to compare the tightness of the different probability bounds and the conservatism of different robust counterpart optimization formulations. Guiding rules for the selection of robust counterpart optimization models and for the determination of the size of the uncertainty set are discussed. Applications in production planning and process scheduling problems are presented. PMID:23329868
A Generalized Formulation of Demand Response under Market Environments
NASA Astrophysics Data System (ADS)
Nguyen, Minh Y.; Nguyen, Duc M.
2015-06-01
This paper presents a generalized formulation of Demand Response (DR) under deregulated electricity markets. The problem is scheduling and controls the consumption of electrical loads according to the market price to minimize the energy cost over a day. Taking into account the modeling of customers' comfort (i.e., preference), the formulation can be applied to various types of loads including what was traditionally classified as critical loads (e.g., air conditioning, lights). The proposed DR scheme is based on Dynamic Programming (DP) framework and solved by DP backward algorithm in which the stochastic optimization is used to treat the uncertainty, if any occurred in the problem. The proposed formulation is examined with the DR problem of different loads, including Heat Ventilation and Air Conditioning (HVAC), Electric Vehicles (EVs) and a newly DR on the water supply systems of commercial buildings. The result of simulation shows significant saving can be achieved in comparison with their traditional (On/Off) scheme.
Analysis Balance Parameter of Optimal Ramp metering
NASA Astrophysics Data System (ADS)
Li, Y.; Duan, N.; Yang, X.
2018-05-01
Ramp metering is a motorway control method to avoid onset congestion through limiting the access of ramp inflows into the main road of the motorway. The optimization model of ramp metering is developed based upon cell transmission model (CTM). With the piecewise linear structure of CTM, the corresponding motorway traffic optimization problem can be formulated as a linear programming (LP) problem. It is known that LP problem can be solved by established solution algorithms such as SIMPLEX or interior-point methods for the global optimal solution. The commercial software (CPLEX) is adopted in this study to solve the LP problem within reasonable computational time. The concept is illustrated through a case study of the United Kingdom M25 Motorway. The optimal solution provides useful insights and guidances on how to manage motorway traffic in order to maximize the corresponding efficiency.
NASA Astrophysics Data System (ADS)
Woradit, Kampol; Guyot, Matthieu; Vanichchanunt, Pisit; Saengudomlert, Poompat; Wuttisittikulkij, Lunchakorn
While the problem of multicast routing and wavelength assignment (MC-RWA) in optical wavelength division multiplexing (WDM) networks has been investigated, relatively few researchers have considered network survivability for multicasting. This paper provides an optimization framework to solve the MC-RWA problem in a multi-fiber WDM network that can recover from a single-link failure with shared protection. Using the light-tree (LT) concept to support multicast sessions, we consider two protection strategies that try to reduce service disruptions after a link failure. The first strategy, called light-tree reconfiguration (LTR) protection, computes a new multicast LT for each session affected by the failure. The second strategy, called optical branch reconfiguration (OBR) protection, tries to restore a logical connection between two adjacent multicast members disconnected by the failure. To solve the MC-RWA problem optimally, we propose an integer linear programming (ILP) formulation that minimizes the total number of fibers required for both working and backup traffic. The ILP formulation takes into account joint routing of working and backup traffic, the wavelength continuity constraint, and the limited splitting degree of multicast-capable optical cross-connects (MC-OXCs). After showing some numerical results for optimal solutions, we propose heuristic algorithms that reduce the computational complexity and make the problem solvable for large networks. Numerical results suggest that the proposed heuristic yields efficient solutions compared to optimal solutions obtained from exact optimization.
Robert G. Haight; J. Douglas Brodie; Darius M. Adams
1985-01-01
The determination of an optimal sequence of diameter distributions and selection harvests for uneven-aged stand management is formulated as a discrete-time optimal-control problem with bounded control variables and free-terminal point. An efficient programming technique utilizing gradients provides solutions that are stable and interpretable on the basis of economic...
Stochastic DG Placement for Conservation Voltage Reduction Based on Multiple Replications Procedure
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, Zhaoyu; Chen, Bokan; Wang, Jianhui
2015-06-01
Conservation voltage reduction (CVR) and distributed-generation (DG) integration are popular strategies implemented by utilities to improve energy efficiency. This paper investigates the interactions between CVR and DG placement to minimize load consumption in distribution networks, while keeping the lowest voltage level within the predefined range. The optimal placement of DG units is formulated as a stochastic optimization problem considering the uncertainty of DG outputs and load consumptions. A sample average approximation algorithm-based technique is developed to solve the formulated problem effectively. A multiple replications procedure is developed to test the stability of the solution and calculate the confidence interval ofmore » the gap between the candidate solution and optimal solution. The proposed method has been applied to the IEEE 37-bus distribution test system with different scenarios. The numerical results indicate that the implementations of CVR and DG, if combined, can achieve significant energy savings.« less
Two-phase framework for near-optimal multi-target Lambert rendezvous
NASA Astrophysics Data System (ADS)
Bang, Jun; Ahn, Jaemyung
2018-03-01
This paper proposes a two-phase framework to obtain a near-optimal solution of multi-target Lambert rendezvous problem. The objective of the problem is to determine the minimum-cost rendezvous sequence and trajectories to visit a given set of targets within a maximum mission duration. The first phase solves a series of single-target rendezvous problems for all departure-arrival object pairs to generate the elementary solutions, which provides candidate rendezvous trajectories. The second phase formulates a variant of traveling salesman problem (TSP) using the elementary solutions prepared in the first phase and determines the final rendezvous sequence and trajectories of the multi-target rendezvous problem. The validity of the proposed optimization framework is demonstrated through an asteroid exploration case study.
Integration of prebend optimization in a holistic wind turbine design tool
NASA Astrophysics Data System (ADS)
Sartori, L.; Bortolotti, P.; Croce, A.; Bottasso, C. L.
2016-09-01
This paper considers the problem of identifying the optimal combination of blade prebend, rotor cone angle and nacelle uptilt, within an integrated aero-structural design environment. Prebend is designed to reach maximum rotor area at rated conditions, while cone and uptilt are computed together with all other design variables to minimize the cost of energy. Constraints are added to the problem formulation in order to translate various design requirements. The proposed optimization approach is applied to a conceptual 10 MW offshore wind turbine, highlighting the benefits of an optimal combination of blade curvature, cone and uptilt angles.
Use of a Computer Language in Teaching Dynamic Programming. Final Report.
ERIC Educational Resources Information Center
Trimble, C. J.; And Others
Most optimization problems of any degree of complexity must be solved using a computer. In the teaching of dynamic programing courses, it is often desirable to use a computer in problem solution. The solution process involves conceptual formulation and computational Solution. Generalized computer codes for dynamic programing problem solution…
Solving Optimization Problems with Dynamic Geometry Software: The Airport Problem
ERIC Educational Resources Information Center
Contreras, José
2014-01-01
This paper describes how the author's students (in-service and pre-service secondary mathematics teachers) enrolled in college geometry courses use the Geometers' Sketchpad (GSP) to gain insight to formulate, confirm, test, and refine conjectures to solve the classical airport problem for triangles. The students are then provided with strategic…
Warid, Warid; Hizam, Hashim; Mariun, Norman; Abdul-Wahab, Noor Izzri
2016-01-01
This paper proposes a new formulation for the multi-objective optimal power flow (MOOPF) problem for meshed power networks considering distributed generation. An efficacious multi-objective fuzzy linear programming optimization (MFLP) algorithm is proposed to solve the aforementioned problem with and without considering the distributed generation (DG) effect. A variant combination of objectives is considered for simultaneous optimization, including power loss, voltage stability, and shunt capacitors MVAR reserve. Fuzzy membership functions for these objectives are designed with extreme targets, whereas the inequality constraints are treated as hard constraints. The multi-objective fuzzy optimal power flow (OPF) formulation was converted into a crisp OPF in a successive linear programming (SLP) framework and solved using an efficient interior point method (IPM). To test the efficacy of the proposed approach, simulations are performed on the IEEE 30-busand IEEE 118-bus test systems. The MFLP optimization is solved for several optimization cases. The obtained results are compared with those presented in the literature. A unique solution with a high satisfaction for the assigned targets is gained. Results demonstrate the effectiveness of the proposed MFLP technique in terms of solution optimality and rapid convergence. Moreover, the results indicate that using the optimal DG location with the MFLP algorithm provides the solution with the highest quality.
Warid, Warid; Hizam, Hashim; Mariun, Norman; Abdul-Wahab, Noor Izzri
2016-01-01
This paper proposes a new formulation for the multi-objective optimal power flow (MOOPF) problem for meshed power networks considering distributed generation. An efficacious multi-objective fuzzy linear programming optimization (MFLP) algorithm is proposed to solve the aforementioned problem with and without considering the distributed generation (DG) effect. A variant combination of objectives is considered for simultaneous optimization, including power loss, voltage stability, and shunt capacitors MVAR reserve. Fuzzy membership functions for these objectives are designed with extreme targets, whereas the inequality constraints are treated as hard constraints. The multi-objective fuzzy optimal power flow (OPF) formulation was converted into a crisp OPF in a successive linear programming (SLP) framework and solved using an efficient interior point method (IPM). To test the efficacy of the proposed approach, simulations are performed on the IEEE 30-busand IEEE 118-bus test systems. The MFLP optimization is solved for several optimization cases. The obtained results are compared with those presented in the literature. A unique solution with a high satisfaction for the assigned targets is gained. Results demonstrate the effectiveness of the proposed MFLP technique in terms of solution optimality and rapid convergence. Moreover, the results indicate that using the optimal DG location with the MFLP algorithm provides the solution with the highest quality. PMID:26954783
Optimal starting conditions for the rendezvous maneuver: Analytical and computational approach
NASA Astrophysics Data System (ADS)
Ciarcia, Marco
The three-dimensional rendezvous between two spacecraft is considered: a target spacecraft on a circular orbit around the Earth and a chaser spacecraft initially on some elliptical orbit yet to be determined. The chaser spacecraft has variable mass, limited thrust, and its trajectory is governed by three controls, one determining the thrust magnitude and two determining the thrust direction. We seek the time history of the controls in such a way that the propellant mass required to execute the rendezvous maneuver is minimized. Two cases are considered: (i) time-to-rendezvous free and (ii) time-to-rendezvous given, respectively equivalent to (i) free angular travel and (ii) fixed angular travel for the target spacecraft. The above problem has been studied by several authors under the assumption that the initial separation coordinates and the initial separation velocities are given, hence known initial conditions for the chaser spacecraft. In this paper, it is assumed that both the initial separation coordinates and initial separation velocities are free except for the requirement that the initial chaser-to-target distance is given so as to prevent the occurrence of trivial solutions. Two approaches are employed: optimal control formulation (Part A) and mathematical programming formulation (Part B). In Part A, analyses are performed with the multiple-subarc sequential gradient-restoration algorithm for optimal control problems. They show that the fuel-optimal trajectory is zero-bang, namely it is characterized by two subarcs: a long coasting zero-thrust subarc followed by a short powered max-thrust braking subarc. While the thrust direction of the powered subarc is continuously variable for the optimal trajectory, its replacement with a constant (yet optimized) thrust direction produces a very efficient guidance trajectory. Indeed, for all values of the initial distance, the fuel required by the guidance trajectory is within less than one percent of the fuel required by the optimal trajectory. For the guidance trajectory, because of the replacement of the variable thrust direction of the powered subarc with a constant thrust direction, the optimal control problem degenerates into a mathematical programming problem with a relatively small number of degrees of freedom, more precisely: three for case (i) time-to-rendezvous free and two for case (ii) time-to-rendezvous given. In particular, we consider the rendezvous between the Space Shuttle (chaser) and the International Space Station (target). Once a given initial distance SS-to-ISS is preselected, the present work supplies not only the best initial conditions for the rendezvous trajectory, but simultaneously the corresponding final conditions for the ascent trajectory. In Part B, an analytical solution of the Clohessy-Wiltshire equations is presented (i) neglecting the change of the spacecraft mass due to the fuel consumption and (ii) and assuming that the thrust is finite, that is, the trajectory includes powered subarcs flown with max thrust and coasting subarc flown with zero thrust. Then, employing the found analytical solution, we study the rendezvous problem under the assumption that the initial separation coordinates and initial separation velocities are free except for the requirement that the initial chaser-to-target distance is given. The main contribution of Part B is the development of analytical solutions for the powered subarcs, an important extension of the analytical solutions already available for the coasting subarcs. One consequence is that the entire optimal trajectory can be described analytically. Another consequence is that the optimal control problems degenerate into mathematical programming problems. A further consequence is that, vis-a-vis the optimal control formulation, the mathematical programming formulation reduces the CPU time by a factor of order 1000. Key words. Space trajectories, rendezvous, optimization, guidance, optimal control, calculus of variations, Mayer problems, Bolza problems, transformation techniques, multiple-subarc sequential gradient-restoration algorithm.
Solomon, Keith R; Wilks, Martin F; Bachman, Ammie; Boobis, Alan; Moretto, Angelo; Pastoor, Timothy P; Phillips, Richard; Embry, Michelle R
2016-11-01
When the human health risk assessment/risk management paradigm was developed, it did not explicitly include a "problem formulation" phase. The concept of problem formulation was first introduced in the context of ecological risk assessment (ERA) for the pragmatic reason to constrain and focus ERAs on the key questions. However, this need also exists for human health risk assessment, particularly for cumulative risk assessment (CRA), because of its complexity. CRA encompasses the combined threats to health from exposure via all relevant routes to multiple stressors, including biological, chemical, physical and psychosocial stressors. As part of the HESI Risk Assessment in the 21st Century (RISK21) Project, a framework for CRA was developed in which problem formulation plays a critical role. The focus of this effort is primarily on a chemical CRA (i.e., two or more chemicals) with subsequent consideration of non-chemical stressors, defined as "modulating factors" (ModFs). Problem formulation is a systematic approach that identifies all factors critical to a specific risk assessment and considers the purpose of the assessment, scope and depth of the necessary analysis, analytical approach, available resources and outcomes, and overall risk management goal. There are numerous considerations that are specific to multiple stressors, and proper problem formulation can help to focus a CRA to the key factors in order to optimize resources. As part of the problem formulation, conceptual models for exposures and responses can be developed that address these factors, such as temporal relationships between stressors and consideration of the appropriate ModFs.
Energy Storage Sizing Taking Into Account Forecast Uncertainties and Receding Horizon Operation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Baker, Kyri; Hug, Gabriela; Li, Xin
Energy storage systems (ESS) have the potential to be very beneficial for applications such as reducing the ramping of generators, peak shaving, and balancing not only the variability introduced by renewable energy sources, but also the uncertainty introduced by errors in their forecasts. Optimal usage of storage may result in reduced generation costs and an increased use of renewable energy. However, optimally sizing these devices is a challenging problem. This paper aims to provide the tools to optimally size an ESS under the assumption that it will be operated under a model predictive control scheme and that the forecast ofmore » the renewable energy resources include prediction errors. A two-stage stochastic model predictive control is formulated and solved, where the optimal usage of the storage is simultaneously determined along with the optimal generation outputs and size of the storage. Wind forecast errors are taken into account in the optimization problem via probabilistic constraints for which an analytical form is derived. This allows for the stochastic optimization problem to be solved directly, without using sampling-based approaches, and sizing the storage to account not only for a wide range of potential scenarios, but also for a wide range of potential forecast errors. In the proposed formulation, we account for the fact that errors in the forecast affect how the device is operated later in the horizon and that a receding horizon scheme is used in operation to optimally use the available storage.« less
Finite element solution of optimal control problems with inequality constraints
NASA Technical Reports Server (NTRS)
Bless, Robert R.; Hodges, Dewey H.
1990-01-01
A finite-element method based on a weak Hamiltonian form of the necessary conditions is summarized for optimal control problems. Very crude shape functions (so simple that element numerical quadrature is not necessary) can be used to develop an efficient procedure for obtaining candidate solutions (i.e., those which satisfy all the necessary conditions) even for highly nonlinear problems. An extension of the formulation allowing for discontinuities in the states and derivatives of the states is given. A theory that includes control inequality constraints is fully developed. An advanced launch vehicle (ALV) model is presented. The model involves staging and control constraints, thus demonstrating the full power of the weak formulation to date. Numerical results are presented along with total elapsed computer time required to obtain the results. The speed and accuracy in obtaining the results make this method a strong candidate for a real-time guidance algorithm.
Optimality approaches to describe characteristic fluvial patterns on landscapes
Paik, Kyungrock; Kumar, Praveen
2010-01-01
Mother Nature has left amazingly regular geomorphic patterns on the Earth's surface. These patterns are often explained as having arisen as a result of some optimal behaviour of natural processes. However, there is little agreement on what is being optimized. As a result, a number of alternatives have been proposed, often with little a priori justification with the argument that successful predictions will lend a posteriori support to the hypothesized optimality principle. Given that maximum entropy production is an optimality principle attempting to predict the microscopic behaviour from a macroscopic characterization, this paper provides a review of similar approaches with the goal of providing a comparison and contrast between them to enable synthesis. While assumptions of optimal behaviour approach a system from a macroscopic viewpoint, process-based formulations attempt to resolve the mechanistic details whose interactions lead to the system level functions. Using observed optimality trends may help simplify problem formulation at appropriate levels of scale of interest. However, for such an approach to be successful, we suggest that optimality approaches should be formulated at a broader level of environmental systems' viewpoint, i.e. incorporating the dynamic nature of environmental variables and complex feedback mechanisms between fluvial and non-fluvial processes. PMID:20368257
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.
NASA Technical Reports Server (NTRS)
Arian, Eyal; Salas, Manuel D.
1997-01-01
We derive the adjoint equations for problems in aerodynamic optimization which are improperly considered as "inadmissible." For example, a cost functional which depends on the density, rather than on the pressure, is considered "inadmissible" for an optimization problem governed by the Euler equations. We show that for such problems additional terms should be included in the Lagrangian functional when deriving the adjoint equations. These terms are obtained from the restriction of the interior PDE to the control surface. Demonstrations of the explicit derivation of the adjoint equations for "inadmissible" cost functionals are given for the potential, Euler, and Navier-Stokes equations.
A variable-gain output feedback control design methodology
NASA Technical Reports Server (NTRS)
Halyo, Nesim; Moerder, Daniel D.; Broussard, John R.; Taylor, Deborah B.
1989-01-01
A digital control system design technique is developed in which the control system gain matrix varies with the plant operating point parameters. The design technique is obtained by formulating the problem as an optimal stochastic output feedback control law with variable gains. This approach provides a control theory framework within which the operating range of a control law can be significantly extended. Furthermore, the approach avoids the major shortcomings of the conventional gain-scheduling techniques. The optimal variable gain output feedback control problem is solved by embedding the Multi-Configuration Control (MCC) problem, previously solved at ICS. An algorithm to compute the optimal variable gain output feedback control gain matrices is developed. The algorithm is a modified version of the MCC algorithm improved so as to handle the large dimensionality which arises particularly in variable-gain control problems. The design methodology developed is applied to a reconfigurable aircraft control problem. A variable-gain output feedback control problem was formulated to design a flight control law for an AFTI F-16 aircraft which can automatically reconfigure its control strategy to accommodate failures in the horizontal tail control surface. Simulations of the closed-loop reconfigurable system show that the approach produces a control design which can accommodate such failures with relative ease. The technique can be applied to many other problems including sensor failure accommodation, mode switching control laws and super agility.
Can hydro-economic river basin models simulate water shadow prices under asymmetric access?
Kuhn, A; Britz, W
2012-01-01
Hydro-economic river basin models (HERBM) based on mathematical programming are conventionally formulated as explicit 'aggregate optimization' problems with a single, aggregate objective function. Often unintended, this format implicitly assumes that decisions on water allocation are made via central planning or functioning markets such as to maximize social welfare. In the absence of perfect water markets, however, individually optimal decisions by water users will differ from the social optimum. Classical aggregate HERBMs cannot simulate that situation and thus might be unable to describe existing institutions governing access to water and might produce biased results for alternative ones. We propose a new solution format for HERBMs, based on the format of the mixed complementarity problem (MCP), where modified shadow price relations express spatial externalities resulting from asymmetric access to water use. This new problem format, as opposed to commonly used linear (LP) or non-linear programming (NLP) approaches, enables the simultaneous simulation of numerous 'independent optimization' decisions by multiple water users while maintaining physical interdependences based on water use and flow in the river basin. We show that the alternative problem format allows the formulation HERBMs that yield more realistic results when comparing different water management institutions.
Mathematical programming formulations for satellite synthesis
NASA Technical Reports Server (NTRS)
Bhasin, Puneet; Reilly, Charles H.
1987-01-01
The problem of satellite synthesis can be described as optimally allotting locations and sometimes frequencies and polarizations, to communication satellites so that interference from unwanted satellite signals does not exceed a specified threshold. In this report, mathematical programming models and optimization methods are used to solve satellite synthesis problems. A nonlinear programming formulation which is solved using Zoutendijk's method and a gradient search method is described. Nine mixed integer programming models are considered. Results of computer runs with these nine models and five geographically compatible scenarios are presented and evaluated. A heuristic solution procedure is also used to solve two of the models studied. Heuristic solutions to three large synthesis problems are presented. The results of our analysis show that the heuristic performs very well, both in terms of solution quality and solution time, on the two models to which it was applied. It is concluded that the heuristic procedure is the best of the methods considered for solving satellite synthesis problems.
NASA Astrophysics Data System (ADS)
Chen, Miawjane; Yan, Shangyao; Wang, Sin-Siang; Liu, Chiu-Lan
2015-02-01
An effective project schedule is essential for enterprises to increase their efficiency of project execution, to maximize profit, and to minimize wastage of resources. Heuristic algorithms have been developed to efficiently solve the complicated multi-mode resource-constrained project scheduling problem with discounted cash flows (MRCPSPDCF) that characterize real problems. However, the solutions obtained in past studies have been approximate and are difficult to evaluate in terms of optimality. In this study, a generalized network flow model, embedded in a time-precedence network, is proposed to formulate the MRCPSPDCF with the payment at activity completion times. Mathematically, the model is formulated as an integer network flow problem with side constraints, which can be efficiently solved for optimality, using existing mathematical programming software. To evaluate the model performance, numerical tests are performed. The test results indicate that the model could be a useful planning tool for project scheduling in the real world.
Evolutionary Optimization of a Geometrically Refined Truss
NASA Technical Reports Server (NTRS)
Hull, P. V.; Tinker, M. L.; Dozier, G. V.
2007-01-01
Structural optimization is a field of research that has experienced noteworthy growth for many years. Researchers in this area have developed optimization tools to successfully design and model structures, typically minimizing mass while maintaining certain deflection and stress constraints. Numerous optimization studies have been performed to minimize mass, deflection, and stress on a benchmark cantilever truss problem. Predominantly traditional optimization theory is applied to this problem. The cross-sectional area of each member is optimized to minimize the aforementioned objectives. This Technical Publication (TP) presents a structural optimization technique that has been previously applied to compliant mechanism design. This technique demonstrates a method that combines topology optimization, geometric refinement, finite element analysis, and two forms of evolutionary computation: genetic algorithms and differential evolution to successfully optimize a benchmark structural optimization problem. A nontraditional solution to the benchmark problem is presented in this TP, specifically a geometrically refined topological solution. The design process begins with an alternate control mesh formulation, multilevel geometric smoothing operation, and an elastostatic structural analysis. The design process is wrapped in an evolutionary computing optimization toolset.
Accounting for connectivity and spatial correlation in the optimal placement of wildlife habitat
John Hof; Curtis H. Flather
1996-01-01
This paper investigates optimization approaches to simultaneously modelling habitat fragmentation and spatial correlation between patch populations. The problem is formulated with habitat connectivity affecting population means and variances, with spatial correlations accounted for in covariance calculations. Population with a pre-specifled confidence level is then...
The Deterministic Information Bottleneck
NASA Astrophysics Data System (ADS)
Strouse, D. J.; Schwab, David
2015-03-01
A fundamental and ubiquitous task that all organisms face is prediction of the future based on past sensory experience. Since an individual's memory resources are limited and costly, however, there is a tradeoff between memory cost and predictive payoff. The information bottleneck (IB) method (Tishby, Pereira, & Bialek 2000) formulates this tradeoff as a mathematical optimization problem using an information theoretic cost function. IB encourages storing as few bits of past sensory input as possible while selectively preserving the bits that are most predictive of the future. Here we introduce an alternative formulation of the IB method, which we call the deterministic information bottleneck (DIB). First, we argue for an alternative cost function, which better represents the biologically-motivated goal of minimizing required memory resources. Then, we show that this seemingly minor change has the dramatic effect of converting the optimal memory encoder from stochastic to deterministic. Next, we propose an iterative algorithm for solving the DIB problem. Additionally, we compare the IB and DIB methods on a variety of synthetic datasets, and examine the performance of retinal ganglion cell populations relative to the optimal encoding strategy for each problem.
NASA Technical Reports Server (NTRS)
Moerder, Daniel D.
1987-01-01
A concept for optimally designing output feedback controllers for plants whose dynamics exhibit gross changes over their operating regimes was developed. This was to formulate the design problem in such a way that the implemented feedback gains vary as the output of a dynamical system whose independent variable is a scalar parameterization of the plant operating point. The results of this effort include derivation of necessary conditions for optimality for the general problem formulation, and for several simplified cases. The question of existence of a solution to the design problem was also examined, and it was shown that the class of gain variation schemes developed are capable of achieving gain variation histories which are arbitrarily close to the unconstrained gain solution for each point in the plant operating range. The theory was implemented in a feedback design algorithm, which was exercised in a numerical example. The results are applicable to the design of practical high-performance feedback controllers for plants whose dynamics vary significanly during operation. Many aerospace systems fall into this category.
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.
NASA Astrophysics Data System (ADS)
Shamieh, Hadi; Sedaghati, Ramin
2017-12-01
The magnetorheological brake (MRB) is an electromechanical device that generates a retarding torque through employing magnetorheological (MR) fluids. The objective of this paper is to design, optimize and control an MRB for automotive applications considering. The dynamic range of a disk-type MRB expressing the ratio of generated toque at on and off states has been formulated as a function of the rotational speed, geometrical and material properties, and applied electrical current. Analytical magnetic circuit analysis has been conducted to derive the relation between magnetic field intensity and the applied electrical current as a function of the MRB geometrical and material properties. A multidisciplinary design optimization problem has then been formulated to identify the optimal brake geometrical parameters to maximize the dynamic range and minimize the response time and weight of the MRB under weight, size and magnetic flux density constraints. The optimization problem has been solved using combined genetic and sequential quadratic programming algorithms. Finally, the performance of the optimally designed MRB has been investigated in a quarter vehicle model. A PID controller has been designed to regulate the applied current required by the MRB in order to improve vehicle’s slipping on different road conditions.
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.
Multi-level systems modeling and optimization for novel aircraft
NASA Astrophysics Data System (ADS)
Subramanian, Shreyas Vathul
This research combines the disciplines of system-of-systems (SoS) modeling, platform-based design, optimization and evolving design spaces to achieve a novel capability for designing solutions to key aeronautical mission challenges. A central innovation in this approach is the confluence of multi-level modeling (from sub-systems to the aircraft system to aeronautical system-of-systems) in a way that coordinates the appropriate problem formulations at each level and enables parametric search in design libraries for solutions that satisfy level-specific objectives. The work here addresses the topic of SoS optimization and discusses problem formulation, solution strategy, the need for new algorithms that address special features of this problem type, and also demonstrates these concepts using two example application problems - a surveillance UAV swarm problem, and the design of noise optimal aircraft and approach procedures. This topic is critical since most new capabilities in aeronautics will be provided not just by a single air vehicle, but by aeronautical Systems of Systems (SoS). At the same time, many new aircraft concepts are pressing the boundaries of cyber-physical complexity through the myriad of dynamic and adaptive sub-systems that are rising up the TRL (Technology Readiness Level) scale. This compositional approach is envisioned to be active at three levels: validated sub-systems are integrated to form conceptual aircraft, which are further connected with others to perform a challenging mission capability at the SoS level. While these multiple levels represent layers of physical abstraction, each discipline is associated with tools of varying fidelity forming strata of 'analysis abstraction'. Further, the design (composition) will be guided by a suitable hierarchical complexity metric formulated for the management of complexity in both the problem (as part of the generative procedure and selection of fidelity level) and the product (i.e., is the mission best achieved via a large collection of interacting simple systems, or a relatively few highly capable, complex air vehicles). The vastly unexplored area of optimization in evolving design spaces will be studied and incorporated into the SoS optimization framework. We envision a framework that resembles a multi-level, mult-fidelity, multi-disciplinary assemblage of optimization problems. The challenge is not simply one of scaling up to a new level (the SoS), but recognizing that the aircraft sub-systems and the integrated vehicle are now intensely cyber-physical, with hardware and software components interacting in complex ways that give rise to new and improved capabilities. The work presented here is a step closer to modeling the information flow that exists in realistic SoS optimization problems between sub-contractors, contractors and the SoS architect.
Optimization-based additive decomposition of weakly coercive problems with applications
Bochev, Pavel B.; Ridzal, Denis
2016-01-27
In this study, we present an abstract mathematical framework for an optimization-based additive decomposition of a large class of variational problems into a collection of concurrent subproblems. The framework replaces a given monolithic problem by an equivalent constrained optimization formulation in which the subproblems define the optimization constraints and the objective is to minimize the mismatch between their solutions. The significance of this reformulation stems from the fact that one can solve the resulting optimality system by an iterative process involving only solutions of the subproblems. Consequently, assuming that stable numerical methods and efficient solvers are available for every subproblem,more » our reformulation leads to robust and efficient numerical algorithms for a given monolithic problem by breaking it into subproblems that can be handled more easily. An application of the framework to the Oseen equations illustrates its potential.« less
Efficient methods for overlapping group lasso.
Yuan, Lei; Liu, Jun; Ye, Jieping
2013-09-01
The group Lasso is an extension of the Lasso for feature selection on (predefined) nonoverlapping groups of features. The nonoverlapping group structure limits its applicability in practice. There have been several recent attempts to study a more general formulation where groups of features are given, potentially with overlaps between the groups. The resulting optimization is, however, much more challenging to solve due to the group overlaps. In this paper, we consider the efficient optimization of the overlapping group Lasso penalized problem. We reveal several key properties of the proximal operator associated with the overlapping group Lasso, and compute the proximal operator by solving the smooth and convex dual problem, which allows the use of the gradient descent type of algorithms for the optimization. Our methods and theoretical results are then generalized to tackle the general overlapping group Lasso formulation based on the l(q) norm. We further extend our algorithm to solve a nonconvex overlapping group Lasso formulation based on the capped norm regularization, which reduces the estimation bias introduced by the convex penalty. We have performed empirical evaluations using both a synthetic and the breast cancer gene expression dataset, which consists of 8,141 genes organized into (overlapping) gene sets. Experimental results show that the proposed algorithm is more efficient than existing state-of-the-art algorithms. Results also demonstrate the effectiveness of the nonconvex formulation for overlapping group Lasso.
Incorporating uncertainty and motion in Intensity Modulated Radiation Therapy treatment planning
NASA Astrophysics Data System (ADS)
Martin, Benjamin Charles
In radiation therapy, one seeks to destroy a tumor while minimizing the damage to surrounding healthy tissue. Intensity Modulated Radiation Therapy (IMRT) uses overlapping beams of x-rays that add up to a high dose within the target and a lower dose in the surrounding healthy tissue. IMRT relies on optimization techniques to create high quality treatments. Unfortunately, the possible conformality is limited by the need to ensure coverage even if there is organ movement or deformation. Currently, margins are added around the tumor to ensure coverage based on an assumed motion range. This approach does not ensure high quality treatments. In the standard IMRT optimization problem, an objective function measures the deviation of the dose from the clinical goals. The optimization then finds the beamlet intensities that minimize the objective function. When modeling uncertainty, the dose delivered from a given set of beamlet intensities is a random variable. Thus the objective function is also a random variable. In our stochastic formulation we minimize the expected value of this objective function. We developed a problem formulation that is both flexible and fast enough for use on real clinical cases. While working on accelerating the stochastic optimization, we developed a technique of voxel sampling. Voxel sampling is a randomized algorithms approach to a steepest descent problem based on estimating the gradient by only calculating the dose to a fraction of the voxels within the patient. When combined with an automatic sampling rate adaptation technique, voxel sampling produced an order of magnitude speed up in IMRT optimization. We also develop extensions of our results to Intensity Modulated Proton Therapy (IMPT). Due to the physics of proton beams the stochastic formulation yields visibly different and better plans than normal optimization. The results of our research have been incorporated into a software package OPT4D, which is an IMRT and IMPT optimization tool that we developed.
The inverse problems of wing panel manufacture processes
NASA Astrophysics Data System (ADS)
Oleinikov, A. I.; Bormotin, K. S.
2013-12-01
It is shown that inverse problems of steady-state creep bending of plates in both the geometrically linear and nonlinear formulations can be represented in a variational formulation. Steady-state values of the obtained functionals corresponding to the solutions of the problems of inelastic deformation and springback are determined by applying a finite element procedure to the functionals. Optimal laws of creep deformation are formulated using the criterion of minimizing damage in the functionals of the inverse problems. The formulated problems are reduced to the problems solved by the finite element method using MSC.Marc software. Currently, forming of light metals poses tremendous challenges due to their low ductility at room temperature and their unusual deformation characteristics at hot-cold work: strong asymmetry between tensile and compressive behavior, and a very pronounced anisotropy. We used the constitutive models of steady-state creep of initially transverse isotropy structural materials the kind of the stress state has influence. The paper gives basics of the developed computer-aided system of design, modeling, and electronic simulation targeting the processes of manufacture of wing integral panels. The modeling results can be used to calculate the die tooling, determine the panel processibility, and control panel rejection in the course of forming.
NASA Technical Reports Server (NTRS)
Patnaik, Surya N.; Pai, Shantaram S.; Hopkins, Dale A.
2007-01-01
The strain formulation in elasticity and the compatibility condition in structural mechanics have neither been understood nor have they been utilized. This shortcoming prevented the formulation of a direct method to calculate stress. We have researched and understood the compatibility condition for linear problems in elasticity and in finite element analysis. This has lead to the completion of the method of force with stress (or stress resultant) as the primary unknown. The method in elasticity is referred to as the completed Beltrami-Michell formulation (CBMF), and it is the integrated force method (IFM) in structures. The dual integrated force method (IFMD) with displacement as the primary unknown has been formulated. IFM and IFMD produce identical responses. The variational derivation of the CBMF yielded the new boundary compatibility conditions. The CBMF can be used to solve stress, displacement, and mixed boundary value problems. The IFM in structures produced high-fidelity response even with a modest finite element model. The IFM has influenced structural design considerably. A fully utilized design method for strength and stiffness limitation has been developed. The singularity condition in optimization has been identified. The CBMF and IFM tensorial approaches are robust formulations because of simultaneous emphasis on the equilibrium equation and the compatibility condition.
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.
Revenue Share between Layers and Investment Incentive for ISP in the Internet Market
NASA Astrophysics Data System (ADS)
Unno, Masaru; Xu, Hua
In this paper, we consider a revenue-sharing and network investment problem between an Internet service provider (ISP) and a content provider (CP) by applying the dynamic agency theory. We formulate the problem as the principal-agent problem where the ISP is the principal and the CP is the agent. The principal-agent problem is transformed to a stochastic optimal control problem in which the objectives of ISP are to find an optimal revenue-sharing strategy and a network investment strategy, and to advise an incentive compatible effort level to the CP. The sufficient conditions for the existence of the optimal revenue-sharing strategy, the optimal investment strategy and the incentive compatible effort to the CP are obtained. A numerical example is solved to show the existence of such strategies. The practical implications of the results obtained in the paper will also be discussed.
A Unified Approach to Optimization
2014-10-02
employee scheduling, ad placement, latin squares, disjunctions of linear systems, temporal modeling with interval variables, and traveling salesman problems ...integrating technologies. A key to integrated modeling is to formulate a problem with high-levelmetaconstraints, which are inspired by the “global... problem substructure to the solver. This contrasts with the atomistic modeling style of mixed integer programming (MIP) and satisfiability (SAT) solvers
Formulation, in vitro and in vivo evaluation of transdermal patches containing risperidone.
Aggarwal, Geeta; Dhawan, Sanju; Hari Kumar, S L
2013-01-01
The efficacy of oral risperidone treatment in prevention of schizophrenia is well known. However, oral side effects and patient compliance is always a problem for schizophrenics. In this study, risperidone was formulated into matrix transdermal patches to overcome these problems. The formulation factors for such patches, including eudragit RL 100 and eudragit RS 100 as matrix forming polymers, olive oil, groundnut oil and jojoba oil in different concentrations as enhancers and amount of drug loaded were investigated. The transdermal patches containing risperidone were prepared by solvent casting method and characterized for physicochemical and in vitro permeation studies through excised rat skin. Among the tested preparations, formulations with 20% risperidone, 3:2 ERL 100 and ERS 100 as polymers, mixture of olive oil and jojoba oil as enhancer, exhibited greatest cumulative amount of drug permeated (1.87 ± 0.09 mg/cm(2)) in 72 h, so batch ROJ was concluded as optimized formulation and assessed for pharmacokinetic, pharmacodynamic and skin irritation potential. The pharmacokinetic characteristics of the optimized risperidone patch were determined using rabbits, while orally administered risperidone in solution was used for comparison. The calculated relative bioavailability of risperidone transdermal patch was 115.20% with prolonged release of drug. Neuroleptic efficacy of transdermal formulation was assessed by rota-rod and grip test in comparison with control and marketed oral formulations with no skin irritation. This suggests the transdermal application of risperidone holds promise for improved bioavailability and better management of schizophrenia in long-term basis.
Opitmal Platform Strategies in the Smartphone Market
NASA Astrophysics Data System (ADS)
Unno, Masaru; Xu, Hua
In a smartphone market, smartphone makers encourage smartphone application providers (AP) to create more popular smartphone applications through making a revenue-sharing contract with AP and providing application-purchasing support to end users. In this paper, we study revenue-sharing and application-purchasing support problem between a risk-averse smartphone maker and a smartphone application provider. The problem is formulated as the smartphone makers's risk-sensitive stochastic control problem. The sufficient conditions for the existence of the optimal revenue-sharing strategy, the optimal application-purchasing support strategy and the incentive compatible effort recommended to AP are obtained. The effects of the smartphone makers's risk-sensitivity on the optimal strategies are also discussed. A numerical example is solved to show the computation aspects of the problem.
Exact and Metaheuristic Approaches for a Bi-Objective School Bus Scheduling Problem
Chen, Xiaopan; Kong, Yunfeng; Dang, Lanxue; Hou, Yane; Ye, Xinyue
2015-01-01
As a class of hard combinatorial optimization problems, the school bus routing problem has received considerable attention in the last decades. For a multi-school system, given the bus trips for each school, the school bus scheduling problem aims at optimizing bus schedules to serve all the trips within the school time windows. In this paper, we propose two approaches for solving the bi-objective school bus scheduling problem: an exact method of mixed integer programming (MIP) and a metaheuristic method which combines simulated annealing with local search. We develop MIP formulations for homogenous and heterogeneous fleet problems respectively and solve the models by MIP solver CPLEX. The bus type-based formulation for heterogeneous fleet problem reduces the model complexity in terms of the number of decision variables and constraints. The metaheuristic method is a two-stage framework for minimizing the number of buses to be used as well as the total travel distance of buses. We evaluate the proposed MIP and the metaheuristic method on two benchmark datasets, showing that on both instances, our metaheuristic method significantly outperforms the respective state-of-the-art methods. PMID:26176764
Comparison of Optimal Design Methods in Inverse Problems
Banks, H. T.; Holm, Kathleen; Kappel, Franz
2011-01-01
Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher Information Matrix (FIM). A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criteria with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst-Pearl logistic population model [13], the standard harmonic oscillator model [13] and a popular glucose regulation model [16, 19, 29]. PMID:21857762
Algorithms for output feedback, multiple-model, and decentralized control problems
NASA Technical Reports Server (NTRS)
Halyo, N.; Broussard, J. R.
1984-01-01
The optimal stochastic output feedback, multiple-model, and decentralized control problems with dynamic compensation are formulated and discussed. Algorithms for each problem are presented, and their relationship to a basic output feedback algorithm is discussed. An aircraft control design problem is posed as a combined decentralized, multiple-model, output feedback problem. A control design is obtained using the combined algorithm. An analysis of the design is presented.
Theory and computation of optimal low- and medium-thrust transfers
NASA Technical Reports Server (NTRS)
Chuang, C.-H.
1993-01-01
This report presents the formulation of the optimal low- and medium-thrust orbit transfer control problem and methods for numerical solution of the problem. The problem formulation is for final mass maximization and allows for second-harmonic oblateness, atmospheric drag, and three-dimensional, non-coplanar, non-aligned elliptic terminal orbits. We setup some examples to demonstrate the ability of two indirect methods to solve the resulting TPBVP's. The methods demonstrated are the multiple-point shooting method as formulated in H. J. Oberle's subroutine BOUNDSCO, and the minimizing boundary-condition method (MBCM). We find that although both methods can converge solutions, there are trade-offs to using either method. BOUNDSCO has very poor convergence for guesses that do not exhibit the correct switching structure. MBCM, however, converges for a wider range of guesses. However, BOUNDSCO's multi-point structure allows more freedom in quesses by increasing the node points as opposed to only quessing the initial state in MBCM. Finally, we note an additional drawback for BOUNDSCO: the routine does not supply information to the users routines for switching function polarity but only the location of a preset number of switching points.
Contribution to the optimal shape design of two-dimensional internal flows with embedded shocks
NASA Technical Reports Server (NTRS)
Iollo, Angelo; Salas, Manuel D.
1995-01-01
We explore the practicability of optimal shape design for flows modeled by the Euler equations. We define a functional whose minimum represents the optimality condition. The gradient of the functional with respect to the geometry is calculated with the Lagrange multipliers, which are determined by solving a co-state equation. The optimization problem is then examined by comparing the performance of several gradient-based optimization algorithms. In this formulation, the flow field can be computed to an arbitrary order of accuracy. Finally, some results for internal flows with embedded shocks are presented, including a case for which the solution to the inverse problem does not belong to the design space.
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.
Spacecraft inertia estimation via constrained least squares
NASA Technical Reports Server (NTRS)
Keim, Jason A.; Acikmese, Behcet A.; Shields, Joel F.
2006-01-01
This paper presents a new formulation for spacecraft inertia estimation from test data. Specifically, the inertia estimation problem is formulated as a constrained least squares minimization problem with explicit bounds on the inertia matrix incorporated as LMIs [linear matrix inequalities). The resulting minimization problem is a semidefinite optimization that can be solved efficiently with guaranteed convergence to the global optimum by readily available algorithms. This method is applied to data collected from a robotic testbed consisting of a freely rotating body. The results show that the constrained least squares approach produces more accurate estimates of the inertia matrix than standard unconstrained least squares estimation methods.
Mean-Reverting Portfolio With Budget Constraint
NASA Astrophysics Data System (ADS)
Zhao, Ziping; Palomar, Daniel P.
2018-05-01
This paper considers the mean-reverting portfolio design problem arising from statistical arbitrage in the financial markets. We first propose a general problem formulation aimed at finding a portfolio of underlying component assets by optimizing a mean-reversion criterion characterizing the mean-reversion strength, taking into consideration the variance of the portfolio and an investment budget constraint. Then several specific problems are considered based on the general formulation, and efficient algorithms are proposed. Numerical results on both synthetic and market data show that our proposed mean-reverting portfolio design methods can generate consistent profits and outperform the traditional design methods and the benchmark methods in the literature.
Exploring quantum computing application to satellite data assimilation
NASA Astrophysics Data System (ADS)
Cheung, S.; Zhang, S. Q.
2015-12-01
This is an exploring work on potential application of quantum computing to a scientific data optimization problem. On classical computational platforms, the physical domain of a satellite data assimilation problem is represented by a discrete variable transform, and classical minimization algorithms are employed to find optimal solution of the analysis cost function. The computation becomes intensive and time-consuming when the problem involves large number of variables and data. The new quantum computer opens a very different approach both in conceptual programming and in hardware architecture for solving optimization problem. In order to explore if we can utilize the quantum computing machine architecture, we formulate a satellite data assimilation experimental case in the form of quadratic programming optimization problem. We find a transformation of the problem to map it into Quadratic Unconstrained Binary Optimization (QUBO) framework. Binary Wavelet Transform (BWT) will be applied to the data assimilation variables for its invertible decomposition and all calculations in BWT are performed by Boolean operations. The transformed problem will be experimented as to solve for a solution of QUBO instances defined on Chimera graphs of the quantum computer.
Path Planning For A Class Of Cutting Operations
NASA Astrophysics Data System (ADS)
Tavora, Jose
1989-03-01
Optimizing processing time in some contour-cutting operations requires solving the so-called no-load path problem. This problem is formulated and an approximate resolution method (based on heuristic search techniques) is described. Results for real-life instances (clothing layouts in the apparel industry) are presented and evaluated.
Method of interplanetary trajectory optimization for the spacecraft with low thrust and swing-bys
NASA Astrophysics Data System (ADS)
Konstantinov, M. S.; Thein, M.
2017-07-01
The method developed to avoid the complexity of solving the multipoint boundary value problem while optimizing interplanetary trajectories of the spacecraft with electric propulsion and a sequence of swing-bys is presented in the paper. This method is based on the use of the preliminary problem solutions for the impulsive trajectories. The preliminary problem analyzed at the first stage of the study is formulated so that the analysis and optimization of a particular flight path is considered as the unconstrained minimum in the space of the selectable parameters. The existing methods can effectively solve this problem and make it possible to identify rational flight paths (the sequence of swing-bys) to receive the initial approximation for the main characteristics of the flight path (dates, values of the hyperbolic excess velocity, etc.). These characteristics can be used to optimize the trajectory of the spacecraft with electric propulsion. The special feature of the work is the introduction of the second (intermediate) stage of the research. At this stage some characteristics of the analyzed flight path (e.g. dates of swing-bys) are fixed and the problem is formulated so that the trajectory of the spacecraft with electric propulsion is optimized on selected sites of the flight path. The end-to-end optimization is carried out at the third (final) stage of the research. The distinctive feature of this stage is the analysis of the full set of optimal conditions for the considered flight path. The analysis of the characteristics of the optimal flight trajectories to Jupiter with Earth, Venus and Mars swing-bys for the spacecraft with electric propulsion are presented. The paper shows that the spacecraft weighing more than 7150 kg can be delivered into the vicinity of Jupiter along the trajectory with two Earth swing-bys by use of the space transportation system based on the "Angara A5" rocket launcher, the chemical upper stage "KVTK" and the electric propulsion system with input electrical power of 100 kW.
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.
Modeling forest stand dynamics from optimal balances of carbon and nitrogen
Harry T. Valentine; Annikki Makela
2012-01-01
We formulate a dynamic evolutionary optimization problem to predict the optimal pattern by which carbon (C) and nitrogen (N) are co-allocated to fine-root, leaf, and wood production, with the objective of maximizing height growth rate, year by year, in an even-aged stand. Height growth is maximized with respect to two adaptive traits, leaf N concentration and the ratio...
Mokeddem, Diab; Khellaf, Abdelhafid
2009-01-01
Optimal design problem are widely known by their multiple performance measures that are often competing with each other. In this paper, an optimal multiproduct batch chemical plant design is presented. The design is firstly formulated as a multiobjective optimization problem, to be solved using the well suited non dominating sorting genetic algorithm (NSGA-II). The NSGA-II have capability to achieve fine tuning of variables in determining a set of non dominating solutions distributed along the Pareto front in a single run of the algorithm. The NSGA-II ability to identify a set of optimal solutions provides the decision-maker DM with a complete picture of the optimal solution space to gain better and appropriate choices. Then an outranking with PROMETHEE II helps the decision-maker to finalize the selection of a best compromise. The effectiveness of NSGA-II method with multiojective optimization problem is illustrated through two carefully referenced examples.
An Optimization-based Atomistic-to-Continuum Coupling Method
DOE Office of Scientific and Technical Information (OSTI.GOV)
Olson, Derek; Bochev, Pavel B.; Luskin, Mitchell
2014-08-21
In this paper, we present a new optimization-based method for atomistic-to-continuum (AtC) coupling. The main idea is to cast the latter as a constrained optimization problem with virtual Dirichlet controls on the interfaces between the atomistic and continuum subdomains. The optimization objective is to minimize the error between the atomistic and continuum solutions on the overlap between the two subdomains, while the atomistic and continuum force balance equations provide the constraints. Separation, rather then blending of the atomistic and continuum problems, and their subsequent use as constraints in the optimization problem distinguishes our approach from the existing AtC formulations. Finally,more » we present and analyze the method in the context of a one-dimensional chain of atoms modeled using a linearized two-body potential with next-nearest neighbor interactions.« less
Optimal route discovery for soft QOS provisioning in mobile ad hoc multimedia networks
NASA Astrophysics Data System (ADS)
Huang, Lei; Pan, Feng
2007-09-01
In this paper, we propose an optimal routing discovery algorithm for ad hoc multimedia networks whose resource keeps changing, First, we use stochastic models to measure the network resource availability, based on the information about the location and moving pattern of the nodes, as well as the link conditions between neighboring nodes. Then, for a certain multimedia packet flow to be transmitted from a source to a destination, we formulate the optimal soft-QoS provisioning problem as to find the best route that maximize the probability of satisfying its desired QoS requirements in terms of the maximum delay constraints. Based on the stochastic network resource model, we developed three approaches to solve the formulated problem: A centralized approach serving as the theoretical reference, a distributed approach that is more suitable to practical real-time deployment, and a distributed dynamic approach that utilizes the updated time information to optimize the routing for each individual packet. Examples of numerical results demonstrated that using the route discovered by our distributed algorithm in a changing network environment, multimedia applications could achieve better QoS statistically.
Local Feature Selection for Data Classification.
Armanfard, Narges; Reilly, James P; Komeili, Majid
2016-06-01
Typical feature selection methods choose an optimal global feature subset that is applied over all regions of the sample space. In contrast, in this paper we propose a novel localized feature selection (LFS) approach whereby each region of the sample space is associated with its own distinct optimized feature set, which may vary both in membership and size across the sample space. This allows the feature set to optimally adapt to local variations in the sample space. An associated method for measuring the similarities of a query datum to each of the respective classes is also proposed. The proposed method makes no assumptions about the underlying structure of the samples; hence the method is insensitive to the distribution of the data over the sample space. The method is efficiently formulated as a linear programming optimization problem. Furthermore, we demonstrate the method is robust against the over-fitting problem. Experimental results on eleven synthetic and real-world data sets demonstrate the viability of the formulation and the effectiveness of the proposed algorithm. In addition we show several examples where localized feature selection produces better results than a global feature selection method.
Robustness-Based Design Optimization Under Data Uncertainty
NASA Technical Reports Server (NTRS)
Zaman, Kais; McDonald, Mark; Mahadevan, Sankaran; Green, Lawrence
2010-01-01
This paper proposes formulations and algorithms for design optimization under both aleatory (i.e., natural or physical variability) and epistemic uncertainty (i.e., imprecise probabilistic information), from the perspective of system robustness. The proposed formulations deal with epistemic uncertainty arising from both sparse and interval data without any assumption about the probability distributions of the random variables. A decoupled approach is proposed in this paper to un-nest the robustness-based design from the analysis of non-design epistemic variables to achieve computational efficiency. The proposed methods are illustrated for the upper stage design problem of a two-stage-to-orbit (TSTO) vehicle, where the information on the random design inputs are only available as sparse point and/or interval data. As collecting more data reduces uncertainty but increases cost, the effect of sample size on the optimality and robustness of the solution is also studied. A method is developed to determine the optimal sample size for sparse point data that leads to the solutions of the design problem that are least sensitive to variations in the input random variables.
NASA Astrophysics Data System (ADS)
Chintalapudi, V. S.; Sirigiri, Sivanagaraju
2017-04-01
In power system restructuring, pricing the electrical power plays a vital role in cost allocation between suppliers and consumers. In optimal power dispatch problem, not only the cost of active power generation but also the costs of reactive power generated by the generators should be considered to increase the effectiveness of the problem. As the characteristics of reactive power cost curve are similar to that of active power cost curve, a nonconvex reactive power cost function is formulated. In this paper, a more realistic multi-fuel total cost objective is formulated by considering active and reactive power costs of generators. The formulated cost function is optimized by satisfying equality, in-equality and practical constraints using the proposed uniform distributed two-stage particle swarm optimization. The proposed algorithm is a combination of uniform distribution of control variables (to start the iterative process with good initial value) and two-stage initialization processes (to obtain best final value in less number of iterations) can enhance the effectiveness of convergence characteristics. Obtained results for the considered standard test functions and electrical systems indicate the effectiveness of the proposed algorithm and can obtain efficient solution when compared to existing methods. Hence, the proposed method is a promising method and can be easily applied to optimize the power system objectives.
Truss topology optimization with simultaneous analysis and design
NASA Technical Reports Server (NTRS)
Sankaranarayanan, S.; Haftka, Raphael T.; Kapania, Rakesh K.
1992-01-01
Strategies for topology optimization of trusses for minimum weight subject to stress and displacement constraints by Simultaneous Analysis and Design (SAND) are considered. The ground structure approach is used. A penalty function formulation of SAND is compared with an augmented Lagrangian formulation. The efficiency of SAND in handling combinations of general constraints is tested. A strategy for obtaining an optimal topology by minimizing the compliance of the truss is compared with a direct weight minimization solution to satisfy stress and displacement constraints. It is shown that for some problems, starting from the ground structure and using SAND is better than starting from a minimum compliance topology design and optimizing only the cross sections for minimum weight under stress and displacement constraints. A member elimination strategy to save CPU time is discussed.
Product modular design incorporating preventive maintenance issues
NASA Astrophysics Data System (ADS)
Gao, Yicong; Feng, Yixiong; Tan, Jianrong
2016-03-01
Traditional modular design methods lead to product maintenance problems, because the module form of a system is created according to either the function requirements or the manufacturing considerations. For solving these problems, a new modular design method is proposed with the considerations of not only the traditional function related attributes, but also the maintenance related ones. First, modularity parameters and modularity scenarios for product modularity are defined. Then the reliability and economic assessment models of product modularity strategies are formulated with the introduction of the effective working age of modules. A mathematical model used to evaluate the difference among the modules of the product so that the optimal module of the product can be established. After that, a multi-objective optimization problem based on metrics for preventive maintenance interval different degrees and preventive maintenance economics is formulated for modular optimization. Multi-objective GA is utilized to rapidly approximate the Pareto set of optimal modularity strategy trade-offs between preventive maintenance cost and preventive maintenance interval difference degree. Finally, a coordinate CNC boring machine is adopted to depict the process of product modularity. In addition, two factorial design experiments based on the modularity parameters are constructed and analyzed. These experiments investigate the impacts of these parameters on the optimal modularity strategies and the structure of module. The research proposes a new modular design method, which may help to improve the maintainability of product in modular design.
Bao, Xu; Li, Haijian; Qin, Lingqiao; Xu, Dongwei; Ran, Bin; Rong, Jian
2016-10-27
To obtain adequate traffic information, the density of traffic sensors should be sufficiently high to cover the entire transportation network. However, deploying sensors densely over the entire network may not be realistic for practical applications due to the budgetary constraints of traffic management agencies. This paper describes several possible spatial distributions of traffic information credibility and proposes corresponding different sensor information credibility functions to describe these spatial distribution properties. A maximum benefit model and its simplified model are proposed to solve the traffic sensor location problem. The relationships between the benefit and the number of sensors are formulated with different sensor information credibility functions. Next, expanding models and algorithms in analytic results are performed. For each case, the maximum benefit, the optimal number and spacing of sensors are obtained and the analytic formulations of the optimal sensor locations are derived as well. Finally, a numerical example is proposed to verify the validity and availability of the proposed models for solving a network sensor location problem. The results show that the optimal number of sensors of segments with different model parameters in an entire freeway network can be calculated. Besides, it can also be concluded that the optimal sensor spacing is independent of end restrictions but dependent on the values of model parameters that represent the physical conditions of sensors and roads.
Bao, Xu; Li, Haijian; Qin, Lingqiao; Xu, Dongwei; Ran, Bin; Rong, Jian
2016-01-01
To obtain adequate traffic information, the density of traffic sensors should be sufficiently high to cover the entire transportation network. However, deploying sensors densely over the entire network may not be realistic for practical applications due to the budgetary constraints of traffic management agencies. This paper describes several possible spatial distributions of traffic information credibility and proposes corresponding different sensor information credibility functions to describe these spatial distribution properties. A maximum benefit model and its simplified model are proposed to solve the traffic sensor location problem. The relationships between the benefit and the number of sensors are formulated with different sensor information credibility functions. Next, expanding models and algorithms in analytic results are performed. For each case, the maximum benefit, the optimal number and spacing of sensors are obtained and the analytic formulations of the optimal sensor locations are derived as well. Finally, a numerical example is proposed to verify the validity and availability of the proposed models for solving a network sensor location problem. The results show that the optimal number of sensors of segments with different model parameters in an entire freeway network can be calculated. Besides, it can also be concluded that the optimal sensor spacing is independent of end restrictions but dependent on the values of model parameters that represent the physical conditions of sensors and roads. PMID:27801794
Wang, Dafang; Kirby, Robert M.; MacLeod, Rob S.; Johnson, Chris R.
2013-01-01
With the goal of non-invasively localizing cardiac ischemic disease using body-surface potential recordings, we attempted to reconstruct the transmembrane potential (TMP) throughout the myocardium with the bidomain heart model. The task is an inverse source problem governed by partial differential equations (PDE). Our main contribution is solving the inverse problem within a PDE-constrained optimization framework that enables various physically-based constraints in both equality and inequality forms. We formulated the optimality conditions rigorously in the continuum before deriving finite element discretization, thereby making the optimization independent of discretization choice. Such a formulation was derived for the L2-norm Tikhonov regularization and the total variation minimization. The subsequent numerical optimization was fulfilled by a primal-dual interior-point method tailored to our problem’s specific structure. Our simulations used realistic, fiber-included heart models consisting of up to 18,000 nodes, much finer than any inverse models previously reported. With synthetic ischemia data we localized ischemic regions with roughly a 10% false-negative rate or a 20% false-positive rate under conditions up to 5% input noise. With ischemia data measured from animal experiments, we reconstructed TMPs with roughly 0.9 correlation with the ground truth. While precisely estimating the TMP in general cases remains an open problem, our study shows the feasibility of reconstructing TMP during the ST interval as a means of ischemia localization. PMID:23913980
Olugbara, Oludayo
2014-01-01
This paper presents an annual multiobjective crop-mix planning as a problem of concurrent maximization of net profit and maximization of crop production to determine an optimal cropping pattern. The optimal crop production in a particular planting season is a crucial decision making task from the perspectives of economic management and sustainable agriculture. A multiobjective optimal crop-mix problem is formulated and solved using the generalized differential evolution 3 (GDE3) metaheuristic to generate a globally optimal solution. The performance of the GDE3 metaheuristic is investigated by comparing its results with the results obtained using epsilon constrained and nondominated sorting genetic algorithms—being two representatives of state-of-the-art in evolutionary optimization. The performance metrics of additive epsilon, generational distance, inverted generational distance, and spacing are considered to establish the comparability. In addition, a graphical comparison with respect to the true Pareto front for the multiobjective optimal crop-mix planning problem is presented. Empirical results generally show GDE3 to be a viable alternative tool for solving a multiobjective optimal crop-mix planning problem. PMID:24883369
Adekanmbi, Oluwole; Olugbara, Oludayo; Adeyemo, Josiah
2014-01-01
This paper presents an annual multiobjective crop-mix planning as a problem of concurrent maximization of net profit and maximization of crop production to determine an optimal cropping pattern. The optimal crop production in a particular planting season is a crucial decision making task from the perspectives of economic management and sustainable agriculture. A multiobjective optimal crop-mix problem is formulated and solved using the generalized differential evolution 3 (GDE3) metaheuristic to generate a globally optimal solution. The performance of the GDE3 metaheuristic is investigated by comparing its results with the results obtained using epsilon constrained and nondominated sorting genetic algorithms-being two representatives of state-of-the-art in evolutionary optimization. The performance metrics of additive epsilon, generational distance, inverted generational distance, and spacing are considered to establish the comparability. In addition, a graphical comparison with respect to the true Pareto front for the multiobjective optimal crop-mix planning problem is presented. Empirical results generally show GDE3 to be a viable alternative tool for solving a multiobjective optimal crop-mix planning problem.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Oleinikov, A. I., E-mail: a.i.oleinikov@mail.ru; Bormotin, K. S., E-mail: cvmi@knastu.ru
It is shown that inverse problems of steady-state creep bending of plates in both the geometrically linear and nonlinear formulations can be represented in a variational formulation. Steady-state values of the obtained functionals corresponding to the solutions of the problems of inelastic deformation and springback are determined by applying a finite element procedure to the functionals. Optimal laws of creep deformation are formulated using the criterion of minimizing damage in the functionals of the inverse problems. The formulated problems are reduced to the problems solved by the finite element method using MSC.Marc software. Currently, forming of light metals poses tremendousmore » challenges due to their low ductility at room temperature and their unusual deformation characteristics at hot-cold work: strong asymmetry between tensile and compressive behavior, and a very pronounced anisotropy. We used the constitutive models of steady-state creep of initially transverse isotropy structural materials the kind of the stress state has influence. The paper gives basics of the developed computer-aided system of design, modeling, and electronic simulation targeting the processes of manufacture of wing integral panels. The modeling results can be used to calculate the die tooling, determine the panel processibility, and control panel rejection in the course of forming.« less
An optimal control strategy for collision avoidance of mobile robots in non-stationary environments
NASA Technical Reports Server (NTRS)
Kyriakopoulos, K. J.; Saridis, G. N.
1991-01-01
An optimal control formulation of the problem of collision avoidance of mobile robots in environments containing moving obstacles is presented. Collision avoidance is guaranteed if the minimum distance between the robot and the objects is nonzero. A nominal trajectory is assumed to be known from off-line planning. The main idea is to change the velocity along the nominal trajectory so that collisions are avoided. Furthermore, time consistency with the nominal plan is desirable. A numerical solution of the optimization problem is obtained. Simulation results verify the value of the proposed strategy.
Energetic Materials Optimization via Constrained Search
2015-06-01
steps. 3. Optimization Methodology Our optimization problem is formulated as a constrained maximization: max x∈CCS P (x) s.t. : TED ( x )− 9.75 ≥ 0 SV (x)− 9...0 5− SA(x) ≥ 0, (1) where TED ( x ) is the total energy of detonation (TED) of compound x from the chosen chemical subspace (CCS) of chemical compound...max problem, max x∈CCS min λ∈R3+ P (x)− λTC(x), (2) where C(x) is the vector of constraint violations, i.e., η(9.75 − TED ( x )), η(9 − SV (x)), η(SA(x
Power plant maintenance scheduling using ant colony optimization: an improved formulation
NASA Astrophysics Data System (ADS)
Foong, Wai Kuan; Maier, Holger; Simpson, Angus
2008-04-01
It is common practice in the hydropower industry to either shorten the maintenance duration or to postpone maintenance tasks in a hydropower system when there is expected unserved energy based on current water storage levels and forecast storage inflows. It is therefore essential that a maintenance scheduling optimizer can incorporate the options of shortening the maintenance duration and/or deferring maintenance tasks in the search for practical maintenance schedules. In this article, an improved ant colony optimization-power plant maintenance scheduling optimization (ACO-PPMSO) formulation that considers such options in the optimization process is introduced. As a result, both the optimum commencement time and the optimum outage duration are determined for each of the maintenance tasks that need to be scheduled. In addition, a local search strategy is presented in this article to boost the robustness of the algorithm. When tested on a five-station hydropower system problem, the improved formulation is shown to be capable of allowing shortening of maintenance duration in the event of expected demand shortfalls. In addition, the new local search strategy is also shown to have significantly improved the optimization ability of the ACO-PPMSO algorithm.
Saravana Kumar, Gurunathan; George, Subin Philip
2017-02-01
This work proposes a methodology involving stiffness optimization for subject-specific cementless hip implant design based on finite element analysis for reducing stress-shielding effect. To assess the change in the stress-strain state of the femur and the resulting stress-shielding effect due to insertion of the implant, a finite element analysis of the resected femur with implant assembly is carried out for a clinically relevant loading condition. Selecting the von Mises stress as the criterion for discriminating regions for elastic modulus difference, a stiffness minimization method was employed by varying the elastic modulus distribution in custom implant stem. The stiffness minimization problem is formulated as material distribution problem without explicitly penalizing partial volume elements. This formulation enables designs that could be fabricated using additive manufacturing to make porous implant with varying levels of porosity. Stress-shielding effect, measured as difference between the von Mises stress in the intact and implanted femur, decreased as the elastic modulus distribution is optimized.
SfM with MRFs: discrete-continuous optimization for large-scale structure from motion.
Crandall, David J; Owens, Andrew; Snavely, Noah; Huttenlocher, Daniel P
2013-12-01
Recent work in structure from motion (SfM) has built 3D models from large collections of images downloaded from the Internet. Many approaches to this problem use incremental algorithms that solve progressively larger bundle adjustment problems. These incremental techniques scale poorly as the image collection grows, and can suffer from drift or local minima. We present an alternative framework for SfM based on finding a coarse initial solution using hybrid discrete-continuous optimization and then improving that solution using bundle adjustment. The initial optimization step uses a discrete Markov random field (MRF) formulation, coupled with a continuous Levenberg-Marquardt refinement. The formulation naturally incorporates various sources of information about both the cameras and points, including noisy geotags and vanishing point (VP) estimates. We test our method on several large-scale photo collections, including one with measured camera positions, and show that it produces models that are similar to or better than those produced by incremental bundle adjustment, but more robustly and in a fraction of the time.
A framework for simultaneous aerodynamic design optimization in the presence of chaos
DOE Office of Scientific and Technical Information (OSTI.GOV)
Günther, Stefanie, E-mail: stefanie.guenther@scicomp.uni-kl.de; Gauger, Nicolas R.; Wang, Qiqi
Integrating existing solvers for unsteady partial differential equations into a simultaneous optimization method is challenging due to the forward-in-time information propagation of classical time-stepping methods. This paper applies the simultaneous single-step one-shot optimization method to a reformulated unsteady constraint that allows for both forward- and backward-in-time information propagation. Especially in the presence of chaotic and turbulent flow, solving the initial value problem simultaneously with the optimization problem often scales poorly with the time domain length. The new formulation relaxes the initial condition and instead solves a least squares problem for the discrete partial differential equations. This enables efficient one-shot optimizationmore » that is independent of the time domain length, even in the presence of chaos.« less
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.
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.
Gálvez, Akemi; Iglesias, Andrés
2013-01-01
Fitting spline curves to data points is a very important issue in many applied fields. It is also challenging, because these curves typically depend on many continuous variables in a highly interrelated nonlinear way. In general, it is not possible to compute these parameters analytically, so the problem is formulated as a continuous nonlinear optimization problem, for which traditional optimization techniques usually fail. This paper presents a new bioinspired method to tackle this issue. In this method, optimization is performed through a combination of two techniques. Firstly, we apply the indirect approach to the knots, in which they are not initially the subject of optimization but precomputed with a coarse approximation scheme. Secondly, a powerful bioinspired metaheuristic technique, the firefly algorithm, is applied to optimization of data parameterization; then, the knot vector is refined by using De Boor's method, thus yielding a better approximation to the optimal knot vector. This scheme converts the original nonlinear continuous optimization problem into a convex optimization problem, solved by singular value decomposition. Our method is applied to some illustrative real-world examples from the CAD/CAM field. Our experimental results show that the proposed scheme can solve the original continuous nonlinear optimization problem very efficiently.
Gálvez, Akemi; Iglesias, Andrés
2013-01-01
Fitting spline curves to data points is a very important issue in many applied fields. It is also challenging, because these curves typically depend on many continuous variables in a highly interrelated nonlinear way. In general, it is not possible to compute these parameters analytically, so the problem is formulated as a continuous nonlinear optimization problem, for which traditional optimization techniques usually fail. This paper presents a new bioinspired method to tackle this issue. In this method, optimization is performed through a combination of two techniques. Firstly, we apply the indirect approach to the knots, in which they are not initially the subject of optimization but precomputed with a coarse approximation scheme. Secondly, a powerful bioinspired metaheuristic technique, the firefly algorithm, is applied to optimization of data parameterization; then, the knot vector is refined by using De Boor's method, thus yielding a better approximation to the optimal knot vector. This scheme converts the original nonlinear continuous optimization problem into a convex optimization problem, solved by singular value decomposition. Our method is applied to some illustrative real-world examples from the CAD/CAM field. Our experimental results show that the proposed scheme can solve the original continuous nonlinear optimization problem very efficiently. PMID:24376380
NASA Astrophysics Data System (ADS)
Nazemizadeh, M.; Rahimi, H. N.; Amini Khoiy, K.
2012-03-01
This paper presents an optimal control strategy for optimal trajectory planning of mobile robots by considering nonlinear dynamic model and nonholonomic constraints of the system. The nonholonomic constraints of the system are introduced by a nonintegrable set of differential equations which represent kinematic restriction on the motion. The Lagrange's principle is employed to derive the nonlinear equations of the system. Then, the optimal path planning of the mobile robot is formulated as an optimal control problem. To set up the problem, the nonlinear equations of the system are assumed as constraints, and a minimum energy objective function is defined. To solve the problem, an indirect solution of the optimal control method is employed, and conditions of the optimality derived as a set of coupled nonlinear differential equations. The optimality equations are solved numerically, and various simulations are performed for a nonholonomic mobile robot to illustrate effectiveness of the proposed method.
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.
Control of vibrations of a moving beam
NASA Astrophysics Data System (ADS)
Banichuk, N. V.; Ivanova, S. Yu; Makeev, E. V.; Sinitsyn, A. V.
2018-04-01
The translational motion of a thermoelastic beam under transverse vibrations caused by initial perturbations is considered. It is assumed that a beam moving at a constant translational speed is described by a model of a thermoelastic panel supported at the edges of the considered span. The problem of optimal suppression of vibrations is formulated when applying active transverse influences to the panel. To solve the optimization problem, modern methods developed in the theory of control of systems with distributed parameters described by partial differential equations are used.
An exact algorithm for optimal MAE stack filter design.
Dellamonica, Domingos; Silva, Paulo J S; Humes, Carlos; Hirata, Nina S T; Barrera, Junior
2007-02-01
We propose a new algorithm for optimal MAE stack filter design. It is based on three main ingredients. First, we show that the dual of the integer programming formulation of the filter design problem is a minimum cost network flow problem. Next, we present a decomposition principle that can be used to break this dual problem into smaller subproblems. Finally, we propose a specialization of the network Simplex algorithm based on column generation to solve these smaller subproblems. Using our method, we were able to efficiently solve instances of the filter problem with window size up to 25 pixels. To the best of our knowledge, this is the largest dimension for which this problem was ever solved exactly.
The nonconforming virtual element method for eigenvalue problems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gardini, Francesca; Manzini, Gianmarco; Vacca, Giuseppe
We analyse the nonconforming Virtual Element Method (VEM) for the approximation of elliptic eigenvalue problems. The nonconforming VEM allow to treat in the same formulation the two- and three-dimensional case.We present two possible formulations of the discrete problem, derived respectively by the nonstabilized and stabilized approximation of the L 2-inner product, and we study the convergence properties of the corresponding discrete eigenvalue problems. The proposed schemes provide a correct approximation of the spectrum and we prove optimal-order error estimates for the eigenfunctions and the usual double order of convergence of the eigenvalues. Finally we show a large set of numericalmore » tests supporting the theoretical results, including a comparison with the conforming Virtual Element choice.« less
NASA Astrophysics Data System (ADS)
Nourifar, Raheleh; Mahdavi, Iraj; Mahdavi-Amiri, Nezam; Paydar, Mohammad Mahdi
2017-09-01
Decentralized supply chain management is found to be significantly relevant in today's competitive markets. Production and distribution planning is posed as an important optimization problem in supply chain networks. Here, we propose a multi-period decentralized supply chain network model with uncertainty. The imprecision related to uncertain parameters like demand and price of the final product is appropriated with stochastic and fuzzy numbers. We provide mathematical formulation of the problem as a bi-level mixed integer linear programming model. Due to problem's convolution, a structure to solve is developed that incorporates a novel heuristic algorithm based on Kth-best algorithm, fuzzy approach and chance constraint approach. Ultimately, a numerical example is constructed and worked through to demonstrate applicability of the optimization model. A sensitivity analysis is also made.
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.
Optimal Control of Hybrid Systems in Air Traffic Applications
NASA Astrophysics Data System (ADS)
Kamgarpour, Maryam
Growing concerns over the scalability of air traffic operations, air transportation fuel emissions and prices, as well as the advent of communication and sensing technologies motivate improvements to the air traffic management system. To address such improvements, in this thesis a hybrid dynamical model as an abstraction of the air traffic system is considered. Wind and hazardous weather impacts are included using a stochastic model. This thesis focuses on the design of algorithms for verification and control of hybrid and stochastic dynamical systems and the application of these algorithms to air traffic management problems. In the deterministic setting, a numerically efficient algorithm for optimal control of hybrid systems is proposed based on extensions of classical optimal control techniques. This algorithm is applied to optimize the trajectory of an Airbus 320 aircraft in the presence of wind and storms. In the stochastic setting, the verification problem of reaching a target set while avoiding obstacles (reach-avoid) is formulated as a two-player game to account for external agents' influence on system dynamics. The solution approach is applied to air traffic conflict prediction in the presence of stochastic wind. Due to the uncertainty in forecasts of the hazardous weather, and hence the unsafe regions of airspace for aircraft flight, the reach-avoid framework is extended to account for stochastic target and safe sets. This methodology is used to maximize the probability of the safety of aircraft paths through hazardous weather. Finally, the problem of modeling and optimization of arrival air traffic and runway configuration in dense airspace subject to stochastic weather data is addressed. This problem is formulated as a hybrid optimal control problem and is solved with a hierarchical approach that decouples safety and performance. As illustrated with this problem, the large scale of air traffic operations motivates future work on the efficient implementation of the proposed algorithms.
2013-01-01
Background Optimization procedures to identify gene knockouts for targeted biochemical overproduction have been widely in use in modern metabolic engineering. Flux balance analysis (FBA) framework has provided conceptual simplifications for genome-scale dynamic analysis at steady states. Based on FBA, many current optimization methods for targeted bio-productions have been developed under the maximum cell growth assumption. The optimization problem to derive gene knockout strategies recently has been formulated as a bi-level programming problem in OptKnock for maximum targeted bio-productions with maximum growth rates. However, it has been shown that knockout mutants in fact reach the steady states with the minimization of metabolic adjustment (MOMA) from the corresponding wild-type strains instead of having maximal growth rates after genetic or metabolic intervention. In this work, we propose a new bi-level computational framework--MOMAKnock--which can derive robust knockout strategies under the MOMA flux distribution approximation. Methods In this new bi-level optimization framework, we aim to maximize the production of targeted chemicals by identifying candidate knockout genes or reactions under phenotypic constraints approximated by the MOMA assumption. Hence, the targeted chemical production is the primary objective of MOMAKnock while the MOMA assumption is formulated as the inner problem of constraining the knockout metabolic flux to be as close as possible to the steady-state phenotypes of wide-type strains. As this new inner problem becomes a quadratic programming problem, a novel adaptive piecewise linearization algorithm is developed in this paper to obtain the exact optimal solution to this new bi-level integer quadratic programming problem for MOMAKnock. Results Our new MOMAKnock model and the adaptive piecewise linearization solution algorithm are tested with a small E. coli core metabolic network and a large-scale iAF1260 E. coli metabolic network. The derived knockout strategies are compared with those from OptKnock. Our preliminary experimental results show that MOMAKnock can provide improved targeted productions with more robust knockout strategies. PMID:23368729
Ren, Shaogang; Zeng, Bo; Qian, Xiaoning
2013-01-01
Optimization procedures to identify gene knockouts for targeted biochemical overproduction have been widely in use in modern metabolic engineering. Flux balance analysis (FBA) framework has provided conceptual simplifications for genome-scale dynamic analysis at steady states. Based on FBA, many current optimization methods for targeted bio-productions have been developed under the maximum cell growth assumption. The optimization problem to derive gene knockout strategies recently has been formulated as a bi-level programming problem in OptKnock for maximum targeted bio-productions with maximum growth rates. However, it has been shown that knockout mutants in fact reach the steady states with the minimization of metabolic adjustment (MOMA) from the corresponding wild-type strains instead of having maximal growth rates after genetic or metabolic intervention. In this work, we propose a new bi-level computational framework--MOMAKnock--which can derive robust knockout strategies under the MOMA flux distribution approximation. In this new bi-level optimization framework, we aim to maximize the production of targeted chemicals by identifying candidate knockout genes or reactions under phenotypic constraints approximated by the MOMA assumption. Hence, the targeted chemical production is the primary objective of MOMAKnock while the MOMA assumption is formulated as the inner problem of constraining the knockout metabolic flux to be as close as possible to the steady-state phenotypes of wide-type strains. As this new inner problem becomes a quadratic programming problem, a novel adaptive piecewise linearization algorithm is developed in this paper to obtain the exact optimal solution to this new bi-level integer quadratic programming problem for MOMAKnock. Our new MOMAKnock model and the adaptive piecewise linearization solution algorithm are tested with a small E. coli core metabolic network and a large-scale iAF1260 E. coli metabolic network. The derived knockout strategies are compared with those from OptKnock. Our preliminary experimental results show that MOMAKnock can provide improved targeted productions with more robust knockout strategies.
Portable parallel portfolio optimization in the Aurora Financial Management System
NASA Astrophysics Data System (ADS)
Laure, Erwin; Moritsch, Hans
2001-07-01
Financial planning problems are formulated as large scale, stochastic, multiperiod, tree structured optimization problems. An efficient technique for solving this kind of problems is the nested Benders decomposition method. In this paper we present a parallel, portable, asynchronous implementation of this technique. To achieve our portability goals we elected the programming language Java for our implementation and used a high level Java based framework, called OpusJava, for expressing the parallelism potential as well as synchronization constraints. Our implementation is embedded within a modular decision support tool for portfolio and asset liability management, the Aurora Financial Management System.
Gangurde, Avinash Bhaskar; Sav, Ajay Kumar; Javeer, Sharadchandra Dagadu; Moravkar, Kailas K; Pawar, Jaywant N; Amin, Purnima D
2015-01-01
Choline bitartrate (CBT) is a vital nutrient for fetal brain development and memory function. It is hygroscopic in nature which is associated with stability related problem during storage such as development of fishy odor and discoloration. Microencapsulation method was adopted to resolve the stability problem and for this hydrogenated soya bean oil (HSO) was used as encapsulating agent. Industrially feasible modified extrusion-spheronization technique was selected for microencapsulation. HSO was used as encapsulating agent, hydroxypropyl methyl cellulose E5/E15 as binder and microcrystalline cellulose as spheronization aid. Formulated pellets were evaluated for parameters such as flow property, morphological characteristics, hardness-friability index (HFI), drug content, encapsulation efficiency, and in vitro drug release. The optimized formulations were also characterized for particle size (by laser diffractometry), differential scanning calorimetry, powder X-ray diffractometry (PXRD), Fourier transform infrared spectroscopy, and scanning electron microscopy. The results from the study showed that coating of 90% and 60% CBT was successful with respect to all desired evaluation parameters. Optimized formulation was kept for 6 months stability study as per ICH guidelines, and there was no change in color, moisture content, drug content, and no fishy odor was observed. Microencapsulated pellets of CBT using HSO as encapsulating agent were developed using modified extrusion spheronization technique. Optimized formulations, CBT 90% (F5), and CBT 60% (F10), were found to be stable for 4M and 6M, respectively, at accelerated conditions.
Morris, Melody K.; Saez-Rodriguez, Julio; Lauffenburger, Douglas A.; Alexopoulos, Leonidas G.
2012-01-01
Modeling of signal transduction pathways plays a major role in understanding cells' function and predicting cellular response. Mathematical formalisms based on a logic formalism are relatively simple but can describe how signals propagate from one protein to the next and have led to the construction of models that simulate the cells response to environmental or other perturbations. Constrained fuzzy logic was recently introduced to train models to cell specific data to result in quantitative pathway models of the specific cellular behavior. There are two major issues in this pathway optimization: i) excessive CPU time requirements and ii) loosely constrained optimization problem due to lack of data with respect to large signaling pathways. Herein, we address both issues: the former by reformulating the pathway optimization as a regular nonlinear optimization problem; and the latter by enhanced algorithms to pre/post-process the signaling network to remove parts that cannot be identified given the experimental conditions. As a case study, we tackle the construction of cell type specific pathways in normal and transformed hepatocytes using medium and large-scale functional phosphoproteomic datasets. The proposed Non Linear Programming (NLP) formulation allows for fast optimization of signaling topologies by combining the versatile nature of logic modeling with state of the art optimization algorithms. PMID:23226239
Wing-section optimization for supersonic viscous flow
NASA Technical Reports Server (NTRS)
Item, Cem C.; Baysal, Oktay (Editor)
1995-01-01
To improve the shape of a supersonic wing, an automated method that also includes higher fidelity to the flow physics is desirable. With this impetus, an aerodynamic optimization methodology incorporating thin-layer Navier-Stokes equations and sensitivity analysis had been previously developed. Prior to embarking upon the wind design task, the present investigation concentrated on testing the feasibility of the methodology, and the identification of adequate problem formulations, by defining two-dimensional, cost-effective test cases. Starting with two distinctly different initial airfoils, two independent shape optimizations resulted in shapes with similar features: slightly cambered, parabolic profiles with sharp leading- and trailing-edges. Secondly, the normal section to the subsonic portion of the leading edge, which had a high normal angle-of-attack, was considered. The optimization resulted in a shape with twist and camber which eliminated the adverse pressure gradient, hence, exploiting the leading-edge thrust. The wing section shapes obtained in all the test cases had the features predicted by previous studies. Therefore, it was concluded that the flowfield analyses and sensitivity coefficients were computed and fed to the present gradient-based optimizer correctly. Also, as a result of the present two-dimensional study, suggestions were made for the problem formulations which should contribute to an effective wing shape optimization.
Mitsos, Alexander; Melas, Ioannis N; Morris, Melody K; Saez-Rodriguez, Julio; Lauffenburger, Douglas A; Alexopoulos, Leonidas G
2012-01-01
Modeling of signal transduction pathways plays a major role in understanding cells' function and predicting cellular response. Mathematical formalisms based on a logic formalism are relatively simple but can describe how signals propagate from one protein to the next and have led to the construction of models that simulate the cells response to environmental or other perturbations. Constrained fuzzy logic was recently introduced to train models to cell specific data to result in quantitative pathway models of the specific cellular behavior. There are two major issues in this pathway optimization: i) excessive CPU time requirements and ii) loosely constrained optimization problem due to lack of data with respect to large signaling pathways. Herein, we address both issues: the former by reformulating the pathway optimization as a regular nonlinear optimization problem; and the latter by enhanced algorithms to pre/post-process the signaling network to remove parts that cannot be identified given the experimental conditions. As a case study, we tackle the construction of cell type specific pathways in normal and transformed hepatocytes using medium and large-scale functional phosphoproteomic datasets. The proposed Non Linear Programming (NLP) formulation allows for fast optimization of signaling topologies by combining the versatile nature of logic modeling with state of the art optimization algorithms.
NASA Astrophysics Data System (ADS)
Chu, J. G.; Zhang, C.; Fu, G. T.; Li, Y.; Zhou, H. C.
2015-04-01
This study investigates the effectiveness of a sensitivity-informed method for multi-objective operation of reservoir systems, which uses global sensitivity analysis as a screening tool to reduce the computational demands. Sobol's method is used to screen insensitive decision variables and guide the formulation of the optimization problems with a significantly reduced number of decision variables. This sensitivity-informed problem decomposition dramatically reduces the computational demands required for attaining high quality approximations of optimal tradeoff relationships between conflicting design objectives. The search results obtained from the reduced complexity multi-objective reservoir operation problems are then used to pre-condition the full search of the original optimization problem. In two case studies, the Dahuofang reservoir and the inter-basin multi-reservoir system in Liaoning province, China, sensitivity analysis results show that reservoir performance is strongly controlled by a small proportion of decision variables. Sensitivity-informed problem decomposition and pre-conditioning are evaluated in their ability to improve the efficiency and effectiveness of multi-objective evolutionary optimization. Overall, this study illustrates the efficiency and effectiveness of the sensitivity-informed method and the use of global sensitivity analysis to inform problem decomposition when solving the complex multi-objective reservoir operation problems.
NASA Astrophysics Data System (ADS)
Ushijima, T.; Yeh, W.
2013-12-01
An optimal experimental design algorithm is developed to select locations for a network of observation wells that provides the maximum information about unknown hydraulic conductivity in a confined, anisotropic aquifer. The design employs a maximal information criterion that chooses, among competing designs, the design that maximizes the sum of squared sensitivities while conforming to specified design constraints. Because that the formulated problem is non-convex and contains integer variables (necessitating a combinatorial search), for a realistically-scaled model, the problem may be difficult, if not impossible, to solve through traditional mathematical programming techniques. Genetic Algorithms (GAs) are designed to search out the global optimum; however because a GA requires a large number of calls to a groundwater model, the formulated optimization problem may still be infeasible to solve. To overcome this, Proper Orthogonal Decomposition (POD) is applied to the groundwater model to reduce its dimension. The information matrix in the full model space can then be searched without solving the full model.
A Convex Formulation for Learning a Shared Predictive Structure from Multiple Tasks
Chen, Jianhui; Tang, Lei; Liu, Jun; Ye, Jieping
2013-01-01
In this paper, we consider the problem of learning from multiple related tasks for improved generalization performance by extracting their shared structures. The alternating structure optimization (ASO) algorithm, which couples all tasks using a shared feature representation, has been successfully applied in various multitask learning problems. However, ASO is nonconvex and the alternating algorithm only finds a local solution. We first present an improved ASO formulation (iASO) for multitask learning based on a new regularizer. We then convert iASO, a nonconvex formulation, into a relaxed convex one (rASO). Interestingly, our theoretical analysis reveals that rASO finds a globally optimal solution to its nonconvex counterpart iASO under certain conditions. rASO can be equivalently reformulated as a semidefinite program (SDP), which is, however, not scalable to large datasets. We propose to employ the block coordinate descent (BCD) method and the accelerated projected gradient (APG) algorithm separately to find the globally optimal solution to rASO; we also develop efficient algorithms for solving the key subproblems involved in BCD and APG. The experiments on the Yahoo webpages datasets and the Drosophila gene expression pattern images datasets demonstrate the effectiveness and efficiency of the proposed algorithms and confirm our theoretical analysis. PMID:23520249
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chang, Justin; Karra, Satish; Nakshatrala, Kalyana B.
It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint for anisotropic diffusion equations. Recently, optimization-based methodologies that satisfy maximum principles and the non-negative constraint for steady-state and transient diffusion-type equations have been proposed. To date, these methodologies have been tested only on small-scale academic problems. The purpose of this paper is to systematically study the performance of the non-negative methodology in the context of high performance computing (HPC). PETSc and TAO libraries are, respectively, usedmore » for the parallel environment and optimization solvers. For large-scale problems, it is important for computational scientists to understand the computational performance of current algorithms available in these scientific libraries. The numerical experiments are conducted on the state-of-the-art HPC systems, and a single-core performance model is used to better characterize the efficiency of the solvers. Furthermore, our studies indicate that the proposed non-negative computational framework for diffusion-type equations exhibits excellent strong scaling for real-world large-scale problems.« less
Optimal guidance law development for an advanced launch system
NASA Technical Reports Server (NTRS)
Calise, Anthony J.; Hodges, Dewey H.
1990-01-01
A regular perturbation analysis is presented. Closed-loop simulations were performed with a first order correction including all of the atmospheric terms. In addition, a method was developed for independently checking the accuracy of the analysis and the rather extensive programming required to implement the complete first order correction with all of the aerodynamic effects included. This amounted to developing an equivalent Hamiltonian computed from the first order analysis. A second order correction was also completed for the neglected spherical Earth and back-pressure effects. Finally, an analysis was begun on a method for dealing with control inequality constraints. The results on including higher order corrections do show some improvement for this application; however, it is not known at this stage if significant improvement will result when the aerodynamic forces are included. The weak formulation for solving optimal problems was extended in order to account for state inequality constraints. The formulation was tested on three example problems and numerical results were compared to the exact solutions. Development of a general purpose computational environment for the solution of a large class of optimal control problems is under way. An example, along with the necessary input and the output, is given.
Chang, Justin; Karra, Satish; Nakshatrala, Kalyana B.
2016-07-26
It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint for anisotropic diffusion equations. Recently, optimization-based methodologies that satisfy maximum principles and the non-negative constraint for steady-state and transient diffusion-type equations have been proposed. To date, these methodologies have been tested only on small-scale academic problems. The purpose of this paper is to systematically study the performance of the non-negative methodology in the context of high performance computing (HPC). PETSc and TAO libraries are, respectively, usedmore » for the parallel environment and optimization solvers. For large-scale problems, it is important for computational scientists to understand the computational performance of current algorithms available in these scientific libraries. The numerical experiments are conducted on the state-of-the-art HPC systems, and a single-core performance model is used to better characterize the efficiency of the solvers. Furthermore, our studies indicate that the proposed non-negative computational framework for diffusion-type equations exhibits excellent strong scaling for real-world large-scale problems.« less
Interception in three dimensions - An energy formulation
NASA Technical Reports Server (NTRS)
Rajan, N.; Ardema, M. D.
1983-01-01
The problem of minimum-time interception of a target flying in three dimensional space is analyzed with the interceptor aircraft modeled through energy-state approximation. A coordinate transformation that uncouples the interceptor's extremals from the target motion in an open-loop sense is introduced, and the necessary conditions for optimality and the optimal controls are derived. Example extremals are shown.
21st Century Locomotive Technology: Quarterly Technical Status Report 28
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lembit Salasoo; Ramu Chandra
2010-02-19
Thermal testing of a subscale locomotive sodium battery module was initiated.to validate thermal models. The hybrid trip optimizer problem was formulated. As outcomes of this project, GE has proceeded to commercialize trip optimizer technology, and has initiated work on a state-of-the-art battery manufacturing plant for high energy density, sodium-based batteries.
Evaluation of forest management systems under risk of wildfire
Kari Hyytiainen; Robert G. Haight
2010-01-01
We evaluate the economic efficiency of even- and uneven-aged management systems under risk of wildfire. The management problems are formulated for a mixed-conifer stand and approximations of the optimal solutions are obtained using simulation optimization. The Northern Idaho variant of the Forest Vegetation Simulator and its Fire and Fuels Extension is used to predict...
NASA Technical Reports Server (NTRS)
Moerder, Daniel D.
2014-01-01
MADS (Minimization Assistant for Dynamical Systems) is a trajectory optimization code in which a user-specified performance measure is directly minimized, subject to constraints placed on a low-order discretization of user-supplied plant ordinary differential equations. This document describes the mathematical formulation of the set of trajectory optimization problems for which MADS is suitable, and describes the user interface. Usage examples are provided.
An optimal control approach to the design of moving flight simulators
NASA Technical Reports Server (NTRS)
Sivan, R.; Ish-Shalom, J.; Huang, J.-K.
1982-01-01
An abstract flight simulator design problem is formulated in the form of an optimal control problem, which is solved for the linear-quadratic-Gaussian special case using a mathematical model of the vestibular organs. The optimization criterion used is the mean-square difference between the physiological outputs of the vestibular organs of the pilot in the aircraft and the pilot in the simulator. The dynamical equations are linearized, and the output signal is modeled as a random process with rational power spectral density. The method described yields the optimal structure of the simulator's motion generator, or 'washout filter'. A two-degree-of-freedom flight simulator design, including single output simulations, is presented.
A duality framework for stochastic optimal control of complex systems
Malikopoulos, Andreas A.
2016-01-01
In this study, we address the problem of minimizing the long-run expected average cost of a complex system consisting of interactive subsystems. We formulate a multiobjective optimization problem of the one-stage expected costs of the subsystems and provide a duality framework to prove that the control policy yielding the Pareto optimal solution minimizes the average cost criterion of the system. We provide the conditions of existence and a geometric interpretation of the solution. For practical situations having constraints consistent with those studied here, our results imply that the Pareto control policy may be of value when we seek to derivemore » online the optimal control policy in complex systems.« 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.
1992-05-01
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
Simultaneous Aerodynamic Analysis and Design Optimization (SAADO) for a 3-D Flexible Wing
NASA Technical Reports Server (NTRS)
Gumbert, Clyde R.; Hou, Gene J.-W.
2001-01-01
The formulation and implementation of an optimization method called Simultaneous Aerodynamic Analysis and Design Optimization (SAADO) are extended from single discipline analysis (aerodynamics only) to multidisciplinary analysis - in this case, static aero-structural analysis - and applied to a simple 3-D wing problem. The method aims to reduce the computational expense incurred in performing shape optimization using state-of-the-art Computational Fluid Dynamics (CFD) flow analysis, Finite Element Method (FEM) structural analysis and sensitivity analysis tools. Results for this small problem show that the method reaches the same local optimum as conventional optimization. However, unlike its application to the win,, (single discipline analysis), the method. as I implemented here, may not show significant reduction in the computational cost. Similar reductions were seen in the two-design-variable (DV) problem results but not in the 8-DV results given here.
Generic Entity Resolution in Relational Databases
NASA Astrophysics Data System (ADS)
Sidló, Csaba István
Entity Resolution (ER) covers the problem of identifying distinct representations of real-world entities in heterogeneous databases. We consider the generic formulation of ER problems (GER) with exact outcome. In practice, input data usually resides in relational databases and can grow to huge volumes. Yet, typical solutions described in the literature employ standalone memory resident algorithms. In this paper we utilize facilities of standard, unmodified relational database management systems (RDBMS) to enhance the efficiency of GER algorithms. We study and revise the problem formulation, and propose practical and efficient algorithms optimized for RDBMS external memory processing. We outline a real-world scenario and demonstrate the advantage of algorithms by performing experiments on insurance customer data.
Damage tolerant design using collapse techniques
NASA Technical Reports Server (NTRS)
Haftka, R. T.
1982-01-01
A new approach to the design of structures for improved global damage tolerance is presented. In its undamaged condition the structure is designed subject to strength, displacement and buckling constraints. In the damaged condition the only constraint is that the structure will not collapse. The collapse load calculation is formulated as a maximization problem and solved by an interior extended penalty function. The design for minimum weight subject to constraints on the undamaged structure and a specified level of the collapse load is a minimization problem which is also solved by a penalty function formulation. Thus the overall problem is of a nested or multilevel optimization. Examples are presented to demonstrate the difference between the present and more traditional approaches.
NASA Astrophysics Data System (ADS)
Chen, Xiuguo; Gu, Honggang; Jiang, Hao; Zhang, Chuanwei; Liu, Shiyuan
2018-04-01
Measurement configuration optimization (MCO) is a ubiquitous and important issue in optical scatterometry, whose aim is to probe the optimal combination of measurement conditions, such as wavelength, incidence angle, azimuthal angle, and/or polarization directions, to achieve a higher measurement precision for a given measuring instrument. In this paper, the MCO problem is investigated and formulated as a multi-objective optimization problem, which is then solved by the multi-objective genetic algorithm (MOGA). The case study on the Mueller matrix scatterometry for the measurement of a Si grating verifies the feasibility of the MOGA in handling the MCO problem in optical scatterometry by making a comparison with the Monte Carlo simulations. Experiments performed at the achieved optimal measurement configuration also show good agreement between the measured and calculated best-fit Mueller matrix spectra. The proposed MCO method based on MOGA is expected to provide a more general and practical means to solve the MCO problem in the state-of-the-art optical scatterometry.
Advanced design for orbital debris removal in support of solar system exploration
NASA Technical Reports Server (NTRS)
1991-01-01
The development of an Autonomous Space Processor for Orbital Debris (ASPOD) is the ultimate goal. The craft will process, in situ, orbital debris using resources available in low Earth orbit (LEO). The serious problem of orbital debris is briefly described and the nature of the large debris population is outlined. This year, focus was on development of a versatile robotic manipulator to augment an existing robotic arm; incorporation of remote operation of robotic arms; and formulation of optimal (time and energy) trajectory planning algorithms for coordinating robotic arms. The mechanical design of the new arm is described in detail. The versatile work envelope is explained showing the flexibility of the new design. Several telemetry communication systems are described which will enable the remote operation of the robotic arms. The trajectory planning algorithms are fully developed for both the time-optimal and energy-optimal problem. The optimal problem is solved using phase plane techniques while the energy optimal problem is solved using dynamics programming.
Sniffer Channel Selection for Monitoring Wireless LANs
NASA Astrophysics Data System (ADS)
Song, Yuan; Chen, Xian; Kim, Yoo-Ah; Wang, Bing; Chen, Guanling
Wireless sniffers are often used to monitor APs in wireless LANs (WLANs) for network management, fault detection, traffic characterization, and optimizing deployment. It is cost effective to deploy single-radio sniffers that can monitor multiple nearby APs. However, since nearby APs often operate on orthogonal channels, a sniffer needs to switch among multiple channels to monitor its nearby APs. In this paper, we formulate and solve two optimization problems on sniffer channel selection. Both problems require that each AP be monitored by at least one sniffer. In addition, one optimization problem requires minimizing the maximum number of channels that a sniffer listens to, and the other requires minimizing the total number of channels that the sniffers listen to. We propose a novel LP-relaxation based algorithm, and two simple greedy heuristics for the above two optimization problems. Through simulation, we demonstrate that all the algorithms are effective in achieving their optimization goals, and the LP-based algorithm outperforms the greedy heuristics.
Autonomous space processor for orbital debris
NASA Technical Reports Server (NTRS)
Ramohalli, Kumar; Marine, Micky; Colvin, James; Crockett, Richard; Sword, Lee; Putz, Jennifer; Woelfle, Sheri
1991-01-01
The development of an Autonomous Space Processor for Orbital Debris (ASPOD) was the goal. The nature of this craft, which will process, in situ, orbital debris using resources available in low Earth orbit (LEO) is explained. The serious problem of orbital debris is briefly described and the nature of the large debris population is outlined. The focus was on the development of a versatile robotic manipulator to augment an existing robotic arm, the incorporation of remote operation of the robotic arms, and the formulation of optimal (time and energy) trajectory planning algorithms for coordinated robotic arms. The mechanical design of the new arm is described in detail. The work envelope is explained showing the flexibility of the new design. Several telemetry communication systems are described which will enable the remote operation of the robotic arms. The trajectory planning algorithms are fully developed for both the time optimal and energy optimal problems. The time optimal problem is solved using phase plane techniques while the energy optimal problem is solved using dynamic programming.
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).
Optimization of Airport Surface Traffic: A Case-Study of Incheon International Airport
NASA Technical Reports Server (NTRS)
Eun, Yeonju; Jeon, Daekeun; Lee, Hanbong; Jung, Yoon C.; Zhu, Zhifan; Jeong, Myeongsook; Kim, Hyounkong; Oh, Eunmi; Hong, Sungkwon
2017-01-01
This study aims to develop a controllers decision support tool for departure and surface management of ICN. Airport surface traffic optimization for Incheon International Airport (ICN) in South Korea was studied based on the operational characteristics of ICN and airspace of Korea. For surface traffic optimization, a multiple runway scheduling problem and a taxi scheduling problem were formulated into two Mixed Integer Linear Programming (MILP) optimization models. The Miles-In-Trail (MIT) separation constraint at the departure fix shared by the departure flights from multiple runways and the runway crossing constraints due to the taxi route configuration specific to ICN were incorporated into the runway scheduling and taxiway scheduling problems, respectively. Since the MILP-based optimization model for the multiple runway scheduling problem may be computationally intensive, computation times and delay costs of different solving methods were compared for a practical implementation. This research was a collaboration between Korea Aerospace Research Institute (KARI) and National Aeronautics and Space Administration (NASA).
Optimization of Airport Surface Traffic: A Case-Study of Incheon International Airport
NASA Technical Reports Server (NTRS)
Eun, Yeonju; Jeon, Daekeun; Lee, Hanbong; Jung, Yoon Chul; Zhu, Zhifan; Jeong, Myeong-Sook; Kim, Hyoun Kyoung; Oh, Eunmi; Hong, Sungkwon
2017-01-01
This study aims to develop a controllers' decision support tool for departure and surface management of ICN. Airport surface traffic optimization for Incheon International Airport (ICN) in South Korea was studied based on the operational characteristics of ICN and airspace of Korea. For surface traffic optimization, a multiple runway scheduling problem and a taxi scheduling problem were formulated into two Mixed Integer Linear Programming (MILP) optimization models. The Miles-In-Trail (MIT) separation constraint at the departure fix shared by the departure flights from multiple runways and the runway crossing constraints due to the taxi route configuration specific to ICN were incorporated into the runway scheduling and taxiway scheduling problems, respectively. Since the MILP-based optimization model for the multiple runway scheduling problem may be computationally intensive, computation times and delay costs of different solving methods were compared for a practical implementation. This research was a collaboration between Korea Aerospace Research Institute (KARI) and National Aeronautics and Space Administration (NASA).
Mokeddem, Diab; Khellaf, Abdelhafid
2009-01-01
Optimal design problem are widely known by their multiple performance measures that are often competing with each other. In this paper, an optimal multiproduct batch chemical plant design is presented. The design is firstly formulated as a multiobjective optimization problem, to be solved using the well suited non dominating sorting genetic algorithm (NSGA-II). The NSGA-II have capability to achieve fine tuning of variables in determining a set of non dominating solutions distributed along the Pareto front in a single run of the algorithm. The NSGA-II ability to identify a set of optimal solutions provides the decision-maker DM with a complete picture of the optimal solution space to gain better and appropriate choices. Then an outranking with PROMETHEE II helps the decision-maker to finalize the selection of a best compromise. The effectiveness of NSGA-II method with multiojective optimization problem is illustrated through two carefully referenced examples. PMID:19543537
Saa, Pedro A.; Nielsen, Lars K.
2016-01-01
Motivation: Computation of steady-state flux solutions in large metabolic models is routinely performed using flux balance analysis based on a simple LP (Linear Programming) formulation. A minimal requirement for thermodynamic feasibility of the flux solution is the absence of internal loops, which are enforced using ‘loopless constraints’. The resulting loopless flux problem is a substantially harder MILP (Mixed Integer Linear Programming) problem, which is computationally expensive for large metabolic models. Results: We developed a pre-processing algorithm that significantly reduces the size of the original loopless problem into an easier and equivalent MILP problem. The pre-processing step employs a fast matrix sparsification algorithm—Fast- sparse null-space pursuit (SNP)—inspired by recent results on SNP. By finding a reduced feasible ‘loop-law’ matrix subject to known directionalities, Fast-SNP considerably improves the computational efficiency in several metabolic models running different loopless optimization problems. Furthermore, analysis of the topology encoded in the reduced loop matrix enabled identification of key directional constraints for the potential permanent elimination of infeasible loops in the underlying model. Overall, Fast-SNP is an effective and simple algorithm for efficient formulation of loop-law constraints, making loopless flux optimization feasible and numerically tractable at large scale. Availability and Implementation: Source code for MATLAB including examples is freely available for download at http://www.aibn.uq.edu.au/cssb-resources under Software. Optimization uses Gurobi, CPLEX or GLPK (the latter is included with the algorithm). Contact: lars.nielsen@uq.edu.au Supplementary information: Supplementary data are available at Bioinformatics online. PMID:27559155
A Projection free method for Generalized Eigenvalue Problem with a nonsmooth Regularizer.
Hwang, Seong Jae; Collins, Maxwell D; Ravi, Sathya N; Ithapu, Vamsi K; Adluru, Nagesh; Johnson, Sterling C; Singh, Vikas
2015-12-01
Eigenvalue problems are ubiquitous in computer vision, covering a very broad spectrum of applications ranging from estimation problems in multi-view geometry to image segmentation. Few other linear algebra problems have a more mature set of numerical routines available and many computer vision libraries leverage such tools extensively. However, the ability to call the underlying solver only as a "black box" can often become restrictive. Many 'human in the loop' settings in vision frequently exploit supervision from an expert, to the extent that the user can be considered a subroutine in the overall system. In other cases, there is additional domain knowledge, side or even partial information that one may want to incorporate within the formulation. In general, regularizing a (generalized) eigenvalue problem with such side information remains difficult. Motivated by these needs, this paper presents an optimization scheme to solve generalized eigenvalue problems (GEP) involving a (nonsmooth) regularizer. We start from an alternative formulation of GEP where the feasibility set of the model involves the Stiefel manifold. The core of this paper presents an end to end stochastic optimization scheme for the resultant problem. We show how this general algorithm enables improved statistical analysis of brain imaging data where the regularizer is derived from other 'views' of the disease pathology, involving clinical measurements and other image-derived representations.
Modeling human target acquisition in ground-to-air weapon systems
NASA Technical Reports Server (NTRS)
Phatak, A. V.; Mohr, R. L.; Vikmanis, M.; Wei, K. C.
1982-01-01
The problems associated with formulating and validating mathematical models for describing and predicting human target acquisition response are considered. In particular, the extension of the human observer model to include the acquisition phase as well as the tracking segment is presented. Relationship of the Observer model structure to the more complex Standard Optimal Control model formulation and to the simpler Transfer Function/Noise representation is discussed. Problems pertinent to structural identifiability and the form of the parameterization are elucidated. A systematic approach toward the identification of the observer acquisition model parameters from ensemble tracking error data is presented.
Optimal assignment of workers to supporting services in a hospital
NASA Astrophysics Data System (ADS)
Sawik, Bartosz; Mikulik, Jerzy
2008-01-01
Supporting services play an important role in health care institutions such as hospitals. This paper presents an application of operations research model for optimal allocation of workers among supporting services in a public hospital. The services include logistics, inventory management, financial management, operations management, medical analysis, etc. The optimality criterion of the problem is to minimize operations costs of supporting services subject to some specific constraints. The constraints represent specific conditions for resource allocation in a hospital. The overall problem is formulated as an integer program in the literature known as the assignment problem, where the decision variables represent the assignment of people to various jobs. The results of some computational experiments modeled on a real data from a selected Polish hospital are reported.
Yan, Yongsheng; Wang, Haiyan; Shen, Xiaohong; Leng, Bing; Li, Shuangquan
2018-05-21
The energy reading has been an efficient and attractive measure for collaborative acoustic source localization in practical application due to its cost saving in both energy and computation capability. The maximum likelihood problems by fusing received acoustic energy readings transmitted from local sensors are derived. Aiming to efficiently solve the nonconvex objective of the optimization problem, we present an approximate estimator of the original problem. Then, a direct norm relaxation and semidefinite relaxation, respectively, are utilized to derive the second-order cone programming, semidefinite programming or mixture of them for both cases of sensor self-location and source localization. Furthermore, by taking the colored energy reading noise into account, several minimax optimization problems are formulated, which are also relaxed via the direct norm relaxation and semidefinite relaxation respectively into convex optimization problems. Performance comparison with the existing acoustic energy-based source localization methods is given, where the results show the validity of our proposed methods.
Yan, Yongsheng; Wang, Haiyan; Shen, Xiaohong; Leng, Bing; Li, Shuangquan
2018-01-01
The energy reading has been an efficient and attractive measure for collaborative acoustic source localization in practical application due to its cost saving in both energy and computation capability. The maximum likelihood problems by fusing received acoustic energy readings transmitted from local sensors are derived. Aiming to efficiently solve the nonconvex objective of the optimization problem, we present an approximate estimator of the original problem. Then, a direct norm relaxation and semidefinite relaxation, respectively, are utilized to derive the second-order cone programming, semidefinite programming or mixture of them for both cases of sensor self-location and source localization. Furthermore, by taking the colored energy reading noise into account, several minimax optimization problems are formulated, which are also relaxed via the direct norm relaxation and semidefinite relaxation respectively into convex optimization problems. Performance comparison with the existing acoustic energy-based source localization methods is given, where the results show the validity of our proposed methods. PMID:29883410
NASA Astrophysics Data System (ADS)
Li, J. C.; Gong, B.; Wang, H. G.
2016-08-01
Optimal development of shale gas fields involves designing a most productive fracturing network for hydraulic stimulation processes and operating wells appropriately throughout the production time. A hydraulic fracturing network design-determining well placement, number of fracturing stages, and fracture lengths-is defined by specifying a set of integer ordered blocks to drill wells and create fractures in a discrete shale gas reservoir model. The well control variables such as bottom hole pressures or production rates for well operations are real valued. Shale gas development problems, therefore, can be mathematically formulated with mixed-integer optimization models. A shale gas reservoir simulator is used to evaluate the production performance for a hydraulic fracturing and well control plan. To find the optimal fracturing design and well operation is challenging because the problem is a mixed integer optimization problem and entails computationally expensive reservoir simulation. A dynamic simplex interpolation-based alternate subspace (DSIAS) search method is applied for mixed integer optimization problems associated with shale gas development projects. The optimization performance is demonstrated with the example case of the development of the Barnett Shale field. The optimization results of DSIAS are compared with those of a pattern search algorithm.
Comparing genomes with rearrangements and segmental duplications.
Shao, Mingfu; Moret, Bernard M E
2015-06-15
Large-scale evolutionary events such as genomic rearrange.ments and segmental duplications form an important part of the evolution of genomes and are widely studied from both biological and computational perspectives. A basic computational problem is to infer these events in the evolutionary history for given modern genomes, a task for which many algorithms have been proposed under various constraints. Algorithms that can handle both rearrangements and content-modifying events such as duplications and losses remain few and limited in their applicability. We study the comparison of two genomes under a model including general rearrangements (through double-cut-and-join) and segmental duplications. We formulate the comparison as an optimization problem and describe an exact algorithm to solve it by using an integer linear program. We also devise a sufficient condition and an efficient algorithm to identify optimal substructures, which can simplify the problem while preserving optimality. Using the optimal substructures with the integer linear program (ILP) formulation yields a practical and exact algorithm to solve the problem. We then apply our algorithm to assign in-paralogs and orthologs (a necessary step in handling duplications) and compare its performance with that of the state-of-the-art method MSOAR, using both simulations and real data. On simulated datasets, our method outperforms MSOAR by a significant margin, and on five well-annotated species, MSOAR achieves high accuracy, yet our method performs slightly better on each of the 10 pairwise comparisons. http://lcbb.epfl.ch/softwares/coser. © The Author 2015. Published by Oxford University Press.
State-constrained booster trajectory solutions via finite elements and shooting
NASA Technical Reports Server (NTRS)
Bless, Robert R.; Hodges, Dewey H.; Seywald, Hans
1993-01-01
This paper presents an extension of a FEM formulation based on variational principles. A general formulation for handling internal boundary conditions and discontinuities in the state equations is presented, and the general formulation is modified for optimal control problems subject to state-variable inequality constraints. Solutions which only touch the state constraint and solutions which have a boundary arc of finite length are considered. Suitable shape and test functions are chosen for a FEM discretization. All element quadrature (equivalent to one-point Gaussian quadrature over each element) may be done in closed form. The final form of the algebraic equations is then derived. A simple state-constrained problem is solved. Then, for a practical application of the use of the FEM formulation, a launch vehicle subject to a dynamic pressure constraint (a first-order state inequality constraint) is solved. The results presented for the launch-vehicle trajectory have some interesting features, including a touch-point solution.
NASA Astrophysics Data System (ADS)
Reiter, D. T.; Rodi, W. L.
2015-12-01
Constructing 3D Earth models through the joint inversion of large geophysical data sets presents numerous theoretical and practical challenges, especially when diverse types of data and model parameters are involved. Among the challenges are the computational complexity associated with large data and model vectors and the need to unify differing model parameterizations, forward modeling methods and regularization schemes within a common inversion framework. The challenges can be addressed in part by decomposing the inverse problem into smaller, simpler inverse problems that can be solved separately, providing one knows how to merge the separate inversion results into an optimal solution of the full problem. We have formulated an approach to the decomposition of large inverse problems based on the augmented Lagrangian technique from optimization theory. As commonly done, we define a solution to the full inverse problem as the Earth model minimizing an objective function motivated, for example, by a Bayesian inference formulation. Our decomposition approach recasts the minimization problem equivalently as the minimization of component objective functions, corresponding to specified data subsets, subject to the constraints that the minimizing models be equal. A standard optimization algorithm solves the resulting constrained minimization problems by alternating between the separate solution of the component problems and the updating of Lagrange multipliers that serve to steer the individual solution models toward a common model solving the full problem. We are applying our inversion method to the reconstruction of the·crust and upper-mantle seismic velocity structure across Eurasia.· Data for the inversion comprise a large set of P and S body-wave travel times·and fundamental and first-higher mode Rayleigh-wave group velocities.
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.
The role of service areas in the optimization of FSS orbital and frequency assignments
NASA Technical Reports Server (NTRS)
Levis, C. A.; Wang, C. W.; Yamamura, Y.; Reilly, C. H.; Gonsalvez, D. J.
1985-01-01
A relationship is derived, on a single-entry interference basis, for the minimum allowable spacing between two satellites as a function of electrical parameters and service-area geometries. For circular beams, universal curves relate the topocentric satellite spacing angle to the service-area separation angle measured at the satellite. The corresponding geocentric spacing depends only weakly on the mean longitude of the two satellites, and this is true also for alliptical antenna beams. As a consequence, if frequency channels are preassigned, the orbital assignment synthesis of a satellite system can be formulated as a mixed-integer programming (MIP) problem or approximated by a linear programming (LP) problem, with the interference protection requirements enforced by constraints while some linear function is optimized. Possible objective-function choices are discussed and explicit formulations are presented for the choice of the sum of the absolute deviations of the orbital locations from some prescribed ideal location set. A test problem is posed consisting of six service areas, each served by one satellite, all using elliptical antenna beams and the same frequency channels. Numerical results are given for the three ideal location prescriptions for both the MIP and LP formulations. The resulting scenarios also satisfy reasonable aggregate interference protection requirements.
NASA Astrophysics Data System (ADS)
da Silva Fernandes, S.; das Chagas Carvalho, F.; Bateli Romão, J. V.
2018-04-01
A numerical-analytical procedure based on infinitesimal canonical transformations is developed for computing optimal time-fixed low-thrust limited power transfers (no rendezvous) between coplanar orbits with small eccentricities in an inverse-square force field. The optimization problem is formulated as a Mayer problem with a set of non-singular orbital elements as state variables. Second order terms in eccentricity are considered in the development of the maximum Hamiltonian describing the optimal trajectories. The two-point boundary value problem of going from an initial orbit to a final orbit is solved by means of a two-stage Newton-Raphson algorithm which uses an infinitesimal canonical transformation. Numerical results are presented for some transfers between circular orbits with moderate radius ratio, including a preliminary analysis of Earth-Mars and Earth-Venus missions.
Redundant interferometric calibration as a complex optimization problem
NASA Astrophysics Data System (ADS)
Grobler, T. L.; Bernardi, G.; Kenyon, J. S.; Parsons, A. R.; Smirnov, O. M.
2018-05-01
Observations of the redshifted 21 cm line from the epoch of reionization have recently motivated the construction of low-frequency radio arrays with highly redundant configurations. These configurations provide an alternative calibration strategy - `redundant calibration' - and boost sensitivity on specific spatial scales. In this paper, we formulate calibration of redundant interferometric arrays as a complex optimization problem. We solve this optimization problem via the Levenberg-Marquardt algorithm. This calibration approach is more robust to initial conditions than current algorithms and, by leveraging an approximate matrix inversion, allows for further optimization and an efficient implementation (`redundant STEFCAL'). We also investigated using the preconditioned conjugate gradient method as an alternative to the approximate matrix inverse, but found that its computational performance is not competitive with respect to `redundant STEFCAL'. The efficient implementation of this new algorithm is made publicly available.
An approach for aerodynamic optimization of transonic fan blades
NASA Astrophysics Data System (ADS)
Khelghatibana, Maryam
Aerodynamic design optimization of transonic fan blades is a highly challenging problem due to the complexity of flow field inside the fan, the conflicting design requirements and the high-dimensional design space. In order to address all these challenges, an aerodynamic design optimization method is developed in this study. This method automates the design process by integrating a geometrical parameterization method, a CFD solver and numerical optimization methods that can be applied to both single and multi-point optimization design problems. A multi-level blade parameterization is employed to modify the blade geometry. Numerical analyses are performed by solving 3D RANS equations combined with SST turbulence model. Genetic algorithms and hybrid optimization methods are applied to solve the optimization problem. In order to verify the effectiveness and feasibility of the optimization method, a singlepoint optimization problem aiming to maximize design efficiency is formulated and applied to redesign a test case. However, transonic fan blade design is inherently a multi-faceted problem that deals with several objectives such as efficiency, stall margin, and choke margin. The proposed multi-point optimization method in the current study is formulated as a bi-objective problem to maximize design and near-stall efficiencies while maintaining the required design pressure ratio. Enhancing these objectives significantly deteriorate the choke margin, specifically at high rotational speeds. Therefore, another constraint is embedded in the optimization problem in order to prevent the reduction of choke margin at high speeds. Since capturing stall inception is numerically very expensive, stall margin has not been considered as an objective in the problem statement. However, improving near-stall efficiency results in a better performance at stall condition, which could enhance the stall margin. An investigation is therefore performed on the Pareto-optimal solutions to demonstrate the relation between near-stall efficiency and stall margin. The proposed method is applied to redesign NASA rotor 67 for single and multiple operating conditions. The single-point design optimization showed +0.28 points improvement of isentropic efficiency at design point, while the design pressure ratio and mass flow are, respectively, within 0.12% and 0.11% of the reference blade. Two cases of multi-point optimization are performed: First, the proposed multi-point optimization problem is relaxed by removing the choke margin constraint in order to demonstrate the relation between near-stall efficiency and stall margin. An investigation on the Pareto-optimal solutions of this optimization shows that the stall margin has been increased with improving near-stall efficiency. The second multi-point optimization case is performed with considering all the objectives and constraints. One selected optimized design on the Pareto front presents +0.41, +0.56 and +0.9 points improvement in near-peak efficiency, near-stall efficiency and stall margin, respectively. The design pressure ratio and mass flow are, respectively, within 0.3% and 0.26% of the reference blade. Moreover the optimized design maintains the required choking margin. Detailed aerodynamic analyses are performed to investigate the effect of shape optimization on shock occurrence, secondary flows, tip leakage and shock/tip-leakage interactions in both single and multi-point optimizations.
On optimal control of linear systems in the presence of multiplicative noise
NASA Technical Reports Server (NTRS)
Joshi, S. M.
1976-01-01
This correspondence considers the problem of optimal regulator design for discrete time linear systems subjected to white state-dependent and control-dependent noise in addition to additive white noise in the input and the observations. A pseudo-deterministic problem is first defined in which multiplicative and additive input disturbances are present, but noise-free measurements of the complete state vector are available. This problem is solved via discrete dynamic programming. Next is formulated the problem in which the number of measurements is less than that of the state variables and the measurements are contaminated with state-dependent noise. The inseparability of control and estimation is brought into focus, and an 'enforced separation' solution is obtained via heuristic reasoning in which the control gains are shown to be the same as those in the pseudo-deterministic problem. An optimal linear state estimator is given in order to implement the controller.
Sharma, Deepak
2013-01-01
Recent developments in fast disintegrating tablets have brought convenience in dosing to pediatric and elderly patients who have trouble in swallowing tablets. The objective of the present study was to prepare the fast disintegrating tablet of salbutamol sulphate for respiratory disorders for pediatrics. As precision of dosing and patient's compliance become important prerequisites for a long-term treatment, there is a need to develop a formulation for this drug which overcomes problems such as difficulty in swallowing, inconvenience in administration while travelling, and patient's acceptability. Hence, the present investigation were undertaken with a view to develop a fast disintegrating tablet of salbutamol sulphate which offers a new range of products having desired characteristics and intended benefits. Superdisintegrants such as sodium starch glycolate was optimized. Different binders were optimized along with optimized superdisintegrant concentration. The tablets were prepared by direct compression technique. The tablets were evaluated for hardness, friability, weight variation, wetting time, disintegration time, and uniformity of content. Optimized formulation was evaluated by in vitro dissolution test, drug-excipient compatibility, and accelerated stability study. It was concluded that fast disintegrating tablets of salbutamol sulphate were formulated successfully with desired characteristics which disintegrated rapidly; provided rapid onset of action; and enhanced the patient convenience and compliance. PMID:23956881
Initial Results of an MDO Method Evaluation Study
NASA Technical Reports Server (NTRS)
Alexandrov, Natalia M.; Kodiyalam, Srinivas
1998-01-01
The NASA Langley MDO method evaluation study seeks to arrive at a set of guidelines for using promising MDO methods by accumulating and analyzing computational data for such methods. The data are collected by conducting a series of re- producible experiments. In the first phase of the study, three MDO methods were implemented in the SIGHT: framework and used to solve a set of ten relatively simple problems. In this paper, we comment on the general considerations for conducting method evaluation studies and report some initial results obtained to date. In particular, although the results are not conclusive because of the small initial test set, other formulations, optimality conditions, and sensitivity of solutions to various perturbations. Optimization algorithms are used to solve a particular MDO formulation. It is then appropriate to speak of local convergence rates and of global convergence properties of an optimization algorithm applied to a specific formulation. An analogous distinction exists in the field of partial differential equations. On the one hand, equations are analyzed in terms of regularity, well-posedness, and the existence and unique- ness of solutions. On the other, one considers numerous algorithms for solving differential equations. The area of MDO methods studies MDO formulations combined with optimization algorithms, although at times the distinction is blurred. It is important to
Analysis of an optimization-based atomistic-to-continuum coupling method for point defects
Olson, Derek; Shapeev, Alexander V.; Bochev, Pavel B.; ...
2015-11-16
Here, we formulate and analyze an optimization-based Atomistic-to-Continuum (AtC) coupling method for problems with point defects. Application of a potential-based atomistic model near the defect core enables accurate simulation of the defect. Away from the core, where site energies become nearly independent of the lattice position, the method switches to a more efficient continuum model. The two models are merged by minimizing the mismatch of their states on an overlap region, subject to the atomistic and continuum force balance equations acting independently in their domains. We prove that the optimization problem is well-posed and establish error estimates.
Algorithm For Optimal Control Of Large Structures
NASA Technical Reports Server (NTRS)
Salama, Moktar A.; Garba, John A..; Utku, Senol
1989-01-01
Cost of computation appears competitive with other methods. Problem to compute optimal control of forced response of structure with n degrees of freedom identified in terms of smaller number, r, of vibrational modes. Article begins with Hamilton-Jacobi formulation of mechanics and use of quadratic cost functional. Complexity reduced by alternative approach in which quadratic cost functional expressed in terms of control variables only. Leads to iterative solution of second-order time-integral matrix Volterra equation of second kind containing optimal control vector. Cost of algorithm, measured in terms of number of computations required, is of order of, or less than, cost of prior algoritms applied to similar problems.
Digital program for solving the linear stochastic optimal control and estimation problem
NASA Technical Reports Server (NTRS)
Geyser, L. C.; Lehtinen, B.
1975-01-01
A computer program is described which solves the linear stochastic optimal control and estimation (LSOCE) problem by using a time-domain formulation. The LSOCE problem is defined as that of designing controls for a linear time-invariant system which is disturbed by white noise in such a way as to minimize a performance index which is quadratic in state and control variables. The LSOCE problem and solution are outlined; brief descriptions are given of the solution algorithms, and complete descriptions of each subroutine, including usage information and digital listings, are provided. A test case is included, as well as information on the IBM 7090-7094 DCS time and storage requirements.
Graphical models for optimal power flow
Dvijotham, Krishnamurthy; Chertkov, Michael; Van Hentenryck, Pascal; ...
2016-09-13
Optimal power flow (OPF) is the central optimization problem in electric power grids. Although solved routinely in the course of power grid operations, it is known to be strongly NP-hard in general, and weakly NP-hard over tree networks. In this paper, we formulate the optimal power flow problem over tree networks as an inference problem over a tree-structured graphical model where the nodal variables are low-dimensional vectors. We adapt the standard dynamic programming algorithm for inference over a tree-structured graphical model to the OPF problem. Combining this with an interval discretization of the nodal variables, we develop an approximation algorithmmore » for the OPF problem. Further, we use techniques from constraint programming (CP) to perform interval computations and adaptive bound propagation to obtain practically efficient algorithms. Compared to previous algorithms that solve OPF with optimality guarantees using convex relaxations, our approach is able to work for arbitrary tree-structured distribution networks and handle mixed-integer optimization problems. Further, it can be implemented in a distributed message-passing fashion that is scalable and is suitable for “smart grid” applications like control of distributed energy resources. In conclusion, numerical evaluations on several benchmark networks show that practical OPF problems can be solved effectively using this approach.« less
Optimizing any-aged management of mixed-species stands: II. effects of decision criteria
Robert G. Haight; Robert A. Monserud
1990-01-01
The effects of maximum present value and maximum volume objectives on the efficiencies of alternative silvicultural systems are determined by solving any-aged management problems for mixed-conifer stands in the Northern Rocky Mountains. Any-aged management problems are formulated with periodic planting and harvesting controls and without constraints on the stand age or...
NASA Technical Reports Server (NTRS)
Mehr, Ali Farhang; Tumer, Irem
2005-01-01
In this paper, we will present a new methodology that measures the "worth" of deploying an additional testing instrument (sensor) in terms of the amount of information that can be retrieved from such measurement. This quantity is obtained using a probabilistic model of RLV's that has been partially developed in the NASA Ames Research Center. A number of correlated attributes are identified and used to obtain the worth of deploying a sensor in a given test point from an information-theoretic viewpoint. Once the information-theoretic worth of sensors is formulated and incorporated into our general model for IHM performance, the problem can be formulated as a constrained optimization problem where reliability and operational safety of the system as a whole is considered. Although this research is conducted specifically for RLV's, the proposed methodology in its generic form can be easily extended to other domains of systems health monitoring.
Recent Advances in Source Localisation Using Range Measurements
2015-10-01
Range Weighted SR- LS ............................................................................................ 5 GEOLOCATION USING SEMIDEFINITE... LS ) and the squared range least squares (SR- LS ) [3]. The R- LS -based formulation is of great interest and has been known for its optimal performance...to efficiently compute an R- LS position estimate. A number of optimization tools may be applied to globally solve the R- LS problem and are usually
LDRD Report: Topological Design Optimization of Convolutes in Next Generation Pulsed Power Devices.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cyr, Eric C.; von Winckel, Gregory John; Kouri, Drew Philip
This LDRD project was developed around the ambitious goal of applying PDE-constrained opti- mization approaches to design Z-machine components whose performance is governed by elec- tromagnetic and plasma models. This report documents the results of this LDRD project. Our differentiating approach was to use topology optimization methods developed for structural design and extend them for application to electromagnetic systems pertinent to the Z-machine. To achieve this objective a suite of optimization algorithms were implemented in the ROL library part of the Trilinos framework. These methods were applied to standalone demonstration problems and the Drekar multi-physics research application. Out of thismore » exploration a new augmented Lagrangian approach to structural design problems was developed. We demonstrate that this approach has favorable mesh-independent performance. Both the final design and the algorithmic performance were independent of the size of the mesh. In addition, topology optimization formulations for the design of conducting networks were developed and demonstrated. Of note, this formulation was used to develop a design for the inner magnetically insulated transmission line on the Z-machine. The resulting electromagnetic device is compared with theoretically postulated designs.« less
Automated divertor target design by adjoint shape sensitivity analysis and a one-shot method
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dekeyser, W., E-mail: Wouter.Dekeyser@kuleuven.be; Reiter, D.; Baelmans, M.
As magnetic confinement fusion progresses towards the development of first reactor-scale devices, computational tokamak divertor design is a topic of high priority. Presently, edge plasma codes are used in a forward approach, where magnetic field and divertor geometry are manually adjusted to meet design requirements. Due to the complex edge plasma flows and large number of design variables, this method is computationally very demanding. On the other hand, efficient optimization-based design strategies have been developed in computational aerodynamics and fluid mechanics. Such an optimization approach to divertor target shape design is elaborated in the present paper. A general formulation ofmore » the design problems is given, and conditions characterizing the optimal designs are formulated. Using a continuous adjoint framework, design sensitivities can be computed at a cost of only two edge plasma simulations, independent of the number of design variables. Furthermore, by using a one-shot method the entire optimization problem can be solved at an equivalent cost of only a few forward simulations. The methodology is applied to target shape design for uniform power load, in simplified edge plasma geometry.« less
Galvanic Liquid Applied Coating Development for Protection of Steel in Concrete
NASA Technical Reports Server (NTRS)
Curran, Joseph John; Curran, Jerry; MacDowell, Louis
2004-01-01
Corrosion of reinforcing steel in concrete is a major problem affecting NASA facilities at Kennedy Space Center (KSC), other government agencies, and the general public. Problems include damage to KSC launch support structures, transportation and marine infrastructures, as well as building structures. A galvanic liquid applied coating was developed at KSC in order to address this problem. The coating is a non-epoxy metal rich ethyl silicate liquid coating. The coating is applied as a liquid from initial stage to final stage. Preliminary data shows that this coating system exceeds the NACE 100 millivolt shift criterion. The remainder of the paper details the development of the coating system through the following phases: Phase I: Development of multiple formulations of the coating to achieve easy application characteristics, predictable galvanic activity, long-term protection, and minimum environmental impact. Phase II: Improvement of the formulations tested in Phase I including optimization of metallic loading as well as incorporation of humectants for continuous activation. Phase III: Application and testing of improved formulations on the test blocks. Phase IV: Incorporation of the final formulation upgrades onto large instrumented structures (slabs).
Optimization of dynamic soaring maneuvers to enhance endurance of a versatile UAV
NASA Astrophysics Data System (ADS)
Mir, Imran; Maqsood, Adnan; Akhtar, Suhail
2017-06-01
Dynamic soaring is a process of acquiring energy available in atmospheric wind shears and is commonly exhibited by soaring birds to perform long distance flights. This paper aims to demonstrate a viable algorithm which can be implemented in near real time environment to formulate optimal trajectories for dynamic soaring maneuvers for a small scale Unmanned Aerial Vehicle (UAV). The objective is to harness maximum energy from atmosphere wind shear to improve loiter time for Intelligence, Surveillance and Reconnaissance (ISR) missions. Three-dimensional point-mass UAV equations of motion and linear wind gradient profile are used to model flight dynamics. Utilizing UAV states, controls, operational constraints, initial and terminal conditions that enforce a periodic flight, dynamic soaring problem is formulated as an optimal control problem. Optimized trajectories of the maneuver are subsequently generated employing pseudo spectral techniques against distant UAV performance parameters. The discussion also encompasses the requirement for generation of optimal trajectories for dynamic soaring in real time environment and the ability of the proposed algorithm for speedy solution generation. Coupled with the fact that dynamic soaring is all about immediately utilizing the available energy from the wind shear encountered, the proposed algorithm promises its viability for practical on board implementations requiring computation of trajectories in near real time.
NASA Astrophysics Data System (ADS)
Chu, J.; Zhang, C.; Fu, G.; Li, Y.; Zhou, H.
2015-08-01
This study investigates the effectiveness of a sensitivity-informed method for multi-objective operation of reservoir systems, which uses global sensitivity analysis as a screening tool to reduce computational demands. Sobol's method is used to screen insensitive decision variables and guide the formulation of the optimization problems with a significantly reduced number of decision variables. This sensitivity-informed method dramatically reduces the computational demands required for attaining high-quality approximations of optimal trade-off relationships between conflicting design objectives. The search results obtained from the reduced complexity multi-objective reservoir operation problems are then used to pre-condition the full search of the original optimization problem. In two case studies, the Dahuofang reservoir and the inter-basin multi-reservoir system in Liaoning province, China, sensitivity analysis results show that reservoir performance is strongly controlled by a small proportion of decision variables. Sensitivity-informed dimension reduction and pre-conditioning are evaluated in their ability to improve the efficiency and effectiveness of multi-objective evolutionary optimization. Overall, this study illustrates the efficiency and effectiveness of the sensitivity-informed method and the use of global sensitivity analysis to inform dimension reduction of optimization problems when solving complex multi-objective reservoir operation problems.
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.
A continuous GRASP to determine the relationship between drugs and adverse reactions
DOE Office of Scientific and Technical Information (OSTI.GOV)
Hirsch, Michael J.; Meneses, Claudio N.; Pardalos, Panos M.
2007-11-05
Adverse drag reactions (ADRs) are estimated to be one of the leading causes of death. Many national and international agencies have set up databases of ADR reports for the express purpose of determining the relationship between drugs and adverse reactions that they cause. We formulate the drug-reaction relationship problem as a continuous optimization problem and utilize C-GRASP, a new continuous global optimization heuristic, to approximately determine the relationship between drugs and adverse reactions. Our approach is compared against others in the literature and is shown to find better solutions.
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.
NASA Astrophysics Data System (ADS)
Eyono Obono, S. D.; Basak, Sujit Kumar
2011-12-01
The general formulation of the assignment problem consists in the optimal allocation of a given set of tasks to a workforce. This problem is covered by existing literature for different domains such as distributed databases, distributed systems, transportation, packets radio networks, IT outsourcing, and teaching allocation. This paper presents a new version of the assignment problem for the allocation of academic tasks to staff members in departments with long leave opportunities. It presents the description of a workload allocation scheme and its algorithm, for the allocation of an equitable number of tasks in academic departments where long leaves are necessary.
Optimal orbit transfer suitable for large flexible structures
NASA Technical Reports Server (NTRS)
Chatterjee, Alok K.
1989-01-01
The problem of continuous low-thrust planar orbit transfer of large flexible structures is formulated as an optimal control problem with terminal state constraints. The dynamics of the spacecraft motion are treated as a point-mass central force field problem; the thrust-acceleration magnitude is treated as an additional state variable; and the rate of change of thrust-acceleration is treated as a control variable. To ensure smooth transfer, essential for flexible structures, an additional quadratic term is appended to the time cost functional. This term penalizes any abrupt change in acceleration. Numerical results are presented for the special case of a planar transfer.
Human motion planning based on recursive dynamics and optimal control techniques
NASA Technical Reports Server (NTRS)
Lo, Janzen; Huang, Gang; Metaxas, Dimitris
2002-01-01
This paper presents an efficient optimal control and recursive dynamics-based computer animation system for simulating and controlling the motion of articulated figures. A quasi-Newton nonlinear programming technique (super-linear convergence) is implemented to solve minimum torque-based human motion-planning problems. The explicit analytical gradients needed in the dynamics are derived using a matrix exponential formulation and Lie algebra. Cubic spline functions are used to make the search space for an optimal solution finite. Based on our formulations, our method is well conditioned and robust, in addition to being computationally efficient. To better illustrate the efficiency of our method, we present results of natural looking and physically correct human motions for a variety of human motion tasks involving open and closed loop kinematic chains.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Liu, X; Belcher, AH; Wiersma, R
Purpose: In radiation therapy optimization the constraints can be either hard constraints which must be satisfied or soft constraints which are included but do not need to be satisfied exactly. Currently the voxel dose constraints are viewed as soft constraints and included as a part of the objective function and approximated as an unconstrained problem. However in some treatment planning cases the constraints should be specified as hard constraints and solved by constrained optimization. The goal of this work is to present a computation efficiency graph form alternating direction method of multipliers (ADMM) algorithm for constrained quadratic treatment planning optimizationmore » and compare it with several commonly used algorithms/toolbox. Method: ADMM can be viewed as an attempt to blend the benefits of dual decomposition and augmented Lagrangian methods for constrained optimization. Various proximal operators were first constructed as applicable to quadratic IMRT constrained optimization and the problem was formulated in a graph form of ADMM. A pre-iteration operation for the projection of a point to a graph was also proposed to further accelerate the computation. Result: The graph form ADMM algorithm was tested by the Common Optimization for Radiation Therapy (CORT) dataset including TG119, prostate, liver, and head & neck cases. Both unconstrained and constrained optimization problems were formulated for comparison purposes. All optimizations were solved by LBFGS, IPOPT, Matlab built-in toolbox, CVX (implementing SeDuMi) and Mosek solvers. For unconstrained optimization, it was found that LBFGS performs the best, and it was 3–5 times faster than graph form ADMM. However, for constrained optimization, graph form ADMM was 8 – 100 times faster than the other solvers. Conclusion: A graph form ADMM can be applied to constrained quadratic IMRT optimization. It is more computationally efficient than several other commercial and noncommercial optimizers and it also used significantly less computer memory.« less
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.
Optimal motion planning for collision avoidance of mobile robots in non-stationary environments
NASA Technical Reports Server (NTRS)
Kyriakopoulos, K. J.; Saridis, G. N.
1992-01-01
An optimal control formulation of the problem of collision avoidance of mobile robots moving in general terrains containing moving obstacles is presented. A dynamic model of the mobile robot and the dynamic constraints are derived. Collision avoidance is guaranteed if the minimum distance between the robot and the object is nonzero. A nominal trajectory is assumed to be known from off-line planning. The main idea is to change the velocity along the nominal trajectory so that collisions are avoided. Time consistency with the nominal plan is desirable. A numerical solution of the optimization problem is obtained. A perturbation control type of approach is used to update the optimal plan. Simulation results verify the value of the proposed strategy.
Nonexpansiveness of a linearized augmented Lagrangian operator for hierarchical convex optimization
NASA Astrophysics Data System (ADS)
Yamagishi, Masao; Yamada, Isao
2017-04-01
Hierarchical convex optimization concerns two-stage optimization problems: the first stage problem is a convex optimization; the second stage problem is the minimization of a convex function over the solution set of the first stage problem. For the hierarchical convex optimization, the hybrid steepest descent method (HSDM) can be applied, where the solution set of the first stage problem must be expressed as the fixed point set of a certain nonexpansive operator. In this paper, we propose a nonexpansive operator that yields a computationally efficient update when it is plugged into the HSDM. The proposed operator is inspired by the update of the linearized augmented Lagrangian method. It is applicable to characterize the solution set of recent sophisticated convex optimization problems found in the context of inverse problems, where the sum of multiple proximable convex functions involving linear operators must be minimized to incorporate preferable properties into the minimizers. For such a problem formulation, there has not yet been reported any nonexpansive operator that yields an update free from the inversions of linear operators in cases where it is utilized in the HSDM. Unlike previously known nonexpansive operators, the proposed operator yields an inversion-free update in such cases. As an application of the proposed operator plugged into the HSDM, we also present, in the context of the so-called superiorization, an algorithmic solution to a convex optimization problem over the generalized convex feasible set where the intersection of the hard constraints is not necessarily simple.
Oizumi, Ryo
2014-01-01
Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of "Stochastic Control Theory" in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path-integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models.
Unification Theory of Optimal Life Histories and Linear Demographic Models in Internal Stochasticity
Oizumi, Ryo
2014-01-01
Life history of organisms is exposed to uncertainty generated by internal and external stochasticities. Internal stochasticity is generated by the randomness in each individual life history, such as randomness in food intake, genetic character and size growth rate, whereas external stochasticity is due to the environment. For instance, it is known that the external stochasticity tends to affect population growth rate negatively. It has been shown in a recent theoretical study using path-integral formulation in structured linear demographic models that internal stochasticity can affect population growth rate positively or negatively. However, internal stochasticity has not been the main subject of researches. Taking account of effect of internal stochasticity on the population growth rate, the fittest organism has the optimal control of life history affected by the stochasticity in the habitat. The study of this control is known as the optimal life schedule problems. In order to analyze the optimal control under internal stochasticity, we need to make use of “Stochastic Control Theory” in the optimal life schedule problem. There is, however, no such kind of theory unifying optimal life history and internal stochasticity. This study focuses on an extension of optimal life schedule problems to unify control theory of internal stochasticity into linear demographic models. First, we show the relationship between the general age-states linear demographic models and the stochastic control theory via several mathematical formulations, such as path–integral, integral equation, and transition matrix. Secondly, we apply our theory to a two-resource utilization model for two different breeding systems: semelparity and iteroparity. Finally, we show that the diversity of resources is important for species in a case. Our study shows that this unification theory can address risk hedges of life history in general age-states linear demographic models. PMID:24945258
Gangurde, Avinash Bhaskar; Sav, Ajay Kumar; Javeer, Sharadchandra Dagadu; Moravkar, Kailas K; Pawar, Jaywant N; Amin, Purnima D
2015-01-01
Introduction: Choline bitartrate (CBT) is a vital nutrient for fetal brain development and memory function. It is hygroscopic in nature which is associated with stability related problem during storage such as development of fishy odor and discoloration. Aim: Microencapsulation method was adopted to resolve the stability problem and for this hydrogenated soya bean oil (HSO) was used as encapsulating agent. Materials and Methods: Industrially feasible modified extrusion-spheronization technique was selected for microencapsulation. HSO was used as encapsulating agent, hydroxypropyl methyl cellulose E5/E15 as binder and microcrystalline cellulose as spheronization aid. Formulated pellets were evaluated for parameters such as flow property, morphological characteristics, hardness-friability index (HFI), drug content, encapsulation efficiency, and in vitro drug release. The optimized formulations were also characterized for particle size (by laser diffractometry), differential scanning calorimetry, powder X-ray diffractometry (PXRD), Fourier transform infrared spectroscopy, and scanning electron microscopy. Results and Discussions: The results from the study showed that coating of 90% and 60% CBT was successful with respect to all desired evaluation parameters. Optimized formulation was kept for 6 months stability study as per ICH guidelines, and there was no change in color, moisture content, drug content, and no fishy odor was observed. Conclusion: Microencapsulated pellets of CBT using HSO as encapsulating agent were developed using modified extrusion spheronization technique. Optimized formulations, CBT 90% (F5), and CBT 60% (F10), were found to be stable for 4M and 6M, respectively, at accelerated conditions. PMID:26682198
Zilinskas, Julius; Lančinskas, Algirdas; Guarracino, Mario Rosario
2014-01-01
In this paper we propose some mathematical models to plan a Next Generation Sequencing experiment to detect rare mutations in pools of patients. A mathematical optimization problem is formulated for optimal pooling, with respect to minimization of the experiment cost. Then, two different strategies to replicate patients in pools are proposed, which have the advantage to decrease the overall costs. Finally, a multi-objective optimization formulation is proposed, where the trade-off between the probability to detect a mutation and overall costs is taken into account. The proposed solutions are devised in pursuance of the following advantages: (i) the solution guarantees mutations are detectable in the experimental setting, and (ii) the cost of the NGS experiment and its biological validation using Sanger sequencing is minimized. Simulations show replicating pools can decrease overall experimental cost, thus making pooling an interesting option.
Distribution-dependent robust linear optimization with applications to inventory control
Kang, Seong-Cheol; Brisimi, Theodora S.
2014-01-01
This paper tackles linear programming problems with data uncertainty and applies it to an important inventory control problem. Each element of the constraint matrix is subject to uncertainty and is modeled as a random variable with a bounded support. The classical robust optimization approach to this problem yields a solution with guaranteed feasibility. As this approach tends to be too conservative when applications can tolerate a small chance of infeasibility, one would be interested in obtaining a less conservative solution with a certain probabilistic guarantee of feasibility. A robust formulation in the literature produces such a solution, but it does not use any distributional information on the uncertain data. In this work, we show that the use of distributional information leads to an equally robust solution (i.e., under the same probabilistic guarantee of feasibility) but with a better objective value. In particular, by exploiting distributional information, we establish stronger upper bounds on the constraint violation probability of a solution. These bounds enable us to “inject” less conservatism into the formulation, which in turn yields a more cost-effective solution (by 50% or more in some numerical instances). To illustrate the effectiveness of our methodology, we consider a discrete-time stochastic inventory control problem with certain quality of service constraints. Numerical tests demonstrate that the use of distributional information in the robust optimization of the inventory control problem results in 36%–54% cost savings, compared to the case where such information is not used. PMID:26347579
Anisotropic norm-oriented mesh adaptation for a Poisson problem
NASA Astrophysics Data System (ADS)
Brèthes, Gautier; Dervieux, Alain
2016-10-01
We present a novel formulation for the mesh adaptation of the approximation of a Partial Differential Equation (PDE). The discussion is restricted to a Poisson problem. The proposed norm-oriented formulation extends the goal-oriented formulation since it is equation-based and uses an adjoint. At the same time, the norm-oriented formulation somewhat supersedes the goal-oriented one since it is basically a solution-convergent method. Indeed, goal-oriented methods rely on the reduction of the error in evaluating a chosen scalar output with the consequence that, as mesh size is increased (more degrees of freedom), only this output is proven to tend to its continuous analog while the solution field itself may not converge. A remarkable quality of goal-oriented metric-based adaptation is the mathematical formulation of the mesh adaptation problem under the form of the optimization, in the well-identified set of metrics, of a well-defined functional. In the new proposed formulation, we amplify this advantage. We search, in the same well-identified set of metrics, the minimum of a norm of the approximation error. The norm is prescribed by the user and the method allows addressing the case of multi-objective adaptation like, for example in aerodynamics, adaptating the mesh for drag, lift and moment in one shot. In this work, we consider the basic linear finite-element approximation and restrict our study to L2 norm in order to enjoy second-order convergence. Numerical examples for the Poisson problem are computed.
NASA Technical Reports Server (NTRS)
Riedel, S. A.
1979-01-01
A method by which modern and classical control theory techniques may be integrated in a synergistic fashion and used in the design of practical flight control systems is presented. A general procedure is developed, and several illustrative examples are included. Emphasis is placed not only on the synthesis of the design, but on the assessment of the results as well. The first step is to establish the differences, distinguishing characteristics and connections between the modern and classical control theory approaches. Ultimately, this uncovers a relationship between bandwidth goals familiar in classical control and cost function weights in the equivalent optimal system. In order to obtain a practical optimal solution, it is also necessary to formulate the problem very carefully, and each choice of state, measurement and output variable must be judiciously considered. Once design goals are established and problem formulation completed, the control system is synthesized in a straightforward manner. Three steps are involved: filter-observer solution, regulator solution, and the combination of those two into the controller. Assessment of the controller permits and examination and expansion of the synthesis results.
Autonomous Underwater Vehicle Navigation
2008-02-01
three standard deviations are ignored as indicated by the × marker. 25 7. REFERENCES [1] R. G. Brown and P. Y. C. Hwang , Introduction to Random Signals...autonomous underwater vehicle with six degrees of freedom. We approach this problem using an error state formulation of the Kalman filter. Integration...each position fix, but is this ad-hoc method optimal? Here, we present an approach using an error state formulation of the Kalman filter to provide an
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.
Comparative study of flare control laws. [optimal control of b-737 aircraft approach and landing
NASA Technical Reports Server (NTRS)
Nadkarni, A. A.; Breedlove, W. J., Jr.
1979-01-01
A digital 3-D automatic control law was developed to achieve an optimal transition of a B-737 aircraft between various initial glid slope conditions and the desired final touchdown condition. A discrete, time-invariant, optimal, closed-loop control law presented for a linear regulator problem, was extended to include a system being acted upon by a constant disturbance. Two forms of control laws were derived to solve this problem. One method utilized the feedback of integral states defined appropriately and augmented with the original system equations. The second method formulated the problem as a control variable constraint, and the control variables were augmented with the original system. The control variable constraint control law yielded a better performance compared to feedback control law for the integral states chosen.
Optimal growth trajectories with finite carrying capacity.
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.
Efficient Simulation Budget Allocation for Selecting an Optimal Subset
NASA Technical Reports Server (NTRS)
Chen, Chun-Hung; He, Donghai; Fu, Michael; Lee, Loo Hay
2008-01-01
We consider a class of the subset selection problem in ranking and selection. The objective is to identify the top m out of k designs based on simulated output. Traditional procedures are conservative and inefficient. Using the optimal computing budget allocation framework, we formulate the problem as that of maximizing the probability of correc tly selecting all of the top-m designs subject to a constraint on the total number of samples available. For an approximation of this corre ct selection probability, we derive an asymptotically optimal allocat ion and propose an easy-to-implement heuristic sequential allocation procedure. Numerical experiments indicate that the resulting allocatio ns are superior to other methods in the literature that we tested, and the relative efficiency increases for larger problems. In addition, preliminary numerical results indicate that the proposed new procedur e has the potential to enhance computational efficiency for simulation optimization.
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.
OpenMDAO: Framework for Flexible Multidisciplinary Design, Analysis and Optimization Methods
NASA Technical Reports Server (NTRS)
Heath, Christopher M.; Gray, Justin S.
2012-01-01
The OpenMDAO project is underway at NASA to develop a framework which simplifies the implementation of state-of-the-art tools and methods for multidisciplinary design, analysis and optimization. Foremost, OpenMDAO has been designed to handle variable problem formulations, encourage reconfigurability, and promote model reuse. This work demonstrates the concept of iteration hierarchies in OpenMDAO to achieve a flexible environment for supporting advanced optimization methods which include adaptive sampling and surrogate modeling techniques. In this effort, two efficient global optimization methods were applied to solve a constrained, single-objective and constrained, multiobjective version of a joint aircraft/engine sizing problem. The aircraft model, NASA's nextgeneration advanced single-aisle civil transport, is being studied as part of the Subsonic Fixed Wing project to help meet simultaneous program goals for reduced fuel burn, emissions, and noise. This analysis serves as a realistic test problem to demonstrate the flexibility and reconfigurability offered by OpenMDAO.
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.
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.
Improving Energy Efficiency in CNC Machining
NASA Astrophysics Data System (ADS)
Pavanaskar, Sushrut S.
We present our work on analyzing and improving the energy efficiency of multi-axis CNC milling process. Due to the differences in energy consumption behavior, we treat 3- and 5-axis CNC machines separately in our work. For 3-axis CNC machines, we first propose an energy model that estimates the energy requirement for machining a component on a specified 3-axis CNC milling machine. Our model makes machine-specific predictions of energy requirements while also considering the geometric aspects of the machining toolpath. Our model - and the associated software tool - facilitate direct comparison of various alternative toolpath strategies based on their energy-consumption performance. Further, we identify key factors in toolpath planning that affect energy consumption in CNC machining. We then use this knowledge to propose and demonstrate a novel toolpath planning strategy that may be used to generate new toolpaths that are inherently energy-efficient, inspired by research on digital micrography -- a form of computational art. For 5-axis CNC machines, the process planning problem consists of several sub-problems that researchers have traditionally solved separately to obtain an approximate solution. After illustrating the need to solve all sub-problems simultaneously for a truly optimal solution, we propose a unified formulation based on configuration space theory. We apply our formulation to solve a problem variant that retains key characteristics of the full problem but has lower dimensionality, allowing visualization in 2D. Given the complexity of the full 5-axis toolpath planning problem, our unified formulation represents an important step towards obtaining a truly optimal solution. With this work on the two types of CNC machines, we demonstrate that without changing the current infrastructure or business practices, machine-specific, geometry-based, customized toolpath planning can save energy in CNC machining.
Random Predictor Models for Rigorous Uncertainty Quantification: Part 2
NASA Technical Reports Server (NTRS)
Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.
2015-01-01
This and a companion paper propose techniques for constructing parametric mathematical models describing key features of the distribution of an output variable given input-output data. By contrast to standard models, which yield a single output value at each value of the input, Random Predictors Models (RPMs) yield a random variable at each value of the input. Optimization-based strategies for calculating RPMs having a polynomial dependency on the input and a linear dependency on the parameters are proposed. These formulations yield RPMs having various levels of fidelity in which the mean, the variance, and the range of the model's parameter, thus of the output, are prescribed. As such they encompass all RPMs conforming to these prescriptions. The RPMs are optimal in the sense that they yield the tightest predictions for which all (or, depending on the formulation, most) of the observations are less than a fixed number of standard deviations from the mean prediction. When the data satisfies mild stochastic assumptions, and the optimization problem(s) used to calculate the RPM is convex (or, when its solution coincides with the solution to an auxiliary convex problem), the model's reliability, which is the probability that a future observation would be within the predicted ranges, is bounded rigorously.
Random Predictor Models for Rigorous Uncertainty Quantification: Part 1
NASA Technical Reports Server (NTRS)
Crespo, Luis G.; Kenny, Sean P.; Giesy, Daniel P.
2015-01-01
This and a companion paper propose techniques for constructing parametric mathematical models describing key features of the distribution of an output variable given input-output data. By contrast to standard models, which yield a single output value at each value of the input, Random Predictors Models (RPMs) yield a random variable at each value of the input. Optimization-based strategies for calculating RPMs having a polynomial dependency on the input and a linear dependency on the parameters are proposed. These formulations yield RPMs having various levels of fidelity in which the mean and the variance of the model's parameters, thus of the predicted output, are prescribed. As such they encompass all RPMs conforming to these prescriptions. The RPMs are optimal in the sense that they yield the tightest predictions for which all (or, depending on the formulation, most) of the observations are less than a fixed number of standard deviations from the mean prediction. When the data satisfies mild stochastic assumptions, and the optimization problem(s) used to calculate the RPM is convex (or, when its solution coincides with the solution to an auxiliary convex problem), the model's reliability, which is the probability that a future observation would be within the predicted ranges, can be bounded tightly and rigorously.
Sugiyama, Ikumi; Takahashi, Namiki; Sadzuka, Yasuyuki
2016-01-01
In dermatologic therapy, several external preparations formulated as ointments or creams are prescribed. And they are often admixture to improve patient compliance. In this study, we prepared admixtures of moisturizer with steroids and examined their usability and the amount of principal agent in formulations, particularly focusing on the moisturizer content. Four heparinoid semisolid formulations were selected: Hirudoid ® soft ointment 0.3% (Formulation A) and 3 generic agents [(Besoften ® oil-based cream 0.3% (Formulation B), Kuradoido ® ointment 0.3% (Formulation C), and Hepadaerm ointment 0.3% (Formulation D)], and Antebate ® ointment 0.05% (Formulation E) were used as steroids. Formulation A and B are water-in-oil emulsions, and Formulation C and D are oil-in-water emulsions. Admixtures looked like to be mixed uniformly by visual observation. In the examination of heparinoid amount, admixture A+E and B+E were mixed uniformly. On the other hand, admixture C+E was remarkable un-uniformly. It was speculated that the emulsification of formulation C was broken. The phenomenon was supported by the result of malleability. After 8 weeks storage, the heparinoid ratio in each formulation could be expressed as follows: Admixture B≥Admixture A>Admixture C=Admixture D. A suitable storage temperature was 4°C. The results of physicochemical data analysis reveal the formulations composed of water-in-oil cream, i.e., Formulation A and Formulation B, to be the optimal choices for mixing with steroid ointments. Mixing time and storage conditions may be optimized to solve pharmaceutical problems. Moreover, understanding the emulsion type and character of semisolid formulations can expand the range of formulation options.
NASA Astrophysics Data System (ADS)
Li, N.; Yue, X. Y.
2018-03-01
Macroscopic root water uptake models proportional to a root density distribution function (RDDF) are most commonly used to model water uptake by plants. As the water uptake is difficult and labor intensive to measure, these models are often calibrated by inverse modeling. Most previous inversion studies assume RDDF to be constant with depth and time or dependent on only depth for simplification. However, under field conditions, this function varies with type of soil and root growth and thus changes with both depth and time. This study proposes an inverse method to calibrate both spatially and temporally varying RDDF in unsaturated water flow modeling. To overcome the difficulty imposed by the ill-posedness, the calibration is formulated as an optimization problem in the framework of the Tikhonov regularization theory, adding additional constraint to the objective function. Then the formulated nonlinear optimization problem is numerically solved with an efficient algorithm on the basis of the finite element method. The advantage of our method is that the inverse problem is translated into a Tikhonov regularization functional minimization problem and then solved based on the variational construction, which circumvents the computational complexity in calculating the sensitivity matrix involved in many derivative-based parameter estimation approaches (e.g., Levenberg-Marquardt optimization). Moreover, the proposed method features optimization of RDDF without any prior form, which is applicable to a more general root water uptake model. Numerical examples are performed to illustrate the applicability and effectiveness of the proposed method. Finally, discussions on the stability and extension of this method are presented.
Adaptive eigenspace method for inverse scattering problems in the frequency domain
NASA Astrophysics Data System (ADS)
Grote, Marcus J.; Kray, Marie; Nahum, Uri
2017-02-01
A nonlinear optimization method is proposed for the solution of inverse scattering problems in the frequency domain, when the scattered field is governed by the Helmholtz equation. The time-harmonic inverse medium problem is formulated as a PDE-constrained optimization problem and solved by an inexact truncated Newton-type iteration. Instead of a grid-based discrete representation, the unknown wave speed is projected to a particular finite-dimensional basis of eigenfunctions, which is iteratively adapted during the optimization. Truncating the adaptive eigenspace (AE) basis at a (small and slowly increasing) finite number of eigenfunctions effectively introduces regularization into the inversion and thus avoids the need for standard Tikhonov-type regularization. Both analytical and numerical evidence underpins the accuracy of the AE representation. Numerical experiments demonstrate the efficiency and robustness to missing or noisy data of the resulting adaptive eigenspace inversion method.
Optimal 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.
Uplink Packet-Data Scheduling in DS-CDMA Systems
NASA Astrophysics Data System (ADS)
Choi, Young Woo; Kim, Seong-Lyun
In this letter, we consider the uplink packet scheduling for non-real-time data users in a DS-CDMA system. As an effort to jointly optimize throughput and fairness, we formulate a time-span minimization problem incorporating the time-multiplexing of different simultaneous transmission schemes. Based on simple rules, we propose efficient scheduling algorithms and compare them with the optimal solution obtained by linear programming.
Dynamic modeling and optimization for space logistics using time-expanded networks
NASA Astrophysics Data System (ADS)
Ho, Koki; de Weck, Olivier L.; Hoffman, Jeffrey A.; Shishko, Robert
2014-12-01
This research develops a dynamic logistics network formulation for lifecycle optimization of mission sequences as a system-level integrated method to find an optimal combination of technologies to be used at each stage of the campaign. This formulation can find the optimal transportation architecture considering its technology trades over time. The proposed methodologies are inspired by the ground logistics analysis techniques based on linear programming network optimization. Particularly, the time-expanded network and its extension are developed for dynamic space logistics network optimization trading the quality of the solution with the computational load. In this paper, the methodologies are applied to a human Mars exploration architecture design problem. The results reveal multiple dynamic system-level trades over time and give recommendation of the optimal strategy for the human Mars exploration architecture. The considered trades include those between In-Situ Resource Utilization (ISRU) and propulsion technologies as well as the orbit and depot location selections over time. This research serves as a precursor for eventual permanent settlement and colonization of other planets by humans and us becoming a multi-planet species.
Local search for optimal global map generation using mid-decadal landsat images
Khatib, L.; Gasch, J.; Morris, Robert; Covington, S.
2007-01-01
NASA and the US Geological Survey (USGS) are seeking to generate a map of the entire globe using Landsat 5 Thematic Mapper (TM) and Landsat 7 Enhanced Thematic Mapper Plus (ETM+) sensor data from the "mid-decadal" period of 2004 through 2006. The global map is comprised of thousands of scene locations and, for each location, tens of different images of varying quality to chose from. Furthermore, it is desirable for images of adjacent scenes be close together in time of acquisition, to avoid obvious discontinuities due to seasonal changes. These characteristics make it desirable to formulate an automated solution to the problem of generating the complete map. This paper formulates a Global Map Generator problem as a Constraint Optimization Problem (GMG-COP) and describes an approach to solving it using local search. Preliminary results of running the algorithm on image data sets are summarized. The results suggest a significant improvement in map quality using constraint-based solutions. Copyright ?? 2007, Association for the Advancement of Artificial Intelligence (www.aaai.org). All rights reserved.
A comparison of approaches for finding minimum identifying codes on graphs
NASA Astrophysics Data System (ADS)
Horan, Victoria; Adachi, Steve; Bak, Stanley
2016-05-01
In order to formulate mathematical conjectures likely to be true, a number of base cases must be determined. However, many combinatorial problems are NP-hard and the computational complexity makes this research approach difficult using a standard brute force approach on a typical computer. One sample problem explored is that of finding a minimum identifying code. To work around the computational issues, a variety of methods are explored and consist of a parallel computing approach using MATLAB, an adiabatic quantum optimization approach using a D-Wave quantum annealing processor, and lastly using satisfiability modulo theory (SMT) and corresponding SMT solvers. Each of these methods requires the problem to be formulated in a unique manner. In this paper, we address the challenges of computing solutions to this NP-hard problem with respect to each of these methods.
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
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gariboldi, C.; E-mail: cgariboldi@exa.unrc.edu.ar; Tarzia, D.
2003-05-21
We consider a steady-state heat conduction problem P{sub {alpha}} with mixed boundary conditions for the Poisson equation depending on a positive parameter {alpha} , which represents the heat transfer coefficient on a portion {gamma} {sub 1} of the boundary of a given bounded domain in R{sup n} . We formulate distributed optimal control problems over the internal energy g for each {alpha}. We prove that the optimal control g{sub o}p{sub {alpha}} and its corresponding system u{sub go}p{sub {alpha}}{sub {alpha}} and adjoint p{sub go}p{sub {alpha}}{sub {alpha}} states for each {alpha} are strongly convergent to g{sub op},u{sub gop} and p{sub gop} ,more » respectively, in adequate functional spaces. We also prove that these limit functions are respectively the optimal control, and the system and adjoint states corresponding to another distributed optimal control problem for the same Poisson equation with a different boundary condition on the portion {gamma}{sub 1} . We use the fixed point and elliptic variational inequality theories.« less
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.
On the multiple depots vehicle routing problem with heterogeneous fleet capacity and velocity
NASA Astrophysics Data System (ADS)
Hanum, F.; Hartono, A. P.; Bakhtiar, T.
2018-03-01
This current manuscript concerns with the optimization problem arising in a route determination of products distribution. The problem is formulated in the form of multiple depots and time windowed vehicle routing problem with heterogeneous capacity and velocity of fleet. Model includes a number of constraints such as route continuity, multiple depots availability and serving time in addition to generic constraints. In dealing with the unique feature of heterogeneous velocity, we generate a number of velocity profiles along the road segments, which then converted into traveling-time tables. An illustrative example of rice distribution among villages by bureau of logistics is provided. Exact approach is utilized to determine the optimal solution in term of vehicle routes and starting time of service.
Reliability based design optimization: Formulations and methodologies
NASA Astrophysics Data System (ADS)
Agarwal, Harish
Modern products ranging from simple components to complex systems should be designed to be optimal and reliable. The challenge of modern engineering is to ensure that manufacturing costs are reduced and design cycle times are minimized while achieving requirements for performance and reliability. If the market for the product is competitive, improved quality and reliability can generate very strong competitive advantages. Simulation based design plays an important role in designing almost any kind of automotive, aerospace, and consumer products under these competitive conditions. Single discipline simulations used for analysis are being coupled together to create complex coupled simulation tools. This investigation focuses on the development of efficient and robust methodologies for reliability based design optimization in a simulation based design environment. Original contributions of this research are the development of a novel efficient and robust unilevel methodology for reliability based design optimization, the development of an innovative decoupled reliability based design optimization methodology, the application of homotopy techniques in unilevel reliability based design optimization methodology, and the development of a new framework for reliability based design optimization under epistemic uncertainty. The unilevel methodology for reliability based design optimization is shown to be mathematically equivalent to the traditional nested formulation. Numerical test problems show that the unilevel methodology can reduce computational cost by at least 50% as compared to the nested approach. The decoupled reliability based design optimization methodology is an approximate technique to obtain consistent reliable designs at lesser computational expense. Test problems show that the methodology is computationally efficient compared to the nested approach. A framework for performing reliability based design optimization under epistemic uncertainty is also developed. A trust region managed sequential approximate optimization methodology is employed for this purpose. Results from numerical test studies indicate that the methodology can be used for performing design optimization under severe uncertainty.
Model Based Optimal Sensor Network Design for Condition Monitoring in an IGCC Plant
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kumar, Rajeeva; Kumar, Aditya; Dai, Dan
2012-12-31
This report summarizes the achievements and final results of this program. The objective of this program is to develop a general model-based sensor network design methodology and tools to address key issues in the design of an optimal sensor network configuration: the type, location and number of sensors used in a network, for online condition monitoring. In particular, the focus in this work is to develop software tools for optimal sensor placement (OSP) and use these tools to design optimal sensor network configuration for online condition monitoring of gasifier refractory wear and radiant syngas cooler (RSC) fouling. The methodology developedmore » will be applicable to sensing system design for online condition monitoring for broad range of applications. The overall approach consists of (i) defining condition monitoring requirement in terms of OSP and mapping these requirements in mathematical terms for OSP algorithm, (ii) analyzing trade-off of alternate OSP algorithms, down selecting the most relevant ones and developing them for IGCC applications (iii) enhancing the gasifier and RSC models as required by OSP algorithms, (iv) applying the developed OSP algorithm to design the optimal sensor network required for the condition monitoring of an IGCC gasifier refractory and RSC fouling. Two key requirements for OSP for condition monitoring are desired precision for the monitoring variables (e.g. refractory wear) and reliability of the proposed sensor network in the presence of expected sensor failures. The OSP problem is naturally posed within a Kalman filtering approach as an integer programming problem where the key requirements of precision and reliability are imposed as constraints. The optimization is performed over the overall network cost. Based on extensive literature survey two formulations were identified as being relevant to OSP for condition monitoring; one based on LMI formulation and the other being standard INLP formulation. Various algorithms to solve these two formulations were developed and validated. For a given OSP problem the computation efficiency largely depends on the “size” of the problem. Initially a simplified 1-D gasifier model assuming axial and azimuthal symmetry was used to test out various OSP algorithms. Finally these algorithms were used to design the optimal sensor network for condition monitoring of IGCC gasifier refractory wear and RSC fouling. The sensors type and locations obtained as solution to the OSP problem were validated using model based sensing approach. The OSP algorithm has been developed in a modular form and has been packaged as a software tool for OSP design where a designer can explore various OSP design algorithm is a user friendly way. The OSP software tool is implemented in Matlab/Simulink© in-house. The tool also uses few optimization routines that are freely available on World Wide Web. In addition a modular Extended Kalman Filter (EKF) block has also been developed in Matlab/Simulink© which can be utilized for model based sensing of important process variables that are not directly measured through combining the online sensors with model based estimation once the hardware sensor and their locations has been finalized. The OSP algorithm details and the results of applying these algorithms to obtain optimal sensor location for condition monitoring of gasifier refractory wear and RSC fouling profile are summarized in this final report.« less
Learning optimal embedded cascades.
Saberian, Mohammad Javad; Vasconcelos, Nuno
2012-10-01
The problem of automatic and optimal design of embedded object detector cascades is considered. Two main challenges are identified: optimization of the cascade configuration and optimization of individual cascade stages, so as to achieve the best tradeoff between classification accuracy and speed, under a detection rate constraint. Two novel boosting algorithms are proposed to address these problems. The first, RCBoost, formulates boosting as a constrained optimization problem which is solved with a barrier penalty method. The constraint is the target detection rate, which is met at all iterations of the boosting process. This enables the design of embedded cascades of known configuration without extensive cross validation or heuristics. The second, ECBoost, searches over cascade configurations to achieve the optimal tradeoff between classification risk and speed. The two algorithms are combined into an overall boosting procedure, RCECBoost, which optimizes both the cascade configuration and its stages under a detection rate constraint, in a fully automated manner. Extensive experiments in face, car, pedestrian, and panda detection show that the resulting detectors achieve an accuracy versus speed tradeoff superior to those of previous methods.
Robust Consumption-Investment Problem on Infinite Horizon
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zawisza, Dariusz, E-mail: dariusz.zawisza@im.uj.edu.pl
In our paper we consider an infinite horizon consumption-investment problem under a model misspecification in a general stochastic factor model. We formulate the problem as a stochastic game and finally characterize the saddle point and the value function of that game using an ODE of semilinear type, for which we provide a proof of an existence and uniqueness theorem for its solution. Such equation is interested on its own right, since it generalizes many other equations arising in various infinite horizon optimization problems.
Robust control of systems with real parameter uncertainty and unmodelled dynamics
NASA Technical Reports Server (NTRS)
Chang, Bor-Chin; Fischl, Robert
1991-01-01
During this research period we have made significant progress in the four proposed areas: (1) design of robust controllers via H infinity optimization; (2) design of robust controllers via mixed H2/H infinity optimization; (3) M-delta structure and robust stability analysis for structured uncertainties; and (4) a study on controllability and observability of perturbed plant. It is well known now that the two-Riccati-equation solution to the H infinity control problem can be used to characterize all possible stabilizing optimal or suboptimal H infinity controllers if the optimal H infinity norm or gamma, an upper bound of a suboptimal H infinity norm, is given. In this research, we discovered some useful properties of these H infinity Riccati solutions. Among them, the most prominent one is that the spectral radius of the product of these two Riccati solutions is a continuous, nonincreasing, convex function of gamma in the domain of interest. Based on these properties, quadratically convergent algorithms are developed to compute the optimal H infinity norm. We also set up a detailed procedure for applying the H infinity theory to robust control systems design. The desire to design controllers with H infinity robustness but H(exp 2) performance has recently resulted in mixed H(exp 2) and H infinity control problem formulation. The mixed H(exp 2)/H infinity problem have drawn the attention of many investigators. However, solution is only available for special cases of this problem. We formulated a relatively realistic control problem with H(exp 2) performance index and H infinity robustness constraint into a more general mixed H(exp 2)/H infinity problem. No optimal solution yet is available for this more general mixed H(exp 2)/H infinity problem. Although the optimal solution for this mixed H(exp 2)/H infinity control has not yet been found, we proposed a design approach which can be used through proper choice of the available design parameters to influence both robustness and performance. For a large class of linear time-invariant systems with real parametric perturbations, the coefficient vector of the characteristic polynomial is a multilinear function of the real parameter vector. Based on this multilinear mapping relationship together with the recent developments for polytopic polynomials and parameter domain partition technique, we proposed an iterative algorithm for coupling the real structured singular value.
NASA Technical Reports Server (NTRS)
Sobieszczanski-Sobieski, J.; Bhat, R. B.
1979-01-01
A finite element program is linked with a general purpose optimization program in a 'programing system' which includes user supplied codes that contain problem dependent formulations of the design variables, objective function and constraints. The result is a system adaptable to a wide spectrum of structural optimization problems. In a sample of numerical examples, the design variables are the cross-sectional dimensions and the parameters of overall shape geometry, constraints are applied to stresses, displacements, buckling and vibration characteristics, and structural mass is the objective function. Thin-walled, built-up structures and frameworks are included in the sample. Details of the system organization and characteristics of the component programs are given.
A new graph-based method for pairwise global network alignment
Klau, Gunnar W
2009-01-01
Background In addition to component-based comparative approaches, network alignments provide the means to study conserved network topology such as common pathways and more complex network motifs. Yet, unlike in classical sequence alignment, the comparison of networks becomes computationally more challenging, as most meaningful assumptions instantly lead to NP-hard problems. Most previous algorithmic work on network alignments is heuristic in nature. Results We introduce the graph-based maximum structural matching formulation for pairwise global network alignment. We relate the formulation to previous work and prove NP-hardness of the problem. Based on the new formulation we build upon recent results in computational structural biology and present a novel Lagrangian relaxation approach that, in combination with a branch-and-bound method, computes provably optimal network alignments. The Lagrangian algorithm alone is a powerful heuristic method, which produces solutions that are often near-optimal and – unlike those computed by pure heuristics – come with a quality guarantee. Conclusion Computational experiments on the alignment of protein-protein interaction networks and on the classification of metabolic subnetworks demonstrate that the new method is reasonably fast and has advantages over pure heuristics. Our software tool is freely available as part of the LISA library. PMID:19208162
Mixed Integer Programming and Heuristic Scheduling for Space Communication Networks
NASA Technical Reports Server (NTRS)
Cheung, Kar-Ming; Lee, Charles H.
2012-01-01
We developed framework and the mathematical formulation for optimizing communication network using mixed integer programming. The design yields a system that is much smaller, in search space size, when compared to the earlier approach. Our constrained network optimization takes into account the dynamics of link performance within the network along with mission and operation requirements. A unique penalty function is introduced to transform the mixed integer programming into the more manageable problem of searching in a continuous space. The constrained optimization problem was proposed to solve in two stages: first using the heuristic Particle Swarming Optimization algorithm to get a good initial starting point, and then feeding the result into the Sequential Quadratic Programming algorithm to achieve the final optimal schedule. We demonstrate the above planning and scheduling methodology with a scenario of 20 spacecraft and 3 ground stations of a Deep Space Network site. Our approach and framework have been simple and flexible so that problems with larger number of constraints and network can be easily adapted and solved.
NASA Technical Reports Server (NTRS)
Merrill, W. C.
1978-01-01
The Routh approximation technique for reducing the complexity of system models was applied in the frequency domain to a 16th order, state variable model of the F100 engine and to a 43d order, transfer function model of a launch vehicle boost pump pressure regulator. The results motivate extending the frequency domain formulation of the Routh method to the time domain in order to handle the state variable formulation directly. The time domain formulation was derived and a characterization that specifies all possible Routh similarity transformations was given. The characterization was computed by solving two eigenvalue-eigenvector problems. The application of the time domain Routh technique to the state variable engine model is described, and some results are given. Additional computational problems are discussed, including an optimization procedure that can improve the approximation accuracy by taking advantage of the transformation characterization.
A Mathematical Model and Algorithm for Routing Air Traffic Under Weather Uncertainty
NASA Technical Reports Server (NTRS)
Sadovsky, Alexander V.
2016-01-01
A central challenge in managing today's commercial en route air traffic is the task of routing the aircraft in the presence of adverse weather. Such weather can make regions of the airspace unusable, so all affected flights must be re-routed. Today this task is carried out by conference and negotiation between human air traffic controllers (ATC) responsible for the involved sectors of the airspace. One can argue that, in so doing, ATC try to solve an optimization problem without giving it a precise quantitative formulation. Such a formulation gives the mathematical machinery for constructing and verifying algorithms that are aimed at solving the problem. This paper contributes one such formulation and a corresponding algorithm. The algorithm addresses weather uncertainty and has closed form, which allows transparent analysis of correctness, realism, and computational costs.
Morsi, Nadia M; Aboelwafa, Ahmed A; Dawoud, Marwa H S
2018-06-01
Timolol Maleate (TiM), a nonselective β-adrenergic blocker, is a potent highly effective agent for management of hypertension. The drug suffers from poor oral bioavailability (50%) due to its first pass effect and a short elimination half-life of 4 h; resulting in its frequent administration. Transdermal formulation may circumvent these problems in the form of protransfersomes. The aim of this study is to develop and optimize transdermal protransfersomal system of Timolol Maleate by film deposition on carrier method where protransfersomes were converted to transfersomes upon skin hydration following transdermal application under occlusive conditions. Two 2 3 full factorial designs were employed to investigate the influence of three formulation variables which were; phosphatidyl choline: surfactant molar ratio, carrier: mixture and the type of SAA each on particle size, drug entrapment efficiency and release rate. The optimized formulation was evaluated regarding permeation through hairless rat skin and compared with oral administration of aqueous solution on male Wistar rats. Optimized protransfersomal system had excellent permeation rate through shaved rat skin (780.69 μg/cm 2 /h) and showed six times increase in relative bioavailability with prolonged plasma profile up to 72 h. A potential protransfresomal transdermal system was successfully developed and factorial design was found to be a smart tool in its optimization.
Topology optimization of finite strain viscoplastic systems under transient loads
Ivarsson, Niklas; Wallin, Mathias; Tortorelli, Daniel
2018-02-08
In this paper, a transient finite strain viscoplastic model is implemented in a gradient-based topology optimization framework to design impact mitigating structures. The model's kinematics relies on the multiplicative split of the deformation gradient, and the constitutive response is based on isotropic hardening viscoplasticity. To solve the mechanical balance laws, the implicit Newmark-beta method is used together with a total Lagrangian finite element formulation. The optimization problem is regularized using a partial differential equation filter and solved using the method of moving asymptotes. Sensitivities required to solve the optimization problem are derived using the adjoint method. To demonstrate the capabilitymore » of the algorithm, several protective systems are designed, in which the absorbed viscoplastic energy is maximized. Finally, the numerical examples demonstrate that transient finite strain viscoplastic effects can successfully be combined with topology optimization.« less
Zhang, Peng; Liu, Keping; Zhao, Bo; Li, Yuanchun
2015-01-01
Optimal guidance is essential for the soft landing task. However, due to its high computational complexities, it is hardly applied to the autonomous guidance. In this paper, a computationally inexpensive optimal guidance algorithm based on the radial basis function neural network (RBFNN) is proposed. The optimization problem of the trajectory for soft landing on asteroids is formulated and transformed into a two-point boundary value problem (TPBVP). Combining the database of initial states with the relative initial co-states, an RBFNN is trained offline. The optimal trajectory of the soft landing is determined rapidly by applying the trained network in the online guidance. The Monte Carlo simulations of soft landing on the Eros433 are performed to demonstrate the effectiveness of the proposed guidance algorithm. PMID:26367382
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.
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.
A Measure Approximation for Distributionally Robust PDE-Constrained Optimization Problems
Kouri, Drew Philip
2017-12-19
In numerous applications, scientists and engineers acquire varied forms of data that partially characterize the inputs to an underlying physical system. This data is then used to inform decisions such as controls and designs. Consequently, it is critical that the resulting control or design is robust to the inherent uncertainties associated with the unknown probabilistic characterization of the model inputs. Here in this work, we consider optimal control and design problems constrained by partial differential equations with uncertain inputs. We do not assume a known probabilistic model for the inputs, but rather we formulate the problem as a distributionally robustmore » optimization problem where the outer minimization problem determines the control or design, while the inner maximization problem determines the worst-case probability measure that matches desired characteristics of the data. We analyze the inner maximization problem in the space of measures and introduce a novel measure approximation technique, based on the approximation of continuous functions, to discretize the unknown probability measure. Finally, we prove consistency of our approximated min-max problem and conclude with numerical results.« less
Resource allocation for error resilient video coding over AWGN using optimization approach.
An, Cheolhong; Nguyen, Truong Q
2008-12-01
The number of slices for error resilient video coding is jointly optimized with 802.11a-like media access control and the physical layers with automatic repeat request and rate compatible punctured convolutional code over additive white gaussian noise channel as well as channel times allocation for time division multiple access. For error resilient video coding, the relation between the number of slices and coding efficiency is analyzed and formulated as a mathematical model. It is applied for the joint optimization problem, and the problem is solved by a convex optimization method such as the primal-dual decomposition method. We compare the performance of a video communication system which uses the optimal number of slices with one that codes a picture as one slice. From numerical examples, end-to-end distortion of utility functions can be significantly reduced with the optimal slices of a picture especially at low signal-to-noise ratio.
Automated Design Framework for Synthetic Biology Exploiting Pareto Optimality.
Otero-Muras, Irene; Banga, Julio R
2017-07-21
In this work we consider Pareto optimality for automated design in synthetic biology. We present a generalized framework based on a mixed-integer dynamic optimization formulation that, given design specifications, allows the computation of Pareto optimal sets of designs, that is, the set of best trade-offs for the metrics of interest. We show how this framework can be used for (i) forward design, that is, finding the Pareto optimal set of synthetic designs for implementation, and (ii) reverse design, that is, analyzing and inferring motifs and/or design principles of gene regulatory networks from the Pareto set of optimal circuits. Finally, we illustrate the capabilities and performance of this framework considering four case studies. In the first problem we consider the forward design of an oscillator. In the remaining problems, we illustrate how to apply the reverse design approach to find motifs for stripe formation, rapid adaption, and fold-change detection, respectively.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ivarsson, Niklas; Wallin, Mathias; Tortorelli, Daniel
In this paper, a transient finite strain viscoplastic model is implemented in a gradient-based topology optimization framework to design impact mitigating structures. The model's kinematics relies on the multiplicative split of the deformation gradient, and the constitutive response is based on isotropic hardening viscoplasticity. To solve the mechanical balance laws, the implicit Newmark-beta method is used together with a total Lagrangian finite element formulation. The optimization problem is regularized using a partial differential equation filter and solved using the method of moving asymptotes. Sensitivities required to solve the optimization problem are derived using the adjoint method. To demonstrate the capabilitymore » of the algorithm, several protective systems are designed, in which the absorbed viscoplastic energy is maximized. Finally, the numerical examples demonstrate that transient finite strain viscoplastic effects can successfully be combined with topology optimization.« less
Ivarsson, Niklas; Wallin, Mathias; Tortorelli, Daniel
2018-02-08
In this paper, a transient finite strain viscoplastic model is implemented in a gradient-based topology optimization framework to design impact mitigating structures. The model's kinematics relies on the multiplicative split of the deformation gradient, and the constitutive response is based on isotropic hardening viscoplasticity. To solve the mechanical balance laws, the implicit Newmark-beta method is used together with a total Lagrangian finite element formulation. The optimization problem is regularized using a partial differential equation filter and solved using the method of moving asymptotes. Sensitivities required to solve the optimization problem are derived using the adjoint method. To demonstrate the capabilitymore » of the algorithm, several protective systems are designed, in which the absorbed viscoplastic energy is maximized. Finally, the numerical examples demonstrate that transient finite strain viscoplastic effects can successfully be combined with topology optimization.« less
Dynamics and control of flexible spacecraft during and after slewing maneuvers
NASA Technical Reports Server (NTRS)
Kakad, Yogendra P.
1989-01-01
The dynamics and control of slewing maneuvers of NASA Spacecraft COntrol Laboratory Experiment (SCOLE) are analyzed. The control problem of slewing maneuvers of SCOLE is formulated in terms of an arbitrary maneuver about any given axis. The control system is developed for the combined problem of rigid-body slew maneuver and vibration suppression of the flexible appendage. The control problem formulation incorporates the nonlinear dynamical equations derived previously, and is expressed in terms of a two-point boundary value problem utilizing a quadratic type of performance index. The two-point boundary value problem is solved as a hierarchical control problem with the overall system being split in terms of two subsystems, namely the slewing of the entire assembly and the vibration suppression of the flexible antenna. The coupling variables between the two dynamical subsystems are identified and these two subsystems for control purposes are treated independently in parallel at the first level. Then the state-space trajectory of the combined problem is optimized at the second level.
Optimal dynamic control of resources in a distributed system
NASA Technical Reports Server (NTRS)
Shin, Kang G.; Krishna, C. M.; Lee, Yann-Hang
1989-01-01
The authors quantitatively formulate the problem of controlling resources in a distributed system so as to optimize a reward function and derive optimal control strategies using Markov decision theory. The control variables treated are quite general; they could be control decisions related to system configuration, repair, diagnostics, files, or data. Two algorithms for resource control in distributed systems are derived for time-invariant and periodic environments, respectively. A detailed example to demonstrate the power and usefulness of the approach is provided.
NASA Astrophysics Data System (ADS)
Yadav, Naresh Kumar; Kumar, Mukesh; Gupta, S. K.
2017-03-01
General strategic bidding procedure has been formulated in the literature as a bi-level searching problem, in which the offer curve tends to minimise the market clearing function and to maximise the profit. Computationally, this is complex and hence, the researchers have adopted Karush-Kuhn-Tucker (KKT) optimality conditions to transform the model into a single-level maximisation problem. However, the profit maximisation problem with KKT optimality conditions poses great challenge to the classical optimisation algorithms. The problem has become more complex after the inclusion of transmission constraints. This paper simplifies the profit maximisation problem as a minimisation function, in which the transmission constraints, the operating limits and the ISO market clearing functions are considered with no KKT optimality conditions. The derived function is solved using group search optimiser (GSO), a robust population-based optimisation algorithm. Experimental investigation is carried out on IEEE 14 as well as IEEE 30 bus systems and the performance is compared against differential evolution-based strategic bidding, genetic algorithm-based strategic bidding and particle swarm optimisation-based strategic bidding methods. The simulation results demonstrate that the obtained profit maximisation through GSO-based bidding strategies is higher than the other three methods.
Finite element method for optimal guidance of an advanced launch vehicle
NASA Technical Reports Server (NTRS)
Hodges, Dewey H.; Bless, Robert R.; Calise, Anthony J.; Leung, Martin
1992-01-01
A temporal finite element based on a mixed form of Hamilton's weak principle is summarized for optimal control problems. The resulting weak Hamiltonian finite element method is extended to allow for discontinuities in the states and/or discontinuities in the system equations. An extension of the formulation to allow for control inequality constraints is also presented. The formulation does not require element quadrature, and it produces a sparse system of nonlinear algebraic equations. To evaluate its feasibility for real-time guidance applications, this approach is applied to the trajectory optimization of a four-state, two-stage model with inequality constraints for an advanced launch vehicle. Numerical results for this model are presented and compared to results from a multiple-shooting code. The results show the accuracy and computational efficiency of the finite element method.
Moorkanikkara, Srinivas Nageswaran; Blankschtein, Daniel
2010-12-21
How does one design a surfactant mixture using a set of available surfactants such that it exhibits a desired adsorption kinetics behavior? The traditional approach used to address this design problem involves conducting trial-and-error experiments with specific surfactant mixtures. This approach is typically time-consuming and resource-intensive and becomes increasingly challenging when the number of surfactants that can be mixed increases. In this article, we propose a new theoretical framework to identify a surfactant mixture that most closely meets a desired adsorption kinetics behavior. Specifically, the new theoretical framework involves (a) formulating the surfactant mixture design problem as an optimization problem using an adsorption kinetics model and (b) solving the optimization problem using a commercial optimization package. The proposed framework aims to identify the surfactant mixture that most closely satisfies the desired adsorption kinetics behavior subject to the predictive capabilities of the chosen adsorption kinetics model. Experiments can then be conducted at the identified surfactant mixture condition to validate the predictions. We demonstrate the reliability and effectiveness of the proposed theoretical framework through a realistic case study by identifying a nonionic surfactant mixture consisting of up to four alkyl poly(ethylene oxide) surfactants (C(10)E(4), C(12)E(5), C(12)E(6), and C(10)E(8)) such that it most closely exhibits a desired dynamic surface tension (DST) profile. Specifically, we use the Mulqueen-Stebe-Blankschtein (MSB) adsorption kinetics model (Mulqueen, M.; Stebe, K. J.; Blankschtein, D. Langmuir 2001, 17, 5196-5207) to formulate the optimization problem as well as the SNOPT commercial optimization solver to identify a surfactant mixture consisting of these four surfactants that most closely exhibits the desired DST profile. Finally, we compare the experimental DST profile measured at the surfactant mixture condition identified by the new theoretical framework with the desired DST profile and find good agreement between the two profiles.
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 on asteroids are becoming popular. However, in order to have a successful mission the spacecraft must reliably and softly land at the intended landing site. The problem under investigation is how to design a fuel-optimal powered descent trajectory that can be quickly computed on- board the spacecraft, without interaction from ground control. An optimal trajectory designed immediately prior to the descent burn has many advantages. These advantages include the ability to use the actual vehicle starting state as the initial condition in the trajectory design and the ease of updating the landing target site if the original landing site is no longer viable. For long trajectories, the trajectory can be updated periodically by a redesign of the optimal trajectory based on current vehicle conditions to improve the guidance performance. One of the key drivers for being completely autonomous is the infrequent and delayed communication between ground control and the vehicle. Challenges that arise from designing an asteroid powered descent trajectory include complicated nonlinear gravity fields, small rotating bodies and low thrust vehicles. There are two previous studies that form the background to the current investigation. The first set looked in-depth at applying convex optimization to a powered descent trajectory on Mars with promising results.1, 2 This showed that the powered descent equations of motion can be relaxed and formed into a convex optimization problem and that the optimal solution of the relaxed problem is indeed a feasible solution to the original problem. This analysis used a constant gravity field. The second area applied a successive solution process to formulate a second order cone program that designs rendezvous and proximity operations trajectories.3, 4 These trajectories included a Newtonian gravity model. The equivalence of the solutions between the relaxed and the original problem is theoretically established. The proposed solution for designing the asteroid powered descent trajectory is to use convex optimization, a gravity model with higher fidelity than Newtonian, and an iterative solution process to design the fuel optimal trajectory. The solution to the convex optimization problem is the thrust profile, magnitude and direction, that will yield the minimum fuel trajectory for a soft landing at the target site, subject to various mission and operational constraints. The equations of motion are formulated in a rotating coordinate system and includes a high fidelity gravity model. The vehicle's thrust magnitude can vary between maximum and minimum bounds during the burn. Also, constraints are included to ensure that the vehicle does not run out of propellant, or go below the asteroid's surface, and any vehicle pointing requirements. The equations of motion are discretized and propagated with the trapezoidal rule in order to produce equality constraints for the optimization problem. These equality constraints allow the optimization algorithm to solve the entire problem, without including a propagator inside the optimization algorithm.
Optimization of flexible wing structures subject to strength and induced drag constraints
NASA Technical Reports Server (NTRS)
Haftka, R. T.
1977-01-01
An optimization procedure for designing wing structures subject to stress, strain, and drag constraints is presented. The optimization method utilizes an extended penalty function formulation for converting the constrained problem into a series of unconstrained ones. Newton's method is used to solve the unconstrained problems. An iterative analysis procedure is used to obtain the displacements of the wing structure including the effects of load redistribution due to the flexibility of the structure. The induced drag is calculated from the lift distribution. Approximate expressions for the constraints used during major portions of the optimization process enhance the efficiency of the procedure. A typical fighter wing is used to demonstrate the procedure. Aluminum and composite material designs are obtained. The tradeoff between weight savings and drag reduction is investigated.
On actuator placement for robust time-optimal control of uncertain flexible spacecraft
NASA Technical Reports Server (NTRS)
Wie, Bong; Sinha, Ravi; Liu, Qiang
1992-01-01
The problem of computing open-loop, on-off jet firing logic for flexible spacecraft in the face of plant modeling uncertainty is investigated. The primary control objective is to achieve a fast maneuvering time with a minimum of structural vibrations during and/or after a maneuver. This paper is also concerned with the problem of selecting a proper pair of jets for practical trade-offs among the maneuvering time, fuel consumption, structural mode excitation, and performance robustness. A time-optimal control problem subject to parameter robustness constraints is formulated. A three-mass-spring model of flexible spacecraft with a rigid-body mode and two flexible modes is used to illustrate the concept.
Adewumi, Aderemi Oluyinka; Chetty, Sivashan
2017-01-01
The Annual Crop Planning (ACP) problem was a recently introduced problem in the literature. This study further expounds on this problem by presenting a new mathematical formulation, which is based on market economic factors. To determine solutions, a new local search metaheuristic algorithm is investigated which is called the enhanced Best Performance Algorithm (eBPA). eBPA's results are compared against two well-known local search metaheuristic algorithms; these include Tabu Search and Simulated Annealing. The results show the potential of the eBPA for continuous optimization problems.
Optimal Decentralized Protocol for Electric Vehicle Charging
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gan, LW; Topcu, U; Low, SH
We propose a decentralized algorithm to optimally schedule electric vehicle (EV) charging. The algorithm exploits the elasticity of electric vehicle loads to fill the valleys in electric load profiles. We first formulate the EV charging scheduling problem as an optimal control problem, whose objective is to impose a generalized notion of valley-filling, and study properties of optimal charging profiles. We then give a decentralized algorithm to iteratively solve the optimal control problem. In each iteration, EVs update their charging profiles according to the control signal broadcast by the utility company, and the utility company alters the control signal to guidemore » their updates. The algorithm converges to optimal charging profiles (that are as "flat" as they can possibly be) irrespective of the specifications (e.g., maximum charging rate and deadline) of EVs, even if EVs do not necessarily update their charging profiles in every iteration, and use potentially outdated control signal when they update. Moreover, the algorithm only requires each EV solving its local problem, hence its implementation requires low computation capability. We also extend the algorithm to track a given load profile and to real-time implementation.« less
The anatomy of choice: active inference and agency.
Friston, Karl; Schwartenbeck, Philipp; Fitzgerald, Thomas; Moutoussis, Michael; Behrens, Timothy; Dolan, Raymond J
2013-01-01
This paper considers agency in the setting of embodied or active inference. In brief, we associate a sense of agency with prior beliefs about action and ask what sorts of beliefs underlie optimal behavior. In particular, we consider prior beliefs that action minimizes the Kullback-Leibler (KL) divergence between desired states and attainable states in the future. This allows one to formulate bounded rationality as approximate Bayesian inference that optimizes a free energy bound on model evidence. We show that constructs like expected utility, exploration bonuses, softmax choice rules and optimism bias emerge as natural consequences of this formulation. Previous accounts of active inference have focused on predictive coding and Bayesian filtering schemes for minimizing free energy. Here, we consider variational Bayes as an alternative scheme that provides formal constraints on the computational anatomy of inference and action-constraints that are remarkably consistent with neuroanatomy. Furthermore, this scheme contextualizes optimal decision theory and economic (utilitarian) formulations as pure inference problems. For example, expected utility theory emerges as a special case of free energy minimization, where the sensitivity or inverse temperature (of softmax functions and quantal response equilibria) has a unique and Bayes-optimal solution-that minimizes free energy. This sensitivity corresponds to the precision of beliefs about behavior, such that attainable goals are afforded a higher precision or confidence. In turn, this means that optimal behavior entails a representation of confidence about outcomes that are under an agent's control.
NASA Astrophysics Data System (ADS)
Joung, InSuk; Kim, Jong Yun; Gross, Steven P.; Joo, Keehyoung; Lee, Jooyoung
2018-02-01
Many problems in science and engineering can be formulated as optimization problems. One way to solve these problems is to develop tailored problem-specific approaches. As such development is challenging, an alternative is to develop good generally-applicable algorithms. Such algorithms are easy to apply, typically function robustly, and reduce development time. Here we provide a description for one such algorithm called Conformational Space Annealing (CSA) along with its python version, PyCSA. We previously applied it to many optimization problems including protein structure prediction and graph community detection. To demonstrate its utility, we have applied PyCSA to two continuous test functions, namely Ackley and Eggholder functions. In addition, in order to provide complete generality of PyCSA to any types of an objective function, we demonstrate the way PyCSA can be applied to a discrete objective function, namely a parameter optimization problem. Based on the benchmarking results of the three problems, the performance of CSA is shown to be better than or similar to the most popular optimization method, simulated annealing. For continuous objective functions, we found that, L-BFGS-B was the best performing local optimization method, while for a discrete objective function Nelder-Mead was the best. The current version of PyCSA can be run in parallel at the coarse grained level by calculating multiple independent local optimizations separately. The source code of PyCSA is available from http://lee.kias.re.kr.
Formulation analysis and computation of an optimization-based local-to-nonlocal coupling method.
DOE Office of Scientific and Technical Information (OSTI.GOV)
D'Elia, Marta; Bochev, Pavel Blagoveston
2017-01-01
In this paper, we present an optimization-based coupling method for local and nonlocal continuum models. Our approach couches the coupling of the models into a control problem where the states are the solutions of the nonlocal and local equations, the objective is to minimize their mismatch on the overlap of the local and nonlocal problem domains, and the virtual controls are the nonlocal volume constraint and the local boundary condition. We present the method in the context of Local-to-Nonlocal di usion coupling. Numerical examples illustrate the theoretical properties of the approach.
Scheduler Design Criteria: Requirements and Considerations
NASA Technical Reports Server (NTRS)
Lee, Hanbong
2016-01-01
This presentation covers fundamental requirements and considerations for developing schedulers in airport operations. We first introduce performance and functional requirements for airport surface schedulers. Among various optimization problems in airport operations, we focus on airport surface scheduling problem, including runway and taxiway operations. We then describe a basic methodology for airport surface scheduling such as node-link network model and scheduling algorithms previously developed. Next, we explain how to design a mathematical formulation in more details, which consists of objectives, decision variables, and constraints. Lastly, we review other considerations, including optimization tools, computational performance, and performance metrics for evaluation.
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.
NASA Astrophysics Data System (ADS)
Sutrisno, Widowati, Tjahjana, R. Heru
2017-12-01
The future cost in many industrial problem is obviously uncertain. Then a mathematical analysis for a problem with uncertain cost is needed. In this article, we deals with the fuzzy expected value analysis to solve an integrated supplier selection and supplier selection problem with uncertain cost where the costs uncertainty is approached by a fuzzy variable. We formulate the mathematical model of the problems fuzzy expected value based quadratic optimization with total cost objective function and solve it by using expected value based fuzzy programming. From the numerical examples result performed by the authors, the supplier selection problem was solved i.e. the optimal supplier was selected for each time period where the optimal product volume of all product that should be purchased from each supplier for each time period was determined and the product stock level was controlled as decided by the authors i.e. it was followed the given reference level.
Optimal Micropatterns in 2D Transport Networks and Their Relation to Image Inpainting
NASA Astrophysics Data System (ADS)
Brancolini, Alessio; Rossmanith, Carolin; Wirth, Benedikt
2018-04-01
We consider two different variational models of transport networks: the so-called branched transport problem and the urban planning problem. Based on a novel relation to Mumford-Shah image inpainting and techniques developed in that field, we show for a two-dimensional situation that both highly non-convex network optimization tasks can be transformed into a convex variational problem, which may be very useful from analytical and numerical perspectives. As applications of the convex formulation, we use it to perform numerical simulations (to our knowledge this is the first numerical treatment of urban planning), and we prove a lower bound for the network cost that matches a known upper bound (in terms of how the cost scales in the model parameters) which helps better understand optimal networks and their minimal costs.
Li, Ming; Miao, Chunyan; Leung, Cyril
2015-01-01
Coverage control is one of the most fundamental issues in directional sensor networks. In this paper, the coverage optimization problem in a directional sensor network is formulated as a multi-objective optimization problem. It takes into account the coverage rate of the network, the number of working sensor nodes and the connectivity of the network. The coverage problem considered in this paper is characterized by the geographical irregularity of the sensed events and heterogeneity of the sensor nodes in terms of sensing radius, field of angle and communication radius. To solve this multi-objective problem, we introduce a learning automata-based coral reef algorithm for adaptive parameter selection and use a novel Tchebycheff decomposition method to decompose the multi-objective problem into a single-objective problem. Simulation results show the consistent superiority of the proposed algorithm over alternative approaches. PMID:26690162
Li, Ming; Miao, Chunyan; Leung, Cyril
2015-12-04
Coverage control is one of the most fundamental issues in directional sensor networks. In this paper, the coverage optimization problem in a directional sensor network is formulated as a multi-objective optimization problem. It takes into account the coverage rate of the network, the number of working sensor nodes and the connectivity of the network. The coverage problem considered in this paper is characterized by the geographical irregularity of the sensed events and heterogeneity of the sensor nodes in terms of sensing radius, field of angle and communication radius. To solve this multi-objective problem, we introduce a learning automata-based coral reef algorithm for adaptive parameter selection and use a novel Tchebycheff decomposition method to decompose the multi-objective problem into a single-objective problem. Simulation results show the consistent superiority of the proposed algorithm over alternative approaches.
Fuel optimization for low-thrust Earth-Moon transfer via indirect optimal control
NASA Astrophysics Data System (ADS)
Pérez-Palau, Daniel; Epenoy, Richard
2018-02-01
The problem of designing low-energy transfers between the Earth and the Moon has attracted recently a major interest from the scientific community. In this paper, an indirect optimal control approach is used to determine minimum-fuel low-thrust transfers between a low Earth orbit and a Lunar orbit in the Sun-Earth-Moon Bicircular Restricted Four-Body Problem. First, the optimal control problem is formulated and its necessary optimality conditions are derived from Pontryagin's Maximum Principle. Then, two different solution methods are proposed to overcome the numerical difficulties arising from the huge sensitivity of the problem's state and costate equations. The first one consists in the use of continuation techniques. The second one is based on a massive exploration of the set of unknown variables appearing in the optimality conditions. The dimension of the search space is reduced by considering adapted variables leading to a reduction of the computational time. The trajectories found are classified in several families according to their shape, transfer duration and fuel expenditure. Finally, an analysis based on the dynamical structure provided by the invariant manifolds of the two underlying Circular Restricted Three-Body Problems, Earth-Moon and Sun-Earth is presented leading to a physical interpretation of the different families of trajectories.
Linear Optimization and Image Reconstruction
1994-06-01
final example is again a novel one. We formulate the problem of computer assisted tomographic ( CAT ) image reconstruction as a linear optimization...possibility that a patient, Fred, suffers from a brain tumor. Further, the physician opts to make use of the CAT (Computer Aided Tomography) scan device...and examine the inside of Fred’s head without exploratory surgery. The CAT scan machine works by projecting a finite number of X-rays of known
NASA Astrophysics Data System (ADS)
Bottasso, C. L.; Croce, A.; Riboldi, C. E. D.
2014-06-01
The paper presents a novel approach for the synthesis of the open-loop pitch profile during emergency shutdowns. The problem is of interest in the design of wind turbines, as such maneuvers often generate design driving loads on some of the machine components. The pitch profile synthesis is formulated as a constrained optimal control problem, solved numerically using a direct single shooting approach. A cost function expressing a compromise between load reduction and rotor overspeed is minimized with respect to the unknown blade pitch profile. Constraints may include a load reduction not-to-exceed the next dominating loads, a not-to-be-exceeded maximum rotor speed, and a maximum achievable blade pitch rate. Cost function and constraints are computed over a possibly large number of operating conditions, defined so as to cover as well as possible the operating situations encountered in the lifetime of the machine. All such conditions are simulated by using a high-fidelity aeroservoelastic model of the wind turbine, ensuring the accuracy of the evaluation of all relevant parameters. The paper demonstrates the capabilities of the novel proposed formulation, by optimizing the pitch profile of a multi-MW wind turbine. Results show that the procedure can reliably identify optimal pitch profiles that reduce design-driving loads, in a fully automated way.
NASA Technical Reports Server (NTRS)
Pandya, Mohagna J.; Baysal, Oktay
1997-01-01
A gradient-based shape optimization based on quasi-analytical sensitivities has been extended for practical three-dimensional aerodynamic applications. The flow analysis has been rendered by a fully implicit, finite-volume formulation of the Euler and Thin-Layer Navier-Stokes (TLNS) equations. Initially, the viscous laminar flow analysis for a wing has been compared with an independent computational fluid dynamics (CFD) code which has been extensively validated. The new procedure has been demonstrated in the design of a cranked arrow wing at Mach 2.4 with coarse- and fine-grid based computations performed with Euler and TLNS equations. The influence of the initial constraints on the geometry and aerodynamics of the optimized shape has been explored. Various final shapes generated for an identical initial problem formulation but with different optimization path options (coarse or fine grid, Euler or TLNS), have been aerodynamically evaluated via a common fine-grid TLNS-based analysis. The initial constraint conditions show significant bearing on the optimization results. Also, the results demonstrate that to produce an aerodynamically efficient design, it is imperative to include the viscous physics in the optimization procedure with the proper resolution. Based upon the present results, to better utilize the scarce computational resources, it is recommended that, a number of viscous coarse grid cases using either a preconditioned bi-conjugate gradient (PbCG) or an alternating-direction-implicit (ADI) method, should initially be employed to improve the optimization problem definition, the design space and initial shape. Optimized shapes should subsequently be analyzed using a high fidelity (viscous with fine-grid resolution) flow analysis to evaluate their true performance potential. Finally, a viscous fine-grid-based shape optimization should be conducted, using an ADI method, to accurately obtain the final optimized shape.
Wang, Jiaxi; Gronalt, Manfred; Sun, Yan
2017-01-01
Due to its environmentally sustainable and energy-saving characteristics, railway transportation nowadays plays a fundamental role in delivering passengers and goods. Emerged in the area of transportation planning, the crew (workforce) sizing problem and the crew scheduling problem have been attached great importance by the railway industry and the scientific community. In this paper, we aim to solve the two problems by proposing a novel two-stage optimization approach in the context of the electric multiple units (EMU) depot shunting driver assignment problem. Given a predefined depot shunting schedule, the first stage of the approach focuses on determining an optimal size of shunting drivers. While the second stage is formulated as a bi-objective optimization model, in which we comprehensively consider the objectives of minimizing the total walking distance and maximizing the workload balance. Then we combine the normalized normal constraint method with a modified Pareto filter algorithm to obtain Pareto solutions for the bi-objective optimization problem. Furthermore, we conduct a series of numerical experiments to demonstrate the proposed approach. Based on the computational results, the regression analysis yield a driver size predictor and the sensitivity analysis give some interesting insights that are useful for decision makers.
Gronalt, Manfred; Sun, Yan
2017-01-01
Due to its environmentally sustainable and energy-saving characteristics, railway transportation nowadays plays a fundamental role in delivering passengers and goods. Emerged in the area of transportation planning, the crew (workforce) sizing problem and the crew scheduling problem have been attached great importance by the railway industry and the scientific community. In this paper, we aim to solve the two problems by proposing a novel two-stage optimization approach in the context of the electric multiple units (EMU) depot shunting driver assignment problem. Given a predefined depot shunting schedule, the first stage of the approach focuses on determining an optimal size of shunting drivers. While the second stage is formulated as a bi-objective optimization model, in which we comprehensively consider the objectives of minimizing the total walking distance and maximizing the workload balance. Then we combine the normalized normal constraint method with a modified Pareto filter algorithm to obtain Pareto solutions for the bi-objective optimization problem. Furthermore, we conduct a series of numerical experiments to demonstrate the proposed approach. Based on the computational results, the regression analysis yield a driver size predictor and the sensitivity analysis give some interesting insights that are useful for decision makers. PMID:28704489
NASA Astrophysics Data System (ADS)
Kasprzyk, J. R.; Reed, P. M.; Characklis, G. W.; Kirsch, B. R.
2010-12-01
This paper proposes and demonstrates a new interactive framework for sensitivity-informed de Novo programming, in which a learning approach to formulating decision problems can confront the deep uncertainty within water management problems. The framework couples global sensitivity analysis using Sobol’ variance decomposition with multiobjective evolutionary algorithms (MOEAs) to generate planning alternatives and test their robustness to new modeling assumptions and scenarios. We explore these issues within the context of a risk-based water supply management problem, where a city seeks the most efficient use of a water market. The case study examines a single city’s water supply in the Lower Rio Grande Valley (LRGV) in Texas, using both a 10-year planning horizon and an extreme single-year drought scenario. The city’s water supply portfolio comprises a volume of permanent rights to reservoir inflows and use of a water market through anticipatory thresholds for acquiring transfers of water through optioning and spot leases. Diagnostic information from the Sobol’ variance decomposition is used to create a sensitivity-informed problem formulation testing different decision variable configurations, with tradeoffs for the formulation solved using a MOEA. Subsequent analysis uses the drought scenario to expose tradeoffs between long-term and short-term planning and illustrate the impact of deeply uncertain assumptions on water availability in droughts. The results demonstrate water supply portfolios’ efficiency, reliability, and utilization of transfers in the water supply market and show how to adaptively improve the value and robustness of our problem formulations by evolving our definition of optimality to discover key tradeoffs.
Rate-independent dissipation in phase-field modelling of displacive transformations
NASA Astrophysics Data System (ADS)
Tůma, K.; Stupkiewicz, S.; Petryk, H.
2018-05-01
In this paper, rate-independent dissipation is introduced into the phase-field framework for modelling of displacive transformations, such as martensitic phase transformation and twinning. The finite-strain phase-field model developed recently by the present authors is here extended beyond the limitations of purely viscous dissipation. The variational formulation, in which the evolution problem is formulated as a constrained minimization problem for a global rate-potential, is enhanced by including a mixed-type dissipation potential that combines viscous and rate-independent contributions. Effective computational treatment of the resulting incremental problem of non-smooth optimization is developed by employing the augmented Lagrangian method. It is demonstrated that a single Lagrange multiplier field suffices to handle the dissipation potential vertex and simultaneously to enforce physical constraints on the order parameter. In this way, the initially non-smooth problem of evolution is converted into a smooth stationarity problem. The model is implemented in a finite-element code and applied to solve two- and three-dimensional boundary value problems representative for shape memory alloys.
Multimodal optimization by using hybrid of artificial bee colony algorithm and BFGS algorithm
NASA Astrophysics Data System (ADS)
Anam, S.
2017-10-01
Optimization has become one of the important fields in Mathematics. Many problems in engineering and science can be formulated into optimization problems. They maybe have many local optima. The optimization problem with many local optima, known as multimodal optimization problem, is how to find the global solution. Several metaheuristic methods have been proposed to solve multimodal optimization problems such as Particle Swarm Optimization (PSO), Genetics Algorithm (GA), Artificial Bee Colony (ABC) algorithm, etc. The performance of the ABC algorithm is better than or similar to those of other population-based algorithms with the advantage of employing a fewer control parameters. The ABC algorithm also has the advantages of strong robustness, fast convergence and high flexibility. However, it has the disadvantages premature convergence in the later search period. The accuracy of the optimal value cannot meet the requirements sometimes. Broyden-Fletcher-Goldfarb-Shanno (BFGS) algorithm is a good iterative method for finding a local optimum. Compared with other local optimization methods, the BFGS algorithm is better. Based on the advantages of the ABC algorithm and the BFGS algorithm, this paper proposes a hybrid of the artificial bee colony algorithm and the BFGS algorithm to solve the multimodal optimization problem. The first step is that the ABC algorithm is run to find a point. In the second step is that the point obtained by the first step is used as an initial point of BFGS algorithm. The results show that the hybrid method can overcome from the basic ABC algorithm problems for almost all test function. However, if the shape of function is flat, the proposed method cannot work well.
A tight upper bound for quadratic knapsack problems in grid-based wind farm layout optimization
NASA Astrophysics Data System (ADS)
Quan, Ning; Kim, Harrison M.
2018-03-01
The 0-1 quadratic knapsack problem (QKP) in wind farm layout optimization models possible turbine locations as nodes, and power loss due to wake effects between pairs of turbines as edges in a complete graph. The goal is to select up to a certain number of turbine locations such that the sum of selected node and edge coefficients is maximized. Finding the optimal solution to the QKP is difficult in general, but it is possible to obtain a tight upper bound on the QKP's optimal value which facilitates the use of heuristics to solve QKPs by giving a good estimate of the optimality gap of any feasible solution. This article applies an upper bound method that is especially well-suited to QKPs in wind farm layout optimization due to certain features of the formulation that reduce the computational complexity of calculating the upper bound. The usefulness of the upper bound was demonstrated by assessing the performance of the greedy algorithm for solving QKPs in wind farm layout optimization. The results show that the greedy algorithm produces good solutions within 4% of the optimal value for small to medium sized problems considered in this article.
Solving multi-objective optimization problems in conservation with the reference point method
Dujardin, Yann; Chadès, Iadine
2018-01-01
Managing the biodiversity extinction crisis requires wise decision-making processes able to account for the limited resources available. In most decision problems in conservation biology, several conflicting objectives have to be taken into account. Most methods used in conservation either provide suboptimal solutions or use strong assumptions about the decision-maker’s preferences. Our paper reviews some of the existing approaches to solve multi-objective decision problems and presents new multi-objective linear programming formulations of two multi-objective optimization problems in conservation, allowing the use of a reference point approach. Reference point approaches solve multi-objective optimization problems by interactively representing the preferences of the decision-maker with a point in the criteria (objectives) space, called the reference point. We modelled and solved the following two problems in conservation: a dynamic multi-species management problem under uncertainty and a spatial allocation resource management problem. Results show that the reference point method outperforms classic methods while illustrating the use of an interactive methodology for solving combinatorial problems with multiple objectives. The method is general and can be adapted to a wide range of ecological combinatorial problems. PMID:29293650
Penazzato, Martina; Lewis, Linda; Watkins, Melynda; Prabhu, Vineet; Pascual, Fernando; Auton, Martin; Kreft, Wesley; Morin, Sébastien; Vicari, Marissa; Lee, Janice; Jamieson, David; Siberry, George K
2018-02-01
Despite the coordinated efforts by several stakeholders to speed up access to HIV treatment for children, development of optimal paediatric formulations still lags 8 to 10 years behind that of adults, due mainly to lack of market incentives and technical complexities in manufacturing. The small and fragmented paediatric market also hinders launch and uptake of new formulations. Moreover, the problems affecting HIV similarly affect other disease areas where development and introduction of optimal paediatric formulations is even slower. Therefore, accelerating processes for developing and commercializing optimal paediatric drug formulations for HIV and other disease areas is urgently needed. The Global Accelerator for Paediatric Formulations (GAP-f) is an innovative collaborative model that will accelerate availability of optimized treatment options for infectious diseases, such as HIV, tuberculosis and viral hepatitis, affecting children in low- and middle-income countries (LMICs). It builds on the HIV experience and existing efforts in paediatric drug development, formalizing collaboration between normative bodies, research networks, regulatory agencies, industry, supply and procurement organizations and funding bodies. Upstream, the GAP-f will coordinate technical support to companies to design and study optimal paediatric formulations, harmonize efforts with regulators and incentivize manufacturers to conduct formulation development. Downstream, the GAP-f will reinforce coordinated procurement and communication with suppliers. The GAP-f will be implemented in a three-stage process: (1) development of a strategic framework and promotion of key regulatory efficiencies; (2) testing of feasibility and results, building on the work of existing platforms such as the Paediatric HIV Treatment Initiative (PHTI) including innovative approaches to incentivize generic development and (3) launch as a fully functioning structure. GAP-f is a key partnership example enhancing North-South and international cooperation on and access to science and technology and capacity building, responding to Sustainable Development Goal (SDG) 17.6 (technology) and 17.9. (capacity-building). By promoting access to the most needed paediatric formulations for HIV and high-burden infectious diseases in low-and middle-income countries, GAP-f will support achievement of SDG 3.2 (infant mortality), 3.3 (end of AIDS and combat other communicable diseases) and 3.8 (access to essential medicines), and be an essential component of meeting the global Start Free, Stay Free, AIDS Free super-fast-track targets. © 2018 World Health Organization; licensee IAS.
NASA Technical Reports Server (NTRS)
Crespo, Luis G.; Bushnell, Dennis M. (Technical Monitor)
2002-01-01
This paper presents a study on the optimization of systems with structured uncertainties, whose inputs and outputs can be exhaustively described in the probabilistic sense. By propagating the uncertainty from the input to the output in the space of the probability density functions and the moments, optimization problems that pursue performance, robustness and reliability based designs are studied. Be specifying the desired outputs in terms of desired probability density functions and then in terms of meaningful probabilistic indices, we settle a computationally viable framework for solving practical optimization problems. Applications to static optimization and stability control are used to illustrate the relevance of incorporating uncertainty in the early stages of the design. Several examples that admit a full probabilistic description of the output in terms of the design variables and the uncertain inputs are used to elucidate the main features of the generic problem and its solution. Extensions to problems that do not admit closed form solutions are also evaluated. Concrete evidence of the importance of using a consistent probabilistic formulation of the optimization problem and a meaningful probabilistic description of its solution is provided in the examples. In the stability control problem the analysis shows that standard deterministic approaches lead to designs with high probability of running into instability. The implementation of such designs can indeed have catastrophic consequences.
Geodesic regression for image time-series.
Niethammer, Marc; Huang, Yang; Vialard, François-Xavier
2011-01-01
Registration of image-time series has so far been accomplished (i) by concatenating registrations between image pairs, (ii) by solving a joint estimation problem resulting in piecewise geodesic paths between image pairs, (iii) by kernel based local averaging or (iv) by augmenting the joint estimation with additional temporal irregularity penalties. Here, we propose a generative model extending least squares linear regression to the space of images by using a second-order dynamic formulation for image registration. Unlike previous approaches, the formulation allows for a compact representation of an approximation to the full spatio-temporal trajectory through its initial values. The method also opens up possibilities to design image-based approximation algorithms. The resulting optimization problem is solved using an adjoint method.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Papp, D; Unkelbach, J
2014-06-01
Purpose: Non-uniform fractionation, i.e. delivering distinct dose distributions in two subsequent fractions, can potentially improve outcomes by increasing biological dose to the target without increasing dose to healthy tissues. This is possible if both fractions deliver a similar dose to normal tissues (exploit the fractionation effect) but high single fraction doses to subvolumes of the target (hypofractionation). Optimization of such treatment plans can be formulated using biological equivalent dose (BED), but leads to intractable nonconvex optimization problems. We introduce a novel optimization approach to address this challenge. Methods: We first optimize a reference IMPT plan using standard techniques that deliversmore » a homogeneous target dose in both fractions. The method then divides the pencil beams into two sets, which are assigned to either fraction one or fraction two. The total intensity of each pencil beam, and therefore the physical dose, remains unchanged compared to the reference plan. The objectives are to maximize the mean BED in the target and to minimize the mean BED in normal tissues, which is a quadratic function of the pencil beam weights. The optimal reassignment of pencil beams to one of the two fractions is formulated as a binary quadratic optimization problem. A near-optimal solution to this problem can be obtained by convex relaxation and randomized rounding. Results: The method is demonstrated for a large arteriovenous malformation (AVM) case treated in two fractions. The algorithm yields a treatment plan, which delivers a high dose to parts of the AVM in one of the fractions, but similar doses in both fractions to the normal brain tissue adjacent to the AVM. Using the approach, the mean BED in the target was increased by approximately 10% compared to what would have been possible with a uniform reference plan for the same normal tissue mean BED.« less
A dynamic feedback-control toll pricing methodology : a case study on Interstate 95 managed lanes.
DOT National Transportation Integrated Search
2013-06-01
Recently, congestion pricing emerged as a cost-effective and efficient strategy to mitigate the congestion problem on freeways. This study develops a feedback-control based dynamic toll approach to formulate and solve for optimal tolls. The study com...
The Designing of the Mission to Mars for the Siol Delivery by the Electric Propulsion Spacecraft
NASA Astrophysics Data System (ADS)
Starinova, O. L.; Gao, Ch.; Kurochkin, D. V.; Yudong, H.
2018-04-01
The effectiveness of the mission to return soil from Mars depends on design and trajectory parameters.The problem of comprehensive optimization of the low-thrust mission Earth-Mars-Earth is formulated and solved in this paper.
Localized Multiple Kernel Learning A Convex Approach
2016-11-22
data. All the aforementioned approaches to localized MKL are formulated in terms of non-convex optimization problems, and deep the- oretical...learning. IEEE Transactions on Neural Networks, 22(3):433–446, 2011. Jingjing Yang, Yuanning Li, Yonghong Tian, Lingyu Duan, and Wen Gao. Group-sensitive
Competitive Facility Location with Random Demands
NASA Astrophysics Data System (ADS)
Uno, Takeshi; Katagiri, Hideki; Kato, Kosuke
2009-10-01
This paper proposes a new location problem of competitive facilities, e.g. shops and stores, with uncertain demands in the plane. By representing the demands for facilities as random variables, the location problem is formulated to a stochastic programming problem, and for finding its solution, three deterministic programming problems: expectation maximizing problem, probability maximizing problem, and satisfying level maximizing problem are considered. After showing that one of their optimal solutions can be found by solving 0-1 programming problems, their solution method is proposed by improving the tabu search algorithm with strategic vibration. Efficiency of the solution method is shown by applying to numerical examples of the facility location problems.
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.
NASA Astrophysics Data System (ADS)
Sharma, Shrestha; Narang, Jasjeet K.; Ali, Javed; Baboota, Sanjula
2016-09-01
Purpose. Oxidative stress is the leading cause in the pathogenesis of Parkinson’s disease. Rutin is a naturally occurring strong antioxidant molecule with wide therapeutic applications. It suffers from the problem of low oral bioavailability which is due to its poor aqueous solubility. Methods. In order to increase the solubility self-nanoemulsifying drug delivery systems (SNEDDS) of rutin were prepared. The oil, surfactant and co-surfactant were selected based on solubility/miscibility studies. Optimization was done by a three-factor, four-level (34) Box-Behnken design. The independent factors were oil, surfactant and co-surfactant concentration and the dependent variables were globule size, self-emulsification time, % transmittance and cumulative percentage of drug release. The optimized SNEDDS formulation (RSE6) was evaluated for various release studies. Antioxidant activity was assessed by various in vitro tests such as 2,2-diphenyl-1-picrylhydrazyl and reducing power assay. Oxidative stress models which had Parkinson’s-type symptoms were used to determine the antioxidant potential of rutin SNEDDS in vivo. Permeation was assessed through confocal laser scanning microscopy. Results. An optimized SNEDDS formulation consisting of Sefsol + vitamin E-Solutol HS 15-Transcutol P at proportions of 25:35:17.5 (w/w) was prepared and characterized. The globule size and polydispersity index of the optimized formulation was found to be 16.08 ± 0.02 nm and 0.124 ± 0.01, respectively. A significant (p < 0.05) increase in the percentage of drug release was achieved in the case of the optimized formulation as compared to rutin suspension. Pharmacokinetic study showed a 2.3-fold increase in relative oral bioavailability. The optimized formulation had significant in vitro and in vivo antioxidant activity. Conclusion. Rutin SNEDDS have been successfully prepared and they can serve as an effective tool in enhancing the oral bioavailability and efficacy of rutin, thus helping in ameliorating oxidative stress in neurodegenerative disorders like Parkinson’s disease.
NASA Astrophysics Data System (ADS)
Banerjee, Ipsita
2009-03-01
Knowledge of pathways governing cellular differentiation to specific phenotype will enable generation of desired cell fates by careful alteration of the governing network by adequate manipulation of the cellular environment. With this aim, we have developed a novel method to reconstruct the underlying regulatory architecture of a differentiating cell population from discrete temporal gene expression data. We utilize an inherent feature of biological networks, that of sparsity, in formulating the network reconstruction problem as a bi-level mixed-integer programming problem. The formulation optimizes the network topology at the upper level and the network connectivity strength at the lower level. The method is first validated by in-silico data, before applying it to the complex system of embryonic stem (ES) cell differentiation. This formulation enables efficient identification of the underlying network topology which could accurately predict steps necessary for directing differentiation to subsequent stages. Concurrent experimental verification demonstrated excellent agreement with model prediction.
Efficient Trajectory Propagation for Orbit Determination Problems
NASA Technical Reports Server (NTRS)
Roa, Javier; Pelaez, Jesus
2015-01-01
Regularized formulations of orbital motion apply a series of techniques to improve the numerical integration of the orbit. Despite their advantages and potential applications little attention has been paid to the propagation of the partial derivatives of the corresponding set of elements or coordinates, required in many orbit-determination scenarios and optimization problems. This paper fills this gap by presenting the general procedure for integrating the state-transition matrix of the system together with the nominal trajectory using regularized formulations and different sets of elements. The main difficulty comes from introducing an independent variable different from time, because the solution needs to be synchronized. The correction of the time delay is treated from a generic perspective not focused on any particular formulation. The synchronization using time-elements is also discussed. Numerical examples include strongly-perturbed orbits in the Pluto system, motivated by the recent flyby of the New Horizons spacecraft, together with a geocentric flyby of the NEAR spacecraft.
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 parameter estimation with a fixed rate of abstention
NASA Astrophysics Data System (ADS)
Gendra, B.; Ronco-Bonvehi, E.; Calsamiglia, J.; Muñoz-Tapia, R.; Bagan, E.
2013-07-01
The problems of optimally estimating a phase, a direction, and the orientation of a Cartesian frame (or trihedron) with general pure states are addressed. Special emphasis is put on estimation schemes that allow for inconclusive answers or abstention. It is shown that such schemes enable drastic improvements, up to the extent of attaining the Heisenberg limit in some cases, and the required amount of abstention is quantified. A general mathematical framework to deal with the asymptotic limit of many qubits or large angular momentum is introduced and used to obtain analytical results for all the relevant cases under consideration. Parameter estimation with abstention is also formulated as a semidefinite programming problem, for which very efficient numerical optimization techniques exist.
A mathematical framework for the selection of an optimal set of peptides for epitope-based vaccines.
Toussaint, Nora C; Dönnes, Pierre; Kohlbacher, Oliver
2008-12-01
Epitope-based vaccines (EVs) have a wide range of applications: from therapeutic to prophylactic approaches, from infectious diseases to cancer. The development of an EV is based on the knowledge of target-specific antigens from which immunogenic peptides, so-called epitopes, are derived. Such epitopes form the key components of the EV. Due to regulatory, economic, and practical concerns the number of epitopes that can be included in an EV is limited. Furthermore, as the major histocompatibility complex (MHC) binding these epitopes is highly polymorphic, every patient possesses a set of MHC class I and class II molecules of differing specificities. A peptide combination effective for one person can thus be completely ineffective for another. This renders the optimal selection of these epitopes an important and interesting optimization problem. In this work we present a mathematical framework based on integer linear programming (ILP) that allows the formulation of various flavors of the vaccine design problem and the efficient identification of optimal sets of epitopes. Out of a user-defined set of predicted or experimentally determined epitopes, the framework selects the set with the maximum likelihood of eliciting a broad and potent immune response. Our ILP approach allows an elegant and flexible formulation of numerous variants of the EV design problem. In order to demonstrate this, we show how common immunological requirements for a good EV (e.g., coverage of epitopes from each antigen, coverage of all MHC alleles in a set, or avoidance of epitopes with high mutation rates) can be translated into constraints or modifications of the objective function within the ILP framework. An implementation of the algorithm outperforms a simple greedy strategy as well as a previously suggested evolutionary algorithm and has runtimes on the order of seconds for typical problem sizes.
Feng, Haihua; Karl, William Clem; Castañon, David A
2008-05-01
In this paper, we develop a new unified approach for laser radar range anomaly suppression, range profiling, and segmentation. This approach combines an object-based hybrid scene model for representing the range distribution of the field and a statistical mixture model for the range data measurement noise. The image segmentation problem is formulated as a minimization problem which jointly estimates the target boundary together with the target region range variation and background range variation directly from the noisy and anomaly-filled range data. This formulation allows direct incorporation of prior information concerning the target boundary, target ranges, and background ranges into an optimal reconstruction process. Curve evolution techniques and a generalized expectation-maximization algorithm are jointly employed as an efficient solver for minimizing the objective energy, resulting in a coupled pair of object and intensity optimization tasks. The method directly and optimally extracts the target boundary, avoiding a suboptimal two-step process involving image smoothing followed by boundary extraction. Experiments are presented demonstrating that the proposed approach is robust to anomalous pixels (missing data) and capable of producing accurate estimation of the target boundary and range values from noisy data.
Coupled Low-thrust Trajectory and System Optimization via Multi-Objective Hybrid Optimal Control
NASA Technical Reports Server (NTRS)
Vavrina, Matthew A.; Englander, Jacob Aldo; Ghosh, Alexander R.
2015-01-01
The optimization of low-thrust trajectories is tightly coupled with the spacecraft hardware. Trading trajectory characteristics with system parameters ton identify viable solutions and determine mission sensitivities across discrete hardware configurations is labor intensive. Local independent optimization runs can sample the design space, but a global exploration that resolves the relationships between the system variables across multiple objectives enables a full mapping of the optimal solution space. A multi-objective, hybrid optimal control algorithm is formulated using a multi-objective genetic algorithm as an outer loop systems optimizer around a global trajectory optimizer. The coupled problem is solved simultaneously to generate Pareto-optimal solutions in a single execution. The automated approach is demonstrated on two boulder return missions.
A Distribution-class Locational Marginal Price (DLMP) Index for Enhanced Distribution Systems
NASA Astrophysics Data System (ADS)
Akinbode, Oluwaseyi Wemimo
The smart grid initiative is the impetus behind changes that are expected to culminate into an enhanced distribution system with the communication and control infrastructure to support advanced distribution system applications and resources such as distributed generation, energy storage systems, and price responsive loads. This research proposes a distribution-class analog of the transmission LMP (DLMP) as an enabler of the advanced applications of the enhanced distribution system. The DLMP is envisioned as a control signal that can incentivize distribution system resources to behave optimally in a manner that benefits economic efficiency and system reliability and that can optimally couple the transmission and the distribution systems. The DLMP is calculated from a two-stage optimization problem; a transmission system OPF and a distribution system OPF. An iterative framework that ensures accurate representation of the distribution system's price sensitive resources for the transmission system problem and vice versa is developed and its convergence problem is discussed. As part of the DLMP calculation framework, a DCOPF formulation that endogenously captures the effect of real power losses is discussed. The formulation uses piecewise linear functions to approximate losses. This thesis explores, with theoretical proofs, the breakdown of the loss approximation technique when non-positive DLMPs/LMPs occur and discusses a mixed integer linear programming formulation that corrects the breakdown. The DLMP is numerically illustrated in traditional and enhanced distribution systems and its superiority to contemporary pricing mechanisms is demonstrated using price responsive loads. Results show that the impact of the inaccuracy of contemporary pricing schemes becomes significant as flexible resources increase. At high elasticity, aggregate load consumption deviated from the optimal consumption by up to about 45 percent when using a flat or time-of-use rate. Individual load consumption deviated by up to 25 percent when using a real-time price. The superiority of the DLMP is more pronounced when important distribution network conditions are not reflected by contemporary prices. The individual load consumption incentivized by the real-time price deviated by up to 90 percent from the optimal consumption in a congested distribution network. While the DLMP internalizes congestion management, the consumption incentivized by the real-time price caused overloads.
Consideration of computer limitations in implementing on-line controls. M.S. Thesis
NASA Technical Reports Server (NTRS)
Roberts, G. K.
1976-01-01
A formal statement of the optimal control problem which includes the interval of dicretization as an optimization parameter, and extend this to include selection of a control algorithm as part of the optimization procedure, is formulated. The performance of the scalar linear system depends on the discretization interval. Discrete-time versions of the output feedback regulator and an optimal compensator, and the use of these results in presenting an example of a system for which fast partial-state-feedback control better minimizes a quadratic cost than either a full-state feedback control or a compensator, are developed.
Optimal dynamic pricing for deteriorating items with reference-price effects
NASA Astrophysics Data System (ADS)
Xue, Musen; Tang, Wansheng; Zhang, Jianxiong
2016-07-01
In this paper, a dynamic pricing problem for deteriorating items with the consumers' reference-price effect is studied. An optimal control model is established to maximise the total profit, where the demand not only depends on the current price, but also is sensitive to the historical price. The continuous-time dynamic optimal pricing strategy with reference-price effect is obtained through solving the optimal control model on the basis of Pontryagin's maximum principle. In addition, numerical simulations and sensitivity analysis are carried out. Finally, some managerial suggestions that firm may adopt to formulate its pricing policy are proposed.
Effect of handling characteristics on minimum time cornering with torque vectoring
NASA Astrophysics Data System (ADS)
Smith, E. N.; Velenis, E.; Tavernini, D.; Cao, D.
2018-02-01
In this paper, the effect of both passive and actively-modified vehicle handling characteristics on minimum time manoeuvring for vehicles with 4-wheel torque vectoring (TV) capability is studied. First, a baseline optimal TV strategy is sought, independent of any causal control law. An optimal control problem (OCP) is initially formulated considering 4 independent wheel torque inputs, together with the steering angle rate, as the control variables. Using this formulation, the performance benefit using TV against an electric drive train with a fixed torque distribution, is demonstrated. The sensitivity of TV-controlled manoeuvre time to the passive understeer gradient of the vehicle is then studied. A second formulation of the OCP is introduced where a closed-loop TV controller is incorporated into the system dynamics of the OCP. This formulation allows the effect of actively modifying a vehicle's handling characteristic via TV on its minimum time cornering performance of the vehicle to be assessed. In particular, the effect of the target understeer gradient as the key tuning parameter of the literature-standard steady-state linear single-track model yaw rate reference is analysed.
Multidisciplinary Approach to Aerospike Nozzle Design
NASA Technical Reports Server (NTRS)
Korte, J. J.; Salas, A. O.; Dunn, H. J.; Alexandrov, N. M.; Follett, W. W.; Orient, G. E.; Hadid, A. H.
1997-01-01
A model of a linear aerospike rocket nozzle that consists of coupled aerodynamic and structural analyses has been developed. A nonlinear computational fluid dynamics code is used to calculate the aerodynamic thrust, and a three-dimensional finite-element model is used to determine the structural response and weight. The model will be used to demonstrate multidisciplinary design optimization (MDO) capabilities for relevant engine concepts, assess performance of various MDO approaches, and provide a guide for future application development. In this study, the MDO problem is formulated using the multidisciplinary feasible (MDF) strategy. The results for the MDF formulation are presented with comparisons against separate aerodynamic and structural optimized designs. Significant improvements are demonstrated by using a multidisciplinary approach in comparison with the single-discipline design strategy.
Topology optimization of thermal fluid flows with an adjoint Lattice Boltzmann Method
NASA Astrophysics Data System (ADS)
Dugast, Florian; Favennec, Yann; Josset, Christophe; Fan, Yilin; Luo, Lingai
2018-07-01
This paper presents an adjoint Lattice Boltzmann Method (LBM) coupled with the Level-Set Method (LSM) for topology optimization of thermal fluid flows. The adjoint-state formulation implies discrete velocity directions in order to take into account the LBM boundary conditions. These boundary conditions are introduced at the beginning of the adjoint-state method as the LBM residuals, so that the adjoint-state boundary conditions can appear directly during the adjoint-state equation formulation. The proposed method is tested with 3 numerical examples concerning thermal fluid flows, but with different objectives: minimization of the mean temperature in the domain, maximization of the heat evacuated by the fluid, and maximization of the heat exchange with heated solid parts. This latter example, treated in several articles, is used to validate our method. In these optimization problems, a limitation of the maximal pressure drop and of the porosity (number of fluid elements) is also applied. The obtained results demonstrate that the method is robust and effective for solving topology optimization of thermal fluid flows.
NASA Astrophysics Data System (ADS)
Papoutsis-Kiachagias, E. M.; Zymaris, A. S.; Kavvadias, I. S.; Papadimitriou, D. I.; Giannakoglou, K. C.
2015-03-01
The continuous adjoint to the incompressible Reynolds-averaged Navier-Stokes equations coupled with the low Reynolds number Launder-Sharma k-ε turbulence model is presented. Both shape and active flow control optimization problems in fluid mechanics are considered, aiming at minimum viscous losses. In contrast to the frequently used assumption of frozen turbulence, the adjoint to the turbulence model equations together with appropriate boundary conditions are derived, discretized and solved. This is the first time that the adjoint equations to the Launder-Sharma k-ε model have been derived. Compared to the formulation that neglects turbulence variations, the impact of additional terms and equations is evaluated. Sensitivities computed using direct differentiation and/or finite differences are used for comparative purposes. To demonstrate the need for formulating and solving the adjoint to the turbulence model equations, instead of merely relying upon the 'frozen turbulence assumption', the gain in the optimization turnaround time offered by the proposed method is quantified.
MO-AB-BRA-01: A Global Level Set Based Formulation for Volumetric Modulated Arc Therapy
DOE Office of Scientific and Technical Information (OSTI.GOV)
Nguyen, D; Lyu, Q; Ruan, D
2016-06-15
Purpose: The current clinical Volumetric Modulated Arc Therapy (VMAT) optimization is formulated as a non-convex problem and various greedy heuristics have been employed for an empirical solution, jeopardizing plan consistency and quality. We introduce a novel global direct aperture optimization method for VMAT to overcome these limitations. Methods: The global VMAT (gVMAT) planning was formulated as an optimization problem with an L2-norm fidelity term and an anisotropic total variation term. A level set function was used to describe the aperture shapes and adjacent aperture shapes were penalized to control MLC motion range. An alternating optimization strategy was implemented to solvemore » the fluence intensity and aperture shapes simultaneously. Single arc gVMAT plans, utilizing 180 beams with 2° angular resolution, were generated for a glioblastoma multiforme (GBM), lung (LNG), and 2 head and neck cases—one with 3 PTVs (H&N3PTV) and one with 4 PTVs (H&N4PTV). The plans were compared against the clinical VMAT (cVMAT) plans utilizing two overlapping coplanar arcs. Results: The optimization of the gVMAT plans had converged within 600 iterations. gVMAT reduced the average max and mean OAR dose by 6.59% and 7.45% of the prescription dose. Reductions in max dose and mean dose were as high as 14.5 Gy in the LNG case and 15.3 Gy in the H&N3PTV case. PTV coverages (D95, D98, D99) were within 0.25% of the prescription dose. By globally considering all beams, the gVMAT optimizer allowed some beams to deliver higher intensities, yielding a dose distribution that resembles a static beam IMRT plan with beam orientation optimization. Conclusions: The novel VMAT approach allows for the search of an optimal plan in the global solution space and generates deliverable apertures directly. The single arc VMAT approach fully utilizes the digital linacs’ capability in dose rate and gantry rotation speed modulation. Varian Medical Systems, NIH grant R01CA188300, NIH grant R43CA183390.« less
Integrated identification, modeling and control with applications
NASA Astrophysics Data System (ADS)
Shi, Guojun
This thesis deals with the integration of system design, identification, modeling and control. In particular, six interdisciplinary engineering problems are addressed and investigated. Theoretical results are established and applied to structural vibration reduction and engine control problems. First, the data-based LQG control problem is formulated and solved. It is shown that a state space model is not necessary to solve this problem; rather a finite sequence from the impulse response is the only model data required to synthesize an optimal controller. The new theory avoids unnecessary reliance on a model, required in the conventional design procedure. The infinite horizon model predictive control problem is addressed for multivariable systems. The basic properties of the receding horizon implementation strategy is investigated and the complete framework for solving the problem is established. The new theory allows the accommodation of hard input constraints and time delays. The developed control algorithms guarantee the closed loop stability. A closed loop identification and infinite horizon model predictive control design procedure is established for engine speed regulation. The developed algorithms are tested on the Cummins Engine Simulator and desired results are obtained. A finite signal-to-noise ratio model is considered for noise signals. An information quality index is introduced which measures the essential information precision required for stabilization. The problems of minimum variance control and covariance control are formulated and investigated. Convergent algorithms are developed for solving the problems of interest. The problem of the integrated passive and active control design is addressed in order to improve the overall system performance. A design algorithm is developed, which simultaneously finds: (i) the optimal values of the stiffness and damping ratios for the structure, and (ii) an optimal output variance constrained stabilizing controller such that the active control energy is minimized. A weighted q-Markov COVER method is introduced for identification with measurement noise. The result is use to develop an iterative closed loop identification/control design algorithm. The effectiveness of the algorithm is illustrated by experimental results.
Multigrid solution strategies for adaptive meshing problems
NASA Technical Reports Server (NTRS)
Mavriplis, Dimitri J.
1995-01-01
This paper discusses the issues which arise when combining multigrid strategies with adaptive meshing techniques for solving steady-state problems on unstructured meshes. A basic strategy is described, and demonstrated by solving several inviscid and viscous flow cases. Potential inefficiencies in this basic strategy are exposed, and various alternate approaches are discussed, some of which are demonstrated with an example. Although each particular approach exhibits certain advantages, all methods have particular drawbacks, and the formulation of a completely optimal strategy is considered to be an open problem.
Problem Formulation and Alternative Generation in the Decision Making Process
1988-06-30
Organizatio N00014-86-K-0678 Sc. ADDRESS(City, State, and ZIP Code) 10 SOURCE OF FUNDING NUMBERS p4000ub20/7-4-86 PROGRAM PROJECT TASK WORK UNIT ELEMENT...procedure will work satisfactorily (not optimally) as long as the organism has ample time to carry Ity Codesi and/or DIst 4pu cial3p Problem...among which the priorities are worked out. Neither problems nor opportunities can be considered for the agenda unless they are noticed, and except for
Combinatorial optimization games
DOE Office of Scientific and Technical Information (OSTI.GOV)
Deng, X.; Ibaraki, Toshihide; Nagamochi, Hiroshi
1997-06-01
We introduce a general integer programming formulation for a class of combinatorial optimization games, which immediately allows us to improve the algorithmic result for finding amputations in the core (an important solution concept in cooperative game theory) of the network flow game on simple networks by Kalai and Zemel. An interesting result is a general theorem that the core for this class of games is nonempty if and only if a related linear program has an integer optimal solution. We study the properties for this mathematical condition to hold for several interesting problems, and apply them to resolve algorithmic andmore » complexity issues for their cores along the line as put forward in: decide whether the core is empty; if the core is empty, find an imputation in the core; given an imputation x, test whether x is in the core. We also explore the properties of totally balanced games in this succinct formulation of cooperative games.« less
Osaba, E; Carballedo, R; Diaz, F; Onieva, E; de la Iglesia, I; Perallos, A
2014-01-01
Since their first formulation, genetic algorithms (GAs) have been one of the most widely used techniques to solve combinatorial optimization problems. The basic structure of the GAs is known by the scientific community, and thanks to their easy application and good performance, GAs are the focus of a lot of research works annually. Although throughout history there have been many studies analyzing various concepts of GAs, in the literature there are few studies that analyze objectively the influence of using blind crossover operators for combinatorial optimization problems. For this reason, in this paper a deep study on the influence of using them is conducted. The study is based on a comparison of nine techniques applied to four well-known combinatorial optimization problems. Six of the techniques are GAs with different configurations, and the remaining three are evolutionary algorithms that focus exclusively on the mutation process. Finally, to perform a reliable comparison of these results, a statistical study of them is made, performing the normal distribution z-test.
Osaba, E.; Carballedo, R.; Diaz, F.; Onieva, E.; de la Iglesia, I.; Perallos, A.
2014-01-01
Since their first formulation, genetic algorithms (GAs) have been one of the most widely used techniques to solve combinatorial optimization problems. The basic structure of the GAs is known by the scientific community, and thanks to their easy application and good performance, GAs are the focus of a lot of research works annually. Although throughout history there have been many studies analyzing various concepts of GAs, in the literature there are few studies that analyze objectively the influence of using blind crossover operators for combinatorial optimization problems. For this reason, in this paper a deep study on the influence of using them is conducted. The study is based on a comparison of nine techniques applied to four well-known combinatorial optimization problems. Six of the techniques are GAs with different configurations, and the remaining three are evolutionary algorithms that focus exclusively on the mutation process. Finally, to perform a reliable comparison of these results, a statistical study of them is made, performing the normal distribution z-test. PMID:25165731
Comparison of optimal design methods in inverse problems
NASA Astrophysics Data System (ADS)
Banks, H. T.; Holm, K.; Kappel, F.
2011-07-01
Typical optimal design methods for inverse or parameter estimation problems are designed to choose optimal sampling distributions through minimization of a specific cost function related to the resulting error in parameter estimates. It is hoped that the inverse problem will produce parameter estimates with increased accuracy using data collected according to the optimal sampling distribution. Here we formulate the classical optimal design problem in the context of general optimization problems over distributions of sampling times. We present a new Prohorov metric-based theoretical framework that permits one to treat succinctly and rigorously any optimal design criteria based on the Fisher information matrix. A fundamental approximation theory is also included in this framework. A new optimal design, SE-optimal design (standard error optimal design), is then introduced in the context of this framework. We compare this new design criterion with the more traditional D-optimal and E-optimal designs. The optimal sampling distributions from each design are used to compute and compare standard errors; the standard errors for parameters are computed using asymptotic theory or bootstrapping and the optimal mesh. We use three examples to illustrate ideas: the Verhulst-Pearl logistic population model (Banks H T and Tran H T 2009 Mathematical and Experimental Modeling of Physical and Biological Processes (Boca Raton, FL: Chapman and Hall/CRC)), the standard harmonic oscillator model (Banks H T and Tran H T 2009) and a popular glucose regulation model (Bergman R N, Ider Y Z, Bowden C R and Cobelli C 1979 Am. J. Physiol. 236 E667-77 De Gaetano A and Arino O 2000 J. Math. Biol. 40 136-68 Toffolo G, Bergman R N, Finegood D T, Bowden C R and Cobelli C 1980 Diabetes 29 979-90).
Novel multireceiver communication systems configurations based on optimal estimation theory
NASA Technical Reports Server (NTRS)
Kumar, Rajendra
1992-01-01
A novel multireceiver configuration for carrier arraying and/or signal arraying is presented. The proposed configuration is obtained by formulating the carrier and/or signal arraying problem as an optimal estimation problem, and it consists of two stages. The first stage optimally estimates various phase processes received at different receivers with coupled phase-locked loops wherein the individual loops acquire and track their respective receivers' phase processes but are aided by each other in an optimal manner via LF error signals. The proposed configuration results in the minimization of the the effective radio loss at the combiner output, and thus maximization of energy per bit to noise power spectral density ratio is achieved. A novel adaptive algorithm for the estimator of the signal model parameters when these are not known a priori is also presented.
Multi-objective optimal design of sandwich panels using a genetic algorithm
NASA Astrophysics Data System (ADS)
Xu, Xiaomei; Jiang, Yiping; Pueh Lee, Heow
2017-10-01
In this study, an optimization problem concerning sandwich panels is investigated by simultaneously considering the two objectives of minimizing the panel mass and maximizing the sound insulation performance. First of all, the acoustic model of sandwich panels is discussed, which provides a foundation to model the acoustic objective function. Then the optimization problem is formulated as a bi-objective programming model, and a solution algorithm based on the non-dominated sorting genetic algorithm II (NSGA-II) is provided to solve the proposed model. Finally, taking an example of a sandwich panel that is expected to be used as an automotive roof panel, numerical experiments are carried out to verify the effectiveness of the proposed model and solution algorithm. Numerical results demonstrate in detail how the core material, geometric constraints and mechanical constraints impact the optimal designs of sandwich panels.
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.
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.
Swarm intelligence for multi-objective optimization of synthesis gas production
NASA Astrophysics Data System (ADS)
Ganesan, T.; Vasant, P.; Elamvazuthi, I.; Ku Shaari, Ku Zilati
2012-11-01
In the chemical industry, the production of methanol, ammonia, hydrogen and higher hydrocarbons require synthesis gas (or syn gas). The main three syn gas production methods are carbon dioxide reforming (CRM), steam reforming (SRM) and partial-oxidation of methane (POM). In this work, multi-objective (MO) optimization of the combined CRM and POM was carried out. The empirical model and the MO problem formulation for this combined process were obtained from previous works. The central objectives considered in this problem are methane conversion, carbon monoxide selectivity and the hydrogen to carbon monoxide ratio. The MO nature of the problem was tackled using the Normal Boundary Intersection (NBI) method. Two techniques (Gravitational Search Algorithm (GSA) and Particle Swarm Optimization (PSO)) were then applied in conjunction with the NBI method. The performance of the two algorithms and the quality of the solutions were gauged by using two performance metrics. Comparative studies and results analysis were then carried out on the optimization results.
Computers and the Thought-Producing Self of the Young Child.
ERIC Educational Resources Information Center
Fomichova, Olga; Fomichov, Vladimir
2000-01-01
Discusses a new, informational-based cybernetic conception of the early development of child consciousness. Suggests a solution to the fundamental problem of formulating and creating the optimal cognitive preconditions of successful child-computer interaction, and analyzes some negative aspects of using intelligent computer and communications…
Optimal control, optimization and asymptotic analysis of Purcell's microswimmer model
NASA Astrophysics Data System (ADS)
Wiezel, Oren; Or, Yizhar
2016-11-01
Purcell's swimmer (1977) is a classic model of a three-link microswimmer that moves by performing periodic shape changes. Becker et al. (2003) showed that the swimmer's direction of net motion is reversed upon increasing the stroke amplitude of joint angles. Tam and Hosoi (2007) used numerical optimization in order to find optimal gaits for maximizing either net displacement or Lighthill's energetic efficiency. In our work, we analytically derive leading-order expressions as well as next-order corrections for both net displacement and energetic efficiency of Purcell's microswimmer. Using these expressions enables us to explicitly show the reversal in direction of motion, as well as obtaining an estimate for the optimal stroke amplitude. We also find the optimal swimmer's geometry for maximizing either displacement or energetic efficiency. Additionally, the gait optimization problem is revisited and analytically formulated as an optimal control system with only two state variables, which can be solved using Pontryagin's maximum principle. It can be shown that the optimal solution must follow a "singular arc". Numerical solution of the boundary value problem is obtained, which exactly reproduces Tam and Hosoi's optimal gait.
Optimal control in adaptive optics modeling of nonlinear systems
NASA Astrophysics Data System (ADS)
Herrmann, J.
The problem of using an adaptive optics system to correct for nonlinear effects like thermal blooming is addressed using a model containing nonlinear lenses through which Gaussian beams are propagated. The best correction of this nonlinear system can be formulated as a deterministic open loop optimal control problem. This treatment gives a limit for the best possible correction. Aspects of adaptive control and servo systems are not included at this stage. An attempt is made to determine that control in the transmitter plane which minimizes the time averaged area or maximizes the fluence in the target plane. The standard minimization procedure leads to a two-point-boundary-value problem, which is ill-conditioned in the case. The optimal control problem was solved using an iterative gradient technique. An instantaneous correction is introduced and compared with the optimal correction. The results of the calculations show that for short times or weak nonlinearities the instantaneous correction is close to the optimal correction, but that for long times and strong nonlinearities a large difference develops between the two types of correction. For these cases the steady state correction becomes better than the instantaneous correction and approaches the optimum correction.
Zhang, Xuejun; Lei, Jiaxing
2015-01-01
Considering reducing the airspace congestion and the flight delay simultaneously, this paper formulates the airway network flow assignment (ANFA) problem as a multiobjective optimization model and presents a new multiobjective optimization framework to solve it. Firstly, an effective multi-island parallel evolution algorithm with multiple evolution populations is employed to improve the optimization capability. Secondly, the nondominated sorting genetic algorithm II is applied for each population. In addition, a cooperative coevolution algorithm is adapted to divide the ANFA problem into several low-dimensional biobjective optimization problems which are easier to deal with. Finally, in order to maintain the diversity of solutions and to avoid prematurity, a dynamic adjustment operator based on solution congestion degree is specifically designed for the ANFA problem. Simulation results using the real traffic data from China air route network and daily flight plans demonstrate that the proposed approach can improve the solution quality effectively, showing superiority to the existing approaches such as the multiobjective genetic algorithm, the well-known multiobjective evolutionary algorithm based on decomposition, and a cooperative coevolution multiobjective algorithm as well as other parallel evolution algorithms with different migration topology. PMID:26180840
A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty
Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab; ...
2016-11-21
Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less
D'Elia, Marta; Perego, Mauro; Bochev, Pavel B.; ...
2015-12-21
We develop and analyze an optimization-based method for the coupling of nonlocal and local diffusion problems with mixed volume constraints and boundary conditions. The approach formulates the coupling as a control problem where the states are the solutions of the nonlocal and local equations, the objective is to minimize their mismatch on the overlap of the nonlocal and local domains, and the controls are virtual volume constraints and boundary conditions. When some assumptions on the kernel functions hold, we prove that the resulting optimization problem is well-posed and discuss its implementation using Sandia’s agile software components toolkit. As a result,more » the latter provides the groundwork for the development of engineering analysis tools, while numerical results for nonlocal diffusion in three-dimensions illustrate key properties of the optimization-based coupling method.« less
A quantile-based scenario analysis approach to biomass supply chain optimization under uncertainty
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zamar, David S.; Gopaluni, Bhushan; Sokhansanj, Shahab
Supply chain optimization for biomass-based power plants is an important research area due to greater emphasis on renewable power energy sources. Biomass supply chain design and operational planning models are often formulated and studied using deterministic mathematical models. While these models are beneficial for making decisions, their applicability to real world problems may be limited because they do not capture all the complexities in the supply chain, including uncertainties in the parameters. This study develops a statistically robust quantile-based approach for stochastic optimization under uncertainty, which builds upon scenario analysis. We apply and evaluate the performance of our approach tomore » address the problem of analyzing competing biomass supply chains subject to stochastic demand and supply. Finally, the proposed approach was found to outperform alternative methods in terms of computational efficiency and ability to meet the stochastic problem requirements.« less
NASA Astrophysics Data System (ADS)
Fragkoulis, Alexandros; Kondi, Lisimachos P.; Parsopoulos, Konstantinos E.
2015-03-01
We propose a method for the fair and efficient allocation of wireless resources over a cognitive radio system network to transmit multiple scalable video streams to multiple users. The method exploits the dynamic architecture of the Scalable Video Coding extension of the H.264 standard, along with the diversity that OFDMA networks provide. We use a game-theoretic Nash Bargaining Solution (NBS) framework to ensure that each user receives the minimum video quality requirements, while maintaining fairness over the cognitive radio system. An optimization problem is formulated, where the objective is the maximization of the Nash product while minimizing the waste of resources. The problem is solved by using a Swarm Intelligence optimizer, namely Particle Swarm Optimization. Due to the high dimensionality of the problem, we also introduce a dimension-reduction technique. Our experimental results demonstrate the fairness imposed by the employed NBS framework.
NASA Astrophysics Data System (ADS)
Filho, Luiz Arthur Gagg; da Silva Fernandes, Sandro
2017-05-01
In this work, a study about the influence of the Sun on optimal two-impulse Earth-to-Moon trajectories for interior transfers with moderate time of flight is presented considering the three-body and the four-body models. The optimization criterion is the total characteristic velocity which represents the fuel consumption of an infinite thrust propulsion system. The optimization problem has been formulated using the classic planar circular restricted three-body problem (PCR3BP) and the planar bi-circular restricted four-body problem (PBR4BP), and, it consists of transferring a spacecraft from a circular low Earth orbit (LEO) to a circular low Moon orbit (LMO) with minimum fuel consumption. The Sequential Gradient Restoration Algorithm (SGRA) is applied to determine the optimal solutions. Numerical results are presented for several final altitudes of a clockwise or a counterclockwise circular low Moon orbit considering a specified altitude of a counterclockwise circular low Earth orbit. Two types of analysis are performed: in the first one, the initial position of the Sun is taken as a parameter and the major parameters describing the optimal trajectories are obtained by solving an optimization problem of one degree of freedom. In the second analysis, an optimization problem with two degrees of freedom is considered and the initial position of the Sun is taken as an additional unknown.
NASA Astrophysics Data System (ADS)
Wang, Yan; Huang, Song; Ji, Zhicheng
2017-07-01
This paper presents a hybrid particle swarm optimization and gravitational search algorithm based on hybrid mutation strategy (HGSAPSO-M) to optimize economic dispatch (ED) including distributed generations (DGs) considering market-based energy pricing. A daily ED model was formulated and a hybrid mutation strategy was adopted in HGSAPSO-M. The hybrid mutation strategy includes two mutation operators, chaotic mutation, Gaussian mutation. The proposed algorithm was tested on IEEE-33 bus and results show that the approach is effective for this problem.
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.
Design and development of bio-inspired framework for reservoir operation optimization
NASA Astrophysics Data System (ADS)
Asvini, M. Sakthi; Amudha, T.
2017-12-01
Frameworks for optimal reservoir operation play an important role in the management of water resources and delivery of economic benefits. Effective utilization and conservation of water from reservoirs helps to manage water deficit periods. The main challenge in reservoir optimization is to design operating rules that can be used to inform real-time decisions on reservoir release. We develop a bio-inspired framework for the optimization of reservoir release to satisfy the diverse needs of various stakeholders. In this work, single-objective optimization and multiobjective optimization problems are formulated using an algorithm known as "strawberry optimization" and tested with actual reservoir data. Results indicate that well planned reservoir operations lead to efficient deployment of the reservoir water with the help of optimal release patterns.
NASA Astrophysics Data System (ADS)
Zecchin, A. C.; Simpson, A. R.; Maier, H. R.; Marchi, A.; Nixon, J. B.
2012-09-01
Evolutionary algorithms (EAs) have been applied successfully to many water resource problems, such as system design, management decision formulation, and model calibration. The performance of an EA with respect to a particular problem type is dependent on how effectively its internal operators balance the exploitation/exploration trade-off to iteratively find solutions of an increasing quality. For a given problem, different algorithms are observed to produce a variety of different final performances, but there have been surprisingly few investigations into characterizing how the different internal mechanisms alter the algorithm's searching behavior, in both the objective and decision space, to arrive at this final performance. This paper presents metrics for analyzing the searching behavior of ant colony optimization algorithms, a particular type of EA, for the optimal water distribution system design problem, which is a classical NP-hard problem in civil engineering. Using the proposed metrics, behavior is characterized in terms of three different attributes: (1) the effectiveness of the search in improving its solution quality and entering into optimal or near-optimal regions of the search space, (2) the extent to which the algorithm explores as it converges to solutions, and (3) the searching behavior with respect to the feasible and infeasible regions. A range of case studies is considered, where a number of ant colony optimization variants are applied to a selection of water distribution system optimization problems. The results demonstrate the utility of the proposed metrics to give greater insight into how the internal operators affect each algorithm's searching behavior.
Provisional-Ideal-Point-Based Multi-objective Optimization Method for Drone Delivery Problem
NASA Astrophysics Data System (ADS)
Omagari, Hiroki; Higashino, Shin-Ichiro
2018-04-01
In this paper, we proposed a new evolutionary multi-objective optimization method for solving drone delivery problems (DDP). It can be formulated as a constrained multi-objective optimization problem. In our previous research, we proposed the "aspiration-point-based method" to solve multi-objective optimization problems. However, this method needs to calculate the optimal values of each objective function value in advance. Moreover, it does not consider the constraint conditions except for the objective functions. Therefore, it cannot apply to DDP which has many constraint conditions. To solve these issues, we proposed "provisional-ideal-point-based method." The proposed method defines a "penalty value" to search for feasible solutions. It also defines a new reference solution named "provisional-ideal point" to search for the preferred solution for a decision maker. In this way, we can eliminate the preliminary calculations and its limited application scope. The results of the benchmark test problems show that the proposed method can generate the preferred solution efficiently. The usefulness of the proposed method is also demonstrated by applying it to DDP. As a result, the delivery path when combining one drone and one truck drastically reduces the traveling distance and the delivery time compared with the case of using only one truck.
A Framework for the Optimization of Discrete-Event Simulation Models
NASA Technical Reports Server (NTRS)
Joshi, B. D.; Unal, R.; White, N. H.; Morris, W. D.
1996-01-01
With the growing use of computer modeling and simulation, in all aspects of engineering, the scope of traditional optimization has to be extended to include simulation models. Some unique aspects have to be addressed while optimizing via stochastic simulation models. The optimization procedure has to explicitly account for the randomness inherent in the stochastic measures predicted by the model. This paper outlines a general purpose framework for optimization of terminating discrete-event simulation models. The methodology combines a chance constraint approach for problem formulation, together with standard statistical estimation and analyses techniques. The applicability of the optimization framework is illustrated by minimizing the operation and support resources of a launch vehicle, through a simulation model.
Semilinear programming: applications and implementation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mohan, S.
Semilinear programming is a method of solving optimization problems with linear constraints where the non-negativity restrictions on the variables are dropped and the objective function coefficients can take on different values depending on whether the variable is positive or negative. The simplex method for linear programming is modified in this thesis to solve general semilinear and piecewise linear programs efficiently without having to transform them into equivalent standard linear programs. Several models in widely different areas of optimization such as production smoothing, facility locations, goal programming and L/sub 1/ estimation are presented first to demonstrate the compact formulation that arisesmore » when such problems are formulated as semilinear programs. A code SLP is constructed using the semilinear programming techniques. Problems in aggregate planning and L/sub 1/ estimation are solved using SLP and equivalent linear programs using a linear programming simplex code. Comparisons of CPU times and number iterations indicate SLP to be far superior. The semilinear programming techniques are extended to piecewise linear programming in the implementation of the code PLP. Piecewise linear models in aggregate planning are solved using PLP and equivalent standard linear programs using a simple upper bounded linear programming code SUBLP.« less
Observations Regarding Use of Advanced CFD Analysis, Sensitivity Analysis, and Design Codes in MDO
NASA Technical Reports Server (NTRS)
Newman, Perry A.; Hou, Gene J. W.; Taylor, Arthur C., III
1996-01-01
Observations regarding the use of advanced computational fluid dynamics (CFD) analysis, sensitivity analysis (SA), and design codes in gradient-based multidisciplinary design optimization (MDO) reflect our perception of the interactions required of CFD and our experience in recent aerodynamic design optimization studies using CFD. Sample results from these latter studies are summarized for conventional optimization (analysis - SA codes) and simultaneous analysis and design optimization (design code) using both Euler and Navier-Stokes flow approximations. The amount of computational resources required for aerodynamic design using CFD via analysis - SA codes is greater than that required for design codes. Thus, an MDO formulation that utilizes the more efficient design codes where possible is desired. However, in the aerovehicle MDO problem, the various disciplines that are involved have different design points in the flight envelope; therefore, CFD analysis - SA codes are required at the aerodynamic 'off design' points. The suggested MDO formulation is a hybrid multilevel optimization procedure that consists of both multipoint CFD analysis - SA codes and multipoint CFD design codes that perform suboptimizations.
2017-01-01
The Annual Crop Planning (ACP) problem was a recently introduced problem in the literature. This study further expounds on this problem by presenting a new mathematical formulation, which is based on market economic factors. To determine solutions, a new local search metaheuristic algorithm is investigated which is called the enhanced Best Performance Algorithm (eBPA). eBPA’s results are compared against two well-known local search metaheuristic algorithms; these include Tabu Search and Simulated Annealing. The results show the potential of the eBPA for continuous optimization problems. PMID:28792495
The terminal area automated path generation problem
NASA Technical Reports Server (NTRS)
Hsin, C.-C.
1977-01-01
The automated terminal area path generation problem in the advanced Air Traffic Control System (ATC), has been studied. Definitions, input, output and the interrelationships with other ATC functions have been discussed. Alternatives in modeling the problem have been identified. Problem formulations and solution techniques are presented. In particular, the solution of a minimum effort path stretching problem (path generation on a given schedule) has been carried out using the Newton-Raphson trajectory optimization method. Discussions are presented on the effect of different delivery time, aircraft entry position, initial guess on the boundary conditions, etc. Recommendations are made on real-world implementations.
NASA Astrophysics Data System (ADS)
Hasuike, Takashi; Katagiri, Hideki
2010-10-01
This paper focuses on the proposition of a portfolio selection problem considering an investor's subjectivity and the sensitivity analysis for the change of subjectivity. Since this proposed problem is formulated as a random fuzzy programming problem due to both randomness and subjectivity presented by fuzzy numbers, it is not well-defined. Therefore, introducing Sharpe ratio which is one of important performance measures of portfolio models, the main problem is transformed into the standard fuzzy programming problem. Furthermore, using the sensitivity analysis for fuzziness, the analytical optimal portfolio with the sensitivity factor is obtained.
A finite element based method for solution of optimal control problems
NASA Technical Reports Server (NTRS)
Bless, Robert R.; Hodges, Dewey H.; Calise, Anthony J.
1989-01-01
A temporal finite element based on a mixed form of the Hamiltonian weak principle is presented for optimal control problems. The mixed form of this principle contains both states and costates as primary variables that are expanded in terms of elemental values and simple shape functions. Unlike other variational approaches to optimal control problems, however, time derivatives of the states and costates do not appear in the governing variational equation. Instead, the only quantities whose time derivatives appear therein are virtual states and virtual costates. Also noteworthy among characteristics of the finite element formulation is the fact that in the algebraic equations which contain costates, they appear linearly. Thus, the remaining equations can be solved iteratively without initial guesses for the costates; this reduces the size of the problem by about a factor of two. Numerical results are presented herein for an elementary trajectory optimization problem which show very good agreement with the exact solution along with excellent computational efficiency and self-starting capability. The goal is to evaluate the feasibility of this approach for real-time guidance applications. To this end, a simplified two-stage, four-state model for an advanced launch vehicle application is presented which is suitable for finite element solution.
Optimal design of high-rise buildings with respect to fundamental eigenfrequency
NASA Astrophysics Data System (ADS)
Alavi, Arsalan; Rahgozar, Reza; Torkzadeh, Peyman; Hajabasi, Mohamad Ali
2017-12-01
In modern tall and slender structures, dynamic responses are usually the dominant design requirements, instead of strength criteria. Resonance is often a threatening phenomenon for such structures. To avoid this problem, the fundamental eigenfrequency, an eigenfrequency of higher order, should be maximized. An optimization problem with this objective is constructed in this paper and is applied to a high-rise building. Using variational method, the objective function is maximized, contributing to a particular profile for the first mode shape. Based on this preselected profile, a parametric formulation for flexural stiffness is calculated. Due to some near-zero values for stiffness, the obtained formulation will be modified by adding a lower bound constraint. To handle this constraint some new parameters are introduced; thereby allowing for construction of a model relating the unknown parameters. Based on this mathematical model, a design algorithmic procedure is presented. For the sake of convenience, a single-input design graph is presented as well. The main merit of the proposed method, compared to previous researches, is its hand calculation aspect, suitable for parametric studies and sensitivity analysis. As the presented formulations are dimensionless, they are applicable in any dimensional system. Accuracy and practicality of the proposed method is illustrated at the end by applying it to a real-life structure.
NASA Technical Reports Server (NTRS)
Limber, Mark A.; Manteuffel, Thomas A.; Mccormick, Stephen F.; Sholl, David S.
1993-01-01
We consider the problem of image reconstruction from a finite number of projections over the space L(sup 1)(Omega), where Omega is a compact subset of the set of Real numbers (exp 2). We prove that, given a discretization of the projection space, the function that generates the correct projection data and maximizes the Boltzmann-Shannon entropy is piecewise constant on a certain discretization of Omega, which we call the 'optimal grid'. It is on this grid that one obtains the maximum resolution given the problem setup. The size of this grid grows very quickly as the number of projections and number of cells per projection grow, indicating fast computational methods are essential to make its use feasible. We use a Fenchel duality formulation of the problem to keep the number of variables small while still using the optimal discretization, and propose a multilevel scheme to improve convergence of a simple cyclic maximization scheme applied to the dual problem.
Optimal harvesting for a predator-prey agent-based model using difference equations.
Oremland, Matthew; Laubenbacher, Reinhard
2015-03-01
In this paper, a method known as Pareto optimization is applied in the solution of a multi-objective optimization problem. The system in question is an agent-based model (ABM) wherein global dynamics emerge from local interactions. A system of discrete mathematical equations is formulated in order to capture the dynamics of the ABM; while the original model is built up analytically from the rules of the model, the paper shows how minor changes to the ABM rule set can have a substantial effect on model dynamics. To address this issue, we introduce parameters into the equation model that track such changes. The equation model is amenable to mathematical theory—we show how stability analysis can be performed and validated using ABM data. We then reduce the equation model to a simpler version and implement changes to allow controls from the ABM to be tested using the equations. Cohen's weighted κ is proposed as a measure of similarity between the equation model and the ABM, particularly with respect to the optimization problem. The reduced equation model is used to solve a multi-objective optimization problem via a technique known as Pareto optimization, a heuristic evolutionary algorithm. Results show that the equation model is a good fit for ABM data; Pareto optimization provides a suite of solutions to the multi-objective optimization problem that can be implemented directly in the ABM.
Probabilistic Finite Element Analysis & Design Optimization for Structural Designs
NASA Astrophysics Data System (ADS)
Deivanayagam, Arumugam
This study focuses on implementing probabilistic nature of material properties (Kevlar® 49) to the existing deterministic finite element analysis (FEA) of fabric based engine containment system through Monte Carlo simulations (MCS) and implementation of probabilistic analysis in engineering designs through Reliability Based Design Optimization (RBDO). First, the emphasis is on experimental data analysis focusing on probabilistic distribution models which characterize the randomness associated with the experimental data. The material properties of Kevlar® 49 are modeled using experimental data analysis and implemented along with an existing spiral modeling scheme (SMS) and user defined constitutive model (UMAT) for fabric based engine containment simulations in LS-DYNA. MCS of the model are performed to observe the failure pattern and exit velocities of the models. Then the solutions are compared with NASA experimental tests and deterministic results. MCS with probabilistic material data give a good prospective on results rather than a single deterministic simulation results. The next part of research is to implement the probabilistic material properties in engineering designs. The main aim of structural design is to obtain optimal solutions. In any case, in a deterministic optimization problem even though the structures are cost effective, it becomes highly unreliable if the uncertainty that may be associated with the system (material properties, loading etc.) is not represented or considered in the solution process. Reliable and optimal solution can be obtained by performing reliability optimization along with the deterministic optimization, which is RBDO. In RBDO problem formulation, in addition to structural performance constraints, reliability constraints are also considered. This part of research starts with introduction to reliability analysis such as first order reliability analysis, second order reliability analysis followed by simulation technique that are performed to obtain probability of failure and reliability of structures. Next, decoupled RBDO procedure is proposed with a new reliability analysis formulation with sensitivity analysis, which is performed to remove the highly reliable constraints in the RBDO, thereby reducing the computational time and function evaluations. Followed by implementation of the reliability analysis concepts and RBDO in finite element 2D truss problems and a planar beam problem are presented and discussed.
Optimal sensor placement for leak location in water distribution networks using genetic algorithms.
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
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
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.
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.