Optimization strategies based on sequential quadratic programming applied for a fermentation process for butanol production.

PubMed

Pinto Mariano, Adriano; Bastos Borba Costa, Caliane; de Franceschi de Angelis, Dejanira; Maugeri Filho, Francisco; Pires Atala, Daniel Ibraim; Wolf Maciel, Maria Regina; Maciel Filho, Rubens

2009-11-01

In this work, the mathematical optimization of a continuous flash fermentation process for the production of biobutanol was studied. The process consists of three interconnected units, as follows: fermentor, cell-retention system (tangential microfiltration), and vacuum flash vessel (responsible for the continuous recovery of butanol from the broth). The objective of the optimization was to maximize butanol productivity for a desired substrate conversion. Two strategies were compared for the optimization of the process. In one of them, the process was represented by a deterministic model with kinetic parameters determined experimentally and, in the other, by a statistical model obtained using the factorial design technique combined with simulation. For both strategies, the problem was written as a nonlinear programming problem and was solved with the sequential quadratic programming technique. The results showed that despite the very similar solutions obtained with both strategies, the problems found with the strategy using the deterministic model, such as lack of convergence and high computational time, make the use of the optimization strategy with the statistical model, which showed to be robust and fast, more suitable for the flash fermentation process, being recommended for real-time applications coupling optimization and control.

Portfolio optimization using fuzzy linear programming

NASA Astrophysics Data System (ADS)

Pandit, Purnima K.

2013-09-01

Portfolio Optimization (PO) is a problem in Finance, in which investor tries to maximize return and minimize risk by carefully choosing different assets. Expected return and risk are the most important parameters with regard to optimal portfolios. In the simple form PO can be modeled as quadratic programming problem which can be put into equivalent linear form. PO problems with the fuzzy parameters can be solved as multi-objective fuzzy linear programming problem. In this paper we give the solution to such problems with an illustrative example.

Annual Review of Research Under the Joint Service Electronics Program.

DTIC Science & Technology

1979-10-01

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

Optimization of a bundle divertor for FED

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

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

1982-01-01

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

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

ERIC Educational Resources Information Center

Steinley, Douglas; Hubert, Lawrence

2008-01-01

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

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

NASA Astrophysics Data System (ADS)

Liao, Haitao; Wu, Wenwang; Fang, Daining

2018-07-01

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

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.

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

DOE PAGES

Castillo, Anya; Gayme, Dennice

2017-03-27

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

Analyzing Quadratic Unconstrained Binary Optimization Problems Via Multicommodity Flows

PubMed Central

Wang, Di; Kleinberg, Robert D.

2009-01-01

Quadratic Unconstrained Binary Optimization (QUBO) problems concern the minimization of quadratic polynomials in n {0, 1}-valued variables. These problems are NP-complete, but prior work has identified a sequence of polynomial-time computable lower bounds on the minimum value, denoted by C2, C3, C4,…. It is known that C2 can be computed by solving a maximum-flow problem, whereas the only previously known algorithms for computing Ck (k > 2) require solving a linear program. In this paper we prove that C3 can be computed by solving a maximum multicommodity flow problem in a graph constructed from the quadratic function. In addition to providing a lower bound on the minimum value of the quadratic function on {0, 1}n, this multicommodity flow problem also provides some information about the coordinates of the point where this minimum is achieved. By looking at the edges that are never saturated in any maximum multicommodity flow, we can identify relational persistencies: pairs of variables that must have the same or different values in any minimizing assignment. We furthermore show that all of these persistencies can be detected by solving single-commodity flow problems in the same network. PMID:20161596

Analyzing Quadratic Unconstrained Binary Optimization Problems Via Multicommodity Flows.

PubMed

Wang, Di; Kleinberg, Robert D

2009-11-28

Quadratic Unconstrained Binary Optimization (QUBO) problems concern the minimization of quadratic polynomials in n {0, 1}-valued variables. These problems are NP-complete, but prior work has identified a sequence of polynomial-time computable lower bounds on the minimum value, denoted by C(2), C(3), C(4),…. It is known that C(2) can be computed by solving a maximum-flow problem, whereas the only previously known algorithms for computing C(k) (k > 2) require solving a linear program. In this paper we prove that C(3) can be computed by solving a maximum multicommodity flow problem in a graph constructed from the quadratic function. In addition to providing a lower bound on the minimum value of the quadratic function on {0, 1}(n), this multicommodity flow problem also provides some information about the coordinates of the point where this minimum is achieved. By looking at the edges that are never saturated in any maximum multicommodity flow, we can identify relational persistencies: pairs of variables that must have the same or different values in any minimizing assignment. We furthermore show that all of these persistencies can be detected by solving single-commodity flow problems in the same network.

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

NASA Astrophysics Data System (ADS)

Kassa, Semu Mitiku; Tsegay, Teklay Hailay

2017-08-01

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

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

NASA Astrophysics Data System (ADS)

Sandhu, Amit

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

Sequential Quadratic Programming Algorithms for Optimization

DTIC Science & Technology

1989-08-01

quadratic program- ma ng (SQ(2l ) aIiatain.seenis to be relgarded aIs tie( buest choice for the solution of smiall. dlense problema (see S tour L)toS...For the step along d, note that a < nOing + 3 szH + i3.ninA A a K f~Iz,;nd and from Id1 _< ,,, we must have that for some /3 , np , 11P11 < dn"p. 5.2...Nevertheless, many of these problems are considered hard to solve. Moreover, for some of these problems the assumptions made in Chapter 2 to establish the

Concurrent topology optimization for minimization of total mass considering load-carrying capabilities and thermal insulation simultaneously

NASA Astrophysics Data System (ADS)

Long, Kai; Wang, Xuan; Gu, Xianguang

2017-09-01

The present work introduces a novel concurrent optimization formulation to meet the requirements of lightweight design and various constraints simultaneously. Nodal displacement of macrostructure and effective thermal conductivity of microstructure are regarded as the constraint functions, which means taking into account both the load-carrying capabilities and the thermal insulation properties. The effective properties of porous material derived from numerical homogenization are used for macrostructural analysis. Meanwhile, displacement vectors of macrostructures from original and adjoint load cases are used for sensitivity analysis of the microstructure. Design variables in the form of reciprocal functions of relative densities are introduced and used for linearization of the constraint function. The objective function of total mass is approximately expressed by the second order Taylor series expansion. Then, the proposed concurrent optimization problem is solved using a sequential quadratic programming algorithm, by splitting into a series of sub-problems in the form of the quadratic program. Finally, several numerical examples are presented to validate the effectiveness of the proposed optimization method. The various effects including initial designs, prescribed limits of nodal displacement, and effective thermal conductivity on optimized designs are also investigated. An amount of optimized macrostructures and their corresponding microstructures are achieved.

Stochastic Control of Energy Efficient Buildings: A Semidefinite Programming Approach

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

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

2015-01-01

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

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

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

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

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

Nonlinear Curve-Fitting Program

NASA Technical Reports Server (NTRS)

Everhart, Joel L.; Badavi, Forooz F.

1989-01-01

Nonlinear optimization algorithm helps in finding best-fit curve. Nonlinear Curve Fitting Program, NLINEAR, interactive curve-fitting routine based on description of quadratic expansion of X(sup 2) statistic. Utilizes nonlinear optimization algorithm calculating best statistically weighted values of parameters of fitting function and X(sup 2) minimized. Provides user with such statistical information as goodness of fit and estimated values of parameters producing highest degree of correlation between experimental data and mathematical model. Written in FORTRAN 77.

Support Vector Machine algorithm for regression and classification

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

Yu, Chenggang; Zavaljevski, Nela

2001-08-01

The software is an implementation of the Support Vector Machine (SVM) algorithm that was invented and developed by Vladimir Vapnik and his co-workers at AT&T Bell Laboratories. The specific implementation reported here is an Active Set method for solving a quadratic optimization problem that forms the major part of any SVM program. The implementation is tuned to specific constraints generated in the SVM learning. Thus, it is more efficient than general-purpose quadratic optimization programs. A decomposition method has been implemented in the software that enables processing large data sets. The size of the learning data is virtually unlimited by themore » capacity of the computer physical memory. The software is flexible and extensible. Two upper bounds are implemented to regulate the SVM learning for classification, which allow users to adjust the false positive and false negative rates. The software can be used either as a standalone, general-purpose SVM regression or classification program, or be embedded into a larger software system.« less

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

NASA Technical Reports Server (NTRS)

Fleming, P.

1983-01-01

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

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

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

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

Expected value based fuzzy programming approach to solve integrated supplier selection and inventory control problem with fuzzy demand

NASA Astrophysics Data System (ADS)

Sutrisno; Widowati; Sunarsih; Kartono

2018-01-01

In this paper, a mathematical model in quadratic programming with fuzzy parameter is proposed to determine the optimal strategy for integrated inventory control and supplier selection problem with fuzzy demand. To solve the corresponding optimization problem, we use the expected value based fuzzy programming. Numerical examples are performed to evaluate the model. From the results, the optimal amount of each product that have to be purchased from each supplier for each time period and the optimal amount of each product that have to be stored in the inventory for each time period were determined with minimum total cost and the inventory level was sufficiently closed to the reference level.

The generalized quadratic knapsack problem. A neuronal network approach.

PubMed

Talaván, Pedro M; Yáñez, Javier

2006-05-01

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

Plate/shell structure topology optimization of orthotropic material for buckling problem based on independent continuous topological variables

NASA Astrophysics Data System (ADS)

Ye, Hong-Ling; Wang, Wei-Wei; Chen, Ning; Sui, Yun-Kang

2017-10-01

The purpose of the present work is to study the buckling problem with plate/shell topology optimization of orthotropic material. A model of buckling topology optimization is established based on the independent, continuous, and mapping method, which considers structural mass as objective and buckling critical loads as constraints. Firstly, composite exponential function (CEF) and power function (PF) as filter functions are introduced to recognize the element mass, the element stiffness matrix, and the element geometric stiffness matrix. The filter functions of the orthotropic material stiffness are deduced. Then these filter functions are put into buckling topology optimization of a differential equation to analyze the design sensitivity. Furthermore, the buckling constraints are approximately expressed as explicit functions with respect to the design variables based on the first-order Taylor expansion. The objective function is standardized based on the second-order Taylor expansion. Therefore, the optimization model is translated into a quadratic program. Finally, the dual sequence quadratic programming (DSQP) algorithm and the global convergence method of moving asymptotes algorithm with two different filter functions (CEF and PF) are applied to solve the optimal model. Three numerical results show that DSQP&CEF has the best performance in the view of structural mass and discretion.

Application of Sequential Quadratic Programming to Minimize Smart Active Flap Rotor Hub Loads

NASA Technical Reports Server (NTRS)

Kottapalli, Sesi; Leyland, Jane

2014-01-01

In an analytical study, SMART active flap rotor hub loads have been minimized using nonlinear programming constrained optimization methodology. The recently developed NLPQLP system (Schittkowski, 2010) that employs Sequential Quadratic Programming (SQP) as its core algorithm was embedded into a driver code (NLP10x10) specifically designed to minimize active flap rotor hub loads (Leyland, 2014). Three types of practical constraints on the flap deflections have been considered. To validate the current application, two other optimization methods have been used: i) the standard, linear unconstrained method, and ii) the nonlinear Generalized Reduced Gradient (GRG) method with constraints. The new software code NLP10x10 has been systematically checked out. It has been verified that NLP10x10 is functioning as desired. The following are briefly covered in this paper: relevant optimization theory; implementation of the capability of minimizing a metric of all, or a subset, of the hub loads as well as the capability of using all, or a subset, of the flap harmonics; and finally, solutions for the SMART rotor. The eventual goal is to implement NLP10x10 in a real-time wind tunnel environment.

Automation of reverse engineering process in aircraft modeling and related optimization problems

NASA Technical Reports Server (NTRS)

Li, W.; Swetits, J.

1994-01-01

During the year of 1994, the engineering problems in aircraft modeling were studied. The initial concern was to obtain a surface model with desirable geometric characteristics. Much of the effort during the first half of the year was to find an efficient way of solving a computationally difficult optimization model. Since the smoothing technique in the proposal 'Surface Modeling and Optimization Studies of Aerodynamic Configurations' requires solutions of a sequence of large-scale quadratic programming problems, it is important to design algorithms that can solve each quadratic program in a few interactions. This research led to three papers by Dr. W. Li, which were submitted to SIAM Journal on Optimization and Mathematical Programming. Two of these papers have been accepted for publication. Even though significant progress has been made during this phase of research and computation times was reduced from 30 min. to 2 min. for a sample problem, it was not good enough for on-line processing of digitized data points. After discussion with Dr. Robert E. Smith Jr., it was decided not to enforce shape constraints in order in order to simplify the model. As a consequence, P. Dierckx's nonparametric spline fitting approach was adopted, where one has only one control parameter for the fitting process - the error tolerance. At the same time the surface modeling software developed by Imageware was tested. Research indicated a substantially improved fitting of digitalized data points can be achieved if a proper parameterization of the spline surface is chosen. A winning strategy is to incorporate Dierckx's surface fitting with a natural parameterization for aircraft parts. The report consists of 4 chapters. Chapter 1 provides an overview of reverse engineering related to aircraft modeling and some preliminary findings of the effort in the second half of the year. Chapters 2-4 are the research results by Dr. W. Li on penalty functions and conjugate gradient methods for quadratic programming problems.

An algorithm for the solution of dynamic linear programs

NASA Technical Reports Server (NTRS)

Psiaki, Mark L.

1989-01-01

The algorithm's objective is to efficiently solve Dynamic Linear Programs (DLP) by taking advantage of their special staircase structure. This algorithm constitutes a stepping stone to an improved algorithm for solving Dynamic Quadratic Programs, which, in turn, would make the nonlinear programming method of Successive Quadratic Programs more practical for solving trajectory optimization problems. The ultimate goal is to being trajectory optimization solution speeds into the realm of real-time control. The algorithm exploits the staircase nature of the large constraint matrix of the equality-constrained DLPs encountered when solving inequality-constrained DLPs by an active set approach. A numerically-stable, staircase QL factorization of the staircase constraint matrix is carried out starting from its last rows and columns. The resulting recursion is like the time-varying Riccati equation from multi-stage LQR theory. The resulting factorization increases the efficiency of all of the typical LP solution operations over that of a dense matrix LP code. At the same time numerical stability is ensured. The algorithm also takes advantage of dynamic programming ideas about the cost-to-go by relaxing active pseudo constraints in a backwards sweeping process. This further decreases the cost per update of the LP rank-1 updating procedure, although it may result in more changes of the active set that if pseudo constraints were relaxed in a non-stagewise fashion. The usual stability of closed-loop Linear/Quadratic optimally-controlled systems, if it carries over to strictly linear cost functions, implies that the saving due to reduced factor update effort may outweigh the cost of an increased number of updates. An aerospace example is presented in which a ground-to-ground rocket's distance is maximized. This example demonstrates the applicability of this class of algorithms to aerospace guidance. It also sheds light on the efficacy of the proposed pseudo constraint relaxation scheme.

Linear quadratic optimization for positive LTI system

NASA Astrophysics Data System (ADS)

Muhafzan, Yenti, Syafrida Wirma; Zulakmal

2017-05-01

Nowaday the linear quadratic optimization subject to positive linear time invariant (LTI) system constitute an interesting study considering it can become a mathematical model of variety of real problem whose variables have to nonnegative and trajectories generated by these variables must be nonnegative. In this paper we propose a method to generate an optimal control of linear quadratic optimization subject to positive linear time invariant (LTI) system. A sufficient condition that guarantee the existence of such optimal control is discussed.

A path following algorithm for the graph matching problem.

PubMed

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.

Estimation of positive semidefinite correlation matrices by using convex quadratic semidefinite programming.

PubMed

Fushiki, Tadayoshi

2009-07-01

The correlation matrix is a fundamental statistic that is used in many fields. For example, GroupLens, a collaborative filtering system, uses the correlation between users for predictive purposes. Since the correlation is a natural similarity measure between users, the correlation matrix may be used in the Gram matrix in kernel methods. However, the estimated correlation matrix sometimes has a serious defect: although the correlation matrix is originally positive semidefinite, the estimated one may not be positive semidefinite when not all ratings are observed. To obtain a positive semidefinite correlation matrix, the nearest correlation matrix problem has recently been studied in the fields of numerical analysis and optimization. However, statistical properties are not explicitly used in such studies. To obtain a positive semidefinite correlation matrix, we assume the approximate model. By using the model, an estimate is obtained as the optimal point of an optimization problem formulated with information on the variances of the estimated correlation coefficients. The problem is solved by a convex quadratic semidefinite program. A penalized likelihood approach is also examined. The MovieLens data set is used to test our approach.

Application of the sequential quadratic programming algorithm for reconstructing the distribution of optical parameters based on the time-domain radiative transfer equation.

PubMed

Qi, Hong; Qiao, Yao-Bin; Ren, Ya-Tao; Shi, Jing-Wen; Zhang, Ze-Yu; Ruan, Li-Ming

2016-10-17

Sequential quadratic programming (SQP) is used as an optimization algorithm to reconstruct the optical parameters based on the time-domain radiative transfer equation (TD-RTE). Numerous time-resolved measurement signals are obtained using the TD-RTE as forward model. For a high computational efficiency, the gradient of objective function is calculated using an adjoint equation technique. SQP algorithm is employed to solve the inverse problem and the regularization term based on the generalized Gaussian Markov random field (GGMRF) model is used to overcome the ill-posed problem. Simulated results show that the proposed reconstruction scheme performs efficiently and accurately.

Neural network for solving convex quadratic bilevel programming problems.

PubMed

He, Xing; Li, Chuandong; Huang, Tingwen; Li, Chaojie

2014-03-01

In this paper, using the idea of successive approximation, we propose a neural network to solve convex quadratic bilevel programming problems (CQBPPs), which is modeled by a nonautonomous differential inclusion. Different from the existing neural network for CQBPP, the model has the least number of state variables and simple structure. Based on the theory of nonsmooth analysis, differential inclusions and Lyapunov-like method, the limit equilibrium points sequence of the proposed neural networks can approximately converge to an optimal solution of CQBPP under certain conditions. Finally, simulation results on two numerical examples and the portfolio selection problem show the effectiveness and performance of the proposed neural network. Copyright © 2013 Elsevier Ltd. All rights reserved.

A sequential quadratic programming algorithm using an incomplete solution of the subproblem

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

Murray, W.; Prieto, F.J.

1993-05-01

We analyze sequential quadratic programming (SQP) methods to solve nonlinear constrained optimization problems that are more flexible in their definition than standard SQP methods. The type of flexibility introduced is motivated by the necessity to deviate from the standard approach when solving large problems. Specifically we no longer require a minimizer of the QP subproblem to be determined or particular Lagrange multiplier estimates to be used. Our main focus is on an SQP algorithm that uses a particular augmented Lagrangian merit function. New results are derived for this algorithm under weaker conditions than previously assumed; in particular, it is notmore » assumed that the iterates lie on a compact set.« less

Structural optimization with approximate sensitivities

NASA Technical Reports Server (NTRS)

Patnaik, S. N.; Hopkins, D. A.; Coroneos, R.

1994-01-01

Computational efficiency in structural optimization can be enhanced if the intensive computations associated with the calculation of the sensitivities, that is, gradients of the behavior constraints, are reduced. Approximation to gradients of the behavior constraints that can be generated with small amount of numerical calculations is proposed. Structural optimization with these approximate sensitivities produced correct optimum solution. Approximate gradients performed well for different nonlinear programming methods, such as the sequence of unconstrained minimization technique, method of feasible directions, sequence of quadratic programming, and sequence of linear programming. Structural optimization with approximate gradients can reduce by one third the CPU time that would otherwise be required to solve the problem with explicit closed-form gradients. The proposed gradient approximation shows potential to reduce intensive computation that has been associated with traditional structural optimization.

The Comparison Study of Quadratic Infinite Beam Program on Optimization Instensity Modulated Radiation Therapy Treatment Planning (IMRTP) between Threshold and Exponential Scatter Method with CERR® In The Case of Lung Cancer

NASA Astrophysics Data System (ADS)

Hardiyanti, Y.; Haekal, M.; Waris, A.; Haryanto, F.

2016-08-01

This research compares the quadratic optimization program on Intensity Modulated Radiation Therapy Treatment Planning (IMRTP) with the Computational Environment for Radiotherapy Research (CERR) software. We assumed that the number of beams used for the treatment planner was about 9 and 13 beams. The case used the energy of 6 MV with Source Skin Distance (SSD) of 100 cm from target volume. Dose calculation used Quadratic Infinite beam (QIB) from CERR. CERR was used in the comparison study between Gauss Primary threshold method and Gauss Primary exponential method. In the case of lung cancer, the threshold variation of 0.01, and 0.004 was used. The output of the dose was distributed using an analysis in the form of DVH from CERR. The maximum dose distributions obtained were on the target volume (PTV) Planning Target Volume, (CTV) Clinical Target Volume, (GTV) Gross Tumor Volume, liver, and skin. It was obtained that if the dose calculation method used exponential and the number of beam 9. When the dose calculation method used the threshold and the number of beam 13, the maximum dose distributions obtained were on the target volume PTV, GTV, heart, and skin.

AQMAN; linear and quadratic programming matrix generator using two-dimensional ground-water flow simulation for aquifer management modeling

USGS Publications Warehouse

Lefkoff, L.J.; Gorelick, S.M.

1987-01-01

A FORTRAN-77 computer program code that helps solve a variety of aquifer management problems involving the control of groundwater hydraulics. It is intended for use with any standard mathematical programming package that uses Mathematical Programming System input format. The computer program creates the input files to be used by the optimization program. These files contain all the hydrologic information and management objectives needed to solve the management problem. Used in conjunction with a mathematical programming code, the computer program identifies the pumping or recharge strategy that achieves a user 's management objective while maintaining groundwater hydraulic conditions within desired limits. The objective may be linear or quadratic, and may involve the minimization of pumping and recharge rates or of variable pumping costs. The problem may contain constraints on groundwater heads, gradients, and velocities for a complex, transient hydrologic system. Linear superposition of solutions to the transient, two-dimensional groundwater flow equation is used by the computer program in conjunction with the response matrix optimization method. A unit stress is applied at each decision well and transient responses at all control locations are computed using a modified version of the U.S. Geological Survey two dimensional aquifer simulation model. The program also computes discounted cost coefficients for the objective function and accounts for transient aquifer conditions. (Author 's abstract)

Mixed-Integer Nonconvex Quadratic Optimization Relaxations and Performance Analysis

DTIC Science & Technology

2016-10-11

Analysis of Interior Point Algorithms for Non-Lipschitz and Nonconvex Minimization,” (W. Bian, X. Chen, and Ye), Math Programming, 149 (2015) 301-327...Chen, Ge, Wang, Ye), Math Programming, 143 (1-2) (2014) 371-383. This paper resolved an important open question in cardinality constrained...Statistical Performance, and Algorithmic Theory for Local Solutions,” (H. Liu, T. Yao, R. Li, Y. Ye) manuscript, 2nd revision in Math Programming

High-order Newton-penalty algorithms

NASA Astrophysics Data System (ADS)

Dussault, Jean-Pierre

2005-10-01

Recent efforts in differentiable non-linear programming have been focused on interior point methods, akin to penalty and barrier algorithms. In this paper, we address the classical equality constrained program solved using the simple quadratic loss penalty function/algorithm. The suggestion to use extrapolations to track the differentiable trajectory associated with penalized subproblems goes back to the classic monograph of Fiacco & McCormick. This idea was further developed by Gould who obtained a two-steps quadratically convergent algorithm using prediction steps and Newton correction. Dussault interpreted the prediction step as a combined extrapolation with respect to the penalty parameter and the residual of the first order optimality conditions. Extrapolation with respect to the residual coincides with a Newton step.We explore here higher-order extrapolations, thus higher-order Newton-like methods. We first consider high-order variants of the Newton-Raphson method applied to non-linear systems of equations. Next, we obtain improved asymptotic convergence results for the quadratic loss penalty algorithm by using high-order extrapolation steps.

A subgradient approach for constrained binary optimization via quantum adiabatic evolution

NASA Astrophysics Data System (ADS)

Karimi, Sahar; Ronagh, Pooya

2017-08-01

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

Development of Quadratic Programming Algorithm Based on Interior Point Method with Estimation Mechanism of Active Constraints

NASA Astrophysics Data System (ADS)

Hashimoto, Hiroyuki; Takaguchi, Yusuke; Nakamura, Shizuka

Instability of calculation process and increase of calculation time caused by increasing size of continuous optimization problem remain the major issues to be solved to apply the technique to practical industrial systems. This paper proposes an enhanced quadratic programming algorithm based on interior point method mainly for improvement of calculation stability. The proposed method has dynamic estimation mechanism of active constraints on variables, which fixes the variables getting closer to the upper/lower limit on them and afterwards releases the fixed ones as needed during the optimization process. It is considered as algorithm-level integration of the solution strategy of active-set method into the interior point method framework. We describe some numerical results on commonly-used bench-mark problems called “CUTEr” to show the effectiveness of the proposed method. Furthermore, the test results on large-sized ELD problem (Economic Load Dispatching problems in electric power supply scheduling) are also described as a practical industrial application.

Smoothing optimization of supporting quadratic surfaces with Zernike polynomials

NASA Astrophysics Data System (ADS)

Zhang, Hang; Lu, Jiandong; Liu, Rui; Ma, Peifu

2018-03-01

A new optimization method to get a smooth freeform optical surface from an initial surface generated by the supporting quadratic method (SQM) is proposed. To smooth the initial surface, a 9-vertex system from the neighbor quadratic surface and the Zernike polynomials are employed to establish a linear equation system. A local optimized surface to the 9-vertex system can be build by solving the equations. Finally, a continuous smooth optimization surface is constructed by stitching the above algorithm on the whole initial surface. The spot corresponding to the optimized surface is no longer discrete pixels but a continuous distribution.

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

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

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

2011-12-01

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

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

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

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

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

An optimal consumption and investment problem with quadratic utility and negative wealth constraints.

PubMed

Roh, Kum-Hwan; Kim, Ji Yeoun; Shin, Yong Hyun

2017-01-01

In this paper, we investigate the optimal consumption and portfolio selection problem with negative wealth constraints for an economic agent who has a quadratic utility function of consumption and receives a constant labor income. Due to the property of the quadratic utility function, we separate our problem into two cases and derive the closed-form solutions for each case. We also illustrate some numerical implications of the optimal consumption and portfolio.

Sensitivity Analysis of Linear Programming and Quadratic Programming Algorithms for Control Allocation

NASA Technical Reports Server (NTRS)

Frost, Susan A.; Bodson, Marc; Acosta, Diana M.

2009-01-01

The Next Generation (NextGen) transport aircraft configurations being investigated as part of the NASA Aeronautics Subsonic Fixed Wing Project have more control surfaces, or control effectors, than existing transport aircraft configurations. Conventional flight control is achieved through two symmetric elevators, two antisymmetric ailerons, and a rudder. The five effectors, reduced to three command variables, produce moments along the three main axes of the aircraft and enable the pilot to control the attitude and flight path of the aircraft. The NextGen aircraft will have additional redundant control effectors to control the three moments, creating a situation where the aircraft is over-actuated and where a simple relationship does not exist anymore between the required effector deflections and the desired moments. NextGen flight controllers will incorporate control allocation algorithms to determine the optimal effector commands and attain the desired moments, taking into account the effector limits. Approaches to solving the problem using linear programming and quadratic programming algorithms have been proposed and tested. It is of great interest to understand their relative advantages and disadvantages and how design parameters may affect their properties. In this paper, we investigate the sensitivity of the effector commands with respect to the desired moments and show on some examples that the solutions provided using the l2 norm of quadratic programming are less sensitive than those using the l1 norm of linear programming.

A Comparison of Approaches for Solving Hard Graph-Theoretic Problems

DTIC Science & Technology

2015-04-29

can be converted to a quadratic unconstrained binary optimization ( QUBO ) problem that uses 0/1-valued variables, and so they are often used...Frontiers in Physics, 2:5 (12 Feb 2014). [7] “Programming with QUBOs ,” (instructional document) D-Wave: The Quantum Computing Company, 2013. [8

A Sequential Quadratic Programming Algorithm Using an Incomplete Solution of the Subproblem

DTIC Science & Technology

1990-09-01

Electr6nica e Inform’itica Industrial E.T.S. Ingenieros Industriales Universidad Polit6cnica, Madrid Technical Report SOL 90-12 September 1990 -Y...MURRAY* AND FRANCISCO J. PRIETOt *Systems Optimization Laboratory Department of Operations Research Stanford University tDept. de Automitica, Ingenieria

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

NASA Astrophysics Data System (ADS)

Li, Shuang; Zhu, Yongsheng; Wang, Yukai

2014-02-01

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

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.

Homotopy approach to optimal, linear quadratic, fixed architecture compensation

NASA Technical Reports Server (NTRS)

Mercadal, Mathieu

1991-01-01

Optimal linear quadratic Gaussian compensators with constrained architecture are a sensible way to generate good multivariable feedback systems meeting strict implementation requirements. The optimality conditions obtained from the constrained linear quadratic Gaussian are a set of highly coupled matrix equations that cannot be solved algebraically except when the compensator is centralized and full order. An alternative to the use of general parameter optimization methods for solving the problem is to use homotopy. The benefit of the method is that it uses the solution to a simplified problem as a starting point and the final solution is then obtained by solving a simple differential equation. This paper investigates the convergence properties and the limitation of such an approach and sheds some light on the nature and the number of solutions of the constrained linear quadratic Gaussian problem. It also demonstrates the usefulness of homotopy on an example of an optimal decentralized compensator.

GLOBAL SOLUTIONS TO FOLDED CONCAVE PENALIZED NONCONVEX LEARNING

PubMed Central

Liu, Hongcheng; Yao, Tao; Li, Runze

2015-01-01

This paper is concerned with solving nonconvex learning problems with folded concave penalty. Despite that their global solutions entail desirable statistical properties, there lack optimization techniques that guarantee global optimality in a general setting. In this paper, we show that a class of nonconvex learning problems are equivalent to general quadratic programs. This equivalence facilitates us in developing mixed integer linear programming reformulations, which admit finite algorithms that find a provably global optimal solution. We refer to this reformulation-based technique as the mixed integer programming-based global optimization (MIPGO). To our knowledge, this is the first global optimization scheme with a theoretical guarantee for folded concave penalized nonconvex learning with the SCAD penalty (Fan and Li, 2001) and the MCP penalty (Zhang, 2010). Numerical results indicate a significant outperformance of MIPGO over the state-of-the-art solution scheme, local linear approximation, and other alternative solution techniques in literature in terms of solution quality. PMID:27141126

Fluence map optimization (FMO) with dose-volume constraints in IMRT using the geometric distance sorting method.

PubMed

Lan, Yihua; Li, Cunhua; Ren, Haozheng; Zhang, Yong; Min, Zhifang

2012-10-21

A new heuristic algorithm based on the so-called geometric distance sorting technique is proposed for solving the fluence map optimization with dose-volume constraints which is one of the most essential tasks for inverse planning in IMRT. The framework of the proposed method is basically an iterative process which begins with a simple linear constrained quadratic optimization model without considering any dose-volume constraints, and then the dose constraints for the voxels violating the dose-volume constraints are gradually added into the quadratic optimization model step by step until all the dose-volume constraints are satisfied. In each iteration step, an interior point method is adopted to solve each new linear constrained quadratic programming. For choosing the proper candidate voxels for the current dose constraint adding, a so-called geometric distance defined in the transformed standard quadratic form of the fluence map optimization model was used to guide the selection of the voxels. The new geometric distance sorting technique can mostly reduce the unexpected increase of the objective function value caused inevitably by the constraint adding. It can be regarded as an upgrading to the traditional dose sorting technique. The geometry explanation for the proposed method is also given and a proposition is proved to support our heuristic idea. In addition, a smart constraint adding/deleting strategy is designed to ensure a stable iteration convergence. The new algorithm is tested on four cases including head-neck, a prostate, a lung and an oropharyngeal, and compared with the algorithm based on the traditional dose sorting technique. Experimental results showed that the proposed method is more suitable for guiding the selection of new constraints than the traditional dose sorting method, especially for the cases whose target regions are in non-convex shapes. It is a more efficient optimization technique to some extent for choosing constraints than the dose sorting method. By integrating a smart constraint adding/deleting scheme within the iteration framework, the new technique builds up an improved algorithm for solving the fluence map optimization with dose-volume constraints.

Optimal Link Removal for Epidemic Mitigation: A Two-Way Partitioning Approach

PubMed Central

Enns, Eva A.; Mounzer, Jeffrey J.; Brandeau, Margaret L.

2011-01-01

The structure of the contact network through which a disease spreads may influence the optimal use of resources for epidemic control. In this work, we explore how to minimize the spread of infection via quarantining with limited resources. In particular, we examine which links should be removed from the contact network, given a constraint on the number of removable links, such that the number of nodes which are no longer at risk for infection is maximized. We show how this problem can be posed as a non-convex quadratically constrained quadratic program (QCQP), and we use this formulation to derive a link removal algorithm. The performance of our QCQP-based algorithm is validated on small Erdős-Renyi and small-world random graphs, and then tested on larger, more realistic networks, including a real-world network of injection drug use. We show that our approach achieves near optimal performance and out-perform so ther intuitive link removal algorithms, such as removing links in order of edge centrality. PMID:22115862

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.

Partial discharge localization in power transformers based on the sequential quadratic programming-genetic algorithm adopting acoustic emission techniques

NASA Astrophysics Data System (ADS)

Liu, Hua-Long; Liu, Hua-Dong

2014-10-01

Partial discharge (PD) in power transformers is one of the prime reasons resulting in insulation degradation and power faults. Hence, it is of great importance to study the techniques of the detection and localization of PD in theory and practice. The detection and localization of PD employing acoustic emission (AE) techniques, as a kind of non-destructive testing, plus due to the advantages of powerful capability of locating and high precision, have been paid more and more attention. The localization algorithm is the key factor to decide the localization accuracy in AE localization of PD. Many kinds of localization algorithms exist for the PD source localization adopting AE techniques including intelligent and non-intelligent algorithms. However, the existed algorithms possess some defects such as the premature convergence phenomenon, poor local optimization ability and unsuitability for the field applications. To overcome the poor local optimization ability and easily caused premature convergence phenomenon of the fundamental genetic algorithm (GA), a new kind of improved GA is proposed, namely the sequence quadratic programming-genetic algorithm (SQP-GA). For the hybrid optimization algorithm, SQP-GA, the sequence quadratic programming (SQP) algorithm which is used as a basic operator is integrated into the fundamental GA, so the local searching ability of the fundamental GA is improved effectively and the premature convergence phenomenon is overcome. Experimental results of the numerical simulations of benchmark functions show that the hybrid optimization algorithm, SQP-GA, is better than the fundamental GA in the convergence speed and optimization precision, and the proposed algorithm in this paper has outstanding optimization effect. At the same time, the presented SQP-GA in the paper is applied to solve the ultrasonic localization problem of PD in transformers, then the ultrasonic localization method of PD in transformers based on the SQP-GA is proposed. And localization results based on the SQP-GA are compared with some algorithms such as the GA, some other intelligent and non-intelligent algorithms. The results of calculating examples both stimulated and spot experiments demonstrate that the localization method based on the SQP-GA can effectively prevent the results from getting trapped into the local optimum values, and the localization method is of great feasibility and very suitable for the field applications, and the precision of localization is enhanced, and the effectiveness of localization is ideal and satisfactory.

Finding Optimal Gains In Linear-Quadratic Control Problems

NASA Technical Reports Server (NTRS)

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

1990-01-01

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

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

PubMed Central

2013-01-01

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

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

PubMed

Ren, Shaogang; Zeng, Bo; Qian, Xiaoning

2013-01-01

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

An approach of traffic signal control based on NLRSQP algorithm

NASA Astrophysics Data System (ADS)

Zou, Yuan-Yang; Hu, Yu

2017-11-01

This paper presents a linear program model with linear complementarity constraints (LPLCC) to solve traffic signal optimization problem. The objective function of the model is to obtain the minimization of total queue length with weight factors at the end of each cycle. Then, a combination algorithm based on the nonlinear least regression and sequence quadratic program (NLRSQP) is proposed, by which the local optimal solution can be obtained. Furthermore, four numerical experiments are proposed to study how to set the initial solution of the algorithm that can get a better local optimal solution more quickly. In particular, the results of numerical experiments show that: The model is effective for different arrival rates and weight factors; and the lower bound of the initial solution is, the better optimal solution can be obtained.

VASP- VARIABLE DIMENSION AUTOMATIC SYNTHESIS PROGRAM

NASA Technical Reports Server (NTRS)

White, J. S.

1994-01-01

VASP is a variable dimension Fortran version of the Automatic Synthesis Program, ASP. The program is used to implement Kalman filtering and control theory. Basically, it consists of 31 subprograms for solving most modern control problems in linear, time-variant (or time-invariant) control systems. These subprograms include operations of matrix algebra, computation of the exponential of a matrix and its convolution integral, and the solution of the matrix Riccati equation. The user calls these subprograms by means of a FORTRAN main program, and so can easily obtain solutions to most general problems of extremization of a quadratic functional of the state of the linear dynamical system. Particularly, these problems include the synthesis of the Kalman filter gains and the optimal feedback gains for minimization of a quadratic performance index. VASP, as an outgrowth of the Automatic Synthesis Program, has the following improvements: more versatile programming language; more convenient input/output format; some new subprograms which consolidate certain groups of statements that are often repeated; and variable dimensioning. The pertinent difference between the two programs is that VASP has variable dimensioning and more efficient storage. The documentation for the VASP program contains a VASP dictionary and example problems. The dictionary contains a description of each subroutine and instructions on its use. The example problems include dynamic response, optimal control gain, solution of the sampled data matrix Riccati equation, matrix decomposition, and a pseudo-inverse of a matrix. This program is written in FORTRAN IV and has been implemented on the IBM 360. The VASP program was developed in 1971.

A new numerical approach to solve Thomas-Fermi model of an atom using bio-inspired heuristics integrated with sequential quadratic programming.

PubMed

Raja, Muhammad Asif Zahoor; Zameer, Aneela; Khan, Aziz Ullah; Wazwaz, Abdul Majid

2016-01-01

In this study, a novel bio-inspired computing approach is developed to analyze the dynamics of nonlinear singular Thomas-Fermi equation (TFE) arising in potential and charge density models of an atom by exploiting the strength of finite difference scheme (FDS) for discretization and optimization through genetic algorithms (GAs) hybrid with sequential quadratic programming. The FDS procedures are used to transform the TFE differential equations into a system of nonlinear equations. A fitness function is constructed based on the residual error of constituent equations in the mean square sense and is formulated as the minimization problem. Optimization of parameters for the system is carried out with GAs, used as a tool for viable global search integrated with SQP algorithm for rapid refinement of the results. The design scheme is applied to solve TFE for five different scenarios by taking various step sizes and different input intervals. Comparison of the proposed results with the state of the art numerical and analytical solutions reveals that the worth of our scheme in terms of accuracy and convergence. The reliability and effectiveness of the proposed scheme are validated through consistently getting optimal values of statistical performance indices calculated for a sufficiently large number of independent runs to establish its significance.

Experimental evaluation of model predictive control and inverse dynamics control for spacecraft proximity and docking maneuvers

NASA Astrophysics Data System (ADS)

Virgili-Llop, Josep; Zagaris, Costantinos; Park, Hyeongjun; Zappulla, Richard; Romano, Marcello

2018-03-01

An experimental campaign has been conducted to evaluate the performance of two different guidance and control algorithms on a multi-constrained docking maneuver. The evaluated algorithms are model predictive control (MPC) and inverse dynamics in the virtual domain (IDVD). A linear-quadratic approach with a quadratic programming solver is used for the MPC approach. A nonconvex optimization problem results from the IDVD approach, and a nonlinear programming solver is used. The docking scenario is constrained by the presence of a keep-out zone, an entry cone, and by the chaser's maximum actuation level. The performance metrics for the experiments and numerical simulations include the required control effort and time to dock. The experiments have been conducted in a ground-based air-bearing test bed, using spacecraft simulators that float over a granite table.

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

NASA Astrophysics Data System (ADS)

Heinkenschloss, Matthias

2005-01-01

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

Linear state feedback, quadratic weights, and closed loop eigenstructures. M.S. Thesis

NASA Technical Reports Server (NTRS)

Thompson, P. M.

1979-01-01

Results are given on the relationships between closed loop eigenstructures, state feedback gain matrices of the linear state feedback problem, and quadratic weights of the linear quadratic regulator. Equations are derived for the angles of general multivariable root loci and linear quadratic optimal root loci, including angles of departure and approach. The generalized eigenvalue problem is used for the first time to compute angles of approach. Equations are also derived to find the sensitivity of closed loop eigenvalues and the directional derivatives of closed loop eigenvectors (with respect to a scalar multiplying the feedback gain matrix or the quadratic control weight). An equivalence class of quadratic weights that produce the same asymptotic eigenstructure is defined, sufficient conditions to be in it are given, a canonical element is defined, and an algorithm to find it is given. The behavior of the optimal root locus in the nonasymptotic region is shown to be different for quadratic weights with the same asymptotic properties.

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

ERIC Educational Resources Information Center

Brusco, Michael J.

2007-01-01

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

Path Following in the Exact Penalty Method of Convex Programming.

PubMed

Zhou, Hua; Lange, Kenneth

2015-07-01

Classical penalty methods solve a sequence of unconstrained problems that put greater and greater stress on meeting the constraints. In the limit as the penalty constant tends to ∞, one recovers the constrained solution. In the exact penalty method, squared penalties are replaced by absolute value penalties, and the solution is recovered for a finite value of the penalty constant. In practice, the kinks in the penalty and the unknown magnitude of the penalty constant prevent wide application of the exact penalty method in nonlinear programming. In this article, we examine a strategy of path following consistent with the exact penalty method. Instead of performing optimization at a single penalty constant, we trace the solution as a continuous function of the penalty constant. Thus, path following starts at the unconstrained solution and follows the solution path as the penalty constant increases. In the process, the solution path hits, slides along, and exits from the various constraints. For quadratic programming, the solution path is piecewise linear and takes large jumps from constraint to constraint. For a general convex program, the solution path is piecewise smooth, and path following operates by numerically solving an ordinary differential equation segment by segment. Our diverse applications to a) projection onto a convex set, b) nonnegative least squares, c) quadratically constrained quadratic programming, d) geometric programming, and e) semidefinite programming illustrate the mechanics and potential of path following. The final detour to image denoising demonstrates the relevance of path following to regularized estimation in inverse problems. In regularized estimation, one follows the solution path as the penalty constant decreases from a large value.

Path Following in the Exact Penalty Method of Convex Programming

PubMed Central

Zhou, Hua; Lange, Kenneth

2015-01-01

Classical penalty methods solve a sequence of unconstrained problems that put greater and greater stress on meeting the constraints. In the limit as the penalty constant tends to ∞, one recovers the constrained solution. In the exact penalty method, squared penalties are replaced by absolute value penalties, and the solution is recovered for a finite value of the penalty constant. In practice, the kinks in the penalty and the unknown magnitude of the penalty constant prevent wide application of the exact penalty method in nonlinear programming. In this article, we examine a strategy of path following consistent with the exact penalty method. Instead of performing optimization at a single penalty constant, we trace the solution as a continuous function of the penalty constant. Thus, path following starts at the unconstrained solution and follows the solution path as the penalty constant increases. In the process, the solution path hits, slides along, and exits from the various constraints. For quadratic programming, the solution path is piecewise linear and takes large jumps from constraint to constraint. For a general convex program, the solution path is piecewise smooth, and path following operates by numerically solving an ordinary differential equation segment by segment. Our diverse applications to a) projection onto a convex set, b) nonnegative least squares, c) quadratically constrained quadratic programming, d) geometric programming, and e) semidefinite programming illustrate the mechanics and potential of path following. The final detour to image denoising demonstrates the relevance of path following to regularized estimation in inverse problems. In regularized estimation, one follows the solution path as the penalty constant decreases from a large value. PMID:26366044

Optimization for minimum sensitivity to uncertain parameters

NASA Technical Reports Server (NTRS)

Pritchard, Jocelyn I.; Adelman, Howard M.; Sobieszczanski-Sobieski, Jaroslaw

1994-01-01

A procedure to design a structure for minimum sensitivity to uncertainties in problem parameters is described. The approach is to minimize directly the sensitivity derivatives of the optimum design with respect to fixed design parameters using a nested optimization procedure. The procedure is demonstrated for the design of a bimetallic beam for minimum weight with insensitivity to uncertainties in structural properties. The beam is modeled with finite elements based on two dimensional beam analysis. A sequential quadratic programming procedure used as the optimizer supplies the Lagrange multipliers that are used to calculate the optimum sensitivity derivatives. The method was perceived to be successful from comparisons of the optimization results with parametric studies.

Quadratic constrained mixed discrete optimization with an adiabatic quantum optimizer

NASA Astrophysics Data System (ADS)

Chandra, Rishabh; Jacobson, N. Tobias; Moussa, Jonathan E.; Frankel, Steven H.; Kais, Sabre

2014-07-01

We extend the family of problems that may be implemented on an adiabatic quantum optimizer (AQO). When a quadratic optimization problem has at least one set of discrete controls and the constraints are linear, we call this a quadratic constrained mixed discrete optimization (QCMDO) problem. QCMDO problems are NP-hard, and no efficient classical algorithm for their solution is known. Included in the class of QCMDO problems are combinatorial optimization problems constrained by a linear partial differential equation (PDE) or system of linear PDEs. An essential complication commonly encountered in solving this type of problem is that the linear constraint may introduce many intermediate continuous variables into the optimization while the computational cost grows exponentially with problem size. We resolve this difficulty by developing a constructive mapping from QCMDO to quadratic unconstrained binary optimization (QUBO) such that the size of the QUBO problem depends only on the number of discrete control variables. With a suitable embedding, taking into account the physical constraints of the realizable coupling graph, the resulting QUBO problem can be implemented on an existing AQO. The mapping itself is efficient, scaling cubically with the number of continuous variables in the general case and linearly in the PDE case if an efficient preconditioner is available.

Advanced Energy Storage Management in Distribution Network

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

Liu, Guodong; Ceylan, Oguzhan; Xiao, Bailu

2016-01-01

With increasing penetration of distributed generation (DG) in the distribution networks (DN), the secure and optimal operation of DN has become an important concern. In this paper, an iterative mixed integer quadratic constrained quadratic programming model to optimize the operation of a three phase unbalanced distribution system with high penetration of Photovoltaic (PV) panels, DG and energy storage (ES) is developed. The proposed model minimizes not only the operating cost, including fuel cost and purchasing cost, but also voltage deviations and power loss. The optimization model is based on the linearized sensitivity coefficients between state variables (e.g., node voltages) andmore » control variables (e.g., real and reactive power injections of DG and ES). To avoid slow convergence when close to the optimum, a golden search method is introduced to control the step size and accelerate the convergence. The proposed algorithm is demonstrated on modified IEEE 13 nodes test feeders with multiple PV panels, DG and ES. Numerical simulation results validate the proposed algorithm. Various scenarios of system configuration are studied and some critical findings are concluded.« less

Analysis of explicit model predictive control for path-following control

PubMed Central

2018-01-01

In this paper, explicit Model Predictive Control(MPC) is employed for automated lane-keeping systems. MPC has been regarded as the key to handle such constrained systems. However, the massive computational complexity of MPC, which employs online optimization, has been a major drawback that limits the range of its target application to relatively small and/or slow problems. Explicit MPC can reduce this computational burden using a multi-parametric quadratic programming technique(mp-QP). The control objective is to derive an optimal front steering wheel angle at each sampling time so that autonomous vehicles travel along desired paths, including straight, circular, and clothoid parts, at high entry speeds. In terms of the design of the proposed controller, a method of choosing weighting matrices in an optimization problem and the range of horizons for path-following control are described through simulations. For the verification of the proposed controller, simulation results obtained using other control methods such as MPC, Linear-Quadratic Regulator(LQR), and driver model are employed, and CarSim, which reflects the features of a vehicle more realistically than MATLAB/Simulink, is used for reliable demonstration. PMID:29534080

Analysis of explicit model predictive control for path-following control.

PubMed

Lee, Junho; Chang, Hyuk-Jun

2018-01-01

In this paper, explicit Model Predictive Control(MPC) is employed for automated lane-keeping systems. MPC has been regarded as the key to handle such constrained systems. However, the massive computational complexity of MPC, which employs online optimization, has been a major drawback that limits the range of its target application to relatively small and/or slow problems. Explicit MPC can reduce this computational burden using a multi-parametric quadratic programming technique(mp-QP). The control objective is to derive an optimal front steering wheel angle at each sampling time so that autonomous vehicles travel along desired paths, including straight, circular, and clothoid parts, at high entry speeds. In terms of the design of the proposed controller, a method of choosing weighting matrices in an optimization problem and the range of horizons for path-following control are described through simulations. For the verification of the proposed controller, simulation results obtained using other control methods such as MPC, Linear-Quadratic Regulator(LQR), and driver model are employed, and CarSim, which reflects the features of a vehicle more realistically than MATLAB/Simulink, is used for reliable demonstration.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Linear quadratic regulators with eigenvalue placement in a specified region

NASA Technical Reports Server (NTRS)

Shieh, Leang S.; Dib, Hani M.; Ganesan, Sekar

1988-01-01

A linear optimal quadratic regulator is developed for optimally placing the closed-loop poles of multivariable continuous-time systems within the common region of an open sector, bounded by lines inclined at + or - pi/2k (k = 2 or 3) from the negative real axis with a sector angle of pi/2 or less, and the left-hand side of a line parallel to the imaginary axis in the complex s-plane. The design method is mainly based on the solution of a linear matrix Liapunov equation, and the resultant closed-loop system with its eigenvalues in the desired region is optimal with respect to a quadratic performance index.

Discrete-time Markovian-jump linear quadratic optimal control

NASA Technical Reports Server (NTRS)

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

1986-01-01

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

Linear quadratic regulators with eigenvalue placement in a horizontal strip

NASA Technical Reports Server (NTRS)

Shieh, Leang S.; Dib, Hani M.; Ganesan, Sekar

1987-01-01

A method for optimally shifting the imaginary parts of the open-loop poles of a multivariable control system to the desirable closed-loop locations is presented. The optimal solution with respect to a quadratic performance index is obtained by solving a linear matrix Liapunov equation.

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

NASA Astrophysics Data System (ADS)

Shen, Kaiming; Yu, Wei

2018-05-01

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

Semisupervised Support Vector Machines With Tangent Space Intrinsic Manifold Regularization.

PubMed

Sun, Shiliang; Xie, Xijiong

2016-09-01

Semisupervised learning has been an active research topic in machine learning and data mining. One main reason is that labeling examples is expensive and time-consuming, while there are large numbers of unlabeled examples available in many practical problems. So far, Laplacian regularization has been widely used in semisupervised learning. In this paper, we propose a new regularization method called tangent space intrinsic manifold regularization. It is intrinsic to data manifold and favors linear functions on the manifold. Fundamental elements involved in the formulation of the regularization are local tangent space representations, which are estimated by local principal component analysis, and the connections that relate adjacent tangent spaces. Simultaneously, we explore its application to semisupervised classification and propose two new learning algorithms called tangent space intrinsic manifold regularized support vector machines (TiSVMs) and tangent space intrinsic manifold regularized twin SVMs (TiTSVMs). They effectively integrate the tangent space intrinsic manifold regularization consideration. The optimization of TiSVMs can be solved by a standard quadratic programming, while the optimization of TiTSVMs can be solved by a pair of standard quadratic programmings. The experimental results of semisupervised classification problems show the effectiveness of the proposed semisupervised learning algorithms.

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.

Linear state feedback, quadratic weights, and closed loop eigenstructures. M.S. Thesis. Final Report

NASA Technical Reports Server (NTRS)

Thompson, P. M.

1980-01-01

Equations are derived for the angles of general multivariable root loci and linear quadratic optimal root loci, including angles of departure and approach. The generalized eigenvalue problem is used to compute angles of approach. Equations are also derived to find the sensitivity of closed loop eigenvalue and the directional derivatives of closed loop eigenvectors. An equivalence class of quadratic weights that produce the same asymptotic eigenstructure is defined, a canonical element is defined, and an algorithm to find it is given. The behavior of the optimal root locus in the nonasymptotic region is shown to be different for quadratic weights with the same asymptotic properties. An algorithm is presented that can be used to select a feedback gain matrix for the linear state feedback problem which produces a specified asymptotic eigenstructure. Another algorithm is given to compute the asymptotic eigenstructure properties inherent in a given set of quadratic weights. Finally, it is shown that optimal root loci for nongeneric problems can be approximated by generic ones in the nonasymptotic region.

Comparative Evaluation of Different Optimization Algorithms for Structural Design Applications

NASA Technical Reports Server (NTRS)

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

1996-01-01

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

Performance Trend of Different Algorithms for Structural Design Optimization

NASA Technical Reports Server (NTRS)

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

1996-01-01

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

L2CXCV: A Fortran 77 package for least squares convex/concave data smoothing

NASA Astrophysics Data System (ADS)

Demetriou, I. C.

2006-04-01

Fortran 77 software is given for least squares smoothing to data values contaminated by random errors subject to one sign change in the second divided differences of the smoothed values, where the location of the sign change is also unknown of the optimization problem. A highly useful description of the constraints is that they follow from the assumption of initially increasing and subsequently decreasing rates of change, or vice versa, of the process considered. The underlying algorithm partitions the data into two disjoint sets of adjacent data and calculates the required fit by solving a strictly convex quadratic programming problem for each set. The piecewise linear interpolant to the fit is convex on the first set and concave on the other one. The partition into suitable sets is achieved by a finite iterative algorithm, which is made quite efficient because of the interactions of the quadratic programming problems on consecutive data. The algorithm obtains the solution by employing no more quadratic programming calculations over subranges of data than twice the number of the divided differences constraints. The quadratic programming technique makes use of active sets and takes advantage of a B-spline representation of the smoothed values that allows some efficient updating procedures. The entire code required to implement the method is 2920 Fortran lines. The package has been tested on a variety of data sets and it has performed very efficiently, terminating in an overall number of active set changes over subranges of data that is only proportional to the number of data. The results suggest that the package can be used for very large numbers of data values. Some examples with output are provided to help new users and exhibit certain features of the software. Important applications of the smoothing technique may be found in calculating a sigmoid approximation, which is a common topic in various contexts in applications in disciplines like physics, economics, biology and engineering. Distribution material that includes single and double precision versions of the code, driver programs, technical details of the implementation of the software package and test examples that demonstrate the use of the software is available in an accompanying ASCII file. Program summaryTitle of program:L2CXCV Catalogue identifier:ADXM_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADXM_v1_0 Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Computer:PC Intel Pentium, Sun Sparc Ultra 5, Hewlett-Packard HP UX 11.0 Operating system:WINDOWS 98, 2000, Unix/Solaris 7, Unix/HP UX 11.0 Programming language used:FORTRAN 77 Memory required to execute with typical data:O(n), where n is the number of data No. of bits in a byte:8 No. of lines in distributed program, including test data, etc.:29 349 No. of bytes in distributed program, including test data, etc.:1 276 663 No. of processors used:1 Has the code been vectorized or parallelized?:no Distribution format:default tar.gz Separate documentation available:Yes Nature of physical problem:Analysis of processes that show initially increasing and then decreasing rates of change (sigmoid shape), as, for example, in heat curves, reactor stability conditions, evolution curves, photoemission yields, growth models, utility functions, etc. Identifying an unknown convex/concave (sigmoid) function from some measurements of its values that contain random errors. Also, identifying the inflection point of this sigmoid function. Method of solution:Univariate data smoothing by minimizing the sum of the squares of the residuals (least squares approximation) subject to the condition that the second order divided differences of the smoothed values change sign at most once. Ideally, this is the number of sign changes in the second derivative of the underlying function. The remarkable property of the smoothed values is that they consist of one separate section of optimal components that give nonnegative second divided differences (convexity) and one separate section of optimal components that give nonpositive second divided differences (concavity). The solution process finds the joint (that is the inflection point estimate of the underlying function) of the sections automatically. The underlying method is iterative, each iteration solving a structured strictly convex quadratic programming problem in order to obtain a convex or a concave section over a subrange of data. Restrictions on the complexity of the problem:Number of data, n, is not limited in the software package, but is limited to 2000 in the main driver. The total work of the method requires 2n-2 structured quadratic programming calculations over subranges of data, which in practice does not exceed the amount of O(n) computer operations. Typical running times:CPU time on a PC with an Intel 733 MHz processor operating in Windows 98: About 2 s to smooth n=1000 noisy measurements that follow the shape of the sine function over one period. Summary:L2CXCV is a package of Fortran 77 subroutines for least squares smoothing to n univariate data values contaminated by random errors subject to one sign change in the second divided differences of the smoothed values, where the location of the sign change is unknown. The piecewise linear interpolant to the smoothed values gives a convex/concave fit to the data. The underlying algorithm is based on the property that in this best convex/concave fit, the convex and the concave section are both optimal and separate. The algorithm is iterative, each iteration solving a strictly convex quadratic programming problem for the best convex fit to the first k data, starting from the best convex fit to the first k-1 data. By reversing the order and sign of the data, the algorithm obtains the best concave fit to the last n-k data. Then it chooses that k as the optimal position of the required sign change (which defines the inflection point of the fit), if the convex and the concave components to the first k and the last n-k data, respectively, form a convex/concave vector that gives the least sum of squares of residuals. In effect the algorithm requires at most 2n-2 quadratic programming calculations over subranges of data. The package employs a technique for quadratic programming, which takes advantage of a B-spline representation of the smoothed values and makes use of some efficient O(k) updating procedures, where k is the number of data of a subrange. The package has been tested on a variety of data sets and it has performed very efficiently, terminating in an overall number of active set changes that is about n, thus exhibiting quadratic performance in n. The Fortran codes have been designed to minimize the use of computing resources. Attention has been given to computer rounding errors details, which are essential to the robustness of the software package. Numerical examples with output are provided to help the use of the software and exhibit certain features of the method. Distribution material that includes driver programs, technical details of the installation of the package and test examples that demonstrate the use of the software is available in an ASCII file that accompanies this work.

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.

Application of optimal control theory to the design of the NASA/JPL 70-meter antenna servos

NASA Technical Reports Server (NTRS)

Alvarez, L. S.; Nickerson, J.

1989-01-01

The application of Linear Quadratic Gaussian (LQG) techniques to the design of the 70-m axis servos is described. Linear quadratic optimal control and Kalman filter theory are reviewed, and model development and verification are discussed. Families of optimal controller and Kalman filter gain vectors were generated by varying weight parameters. Performance specifications were used to select final gain vectors.

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

A design procedure and handling quality criteria for lateral directional flight control systems

NASA Technical Reports Server (NTRS)

Stein, G.; Henke, A. H.

1972-01-01

A practical design procedure for aircraft augmentation systems is described based on quadratic optimal control technology and handling-quality-oriented cost functionals. The procedure is applied to the design of a lateral-directional control system for the F4C aircraft. The design criteria, design procedure, and final control system are validated with a program of formal pilot evaluation experiments.

Development of Analysis Tools for Certification of Flight Control Laws

DTIC Science & Technology

2009-03-31

In Proc. Conf. on Decision and Control, pages 881-886, Bahamas, 2004. [7] G. Chesi, A. Garulli, A. Tesi , and A. Vicino. LMI-based computation of...Minneapolis, MN, 2006, pp. 117-122. [10] G. Chesi, A. Garulli, A. Tesi . and A. Vicino, "LMI-based computation of optimal quadratic Lyapunov functions...Convex Optimization. Cambridge Univ. Press. Chesi, G., A. Garulli, A. Tesi and A. Vicino (2005). LMI-based computation of optimal quadratic Lyapunov

Optimal Fermentation Conditions of Hyaluronidase Inhibition Activity on Asparagus cochinchinensis Merrill by Weissella cibaria.

PubMed

Kim, Minji; Kim, Won-Baek; Koo, Kyoung Yoon; Kim, Bo Ram; Kim, Doohyun; Lee, Seoyoun; Son, Hong Joo; Hwang, Dae Youn; Kim, Dong Seob; Lee, Chung Yeoul; Lee, Heeseob

2017-04-28

This study was conducted to evaluate the hyaluronidase (HAase) inhibition activity of Asparagus cochinchinesis (AC) extracts following fermentation by Weissella cibaria through response surface methodology. To optimize the HAase inhibition activity, a central composite design was introduced based on four variables: the concentration of AC extract ( X 1 : 1-5%), amount of starter culture ( X 2 : 1-5%), pH ( X 3 : 4-8), and fermentation time ( X 4 : 0-10 days). The experimental data were fitted to quadratic regression equations, the accuracy of the equations was analyzed by ANOVA, and the regression coefficients for the surface quadratic model of HAase inhibition activity in the fermented AC extract were estimated by the F test and the corresponding p values. The HAase inhibition activity indicated that fermentation time was most significant among the parameters within the conditions tested. To validate the model, two different conditions among those generated by the Design Expert program were selected. Under both conditions, predicted and experimental data agreed well. Moreover, the content of protodioscin (a well-known compound related to anti-inflammation activity) was elevated after fermentation of the AC extract at the optimized fermentation condition.

Controllability of semi-infinite rod heating by a point source

NASA Astrophysics Data System (ADS)

Khurshudyan, A.

2018-04-01

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

Aerodynamic design optimization via reduced Hessian SQP with solution refining

NASA Technical Reports Server (NTRS)

Feng, Dan; Pulliam, Thomas H.

1995-01-01

An all-at-once reduced Hessian Successive Quadratic Programming (SQP) scheme has been shown to be efficient for solving aerodynamic design optimization problems with a moderate number of design variables. This paper extends this scheme to allow solution refining. In particular, we introduce a reduced Hessian refining technique that is critical for making a smooth transition of the Hessian information from coarse grids to fine grids. Test results on a nozzle design using quasi-one-dimensional Euler equations show that through solution refining the efficiency and the robustness of the all-at-once reduced Hessian SQP scheme are significantly improved.

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

NASA Astrophysics Data System (ADS)

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

2011-12-01

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

Seven Wonders of the Ancient and Modern Quadratic World.

ERIC Educational Resources Information Center

Taylor, Sharon E.; Mittag, Kathleen Cage

2001-01-01

Presents four methods for solving a quadratic equation using graphing calculator technology: (1) graphing with the CALC feature; (2) quadratic formula program; (3) table; and (4) solver. Includes a worksheet for a lab activity on factoring quadratic equations. (KHR)

Low-Thrust Trajectory Optimization with Simplified SQP Algorithm

NASA Technical Reports Server (NTRS)

Parrish, Nathan L.; Scheeres, Daniel J.

2017-01-01

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

Use of nonlinear programming to optimize performance response to energy density in broiler feed formulation.

PubMed

Guevara, V R

2004-02-01

A nonlinear programming optimization model was developed to maximize margin over feed cost in broiler feed formulation and is described in this paper. The model identifies the optimal feed mix that maximizes profit margin. Optimum metabolizable energy level and performance were found by using Excel Solver nonlinear programming. Data from an energy density study with broilers were fitted to quadratic equations to express weight gain, feed consumption, and the objective function income over feed cost in terms of energy density. Nutrient:energy ratio constraints were transformed into equivalent linear constraints. National Research Council nutrient requirements and feeding program were used for examining changes in variables. The nonlinear programming feed formulation method was used to illustrate the effects of changes in different variables on the optimum energy density, performance, and profitability and was compared with conventional linear programming. To demonstrate the capabilities of the model, I determined the impact of variation in prices. Prices for broiler, corn, fish meal, and soybean meal were increased and decreased by 25%. Formulations were identical in all other respects. Energy density, margin, and diet cost changed compared with conventional linear programming formulation. This study suggests that nonlinear programming can be more useful than conventional linear programming to optimize performance response to energy density in broiler feed formulation because an energy level does not need to be set.

On Asymptotic Behaviour and W 2, p Regularity of Potentials in Optimal Transportation

NASA Astrophysics Data System (ADS)

Liu, Jiakun; Trudinger, Neil S.; Wang, Xu-Jia

2015-03-01

In this paper we study local properties of cost and potential functions in optimal transportation. We prove that in a proper normalization process, the cost function is uniformly smooth and converges locally smoothly to a quadratic cost x · y, while the potential function converges to a quadratic function. As applications we obtain the interior W 2, p estimates and sharp C 1, α estimates for the potentials, which satisfy a Monge-Ampère type equation. The W 2, p estimate was previously proved by Caffarelli for the quadratic transport cost and the associated standard Monge-Ampère equation.

Clinical implementation of stereotaxic brain implant optimization

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

Rosenow, U.F.; Wojcicka, J.B.

1991-03-01

This optimization method for stereotaxic brain implants is based on seed/strand configurations of the basic type developed for the National Cancer Institute (NCI) atlas of regular brain implants. Irregular target volume shapes are determined from delineation in a stack of contrast enhanced computed tomography scans. The neurosurgeon may then select up to ten directions, or entry points, of surgical approach of which the program finds the optimal one under the criterion of smallest target volume diameter. Target volume cross sections are then reconstructed in 5-mm-spaced planes perpendicular to the implantation direction defined by the entry point and the target volumemore » center. This information is used to define a closed line in an implant cross section along which peripheral seed strands are positioned and which has now an irregular shape. Optimization points are defined opposite peripheral seeds on the target volume surface to which the treatment dose rate is prescribed. Three different optimization algorithms are available: linear least-squares programming, quadratic programming with constraints, and a simplex method. The optimization routine is implemented into a commercial treatment planning system. It generates coordinate and source strength information of the optimized seed configurations for further dose rate distribution calculation with the treatment planning system, and also the coordinate settings for the stereotaxic Brown-Roberts-Wells (BRW) implantation device.« less

An optimization program based on the method of feasible directions: Theory and users guide

NASA Technical Reports Server (NTRS)

Belegundu, Ashok D.; Berke, Laszlo; Patnaik, Surya N.

1994-01-01

The theory and user instructions for an optimization code based on the method of feasible directions are presented. The code was written for wide distribution and ease of attachment to other simulation software. Although the theory of the method of feasible direction was developed in the 1960's, many considerations are involved in its actual implementation as a computer code. Included in the code are a number of features to improve robustness in optimization. The search direction is obtained by solving a quadratic program using an interior method based on Karmarkar's algorithm. The theory is discussed focusing on the important and often overlooked role played by the various parameters guiding the iterations within the program. Also discussed is a robust approach for handling infeasible starting points. The code was validated by solving a variety of structural optimization test problems that have known solutions obtained by other optimization codes. It has been observed that this code is robust: it has solved a variety of problems from different starting points. However, the code is inefficient in that it takes considerable CPU time as compared with certain other available codes. Further work is required to improve its efficiency while retaining its robustness.

Minimization of the root of a quadratic functional under a system of affine equality constraints with application to portfolio management

NASA Astrophysics Data System (ADS)

Landsman, Zinoviy

2008-10-01

We present an explicit closed form solution of the problem of minimizing the root of a quadratic functional subject to a system of affine constraints. The result generalizes Z. Landsman, Minimization of the root of a quadratic functional under an affine equality constraint, J. Comput. Appl. Math. 2007, to appear, see , articles in press, where the optimization problem was solved under only one linear constraint. This is of interest for solving significant problems pertaining to financial economics as well as some classes of feasibility and optimization problems which frequently occur in tomography and other fields. The results are illustrated in the problem of optimal portfolio selection and the particular case when the expected return of finance portfolio is certain is discussed.

Parametric optimal control of uncertain systems under an optimistic value criterion

NASA Astrophysics Data System (ADS)

Li, Bo; Zhu, Yuanguo

2018-01-01

It is well known that the optimal control of a linear quadratic model is characterized by the solution of a Riccati differential equation. In many cases, the corresponding Riccati differential equation cannot be solved exactly such that the optimal feedback control may be a complex time-oriented function. In this article, a parametric optimal control problem of an uncertain linear quadratic model under an optimistic value criterion is considered for simplifying the expression of optimal control. Based on the equation of optimality for the uncertain optimal control problem, an approximation method is presented to solve it. As an application, a two-spool turbofan engine optimal control problem is given to show the utility of the proposed model and the efficiency of the presented approximation method.

Single step optimization of manipulator maneuvers with variable structure control

NASA Technical Reports Server (NTRS)

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

1987-01-01

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

Ant Colony Optimization for Markowitz Mean-Variance Portfolio Model

NASA Astrophysics Data System (ADS)

Deng, Guang-Feng; Lin, Woo-Tsong

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

Linear-Quadratic-Gaussian Regulator Developed for a Magnetic Bearing

NASA Technical Reports Server (NTRS)

Choi, Benjamin B.

2002-01-01

Linear-Quadratic-Gaussian (LQG) control is a modern state-space technique for designing optimal dynamic regulators. It enables us to trade off regulation performance and control effort, and to take into account process and measurement noise. The Structural Mechanics and Dynamics Branch at the NASA Glenn Research Center has developed an LQG control for a fault-tolerant magnetic bearing suspension rig to optimize system performance and to reduce the sensor and processing noise. The LQG regulator consists of an optimal state-feedback gain and a Kalman state estimator. The first design step is to seek a state-feedback law that minimizes the cost function of regulation performance, which is measured by a quadratic performance criterion with user-specified weighting matrices, and to define the tradeoff between regulation performance and control effort. The next design step is to derive a state estimator using a Kalman filter because the optimal state feedback cannot be implemented without full state measurement. Since the Kalman filter is an optimal estimator when dealing with Gaussian white noise, it minimizes the asymptotic covariance of the estimation error.

MO-FG-CAMPUS-TeP2-01: A Graph Form ADMM Algorithm for Constrained Quadratic Radiation Treatment Planning

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

Optimal execution in high-frequency trading with Bayesian learning

NASA Astrophysics Data System (ADS)

Du, Bian; Zhu, Hongliang; Zhao, Jingdong

2016-11-01

We consider optimal trading strategies in which traders submit bid and ask quotes to maximize the expected quadratic utility of total terminal wealth in a limit order book. The trader's bid and ask quotes will be changed by the Poisson arrival of market orders. Meanwhile, the trader may update his estimate of other traders' target sizes and directions by Bayesian learning. The solution of optimal execution in the limit order book is a two-step procedure. First, we model an inactive trading with no limit order in the market. The dealer simply holds dollars and shares of stocks until terminal time. Second, he calibrates his bid and ask quotes to the limit order book. The optimal solutions are given by dynamic programming and in fact they are globally optimal. We also give numerical simulation to the value function and optimal quotes at the last part of the article.

Reliability-based design optimization using a generalized subset simulation method and posterior approximation

NASA Astrophysics Data System (ADS)

Ma, Yuan-Zhuo; Li, Hong-Shuang; Yao, Wei-Xing

2018-05-01

The evaluation of the probabilistic constraints in reliability-based design optimization (RBDO) problems has always been significant and challenging work, which strongly affects the performance of RBDO methods. This article deals with RBDO problems using a recently developed generalized subset simulation (GSS) method and a posterior approximation approach. The posterior approximation approach is used to transform all the probabilistic constraints into ordinary constraints as in deterministic optimization. The assessment of multiple failure probabilities required by the posterior approximation approach is achieved by GSS in a single run at all supporting points, which are selected by a proper experimental design scheme combining Sobol' sequences and Bucher's design. Sequentially, the transformed deterministic design optimization problem can be solved by optimization algorithms, for example, the sequential quadratic programming method. Three optimization problems are used to demonstrate the efficiency and accuracy of the proposed method.

Commande optimale minimisant la consommation d'energie d'un drone utilise comme relai de communication

NASA Astrophysics Data System (ADS)

Mechirgui, Monia

The purpose of this project is to implement an optimal control regulator, particularly the linear quadratic regulator in order to control the position of an unmanned aerial vehicle known as a quadrotor. This type of UAV has a symmetrical and simple structure. Thus, its control is relatively easy compared to conventional helicopters. Optimal control can be proven to be an ideal controller to reconcile between the tracking performance and energy consumption. In practice, the linearity requirements are not met, but some elaborations of the linear quadratic regulator have been used in many nonlinear applications with good results. The linear quadratic controller used in this thesis is presented in two forms: simple and adapted to the state of charge of the battery. Based on the traditional structure of the linear quadratic regulator, we introduced a new criterion which relies on the state of charge of the battery, in order to optimize energy consumption. This command is intended to be used to monitor and maintain the desired trajectory during several maneuvers while minimizing energy consumption. Both simple and adapted, linear quadratic controller are implemented in Simulink in discrete time. The model simulates the dynamics and control of a quadrotor. Performance and stability of the system are analyzed with several tests, from the simply hover to the complex trajectories in closed loop.

An historical survey of computational methods in optimal control.

NASA Technical Reports Server (NTRS)

Polak, E.

1973-01-01

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

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

Coffrin, Carleton James; Hijazi, Hassan L; Van Hentenryck, Pascal R

Here this work revisits the Semidefine Programming (SDP) relaxation of the AC power flow equations in light of recent results illustrating the benefits of bounds propagation, valid inequalities, and the Convex Quadratic (QC) relaxation. By integrating all of these results into the SDP model a new hybrid relaxation is proposed, which combines the benefits from all of these recent works. This strengthened SDP formulation is evaluated on 71 AC Optimal Power Flow test cases from the NESTA archive and is shown to have an optimality gap of less than 1% on 63 cases. This new hybrid relaxation closes 50% ofmore » the open cases considered, leaving only 8 for future investigation.« less

Structural Optimization of a Distributed Actuation System in a Flexible In-Plane Morphing Wing

DTIC Science & Technology

2007-06-01

Captain, USAF Approved: /signed/ 11 Jun 2007 Dr. Robert Canfield (Chairman) date /signed/ 11 Jun 2007 Dr. Brian Sanders (Member) date /signed/ 11 Jun...can be seen here at the Camp Roberts Flight Test Range [11]. separation, which ultimately increased the overall lift. During wind tunnel tests, the...Matlabr . The outermost loop was written by Mark Spillman and Dr. Robert Canfield and was based on Schittkowski’s Sequential Quadratic Programming (SQP

The application of quadratic optimal cooperative control synthesis to a CH-47 helicopter

NASA Technical Reports Server (NTRS)

Townsend, Barbara K.

1987-01-01

A control-system design method, quadratic optimal cooperative control synthesis (CCS), is applied to the design of a stability and control augmentation system (SCAS). The CCS design method is different from other design methods in that it does not require detailed a priori design criteria, but instead relies on an explicit optimal pilot-model to create desired performance. The design method, which was developed previously for fixed-wing aircraft, is simplified and modified for application to a Boeing CH-47 helicopter. Two SCAS designs are developed using the CCS design methodology. The resulting CCS designs are then compared with designs obtained using classical/frequency-domain methods and linear quadratic regulator (LQR) theory in a piloted fixed-base simulation. Results indicate that the CCS method, with slight modifications, can be used to produce controller designs which compare favorably with the frequency-domain approach.

The application of quadratic optimal cooperative control synthesis to a CH-47 helicopter

NASA Technical Reports Server (NTRS)

Townsend, Barbara K.

1986-01-01

A control-system design method, Quadratic Optimal Cooperative Control Synthesis (CCS), is applied to the design of a Stability and Control Augmentation Systems (SCAS). The CCS design method is different from other design methods in that it does not require detailed a priori design criteria, but instead relies on an explicit optimal pilot-model to create desired performance. The design model, which was developed previously for fixed-wing aircraft, is simplified and modified for application to a Boeing Vertol CH-47 helicopter. Two SCAS designs are developed using the CCS design methodology. The resulting CCS designs are then compared with designs obtained using classical/frequency-domain methods and Linear Quadratic Regulator (LQR) theory in a piloted fixed-base simulation. Results indicate that the CCS method, with slight modifications, can be used to produce controller designs which compare favorably with the frequency-domain approach.

Sequential design of discrete linear quadratic regulators via optimal root-locus techniques

NASA Technical Reports Server (NTRS)

Shieh, Leang S.; Yates, Robert E.; Ganesan, Sekar

1989-01-01

A sequential method employing classical root-locus techniques has been developed in order to determine the quadratic weighting matrices and discrete linear quadratic regulators of multivariable control systems. At each recursive step, an intermediate unity rank state-weighting matrix that contains some invariant eigenvectors of that open-loop matrix is assigned, and an intermediate characteristic equation of the closed-loop system containing the invariant eigenvalues is created.

Optimal estimation and scheduling in aquifer management using the rapid feedback control method

NASA Astrophysics Data System (ADS)

Ghorbanidehno, Hojat; Kokkinaki, Amalia; Kitanidis, Peter K.; Darve, Eric

2017-12-01

Management of water resources systems often involves a large number of parameters, as in the case of large, spatially heterogeneous aquifers, and a large number of "noisy" observations, as in the case of pressure observation in wells. Optimizing the operation of such systems requires both searching among many possible solutions and utilizing new information as it becomes available. However, the computational cost of this task increases rapidly with the size of the problem to the extent that textbook optimization methods are practically impossible to apply. In this paper, we present a new computationally efficient technique as a practical alternative for optimally operating large-scale dynamical systems. The proposed method, which we term Rapid Feedback Controller (RFC), provides a practical approach for combined monitoring, parameter estimation, uncertainty quantification, and optimal control for linear and nonlinear systems with a quadratic cost function. For illustration, we consider the case of a weakly nonlinear uncertain dynamical system with a quadratic objective function, specifically a two-dimensional heterogeneous aquifer management problem. To validate our method, we compare our results with the linear quadratic Gaussian (LQG) method, which is the basic approach for feedback control. We show that the computational cost of the RFC scales only linearly with the number of unknowns, a great improvement compared to the basic LQG control with a computational cost that scales quadratically. We demonstrate that the RFC method can obtain the optimal control values at a greatly reduced computational cost compared to the conventional LQG algorithm with small and controllable losses in the accuracy of the state and parameter estimation.

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

PubMed

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

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

Performance Analysis and Design Synthesis (PADS) computer program. Volume 2: Program description, part 2

NASA Technical Reports Server (NTRS)

1972-01-01

The QL module of the Performance Analysis and Design Synthesis (PADS) computer program is described. Execution of this module is initiated when and if subroutine PADSI calls subroutine GROPE. Subroutine GROPE controls the high level logical flow of the QL module. The purpose of the module is to determine a trajectory that satisfies the necessary variational conditions for optimal performance. The module achieves this by solving a nonlinear multi-point boundary value problem. The numerical method employed is described. It is an iterative technique that converges quadratically when it does converge. The three basic steps of the module are: (1) initialization, (2) iteration, and (3) culmination. For Volume 1 see N73-13199.

Closed-form solutions for a class of optimal quadratic regulator problems with terminal constraints

NASA Technical Reports Server (NTRS)

Juang, J.-N.; Turner, J. D.; Chun, H. M.

1984-01-01

Closed-form solutions are derived for coupled Riccati-like matrix differential equations describing the solution of a class of optimal finite time quadratic regulator problems with terminal constraints. Analytical solutions are obtained for the feedback gains and the closed-loop response trajectory. A computational procedure is presented which introduces new variables for efficient computation of the terminal control law. Two examples are given to illustrate the validity and usefulness of the theory.

Legendre-tau approximation for functional differential equations. Part 2: The linear quadratic optimal control problem

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1984-01-01

The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.

Legendre-tau approximation for functional differential equations. II - The linear quadratic optimal control problem

NASA Technical Reports Server (NTRS)

Ito, Kazufumi; Teglas, Russell

1987-01-01

The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.

A superlinear interior points algorithm for engineering design optimization

NASA Technical Reports Server (NTRS)

Herskovits, J.; Asquier, J.

1990-01-01

We present a quasi-Newton interior points algorithm for nonlinear constrained optimization. It is based on a general approach consisting of the iterative solution in the primal and dual spaces of the equalities in Karush-Kuhn-Tucker optimality conditions. This is done in such a way to have primal and dual feasibility at each iteration, which ensures satisfaction of those optimality conditions at the limit points. This approach is very strong and efficient, since at each iteration it only requires the solution of two linear systems with the same matrix, instead of quadratic programming subproblems. It is also particularly appropriate for engineering design optimization inasmuch at each iteration a feasible design is obtained. The present algorithm uses a quasi-Newton approximation of the second derivative of the Lagrangian function in order to have superlinear asymptotic convergence. We discuss theoretical aspects of the algorithm and its computer implementation.

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

NASA Technical Reports Server (NTRS)

Milman, M. H.

1985-01-01

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

Development of C++ Application Program for Solving Quadratic Equation in Elementary School in Nigeria

ERIC Educational Resources Information Center

Bandele, Samuel Oye; Adekunle, Adeyemi Suraju

2015-01-01

The study was conducted to design, develop and test a c++ application program CAP-QUAD for solving quadratic equation in elementary school in Nigeria. The package was developed in c++ using object-oriented programming language, other computer program that were also utilized during the development process is DevC++ compiler, it was used for…

Boundary Control of Linear Uncertain 1-D Parabolic PDE Using Approximate Dynamic Programming.

PubMed

Talaei, Behzad; Jagannathan, Sarangapani; Singler, John

2018-04-01

This paper develops a near optimal boundary control method for distributed parameter systems governed by uncertain linear 1-D parabolic partial differential equations (PDE) by using approximate dynamic programming. A quadratic surface integral is proposed to express the optimal cost functional for the infinite-dimensional state space. Accordingly, the Hamilton-Jacobi-Bellman (HJB) equation is formulated in the infinite-dimensional domain without using any model reduction. Subsequently, a neural network identifier is developed to estimate the unknown spatially varying coefficient in PDE dynamics. Novel tuning law is proposed to guarantee the boundedness of identifier approximation error in the PDE domain. A radial basis network (RBN) is subsequently proposed to generate an approximate solution for the optimal surface kernel function online. The tuning law for near optimal RBN weights is created, such that the HJB equation error is minimized while the dynamics are identified and closed-loop system remains stable. Ultimate boundedness (UB) of the closed-loop system is verified by using the Lyapunov theory. The performance of the proposed controller is successfully confirmed by simulation on an unstable diffusion-reaction process.

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

NASA Astrophysics Data System (ADS)

Watkins, Edward Francis

1995-01-01

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

QUADRO: A SUPERVISED DIMENSION REDUCTION METHOD VIA RAYLEIGH QUOTIENT OPTIMIZATION

PubMed Central

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

2016-01-01

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

DQM: Decentralized Quadratically Approximated Alternating Direction Method of Multipliers

NASA Astrophysics Data System (ADS)

Mokhtari, Aryan; Shi, Wei; Ling, Qing; Ribeiro, Alejandro

2016-10-01

This paper considers decentralized consensus optimization problems where nodes of a network have access to different summands of a global objective function. Nodes cooperate to minimize the global objective by exchanging information with neighbors only. A decentralized version of the alternating directions method of multipliers (DADMM) is a common method for solving this category of problems. DADMM exhibits linear convergence rate to the optimal objective but its implementation requires solving a convex optimization problem at each iteration. This can be computationally costly and may result in large overall convergence times. The decentralized quadratically approximated ADMM algorithm (DQM), which minimizes a quadratic approximation of the objective function that DADMM minimizes at each iteration, is proposed here. The consequent reduction in computational time is shown to have minimal effect on convergence properties. Convergence still proceeds at a linear rate with a guaranteed constant that is asymptotically equivalent to the DADMM linear convergence rate constant. Numerical results demonstrate advantages of DQM relative to DADMM and other alternatives in a logistic regression problem.

Simultaneous structural and control optimization via linear quadratic regulator eigenstructure assignment

NASA Technical Reports Server (NTRS)

Becus, G. A.; Lui, C. Y.; Venkayya, V. B.; Tischler, V. A.

1987-01-01

A method for simultaneous structural and control design of large flexible space structures (LFSS) to reduce vibration generated by disturbances is presented. Desired natural frequencies and damping ratios for the closed loop system are achieved by using a combination of linear quadratic regulator (LQR) synthesis and numerical optimization techniques. The state and control weighing matrices (Q and R) are expressed in terms of structural parameters such as mass and stiffness. The design parameters are selected by numerical optimization so as to minimize the weight of the structure and to achieve the desired closed-loop eigenvalues. An illustrative example of the design of a two bar truss is presented.

Computational methods for optimal linear-quadratic compensators for infinite dimensional discrete-time systems

NASA Technical Reports Server (NTRS)

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

1986-01-01

An abstract approximation theory and computational methods are developed for the determination of optimal linear-quadratic feedback control, observers and compensators for infinite dimensional discrete-time systems. Particular attention is paid to systems whose open-loop dynamics are described by semigroups of operators on Hilbert spaces. The approach taken is based on the finite dimensional approximation of the infinite dimensional operator Riccati equations which characterize the optimal feedback control and observer gains. Theoretical convergence results are presented and discussed. Numerical results for an example involving a heat equation with boundary control are presented and used to demonstrate the feasibility of the method.

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.

On the asymptotic optimality and improved strategies of SPTB heuristic for open-shop scheduling problem

NASA Astrophysics Data System (ADS)

Bai, Danyu; Zhang, Zhihai

2014-08-01

This article investigates the open-shop scheduling problem with the optimal criterion of minimising the sum of quadratic completion times. For this NP-hard problem, the asymptotic optimality of the shortest processing time block (SPTB) heuristic is proven in the sense of limit. Moreover, three different improvements, namely, the job-insert scheme, tabu search and genetic algorithm, are introduced to enhance the quality of the original solution generated by the SPTB heuristic. At the end of the article, a series of numerical experiments demonstrate the convergence of the heuristic, the performance of the improvements and the effectiveness of the quadratic objective.

Robust Control of Uncertain Systems via Dissipative LQG-Type Controllers

NASA Technical Reports Server (NTRS)

Joshi, Suresh M.

2000-01-01

Optimal controller design is addressed for a class of linear, time-invariant systems which are dissipative with respect to a quadratic power function. The system matrices are assumed to be affine functions of uncertain parameters confined to a convex polytopic region in the parameter space. For such systems, a method is developed for designing a controller which is dissipative with respect to a given power function, and is simultaneously optimal in the linear-quadratic-Gaussian (LQG) sense. The resulting controller provides robust stability as well as optimal performance. Three important special cases, namely, passive, norm-bounded, and sector-bounded controllers, which are also LQG-optimal, are presented. The results give new methods for robust controller design in the presence of parametric uncertainties.

Item Pool Construction Using Mixed Integer Quadratic Programming (MIQP). GMAC® Research Report RR-14-01

ERIC Educational Resources Information Center

Han, Kyung T.; Rudner, Lawrence M.

2014-01-01

This study uses mixed integer quadratic programming (MIQP) to construct multiple highly equivalent item pools simultaneously, and compares the results from mixed integer programming (MIP). Three different MIP/MIQP models were implemented and evaluated using real CAT item pool data with 23 different content areas and a goal of equal information…

Library-based illumination synthesis for critical CMOS patterning.

PubMed

Yu, Jue-Chin; Yu, Peichen; Chao, Hsueh-Yung

2013-07-01

In optical microlithography, the illumination source for critical complementary metal-oxide-semiconductor layers needs to be determined in the early stage of a technology node with very limited design information, leading to simple binary shapes. Recently, the availability of freeform sources permits us to increase pattern fidelity and relax mask complexities with minimal insertion risks to the current manufacturing flow. However, source optimization across many patterns is often treated as a design-of-experiments problem, which may not fully exploit the benefits of a freeform source. In this paper, a rigorous source-optimization algorithm is presented via linear superposition of optimal sources for pre-selected patterns. We show that analytical solutions are made possible by using Hopkins formulation and quadratic programming. The algorithm allows synthesized illumination to be linked with assorted pattern libraries, which has a direct impact on design rule studies for early planning and design automation for full wafer optimization.

A trust region-based approach to optimize triple response systems

NASA Astrophysics Data System (ADS)

Fan, Shu-Kai S.; Fan, Chihhao; Huang, Chia-Fen

2014-05-01

This article presents a new computing procedure for the global optimization of the triple response system (TRS) where the response functions are non-convex quadratics and the input factors satisfy a radial constrained region of interest. The TRS arising from response surface modelling can be approximated using a nonlinear mathematical program that considers one primary objective function and two secondary constraint functions. An optimization algorithm named the triple response surface algorithm (TRSALG) is proposed to determine the global optimum for the non-degenerate TRS. In TRSALG, the Lagrange multipliers of the secondary functions are determined using the Hooke-Jeeves search method and the Lagrange multiplier of the radial constraint is located using the trust region method within the global optimality space. The proposed algorithm is illustrated in terms of three examples appearing in the quality-control literature. The results of TRSALG compared to a gradient-based method are also presented.

Stimulation of a turbofan engine for evaluation of multivariable optimal control concepts. [(computerized simulation)

NASA Technical Reports Server (NTRS)

Seldner, K.

1976-01-01

The development of control systems for jet engines requires a real-time computer simulation. The simulation provides an effective tool for evaluating control concepts and problem areas prior to actual engine testing. The development and use of a real-time simulation of the Pratt and Whitney F100-PW100 turbofan engine is described. The simulation was used in a multi-variable optimal controls research program using linear quadratic regulator theory. The simulation is used to generate linear engine models at selected operating points and evaluate the control algorithm. To reduce the complexity of the design, it is desirable to reduce the order of the linear model. A technique to reduce the order of the model; is discussed. Selected results between high and low order models are compared. The LQR control algorithms can be programmed on digital computer. This computer will control the engine simulation over the desired flight envelope.

Numerical Solution of the Electron Heat Transport Equation and Physics-Constrained Modeling of the Thermal Conductivity via Sequential Quadratic Programming Optimization in Nuclear Fusion Plasmas

NASA Astrophysics Data System (ADS)

Paloma, Cynthia S.

The plasma electron temperature (Te) plays a critical role in a tokamak nu- clear fusion reactor since temperatures on the order of 108K are required to achieve fusion conditions. Many plasma properties in a tokamak nuclear fusion reactor are modeled by partial differential equations (PDE's) because they depend not only on time but also on space. In particular, the dynamics of the electron temperature is governed by a PDE referred to as the Electron Heat Transport Equation (EHTE). In this work, a numerical method is developed to solve the EHTE based on a custom finite-difference technique. The solution of the EHTE is compared to temperature profiles obtained by using TRANSP, a sophisticated plasma transport code, for specific discharges from the DIII-D tokamak, located at the DIII-D National Fusion Facility in San Diego, CA. The thermal conductivity (also called thermal diffusivity) of the electrons (Xe) is a plasma parameter that plays a critical role in the EHTE since it indicates how the electron temperature diffusion varies across the minor effective radius of the tokamak. TRANSP approximates Xe through a curve-fitting technique to match experimentally measured electron temperature profiles. While complex physics-based model have been proposed for Xe, there is a lack of a simple mathematical model for the thermal diffusivity that could be used for control design. In this work, a model for Xe is proposed based on a scaling law involving key plasma variables such as the electron temperature (Te), the electron density (ne), and the safety factor (q). An optimization algorithm is developed based on the Sequential Quadratic Programming (SQP) technique to optimize the scaling factors appearing in the proposed model so that the predicted electron temperature and magnetic flux profiles match predefined target profiles in the best possible way. A simulation study summarizing the outcomes of the optimization procedure is presented to illustrate the potential of the proposed modeling method.

A Factorization Approach to the Linear Regulator Quadratic Cost Problem

NASA Technical Reports Server (NTRS)

Milman, M. H.

1985-01-01

A factorization approach to the linear regulator quadratic cost problem is developed. This approach makes some new connections between optimal control, factorization, Riccati equations and certain Wiener-Hopf operator equations. Applications of the theory to systems describable by evolution equations in Hilbert space and differential delay equations in Euclidean space are presented.

Closed-loop stability of linear quadratic optimal systems in the presence of modeling errors

NASA Technical Reports Server (NTRS)

Toda, M.; Patel, R.; Sridhar, B.

1976-01-01

The well-known stabilizing property of linear quadratic state feedback design is utilized to evaluate the robustness of a linear quadratic feedback design in the presence of modeling errors. Two general conditions are obtained for allowable modeling errors such that the resulting closed-loop system remains stable. One of these conditions is applied to obtain two more particular conditions which are readily applicable to practical situations where a designer has information on the bounds of modeling errors. Relations are established between the allowable parameter uncertainty and the weighting matrices of the quadratic performance index, thereby enabling the designer to select appropriate weighting matrices to attain a robust feedback design.

Implications of the degree of controllability of controlled plants in the sense of LQR optimal control

NASA Astrophysics Data System (ADS)

Xia, Yaping; Yin, Minghui; Zou, Yun

2018-01-01

In this paper, the relationship between the degree of controllability (DOC) of controlled plants and the corresponding quadratic optimal performance index in LQR control is investigated for the electro-hydraulic synchronising servo control systems and wind turbine systems, respectively. It is shown that for these two types of systems, the higher the DOC of a controlled plant is, the better the quadratic optimal performance index is. It implies that in some LQR controller designs, the measure of the DOC of a controlled plant can be used as an index for the optimisation of adjustable plant parameters, by which the plant can be controlled more effectively.

MM Algorithms for Geometric and Signomial Programming

PubMed Central

Lange, Kenneth; Zhou, Hua

2013-01-01

This paper derives new algorithms for signomial programming, a generalization of geometric programming. The algorithms are based on a generic principle for optimization called the MM algorithm. In this setting, one can apply the geometric-arithmetic mean inequality and a supporting hyperplane inequality to create a surrogate function with parameters separated. Thus, unconstrained signomial programming reduces to a sequence of one-dimensional minimization problems. Simple examples demonstrate that the MM algorithm derived can converge to a boundary point or to one point of a continuum of minimum points. Conditions under which the minimum point is unique or occurs in the interior of parameter space are proved for geometric programming. Convergence to an interior point occurs at a linear rate. Finally, the MM framework easily accommodates equality and inequality constraints of signomial type. For the most important special case, constrained quadratic programming, the MM algorithm involves very simple updates. PMID:24634545

MM Algorithms for Geometric and Signomial Programming.

PubMed

Lange, Kenneth; Zhou, Hua

2014-02-01

This paper derives new algorithms for signomial programming, a generalization of geometric programming. The algorithms are based on a generic principle for optimization called the MM algorithm. In this setting, one can apply the geometric-arithmetic mean inequality and a supporting hyperplane inequality to create a surrogate function with parameters separated. Thus, unconstrained signomial programming reduces to a sequence of one-dimensional minimization problems. Simple examples demonstrate that the MM algorithm derived can converge to a boundary point or to one point of a continuum of minimum points. Conditions under which the minimum point is unique or occurs in the interior of parameter space are proved for geometric programming. Convergence to an interior point occurs at a linear rate. Finally, the MM framework easily accommodates equality and inequality constraints of signomial type. For the most important special case, constrained quadratic programming, the MM algorithm involves very simple updates.

Direct Optimal Control of Duffing Dynamics

NASA Technical Reports Server (NTRS)

Oz, Hayrani; Ramsey, John K.

2002-01-01

The "direct control method" is a novel concept that is an attractive alternative and competitor to the differential-equation-based methods. The direct method is equally well applicable to nonlinear, linear, time-varying, and time-invariant systems. For all such systems, the method yields explicit closed-form control laws based on minimization of a quadratic control performance measure. We present an application of the direct method to the dynamics and optimal control of the Duffing system where the control performance measure is not restricted to a quadratic form and hence may include a quartic energy term. The results we present in this report also constitute further generalizations of our earlier work in "direct optimal control methodology." The approach is demonstrated for the optimal control of the Duffing equation with a softening nonlinear stiffness.

Design of a model observer to evaluate calcification detectability in breast tomosynthesis and application to smoothing prior optimization.

PubMed

Michielsen, Koen; Nuyts, Johan; Cockmartin, Lesley; Marshall, Nicholas; Bosmans, Hilde

2016-12-01

In this work, the authors design and validate a model observer that can detect groups of microcalcifications in a four-alternative forced choice experiment and use it to optimize a smoothing prior for detectability of microcalcifications. A channelized Hotelling observer (CHO) with eight Laguerre-Gauss channels was designed to detect groups of five microcalcifications in a background of acrylic spheres by adding the CHO log-likelihood ratios calculated at the expected locations of the five calcifications. This model observer is then applied to optimize the detectability of the microcalcifications as a function of the smoothing prior. The authors examine the quadratic and total variation (TV) priors, and a combination of both. A selection of these reconstructions was then evaluated by human observers to validate the correct working of the model observer. The authors found a clear maximum for the detectability of microcalcification when using the total variation prior with weight β TV = 35. Detectability only varied over a small range for the quadratic and combined quadratic-TV priors when weight β Q of the quadratic prior was changed by two orders of magnitude. Spearman correlation with human observers was good except for the highest value of β for the quadratic and TV priors. Excluding those, the authors found ρ = 0.93 when comparing detection fractions, and ρ = 0.86 for the fitted detection threshold diameter. The authors successfully designed a model observer that was able to predict human performance over a large range of settings of the smoothing prior, except for the highest values of β which were outside the useful range for good image quality. Since detectability only depends weakly on the strength of the combined prior, it is not possible to pick an optimal smoothness based only on this criterion. On the other hand, such choice can now be made based on other criteria without worrying about calcification detectability.

A non-linear programming approach to the computer-aided design of regulators using a linear-quadratic formulation

NASA Technical Reports Server (NTRS)

Fleming, P.

1985-01-01

A design technique is proposed for linear regulators in which a feedback controller of fixed structure is chosen to minimize an integral quadratic objective function subject to the satisfaction of integral quadratic constraint functions. Application of a non-linear programming algorithm to this mathematically tractable formulation results in an efficient and useful computer-aided design tool. Particular attention is paid to computational efficiency and various recommendations are made. Two design examples illustrate the flexibility of the approach and highlight the special insight afforded to the designer.

Gaussian Mean Field Lattice Gas

NASA Astrophysics Data System (ADS)

Scoppola, Benedetto; Troiani, Alessio

2018-03-01

We study rigorously a lattice gas version of the Sherrington-Kirckpatrick spin glass model. In discrete optimization literature this problem is known as unconstrained binary quadratic programming and it belongs to the class NP-hard. We prove that the fluctuations of the ground state energy tend to vanish in the thermodynamic limit, and we give a lower bound of such ground state energy. Then we present a heuristic algorithm, based on a probabilistic cellular automaton, which seems to be able to find configurations with energy very close to the minimum, even for quite large instances.

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

Tom, Nathan; Yu, Yi-Hsiang; Wright, Alan

The focus of this paper is to balance power absorption against structural loading for a novel fixed-bottom oscillating surge wave energy converter in both regular and irregular wave environments. The power-to-load ratio will be evaluated using pseudospectral control (PSC) to determine the optimum power-takeoff (PTO) torque based on a multiterm objective function. This paper extends the pseudospectral optimal control problem to not just maximize the time-averaged absorbed power but also include measures for the surge-foundation force and PTO torque in the optimization. The objective function may now potentially include three competing terms that the optimizer must balance. Separate weighting factorsmore » are attached to the surge-foundation force and PTO control torque that can be used to tune the optimizer performance to emphasize either power absorption or load shedding. To correct the pitch equation of motion, derived from linear hydrodynamic theory, a quadratic-viscous-drag torque has been included in the system dynamics; however, to continue the use of quadratic programming solvers, an iteratively obtained linearized drag coefficient was utilized that provided good accuracy in the predicted pitch motion. Furthermore, the analysis considers the use of a nonideal PTO unit to more accurately evaluate controller performance. The PTO efficiency is not directly included in the objective function but rather the weighting factors are utilized to limit the PTO torque amplitudes, thereby reducing the losses resulting from the bidirectional energy flow through a nonideal PTO. Results from PSC show that shedding a portion of the available wave energy can lead to greater reductions in structural loads, peak-to-average power ratio, and reactive power requirement.« less

Strengthening the SDP Relaxation of AC Power Flows with Convex Envelopes, Bound Tightening, and Valid Inequalities

DOE PAGES

Coffrin, Carleton James; Hijazi, Hassan L; Van Hentenryck, Pascal R

2016-12-01

Here this work revisits the Semidefine Programming (SDP) relaxation of the AC power flow equations in light of recent results illustrating the benefits of bounds propagation, valid inequalities, and the Convex Quadratic (QC) relaxation. By integrating all of these results into the SDP model a new hybrid relaxation is proposed, which combines the benefits from all of these recent works. This strengthened SDP formulation is evaluated on 71 AC Optimal Power Flow test cases from the NESTA archive and is shown to have an optimality gap of less than 1% on 63 cases. This new hybrid relaxation closes 50% ofmore » the open cases considered, leaving only 8 for future investigation.« less

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

PubMed

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

2015-08-01

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

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

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

PubMed

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

2017-08-01

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

Data Assimilation on a Quantum Annealing Computer: Feasibility and Scalability

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Kernels, Degrees of Freedom, and Power Properties of Quadratic Distance Goodness-of-Fit Tests

PubMed Central

Lindsay, Bruce G.; Markatou, Marianthi; Ray, Surajit

2014-01-01

In this article, we study the power properties of quadratic-distance-based goodness-of-fit tests. First, we introduce the concept of a root kernel and discuss the considerations that enter the selection of this kernel. We derive an easy to use normal approximation to the power of quadratic distance goodness-of-fit tests and base the construction of a noncentrality index, an analogue of the traditional noncentrality parameter, on it. This leads to a method akin to the Neyman-Pearson lemma for constructing optimal kernels for specific alternatives. We then introduce a midpower analysis as a device for choosing optimal degrees of freedom for a family of alternatives of interest. Finally, we introduce a new diffusion kernel, called the Pearson-normal kernel, and study the extent to which the normal approximation to the power of tests based on this kernel is valid. Supplementary materials for this article are available online. PMID:24764609

Local classifier weighting by quadratic programming.

PubMed

Cevikalp, Hakan; Polikar, Robi

2008-10-01

It has been widely accepted that the classification accuracy can be improved by combining outputs of multiple classifiers. However, how to combine multiple classifiers with various (potentially conflicting) decisions is still an open problem. A rich collection of classifier combination procedures -- many of which are heuristic in nature -- have been developed for this goal. In this brief, we describe a dynamic approach to combine classifiers that have expertise in different regions of the input space. To this end, we use local classifier accuracy estimates to weight classifier outputs. Specifically, we estimate local recognition accuracies of classifiers near a query sample by utilizing its nearest neighbors, and then use these estimates to find the best weights of classifiers to label the query. The problem is formulated as a convex quadratic optimization problem, which returns optimal nonnegative classifier weights with respect to the chosen objective function, and the weights ensure that locally most accurate classifiers are weighted more heavily for labeling the query sample. Experimental results on several data sets indicate that the proposed weighting scheme outperforms other popular classifier combination schemes, particularly on problems with complex decision boundaries. Hence, the results indicate that local classification-accuracy-based combination techniques are well suited for decision making when the classifiers are trained by focusing on different regions of the input space.

Directional passability and quadratic steering logic for pyramid-type single gimbal control moment gyros

NASA Astrophysics Data System (ADS)

Yamada, Katsuhiko; Jikuya, Ichiro

2014-09-01

Singularity analysis and the steering logic of pyramid-type single gimbal control moment gyros are studied. First, a new concept of directional passability in a specified direction is introduced to investigate the structure of an elliptic singular surface. The differences between passability and directional passability are discussed in detail and are visualized for 0H, 2H, and 4H singular surfaces. Second, quadratic steering logic (QSL), a new steering logic for passing the singular surface, is investigated. The algorithm is based on the quadratic constrained quadratic optimization problem and is reduced to the Newton method by using Gröbner bases. The proposed steering logic is demonstrated through numerical simulations for both constant torque maneuvering examples and attitude control examples.

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

NASA Technical Reports Server (NTRS)

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

1986-01-01

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

Optimal linear-quadratic control of coupled parabolic-hyperbolic PDEs

NASA Astrophysics Data System (ADS)

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

2017-10-01

This paper focuses on the optimal control design for a system of coupled parabolic-hypebolic partial differential equations by using the infinite-dimensional state-space description and the corresponding operator Riccati equation. Some dynamical properties of the coupled system of interest are analysed to guarantee the existence and uniqueness of the solution of the linear-quadratic (LQ)-optimal control problem. A state LQ-feedback operator is computed by solving the operator Riccati equation, which is converted into a set of algebraic and differential Riccati equations, thanks to the eigenvalues and the eigenvectors of the parabolic operator. The results are applied to a non-isothermal packed-bed catalytic reactor. The LQ-optimal controller designed in the early portion of the paper is implemented for the original nonlinear model. Numerical simulations are performed to show the controller performances.

A generalised optimal linear quadratic tracker with universal applications. Part 2: discrete-time systems

NASA Astrophysics Data System (ADS)

Ebrahimzadeh, Faezeh; Tsai, Jason Sheng-Hong; Chung, Min-Ching; Liao, Ying Ting; Guo, Shu-Mei; Shieh, Leang-San; Wang, Li

2017-01-01

Contrastive to Part 1, Part 2 presents a generalised optimal linear quadratic digital tracker (LQDT) with universal applications for the discrete-time (DT) systems. This includes (1) a generalised optimal LQDT design for the system with the pre-specified trajectories of the output and the control input and additionally with both the input-to-output direct-feedthrough term and known/estimated system disturbances or extra input/output signals; (2) a new optimal filter-shaped proportional plus integral state-feedback LQDT design for non-square non-minimum phase DT systems to achieve a minimum-phase-like tracking performance; (3) a new approach for computing the control zeros of the given non-square DT systems; and (4) a one-learning-epoch input-constrained iterative learning LQDT design for the repetitive DT systems.

Approximation theory for LQG (Linear-Quadratic-Gaussian) optimal control of flexible structures

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Adamian, A.

1988-01-01

An approximation theory is presented for the LQG (Linear-Quadratic-Gaussian) optimal control problem for flexible structures whose distributed models have bounded input and output operators. The main purpose of the theory is to guide the design of finite dimensional compensators that approximate closely the optimal compensator. The optimal LQG problem separates into an optimal linear-quadratic regulator problem and an optimal state estimation problem. The solution of the former problem lies in the solution to an infinite dimensional Riccati operator equation. The approximation scheme approximates the infinite dimensional LQG problem with a sequence of finite dimensional LQG problems defined for a sequence of finite dimensional, usually finite element or modal, approximations of the distributed model of the structure. Two Riccati matrix equations determine the solution to each approximating problem. The finite dimensional equations for numerical approximation are developed, including formulas for converting matrix control and estimator gains to their functional representation to allow comparison of gains based on different orders of approximation. Convergence of the approximating control and estimator gains and of the corresponding finite dimensional compensators is studied. Also, convergence and stability of the closed-loop systems produced with the finite dimensional compensators are discussed. The convergence theory is based on the convergence of the solutions of the finite dimensional Riccati equations to the solutions of the infinite dimensional Riccati equations. A numerical example with a flexible beam, a rotating rigid body, and a lumped mass is given.

On-Board Real-Time Optimization Control for Turbo-Fan Engine Life Extending

NASA Astrophysics Data System (ADS)

Zheng, Qiangang; Zhang, Haibo; Miao, Lizhen; Sun, Fengyong

2017-11-01

A real-time optimization control method is proposed to extend turbo-fan engine service life. This real-time optimization control is based on an on-board engine mode, which is devised by a MRR-LSSVR (multi-input multi-output recursive reduced least squares support vector regression method). To solve the optimization problem, a FSQP (feasible sequential quadratic programming) algorithm is utilized. The thermal mechanical fatigue is taken into account during the optimization process. Furthermore, to describe the engine life decaying, a thermal mechanical fatigue model of engine acceleration process is established. The optimization objective function not only contains the sub-item which can get fast response of the engine, but also concludes the sub-item of the total mechanical strain range which has positive relationship to engine fatigue life. Finally, the simulations of the conventional optimization control which just consider engine acceleration performance or the proposed optimization method have been conducted. The simulations demonstrate that the time of the two control methods from idle to 99.5 % of the maximum power are equal. However, the engine life using the proposed optimization method could be surprisingly increased by 36.17 % compared with that using conventional optimization control.

A Biogeography-Based Optimization Algorithm Hybridized with Tabu Search for the Quadratic Assignment Problem

PubMed Central

Lim, Wee Loon; Wibowo, Antoni; Desa, Mohammad Ishak; Haron, Habibollah

2016-01-01

The quadratic assignment problem (QAP) is an NP-hard combinatorial optimization problem with a wide variety of applications. Biogeography-based optimization (BBO), a relatively new optimization technique based on the biogeography concept, uses the idea of migration strategy of species to derive algorithm for solving optimization problems. It has been shown that BBO provides performance on a par with other optimization methods. A classical BBO algorithm employs the mutation operator as its diversification strategy. However, this process will often ruin the quality of solutions in QAP. In this paper, we propose a hybrid technique to overcome the weakness of classical BBO algorithm to solve QAP, by replacing the mutation operator with a tabu search procedure. Our experiments using the benchmark instances from QAPLIB show that the proposed hybrid method is able to find good solutions for them within reasonable computational times. Out of 61 benchmark instances tested, the proposed method is able to obtain the best known solutions for 57 of them. PMID:26819585

A Biogeography-Based Optimization Algorithm Hybridized with Tabu Search for the Quadratic Assignment Problem.

PubMed

Lim, Wee Loon; Wibowo, Antoni; Desa, Mohammad Ishak; Haron, Habibollah

2016-01-01

The quadratic assignment problem (QAP) is an NP-hard combinatorial optimization problem with a wide variety of applications. Biogeography-based optimization (BBO), a relatively new optimization technique based on the biogeography concept, uses the idea of migration strategy of species to derive algorithm for solving optimization problems. It has been shown that BBO provides performance on a par with other optimization methods. A classical BBO algorithm employs the mutation operator as its diversification strategy. However, this process will often ruin the quality of solutions in QAP. In this paper, we propose a hybrid technique to overcome the weakness of classical BBO algorithm to solve QAP, by replacing the mutation operator with a tabu search procedure. Our experiments using the benchmark instances from QAPLIB show that the proposed hybrid method is able to find good solutions for them within reasonable computational times. Out of 61 benchmark instances tested, the proposed method is able to obtain the best known solutions for 57 of them.

QSPIN: A High Level Java API for Quantum Computing Experimentation

NASA Technical Reports Server (NTRS)

Barth, Tim

2017-01-01

QSPIN is a high level Java language API for experimentation in QC models used in the calculation of Ising spin glass ground states and related quadratic unconstrained binary optimization (QUBO) problems. The Java API is intended to facilitate research in advanced QC algorithms such as hybrid quantum-classical solvers, automatic selection of constraint and optimization parameters, and techniques for the correction and mitigation of model and solution errors. QSPIN includes high level solver objects tailored to the D-Wave quantum annealing architecture that implement hybrid quantum-classical algorithms [Booth et al.] for solving large problems on small quantum devices, elimination of variables via roof duality, and classical computing optimization methods such as GPU accelerated simulated annealing and tabu search for comparison. A test suite of documented NP-complete applications ranging from graph coloring, covering, and partitioning to integer programming and scheduling are provided to demonstrate current capabilities.

LQR-Based Optimal Distributed Cooperative Design for Linear Discrete-Time Multiagent Systems.

PubMed

Zhang, Huaguang; Feng, Tao; Liang, Hongjing; Luo, Yanhong

2017-03-01

In this paper, a novel linear quadratic regulator (LQR)-based optimal distributed cooperative design method is developed for synchronization control of general linear discrete-time multiagent systems on a fixed, directed graph. Sufficient conditions are derived for synchronization, which restrict the graph eigenvalues into a bounded circular region in the complex plane. The synchronizing speed issue is also considered, and it turns out that the synchronizing region reduces as the synchronizing speed becomes faster. To obtain more desirable synchronizing capacity, the weighting matrices are selected by sufficiently utilizing the guaranteed gain margin of the optimal regulators. Based on the developed LQR-based cooperative design framework, an approximate dynamic programming technique is successfully introduced to overcome the (partially or completely) model-free cooperative design for linear multiagent systems. Finally, two numerical examples are given to illustrate the effectiveness of the proposed design methods.

Optimization of LED light spectrum to enhance colorfulness of illuminated objects with white light constraints.

PubMed

Wu, Haining; Dong, Jianfei; Qi, Gaojin; Zhang, Guoqi

2015-07-01

Enhancing the colorfulness of illuminated objects is a promising application of LED lighting for commercial, exhibiting, and scientific purposes. This paper proposes a method to enhance the color of illuminated objects for a given polychromatic lamp. Meanwhile, the light color is restricted to white. We further relax the white light constraints by introducing soft margins. Based on the spectral and electrical characteristics of LEDs and object surface properties, we determine the optimal mixing of the LED light spectrum by solving a numerical optimization problem, which is a quadratic fractional programming problem by formulation. Simulation studies show that the trade-off between the white light constraint and the level of the color enhancement can be adjusted by tuning an upper limit value of the soft margin. Furthermore, visual evaluation experiments are performed to evaluate human perception of the color enhancement. The experiments have verified the effectiveness of the proposed method.

On the Convergence Analysis of the Optimized Gradient Method.

PubMed

Kim, Donghwan; Fessler, Jeffrey A

2017-01-01

This paper considers the problem of unconstrained minimization of smooth convex functions having Lipschitz continuous gradients with known Lipschitz constant. We recently proposed the optimized gradient method for this problem and showed that it has a worst-case convergence bound for the cost function decrease that is twice as small as that of Nesterov's fast gradient method, yet has a similarly efficient practical implementation. Drori showed recently that the optimized gradient method has optimal complexity for the cost function decrease over the general class of first-order methods. This optimality makes it important to study fully the convergence properties of the optimized gradient method. The previous worst-case convergence bound for the optimized gradient method was derived for only the last iterate of a secondary sequence. This paper provides an analytic convergence bound for the primary sequence generated by the optimized gradient method. We then discuss additional convergence properties of the optimized gradient method, including the interesting fact that the optimized gradient method has two types of worstcase functions: a piecewise affine-quadratic function and a quadratic function. These results help complete the theory of an optimal first-order method for smooth convex minimization.

On the Convergence Analysis of the Optimized Gradient Method

PubMed Central

Kim, Donghwan; Fessler, Jeffrey A.

2016-01-01

This paper considers the problem of unconstrained minimization of smooth convex functions having Lipschitz continuous gradients with known Lipschitz constant. We recently proposed the optimized gradient method for this problem and showed that it has a worst-case convergence bound for the cost function decrease that is twice as small as that of Nesterov’s fast gradient method, yet has a similarly efficient practical implementation. Drori showed recently that the optimized gradient method has optimal complexity for the cost function decrease over the general class of first-order methods. This optimality makes it important to study fully the convergence properties of the optimized gradient method. The previous worst-case convergence bound for the optimized gradient method was derived for only the last iterate of a secondary sequence. This paper provides an analytic convergence bound for the primary sequence generated by the optimized gradient method. We then discuss additional convergence properties of the optimized gradient method, including the interesting fact that the optimized gradient method has two types of worstcase functions: a piecewise affine-quadratic function and a quadratic function. These results help complete the theory of an optimal first-order method for smooth convex minimization. PMID:28461707

A Conjugate Gradient Algorithm with Function Value Information and N-Step Quadratic Convergence for Unconstrained Optimization

PubMed Central

Li, Xiangrong; Zhao, Xupei; Duan, Xiabin; Wang, Xiaoliang

2015-01-01

It is generally acknowledged that the conjugate gradient (CG) method achieves global convergence—with at most a linear convergence rate—because CG formulas are generated by linear approximations of the objective functions. The quadratically convergent results are very limited. We introduce a new PRP method in which the restart strategy is also used. Moreover, the method we developed includes not only n-step quadratic convergence but also both the function value information and gradient value information. In this paper, we will show that the new PRP method (with either the Armijo line search or the Wolfe line search) is both linearly and quadratically convergent. The numerical experiments demonstrate that the new PRP algorithm is competitive with the normal CG method. PMID:26381742

A Conjugate Gradient Algorithm with Function Value Information and N-Step Quadratic Convergence for Unconstrained Optimization.

PubMed

Li, Xiangrong; Zhao, Xupei; Duan, Xiabin; Wang, Xiaoliang

2015-01-01

It is generally acknowledged that the conjugate gradient (CG) method achieves global convergence--with at most a linear convergence rate--because CG formulas are generated by linear approximations of the objective functions. The quadratically convergent results are very limited. We introduce a new PRP method in which the restart strategy is also used. Moreover, the method we developed includes not only n-step quadratic convergence but also both the function value information and gradient value information. In this paper, we will show that the new PRP method (with either the Armijo line search or the Wolfe line search) is both linearly and quadratically convergent. The numerical experiments demonstrate that the new PRP algorithm is competitive with the normal CG method.

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

NASA Technical Reports Server (NTRS)

Feng, Dan; Pulliam, Thomas H.

1995-01-01

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

Generalized SMO algorithm for SVM-based multitask learning.

PubMed

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.

Multiplexed Predictive Control of a Large Commercial Turbofan Engine

NASA Technical Reports Server (NTRS)

Richter, hanz; Singaraju, Anil; Litt, Jonathan S.

2008-01-01

Model predictive control is a strategy well-suited to handle the highly complex, nonlinear, uncertain, and constrained dynamics involved in aircraft engine control problems. However, it has thus far been infeasible to implement model predictive control in engine control applications, because of the combination of model complexity and the time allotted for the control update calculation. In this paper, a multiplexed implementation is proposed that dramatically reduces the computational burden of the quadratic programming optimization that must be solved online as part of the model-predictive-control algorithm. Actuator updates are calculated sequentially and cyclically in a multiplexed implementation, as opposed to the simultaneous optimization taking place in conventional model predictive control. Theoretical aspects are discussed based on a nominal model, and actual computational savings are demonstrated using a realistic commercial engine model.

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.

Balancing Power Absorption Against Structural Loads With Viscous Drag and Power-Takeoff Efficiency Considerations

DOE PAGES

Tom, Nathan; Yu, Yi-Hsiang; Wright, Alan; ...

2017-11-17

The focus of this paper is to balance power absorption against structural loading for a novel fixed-bottom oscillating surge wave energy converter in both regular and irregular wave environments. The power-to-load ratio will be evaluated using pseudospectral control (PSC) to determine the optimum power-takeoff (PTO) torque based on a multiterm objective function. This paper extends the pseudospectral optimal control problem to not just maximize the time-averaged absorbed power but also include measures for the surge-foundation force and PTO torque in the optimization. The objective function may now potentially include three competing terms that the optimizer must balance. Separate weighting factorsmore » are attached to the surge-foundation force and PTO control torque that can be used to tune the optimizer performance to emphasize either power absorption or load shedding. To correct the pitch equation of motion, derived from linear hydrodynamic theory, a quadratic-viscous-drag torque has been included in the system dynamics; however, to continue the use of quadratic programming solvers, an iteratively obtained linearized drag coefficient was utilized that provided good accuracy in the predicted pitch motion. Furthermore, the analysis considers the use of a nonideal PTO unit to more accurately evaluate controller performance. The PTO efficiency is not directly included in the objective function but rather the weighting factors are utilized to limit the PTO torque amplitudes, thereby reducing the losses resulting from the bidirectional energy flow through a nonideal PTO. Results from PSC show that shedding a portion of the available wave energy can lead to greater reductions in structural loads, peak-to-average power ratio, and reactive power requirement.« 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.

Piece-wise quadratic approximations of arbitrary error functions for fast and robust machine learning.

PubMed

Gorban, A N; Mirkes, E M; Zinovyev, A

2016-12-01

Most of machine learning approaches have stemmed from the application of minimizing the mean squared distance principle, based on the computationally efficient quadratic optimization methods. However, when faced with high-dimensional and noisy data, the quadratic error functionals demonstrated many weaknesses including high sensitivity to contaminating factors and dimensionality curse. Therefore, a lot of recent applications in machine learning exploited properties of non-quadratic error functionals based on L 1 norm or even sub-linear potentials corresponding to quasinorms L p (0

Extended Decentralized Linear-Quadratic-Gaussian Control

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

2000-01-01

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

An application of nonlinear programming to the design of regulators of a linear-quadratic formulation

NASA Technical Reports Server (NTRS)

Fleming, P.

1983-01-01

A design technique is proposed for linear regulators in which a feedback controller of fixed structure is chosen to minimize an integral quadratic objective function subject to the satisfaction of integral quadratic constraint functions. Application of a nonlinear programming algorithm to this mathematically tractable formulation results in an efficient and useful computer aided design tool. Particular attention is paid to computational efficiency and various recommendations are made. Two design examples illustrate the flexibility of the approach and highlight the special insight afforded to the designer. One concerns helicopter longitudinal dynamics and the other the flight dynamics of an aerodynamically unstable aircraft.

Realization theory and quadratic optimal controllers for systems defined over Banach and Frechet algebras

NASA Technical Reports Server (NTRS)

Byrnes, C. I.

1980-01-01

It is noted that recent work by Kamen (1979) on the stability of half-plane digital filters shows that the problem of the existence of a feedback law also arises for other Banach algebras in applications. This situation calls for a realization theory and stabilizability criteria for systems defined over Banach for Frechet algebra A. Such a theory is developed here, with special emphasis placed on the construction of finitely generated realizations, the existence of coprime factorizations for T(s) defined over A, and the solvability of the quadratic optimal control problem and the associated algebraic Riccati equation over A.

A Path Algorithm for Constrained Estimation

PubMed Central

Zhou, Hua; Lange, Kenneth

2013-01-01

Many least-square problems involve affine equality and inequality constraints. Although there are a variety of methods for solving such problems, most statisticians find constrained estimation challenging. The current article proposes a new path-following algorithm for quadratic programming that replaces hard constraints by what are called exact penalties. Similar penalties arise in l1 regularization in model selection. In the regularization setting, penalties encapsulate prior knowledge, and penalized parameter estimates represent a trade-off between the observed data and the prior knowledge. Classical penalty methods of optimization, such as the quadratic penalty method, solve a sequence of unconstrained problems that put greater and greater stress on meeting the constraints. In the limit as the penalty constant tends to ∞, one recovers the constrained solution. In the exact penalty method, squared penalties!are replaced by absolute value penalties, and the solution is recovered for a finite value of the penalty constant. The exact path-following method starts at the unconstrained solution and follows the solution path as the penalty constant increases. In the process, the solution path hits, slides along, and exits from the various constraints. Path following in Lasso penalized regression, in contrast, starts with a large value of the penalty constant and works its way downward. In both settings, inspection of the entire solution path is revealing. Just as with the Lasso and generalized Lasso, it is possible to plot the effective degrees of freedom along the solution path. For a strictly convex quadratic program, the exact penalty algorithm can be framed entirely in terms of the sweep operator of regression analysis. A few well-chosen examples illustrate the mechanics and potential of path following. This article has supplementary materials available online. PMID:24039382

Numerical optimization techniques for bound circulation distribution for minimum induced drag of Nonplanar wings: Computer program documentation

NASA Technical Reports Server (NTRS)

Kuhlman, J. M.; Ku, T. J.

1981-01-01

A two dimensional advanced panel far-field potential flow model of the undistorted, interacting wakes of multiple lifting surfaces was developed which allows the determination of the spanwise bound circulation distribution required for minimum induced drag. This model was implemented in a FORTRAN computer program, the use of which is documented in this report. The nonplanar wakes are broken up into variable sized, flat panels, as chosen by the user. The wake vortex sheet strength is assumed to vary linearly over each of these panels, resulting in a quadratic variation of bound circulation. Panels are infinite in the streamwise direction. The theory is briefly summarized herein; sample results are given for multiple, nonplanar, lifting surfaces, and the use of the computer program is detailed in the appendixes.

Memetic computing through bio-inspired heuristics integration with sequential quadratic programming for nonlinear systems arising in different physical models.

PubMed

Raja, Muhammad Asif Zahoor; Kiani, Adiqa Kausar; Shehzad, Azam; Zameer, Aneela

2016-01-01

In this study, bio-inspired computing is exploited for solving system of nonlinear equations using variants of genetic algorithms (GAs) as a tool for global search method hybrid with sequential quadratic programming (SQP) for efficient local search. The fitness function is constructed by defining the error function for systems of nonlinear equations in mean square sense. The design parameters of mathematical models are trained by exploiting the competency of GAs and refinement are carried out by viable SQP algorithm. Twelve versions of the memetic approach GA-SQP are designed by taking a different set of reproduction routines in the optimization process. Performance of proposed variants is evaluated on six numerical problems comprising of system of nonlinear equations arising in the interval arithmetic benchmark model, kinematics, neurophysiology, combustion and chemical equilibrium. Comparative studies of the proposed results in terms of accuracy, convergence and complexity are performed with the help of statistical performance indices to establish the worth of the schemes. Accuracy and convergence of the memetic computing GA-SQP is found better in each case of the simulation study and effectiveness of the scheme is further established through results of statistics based on different performance indices for accuracy and complexity.

Application of stochastic particle swarm optimization algorithm to determine the graded refractive index distribution in participating media

NASA Astrophysics Data System (ADS)

Wei, Lin-Yang; Qi, Hong; Ren, Ya-Tao; Ruan, Li-Ming

2016-11-01

Inverse estimation of the refractive index distribution in one-dimensional participating media with graded refractive index (GRI) is investigated. The forward radiative transfer problem is solved by the Chebyshev collocation spectral method. The stochastic particle swarm optimization (SPSO) algorithm is employed to retrieve three kinds of GRI distribution, i.e. the linear, sinusoidal and quadratic GRI distribution. The retrieval accuracy of GRI distribution with different wall emissivity, optical thickness, absorption coefficients and scattering coefficients are discussed thoroughly. To improve the retrieval accuracy of quadratic GRI distribution, a double-layer model is proposed to supply more measurement information. The influence of measurement errors upon the precision of estimated results is also investigated. Considering the GRI distribution is unknown beforehand in practice, a quadratic function is employed to retrieve the linear GRI by SPSO algorithm. All the results show that the SPSO algorithm is applicable to retrieve different GRI distributions in participating media accurately even with noisy data.

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

NASA Astrophysics Data System (ADS)

Lebaal, Nadhir; Schlegel, Daniel; Folea, Milena

2011-05-01

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

Integrated optimization of location assignment and sequencing in multi-shuttle automated storage and retrieval systems under modified 2n-command cycle pattern

NASA Astrophysics Data System (ADS)

Yang, Peng; Peng, Yongfei; Ye, Bin; Miao, Lixin

2017-09-01

This article explores the integrated optimization problem of location assignment and sequencing in multi-shuttle automated storage/retrieval systems under the modified 2n-command cycle pattern. The decision of storage and retrieval (S/R) location assignment and S/R request sequencing are jointly considered. An integer quadratic programming model is formulated to describe this integrated optimization problem. The optimal travel cycles for multi-shuttle S/R machines can be obtained to process S/R requests in the storage and retrieval request order lists by solving the model. The small-sized instances are optimally solved using CPLEX. For large-sized problems, two tabu search algorithms are proposed, in which the first come, first served and nearest neighbour are used to generate initial solutions. Various numerical experiments are conducted to examine the heuristics' performance and the sensitivity of algorithm parameters. Furthermore, the experimental results are analysed from the viewpoint of practical application, and a parameter list for applying the proposed heuristics is recommended under different real-life scenarios.

Issues in the digital implementation of control compensators. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Moroney, P.

1979-01-01

Techniques developed for the finite-precision implementation of digital filters were used, adapted, and extended for digital feedback compensators, with particular emphasis on steady state, linear-quadratic-Gaussian compensators. Topics covered include: (1) the linear-quadratic-Gaussian problem; (2) compensator structures; (3) architectural issues: serialism, parallelism, and pipelining; (4) finite wordlength effects: quantization noise, quantizing the coefficients, and limit cycles; and (5) the optimization of structures.

Random vibrations of quadratic damping systems. [optimum damping analysis for automobile suspension system

NASA Technical Reports Server (NTRS)

Sireteanu, T.

1974-01-01

An oscillating system with quadratic damping subjected to white noise excitation is replaced by a nonlinear, statistically equivalent system for which the associated Fokker-Planck equation can be exactly solved. The mean square responses are calculated and the optimum damping coefficient is determined with respect to the minimum mean square acceleration criteria. An application of these results to the optimization of automobile suspension damping is given.

Subsonic Aircraft With Regression and Neural-Network Approximators Designed

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Hopkins, Dale A.

2004-01-01

At the NASA Glenn Research Center, NASA Langley Research Center's Flight Optimization System (FLOPS) and the design optimization testbed COMETBOARDS with regression and neural-network-analysis approximators have been coupled to obtain a preliminary aircraft design methodology. For a subsonic aircraft, the optimal design, that is the airframe-engine combination, is obtained by the simulation. The aircraft is powered by two high-bypass-ratio engines with a nominal thrust of about 35,000 lbf. It is to carry 150 passengers at a cruise speed of Mach 0.8 over a range of 3000 n mi and to operate on a 6000-ft runway. The aircraft design utilized a neural network and a regression-approximations-based analysis tool, along with a multioptimizer cascade algorithm that uses sequential linear programming, sequential quadratic programming, the method of feasible directions, and then sequential quadratic programming again. Optimal aircraft weight versus the number of design iterations is shown. The central processing unit (CPU) time to solution is given. It is shown that the regression-method-based analyzer exhibited a smoother convergence pattern than the FLOPS code. The optimum weight obtained by the approximation technique and the FLOPS code differed by 1.3 percent. Prediction by the approximation technique exhibited no error for the aircraft wing area and turbine entry temperature, whereas it was within 2 percent for most other parameters. Cascade strategy was required by FLOPS as well as the approximators. The regression method had a tendency to hug the data points, whereas the neural network exhibited a propensity to follow a mean path. The performance of the neural network and regression methods was considered adequate. It was at about the same level for small, standard, and large models with redundancy ratios (defined as the number of input-output pairs to the number of unknown coefficients) of 14, 28, and 57, respectively. In an SGI octane workstation (Silicon Graphics, Inc., Mountainview, CA), the regression training required a fraction of a CPU second, whereas neural network training was between 1 and 9 min, as given. For a single analysis cycle, the 3-sec CPU time required by the FLOPS code was reduced to milliseconds by the approximators. For design calculations, the time with the FLOPS code was 34 min. It was reduced to 2 sec with the regression method and to 4 min by the neural network technique. The performance of the regression and neural network methods was found to be satisfactory for the analysis and design optimization of the subsonic aircraft.

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.

Multi-parameter optimization of piezoelectric actuators for multi-mode active vibration control of cylindrical shells

NASA Astrophysics Data System (ADS)

Hu, K. M.; Li, Hua

2018-07-01

A novel technique for the multi-parameter optimization of distributed piezoelectric actuators is presented in this paper. The proposed method is designed to improve the performance of multi-mode vibration control in cylindrical shells. The optimization parameters of actuator patch configuration include position, size, and tilt angle. The modal control force of tilted orthotropic piezoelectric actuators is derived and the multi-parameter cylindrical shell optimization model is established. The linear quadratic energy index is employed as the optimization criterion. A geometric constraint is proposed to prevent overlap between tilted actuators, which is plugged into a genetic algorithm to search the optimal configuration parameters. A simply-supported closed cylindrical shell with two actuators serves as a case study. The vibration control efficiencies of various parameter sets are evaluated via frequency response and transient response simulations. The results show that the linear quadratic energy indexes of position and size optimization decreased by 14.0% compared to position optimization; those of position and tilt angle optimization decreased by 16.8%; and those of position, size, and tilt angle optimization decreased by 25.9%. It indicates that, adding configuration optimization parameters is an efficient approach to improving the vibration control performance of piezoelectric actuators on shells.

Cooperative Solutions in Multi-Person Quadratic Decision Problems: Finite-Horizon and State-Feedback Cost-Cumulant Control Paradigm

DTIC Science & Technology

2007-01-01

CONTRACT NUMBER Problems: Finite -Horizon and State-Feedback Cost-Cumulant Control Paradigm (PREPRINT) 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER...cooperative cost-cumulant control regime for the class of multi-person single-objective decision problems characterized by quadratic random costs and... finite -horizon integral quadratic cost associated with a linear stochastic system . Since this problem formation is parameterized by the number of cost

Functional Data Approximation on Bounded Domains using Polygonal Finite Elements.

PubMed

Cao, Juan; Xiao, Yanyang; Chen, Zhonggui; Wang, Wenping; Bajaj, Chandrajit

2018-07-01

We construct and analyze piecewise approximations of functional data on arbitrary 2D bounded domains using generalized barycentric finite elements, and particularly quadratic serendipity elements for planar polygons. We compare approximation qualities (precision/convergence) of these partition-of-unity finite elements through numerical experiments, using Wachspress coordinates, natural neighbor coordinates, Poisson coordinates, mean value coordinates, and quadratic serendipity bases over polygonal meshes on the domain. For a convex n -sided polygon, the quadratic serendipity elements have 2 n basis functions, associated in a Lagrange-like fashion to each vertex and each edge midpoint, rather than the usual n ( n + 1)/2 basis functions to achieve quadratic convergence. Two greedy algorithms are proposed to generate Voronoi meshes for adaptive functional/scattered data approximations. Experimental results show space/accuracy advantages for these quadratic serendipity finite elements on polygonal domains versus traditional finite elements over simplicial meshes. Polygonal meshes and parameter coefficients of the quadratic serendipity finite elements obtained by our greedy algorithms can be further refined using an L 2 -optimization to improve the piecewise functional approximation. We conduct several experiments to demonstrate the efficacy of our algorithm for modeling features/discontinuities in functional data/image approximation.

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

NASA Technical Reports Server (NTRS)

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

1989-01-01

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

Optimization Models for Scheduling of Jobs

PubMed Central

Indika, S. H. Sathish; Shier, Douglas R.

2006-01-01

This work is motivated by a particular scheduling problem that is faced by logistics centers that perform aircraft maintenance and modification. Here we concentrate on a single facility (hangar) which is equipped with several work stations (bays). Specifically, a number of jobs have already been scheduled for processing at the facility; the starting times, durations, and work station assignments for these jobs are assumed to be known. We are interested in how best to schedule a number of new jobs that the facility will be processing in the near future. We first develop a mixed integer quadratic programming model (MIQP) for this problem. Since the exact solution of this MIQP formulation is time consuming, we develop a heuristic procedure, based on existing bin packing techniques. This heuristic is further enhanced by application of certain local optimality conditions. PMID:27274921

Optimization of HTS superconducting magnetic energy storage magnet volume

NASA Astrophysics Data System (ADS)

Korpela, Aki; Lehtonen, Jorma; Mikkonen, Risto

2003-08-01

Nonlinear optimization problems in the field of electromagnetics have been successfully solved by means of sequential quadratic programming (SQP) and the finite element method (FEM). For example, the combination of SQP and FEM has been proven to be an efficient tool in the optimization of low temperature superconductors (LTS) superconducting magnetic energy storage (SMES) magnets. The procedure can also be applied for the optimization of HTS magnets. However, due to a strongly anisotropic material and a slanted electric field, current density characteristic high temperature superconductors HTS optimization is quite different from that of the LTS. In this paper the volumes of solenoidal conduction-cooled Bi-2223/Ag SMES magnets have been optimized at the operation temperature of 20 K. In addition to the electromagnetic constraints the stress caused by the tape bending has also been taken into account. Several optimization runs with different initial geometries were performed in order to find the best possible solution for a certain energy requirement. The optimization constraints describe the steady-state operation, thus the presented coil geometries are designed for slow ramping rates. Different energy requirements were investigated in order to find the energy dependence of the design parameters of optimized solenoidal HTS coils. According to the results, these dependences can be described with polynomial expressions.

Rotor design optimization using a free wake analysis

NASA Technical Reports Server (NTRS)

Quackenbush, Todd R.; Boschitsch, Alexander H.; Wachspress, Daniel A.; Chua, Kiat

1993-01-01

The aim of this effort was to develop a comprehensive performance optimization capability for tiltrotor and helicopter blades. The analysis incorporates the validated EHPIC (Evaluation of Hover Performance using Influence Coefficients) model of helicopter rotor aerodynamics within a general linear/quadratic programming algorithm that allows optimization using a variety of objective functions involving the performance. The resulting computer code, EHPIC/HERO (HElicopter Rotor Optimization), improves upon several features of the previous EHPIC performance model and allows optimization utilizing a wide spectrum of design variables, including twist, chord, anhedral, and sweep. The new analysis supports optimization of a variety of objective functions, including weighted measures of rotor thrust, power, and propulsive efficiency. The fundamental strength of the approach is that an efficient search for improved versions of the baseline design can be carried out while retaining the demonstrated accuracy inherent in the EHPIC free wake/vortex lattice performance analysis. Sample problems are described that demonstrate the success of this approach for several representative rotor configurations in hover and axial flight. Features that were introduced to convert earlier demonstration versions of this analysis into a generally applicable tool for researchers and designers is also discussed.

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

NASA Astrophysics Data System (ADS)

Shamieh, Hadi; Sedaghati, Ramin

2017-12-01

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

Optimization of Fish Protection System to Increase Technosphere Safety

NASA Astrophysics Data System (ADS)

Khetsuriani, E. D.; Fesenko, L. N.; Larin, D. S.

2017-11-01

The article is concerned with field study data. Drawing upon prior information and considering structural features of fish protection devices, we decided to conduct experimental research while changing three parameters: process pressure PCT, stream velocity Vp and washer nozzle inclination angle αc. The variability intervals of examined factors are shown in the Table 1. The conicity angle was assumed as a constant one. The box design B3 was chosen as a baseline being close to D-optimal designs in its statistical characteristics. The number of device rotations and its fish fry protection efficiency were accepted as the output functions of optimization. The numerical values of regression coefficients of quadratic equations describing the behavior of optimization functions Y1 and Y2 and their formulaic errors were calculated upon the test results in accordance with the planning matrix. The adequacy or inadequacy of the obtained quadratic regression model is judged via checking the condition whether Fexp ≤ Ftheor.

Combined control-structure optimization

NASA Technical Reports Server (NTRS)

Salama, M.; Milman, M.; Bruno, R.; Scheid, R.; Gibson, S.

1989-01-01

An approach for combined control-structure optimization keyed to enhancing early design trade-offs is outlined and illustrated by numerical examples. The approach employs a homotopic strategy and appears to be effective for generating families of designs that can be used in these early trade studies. Analytical results were obtained for classes of structure/control objectives with linear quadratic Gaussian (LQG) and linear quadratic regulator (LQR) costs. For these, researchers demonstrated that global optima can be computed for small values of the homotopy parameter. Conditions for local optima along the homotopy path were also given. Details of two numerical examples employing the LQR control cost were given showing variations of the optimal design variables along the homotopy path. The results of the second example suggest that introducing a second homotopy parameter relating the two parts of the control index in the LQG/LQR formulation might serve to enlarge the family of Pareto optima, but its effect on modifying the optimal structural shapes may be analogous to the original parameter lambda.

Nonnegative constraint quadratic program technique to enhance the resolution of γ spectra

NASA Astrophysics Data System (ADS)

Li, Jinglun; Xiao, Wuyun; Ai, Xianyun; Chen, Ye

2018-04-01

Two concepts of the nonnegative least squares problem (NNLS) and the linear complementarity problem (LCP) are introduced for the resolution enhancement of the γ spectra. The respective algorithms such as the active set method and the primal-dual interior point method are applied to solve the above two problems. In mathematics, the nonnegative constraint results in the sparsity of the optimal solution of the deconvolution, and it is this sparsity that enhances the resolution. Finally, a comparison in the peak position accuracy and the computation time is made between these two methods and the boosted L_R and Gold methods.

Neuro-evolutionary computing paradigm for Painlevé equation-II in nonlinear optics

NASA Astrophysics Data System (ADS)

Ahmad, Iftikhar; Ahmad, Sufyan; Awais, Muhammad; Ul Islam Ahmad, Siraj; Asif Zahoor Raja, Muhammad

2018-05-01

The aim of this study is to investigate the numerical treatment of the Painlevé equation-II arising in physical models of nonlinear optics through artificial intelligence procedures by incorporating a single layer structure of neural networks optimized with genetic algorithms, sequential quadratic programming and active set techniques. We constructed a mathematical model for the nonlinear Painlevé equation-II with the help of networks by defining an error-based cost function in mean square sense. The performance of the proposed technique is validated through statistical analyses by means of the one-way ANOVA test conducted on a dataset generated by a large number of independent runs.

A case study in programming a quantum annealer for hard operational planning problems

NASA Astrophysics Data System (ADS)

Rieffel, Eleanor G.; Venturelli, Davide; O'Gorman, Bryan; Do, Minh B.; Prystay, Elicia M.; Smelyanskiy, Vadim N.

2015-01-01

We report on a case study in programming an early quantum annealer to attack optimization problems related to operational planning. While a number of studies have looked at the performance of quantum annealers on problems native to their architecture, and others have examined performance of select problems stemming from an application area, ours is one of the first studies of a quantum annealer's performance on parametrized families of hard problems from a practical domain. We explore two different general mappings of planning problems to quadratic unconstrained binary optimization (QUBO) problems, and apply them to two parametrized families of planning problems, navigation-type and scheduling-type. We also examine two more compact, but problem-type specific, mappings to QUBO, one for the navigation-type planning problems and one for the scheduling-type planning problems. We study embedding properties and parameter setting and examine their effect on the efficiency with which the quantum annealer solves these problems. From these results, we derive insights useful for the programming and design of future quantum annealers: problem choice, the mapping used, the properties of the embedding, and the annealing profile all matter, each significantly affecting the performance.

Optimal helicopter trajectory planning for terrain following flight

NASA Technical Reports Server (NTRS)

Menon, P. K. A.

1990-01-01

Helicopters operating in high threat areas have to fly close to the earth surface to minimize the risk of being detected by the adversaries. Techniques are presented for low altitude helicopter trajectory planning. These methods are based on optimal control theory and appear to be implementable onboard in realtime. Second order necessary conditions are obtained to provide a criterion for finding the optimal trajectory when more than one extremal passes through a given point. A second trajectory planning method incorporating a quadratic performance index is also discussed. Trajectory planning problem is formulated as a differential game. The objective is to synthesize optimal trajectories in the presence of an actively maneuvering adversary. Numerical methods for obtaining solutions to these problems are outlined. As an alternative to numerical method, feedback linearizing transformations are combined with the linear quadratic game results to synthesize explicit nonlinear feedback strategies for helicopter pursuit-evasion. Some of the trajectories generated from this research are evaluated on a six-degree-of-freedom helicopter simulation incorporating an advanced autopilot. The optimal trajectory planning methods presented are also useful for autonomous land vehicle guidance.

Optimal control of a coupled partial and ordinary differential equations system for the assimilation of polarimetry Stokes vector measurements in tokamak free-boundary equilibrium reconstruction with application to ITER

NASA Astrophysics Data System (ADS)

Faugeras, Blaise; Blum, Jacques; Heumann, Holger; Boulbe, Cédric

2017-08-01

The modelization of polarimetry Faraday rotation measurements commonly used in tokamak plasma equilibrium reconstruction codes is an approximation to the Stokes model. This approximation is not valid for the foreseen ITER scenarios where high current and electron density plasma regimes are expected. In this work a method enabling the consistent resolution of the inverse equilibrium reconstruction problem in the framework of non-linear free-boundary equilibrium coupled to the Stokes model equation for polarimetry is provided. Using optimal control theory we derive the optimality system for this inverse problem. A sequential quadratic programming (SQP) method is proposed for its numerical resolution. Numerical experiments with noisy synthetic measurements in the ITER tokamak configuration for two test cases, the second of which is an H-mode plasma, show that the method is efficient and that the accuracy of the identification of the unknown profile functions is improved compared to the use of classical Faraday measurements.

Expected value analysis for integrated supplier selection and inventory control of multi-product inventory system with fuzzy cost

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.

Reliable numerical computation in an optimal output-feedback design

NASA Technical Reports Server (NTRS)

Vansteenwyk, Brett; Ly, Uy-Loi

1991-01-01

A reliable algorithm is presented for the evaluation of a quadratic performance index and its gradients with respect to the controller design parameters. The algorithm is a part of a design algorithm for optimal linear dynamic output-feedback controller that minimizes a finite-time quadratic performance index. The numerical scheme is particularly robust when it is applied to the control-law synthesis for systems with densely packed modes and where there is a high likelihood of encountering degeneracies in the closed-loop eigensystem. This approach through the use of an accurate Pade series approximation does not require the closed-loop system matrix to be diagonalizable. The algorithm was included in a control design package for optimal robust low-order controllers. Usefulness of the proposed numerical algorithm was demonstrated using numerous practical design cases where degeneracies occur frequently in the closed-loop system under an arbitrary controller design initialization and during the numerical search.

Microgravity vibration isolation: An optimal control law for the one-dimensional case

NASA Technical Reports Server (NTRS)

Hampton, Richard D.; Grodsinsky, Carlos M.; Allaire, Paul E.; Lewis, David W.; Knospe, Carl R.

1991-01-01

Certain experiments contemplated for space platforms must be isolated from the accelerations of the platform. An optimal active control is developed for microgravity vibration isolation, using constant state feedback gains (identical to those obtained from the Linear Quadratic Regulator (LQR) approach) along with constant feedforward gains. The quadratic cost function for this control algorithm effectively weights external accelerations of the platform disturbances by a factor proportional to (1/omega) exp 4. Low frequency accelerations are attenuated by greater than two orders of magnitude. The control relies on the absolute position and velocity feedback of the experiment and the absolute position and velocity feedforward of the platform, and generally derives the stability robustness characteristics guaranteed by the LQR approach to optimality. The method as derived is extendable to the case in which only the relative positions and velocities and the absolute accelerations of the experiment and space platform are available.

A Numerical Approximation Framework for the Stochastic Linear Quadratic Regulator on Hilbert Spaces

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

Levajković, Tijana, E-mail: tijana.levajkovic@uibk.ac.at, E-mail: t.levajkovic@sf.bg.ac.rs; Mena, Hermann, E-mail: hermann.mena@uibk.ac.at; Tuffaha, Amjad, E-mail: atufaha@aus.edu

We present an approximation framework for computing the solution of the stochastic linear quadratic control problem on Hilbert spaces. We focus on the finite horizon case and the related differential Riccati equations (DREs). Our approximation framework is concerned with the so-called “singular estimate control systems” (Lasiecka in Optimal control problems and Riccati equations for systems with unbounded controls and partially analytic generators: applications to boundary and point control problems, 2004) which model certain coupled systems of parabolic/hyperbolic mixed partial differential equations with boundary or point control. We prove that the solutions of the approximate finite-dimensional DREs converge to the solutionmore » of the infinite-dimensional DRE. In addition, we prove that the optimal state and control of the approximate finite-dimensional problem converge to the optimal state and control of the corresponding infinite-dimensional problem.« less

Microgravity vibration isolation: An optimal control law for the one-dimensional case

NASA Technical Reports Server (NTRS)

Hampton, R. D.; Grodsinsky, C. M.; Allaire, P. E.; Lewis, D. W.; Knospe, C. R.

1991-01-01

Certain experiments contemplated for space platforms must be isolated from the accelerations of the platforms. An optimal active control is developed for microgravity vibration isolation, using constant state feedback gains (identical to those obtained from the Linear Quadratic Regulator (LQR) approach) along with constant feedforward (preview) gains. The quadratic cost function for this control algorithm effectively weights external accelerations of the platform disturbances by a factor proportional to (1/omega)(exp 4). Low frequency accelerations (less than 50 Hz) are attenuated by greater than two orders of magnitude. The control relies on the absolute position and velocity feedback of the experiment and the absolute position and velocity feedforward of the platform, and generally derives the stability robustness characteristics guaranteed by the LQR approach to optimality. The method as derived is extendable to the case in which only the relative positions and velocities and the absolute accelerations of the experiment and space platform are available.

Advanced rotorcraft control using parameter optimization

NASA Technical Reports Server (NTRS)

Vansteenwyk, Brett; Ly, Uy-Loi

1991-01-01

A reliable algorithm for the evaluation of a quadratic performance index and its gradients with respect to the controller design parameters is presented. The algorithm is part of a design algorithm for an optimal linear dynamic output feedback controller that minimizes a finite time quadratic performance index. The numerical scheme is particularly robust when it is applied to the control law synthesis for systems with densely packed modes and where there is a high likelihood of encountering degeneracies in the closed loop eigensystem. This approach through the use of a accurate Pade series approximation does not require the closed loop system matrix to be diagonalizable. The algorithm has been included in a control design package for optimal robust low order controllers. Usefulness of the proposed numerical algorithm has been demonstrated using numerous practical design cases where degeneracies occur frequently in the closed loop system under an arbitrary controller design initialization and during the numerical search.

Topology optimization of embedded piezoelectric actuators considering control spillover effects

NASA Astrophysics Data System (ADS)

Gonçalves, Juliano F.; De Leon, Daniel M.; Perondi, Eduardo A.

2017-02-01

This article addresses the problem of active structural vibration control by means of embedded piezoelectric actuators. The topology optimization method using the solid isotropic material with penalization (SIMP) approach is employed in this work to find the optimum design of actuators taken into account the control spillover effects. A coupled finite element model of the structure is derived assuming a two-phase material and this structural model is written into the state-space representation. The proposed optimization formulation aims to determine the distribution of piezoelectric material which maximizes the controllability for a given vibration mode. The undesirable effects of the feedback control on the residual modes are limited by including a spillover constraint term containing the residual controllability Gramian eigenvalues. The optimization of the shape and placement of the conventionally embedded piezoelectric actuators are performed using a Sequential Linear Programming (SLP) algorithm. Numerical examples are presented considering the control of the bending vibration modes for a cantilever and a fixed beam. A Linear-Quadratic Regulator (LQR) is synthesized for each case of controlled structure in order to compare the influence of the additional constraint.

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

NASA Astrophysics Data System (ADS)

Marusak, Piotr M.; Kuntanapreeda, Suwat

2018-01-01

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

Global optimization methods for engineering design

NASA Technical Reports Server (NTRS)

Arora, Jasbir S.

1990-01-01

The problem is to find a global minimum for the Problem P. Necessary and sufficient conditions are available for local optimality. However, global solution can be assured only under the assumption of convexity of the problem. If the constraint set S is compact and the cost function is continuous on it, existence of a global minimum is guaranteed. However, in view of the fact that no global optimality conditions are available, a global solution can be found only by an exhaustive search to satisfy Inequality. The exhaustive search can be organized in such a way that the entire design space need not be searched for the solution. This way the computational burden is reduced somewhat. It is concluded that zooming algorithm for global optimizations appears to be a good alternative to stochastic methods. More testing is needed; a general, robust, and efficient local minimizer is required. IDESIGN was used in all numerical calculations which is based on a sequential quadratic programming algorithm, and since feasible set keeps on shrinking, a good algorithm to find an initial feasible point is required. Such algorithms need to be developed and evaluated.

Application of quadratic optimization to supersonic inlet control

NASA Technical Reports Server (NTRS)

Lehtinen, B.; Zeller, J. R.

1971-01-01

The application of linear stochastic optimal control theory to the design of the control system for the air intake (inlet) of a supersonic air-breathing propulsion system is discussed. The controls must maintain a stable inlet shock position in the presence of random airflow disturbances and prevent inlet unstart. Two different linear time invariant control systems are developed. One is designed to minimize a nonquadratic index, the expected frequency of inlet unstart, and the other is designed to minimize the mean square value of inlet shock motion. The quadratic equivalence principle is used to obtain the best linear controller that minimizes the nonquadratic performance index. The two systems are compared on the basis of unstart prevention, control effort requirements, and sensitivity to parameter variations.

Microgravity vibration isolation: Optimal preview and feedback control

NASA Technical Reports Server (NTRS)

Hampton, R. D.; Knospe, C. R.; Grodsinsky, C. M.; Allaire, P. E.; Lewis, D. W.

1992-01-01

In order to achieve adequate low-frequency vibration isolation for certain space experiments an active control is needed, due to inherent passive-isolator limitations. Proposed here are five possible state-space models for a one-dimensional vibration isolation system with a quadratic performance index. The five models are subsets of a general set of nonhomogeneous state space equations which includes disturbance terms. An optimal control is determined, using a differential equations approach, for this class of problems. This control is expressed in terms of constant, Linear Quadratic Regulator (LQR) feedback gains and constant feedforward (preview) gains. The gains can be easily determined numerically. They result in a robust controller and offers substantial improvements over a control that uses standard LQR feedback alone.

Convexity Conditions and the Legendre-Fenchel Transform for the Product of Finitely Many Positive Definite Quadratic Forms

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

Zhao Yunbin, E-mail: zhaoyy@maths.bham.ac.u

2010-12-15

While the product of finitely many convex functions has been investigated in the field of global optimization, some fundamental issues such as the convexity condition and the Legendre-Fenchel transform for the product function remain unresolved. Focusing on quadratic forms, this paper is aimed at addressing the question: When is the product of finitely many positive definite quadratic forms convex, and what is the Legendre-Fenchel transform for it? First, we show that the convexity of the product is determined intrinsically by the condition number of so-called 'scaled matrices' associated with quadratic forms involved. The main result claims that if the conditionmore » number of these scaled matrices are bounded above by an explicit constant (which depends only on the number of quadratic forms involved), then the product function is convex. Second, we prove that the Legendre-Fenchel transform for the product of positive definite quadratic forms can be expressed, and the computation of the transform amounts to finding the solution to a system of equations (or equally, finding a Brouwer's fixed point of a mapping) with a special structure. Thus, a broader question than the open 'Question 11' in Hiriart-Urruty (SIAM Rev. 49, 225-273, 2007) is addressed in this paper.« less

Planning Under Uncertainty: Methods and Applications

DTIC Science & Technology

2010-06-09

begun research into fundamental algorithms for optimization and re?optimization of continuous optimization problems (such as linear and quadratic... algorithm yields a 14.3% improvement over the original design while saving 68.2 % of the simulation evaluations compared to standard sample-path...They provide tools for building and justifying computational algorithms for such problems. Year. 2010 Month: 03 Final Research under this grant

Magnetic MIMO Signal Processing and Optimization for Wireless Power Transfer

NASA Astrophysics Data System (ADS)

Yang, Gang; Moghadam, Mohammad R. Vedady; Zhang, Rui

2017-06-01

In magnetic resonant coupling (MRC) enabled multiple-input multiple-output (MIMO) wireless power transfer (WPT) systems, multiple transmitters (TXs) each with one single coil are used to enhance the efficiency of simultaneous power transfer to multiple single-coil receivers (RXs) by constructively combining their induced magnetic fields at the RXs, a technique termed "magnetic beamforming". In this paper, we study the optimal magnetic beamforming design in a multi-user MIMO MRC-WPT system. We introduce the multi-user power region that constitutes all the achievable power tuples for all RXs, subject to the given total power constraint over all TXs as well as their individual peak voltage and current constraints. We characterize each boundary point of the power region by maximizing the sum-power deliverable to all RXs subject to their minimum harvested power constraints. For the special case without the TX peak voltage and current constraints, we derive the optimal TX current allocation for the single-RX setup in closed-form as well as that for the multi-RX setup. In general, the problem is a non-convex quadratically constrained quadratic programming (QCQP), which is difficult to solve. For the case of one single RX, we show that the semidefinite relaxation (SDR) of the problem is tight. For the general case with multiple RXs, based on SDR we obtain two approximate solutions by applying time-sharing and randomization, respectively. Moreover, for practical implementation of magnetic beamforming, we propose a novel signal processing method to estimate the magnetic MIMO channel due to the mutual inductances between TXs and RXs. Numerical results show that our proposed magnetic channel estimation and adaptive beamforming schemes are practically effective, and can significantly improve the power transfer efficiency and multi-user performance trade-off in MIMO MRC-WPT systems.

Steering of Frequency Standards by the Use of Linear Quadratic Gaussian Control Theory

NASA Technical Reports Server (NTRS)

Koppang, Paul; Leland, Robert

1996-01-01

Linear quadratic Gaussian control is a technique that uses Kalman filtering to estimate a state vector used for input into a control calculation. A control correction is calculated by minimizing a quadratic cost function that is dependent on both the state vector and the control amount. Different penalties, chosen by the designer, are assessed by the controller as the state vector and control amount vary from given optimal values. With this feature controllers can be designed to force the phase and frequency differences between two standards to zero either more or less aggressively depending on the application. Data will be used to show how using different parameters in the cost function analysis affects the steering and the stability of the frequency standards.

Operations research applications in nuclear energy

NASA Astrophysics Data System (ADS)

Johnson, Benjamin Lloyd

This dissertation consists of three papers; the first is published in Annals of Operations Research, the second is nearing submission to INFORMS Journal on Computing, and the third is the predecessor of a paper nearing submission to Progress in Nuclear Energy. We apply operations research techniques to nuclear waste disposal and nuclear safeguards. Although these fields are different, they allow us to showcase some benefits of using operations research techniques to enhance nuclear energy applications. The first paper, "Optimizing High-Level Nuclear Waste Disposal within a Deep Geologic Repository," presents a mixed-integer programming model that determines where to place high-level nuclear waste packages in a deep geologic repository to minimize heat load concentration. We develop a heuristic that increases the size of solvable model instances. The second paper, "Optimally Configuring a Measurement System to Detect Diversions from a Nuclear Fuel Cycle," introduces a simulation-optimization algorithm and an integer-programming model to find the best, or near-best, resource-limited nuclear fuel cycle measurement system with a high degree of confidence. Given location-dependent measurement method precisions, we (i) optimize the configuration of n methods at n locations of a hypothetical nuclear fuel cycle facility, (ii) find the most important location at which to improve method precision, and (iii) determine the effect of measurement frequency on near-optimal configurations and objective values. Our results correspond to existing outcomes but we obtain them at least an order of magnitude faster. The third paper, "Optimizing Nuclear Material Control and Accountability Measurement Systems," extends the integer program from the second paper to locate measurement methods in a larger, hypothetical nuclear fuel cycle scenario given fixed purchase and utilization budgets. This paper also presents two mixed-integer quadratic programming models to increase the precision of existing methods given a fixed improvement budget and to reduce the measurement uncertainty in the system while limiting improvement costs. We quickly obtain similar or better solutions compared to several intuitive analyses that take much longer to perform.

Identification of inelastic parameters based on deep drawing forming operations using a global-local hybrid Particle Swarm approach

NASA Astrophysics Data System (ADS)

Vaz, Miguel; Luersen, Marco A.; Muñoz-Rojas, Pablo A.; Trentin, Robson G.

2016-04-01

Application of optimization techniques to the identification of inelastic material parameters has substantially increased in recent years. The complex stress-strain paths and high nonlinearity, typical of this class of problems, require the development of robust and efficient techniques for inverse problems able to account for an irregular topography of the fitness surface. Within this framework, this work investigates the application of the gradient-based Sequential Quadratic Programming method, of the Nelder-Mead downhill simplex algorithm, of Particle Swarm Optimization (PSO), and of a global-local PSO-Nelder-Mead hybrid scheme to the identification of inelastic parameters based on a deep drawing operation. The hybrid technique has shown to be the best strategy by combining the good PSO performance to approach the global minimum basin of attraction with the efficiency demonstrated by the Nelder-Mead algorithm to obtain the minimum itself.

Global stability of plane Couette flow beyond the energy stability limit

NASA Astrophysics Data System (ADS)

Fuentes, Federico; Goluskin, David

2017-11-01

This talk will present computations verifying that the laminar state of plane Couette flow is nonlinearly stable to all perturbations. The Reynolds numbers up to which this globally stability is verified are larger than those at which stability can be proven by the energy method, which is the typical method for demonstrating nonlinear stability of a fluid flow. This improvement is achieved by constructing Lyapunov functions that are more general than the energy. These functions are not restricted to being quadratic, and they are allowed to depend explicitly on the spectrum of the velocity field in the eigenbasis of the energy stability operator. The optimal choice of such a Lyapunov function is a convex optimization problem, and it can be constructed with computer assistance by solving a semidefinite program. This general method will be described in a companion talk by David Goluskin; the present talk focuses on its application to plane Couette flow.

Simulation of superconducting tapes and coils with convex quadratic programming method

NASA Astrophysics Data System (ADS)

Zhang, Yan; Song, Yuntao; Wang, Lei; Liu, Xufeng

2015-08-01

Second-generation (2G) high-temperature superconducting coated conductors are playing an increasingly important role in power applications due to their large current density under high magnetic fields. In this paper, we conclude and explore the ability and possible potential of J formulation from the mathematical modeling point of view. An equivalent matrix form of J formulation has been presented and a relation between electromagnetic quantities and Karush-Kuhn-Tucker (KKT) conditions in optimization theory has been discovered. The use of the latest formulae to calculate inductance in a coil system and the primal-dual interior-point method algorithm is a trial to make the process of modeling stylized and build a bridge to commercial optimization solvers. Two different dependences of the critical current density on the magnetic field have been used in order to make a comparison with those published papers.

Tuning quadratic nonlinear photonic crystal fibers for zero group-velocity mismatch.

PubMed

Bache, Morten; Nielsen, Hanne; Laegsgaard, Jesper; Bang, Ole

2006-06-01

We consider an index-guiding silica photonic crystal fiber with a triangular hole pattern and a periodically poled quadratic nonlinearity. By tuning the pitch and the relative hole size, second-harmonic generation with zero group-velocity mismatch is found for any fundamental wavelength above 780 nm. The nonlinear strength is optimized when the fundamental has maximum confinement in the core. The conversion bandwidth allows for femtosecond-pulse conversion, and 4%-180%W(-1)cm(-2) relative efficiencies were found.

The Linear Quadratic Gaussian Multistage Game with Nonclassical Information Pattern Using a Direct Solution Method

NASA Astrophysics Data System (ADS)

Clemens, Joshua William

Game theory has application across multiple fields, spanning from economic strategy to optimal control of an aircraft and missile on an intercept trajectory. The idea of game theory is fascinating in that we can actually mathematically model real-world scenarios and determine optimal decision making. It may not always be easy to mathematically model certain real-world scenarios, nonetheless, game theory gives us an appreciation for the complexity involved in decision making. This complexity is especially apparent when the players involved have access to different information upon which to base their decision making (a nonclassical information pattern). Here we will focus on the class of adversarial two-player games (sometimes referred to as pursuit-evasion games) with nonclassical information pattern. We present a two-sided (simultaneous) optimization solution method for the two-player linear quadratic Gaussian (LQG) multistage game. This direct solution method allows for further interpretation of each player's decision making (strategy) as compared to previously used formal solution methods. In addition to the optimal control strategies, we present a saddle point proof and we derive an expression for the optimal performance index value. We provide some numerical results in order to further interpret the optimal control strategies and to highlight real-world application of this game-theoretic optimal solution.

Demonstration and Validation of the Geostatistical Temporal-Spatial Algorithm (GTS) for Optimization of Long-Term Monitoring (LTM) of Groundwater at Military and Government Sites

DTIC Science & Technology

2010-08-01

Long - Term Monitoring (LTM) of Groundwater at Military and...Geostatistical Temporal-Spatial Algorithm (GTS) for Optimization of Long - Term Monitoring (LTM) of Groundwater at Military and Government Sites 5a. CONTRACT NUMBER...Council LTM long - term monitoring LTMO long - term monitoring optimization LWQR locally weighted quadratic regression LZ Lower Zone MCL

SU-G-TeP3-01: A New Approach for Calculating Variable Relative Biological Effectiveness in IMPT Optimization

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

Cao, W; Randeniya, K; Grosshans, D

2016-06-15

Purpose: To investigate the impact of a new approach for calculating relative biological effectiveness (RBE) in intensity-modulated proton therapy (IMPT) optimization on RBE-weighted dose distributions. This approach includes the nonlinear RBE for the high linear energy transfer (LET) region, which was revealed by recent experiments at our institution. In addition, this approach utilizes RBE data as a function of LET without using dose-averaged LET in calculating RBE values. Methods: We used a two-piece function for calculating RBE from LET. Within the Bragg peak, RBE is linearly correlated to LET. Beyond the Bragg peak, we use a nonlinear (quadratic) RBE functionmore » of LET based on our experimental. The IMPT optimization was devised to incorporate variable RBE by maximizing biological effect (based on the Linear Quadratic model) in tumor and minimizing biological effect in normal tissues. Three glioblastoma patients were retrospectively selected from our institution in this study. For each patient, three optimized IMPT plans were created based on three RBE resolutions, i.e., fixed RBE of 1.1 (RBE-1.1), variable RBE based on linear RBE and LET relationship (RBE-L), and variable RBE based on linear and quadratic relationship (RBE-LQ). The RBE weighted dose distributions of each optimized plan were evaluated in terms of different RBE values, i.e., RBE-1.1, RBE-L and RBE-LQ. Results: The RBE weighted doses recalculated from RBE-1.1 based optimized plans demonstrated an increasing pattern from using RBE-1.1, RBE-L to RBE-LQ consistently for all three patients. The variable RBE (RBE-L and RBE-LQ) weighted dose distributions recalculated from RBE-L and RBE-LQ based optimization were more homogenous within the targets and better spared in the critical structures than the ones recalculated from RBE-1.1 based optimization. Conclusion: We implemented a new approach for RBE calculation and optimization and demonstrated potential benefits of improving tumor coverage and normal sparing in IMPT planning.« less

TRANSP-based Trajectory Optimization of the Current Profile Evolution to Facilitate Robust Non-inductive Ramp-up in NSTX-U

NASA Astrophysics Data System (ADS)

Wehner, William; Schuster, Eugenio; Poli, Francesca

2016-10-01

Initial progress towards the design of non-inductive current ramp-up scenarios in the National Spherical Torus Experiment Upgrade (NSTX-U) has been made through the use of TRANSP predictive simulations. The strategy involves, first, ramping the plasma current with high harmonic fast waves (HHFW) to about 400 kA, and then further ramping to 900 kA with neutral beam injection (NBI). However, the early ramping of neutral beams and application of HHFW leads to an undesirably peaked current profile making the plasma unstable to ballooning modes. We present an optimization-based control approach to improve on the non-inductive ramp-up strategy. We combine the TRANSP code with an optimization algorithm based on sequential quadratic programming to search for time evolutions of the NBI powers, the HHFW powers, and the line averaged density that define an open-loop actuator strategy that maximizes the non-inductive current while satisfying constraints associated with the current profile evolution for MHD stable plasmas. This technique has the potential of playing a critical role in achieving robustly stable non-inductive ramp-up, which will ultimately be necessary to demonstrate applicability of the spherical torus concept to larger devices without sufficient room for a central coil. Supported by the US DOE under the SCGSR Program.

Applying the J-optimal channelized quadratic observer to SPECT myocardial perfusion defect detection

NASA Astrophysics Data System (ADS)

Kupinski, Meredith K.; Clarkson, Eric; Ghaly, Michael; Frey, Eric C.

2016-03-01

To evaluate performance on a perfusion defect detection task from 540 image pairs of myocardial perfusion SPECT image data we apply the J-optimal channelized quadratic observer (J-CQO). We compare AUC values of the linear Hotelling observer and J-CQO when the defect location is fixed and when it occurs in one of two locations. As expected, when the location is fixed a single channels maximizes AUC; location variability requires multiple channels to maximize the AUC. The AUC is estimated from both the projection data and reconstructed images. J-CQO is quadratic since it uses the first- and second- order statistics of the image data from both classes. The linear data reduction by the channels is described by an L x M channel matrix and in prior work we introduced an iterative gradient-based method for calculating the channel matrix. The dimensionality reduction from M measurements to L channels yields better estimates of these sample statistics from smaller sample sizes, and since the channelized covariance matrix is L x L instead of M x M, the matrix inverse is easier to compute. The novelty of our approach is the use of Jeffrey's divergence (J) as the figure of merit (FOM) for optimizing the channel matrix. We previously showed that the J-optimal channels are also the optimum channels for the AUC and the Bhattacharyya distance when the channel outputs are Gaussian distributed with equal means. This work evaluates the use of J as a surrogate FOM (SFOM) for AUC when these statistical conditions are not satisfied.

Swimming of a sphere in a viscous incompressible fluid with inertia

NASA Astrophysics Data System (ADS)

Felderhof, B. U.; Jones, R. B.

2017-08-01

The swimming of a sphere immersed in a viscous incompressible fluid with inertia is studied for surface modulations of small amplitude on the basis of the Navier-Stokes equations. The mean swimming velocity and the mean rate of dissipation are expressed as quadratic forms in term of the surface displacements. With a choice of a basis set of modes the quadratic forms correspond to two Hermitian matrices. Optimization of the mean swimming velocity for given rate of dissipation requires the solution of a generalized eigenvalue problem involving the two matrices. It is found for surface modulations of low multipole order that the optimal swimming efficiency depends in intricate fashion on a dimensionless scale number involving the radius of the sphere, the period of the cycle, and the kinematic viscosity of the fluid.

Shape Control of Plates with Piezo Actuators and Collocated Position/Rate Sensors

NASA Technical Reports Server (NTRS)

Balakrishnan, A. V.

1994-01-01

This paper treats the control problem of shaping the surface deformation of a circular plate using embedded piezo-electric actuators and collocated rate sensors. An explicit Linear Quadratic Gaussian (LQG) optimizer stability augmentation compensator is derived as well as the optimal feed-forward control. Corresponding performance evaluation formulas are also derived.

Shape Control of Plates with Piezo Actuators and Collocated Position/Rate Sensors

NASA Technical Reports Server (NTRS)

Balakrishnan, A. V.

1994-01-01

This paper treats the control problem of shaping the surface deformation of a circular plate using embedded piezo-electric actuator and collocated rate sensors. An explicit Linear Quadratic Gaussian (LQG) optimizer stability augmentation compensator is derived as well as the optimal feed-forward control. Corresponding performance evaluation formulas are also derived.

Self-Efficacy and Interest: Experimental Studies of Optimal Incompetence.

ERIC Educational Resources Information Center

Silvia, Paul J.

2003-01-01

To test the optimal incompetence hypothesis (high self-efficacy lowers task interest), 30 subjects rated interest, perceived difficulty, and confidence of success in different tasks. In study 2, 33 subjects completed a dart-game task in easy, moderate, and difficult conditions. In both, interest was a quadratic function of self-efficacy,…

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

NASA Technical Reports Server (NTRS)

Armstrong, E. S.

1978-01-01

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

Electrochemical oxidation of ampicillin antibiotic at boron-doped diamond electrodes and process optimization using response surface methodology.

PubMed

Körbahti, Bahadır K; Taşyürek, Selin

2015-03-01

Electrochemical oxidation and process optimization of ampicillin antibiotic at boron-doped diamond electrodes (BDD) were investigated in a batch electrochemical reactor. The influence of operating parameters, such as ampicillin concentration, electrolyte concentration, current density, and reaction temperature, on ampicillin removal, COD removal, and energy consumption was analyzed in order to optimize the electrochemical oxidation process under specified cost-driven constraints using response surface methodology. Quadratic models for the responses satisfied the assumptions of the analysis of variance well according to normal probability, studentized residuals, and outlier t residual plots. Residual plots followed a normal distribution, and outlier t values indicated that the approximations of the fitted models to the quadratic response surfaces were very good. Optimum operating conditions were determined at 618 mg/L ampicillin concentration, 3.6 g/L electrolyte concentration, 13.4 mA/cm(2) current density, and 36 °C reaction temperature. Under response surface optimized conditions, ampicillin removal, COD removal, and energy consumption were obtained as 97.1 %, 92.5 %, and 71.7 kWh/kg CODr, respectively.

Fractional Programming for Communication Systems—Part II: Uplink Scheduling via Matching

NASA Astrophysics Data System (ADS)

Shen, Kaiming; Yu, Wei

2018-05-01

This two-part paper develops novel methodologies for using fractional programming (FP) techniques to design and optimize communication systems. Part I of this paper proposes a new quadratic transform for FP and treats its application for continuous optimization problems. In this Part II of the paper, we study discrete problems, such as those involving user scheduling, which are considerably more difficult to solve. Unlike the continuous problems, discrete or mixed discrete-continuous problems normally cannot be recast as convex problems. In contrast to the common heuristic of relaxing the discrete variables, this work reformulates the original problem in an FP form amenable to distributed combinatorial optimization. The paper illustrates this methodology by tackling the important and challenging problem of uplink coordinated multi-cell user scheduling in wireless cellular systems. Uplink scheduling is more challenging than downlink scheduling, because uplink user scheduling decisions significantly affect the interference pattern in nearby cells. Further, the discrete scheduling variable needs to be optimized jointly with continuous variables such as transmit power levels and beamformers. The main idea of the proposed FP approach is to decouple the interaction among the interfering links, thereby permitting a distributed and joint optimization of the discrete and continuous variables with provable convergence. The paper shows that the well-known weighted minimum mean-square-error (WMMSE) algorithm can also be derived from a particular use of FP; but our proposed FP-based method significantly outperforms WMMSE when discrete user scheduling variables are involved, both in term of run-time efficiency and optimizing results.

Large scale nonlinear programming for the optimization of spacecraft trajectories

NASA Astrophysics Data System (ADS)

Arrieta-Camacho, Juan Jose

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

Neural Meta-Memes Framework for Combinatorial Optimization

NASA Astrophysics Data System (ADS)

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

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

Optimal projection method determination by Logdet Divergence and perturbed von-Neumann Divergence.

PubMed

Jiang, Hao; Ching, Wai-Ki; Qiu, Yushan; Cheng, Xiao-Qing

2017-12-14

Positive semi-definiteness is a critical property in kernel methods for Support Vector Machine (SVM) by which efficient solutions can be guaranteed through convex quadratic programming. However, a lot of similarity functions in applications do not produce positive semi-definite kernels. We propose projection method by constructing projection matrix on indefinite kernels. As a generalization of the spectrum method (denoising method and flipping method), the projection method shows better or comparable performance comparing to the corresponding indefinite kernel methods on a number of real world data sets. Under the Bregman matrix divergence theory, we can find suggested optimal λ in projection method using unconstrained optimization in kernel learning. In this paper we focus on optimal λ determination, in the pursuit of precise optimal λ determination method in unconstrained optimization framework. We developed a perturbed von-Neumann divergence to measure kernel relationships. We compared optimal λ determination with Logdet Divergence and perturbed von-Neumann Divergence, aiming at finding better λ in projection method. Results on a number of real world data sets show that projection method with optimal λ by Logdet divergence demonstrate near optimal performance. And the perturbed von-Neumann Divergence can help determine a relatively better optimal projection method. Projection method ia easy to use for dealing with indefinite kernels. And the parameter embedded in the method can be determined through unconstrained optimization under Bregman matrix divergence theory. This may provide a new way in kernel SVMs for varied objectives.

Opera: reconstructing optimal genomic scaffolds with high-throughput paired-end sequences.

PubMed

Gao, Song; Sung, Wing-Kin; Nagarajan, Niranjan

2011-11-01

Scaffolding, the problem of ordering and orienting contigs, typically using paired-end reads, is a crucial step in the assembly of high-quality draft genomes. Even as sequencing technologies and mate-pair protocols have improved significantly, scaffolding programs still rely on heuristics, with no guarantees on the quality of the solution. In this work, we explored the feasibility of an exact solution for scaffolding and present a first tractable solution for this problem (Opera). We also describe a graph contraction procedure that allows the solution to scale to large scaffolding problems and demonstrate this by scaffolding several large real and synthetic datasets. In comparisons with existing scaffolders, Opera simultaneously produced longer and more accurate scaffolds demonstrating the utility of an exact approach. Opera also incorporates an exact quadratic programming formulation to precisely compute gap sizes (Availability: http://sourceforge.net/projects/operasf/ ).

Opera: Reconstructing Optimal Genomic Scaffolds with High-Throughput Paired-End Sequences

PubMed Central

Gao, Song; Sung, Wing-Kin

2011-01-01

Abstract Scaffolding, the problem of ordering and orienting contigs, typically using paired-end reads, is a crucial step in the assembly of high-quality draft genomes. Even as sequencing technologies and mate-pair protocols have improved significantly, scaffolding programs still rely on heuristics, with no guarantees on the quality of the solution. In this work, we explored the feasibility of an exact solution for scaffolding and present a first tractable solution for this problem (Opera). We also describe a graph contraction procedure that allows the solution to scale to large scaffolding problems and demonstrate this by scaffolding several large real and synthetic datasets. In comparisons with existing scaffolders, Opera simultaneously produced longer and more accurate scaffolds demonstrating the utility of an exact approach. Opera also incorporates an exact quadratic programming formulation to precisely compute gap sizes (Availability: http://sourceforge.net/projects/operasf/). PMID:21929371

Sparse Covariance Matrix Estimation by DCA-Based Algorithms.

PubMed

Phan, Duy Nhat; Le Thi, Hoai An; Dinh, Tao Pham

2017-11-01

This letter proposes a novel approach using the [Formula: see text]-norm regularization for the sparse covariance matrix estimation (SCME) problem. The objective function of SCME problem is composed of a nonconvex part and the [Formula: see text] term, which is discontinuous and difficult to tackle. Appropriate DC (difference of convex functions) approximations of [Formula: see text]-norm are used that result in approximation SCME problems that are still nonconvex. DC programming and DCA (DC algorithm), powerful tools in nonconvex programming framework, are investigated. Two DC formulations are proposed and corresponding DCA schemes developed. Two applications of the SCME problem that are considered are classification via sparse quadratic discriminant analysis and portfolio optimization. A careful empirical experiment is performed through simulated and real data sets to study the performance of the proposed algorithms. Numerical results showed their efficiency and their superiority compared with seven state-of-the-art methods.

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.

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

PubMed

Kinjo, Ken; Uchibe, Eiji; Doya, Kenji

2013-01-01

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

Optimal control theory (OWEM) applied to a helicopter in the hover and approach phase

NASA Technical Reports Server (NTRS)

Born, G. J.; Kai, T.

1975-01-01

A major difficulty in the practical application of linear-quadratic regulator theory is how to choose the weighting matrices in quadratic cost functions. The control system design with optimal weighting matrices was applied to a helicopter in the hover and approach phase. The weighting matrices were calculated to extremize the closed loop total system damping subject to constraints on the determinants. The extremization is really a minimization of the effects of disturbances, and interpreted as a compromise between the generalized system accuracy and the generalized system response speed. The trade-off between the accuracy and the response speed is adjusted by a single parameter, the ratio of determinants. By this approach an objective measure can be obtained for the design of a control system. The measure is to be determined by the system requirements.

Approximating the linear quadratic optimal control law for hereditary systems with delays in the control

NASA Technical Reports Server (NTRS)

Milman, Mark H.

1987-01-01

The fundamental control synthesis issue of establishing a priori convergence rates of approximation schemes for feedback controllers for a class of distributed parameter systems is addressed within the context of hereditary systems. Specifically, a factorization approach is presented for deriving approximations to the optimal feedback gains for the linear regulator-quadratic cost problem associated with time-varying functional differential equations with control delays. The approach is based on a discretization of the state penalty which leads to a simple structure for the feedback control law. General properties of the Volterra factors of Hilbert-Schmidt operators are then used to obtain convergence results for the controls, trajectories and feedback kernels. Two algorithms are derived from the basic approximation scheme, including a fast algorithm, in the time-invariant case. A numerical example is also considered.

Approximating the linear quadratic optimal control law for hereditary systems with delays in the control

NASA Technical Reports Server (NTRS)

Milman, Mark H.

1988-01-01

The fundamental control synthesis issue of establishing a priori convergence rates of approximation schemes for feedback controllers for a class of distributed parameter systems is addressed within the context of hereditary schemes. Specifically, a factorization approach is presented for deriving approximations to the optimal feedback gains for the linear regulator-quadratic cost problem associated with time-varying functional differential equations with control delays. The approach is based on a discretization of the state penalty which leads to a simple structure for the feedback control law. General properties of the Volterra factors of Hilbert-Schmidt operators are then used to obtain convergence results for the controls, trajectories and feedback kernels. Two algorithms are derived from the basic approximation scheme, including a fast algorithm, in the time-invariant case. A numerical example is also considered.

Observational constraints on cosmological models with Chaplygin gas and quadratic equation of state

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

Sharov, G.S., E-mail: german.sharov@mail.ru

Observational manifestations of accelerated expansion of the universe, in particular, recent data for Type Ia supernovae, baryon acoustic oscillations, for the Hubble parameter H ( z ) and cosmic microwave background constraints are described with different cosmological models. We compare the ΛCDM, the models with generalized and modified Chaplygin gas and the model with quadratic equation of state. For these models we estimate optimal model parameters and their permissible errors with different approaches to calculation of sound horizon scale r {sub s} ( z {sub d} ). Among the considered models the best value of χ{sup 2} is achieved formore » the model with quadratic equation of state, but it has 2 additional parameters in comparison with the ΛCDM and therefore is not favored by the Akaike information criterion.« less

Minitrack tracking function description, volume 2

NASA Technical Reports Server (NTRS)

Englar, T. S.; Mango, S. A.; Roettcher, C. A.; Watters, D. L.

1973-01-01

The minitrack tracking function is described and specific operations are identified. The subjects discussed are: (1) preprocessor listing, (2) minitrack hardware, (3) system calibration, (4) quadratic listing, and (5) quadratic flow diagram. Detailed information is provided on the construction of the tracking system and its operation. The calibration procedures are supported by mathematical models to show the application of the computer programs.

Inexact nonlinear improved fuzzy chance-constrained programming model for irrigation water management under uncertainty

NASA Astrophysics Data System (ADS)

Zhang, Chenglong; Zhang, Fan; Guo, Shanshan; Liu, Xiao; Guo, Ping

2018-01-01

An inexact nonlinear mλ-measure fuzzy chance-constrained programming (INMFCCP) model is developed for irrigation water allocation under uncertainty. Techniques of inexact quadratic programming (IQP), mλ-measure, and fuzzy chance-constrained programming (FCCP) are integrated into a general optimization framework. The INMFCCP model can deal with not only nonlinearities in the objective function, but also uncertainties presented as discrete intervals in the objective function, variables and left-hand side constraints and fuzziness in the right-hand side constraints. Moreover, this model improves upon the conventional fuzzy chance-constrained programming by introducing a linear combination of possibility measure and necessity measure with varying preference parameters. To demonstrate its applicability, the model is then applied to a case study in the middle reaches of Heihe River Basin, northwest China. An interval regression analysis method is used to obtain interval crop water production functions in the whole growth period under uncertainty. Therefore, more flexible solutions can be generated for optimal irrigation water allocation. The variation of results can be examined by giving different confidence levels and preference parameters. Besides, it can reflect interrelationships among system benefits, preference parameters, confidence levels and the corresponding risk levels. Comparison between interval crop water production functions and deterministic ones based on the developed INMFCCP model indicates that the former is capable of reflecting more complexities and uncertainties in practical application. These results can provide more reliable scientific basis for supporting irrigation water management in arid areas.

Optimization of urban water supply portfolios combining infrastructure capacity expansion and water use decisions

NASA Astrophysics Data System (ADS)

Medellin-Azuara, J.; Fraga, C. C. S.; Marques, G.; Mendes, C. A.

2015-12-01

The expansion and operation of urban water supply systems under rapidly growing demands, hydrologic uncertainty, and scarce water supplies requires a strategic combination of various supply sources for added reliability, reduced costs and improved operational flexibility. The design and operation of such portfolio of water supply sources merits decisions of what and when to expand, and how much to use of each available sources accounting for interest rates, economies of scale and hydrologic variability. The present research provides a framework and an integrated methodology that optimizes the expansion of various water supply alternatives using dynamic programming and combining both short term and long term optimization of water use and simulation of water allocation. A case study in Bahia Do Rio Dos Sinos in Southern Brazil is presented. The framework couples an optimization model with quadratic programming model in GAMS with WEAP, a rain runoff simulation models that hosts the water supply infrastructure features and hydrologic conditions. Results allow (a) identification of trade offs between cost and reliability of different expansion paths and water use decisions and (b) evaluation of potential gains by reducing water system losses as a portfolio component. The latter is critical in several developing countries where water supply system losses are high and often neglected in favor of more system expansion. Results also highlight the potential of various water supply alternatives including, conservation, groundwater, and infrastructural enhancements over time. The framework proves its usefulness for planning its transferability to similarly urbanized systems.

Quadratic correlation filters for optical correlators

NASA Astrophysics Data System (ADS)

Mahalanobis, Abhijit; Muise, Robert R.; Vijaya Kumar, Bhagavatula V. K.

2003-08-01

Linear correlation filters have been implemented in optical correlators and successfully used for a variety of applications. The output of an optical correlator is usually sensed using a square law device (such as a CCD array) which forces the output to be the squared magnitude of the desired correlation. It is however not a traditional practice to factor the effect of the square-law detector in the design of the linear correlation filters. In fact, the input-output relationship of an optical correlator is more accurately modeled as a quadratic operation than a linear operation. Quadratic correlation filters (QCFs) operate directly on the image data without the need for feature extraction or segmentation. In this sense, the QCFs retain the main advantages of conventional linear correlation filters while offering significant improvements in other respects. Not only is more processing required to detect peaks in the outputs of multiple linear filters, but choosing a winner among them is an error prone task. In contrast, all channels in a QCF work together to optimize the same performance metric and produce a combined output that leads to considerable simplification of the post-processing. In this paper, we propose a novel approach to the design of quadratic correlation based on the Fukunaga Koontz transform. Although quadratic filters are known to be optimum when the data is Gaussian, it is expected that they will perform as well as or better than linear filters in general. Preliminary performance results are provided that show that quadratic correlation filters perform better than their linear counterparts.

A neural network approach to job-shop scheduling.

PubMed

Zhou, D N; Cherkassky, V; Baldwin, T R; Olson, D E

1991-01-01

A novel analog computational network is presented for solving NP-complete constraint satisfaction problems, i.e. job-shop scheduling. In contrast to most neural approaches to combinatorial optimization based on quadratic energy cost function, the authors propose to use linear cost functions. As a result, the network complexity (number of neurons and the number of resistive interconnections) grows only linearly with problem size, and large-scale implementations become possible. The proposed approach is related to the linear programming network described by D.W. Tank and J.J. Hopfield (1985), which also uses a linear cost function for a simple optimization problem. It is shown how to map a difficult constraint-satisfaction problem onto a simple neural net in which the number of neural processors equals the number of subjobs (operations) and the number of interconnections grows linearly with the total number of operations. Simulations show that the authors' approach produces better solutions than existing neural approaches to job-shop scheduling, i.e. the traveling salesman problem-type Hopfield approach and integer linear programming approach of J.P.S. Foo and Y. Takefuji (1988), in terms of the quality of the solution and the network complexity.

A review of distributed parameter groundwater management modeling methods

USGS Publications Warehouse

Gorelick, Steven M.

1983-01-01

Models which solve the governing groundwater flow or solute transport equations in conjunction with optimization techniques, such as linear and quadratic programing, are powerful aquifer management tools. Groundwater management models fall in two general categories: hydraulics or policy evaluation and water allocation. Groundwater hydraulic management models enable the determination of optimal locations and pumping rates of numerous wells under a variety of restrictions placed upon local drawdown, hydraulic gradients, and water production targets. Groundwater policy evaluation and allocation models can be used to study the influence upon regional groundwater use of institutional policies such as taxes and quotas. Furthermore, fairly complex groundwater-surface water allocation problems can be handled using system decomposition and multilevel optimization. Experience from the few real world applications of groundwater optimization-management techniques is summarized. Classified separately are methods for groundwater quality management aimed at optimal waste disposal in the subsurface. This classification is composed of steady state and transient management models that determine disposal patterns in such a way that water quality is protected at supply locations. Classes of research missing from the literature are groundwater quality management models involving nonlinear constraints, models which join groundwater hydraulic and quality simulations with political-economic management considerations, and management models that include parameter uncertainty.

A Review of Distributed Parameter Groundwater Management Modeling Methods

NASA Astrophysics Data System (ADS)

Gorelick, Steven M.

1983-04-01

Models which solve the governing groundwater flow or solute transport equations in conjunction with optimization techniques, such as linear and quadratic programing, are powerful aquifer management tools. Groundwater management models fall in two general categories: hydraulics or policy evaluation and water allocation. Groundwater hydraulic management models enable the determination of optimal locations and pumping rates of numerous wells under a variety of restrictions placed upon local drawdown, hydraulic gradients, and water production targets. Groundwater policy evaluation and allocation models can be used to study the influence upon regional groundwater use of institutional policies such as taxes and quotas. Furthermore, fairly complex groundwater-surface water allocation problems can be handled using system decomposition and multilevel optimization. Experience from the few real world applications of groundwater optimization-management techniques is summarized. Classified separately are methods for groundwater quality management aimed at optimal waste disposal in the subsurface. This classification is composed of steady state and transient management models that determine disposal patterns in such a way that water quality is protected at supply locations. Classes of research missing from the literature are groundwater quality management models involving nonlinear constraints, models which join groundwater hydraulic and quality simulations with political-economic management considerations, and management models that include parameter uncertainty.

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

NASA Technical Reports Server (NTRS)

Ortiz, Francisco

2004-01-01

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

Alternatives for Jet Engine Control

NASA Technical Reports Server (NTRS)

Leake, R. J.; Sain, M. K.

1976-01-01

Approaches are developed as alternatives to current design methods which rely heavily on linear quadratic and Riccati equation methods. The main alternatives are discussed in two broad categories, local multivariable frequency domain methods and global nonlinear optimal methods.

Optimization of natural lipstick formulation based on pitaya (Hylocereus polyrhizus) seed oil using D-optimal mixture experimental design.

PubMed

Kamairudin, Norsuhaili; Gani, Siti Salwa Abd; Masoumi, Hamid Reza Fard; Hashim, Puziah

2014-10-16

The D-optimal mixture experimental design was employed to optimize the melting point of natural lipstick based on pitaya (Hylocereus polyrhizus) seed oil. The influence of the main lipstick components-pitaya seed oil (10%-25% w/w), virgin coconut oil (25%-45% w/w), beeswax (5%-25% w/w), candelilla wax (1%-5% w/w) and carnauba wax (1%-5% w/w)-were investigated with respect to the melting point properties of the lipstick formulation. The D-optimal mixture experimental design was applied to optimize the properties of lipstick by focusing on the melting point with respect to the above influencing components. The D-optimal mixture design analysis showed that the variation in the response (melting point) could be depicted as a quadratic function of the main components of the lipstick. The best combination of each significant factor determined by the D-optimal mixture design was established to be pitaya seed oil (25% w/w), virgin coconut oil (37% w/w), beeswax (17% w/w), candelilla wax (2% w/w) and carnauba wax (2% w/w). With respect to these factors, the 46.0 °C melting point property was observed experimentally, similar to the theoretical prediction of 46.5 °C. Carnauba wax is the most influential factor on this response (melting point) with its function being with respect to heat endurance. The quadratic polynomial model sufficiently fit the experimental data.

Optimization of Culture Conditions for Enhanced Growth, Lipid and Docosahexaenoic Acid (DHA) Production of Aurantiochytrium SW1 by Response Surface Methodology.

PubMed

Nazir, Yusuf; Shuib, Shuwahida; Kalil, Mohd Sahaid; Song, Yuanda; Hamid, Aidil Abdul

2018-06-11

In this study, optimization of growth, lipid and DHA production of Aurantiochytrium SW1 was carried out using response surface methodology (RSM) in optimizing initial fructose concentration, agitation speed and monosodium glutamate (MSG) concentration. Central composite design was applied as the experimental design and analysis of variance (ANOVA) was used to analyze the data. ANOVA analysis revealed that the process which adequately represented by quadratic model was significant (p < 0.0001) for all the response. All the three factors were significant (p < 0.005) in influencing the biomass and lipid data while only two factors (agitation speed and MSG) gave significant effect on DHA production (p < 0.005). The estimated optimal conditions for enhanced growth, lipid and DHA production were 70 g/L fructose, 250 rpm agitation speed and 10 g/L MSG. Consequently, the quadratic model was validated by applying the estimated optimum conditions, which confirmed the model validity where 19.0 g/L biomass, 9.13 g/L lipid and 4.75 g/L of DHA were produced. The growth, lipid and DHA were 28, 36 and 35% respectively higher than that produced in the original medium prior to optimization.

Influence of cellulose derivative and ethylene glycol on optimization of lornoxicam transdermal formulation.

PubMed

Shahzad, Yasser; Khan, Qalandar; Hussain, Talib; Shah, Syed Nisar Hussain

2013-10-01

Lornoxicam containing topically applied lotions were formulated and optimized with the aim to deliver it transdermally. The formulated lotions were evaluated for pH, viscosity and in vitro permeation studies through silicone membrane using Franz diffusion cells. Data were fitted to linear, quadratic and cubic models and best fit model was selected to investigate the influence of variables, namely hydroxypropyl methylcellulose (HPMC) and ethylene glycol (EG) on permeation of lornoxicam from topically applied lotion formulations. The best fit quadratic model revealed that low level of HPMC and intermediate level of EG in the formulation was optimum for enhancing the drug flux across silicone membrane. FT-IR analysis confirmed absence of drug-polymer interactions. Selected optimized lotion formulation was then subjected to accelerated stability testing, sensatory perception testing and in vitro permeation across rabbit skin. The drug flux from the optimized lotion across rabbit skin was significantly better that that from the control formulation. Furthermore, sensatory perception test rated a higher acceptability while lotion was stable over stability testing period. Therefore, use of Box-Wilson statistical design successfully elaborated the influence of formulation variables on permeation of lornoxicam form topical formulations, thus, helped in optimization of the lotion formulation. Copyright © 2013 Elsevier B.V. All rights reserved.

A mixed analog/digital chaotic neuro-computer system for quadratic assignment problems.

PubMed

Horio, Yoshihiko; Ikeguchi, Tohru; Aihara, Kazuyuki

2005-01-01

We construct a mixed analog/digital chaotic neuro-computer prototype system for quadratic assignment problems (QAPs). The QAP is one of the difficult NP-hard problems, and includes several real-world applications. Chaotic neural networks have been used to solve combinatorial optimization problems through chaotic search dynamics, which efficiently searches optimal or near optimal solutions. However, preliminary experiments have shown that, although it obtained good feasible solutions, the Hopfield-type chaotic neuro-computer hardware system could not obtain the optimal solution of the QAP. Therefore, in the present study, we improve the system performance by adopting a solution construction method, which constructs a feasible solution using the analog internal state values of the chaotic neurons at each iteration. In order to include the construction method into our hardware, we install a multi-channel analog-to-digital conversion system to observe the internal states of the chaotic neurons. We show experimentally that a great improvement in the system performance over the original Hopfield-type chaotic neuro-computer is obtained. That is, we obtain the optimal solution for the size-10 QAP in less than 1000 iterations. In addition, we propose a guideline for parameter tuning of the chaotic neuro-computer system according to the observation of the internal states of several chaotic neurons in the network.

Exponential approximations in optimal design

NASA Technical Reports Server (NTRS)

Belegundu, A. D.; Rajan, S. D.; Rajgopal, J.

1990-01-01

One-point and two-point exponential functions have been developed and proved to be very effective approximations of structural response. The exponential has been compared to the linear, reciprocal and quadratic fit methods. Four test problems in structural analysis have been selected. The use of such approximations is attractive in structural optimization to reduce the numbers of exact analyses which involve computationally expensive finite element analysis.

Power Distribution System Planning with GIS Consideration

NASA Astrophysics Data System (ADS)

Wattanasophon, Sirichai; Eua-Arporn, Bundhit

This paper proposes a method for solving radial distribution system planning problems taking into account geographical information. The proposed method can automatically determine appropriate location and size of a substation, routing of feeders, and sizes of conductors while satisfying all constraints, i.e. technical constraints (voltage drop and thermal limit) and geographical constraints (obstacle, existing infrastructure, and high-cost passages). Sequential quadratic programming (SQP) and minimum path algorithm (MPA) are applied to solve the planning problem based on net price value (NPV) consideration. In addition this method integrates planner's experience and optimization process to achieve an appropriate practical solution. The proposed method has been tested with an actual distribution system, from which the results indicate that it can provide satisfactory plans.

Hash Bit Selection for Nearest Neighbor Search.

PubMed

Xianglong Liu; Junfeng He; Shih-Fu Chang

2017-11-01

To overcome the barrier of storage and computation when dealing with gigantic-scale data sets, compact hashing has been studied extensively to approximate the nearest neighbor search. Despite the recent advances, critical design issues remain open in how to select the right features, hashing algorithms, and/or parameter settings. In this paper, we address these by posing an optimal hash bit selection problem, in which an optimal subset of hash bits are selected from a pool of candidate bits generated by different features, algorithms, or parameters. Inspired by the optimization criteria used in existing hashing algorithms, we adopt the bit reliability and their complementarity as the selection criteria that can be carefully tailored for hashing performance in different tasks. Then, the bit selection solution is discovered by finding the best tradeoff between search accuracy and time using a modified dynamic programming method. To further reduce the computational complexity, we employ the pairwise relationship among hash bits to approximate the high-order independence property, and formulate it as an efficient quadratic programming method that is theoretically equivalent to the normalized dominant set problem in a vertex- and edge-weighted graph. Extensive large-scale experiments have been conducted under several important application scenarios of hash techniques, where our bit selection framework can achieve superior performance over both the naive selection methods and the state-of-the-art hashing algorithms, with significant accuracy gains ranging from 10% to 50%, relatively.

Engine With Regression and Neural Network Approximators Designed

NASA Technical Reports Server (NTRS)

Patnaik, Surya N.; Hopkins, Dale A.

2001-01-01

At the NASA Glenn Research Center, the NASA engine performance program (NEPP, ref. 1) and the design optimization testbed COMETBOARDS (ref. 2) with regression and neural network analysis-approximators have been coupled to obtain a preliminary engine design methodology. The solution to a high-bypass-ratio subsonic waverotor-topped turbofan engine, which is shown in the preceding figure, was obtained by the simulation depicted in the following figure. This engine is made of 16 components mounted on two shafts with 21 flow stations. The engine is designed for a flight envelope with 47 operating points. The design optimization utilized both neural network and regression approximations, along with the cascade strategy (ref. 3). The cascade used three algorithms in sequence: the method of feasible directions, the sequence of unconstrained minimizations technique, and sequential quadratic programming. The normalized optimum thrusts obtained by the three methods are shown in the following figure: the cascade algorithm with regression approximation is represented by a triangle, a circle is shown for the neural network solution, and a solid line indicates original NEPP results. The solutions obtained from both approximate methods lie within one standard deviation of the benchmark solution for each operating point. The simulation improved the maximum thrust by 5 percent. The performance of the linear regression and neural network methods as alternate engine analyzers was found to be satisfactory for the analysis and operation optimization of air-breathing propulsion engines (ref. 4).

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).

Incorporating deliverable monitor unit constraints into spot intensity optimization in intensity modulated proton therapy treatment planning

PubMed Central

Cao, Wenhua; Lim, Gino; Li, Xiaoqiang; Li, Yupeng; Zhu, X. Ronald; Zhang, Xiaodong

2014-01-01

The purpose of this study is to investigate the feasibility and impact of incorporating deliverable monitor unit (MU) constraints into spot intensity optimization in intensity modulated proton therapy (IMPT) treatment planning. The current treatment planning system (TPS) for IMPT disregards deliverable MU constraints in the spot intensity optimization (SIO) routine. It performs a post-processing procedure on an optimized plan to enforce deliverable MU values that are required by the spot scanning proton delivery system. This procedure can create a significant dose distribution deviation between the optimized and post-processed deliverable plans, especially when small spot spacings are used. In this study, we introduce a two-stage linear programming (LP) approach to optimize spot intensities and constrain deliverable MU values simultaneously, i.e., a deliverable spot intensity optimization (DSIO) model. Thus, the post-processing procedure is eliminated and the associated optimized plan deterioration can be avoided. Four prostate cancer cases at our institution were selected for study and two parallel opposed beam angles were planned for all cases. A quadratic programming (QP) based model without MU constraints, i.e., a conventional spot intensity optimization (CSIO) model, was also implemented to emulate the commercial TPS. Plans optimized by both the DSIO and CSIO models were evaluated for five different settings of spot spacing from 3 mm to 7 mm. For all spot spacings, the DSIO-optimized plans yielded better uniformity for the target dose coverage and critical structure sparing than did the CSIO-optimized plans. With reduced spot spacings, more significant improvements in target dose uniformity and critical structure sparing were observed in the DSIO- than in the CSIO-optimized plans. Additionally, better sparing of the rectum and bladder was achieved when reduced spacings were used for the DSIO-optimized plans. The proposed DSIO approach ensures the deliverability of optimized IMPT plans that take into account MU constraints. This eliminates the post-processing procedure required by the TPS as well as the resultant deteriorating effect on ultimate dose distributions. This approach therefore allows IMPT plans to adopt all possible spot spacings optimally. Moreover, dosimetric benefits can be achieved using smaller spot spacings. PMID:23835656

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

NASA Technical Reports Server (NTRS)

Armstrong, E. S.

1994-01-01

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

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

NASA Technical Reports Server (NTRS)

Frisch, H.

1994-01-01

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

Discrete Element Method Simulation of a Boulder Extraction From an Asteroid

NASA Technical Reports Server (NTRS)

Kulchitsky, Anton K.; Johnson, Jerome B.; Reeves, David M.; Wilkinson, Allen

2014-01-01

The force required to pull 7t and 40t polyhedral boulders from the surface of an asteroid is simulated using the discrete element method considering the effects of microgravity, regolith cohesion and boulder acceleration. The connection between particle surface energy and regolith cohesion is estimated by simulating a cohesion sample tearing test. An optimal constant acceleration is found where the peak net force from inertia and cohesion is a minimum. Peak pulling forces can be further reduced by using linear and quadratic acceleration functions with up to a 40% reduction in force for quadratic acceleration.

Jerk Minimization Method for Vibration Control in Buildings

NASA Technical Reports Server (NTRS)

Abatan, Ayo O.; Yao, Leummim

1997-01-01

In many vibration minimization control problems for high rise buildings subject to strong earthquake loads, the emphasis has been on a combination of minimizing the displacement, the velocity and the acceleration of the motion of the building. In most cases, the accelerations that are involved are not necessarily large but the change in them (jerk) are abrupt. These changes in magnitude or direction are responsible for most building damage and also create discomfort like motion sickness for inhabitants of these structures because of the element of surprise. We propose a method of minimizing also the jerk which is the sudden change in acceleration or the derivative of the acceleration using classical linear quadratic optimal controls. This was done through the introduction of a quadratic performance index involving the cost due to the jerk; a special change of variable; and using the jerk as a control variable. The values of the optimal control are obtained using the Riccati equation.

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

NASA Technical Reports Server (NTRS)

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

2003-01-01

In this paper we present, a comparison of trajectory optimization approaches for the minimum fuel rendezvous problem. Both indirect and direct methods are compared for a variety of test cases. The indirect approach is based on primer vector theory. The direct approaches are implemented numerically and include Sequential Quadratic Programming (SQP). Quasi- Newton and Nelder-Meade Simplex. Several cost function parameterizations are considered for the direct approach. We choose one direct approach that appears to be the most flexible. Both the direct and indirect methods are applied to a variety of test cases which are chosen to demonstrate the performance of each method in different flight regimes. The first test case is a simple circular-to-circular coplanar rendezvous. The second test case is an elliptic-to-elliptic line of apsides rotation. The final test case is an orbit phasing maneuver sequence in a highly elliptic orbit. For each test case we present a comparison of the performance of all methods we consider in this paper.

Learning locality preserving graph from data.

PubMed

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

2014-11-01

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

Optimal Solar PV Arrays Integration for Distributed Generation

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

Omitaomu, Olufemi A; Li, Xueping

2012-01-01

Solar photovoltaic (PV) systems hold great potential for distributed energy generation by installing PV panels on rooftops of residential and commercial buildings. Yet challenges arise along with the variability and non-dispatchability of the PV systems that affect the stability of the grid and the economics of the PV system. This paper investigates the integration of PV arrays for distributed generation applications by identifying a combination of buildings that will maximize solar energy output and minimize system variability. Particularly, we propose mean-variance optimization models to choose suitable rooftops for PV integration based on Markowitz mean-variance portfolio selection model. We further introducemore » quantity and cardinality constraints to result in a mixed integer quadratic programming problem. Case studies based on real data are presented. An efficient frontier is obtained for sample data that allows decision makers to choose a desired solar energy generation level with a comfortable variability tolerance level. Sensitivity analysis is conducted to show the tradeoffs between solar PV energy generation potential and variability.« less

Design Optimization for a Maglev System Employing Flux Eliminating Coils

NASA Technical Reports Server (NTRS)

Davey, Kent R.

1996-01-01

Flux eliminating coils have received no little attention over the past thirty years as an alternative for realizing lift in a MAGLEV system. When the magnets on board the vehicle are displaced from the equilibrium or null flux point of these coils, they induce current in those coils which act to restore the coil to its null flux or centerline position. The question being addressed in this paper is that of how to choose the best coil for a given system. What appears at first glance to be an innocent question is in fact one that is actually quite involved, encompassing both the global economics and physics of the system. The real key in analyzing that question is to derive an optimization index or functional which represents the cost of the system subject to constraints, the primary constraint being that the vehicle lift itself at a certain threshold speed. Outlined in this paper is one scenario for realizing a total system design which uses sequential quadratic programming techniques.

A waveform diversity method for optimizing 3-d power depositions generated by ultrasound phased arrays.

PubMed

Zeng, Xiaozheng Jenny; Li, Jian; McGough, Robert J

2010-01-01

A waveform-diversity-based approach for 3-D tumor heating is compared to spot scanning for hyperthermia applications. The waveform diversity method determines the excitation signals applied to the phased array elements and produces a beam pattern that closely matches the desired power distribution. The optimization algorithm solves the covariance matrix of the excitation signals through semidefinite programming subject to a series of quadratic cost functions and constraints on the control points. A numerical example simulates a 1444-element spherical-section phased array that delivers heat to a 3-cm-diameter spherical tumor located 12 cm from the array aperture, and the results show that waveform diversity combined with mode scanning increases the heated volume within the tumor while simultaneously decreasing normal tissue heating. Whereas standard single focus and multiple focus methods are often associated with unwanted intervening tissue heating, the waveform diversity method combined with mode scanning shifts energy away from intervening tissues where hotspots otherwise accumulate to improve temperature localization in deep-seated tumors.

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

NASA Technical Reports Server (NTRS)

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

1985-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1987-01-01

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

Optimal control of the gear shifting process for shift smoothness in dual-clutch transmissions

NASA Astrophysics Data System (ADS)

Li, Guoqiang; Görges, Daniel

2018-03-01

The control of the transmission system in vehicles is significant for the driving comfort. In order to design a controller for smooth shifting and comfortable driving, a dynamic model of a dual-clutch transmission is presented in this paper. A finite-time linear quadratic regulator is proposed for the optimal control of the two friction clutches in the torque phase for the upshift process. An integral linear quadratic regulator is introduced to regulate the relative speed difference between the engine and the slipping clutch under the optimization of the input torque during the inertia phase. The control objective focuses on smoothing the upshift process so as to improve the driving comfort. Considering the available sensors in vehicles for feedback control, an observer design is presented to track the immeasurable variables. Simulation results show that the jerk can be reduced both in the torque phase and inertia phase, indicating good shift performance. Furthermore, compared with conventional controllers for the upshift process, the proposed control method can reduce shift jerk and improve shift quality.

Wing box transonic-flutter suppression using piezoelectric self-sensing actuators attached to skin

NASA Astrophysics Data System (ADS)

Otiefy, R. A. H.; Negm, H. M.

2010-12-01

The main objective of this research is to study the capability of piezoelectric (PZT) self-sensing actuators to suppress the transonic wing box flutter, which is a flow-structure interaction phenomenon. The unsteady general frequency modified transonic small disturbance (TSD) equation is used to model the transonic flow about the wing. The wing box structure and piezoelectric actuators are modeled using the equivalent plate method, which is based on the first order shear deformation plate theory (FSDPT). The piezoelectric actuators are bonded to the skin. The optimal electromechanical coupling conditions between the piezoelectric actuators and the wing are collected from previous work. Three main different control strategies, a linear quadratic Gaussian (LQG) which combines the linear quadratic regulator (LQR) with the Kalman filter estimator (KFE), an optimal static output feedback (SOF), and a classic feedback controller (CFC), are studied and compared. The optimum actuator and sensor locations are determined using the norm of feedback control gains (NFCG) and norm of Kalman filter estimator gains (NKFEG) respectively. A genetic algorithm (GA) optimization technique is used to calculate the controller and estimator parameters to achieve a target response.

Linear versus quadratic portfolio optimization model with transaction cost

NASA Astrophysics Data System (ADS)

Razak, Norhidayah Bt Ab; Kamil, Karmila Hanim; Elias, Siti Masitah

2014-06-01

Optimization model is introduced to become one of the decision making tools in investment. Hence, it is always a big challenge for investors to select the best model that could fulfill their goal in investment with respect to risk and return. In this paper we aims to discuss and compare the portfolio allocation and performance generated by quadratic and linear portfolio optimization models namely of Markowitz and Maximin model respectively. The application of these models has been proven to be significant and popular among others. However transaction cost has been debated as one of the important aspects that should be considered for portfolio reallocation as portfolio return could be significantly reduced when transaction cost is taken into consideration. Therefore, recognizing the importance to consider transaction cost value when calculating portfolio' return, we formulate this paper by using data from Shariah compliant securities listed in Bursa Malaysia. It is expected that, results from this paper will effectively justify the advantage of one model to another and shed some lights in quest to find the best decision making tools in investment for individual investors.

Identification of the key ecological factors influencing vegetation degradation in semi-arid agro-pastoral ecotone considering spatial scales

NASA Astrophysics Data System (ADS)

Peng, Yu; Wang, Qinghui; Fan, Min

2017-11-01

When assessing re-vegetation project performance and optimizing land management, identification of the key ecological factors inducing vegetation degradation has crucial implications. Rainfall, temperature, elevation, slope, aspect, land use type, and human disturbance are ecological factors affecting the status of vegetation index. However, at different spatial scales, the key factors may vary. Using Helin County, Inner-Mongolia, China as the study site and combining remote sensing image interpretation, field surveying, and mathematical methods, this study assesses key ecological factors affecting vegetation degradation under different spatial scales in a semi-arid agro-pastoral ecotone. It indicates that the key factors are different at various spatial scales. Elevation, rainfall, and temperature are identified as crucial for all spatial extents. Elevation, rainfall and human disturbance are key factors for small-scale quadrats of 300 m × 300 m and 600 m × 600 m, temperature and land use type are key factors for a medium-scale quadrat of 1 km × 1 km, and rainfall, temperature, and land use are key factors for large-scale quadrats of 2 km × 2 km and 5 km × 5 km. For this region, human disturbance is not the key factor for vegetation degradation across spatial scales. It is necessary to consider spatial scale for the identification of key factors determining vegetation characteristics. The eco-restoration programs at various spatial scales should identify key influencing factors according their scales so as to take effective measurements. The new understanding obtained in this study may help to explore the forces which driving vegetation degradation in the degraded regions in the world.

Developing an Understanding of Quadratics through the Use of Concrete Manipulatives: A Case Study Analysis of the Metacognitive Development of a High School Student with Learning Disabilities

ERIC Educational Resources Information Center

Strickland, Tricia K.

2014-01-01

This case study analyzed the impact of a concrete manipulative program on the understanding of quadratic expressions for a high school student with a learning disability. The manipulatives were utilized as part of the Concrete-Representational-Abstract Integration (CRA-I) intervention in which participants engaged in tasks requiring them to…

CometBoards Users Manual Release 1.0

NASA Technical Reports Server (NTRS)

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

1996-01-01

Several nonlinear mathematical programming algorithms for structural design applications are available at present. These include the sequence of unconstrained minimizations technique, the method of feasible directions, and the sequential quadratic programming technique. The optimality criteria technique and the fully utilized design concept are two other structural design methods. A project was undertaken to bring all these design methods under a common computer environment so that a designer can select any one of these tools that may be suitable for his/her application. To facilitate selection of a design algorithm, to validate and check out the computer code, and to ascertain the relative merits of the design tools, modest finite element structural analysis programs based on the concept of stiffness and integrated force methods have been coupled to each design method. The code that contains both these design and analysis tools, by reading input information from analysis and design data files, can cast the design of a structure as a minimum-weight optimization problem. The code can then solve it with a user-specified optimization technique and a user-specified analysis method. This design code is called CometBoards, which is an acronym for Comparative Evaluation Test Bed of Optimization and Analysis Routines for the Design of Structures. This manual describes for the user a step-by-step procedure for setting up the input data files and executing CometBoards to solve a structural design problem. The manual includes the organization of CometBoards; instructions for preparing input data files; the procedure for submitting a problem; illustrative examples; and several demonstration problems. A set of 29 structural design problems have been solved by using all the optimization methods available in CometBoards. A summary of the optimum results obtained for these problems is appended to this users manual. CometBoards, at present, is available for Posix-based Cray and Convex computers, Iris and Sun workstations, and the VM/CMS system.

Hyperspectral and multispectral data fusion based on linear-quadratic nonnegative matrix factorization

NASA Astrophysics Data System (ADS)

Benhalouche, Fatima Zohra; Karoui, Moussa Sofiane; Deville, Yannick; Ouamri, Abdelaziz

2017-04-01

This paper proposes three multisharpening approaches to enhance the spatial resolution of urban hyperspectral remote sensing images. These approaches, related to linear-quadratic spectral unmixing techniques, use a linear-quadratic nonnegative matrix factorization (NMF) multiplicative algorithm. These methods begin by unmixing the observable high-spectral/low-spatial resolution hyperspectral and high-spatial/low-spectral resolution multispectral images. The obtained high-spectral/high-spatial resolution features are then recombined, according to the linear-quadratic mixing model, to obtain an unobservable multisharpened high-spectral/high-spatial resolution hyperspectral image. In the first designed approach, hyperspectral and multispectral variables are independently optimized, once they have been coherently initialized. These variables are alternately updated in the second designed approach. In the third approach, the considered hyperspectral and multispectral variables are jointly updated. Experiments, using synthetic and real data, are conducted to assess the efficiency, in spatial and spectral domains, of the designed approaches and of linear NMF-based approaches from the literature. Experimental results show that the designed methods globally yield very satisfactory spectral and spatial fidelities for the multisharpened hyperspectral data. They also prove that these methods significantly outperform the used literature approaches.

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

NASA Astrophysics Data System (ADS)

Chen, Ting-Yu; Huang, Jyun-Hao

2013-08-01

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

Method for optimizing channelized quadratic observers for binary classification of large-dimensional image datasets

PubMed Central

Kupinski, M. K.; Clarkson, E.

2015-01-01

We present a new method for computing optimized channels for channelized quadratic observers (CQO) that is feasible for high-dimensional image data. The method for calculating channels is applicable in general and optimal for Gaussian distributed image data. Gradient-based algorithms for determining the channels are presented for five different information-based figures of merit (FOMs). Analytic solutions for the optimum channels for each of the five FOMs are derived for the case of equal mean data for both classes. The optimum channels for three of the FOMs under the equal mean condition are shown to be the same. This result is critical since some of the FOMs are much easier to compute. Implementing the CQO requires a set of channels and the first- and second-order statistics of channelized image data from both classes. The dimensionality reduction from M measurements to L channels is a critical advantage of CQO since estimating image statistics from channelized data requires smaller sample sizes and inverting a smaller covariance matrix is easier. In a simulation study we compare the performance of ideal and Hotelling observers to CQO. The optimal CQO channels are calculated using both eigenanalysis and a new gradient-based algorithm for maximizing Jeffrey's divergence (J). Optimal channel selection without eigenanalysis makes the J-CQO on large-dimensional image data feasible. PMID:26366764

Optimal feedback control infinite dimensional parabolic evolution systems: Approximation techniques

NASA Technical Reports Server (NTRS)

Banks, H. T.; Wang, C.

1989-01-01

A general approximation framework is discussed for computation of optimal feedback controls in linear quadratic regular problems for nonautonomous parabolic distributed parameter systems. This is done in the context of a theoretical framework using general evolution systems in infinite dimensional Hilbert spaces. Conditions are discussed for preservation under approximation of stabilizability and detectability hypotheses on the infinite dimensional system. The special case of periodic systems is also treated.

Dynamics and Control of Tethered Antennas/Reflectors in Orbit

DTIC Science & Technology

1992-02-01

reflector system. The optimal linear quadratic Gaussian (LQG) digital con- trol of the orbiting tethered antenna/reflector system is analyzed. The...flexibility of both the antenna and the tether are included in this high order system model. With eight point actuators optimally positioned together with...able to maintain satisfactory pointing accuracy for low and moderate altitude orbits under the influence of solar pressure. For the higher altitudes a

Optimization-based mesh correction with volume and convexity constraints

DOE PAGES

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

2016-02-24

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

Aggregation of LoD 1 building models as an optimization problem

NASA Astrophysics Data System (ADS)

Guercke, R.; Götzelmann, T.; Brenner, C.; Sester, M.

3D city models offered by digital map providers typically consist of several thousands or even millions of individual buildings. Those buildings are usually generated in an automated fashion from high resolution cadastral and remote sensing data and can be very detailed. However, not in every application such a high degree of detail is desirable. One way to remove complexity is to aggregate individual buildings, simplify the ground plan and assign an appropriate average building height. This task is computationally complex because it includes the combinatorial optimization problem of determining which subset of the original set of buildings should best be aggregated to meet the demands of an application. In this article, we introduce approaches to express different aspects of the aggregation of LoD 1 building models in the form of Mixed Integer Programming (MIP) problems. The advantage of this approach is that for linear (and some quadratic) MIP problems, sophisticated software exists to find exact solutions (global optima) with reasonable effort. We also propose two different heuristic approaches based on the region growing strategy and evaluate their potential for optimization by comparing their performance to a MIP-based approach.

Optimization of cascade blade mistuning. I - Equations of motion and basic inherent properties

NASA Technical Reports Server (NTRS)

Nissim, E.

1985-01-01

Attention is given to the derivation of the equations of motion of mistuned compressor blades, interpolating aerodynamic coefficients by means of quadratic expressions in the reduced frequency. If the coefficients of the quadratic expressions are permitted to assume complex values, excellent accuracy is obtained and Pade rational expressions are obviated. On the basis of the resulting equations, it is shown analytically that the sum of all the real parts of the eigenvalues is independent of the mistuning introduced into the system. Blade mistuning is further treated through the aerodynamic energy approach, and the limiting vibration modes associated with alternative mistunings are identified.

Projective-Dual Method for Solving Systems of Linear Equations with Nonnegative Variables

NASA Astrophysics Data System (ADS)

Ganin, B. V.; Golikov, A. I.; Evtushenko, Yu. G.

2018-02-01

In order to solve an underdetermined system of linear equations with nonnegative variables, the projection of a given point onto its solutions set is sought. The dual of this problem—the problem of unconstrained maximization of a piecewise-quadratic function—is solved by Newton's method. The problem of unconstrained optimization dual of the regularized problem of finding the projection onto the solution set of the system is considered. A connection of duality theory and Newton's method with some known algorithms of projecting onto a standard simplex is shown. On the example of taking into account the specifics of the constraints of the transport linear programming problem, the possibility to increase the efficiency of calculating the generalized Hessian matrix is demonstrated. Some examples of numerical calculations using MATLAB are presented.

Two Reconfigurable Flight-Control Design Methods: Robust Servomechanism and Control Allocation

NASA Technical Reports Server (NTRS)

Burken, John J.; Lu, Ping; Wu, Zheng-Lu; Bahm, Cathy

2001-01-01

Two methods for control system reconfiguration have been investigated. The first method is a robust servomechanism control approach (optimal tracking problem) that is a generalization of the classical proportional-plus-integral control to multiple input-multiple output systems. The second method is a control-allocation approach based on a quadratic programming formulation. A globally convergent fixed-point iteration algorithm has been developed to make onboard implementation of this method feasible. These methods have been applied to reconfigurable entry flight control design for the X-33 vehicle. Examples presented demonstrate simultaneous tracking of angle-of-attack and roll angle commands during failures of the fight body flap actuator. Although simulations demonstrate success of the first method in most cases, the control-allocation method appears to provide uniformly better performance in all cases.

Reconfigurable Flight Control Designs With Application to the X-33 Vehicle

NASA Technical Reports Server (NTRS)

Burken, John J.; Lu, Ping; Wu, Zhenglu

1999-01-01

Two methods for control system reconfiguration have been investigated. The first method is a robust servomechanism control approach (optimal tracking problem) that is a generalization of the classical proportional-plus-integral control to multiple input-multiple output systems. The second method is a control-allocation approach based on a quadratic programming formulation. A globally convergent fixed-point iteration algorithm has been developed to make onboard implementation of this method feasible. These methods have been applied to reconfigurable entry flight control design for the X-33 vehicle. Examples presented demonstrate simultaneous tracking of angle-of-attack and roll angle commands during failures of the right body flap actuator. Although simulations demonstrate success of the first method in most cases, the control-allocation method appears to provide uniformly better performance in all cases.

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

NASA Astrophysics Data System (ADS)

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

2016-03-01

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

Optimized Non-Obstructive Particle Damping (NOPD) Treatment for Composite Honeycomb Structures

NASA Technical Reports Server (NTRS)

Panossian, H.

2008-01-01

Non-Obstructive Particle Damping (NOPD) technology is a passive vibration damping approach whereby metallic or non-metallic particles in spherical or irregular shapes, of heavy or light consistency, and even liquid particles are placed inside cavities or attached to structures by an appropriate means at strategic locations, to absorb vibration energy. The objective of the work described herein is the development of a design optimization procedure and discussion of test results for such a NOPD treatment on honeycomb (HC) composite structures, based on finite element modeling (FEM) analyses, optimization and tests. Modeling and predictions were performed and tests were carried out to correlate the test data with the FEM. The optimization procedure consisted of defining a global objective function, using finite difference methods, to determine the optimal values of the design variables through quadratic linear programming. The optimization process was carried out by targeting the highest dynamic displacements of several vibration modes of the structure and finding an optimal treatment configuration that will minimize them. An optimal design was thus derived and laboratory tests were conducted to evaluate its performance under different vibration environments. Three honeycomb composite beams, with Nomex core and aluminum face sheets, empty (untreated), uniformly treated with NOPD, and optimally treated with NOPD, according to the analytically predicted optimal design configuration, were tested in the laboratory. It is shown that the beam with optimal treatment has the lowest response amplitude. Described below are results of modal vibration tests and FEM analyses from predictions of the modal characteristics of honeycomb beams under zero, 50% uniform treatment and an optimal NOPD treatment design configuration and verification with test data.

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.

Further efforts in optimizing nonlinear optical molecules

NASA Astrophysics Data System (ADS)

Dirk, Carl W.; Caballero, Noel; Tan, Alarice; Kuzyk, Mark G.; Cheng, Lap-Tak A.; Katz, Howard E.; Shilling, Marcia; King, Lori A.

1993-02-01

We summarize some of our past work in the field on optimizing molecules for second order and third order nonlinear optical applications. We also present some previously unpublished results suggesting a particular optimization of the popular cyano- and nitrovinyl acceptor groups. In addition we provide some new quadratic electro-optic results which serve to further verify our choice of a restricted three-level model suitable for optimizing third order nonlinearities in molecules. Finally we present a new squarylium dye with a large third order optical nonlinearity (-9.5 X 10-34 cm7/esu2; EFISH (gamma) at 1906 nm).

State dependent model predictive control for orbital rendezvous using pulse-width pulse-frequency modulated thrusters

NASA Astrophysics Data System (ADS)

Li, Peng; Zhu, Zheng H.; Meguid, S. A.

2016-07-01

This paper studies the pulse-width pulse-frequency modulation based trajectory planning for orbital rendezvous and proximity maneuvering near a non-cooperative spacecraft in an elliptical orbit. The problem is formulated by converting the continuous control input, output from the state dependent model predictive control, into a sequence of pulses of constant magnitude by controlling firing frequency and duration of constant-magnitude thrusters. The state dependent model predictive control is derived by minimizing the control error of states and control roughness of control input for a safe, smooth and fuel efficient approaching trajectory. The resulting nonlinear programming problem is converted into a series of quadratic programming problem and solved by numerical iteration using the receding horizon strategy. The numerical results show that the proposed state dependent model predictive control with the pulse-width pulse-frequency modulation is able to effectively generate optimized trajectories using equivalent control pulses for the proximity maneuvering with less energy consumption.

OPTICON: Pro-Matlab software for large order controlled structure design

NASA Technical Reports Server (NTRS)

Peterson, Lee D.

1989-01-01

A software package for large order controlled structure design is described and demonstrated. The primary program, called OPTICAN, uses both Pro-Matlab M-file routines and selected compiled FORTRAN routines linked into the Pro-Matlab structure. The program accepts structural model information in the form of state-space matrices and performs three basic design functions on the model: (1) open loop analyses; (2) closed loop reduced order controller synthesis; and (3) closed loop stability and performance assessment. The current controller synthesis methods which were implemented in this software are based on the Generalized Linear Quadratic Gaussian theory of Bernstein. In particular, a reduced order Optimal Projection synthesis algorithm based on a homotopy solution method was successfully applied to an experimental truss structure using a 58-state dynamic model. These results are presented and discussed. Current plans to expand the practical size of the design model to several hundred states and the intention to interface Pro-Matlab to a supercomputing environment are discussed.

Extremal entanglement witnesses

NASA Astrophysics Data System (ADS)

Hansen, Leif Ove; Hauge, Andreas; Myrheim, Jan; Sollid, Per Øyvind

2015-02-01

We present a study of extremal entanglement witnesses on a bipartite composite quantum system. We define the cone of witnesses as the dual of the set of separable density matrices, thus TrΩρ≥0 when Ω is a witness and ρ is a pure product state, ρ=ψψ† with ψ=ϕ⊗χ. The set of witnesses of unit trace is a compact convex set, uniquely defined by its extremal points. The expectation value f(ϕ,χ)=TrΩρ as a function of vectors ϕ and χ is a positive semidefinite biquadratic form. Every zero of f(ϕ,χ) imposes strong real-linear constraints on f and Ω. The real and symmetric Hessian matrix at the zero must be positive semidefinite. Its eigenvectors with zero eigenvalue, if such exist, we call Hessian zeros. A zero of f(ϕ,χ) is quadratic if it has no Hessian zeros, otherwise it is quartic. We call a witness quadratic if it has only quadratic zeros, and quartic if it has at least one quartic zero. A main result we prove is that a witness is extremal if and only if no other witness has the same, or a larger, set of zeros and Hessian zeros. A quadratic extremal witness has a minimum number of isolated zeros depending on dimensions. If a witness is not extremal, then the constraints defined by its zeros and Hessian zeros determine all directions in which we may search for witnesses having more zeros or Hessian zeros. A finite number of iterated searches in random directions, by numerical methods, leads to an extremal witness which is nearly always quadratic and has the minimum number of zeros. We discuss briefly some topics related to extremal witnesses, in particular the relation between the facial structures of the dual sets of witnesses and separable states. We discuss the relation between extremality and optimality of witnesses, and a conjecture of separability of the so-called structural physical approximation (SPA) of an optimal witness. Finally, we discuss how to treat the entanglement witnesses on a complex Hilbert space as a subset of the witnesses on a real Hilbert space.

Coupling long and short term decisions in the design of urban water supply infrastructure for added reliability and flexibility

NASA Astrophysics Data System (ADS)

Marques, G.; Fraga, C. C. S.; Medellin-Azuara, J.

2016-12-01

The expansion and operation of urban water supply systems under growing demands, hydrologic uncertainty and water scarcity requires a strategic combination of supply sources for reliability, reduced costs and improved operational flexibility. The design and operation of such portfolio of water supply sources involves integration of long and short term planning to determine what and when to expand, and how much to use of each supply source accounting for interest rates, economies of scale and hydrologic variability. This research presents an integrated methodology coupling dynamic programming optimization with quadratic programming to optimize the expansion (long term) and operations (short term) of multiple water supply alternatives. Lagrange Multipliers produced by the short-term model provide a signal about the marginal opportunity cost of expansion to the long-term model, in an iterative procedure. A simulation model hosts the water supply infrastructure and hydrologic conditions. Results allow (a) identification of trade offs between cost and reliability of different expansion paths and water use decisions; (b) evaluation of water transfers between urban supply systems; and (c) evaluation of potential gains by reducing water system losses as a portfolio component. The latter is critical in several developing countries where water supply system losses are high and often neglected in favor of more system expansion.

Analysis of optimality in natural and perturbed metabolic networks

PubMed Central

Segrè, Daniel; Vitkup, Dennis; Church, George M.

2002-01-01

An important goal of whole-cell computational modeling is to integrate detailed biochemical information with biological intuition to produce testable predictions. Based on the premise that prokaryotes such as Escherichia coli have maximized their growth performance along evolution, flux balance analysis (FBA) predicts metabolic flux distributions at steady state by using linear programming. Corroborating earlier results, we show that recent intracellular flux data for wild-type E. coli JM101 display excellent agreement with FBA predictions. Although the assumption of optimality for a wild-type bacterium is justifiable, the same argument may not be valid for genetically engineered knockouts or other bacterial strains that were not exposed to long-term evolutionary pressure. We address this point by introducing the method of minimization of metabolic adjustment (MOMA), whereby we test the hypothesis that knockout metabolic fluxes undergo a minimal redistribution with respect to the flux configuration of the wild type. MOMA employs quadratic programming to identify a point in flux space, which is closest to the wild-type point, compatibly with the gene deletion constraint. Comparing MOMA and FBA predictions to experimental flux data for E. coli pyruvate kinase mutant PB25, we find that MOMA displays a significantly higher correlation than FBA. Our method is further supported by experimental data for E. coli knockout growth rates. It can therefore be used for predicting the behavior of perturbed metabolic networks, whose growth performance is in general suboptimal. MOMA and its possible future extensions may be useful in understanding the evolutionary optimization of metabolism. PMID:12415116

Fuzzy Random λ-Mean SAD Portfolio Selection Problem: An Ant Colony Optimization Approach

NASA Astrophysics Data System (ADS)

Thakur, Gour Sundar Mitra; Bhattacharyya, Rupak; Mitra, Swapan Kumar

2010-10-01

To reach the investment goal, one has to select a combination of securities among different portfolios containing large number of securities. Only the past records of each security do not guarantee the future return. As there are many uncertain factors which directly or indirectly influence the stock market and there are also some newer stock markets which do not have enough historical data, experts' expectation and experience must be combined with the past records to generate an effective portfolio selection model. In this paper the return of security is assumed to be Fuzzy Random Variable Set (FRVS), where returns are set of random numbers which are in turn fuzzy numbers. A new λ-Mean Semi Absolute Deviation (λ-MSAD) portfolio selection model is developed. The subjective opinions of the investors to the rate of returns of each security are taken into consideration by introducing a pessimistic-optimistic parameter vector λ. λ-Mean Semi Absolute Deviation (λ-MSAD) model is preferred as it follows absolute deviation of the rate of returns of a portfolio instead of the variance as the measure of the risk. As this model can be reduced to Linear Programming Problem (LPP) it can be solved much faster than quadratic programming problems. Ant Colony Optimization (ACO) is used for solving the portfolio selection problem. ACO is a paradigm for designing meta-heuristic algorithms for combinatorial optimization problem. Data from BSE is used for illustration.

Constrained multiple indicator kriging using sequential quadratic programming

NASA Astrophysics Data System (ADS)

Soltani-Mohammadi, Saeed; Erhan Tercan, A.

2012-11-01

Multiple indicator kriging (MIK) is a nonparametric method used to estimate conditional cumulative distribution functions (CCDF). Indicator estimates produced by MIK may not satisfy the order relations of a valid CCDF which is ordered and bounded between 0 and 1. In this paper a new method has been presented that guarantees the order relations of the cumulative distribution functions estimated by multiple indicator kriging. The method is based on minimizing the sum of kriging variances for each cutoff under unbiasedness and order relations constraints and solving constrained indicator kriging system by sequential quadratic programming. A computer code is written in the Matlab environment to implement the developed algorithm and the method is applied to the thickness data.

Two-sided estimates of minimum-error distinguishability of mixed quantum states via generalized Holevo-Curlander bounds

NASA Astrophysics Data System (ADS)

Tyson, Jon

2009-03-01

We prove a concise factor-of-2 estimate for the failure rate of optimally distinguishing an arbitrary ensemble of mixed quantum states, generalizing work of Holevo [Theor. Probab. Appl. 23, 411 (1978)] and Curlander [Ph.D. Thesis, MIT, 1979]. A modification to the minimal principle of Cocha and Poor [Proceedings of the 6th International Conference on Quantum Communication, Measurement, and Computing (Rinton, Princeton, NJ, 2003)] is used to derive a suboptimal measurement which has an error rate within a factor of 2 of the optimal by construction. This measurement is quadratically weighted and has appeared as the first iterate of a sequence of measurements proposed by Ježek et al. [Phys. Rev. A 65, 060301 (2002)]. Unlike the so-called pretty good measurement, it coincides with Holevo's asymptotically optimal measurement in the case of nonequiprobable pure states. A quadratically weighted version of the measurement bound by Barnum and Knill [J. Math. Phys. 43, 2097 (2002)] is proven. Bounds on the distinguishability of syndromes in the sense of Schumacher and Westmoreland [Phys. Rev. A 56, 131 (1997)] appear as a corollary. An appendix relates our bounds to the trace-Jensen inequality.

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

End-point controller design for an experimental two-link flexible manipulator using convex optimization

NASA Technical Reports Server (NTRS)

Oakley, Celia M.; Barratt, Craig H.

1990-01-01

Recent results in linear controller design are used to design an end-point controller for an experimental two-link flexible manipulator. A nominal 14-state linear-quadratic-Gaussian (LQG) controller was augmented with a 528-tap finite-impulse-response (FIR) filter designed using convex optimization techniques. The resulting 278-state controller produced improved end-point trajectory tracking and disturbance rejection in simulation and experimentally in real time.

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.

Extremal Optimization for Quadratic Unconstrained Binary Problems

NASA Astrophysics Data System (ADS)

Boettcher, S.

We present an implementation of τ-EO for quadratic unconstrained binary optimization (QUBO) problems. To this end, we transform modify QUBO from its conventional Boolean presentation into a spin glass with a random external field on each site. These fields tend to be rather large compared to the typical coupling, presenting EO with a challenging two-scale problem, exploring smaller differences in couplings effectively while sufficiently aligning with those strong external fields. However, we also find a simple solution to that problem that indicates that those external fields apparently tilt the energy landscape to a such a degree such that global minima become more easy to find than those of spin glasses without (or very small) fields. We explore the impact of the weight distribution of the QUBO formulation in the operations research literature and analyze their meaning in a spin-glass language. This is significant because QUBO problems are considered among the main contenders for NP-hard problems that could be solved efficiently on a quantum computer such as D-Wave.

Wind turbine power tracking using an improved multimodel quadratic approach.

PubMed

Khezami, Nadhira; Benhadj Braiek, Naceur; Guillaud, Xavier

2010-07-01

In this paper, an improved multimodel optimal quadratic control structure for variable speed, pitch regulated wind turbines (operating at high wind speeds) is proposed in order to integrate high levels of wind power to actively provide a primary reserve for frequency control. On the basis of the nonlinear model of the studied plant, and taking into account the wind speed fluctuations, and the electrical power variation, a multimodel linear description is derived for the wind turbine, and is used for the synthesis of an optimal control law involving a state feedback, an integral action and an output reference model. This new control structure allows a rapid transition of the wind turbine generated power between different desired set values. This electrical power tracking is ensured with a high-performance behavior for all other state variables: turbine and generator rotational speeds and mechanical shaft torque; and smooth and adequate evolution of the control variables. 2010 ISA. Published by Elsevier Ltd. All rights reserved.

SOL - SIZING AND OPTIMIZATION LANGUAGE COMPILER

NASA Technical Reports Server (NTRS)

Scotti, S. J.

1994-01-01

SOL is a computer language which is geared to solving design problems. SOL includes the mathematical modeling and logical capabilities of a computer language like FORTRAN but also includes the additional power of non-linear mathematical programming methods (i.e. numerical optimization) at the language level (as opposed to the subroutine level). The language-level use of optimization has several advantages over the traditional, subroutine-calling method of using an optimizer: first, the optimization problem is described in a concise and clear manner which closely parallels the mathematical description of optimization; second, a seamless interface is automatically established between the optimizer subroutines and the mathematical model of the system being optimized; third, the results of an optimization (objective, design variables, constraints, termination criteria, and some or all of the optimization history) are output in a form directly related to the optimization description; and finally, automatic error checking and recovery from an ill-defined system model or optimization description is facilitated by the language-level specification of the optimization problem. Thus, SOL enables rapid generation of models and solutions for optimum design problems with greater confidence that the problem is posed correctly. The SOL compiler takes SOL-language statements and generates the equivalent FORTRAN code and system calls. Because of this approach, the modeling capabilities of SOL are extended by the ability to incorporate existing FORTRAN code into a SOL program. In addition, SOL has a powerful MACRO capability. The MACRO capability of the SOL compiler effectively gives the user the ability to extend the SOL language and can be used to develop easy-to-use shorthand methods of generating complex models and solution strategies. The SOL compiler provides syntactic and semantic error-checking, error recovery, and detailed reports containing cross-references to show where each variable was used. The listings summarize all optimizations, listing the objective functions, design variables, and constraints. The compiler offers error-checking specific to optimization problems, so that simple mistakes will not cost hours of debugging time. The optimization engine used by and included with the SOL compiler is a version of Vanderplatt's ADS system (Version 1.1) modified specifically to work with the SOL compiler. SOL allows the use of the over 100 ADS optimization choices such as Sequential Quadratic Programming, Modified Feasible Directions, interior and exterior penalty function and variable metric methods. Default choices of the many control parameters of ADS are made for the user, however, the user can override any of the ADS control parameters desired for each individual optimization. The SOL language and compiler were developed with an advanced compiler-generation system to ensure correctness and simplify program maintenance. Thus, SOL's syntax was defined precisely by a LALR(1) grammar and the SOL compiler's parser was generated automatically from the LALR(1) grammar with a parser-generator. Hence unlike ad hoc, manually coded interfaces, the SOL compiler's lexical analysis insures that the SOL compiler recognizes all legal SOL programs, can recover from and correct for many errors and report the location of errors to the user. This version of the SOL compiler has been implemented on VAX/VMS computer systems and requires 204 KB of virtual memory to execute. Since the SOL compiler produces FORTRAN code, it requires the VAX FORTRAN compiler to produce an executable program. The SOL compiler consists of 13,000 lines of Pascal code. It was developed in 1986 and last updated in 1988. The ADS and other utility subroutines amount to 14,000 lines of FORTRAN code and were also updated in 1988.

Taylor O(h³) Discretization of ZNN Models for Dynamic Equality-Constrained Quadratic Programming With Application to Manipulators.

PubMed

Liao, Bolin; Zhang, Yunong; Jin, Long

2016-02-01

In this paper, a new Taylor-type numerical differentiation formula is first presented to discretize the continuous-time Zhang neural network (ZNN), and obtain higher computational accuracy. Based on the Taylor-type formula, two Taylor-type discrete-time ZNN models (termed Taylor-type discrete-time ZNNK and Taylor-type discrete-time ZNNU models) are then proposed and discussed to perform online dynamic equality-constrained quadratic programming. For comparison, Euler-type discrete-time ZNN models (called Euler-type discrete-time ZNNK and Euler-type discrete-time ZNNU models) and Newton iteration, with interesting links being found, are also presented. It is proved herein that the steady-state residual errors of the proposed Taylor-type discrete-time ZNN models, Euler-type discrete-time ZNN models, and Newton iteration have the patterns of O(h(3)), O(h(2)), and O(h), respectively, with h denoting the sampling gap. Numerical experiments, including the application examples, are carried out, of which the results further substantiate the theoretical findings and the efficacy of Taylor-type discrete-time ZNN models. Finally, the comparisons with Taylor-type discrete-time derivative model and other Lagrange-type discrete-time ZNN models for dynamic equality-constrained quadratic programming substantiate the superiority of the proposed Taylor-type discrete-time ZNN models once again.

Factorization method of quadratic template

NASA Astrophysics Data System (ADS)

Kotyrba, Martin

2017-07-01

Multiplication of two numbers is a one-way function in mathematics. Any attempt to distribute the outcome to its roots is called factorization. There are many methods such as Fermat's factorization, Dixońs method or quadratic sieve and GNFS, which use sophisticated techniques fast factorization. All the above methods use the same basic formula differing only in its use. This article discusses a newly designed factorization method. Effective implementation of this method in programs is not important, it only represents and clearly defines its properties.

Optimization of structures to satisfy a flutter velocity constraint by use of quadratic equation fitting. M.S. Thesis

NASA Technical Reports Server (NTRS)

Motiwalla, S. K.

1973-01-01

Using the first and the second derivative of flutter velocity with respect to the parameters, the velocity hypersurface is made quadratic. This greatly simplifies the numerical procedure developed for determining the values of the design parameters such that a specified flutter velocity constraint is satisfied and the total structural mass is near a relative minimum. A search procedure is presented utilizing two gradient search methods and a gradient projection method. The procedure is applied to the design of a box beam, using finite-element representation. The results indicate that the procedure developed yields substantial design improvement satisfying the specified constraint and does converge to near a local optimum.

A reliable algorithm for optimal control synthesis

NASA Technical Reports Server (NTRS)

Vansteenwyk, Brett; Ly, Uy-Loi

1992-01-01

In recent years, powerful design tools for linear time-invariant multivariable control systems have been developed based on direct parameter optimization. In this report, an algorithm for reliable optimal control synthesis using parameter optimization is presented. Specifically, a robust numerical algorithm is developed for the evaluation of the H(sup 2)-like cost functional and its gradients with respect to the controller design parameters. The method is specifically designed to handle defective degenerate systems and is based on the well-known Pade series approximation of the matrix exponential. Numerical test problems in control synthesis for simple mechanical systems and for a flexible structure with densely packed modes illustrate positively the reliability of this method when compared to a method based on diagonalization. Several types of cost functions have been considered: a cost function for robust control consisting of a linear combination of quadratic objectives for deterministic and random disturbances, and one representing an upper bound on the quadratic objective for worst case initial conditions. Finally, a framework for multivariable control synthesis has been developed combining the concept of closed-loop transfer recovery with numerical parameter optimization. The procedure enables designers to synthesize not only observer-based controllers but also controllers of arbitrary order and structure. Numerical design solutions rely heavily on the robust algorithm due to the high order of the synthesis model and the presence of near-overlapping modes. The design approach is successfully applied to the design of a high-bandwidth control system for a rotorcraft.

Distributed Cooperative Optimal Control for Multiagent Systems on Directed Graphs: An Inverse Optimal Approach.

PubMed

Zhang, Huaguang; Feng, Tao; Yang, Guang-Hong; Liang, Hongjing

2015-07-01

In this paper, the inverse optimal approach is employed to design distributed consensus protocols that guarantee consensus and global optimality with respect to some quadratic performance indexes for identical linear systems on a directed graph. The inverse optimal theory is developed by introducing the notion of partial stability. As a result, the necessary and sufficient conditions for inverse optimality are proposed. By means of the developed inverse optimal theory, the necessary and sufficient conditions are established for globally optimal cooperative control problems on directed graphs. Basic optimal cooperative design procedures are given based on asymptotic properties of the resulting optimal distributed consensus protocols, and the multiagent systems can reach desired consensus performance (convergence rate and damping rate) asymptotically. Finally, two examples are given to illustrate the effectiveness of the proposed methods.

Nonlinear Multiobjective MPC-Based Optimal Operation of a High Consistency Refining System in Papermaking

DOE PAGES

Li, Mingjie; Zhou, Ping; Wang, Hong; ...

2017-09-19

As one of the most important unit in the papermaking industry, the high consistency (HC) refining system is confronted with challenges such as improving pulp quality, energy saving, and emissions reduction in its operation processes. Here in this correspondence, an optimal operation of HC refining system is presented using nonlinear multiobjective model predictive control strategies that aim at set-point tracking objective of pulp quality, economic objective, and specific energy (SE) consumption objective, respectively. First, a set of input and output data at different times are employed to construct the subprocess model of the state process model for the HC refiningmore » system, and then the Wiener-type model can be obtained through combining the mechanism model of Canadian Standard Freeness and the state process model that determines their structures based on Akaike information criterion. Second, the multiobjective optimization strategy that optimizes both the set-point tracking objective of pulp quality and SE consumption is proposed simultaneously, which uses NSGA-II approach to obtain the Pareto optimal set. Furthermore, targeting at the set-point tracking objective of pulp quality, economic objective, and SE consumption objective, the sequential quadratic programming method is utilized to produce the optimal predictive controllers. In conclusion, the simulation results demonstrate that the proposed methods can make the HC refining system provide a better performance of set-point tracking of pulp quality when these predictive controllers are employed. In addition, while the optimal predictive controllers orienting with comprehensive economic objective and SE consumption objective, it has been shown that they have significantly reduced the energy consumption.« less

Nonlinear Multiobjective MPC-Based Optimal Operation of a High Consistency Refining System in Papermaking

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

Li, Mingjie; Zhou, Ping; Wang, Hong

As one of the most important unit in the papermaking industry, the high consistency (HC) refining system is confronted with challenges such as improving pulp quality, energy saving, and emissions reduction in its operation processes. Here in this correspondence, an optimal operation of HC refining system is presented using nonlinear multiobjective model predictive control strategies that aim at set-point tracking objective of pulp quality, economic objective, and specific energy (SE) consumption objective, respectively. First, a set of input and output data at different times are employed to construct the subprocess model of the state process model for the HC refiningmore » system, and then the Wiener-type model can be obtained through combining the mechanism model of Canadian Standard Freeness and the state process model that determines their structures based on Akaike information criterion. Second, the multiobjective optimization strategy that optimizes both the set-point tracking objective of pulp quality and SE consumption is proposed simultaneously, which uses NSGA-II approach to obtain the Pareto optimal set. Furthermore, targeting at the set-point tracking objective of pulp quality, economic objective, and SE consumption objective, the sequential quadratic programming method is utilized to produce the optimal predictive controllers. In conclusion, the simulation results demonstrate that the proposed methods can make the HC refining system provide a better performance of set-point tracking of pulp quality when these predictive controllers are employed. In addition, while the optimal predictive controllers orienting with comprehensive economic objective and SE consumption objective, it has been shown that they have significantly reduced the energy consumption.« less

An Optimization Method for the Reduction of Propeller Unsteady Forces.

DTIC Science & Technology

1988-02-01

unsteady forces and the determination of skew distribulee has been developed. The current method provides an efficient propeller design tool capable...62633N HM35 SF33321 DN305 123 11. TITLE (ft .WC*i=iW) An Optimization Method for the Reduction of Propeller Unsteady Forces 12. PERSONAL AUTHOR(S) T.S...of determining a variety of cubic or quadratic skew distributioms, subject to constraints, which minimize the unsteady forces produced by the various

An optimization model for the US Air-Traffic System

NASA Technical Reports Server (NTRS)

Mulvey, J. M.

1986-01-01

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

Bio-inspired computational heuristics to study Lane-Emden systems arising in astrophysics model.

PubMed

Ahmad, Iftikhar; Raja, Muhammad Asif Zahoor; Bilal, Muhammad; Ashraf, Farooq

2016-01-01

This study reports novel hybrid computational methods for the solutions of nonlinear singular Lane-Emden type differential equation arising in astrophysics models by exploiting the strength of unsupervised neural network models and stochastic optimization techniques. In the scheme the neural network, sub-part of large field called soft computing, is exploited for modelling of the equation in an unsupervised manner. The proposed approximated solutions of higher order ordinary differential equation are calculated with the weights of neural networks trained with genetic algorithm, and pattern search hybrid with sequential quadratic programming for rapid local convergence. The results of proposed solvers for solving the nonlinear singular systems are in good agreements with the standard solutions. Accuracy and convergence the design schemes are demonstrated by the results of statistical performance measures based on the sufficient large number of independent runs.

Discrete-time pilot model. [human dynamics and digital simulation

NASA Technical Reports Server (NTRS)

Cavalli, D.

1978-01-01

Pilot behavior is considered as a discrete-time process where the decision making has a sequential nature. This model differs from both the quasilinear model which follows from classical control theory and from the optimal control model which considers the human operator as a Kalman estimator-predictor. An additional factor considered is that the pilot's objective may not be adequately formulated as a quadratic cost functional to be minimized, but rather as a more fuzzy measure of the closeness with which the aircraft follows a reference trajectory. All model parameters, in the digital program simulating the pilot's behavior, were successfully compared in terms of standard-deviation and performance with those of professional pilots in IFR configuration. The first practical application of the model was in the study of its performance degradation when the aircraft model static margin decreases.

The role of modern control theory in the design of controls for aircraft turbine engines

NASA Technical Reports Server (NTRS)

Zeller, J.; Lehtinen, B.; Merrill, W.

1982-01-01

The development, applications, and current research in modern control theory (MCT) are reviewed, noting the importance for fuel-efficient operation of turbines with variable inlet guide vanes, compressor stators, and exhaust nozzle area. The evolution of multivariable propulsion control design is examined, noting a basis in a matrix formulation of the differential equations defining the process, leading to state space formulations. Reports and papers which appeared from 1970-1982 which dealt with problems in MCT applications to turbine engine control design are outlined, including works on linear quadratic regulator methods, frequency domain methods, identification, estimation, and model reduction, detection, isolation, and accommodation, and state space control, adaptive control, and optimization approaches. Finally, NASA programs in frequency domain design, sensor failure detection, computer-aided control design, and plant modeling are explored

Automatic Constraint Detection for 2D Layout Regularization.

PubMed

Jiang, Haiyong; Nan, Liangliang; Yan, Dong-Ming; Dong, Weiming; Zhang, Xiaopeng; Wonka, Peter

2016-08-01

In this paper, we address the problem of constraint detection for layout regularization. The layout we consider is a set of two-dimensional elements where each element is represented by its bounding box. Layout regularization is important in digitizing plans or images, such as floor plans and facade images, and in the improvement of user-created contents, such as architectural drawings and slide layouts. To regularize a layout, we aim to improve the input by detecting and subsequently enforcing alignment, size, and distance constraints between layout elements. Similar to previous work, we formulate layout regularization as a quadratic programming problem. In addition, we propose a novel optimization algorithm that automatically detects constraints. We evaluate the proposed framework using a variety of input layouts from different applications. Our results demonstrate that our method has superior performance to the state of the art.

Optimization on Paddy Crops in Central Java (with Solver, SVD on Least Square and ACO (Ant Colony Algorithm))

NASA Astrophysics Data System (ADS)

Parhusip, H. A.; Trihandaru, S.; Susanto, B.; Prasetyo, S. Y. J.; Agus, Y. H.; Simanjuntak, B. H.

2017-03-01

Several algorithms and objective functions on paddy crops have been studied to get optimal paddy crops in Central Java based on the data given from Surakarta and Boyolali. The algorithms are linear solver, least square and Ant Colony Algorithms (ACO) to develop optimization procedures on paddy crops modelled with Modified GSTAR (Generalized Space-Time Autoregressive) and nonlinear models where the nonlinear models are quadratic and power functions. The studied data contain paddy crops from Surakarta and Boyolali determining the best period of planting in the year 1992-2012 for Surakarta where 3 periods for planting are known and the optimal amount of paddy crops in Boyolali in the year 2008-2013. Having these analyses may guide the local agriculture government to give a decision on rice sustainability in its region. The best period for planting in Surakarta is observed, i.e. the best period is in September-December based on the data 1992-2012 by considering the planting area, the cropping area, and the paddy crops are the most important factors to be taken into account. As a result, we can refer the paddy crops in this best period (about 60.4 thousand tons per year) as the optimal results in 1992-2012 where the used objective function is quadratic. According to the research, the optimal paddy crops in Boyolali about 280 thousand tons per year where the studied factors are the amount of rainfalls, the harvested area and the paddy crops in 2008-2013. In this case, linear and power functions are studied to be the objective functions. Compared to all studied algorithms, the linear solver is still recommended to be an optimization tool for a local agriculture government to predict paddy crops in future.

Design and cost analysis of rapid aquifer restoration systems using flow simulation and quadratic programming.

USGS Publications Warehouse

Lefkoff, L.J.; Gorelick, S.M.

1986-01-01

Detailed two-dimensional flow simulation of a complex ground-water system is combined with quadratic and linear programming to evaluate design alternatives for rapid aquifer restoration. Results show how treatment and pumping costs depend dynamically on the type of treatment process, and capacity of pumping and injection wells, and the number of wells. The design for an inexpensive treatment process minimizes pumping costs, while an expensive process results in the minimization of treatment costs. Substantial reductions in pumping costs occur with increases in injection capacity or in the number of wells. Treatment costs are reduced by expansions in pumping capacity or injecion capacity. The analysis identifies maximum pumping and injection capacities.-from Authors

Some Results on Proper Eigenvalues and Eigenvectors with Applications to Scaling.

ERIC Educational Resources Information Center

McDonald, Roderick P.; And Others

1979-01-01

Problems in avoiding the singularity problem in analyzing matrices for optimal scaling are addressed. Conditions are given under which the stationary points and values of a ratio of quadratic forms in two singular matrices can be obtained by a series of simple matrix operations. (Author/JKS)

Optimal solution and optimality condition of the Hunter-Saxton equation

NASA Astrophysics Data System (ADS)

Shen, Chunyu

2018-02-01

This paper is devoted to the optimal distributed control problem governed by the Hunter-Saxton equation with constraints on the control. We first investigate the existence and uniqueness of weak solution for the controlled system with appropriate initial value and boundary conditions. In contrast with our previous research, the proof of solution mapping is local Lipschitz continuous, which is one big improvement. Second, based on the well-posedness result, we find a unique optimal control and optimal solution for the controlled system with the quadratic cost functional. Moreover, we establish the sufficient and necessary optimality condition of an optimal control by means of the optimal control theory, not limited to the necessary condition, which is another major novelty of this paper. We also discuss the optimality conditions corresponding to two physical meaningful distributed observation cases.

Replicator equations, maximal cliques, and graph isomorphism.

PubMed

Pelillo, M

1999-11-15

We present a new energy-minimization framework for the graph isomorphism problem that is based on an equivalent maximum clique formulation. The approach is centered around a fundamental result proved by Motzkin and Straus in the mid-1960s, and recently expanded in various ways, which allows us to formulate the maximum clique problem in terms of a standard quadratic program. The attractive feature of this formulation is that a clear one-to-one correspondence exists between the solutions of the quadratic program and those in the original, combinatorial problem. To solve the program we use the so-called replicator equations--a class of straightforward continuous- and discrete-time dynamical systems developed in various branches of theoretical biology. We show how, despite their inherent inability to escape from local solutions, they nevertheless provide experimental results that are competitive with those obtained using more elaborate mean-field annealing heuristics.

Probabilistic dual heuristic programming-based adaptive critic

NASA Astrophysics Data System (ADS)

Herzallah, Randa

2010-02-01

Adaptive critic (AC) methods have common roots as generalisations of dynamic programming for neural reinforcement learning approaches. Since they approximate the dynamic programming solutions, they are potentially suitable for learning in noisy, non-linear and non-stationary environments. In this study, a novel probabilistic dual heuristic programming (DHP)-based AC controller is proposed. Distinct to current approaches, the proposed probabilistic (DHP) AC method takes uncertainties of forward model and inverse controller into consideration. Therefore, it is suitable for deterministic and stochastic control problems characterised by functional uncertainty. Theoretical development of the proposed method is validated by analytically evaluating the correct value of the cost function which satisfies the Bellman equation in a linear quadratic control problem. The target value of the probabilistic critic network is then calculated and shown to be equal to the analytically derived correct value. Full derivation of the Riccati solution for this non-standard stochastic linear quadratic control problem is also provided. Moreover, the performance of the proposed probabilistic controller is demonstrated on linear and non-linear control examples.

Microgrid to enable optimal distributed energy retail and end-user demand response

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

Jin, Ming; Feng, Wei; Marnay, Chris

In the face of unprecedented challenges in environmental sustainability and grid resilience, there is an increasingly held consensus regarding the adoption of distributed and renewable energy resources such as microgrids (MGs), and the utilization of flexible electric loads by demand response (DR) to potentially drive a necessary paradigm shift in energy production and consumption patterns. However, the potential value of distributed generation and demand flexibility has not yet been fully realized in the operation of MGs. This study investigates the pricing and operation strategy with DR for a MG retailer in an integrated energy system (IES). Based on co-optimizing retailmore » rates and MG dispatch formulated as a mixed integer quadratic programming (MIQP) problem, our model devises a dynamic pricing scheme that reflects the cost of generation and promotes DR, in tandem with an optimal dispatch plan that exploits spark spread and facilitates the integration of renewables, resulting in improved retailer profits and system stability. Main issues like integrated energy coupling and customer bill reduction are addressed during pricing to ensure rates competitiveness and customer protection. By evaluating on real datasets, the system is demonstrated to optimally coordinate storage, renewables, and combined heat and power (CHP), reduce carbon dioxide emission while maintaining profits, and effectively alleviate the PV curtailment problem. Finally, the model can be used by retailers and MG operators to optimize their operations, as well as regulators to design new utility rates in support of the ongoing transformation of energy systems.« less

Microgrid to enable optimal distributed energy retail and end-user demand response

DOE PAGES

Jin, Ming; Feng, Wei; Marnay, Chris; ...

2018-06-07

In the face of unprecedented challenges in environmental sustainability and grid resilience, there is an increasingly held consensus regarding the adoption of distributed and renewable energy resources such as microgrids (MGs), and the utilization of flexible electric loads by demand response (DR) to potentially drive a necessary paradigm shift in energy production and consumption patterns. However, the potential value of distributed generation and demand flexibility has not yet been fully realized in the operation of MGs. This study investigates the pricing and operation strategy with DR for a MG retailer in an integrated energy system (IES). Based on co-optimizing retailmore » rates and MG dispatch formulated as a mixed integer quadratic programming (MIQP) problem, our model devises a dynamic pricing scheme that reflects the cost of generation and promotes DR, in tandem with an optimal dispatch plan that exploits spark spread and facilitates the integration of renewables, resulting in improved retailer profits and system stability. Main issues like integrated energy coupling and customer bill reduction are addressed during pricing to ensure rates competitiveness and customer protection. By evaluating on real datasets, the system is demonstrated to optimally coordinate storage, renewables, and combined heat and power (CHP), reduce carbon dioxide emission while maintaining profits, and effectively alleviate the PV curtailment problem. Finally, the model can be used by retailers and MG operators to optimize their operations, as well as regulators to design new utility rates in support of the ongoing transformation of energy systems.« less

Optimal feed-forward compensation for PWM dc/dc converters with 'linear' and 'quadratic' conversion ratio

NASA Astrophysics Data System (ADS)

Calderone, Luigi; Pinola, Licia; Varoli, Vincenzo

1992-04-01

The paper describes an analytical procedure to optimize the feed-forward compensation for any PWM dc/dc converters. The aims of achieving zero dc audiosusceptibility was found to be possible for the buck, buck-boost, Cuk, and SEPIC cells; for the boost converter, however, only nonoptimal compensation is feasible. Rules for the design of PWM controllers and procedures for the evaluation of the hardware-introduced errors are discussed. A PWM controller implementing the optimal feed-forward compensation for buck-boost, Cuk, and SEPIC cells is described and fully experimentally characterized.

Digital robust active control law synthesis for large order flexible structure using parameter optimization

NASA Technical Reports Server (NTRS)

Mukhopadhyay, V.

1988-01-01

A generic procedure for the parameter optimization of a digital control law for a large-order flexible flight vehicle or large space structure modeled as a sampled data system is presented. A linear quadratic Guassian type cost function was minimized, while satisfying a set of constraints on the steady-state rms values of selected design responses, using a constrained optimization technique to meet multiple design requirements. Analytical expressions for the gradients of the cost function and the design constraints on mean square responses with respect to the control law design variables are presented.

Error analysis of finite element method for Poisson–Nernst–Planck equations

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

Sun, Yuzhou; Sun, Pengtao; Zheng, Bin

A priori error estimates of finite element method for time-dependent Poisson-Nernst-Planck equations are studied in this work. We obtain the optimal error estimates in L∞(H1) and L2(H1) norms, and suboptimal error estimates in L∞(L2) norm, with linear element, and optimal error estimates in L∞(L2) norm with quadratic or higher-order element, for both semi- and fully discrete finite element approximations. Numerical experiments are also given to validate the theoretical results.

The Development and Application of Random Matrix Theory in Adaptive Signal Processing in the Sample Deficient Regime

DTIC Science & Technology

2014-09-01

optimal diagonal loading which minimizes the MSE. The be- havior of optimal diagonal loading when the arrival process is composed of plane waves embedded...observation vectors. The examples of the ensemble correlation matrix corresponding to the input process consisting of a single or multiple plane waves...Y ∗ij is a complex-conjugate of Yij. This result is used in order to evaluate the expectations of different quadratic forms. The Poincare -Nash

Partial differential equations constrained combinatorial optimization on an adiabatic quantum computer

NASA Astrophysics Data System (ADS)

Chandra, Rishabh

Partial differential equation-constrained combinatorial optimization (PDECCO) problems are a mixture of continuous and discrete optimization problems. PDECCO problems have discrete controls, but since the partial differential equations (PDE) are continuous, the optimization space is continuous as well. Such problems have several applications, such as gas/water network optimization, traffic optimization, micro-chip cooling optimization, etc. Currently, no efficient classical algorithm which guarantees a global minimum for PDECCO problems exists. A new mapping has been developed that transforms PDECCO problem, which only have linear PDEs as constraints, into quadratic unconstrained binary optimization (QUBO) problems that can be solved using an adiabatic quantum optimizer (AQO). The mapping is efficient, it scales polynomially with the size of the PDECCO problem, requires only one PDE solve to form the QUBO problem, and if the QUBO problem is solved correctly and efficiently on an AQO, guarantees a global optimal solution for the original PDECCO problem.

Optimal Halbach Permanent Magnet Designs for Maximally Pulling and Pushing Nanoparticles

PubMed Central

Sarwar, A.; Nemirovski, A.; Shapiro, B.

2011-01-01

Optimization methods are presented to design Halbach arrays to maximize the forces applied on magnetic nanoparticles at deep tissue locations. In magnetic drug targeting, where magnets are used to focus therapeutic nanoparticles to disease locations, the sharp fall off of magnetic fields and forces with distances from magnets has limited the depth of targeting. Creating stronger forces at depth by optimally designed Halbach arrays would allow treatment of a wider class of patients, e.g. patients with deeper tumors. The presented optimization methods are based on semi-definite quadratic programming, yield provably globally optimal Halbach designs in 2 and 3-dimensions, for maximal pull or push magnetic forces (stronger pull forces can collect nano-particles against blood forces in deeper vessels; push forces can be used to inject particles into precise locations, e.g. into the inner ear). These Halbach designs, here tested in simulations of Maxwell’s equations, significantly outperform benchmark magnets of the same size and strength. For example, a 3-dimensional 36 element 2000 cm3 volume optimal Halbach design yields a ×5 greater force at a 10 cm depth compared to a uniformly magnetized magnet of the same size and strength. The designed arrays should be feasible to construct, as they have a similar strength (≤ 1 Tesla), size (≤ 2000 cm3), and number of elements (≤ 36) as previously demonstrated arrays, and retain good performance for reasonable manufacturing errors (element magnetization direction errors ≤ 5°), thus yielding practical designs to improve magnetic drug targeting treatment depths. PMID:23335834

Data analytics and optimization of an ice-based energy storage system for commercial buildings

DOE PAGES

Luo, Na; Hong, Tianzhen; Li, Hui; ...

2017-07-25

Ice-based thermal energy storage (TES) systems can shift peak cooling demand and reduce operational energy costs (with time-of-use rates) in commercial buildings. The accurate prediction of the cooling load, and the optimal control strategy for managing the charging and discharging of a TES system, are two critical elements to improving system performance and achieving energy cost savings. This study utilizes data-driven analytics and modeling to holistically understand the operation of an ice–based TES system in a shopping mall, calculating the system’s performance using actual measured data from installed meters and sensors. Results show that there is significant savings potential whenmore » the current operating strategy is improved by appropriately scheduling the operation of each piece of equipment of the TES system, as well as by determining the amount of charging and discharging for each day. A novel optimal control strategy, determined by an optimization algorithm of Sequential Quadratic Programming, was developed to minimize the TES system’s operating costs. Three heuristic strategies were also investigated for comparison with our proposed strategy, and the results demonstrate the superiority of our method to the heuristic strategies in terms of total energy cost savings. Specifically, the optimal strategy yields energy costs of up to 11.3% per day and 9.3% per month compared with current operational strategies. A one-day-ahead hourly load prediction was also developed using machine learning algorithms, which facilitates the adoption of the developed data analytics and optimization of the control strategy in a real TES system operation.« less

Optimal Halbach Permanent Magnet Designs for Maximally Pulling and Pushing Nanoparticles.

PubMed

Sarwar, A; Nemirovski, A; Shapiro, B

2012-03-01

Optimization methods are presented to design Halbach arrays to maximize the forces applied on magnetic nanoparticles at deep tissue locations. In magnetic drug targeting, where magnets are used to focus therapeutic nanoparticles to disease locations, the sharp fall off of magnetic fields and forces with distances from magnets has limited the depth of targeting. Creating stronger forces at depth by optimally designed Halbach arrays would allow treatment of a wider class of patients, e.g. patients with deeper tumors. The presented optimization methods are based on semi-definite quadratic programming, yield provably globally optimal Halbach designs in 2 and 3-dimensions, for maximal pull or push magnetic forces (stronger pull forces can collect nano-particles against blood forces in deeper vessels; push forces can be used to inject particles into precise locations, e.g. into the inner ear). These Halbach designs, here tested in simulations of Maxwell's equations, significantly outperform benchmark magnets of the same size and strength. For example, a 3-dimensional 36 element 2000 cm(3) volume optimal Halbach design yields a ×5 greater force at a 10 cm depth compared to a uniformly magnetized magnet of the same size and strength. The designed arrays should be feasible to construct, as they have a similar strength (≤ 1 Tesla), size (≤ 2000 cm(3)), and number of elements (≤ 36) as previously demonstrated arrays, and retain good performance for reasonable manufacturing errors (element magnetization direction errors ≤ 5°), thus yielding practical designs to improve magnetic drug targeting treatment depths.

Data analytics and optimization of an ice-based energy storage system for commercial buildings

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

Luo, Na; Hong, Tianzhen; Li, Hui

Ice-based thermal energy storage (TES) systems can shift peak cooling demand and reduce operational energy costs (with time-of-use rates) in commercial buildings. The accurate prediction of the cooling load, and the optimal control strategy for managing the charging and discharging of a TES system, are two critical elements to improving system performance and achieving energy cost savings. This study utilizes data-driven analytics and modeling to holistically understand the operation of an ice–based TES system in a shopping mall, calculating the system’s performance using actual measured data from installed meters and sensors. Results show that there is significant savings potential whenmore » the current operating strategy is improved by appropriately scheduling the operation of each piece of equipment of the TES system, as well as by determining the amount of charging and discharging for each day. A novel optimal control strategy, determined by an optimization algorithm of Sequential Quadratic Programming, was developed to minimize the TES system’s operating costs. Three heuristic strategies were also investigated for comparison with our proposed strategy, and the results demonstrate the superiority of our method to the heuristic strategies in terms of total energy cost savings. Specifically, the optimal strategy yields energy costs of up to 11.3% per day and 9.3% per month compared with current operational strategies. A one-day-ahead hourly load prediction was also developed using machine learning algorithms, which facilitates the adoption of the developed data analytics and optimization of the control strategy in a real TES system operation.« less

A numerical algorithm for optimal feedback gains in high dimensional linear quadratic regulator problems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Ito, K.

1991-01-01

A hybrid method for computing the feedback gains in linear quadratic regulator problem is proposed. The method, which combines use of a Chandrasekhar type system with an iteration of the Newton-Kleinman form with variable acceleration parameter Smith schemes, is formulated to efficiently compute directly the feedback gains rather than solutions of an associated Riccati equation. The hybrid method is particularly appropriate when used with large dimensional systems such as those arising in approximating infinite-dimensional (distributed parameter) control systems (e.g., those governed by delay-differential and partial differential equations). Computational advantages of the proposed algorithm over the standard eigenvector (Potter, Laub-Schur) based techniques are discussed, and numerical evidence of the efficacy of these ideas is presented.

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

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1984-01-01

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

Computation and analysis for a constrained entropy optimization problem in finance

NASA Astrophysics Data System (ADS)

He, Changhong; Coleman, Thomas F.; Li, Yuying

2008-12-01

In [T. Coleman, C. He, Y. Li, Calibrating volatility function bounds for an uncertain volatility model, Journal of Computational Finance (2006) (submitted for publication)], an entropy minimization formulation has been proposed to calibrate an uncertain volatility option pricing model (UVM) from market bid and ask prices. To avoid potential infeasibility due to numerical error, a quadratic penalty function approach is applied. In this paper, we show that the solution to the quadratic penalty problem can be obtained by minimizing an objective function which can be evaluated via solving a Hamilton-Jacobian-Bellman (HJB) equation. We prove that the implicit finite difference solution of this HJB equation converges to its viscosity solution. In addition, we provide computational examples illustrating accuracy of calibration.

Identification of spatially-localized initial conditions via sparse PCA

NASA Astrophysics Data System (ADS)

Dwivedi, Anubhav; Jovanovic, Mihailo

2017-11-01

Principal Component Analysis involves maximization of a quadratic form subject to a quadratic constraint on the initial flow perturbations and it is routinely used to identify the most energetic flow structures. For general flow configurations, principal components can be efficiently computed via power iteration of the forward and adjoint governing equations. However, the resulting flow structures typically have a large spatial support leading to a question of physical realizability. To obtain spatially-localized structures, we modify the quadratic constraint on the initial condition to include a convex combination with an additional regularization term which promotes sparsity in the physical domain. We formulate this constrained optimization problem as a nonlinear eigenvalue problem and employ an inverse power-iteration-based method to solve it. The resulting solution is guaranteed to converge to a nonlinear eigenvector which becomes increasingly localized as our emphasis on sparsity increases. We use several fluids examples to demonstrate that our method indeed identifies the most energetic initial perturbations that are spatially compact. This work was supported by Office of Naval Research through Grant Number N00014-15-1-2522.

Cooking quality and starch digestibility of gluten free pasta using new bean flour.

PubMed

Giuberti, Gianluca; Gallo, Antonio; Cerioli, Carla; Fortunati, Paola; Masoero, Francesco

2015-05-15

The use of rice/leguminous blend may be nutritionally convenient in gluten free product manufacturing. Gluten free spaghetti was prepared with rice flour and different concentrations of bean flour (included at levels of 0%, 20% and 40%, w/w) derived from a new developed white-seeded low phytic acid and lectin free (ws+lpa+lf) bean cultivar. Protein, ash and dietary fibre contents increased linearly (P<0.05) while total starch decreased quadratically (P<0.05) with the inclusion of ws+lpa+lf bean flour. The colour of spaghetti was influenced (P<0.05) by ws+lpa+lf bean inclusion. With respect to 0% spaghetti, the inclusion of ws+lpa+lf bean increased linearly (P<0.05) the optimal cooking time and the water absorption capacity, without affecting cooking loss and texture properties. The ws+lpa+lf bean inclusion increases quadratically (P<0.05) the resistant starch content, while decreasing quadratically (P<0.05) the in vitro glycemic index. The partial replacement of rice flour with bean flour can favourably be used in gluten free spaghetti formulation. Copyright © 2014 Elsevier Ltd. All rights reserved.

Enhancement of docosahexaenoic acid production by Schizochytrium SW1 using response surface methodology

NASA Astrophysics Data System (ADS)

Nazir, Mohd Yusuf Mohd; Al-Shorgani, Najeeb Kaid Nasser; Kalil, Mohd Sahaid; Hamid, Aidil Abdul

2015-09-01

In this study, three factors (fructose concentration, agitation speed and monosodium glutamate (MSG) concentration) were optimized to enhance DHA production by Schizochytrium SW1 using response surface methodology (RSM). Central composite design was applied as the experimental design and analysis of variance (ANOVA) was used to analyze the data. The experiments were conducted using 500 mL flask with 100 mL working volume at 30°C for 96 hours. ANOVA analysis revealed that the process was adequately represented significantly by the quadratic model (p<0.0001) and two of the factors namely agitation speed and MSG concentration significantly affect DHA production (p<0.005). Level of influence for each variable and quadratic polynomial equation were obtained for DHA production by multiple regression analyses. The estimated optimum conditions for maximizing DHA production by SW1 were 70 g/L fructose, 250 rpm agitation speed and 12 g/L MSG. Consequently, the quadratic model was validated by applying of the estimated optimum conditions, which confirmed the model validity and 52.86% of DHA was produced.

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.

Optimal control of LQR for discrete time-varying systems with input delays

NASA Astrophysics Data System (ADS)

Yin, Yue-Zhu; Yang, Zhong-Lian; Yin, Zhi-Xiang; Xu, Feng

2018-04-01

In this work, we consider the optimal control problem of linear quadratic regulation for discrete time-variant systems with single input and multiple input delays. An innovative and simple method to derive the optimal controller is given. The studied problem is first equivalently converted into a problem subject to a constraint condition. Last, with the established duality, the problem is transformed into a static mathematical optimisation problem without input delays. The optimal control input solution to minimise performance index function is derived by solving this optimisation problem with two methods. A numerical simulation example is carried out and its results show that our two approaches are both feasible and very effective.

Half-quadratic variational regularization methods for speckle-suppression and edge-enhancement in SAR complex image

NASA Astrophysics Data System (ADS)

Zhao, Xia; Wang, Guang-xin

2008-12-01

Synthetic aperture radar (SAR) is an active remote sensing sensor. It is a coherent imaging system, the speckle is its inherent default, which affects badly the interpretation and recognition of the SAR targets. Conventional methods of removing the speckle is studied usually in real SAR image, which reduce the edges of the images at the same time as depressing the speckle. Morever, Conventional methods lost the information about images phase. Removing the speckle and enhancing the target and edge simultaneously are still a puzzle. To suppress the spckle and enhance the targets and the edges simultaneously, a half-quadratic variational regularization method in complex SAR image is presented, which is based on the prior knowledge of the targets and the edge. Due to the non-quadratic and non- convex quality and the complexity of the cost function, a half-quadratic variational regularization variation is used to construct a new cost function,which is solved by alternate optimization. In the proposed scheme, the construction of the model, the solution of the model and the selection of the model peremeters are studied carefully. In the end, we validate the method using the real SAR data.Theoretic analysis and the experimental results illustrate the the feasibility of the proposed method. Further more, the proposed method can preserve the information about images phase.

Modeling and optimization by particle swarm embedded neural network for adsorption of zinc (II) by palm kernel shell based activated carbon from aqueous environment.

PubMed

Karri, Rama Rao; Sahu, J N

2018-01-15

Zn (II) is one the common pollutant among heavy metals found in industrial effluents. Removal of pollutant from industrial effluents can be accomplished by various techniques, out of which adsorption was found to be an efficient method. Applications of adsorption limits itself due to high cost of adsorbent. In this regard, a low cost adsorbent produced from palm oil kernel shell based agricultural waste is examined for its efficiency to remove Zn (II) from waste water and aqueous solution. The influence of independent process variables like initial concentration, pH, residence time, activated carbon (AC) dosage and process temperature on the removal of Zn (II) by palm kernel shell based AC from batch adsorption process are studied systematically. Based on the design of experimental matrix, 50 experimental runs are performed with each process variable in the experimental range. The optimal values of process variables to achieve maximum removal efficiency is studied using response surface methodology (RSM) and artificial neural network (ANN) approaches. A quadratic model, which consists of first order and second order degree regressive model is developed using the analysis of variance and RSM - CCD framework. The particle swarm optimization which is a meta-heuristic optimization is embedded on the ANN architecture to optimize the search space of neural network. The optimized trained neural network well depicts the testing data and validation data with R 2 equal to 0.9106 and 0.9279 respectively. The outcomes indicates that the superiority of ANN-PSO based model predictions over the quadratic model predictions provided by RSM. Copyright © 2017 Elsevier Ltd. All rights reserved.

Fast Algorithms for Designing Unimodular Waveform(s) With Good Correlation Properties

NASA Astrophysics Data System (ADS)

Li, Yongzhe; Vorobyov, Sergiy A.

2018-03-01

In this paper, we develop new fast and efficient algorithms for designing single/multiple unimodular waveforms/codes with good auto- and cross-correlation or weighted correlation properties, which are highly desired in radar and communication systems. The waveform design is based on the minimization of the integrated sidelobe level (ISL) and weighted ISL (WISL) of waveforms. As the corresponding optimization problems can quickly grow to large scale with increasing the code length and number of waveforms, the main issue turns to be the development of fast large-scale optimization techniques. The difficulty is also that the corresponding optimization problems are non-convex, but the required accuracy is high. Therefore, we formulate the ISL and WISL minimization problems as non-convex quartic optimization problems in frequency domain, and then simplify them into quadratic problems by utilizing the majorization-minimization technique, which is one of the basic techniques for addressing large-scale and/or non-convex optimization problems. While designing our fast algorithms, we find out and use inherent algebraic structures in the objective functions to rewrite them into quartic forms, and in the case of WISL minimization, to derive additionally an alternative quartic form which allows to apply the quartic-quadratic transformation. Our algorithms are applicable to large-scale unimodular waveform design problems as they are proved to have lower or comparable computational burden (analyzed theoretically) and faster convergence speed (confirmed by comprehensive simulations) than the state-of-the-art algorithms. In addition, the waveforms designed by our algorithms demonstrate better correlation properties compared to their counterparts.

Homotopy method for optimization of variable-specific-impulse low-thrust trajectories

NASA Astrophysics Data System (ADS)

Chi, Zhemin; Yang, Hongwei; Chen, Shiyu; Li, Junfeng

2017-11-01

The homotopy method has been used as a useful tool in solving fuel-optimal trajectories with constant-specific-impulse low thrust. However, the specific impulse is often variable for many practical solar electric power-limited thrusters. This paper investigates the application of the homotopy method for optimization of variable-specific-impulse low-thrust trajectories. Difficulties arise when the two commonly-used homotopy functions are employed for trajectory optimization. The optimal power throttle level and the optimal specific impulse are coupled with the commonly-used quadratic and logarithmic homotopy functions. To overcome these difficulties, a modified logarithmic homotopy function is proposed to serve as a gateway for trajectory optimization, leading to decoupled expressions of both the optimal power throttle level and the optimal specific impulse. The homotopy method based on this homotopy function is proposed. Numerical simulations validate the feasibility and high efficiency of the proposed method.

Optimization of Cubic Polynomial Functions without Calculus

ERIC Educational Resources Information Center

Taylor, Ronald D., Jr.; Hansen, Ryan

2008-01-01

In algebra and precalculus courses, students are often asked to find extreme values of polynomial functions in the context of solving an applied problem; but without the notion of derivative, something is lost. Either the functions are reduced to quadratics, since students know the formula for the vertex of a parabola, or solutions are…

Acceleration-Augmented LQG Control of an Active Magnetic Bearing

NASA Technical Reports Server (NTRS)

Feeley, Joseph J.

1993-01-01

A linear-quadratic-gaussian (LQG) regulator controller design for an acceleration-augmented active magnetic bearing (AMB) is outlined. Acceleration augmentation is a key feature in providing improved dynamic performance of the controller. The optimal control formulation provides a convenient method of trading-off fast transient response and force attenuation as control objectives.

Application of quadratic optimization to supersonic inlet control.

NASA Technical Reports Server (NTRS)

Lehtinen, B.; Zeller, J. R.

1972-01-01

This paper describes the application of linear stochastic optimal control theory to the design of the control system for the air intake, the inlet, of a supersonic air-breathing propulsion system. The controls must maintain a stable inlet shock position in the presence of random airflow disturbances and prevent inlet unstart. Two different linear time invariant controllers are developed. One is designed to minimize a nonquadratic index, the expected frequency of inlet unstart, and the other is designed to minimize the mean square value of inlet shock motion. The quadratic equivalence principle is used to obtain a linear controller that minimizes the nonquadratic index. The two controllers are compared on the basis of unstart prevention, control effort requirements, and frequency response. It is concluded that while controls designed to minimize unstarts are desirable in that the index minimized is physically meaningful, computation time required is longer than for the minimum mean square shock position approach. The simpler minimum mean square shock position solution produced expected unstart frequency values which were not significantly larger than those of the nonquadratic solution.

Inertial sensor-based smoother for gait analysis.

PubMed

Suh, Young Soo

2014-12-17

An off-line smoother algorithm is proposed to estimate foot motion using an inertial sensor unit (three-axis gyroscopes and accelerometers) attached to a shoe. The smoother gives more accurate foot motion estimation than filter-based algorithms by using all of the sensor data instead of using the current sensor data. The algorithm consists of two parts. In the first part, a Kalman filter is used to obtain initial foot motion estimation. In the second part, the error in the initial estimation is compensated using a smoother, where the problem is formulated in the quadratic optimization problem. An efficient solution of the quadratic optimization problem is given using the sparse structure. Through experiments, it is shown that the proposed algorithm can estimate foot motion more accurately than a filter-based algorithm with reasonable computation time. In particular, there is significant improvement in the foot motion estimation when the foot is moving off the floor: the z-axis position error squared sum (total time: 3.47 s) when the foot is in the air is 0.0807 m2 (Kalman filter) and 0.0020 m2 (the proposed smoother).

Optimization of thermo-alkaline disintegration of sewage sludge for enhanced biogas yield.

PubMed

Shehu, Muhammad Sani; Abdul Manan, Zainuddin; Alwi, Sharifah Rafidah Wan

2012-06-01

Optimization of thermo-alkaline disintegration of sewage sludge for enhanced biogas yield was carried out using response surface methodology (RSM) and Box-Behnken design of experiment. The individual linear and quadratic effects as well as the interactive effects of temperature, NaOH concentration and time on the degree of disintegration were investigated. The optimum degree of disintegration achieved was 61.45% at 88.50 °C, 2.29 M NaOH (24.23%w/w total solids) and 21 min retention time. Linear and quadratic effects of temperature are most significant in affecting the degree of disintegration. The coefficient of determination (R(2)) of 99.5% confirms that the model used in predicting the degree of disintegration process has a very good fitness with the experimental variables. The disintegrated sludge increased the biogas yield by 36%v/v compared to non-disintegrated sludge. The RSM with Box-Behnken design is an effective tool in predicting the optimum degree of disintegration of sewage sludge for increased biogas yield. Copyright © 2012 Elsevier Ltd. All rights reserved.

A Comparison of Approximation Modeling Techniques: Polynomial Versus Interpolating Models

NASA Technical Reports Server (NTRS)

Giunta, Anthony A.; Watson, Layne T.

1998-01-01

Two methods of creating approximation models are compared through the calculation of the modeling accuracy on test problems involving one, five, and ten independent variables. Here, the test problems are representative of the modeling challenges typically encountered in realistic engineering optimization problems. The first approximation model is a quadratic polynomial created using the method of least squares. This type of polynomial model has seen considerable use in recent engineering optimization studies due to its computational simplicity and ease of use. However, quadratic polynomial models may be of limited accuracy when the response data to be modeled have multiple local extrema. The second approximation model employs an interpolation scheme known as kriging developed in the fields of spatial statistics and geostatistics. This class of interpolating model has the flexibility to model response data with multiple local extrema. However, this flexibility is obtained at an increase in computational expense and a decrease in ease of use. The intent of this study is to provide an initial exploration of the accuracy and modeling capabilities of these two approximation methods.

Flexible resources for quantum metrology

NASA Astrophysics Data System (ADS)

Friis, Nicolai; Orsucci, Davide; Skotiniotis, Michalis; Sekatski, Pavel; Dunjko, Vedran; Briegel, Hans J.; Dür, Wolfgang

2017-06-01

Quantum metrology offers a quadratic advantage over classical approaches to parameter estimation problems by utilising entanglement and nonclassicality. However, the hurdle of actually implementing the necessary quantum probe states and measurements, which vary drastically for different metrological scenarios, is usually not taken into account. We show that for a wide range of tasks in metrology, 2D cluster states (a particular family of states useful for measurement-based quantum computation) can serve as flexible resources that allow one to efficiently prepare any required state for sensing, and perform appropriate (entangled) measurements using only single qubit operations. Crucially, the overhead in the number of qubits is less than quadratic, thus preserving the quantum scaling advantage. This is ensured by using a compression to a logarithmically sized space that contains all relevant information for sensing. We specifically demonstrate how our method can be used to obtain optimal scaling for phase and frequency estimation in local estimation problems, as well as for the Bayesian equivalents with Gaussian priors of varying widths. Furthermore, we show that in the paradigmatic case of local phase estimation 1D cluster states are sufficient for optimal state preparation and measurement.

QUADrATiC: scalable gene expression connectivity mapping for repurposing FDA-approved therapeutics.

PubMed

O'Reilly, Paul G; Wen, Qing; Bankhead, Peter; Dunne, Philip D; McArt, Darragh G; McPherson, Suzanne; Hamilton, Peter W; Mills, Ken I; Zhang, Shu-Dong

2016-05-04

Gene expression connectivity mapping has proven to be a powerful and flexible tool for research. Its application has been shown in a broad range of research topics, most commonly as a means of identifying potential small molecule compounds, which may be further investigated as candidates for repurposing to treat diseases. The public release of voluminous data from the Library of Integrated Cellular Signatures (LINCS) programme further enhanced the utilities and potentials of gene expression connectivity mapping in biomedicine. We describe QUADrATiC ( http://go.qub.ac.uk/QUADrATiC ), a user-friendly tool for the exploration of gene expression connectivity on the subset of the LINCS data set corresponding to FDA-approved small molecule compounds. It enables the identification of compounds for repurposing therapeutic potentials. The software is designed to cope with the increased volume of data over existing tools, by taking advantage of multicore computing architectures to provide a scalable solution, which may be installed and operated on a range of computers, from laptops to servers. This scalability is provided by the use of the modern concurrent programming paradigm provided by the Akka framework. The QUADrATiC Graphical User Interface (GUI) has been developed using advanced Javascript frameworks, providing novel visualization capabilities for further analysis of connections. There is also a web services interface, allowing integration with other programs or scripts. QUADrATiC has been shown to provide an improvement over existing connectivity map software, in terms of scope (based on the LINCS data set), applicability (using FDA-approved compounds), usability and speed. It offers potential to biological researchers to analyze transcriptional data and generate potential therapeutics for focussed study in the lab. QUADrATiC represents a step change in the process of investigating gene expression connectivity and provides more biologically-relevant results than previous alternative solutions.

Synthesis of concentric circular antenna arrays using dragonfly algorithm

NASA Astrophysics Data System (ADS)

Babayigit, B.

2018-05-01

Due to the strong non-linear relationship between the array factor and the array elements, concentric circular antenna array (CCAA) synthesis problem is challenging. Nature-inspired optimisation techniques have been playing an important role in solving array synthesis problems. Dragonfly algorithm (DA) is a novel nature-inspired optimisation technique which is based on the static and dynamic swarming behaviours of dragonflies in nature. This paper presents the design of CCAAs to get low sidelobes using DA. The effectiveness of the proposed DA is investigated in two different (with and without centre element) cases of two three-ring (having 4-, 6-, 8-element or 8-, 10-, 12-element) CCAA design. The radiation pattern of each design cases is obtained by finding optimal excitation weights of the array elements using DA. Simulation results show that the proposed algorithm outperforms the other state-of-the-art techniques (symbiotic organisms search, biogeography-based optimisation, sequential quadratic programming, opposition-based gravitational search algorithm, cat swarm optimisation, firefly algorithm, evolutionary programming) for all design cases. DA can be a promising technique for electromagnetic problems.

AESOP: An interactive computer program for the design of linear quadratic regulators and Kalman filters

NASA Technical Reports Server (NTRS)

Lehtinen, B.; Geyser, L. C.

1984-01-01

AESOP is a computer program for use in designing feedback controls and state estimators for linear multivariable systems. AESOP is meant to be used in an interactive manner. Each design task that the program performs is assigned a "function" number. The user accesses these functions either (1) by inputting a list of desired function numbers or (2) by inputting a single function number. In the latter case the choice of the function will in general depend on the results obtained by the previously executed function. The most important of the AESOP functions are those that design,linear quadratic regulators and Kalman filters. The user interacts with the program when using these design functions by inputting design weighting parameters and by viewing graphic displays of designed system responses. Supporting functions are provided that obtain system transient and frequency responses, transfer functions, and covariance matrices. The program can also compute open-loop system information such as stability (eigenvalues), eigenvectors, controllability, and observability. The program is written in ANSI-66 FORTRAN for use on an IBM 3033 using TSS 370. Descriptions of all subroutines and results of two test cases are included in the appendixes.

Optimal reduced-rank quadratic classifiers using the Fukunaga-Koontz transform with applications to automated target recognition

NASA Astrophysics Data System (ADS)

Huo, Xiaoming; Elad, Michael; Flesia, Ana G.; Muise, Robert R.; Stanfill, S. Robert; Friedman, Jerome; Popescu, Bogdan; Chen, Jihong; Mahalanobis, Abhijit; Donoho, David L.

2003-09-01

In target recognition applications of discriminant of classification analysis, each 'feature' is a result of a convolution of an imagery with a filter, which may be derived from a feature vector. It is important to use relatively few features. We analyze an optimal reduced-rank classifier under the two-class situation. Assuming each population is Gaussian and has zero mean, and the classes differ through the covariance matrices: ∑1 and ∑2. The following matrix is considered: Λ=(∑1+∑2)-1/2∑1(∑1+∑2)-1/2. We show that the k eigenvectors of this matrix whose eigenvalues are most different from 1/2 offer the best rank k approximation to the maximum likelihood classifier. The matrix Λ and its eigenvectors have been introduced by Fukunaga and Koontz; hence this analysis gives a new interpretation of the well known Fukunaga-Koontz transform. The optimality that is promised in this method hold if the two populations are exactly Guassian with the same means. To check the applicability of this approach to real data, an experiment is performed, in which several 'modern' classifiers were used on an Infrared ATR data. In these experiments, a reduced-rank classifier-Tuned Basis Functions-outperforms others. The competitive performance of the optimal reduced-rank quadratic classifier suggests that, at least for classification purposes, the imagery data behaves in a nearly-Gaussian fashion.

A recurrent neural network for nonlinear optimization with a continuously differentiable objective function and bound constraints.

PubMed

Liang, X B; Wang, J

2000-01-01

This paper presents a continuous-time recurrent neural-network model for nonlinear optimization with any continuously differentiable objective function and bound constraints. Quadratic optimization with bound constraints is a special problem which can be solved by the recurrent neural network. The proposed recurrent neural network has the following characteristics. 1) It is regular in the sense that any optimum of the objective function with bound constraints is also an equilibrium point of the neural network. If the objective function to be minimized is convex, then the recurrent neural network is complete in the sense that the set of optima of the function with bound constraints coincides with the set of equilibria of the neural network. 2) The recurrent neural network is primal and quasiconvergent in the sense that its trajectory cannot escape from the feasible region and will converge to the set of equilibria of the neural network for any initial point in the feasible bound region. 3) The recurrent neural network has an attractivity property in the sense that its trajectory will eventually converge to the feasible region for any initial states even at outside of the bounded feasible region. 4) For minimizing any strictly convex quadratic objective function subject to bound constraints, the recurrent neural network is globally exponentially stable for almost any positive network parameters. Simulation results are given to demonstrate the convergence and performance of the proposed recurrent neural network for nonlinear optimization with bound constraints.

Non-destructive testing of ceramic materials using mid-infrared ultrashort-pulse laser

NASA Astrophysics Data System (ADS)

Sun, S. C.; Qi, Hong; An, X. Y.; Ren, Y. T.; Qiao, Y. B.; Ruan, Liming M.

2018-04-01

The non-destructive testing (NDT) of ceramic materials using mid-infrared ultrashort-pulse laser is investigated in this study. The discrete ordinate method is applied to solve the transient radiative transfer equation in 2D semitransparent medium and the emerging radiative intensity on boundary serves as input for the inverse analysis. The sequential quadratic programming algorithm is employed as the inverse technique to optimize objective function, in which the gradient of objective function with respect to reconstruction parameters is calculated using the adjoint model. Two reticulated porous ceramics including partially stabilized zirconia and oxide-bonded silicon carbide are tested. The retrieval results show that the main characteristics of defects such as optical properties, geometric shapes and positions can be accurately reconstructed by the present model. The proposed technique is effective and robust in NDT of ceramics even with measurement errors.

Design of an ultrasonic micro-array for near field sensing during retinal microsurgery.

PubMed

Clarke, Clyde; Etienne-Cummings, Ralph

2006-01-01

A method for obtaining the optimal and specific sensor parameters for a tool-tip mountable ultrasonic transducer micro-array is presented. The ultrasonic transducer array sensor parameters, such as frequency of operation, element size, inter-element spacing, number of elements and transducer geometry are obtained using a quadratic programming method to obtain a maximum directivity while being constrained to a total array size of 4 mm2 and the required resolution for retinal imaging. The technique is used to design a uniformly spaced NxN transducer array that is capable of resolving structures in the retina that are as small as 2 microm from a distance of 100 microm. The resultant 37x37 array of 16 microm transducers with 26 microm spacing will be realized as a Capacitive Micromachined Ultrasonic Transducer (CMUT) array and used for imaging and robotic guidance during retinal microsurgery.

SU-E-T-549: A Combinatorial Optimization Approach to Treatment Planning with Non-Uniform Fractions in Intensity Modulated Proton Therapy

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

Stochastic model of the NASA/MSFC ground facility for large space structures with uncertain parameters: The maximum entropy approach, part 2

NASA Technical Reports Server (NTRS)

Hsia, Wei Shen

1989-01-01

A validated technology data base is being developed in the areas of control/structures interaction, deployment dynamics, and system performance for Large Space Structures (LSS). A Ground Facility (GF), in which the dynamics and control systems being considered for LSS applications can be verified, was designed and built. One of the important aspects of the GF is to verify the analytical model for the control system design. The procedure is to describe the control system mathematically as well as possible, then to perform tests on the control system, and finally to factor those results into the mathematical model. The reduction of the order of a higher order control plant was addressed. The computer program was improved for the maximum entropy principle adopted in Hyland's MEOP method. The program was tested against the testing problem. It resulted in a very close match. Two methods of model reduction were examined: Wilson's model reduction method and Hyland's optimal projection (OP) method. Design of a computer program for Hyland's OP method was attempted. Due to the difficulty encountered at the stage where a special matrix factorization technique is needed in order to obtain the required projection matrix, the program was successful up to the finding of the Linear Quadratic Gaussian solution but not beyond. Numerical results along with computer programs which employed ORACLS are presented.

Quadratic semiparametric Von Mises calculus

PubMed Central

Robins, James; Li, Lingling; Tchetgen, Eric

2009-01-01

We discuss a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on U-statistics constructed from quadratic influence functions. The latter extend ordinary linear influence functions of the parameter of interest as defined in semiparametric theory, and represent second order derivatives of this parameter. For parameters for which the matching cannot be perfect the method leads to a bias-variance trade-off, and results in estimators that converge at a slower than n–1/2-rate. In a number of examples the resulting rate can be shown to be optimal. We are particularly interested in estimating parameters in models with a nuisance parameter of high dimension or low regularity, where the parameter of interest cannot be estimated at n–1/2-rate. PMID:23087487

Conic Sampling: An Efficient Method for Solving Linear and Quadratic Programming by Randomly Linking Constraints within the Interior

PubMed Central

Serang, Oliver

2012-01-01

Linear programming (LP) problems are commonly used in analysis and resource allocation, frequently surfacing as approximations to more difficult problems. Existing approaches to LP have been dominated by a small group of methods, and randomized algorithms have not enjoyed popularity in practice. This paper introduces a novel randomized method of solving LP problems by moving along the facets and within the interior of the polytope along rays randomly sampled from the polyhedral cones defined by the bounding constraints. This conic sampling method is then applied to randomly sampled LPs, and its runtime performance is shown to compare favorably to the simplex and primal affine-scaling algorithms, especially on polytopes with certain characteristics. The conic sampling method is then adapted and applied to solve a certain quadratic program, which compute a projection onto a polytope; the proposed method is shown to outperform the proprietary software Mathematica on large, sparse QP problems constructed from mass spectometry-based proteomics. PMID:22952741

Polarimetric image reconstruction algorithms

NASA Astrophysics Data System (ADS)

Valenzuela, John R.

In the field of imaging polarimetry Stokes parameters are sought and must be inferred from noisy and blurred intensity measurements. Using a penalized-likelihood estimation framework we investigate reconstruction quality when estimating intensity images and then transforming to Stokes parameters (traditional estimator), and when estimating Stokes parameters directly (Stokes estimator). We define our cost function for reconstruction by a weighted least squares data fit term and a regularization penalty. It is shown that under quadratic regularization, the traditional and Stokes estimators can be made equal by appropriate choice of regularization parameters. It is empirically shown that, when using edge preserving regularization, estimating the Stokes parameters directly leads to lower RMS error in reconstruction. Also, the addition of a cross channel regularization term further lowers the RMS error for both methods especially in the case of low SNR. The technique of phase diversity has been used in traditional incoherent imaging systems to jointly estimate an object and optical system aberrations. We extend the technique of phase diversity to polarimetric imaging systems. Specifically, we describe penalized-likelihood methods for jointly estimating Stokes images and optical system aberrations from measurements that contain phase diversity. Jointly estimating Stokes images and optical system aberrations involves a large parameter space. A closed-form expression for the estimate of the Stokes images in terms of the aberration parameters is derived and used in a formulation that reduces the dimensionality of the search space to the number of aberration parameters only. We compare the performance of the joint estimator under both quadratic and edge-preserving regularization. The joint estimator with edge-preserving regularization yields higher fidelity polarization estimates than with quadratic regularization. Under quadratic regularization, using the reduced-parameter search strategy, accurate aberration estimates can be obtained without recourse to regularization "tuning". Phase-diverse wavefront sensing is emerging as a viable candidate wavefront sensor for adaptive-optics systems. In a quadratically penalized weighted least squares estimation framework a closed form expression for the object being imaged in terms of the aberrations in the system is available. This expression offers a dramatic reduction of the dimensionality of the estimation problem and thus is of great interest for practical applications. We have derived an expression for an approximate joint covariance matrix for object and aberrations in the phase diversity context. Our expression for the approximate joint covariance is compared with the "known-object" Cramer-Rao lower bound that is typically used for system parameter optimization. Estimates of the optimal amount of defocus in a phase-diverse wavefront sensor derived from the joint-covariance matrix, the known-object Cramer-Rao bound, and Monte Carlo simulations are compared for an extended scene and a point object. It is found that our variance approximation, that incorporates the uncertainty of the object, leads to an improvement in predicting the optimal amount of defocus to use in a phase-diverse wavefront sensor.

Extensions to PIFCGT: Multirate output feedback and optimal disturbance suppression

NASA Technical Reports Server (NTRS)

Broussard, J. R.

1986-01-01

New control synthesis procedures for digital flight control systems were developed. The theoretical developments are the solution to the problem of optimal disturbance suppression in the presence of windshear. Control synthesis is accomplished using a linear quadratic cost function, the command generator tracker for trajectory following and the proportional-integral-filter control structure for practical implementation. Extensions are made to the optimal output feedback algorithm for computing feedback gains so that the multirate and optimal disturbance control designs are computed and compared for the advanced transport operating system (ATOPS). The performance of the designs is demonstrated by closed-loop poles, frequency domain multiinput sigma and eigenvalue plots and detailed nonlinear 6-DOF aircraft simulations in the terminal area in the presence of windshear.

Synthesis of robust nonlinear autopilots using differential game theory

NASA Technical Reports Server (NTRS)

Menon, P. K. A.

1991-01-01

A synthesis technique for handling unmodeled disturbances in nonlinear control law synthesis was advanced using differential game theory. Two types of modeling inaccuracies can be included in the formulation. The first is a bias-type error, while the second is the scale-factor-type error in the control variables. The disturbances were assumed to satisfy an integral inequality constraint. Additionally, it was assumed that they act in such a way as to maximize a quadratic performance index. Expressions for optimal control and worst-case disturbance were then obtained using optimal control theory.

FIBER OPTICS. ACOUSTOOPTICS: Compression of random pulses in fiber waveguides

NASA Astrophysics Data System (ADS)

Aleshkevich, Viktor A.; Kozhoridze, G. D.

1990-07-01

An investigation is made of the compression of randomly modulated signal + noise pulses during their propagation in a fiber waveguide. An allowance is made for a cubic nonlinearity and quadratic dispersion. The relationships governing the kinetics of transformation of the time envelope, and those which determine the duration and intensity of a random pulse are derived. The expressions for the optimal length of a fiber waveguide and for the maximum degree of compression are compared with the available data for regular pulses and the recommendations on selection of the optimal parameters are given.

Factorization and reduction methods for optimal control of distributed parameter systems

NASA Technical Reports Server (NTRS)

Burns, J. A.; Powers, R. K.

1985-01-01

A Chandrasekhar-type factorization method is applied to the linear-quadratic optimal control problem for distributed parameter systems. An aeroelastic control problem is used as a model example to demonstrate that if computationally efficient algorithms, such as those of Chandrasekhar-type, are combined with the special structure often available to a particular problem, then an abstract approximation theory developed for distributed parameter control theory becomes a viable method of solution. A numerical scheme based on averaging approximations is applied to hereditary control problems. Numerical examples are given.

A contracting-interval program for the Danilewski method. Ph.D. Thesis - Va. Univ.

NASA Technical Reports Server (NTRS)

Harris, J. D.

1971-01-01

The concept of contracting-interval programs is applied to finding the eigenvalues of a matrix. The development is a three-step process in which (1) a program is developed for the reduction of a matrix to Hessenberg form, (2) a program is developed for the reduction of a Hessenberg matrix to colleague form, and (3) the characteristic polynomial with interval coefficients is readily obtained from the interval of colleague matrices. This interval polynomial is then factored into quadratic factors so that the eigenvalues may be obtained. To develop a contracting-interval program for factoring this polynomial with interval coefficients it is necessary to have an iteration method which converges even in the presence of controlled rounding errors. A theorem is stated giving sufficient conditions for the convergence of Newton's method when both the function and its Jacobian cannot be evaluated exactly but errors can be made proportional to the square of the norm of the difference between the previous two iterates. This theorem is applied to prove the convergence of the generalization of the Newton-Bairstow method that is used to obtain quadratic factors of the characteristic polynomial.

Quadratic general rotary unitized design for doping concentrations and up-conversion luminescence properties of Er{sup 3+}/Yb{sup 3+} co-doped NaLa(MoO{sub 4}){sub 2} phosphors

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

Sun, Jiashi, E-mail: sunjs@dlmu.edu.cn; Shi, Linlin; Li, Shuwei

Highlights: • NaLa(MoO4)2: Er3+/Yb3+ phosphor is synthesized by solid state method. • QGRUD is first applied to the codoping concentration option. • Optimized phosphor presents more stable UC emissions than the commercial phosphor. - Abstract: It is still a great challenge that designing proper codoping concentrations of rare earth ions for achieving intensest expected emission from the studied phosphor. In this work, the quadratic general rotary unitized design (QGRUD) was introduced into the codoping concentration option of NaLa(MoO{sub 4}){sub 2}: Er{sup 3+}/Yb{sup 3+} phosphor for upconversion (UC) applications, and the optimum doping concentrations of Er{sup 3+} and Yb{sup 3+} formore » achieving maximum UC luminescence intensity, which is close to commercial NaYF{sub 4}:Er{sup 3+}/Yb{sup 3+} phosphor, were obtained. The two-photon process was assigned to the green UC emissions in the optimized NaLa(MoO{sub 4}){sub 2}: Er{sup 3+}/Yb{sup 3+} phosphor. It was also demonstrated that the optimized phosphor presented more stable upconversion emissions than the commercial NaYF{sub 4}:Er{sup 3+}/Yb{sup 3+} phosphor.« less

Optimal design of microtube recuperators for an indirect supercritical carbon dioxide recompression closed Brayton cycle

DOE PAGES

Jiang, Yuan; Liese, Eric; Zitney, Stephen E.; ...

2018-02-25

This paper presents a baseline design and optimization approach developed in Aspen Custom Modeler (ACM) for microtube shell-and-tube exchangers (MSTEs) used for high- and low-temperature recuperation in a 10 MWe indirect supercritical carbon dioxide (sCO 2) recompression closed Brayton cycle (RCBC). The MSTE-type recuperators are designed using one-dimensional models with thermal-hydraulic correlations appropriate for sCO 2 and properties models that capture considerable nonlinear changes in CO 2 properties near the critical and pseudo-critical points. Using the successive quadratic programming (SQP) algorithm in ACM, optimal recuperator designs are obtained for either custom or industry-standard microtubes considering constraints based on current advancedmore » manufacturing techniques. The three decision variables are the number of tubes, tube pitch-to-diameter ratio, and tube diameter. Five different objective functions based on different key design measures are considered: minimization of total heat transfer area, heat exchanger volume, metal weight, thermal residence time, and maximization of compactness. Sensitivities studies indicate the constraint on the maximum number of tubes per shell does affect the number of parallel heat exchanger trains but not the tube selection, total number of tubes, tube length and other key design measures in the final optimal design when considering industry-standard tubes. In this study, the optimally designed high- and low-temperature recuperators have 47,000 3/32 inch tubes and 63,000 1/16 inch tubes, respectively. In addition, sensitivities to the design temperature approach and maximum allowable pressure drop are studied, since these specifications significantly impact the optimal design of the recuperators as well as the thermal efficiency and the economic performance of the entire sCO 2 Brayton cycle.« less

Optimal design of microtube recuperators for an indirect supercritical carbon dioxide recompression closed Brayton cycle

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

Jiang, Yuan; Liese, Eric; Zitney, Stephen E.

This paper presents a baseline design and optimization approach developed in Aspen Custom Modeler (ACM) for microtube shell-and-tube exchangers (MSTEs) used for high- and low-temperature recuperation in a 10 MWe indirect supercritical carbon dioxide (sCO 2) recompression closed Brayton cycle (RCBC). The MSTE-type recuperators are designed using one-dimensional models with thermal-hydraulic correlations appropriate for sCO 2 and properties models that capture considerable nonlinear changes in CO 2 properties near the critical and pseudo-critical points. Using the successive quadratic programming (SQP) algorithm in ACM, optimal recuperator designs are obtained for either custom or industry-standard microtubes considering constraints based on current advancedmore » manufacturing techniques. The three decision variables are the number of tubes, tube pitch-to-diameter ratio, and tube diameter. Five different objective functions based on different key design measures are considered: minimization of total heat transfer area, heat exchanger volume, metal weight, thermal residence time, and maximization of compactness. Sensitivities studies indicate the constraint on the maximum number of tubes per shell does affect the number of parallel heat exchanger trains but not the tube selection, total number of tubes, tube length and other key design measures in the final optimal design when considering industry-standard tubes. In this study, the optimally designed high- and low-temperature recuperators have 47,000 3/32 inch tubes and 63,000 1/16 inch tubes, respectively. In addition, sensitivities to the design temperature approach and maximum allowable pressure drop are studied, since these specifications significantly impact the optimal design of the recuperators as well as the thermal efficiency and the economic performance of the entire sCO 2 Brayton cycle.« less

Optimization Based Data Mining Approah for Forecasting Real-Time Energy Demand

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

Omitaomu, Olufemi A; Li, Xueping; Zhou, Shengchao

The worldwide concern over environmental degradation, increasing pressure on electric utility companies to meet peak energy demand, and the requirement to avoid purchasing power from the real-time energy market are motivating the utility companies to explore new approaches for forecasting energy demand. Until now, most approaches for forecasting energy demand rely on monthly electrical consumption data. The emergence of smart meters data is changing the data space for electric utility companies, and creating opportunities for utility companies to collect and analyze energy consumption data at a much finer temporal resolution of at least 15-minutes interval. While the data granularity providedmore » by smart meters is important, there are still other challenges in forecasting energy demand; these challenges include lack of information about appliances usage and occupants behavior. Consequently, in this paper, we develop an optimization based data mining approach for forecasting real-time energy demand using smart meters data. The objective of our approach is to develop a robust estimation of energy demand without access to these other building and behavior data. Specifically, the forecasting problem is formulated as a quadratic programming problem and solved using the so-called support vector machine (SVM) technique in an online setting. The parameters of the SVM technique are optimized using simulated annealing approach. The proposed approach is applied to hourly smart meters data for several residential customers over several days.« less

Optimal marker-assisted selection to increase the effective size of small populations.

PubMed

Wang, J

2001-02-01

An approach to the optimal utilization of marker and pedigree information in minimizing the rates of inbreeding and genetic drift at the average locus of the genome (not just the marked loci) in a small diploid population is proposed, and its efficiency is investigated by stochastic simulations. The approach is based on estimating the expected pedigree of each chromosome by using marker and individual pedigree information and minimizing the average coancestry of selected chromosomes by quadratic integer programming. It is shown that the approach is much more effective and much less computer demanding in implementation than previous ones. For pigs with 10 offspring per mother genotyped for two markers (each with four alleles at equal initial frequency) per chromosome of 100 cM, the approach can increase the average effective size for the whole genome by approximately 40 and 55% if mating ratios (the number of females mated with a male) are 3 and 12, respectively, compared with the corresponding values obtained by optimizing between-family selection using pedigree information only. The efficiency of the marker-assisted selection method increases with increasing amount of marker information (number of markers per chromosome, heterozygosity per marker) and family size, but decreases with increasing genome size. For less prolific species, the approach is still effective if the mating ratio is large so that a high marker-assisted selection pressure on the rarer sex can be maintained.

Optimal Load Shedding and Generation Rescheduling for Overload Suppression in Large Power Systems.

NASA Astrophysics Data System (ADS)

Moon, Young-Hyun

Ever-increasing size, complexity and operation costs in modern power systems have stimulated the intensive study of an optimal Load Shedding and Generator Rescheduling (LSGR) strategy in the sense of a secure and economic system operation. The conventional approach to LSGR has been based on the application of LP (Linear Programming) with the use of an approximately linearized model, and the LP algorithm is currently considered to be the most powerful tool for solving the LSGR problem. However, all of the LP algorithms presented in the literature essentially lead to the following disadvantages: (i) piecewise linearization involved in the LP algorithms requires the introduction of a number of new inequalities and slack variables, which creates significant burden to the computing facilities, and (ii) objective functions are not formulated in terms of the state variables of the adopted models, resulting in considerable numerical inefficiency in the process of computing the optimal solution. A new approach is presented, based on the development of a new linearized model and on the application of QP (Quadratic Programming). The changes in line flows as a result of changes to bus injection power are taken into account in the proposed model by the introduction of sensitivity coefficients, which avoids the mentioned second disadvantages. A precise method to calculate these sensitivity coefficients is given. A comprehensive review of the theory of optimization is included, in which results of the development of QP algorithms for LSGR as based on Wolfe's method and Kuhn -Tucker theory are evaluated in detail. The validity of the proposed model and QP algorithms has been verified and tested on practical power systems, showing the significant reduction of both computation time and memory requirements as well as the expected lower generation costs of the optimal solution as compared with those obtained from computing the optimal solution with LP. Finally, it is noted that an efficient reactive power compensation algorithm is developed to suppress voltage disturbances due to load sheddings, and that a new method for multiple contingency simulation is presented.

About the mechanism of ERP-system pilot test

NASA Astrophysics Data System (ADS)

Mitkov, V. V.; Zimin, V. V.

2018-05-01

In the paper the mathematical problem of defining the scope of pilot test is stated, which is a task of quadratic programming. The procedure of the problem solving includes the method of network programming based on the structurally similar network representation of the criterion and constraints and which reduces the original problem to a sequence of simpler evaluation tasks. The evaluation tasks are solved by the method of dichotomous programming.

Experimental design and response surface modelling for optimization of vat dye from water by nano zero valent iron (NZVI).

PubMed

Arabi, Simin; Sohrabi, Mahmoud Reza

2013-01-01

In this study, NZVI particles was prepared and studied for the removal of vat green 1 dye from aqueous solution. A four-factor central composite design (CCD) combined with response surface modeling (RSM) to evaluate the combined effects of variables as well as optimization was employed for maximizing the dye removal by prepared NZVI based on 30 different experimental data obtained in a batch study. Four independent variables, viz. NZVI dose (0.1-0.9 g/L), pH (1.5-9.5), contact time (20-100 s), and initial dye concentration (10-50 mg/L) were transform to coded values and quadratic model was built to predict the responses. The significant of independent variables and their interactions were tested by the analysis of variance (ANOVA). Adequacy of the model was tested by the correlation between experimental and predicted values of the response and enumeration of prediction errors. The ANOVA results indicated that the proposed model can be used to navigate the design space. Optimization of the variables for maximum adsorption of dye by NZVI particles was performed using quadratic model. The predicted maximum adsorption efficiency (96.97%) under the optimum conditions of the process variables (NZVI dose 0.5 g/L, pH 4, contact time 60 s, and initial dye concentration 30 mg/L) was very close to the experimental value (96.16%) determined in batch experiment. In the optimization, R2 and R2adj correlation coefficients for the model were evaluated as 0.95 and 0.90, respectively.

Swarm based mean-variance mapping optimization (MVMOS) for solving economic dispatch

NASA Astrophysics Data System (ADS)

Khoa, T. H.; Vasant, P. M.; Singh, M. S. Balbir; Dieu, V. N.

2014-10-01

The economic dispatch (ED) is an essential optimization task in the power generation system. It is defined as the process of allocating the real power output of generation units to meet required load demand so as their total operating cost is minimized while satisfying all physical and operational constraints. This paper introduces a novel optimization which named as Swarm based Mean-variance mapping optimization (MVMOS). The technique is the extension of the original single particle mean-variance mapping optimization (MVMO). Its features make it potentially attractive algorithm for solving optimization problems. The proposed method is implemented for three test power systems, including 3, 13 and 20 thermal generation units with quadratic cost function and the obtained results are compared with many other methods available in the literature. Test results have indicated that the proposed method can efficiently implement for solving economic dispatch.

Optimal coordination and control of posture and movements.

PubMed

Johansson, Rolf; Fransson, Per-Anders; Magnusson, Måns

2009-01-01

This paper presents a theoretical model of stability and coordination of posture and locomotion, together with algorithms for continuous-time quadratic optimization of motion control. Explicit solutions to the Hamilton-Jacobi equation for optimal control of rigid-body motion are obtained by solving an algebraic matrix equation. The stability is investigated with Lyapunov function theory and it is shown that global asymptotic stability holds. It is also shown how optimal control and adaptive control may act in concert in the case of unknown or uncertain system parameters. The solution describes motion strategies of minimum effort and variance. The proposed optimal control is formulated to be suitable as a posture and movement model for experimental validation and verification. The combination of adaptive and optimal control makes this algorithm a candidate for coordination and control of functional neuromuscular stimulation as well as of prostheses. Validation examples with experimental data are provided.

Generalized massive optimal data compression

NASA Astrophysics Data System (ADS)

Alsing, Justin; Wandelt, Benjamin

2018-05-01

In this paper, we provide a general procedure for optimally compressing N data down to n summary statistics, where n is equal to the number of parameters of interest. We show that compression to the score function - the gradient of the log-likelihood with respect to the parameters - yields n compressed statistics that are optimal in the sense that they preserve the Fisher information content of the data. Our method generalizes earlier work on linear Karhunen-Loéve compression for Gaussian data whilst recovering both lossless linear compression and quadratic estimation as special cases when they are optimal. We give a unified treatment that also includes the general non-Gaussian case as long as mild regularity conditions are satisfied, producing optimal non-linear summary statistics when appropriate. As a worked example, we derive explicitly the n optimal compressed statistics for Gaussian data in the general case where both the mean and covariance depend on the parameters.

A trust region approach with multivariate Padé model for optimal circuit design

NASA Astrophysics Data System (ADS)

Abdel-Malek, Hany L.; Ebid, Shaimaa E. K.; Mohamed, Ahmed S. A.

2017-11-01

Since the optimization process requires a significant number of consecutive function evaluations, it is recommended to replace the function by an easily evaluated approximation model during the optimization process. The model suggested in this article is based on a multivariate Padé approximation. This model is constructed using data points of ?, where ? is the number of parameters. The model is updated over a sequence of trust regions. This model avoids the slow convergence of linear models of ? and has features of quadratic models that need interpolation data points of ?. The proposed approach is tested by applying it to several benchmark problems. Yield optimization using such a direct method is applied to some practical circuit examples. Minimax solution leads to a suitable initial point to carry out the yield optimization process. The yield is optimized by the proposed derivative-free method for active and passive filter examples.

Cooperative global optimal preview tracking control of linear multi-agent systems: an internal model approach

NASA Astrophysics Data System (ADS)

Lu, Yanrong; Liao, Fucheng; Deng, Jiamei; Liu, Huiyang

2017-09-01

This paper investigates the cooperative global optimal preview tracking problem of linear multi-agent systems under the assumption that the output of a leader is a previewable periodic signal and the topology graph contains a directed spanning tree. First, a type of distributed internal model is introduced, and the cooperative preview tracking problem is converted to a global optimal regulation problem of an augmented system. Second, an optimal controller, which can guarantee the asymptotic stability of the augmented system, is obtained by means of the standard linear quadratic optimal preview control theory. Third, on the basis of proving the existence conditions of the controller, sufficient conditions are given for the original problem to be solvable, meanwhile a cooperative global optimal controller with error integral and preview compensation is derived. Finally, the validity of theoretical results is demonstrated by a numerical simulation.

Design and implementation of fuzzy-PD controller based on relation models: A cross-entropy optimization approach

NASA Astrophysics Data System (ADS)

Anisimov, D. N.; Dang, Thai Son; Banerjee, Santo; Mai, The Anh

2017-07-01

In this paper, an intelligent system use fuzzy-PD controller based on relation models is developed for a two-wheeled self-balancing robot. Scaling factors of the fuzzy-PD controller are optimized by a Cross-Entropy optimization method. A linear Quadratic Regulator is designed to bring a comparison with the fuzzy-PD controller by control quality parameters. The controllers are ported and run on STM32F4 Discovery Kit based on the real-time operating system. The experimental results indicate that the proposed fuzzy-PD controller runs exactly on embedded system and has desired performance in term of fast response, good balance and stabilize.

Algorithms for synthesizing management solutions based on OLAP-technologies

NASA Astrophysics Data System (ADS)

Pishchukhin, A. M.; Akhmedyanova, G. F.

2018-05-01

OLAP technologies are a convenient means of analyzing large amounts of information. An attempt was made in their work to improve the synthesis of optimal management decisions. The developed algorithms allow forecasting the needs and accepted management decisions on the main types of the enterprise resources. Their advantage is the efficiency, based on the simplicity of quadratic functions and differential equations of only the first order. At the same time, the optimal redistribution of resources between different types of products from the assortment of the enterprise is carried out, and the optimal allocation of allocated resources in time. The proposed solutions can be placed on additional specially entered coordinates of the hypercube representing the data warehouse.

Chandrasekhar equations for infinite dimensional systems

NASA Technical Reports Server (NTRS)

Ito, K.; Powers, R.

1985-01-01

The existence of Chandrasekhar equations for linear time-invariant systems defined on Hilbert spaces is investigated. An important consequence is that the solution to the evolutional Riccati equation is strongly differentiable in time, and that a strong solution of the Riccati differential equation can be defined. A discussion of the linear-quadratic optimal-control problem for hereditary differential systems is also included.

Using Technology to Optimize and Generalize: The Least-Squares Line

ERIC Educational Resources Information Center

Burke, Maurice J.; Hodgson, Ted R.

2007-01-01

With the help of technology and a basic high school algebra method for finding the vertex of a quadratic polynomial, students can develop and prove the formula for least-squares lines. Students are exposed to the power of a computer algebra system to generalize processes they understand and to see deeper patterns in those processes. (Contains 4…

Scalable Effective Approaches for Quadratic Assignment Problems Based on Conic Optimization and Applications

DTIC Science & Technology

2012-02-09

1nclud1ng suggestions for reduc1ng the burden. to the Department of Defense. ExecutiVe Serv1ce D>rectorate (0704-0188) Respondents should be aware...benchmark problem we contacted Bertrand LeCun who in their poject CHOC from 2005-2008 had applied their parallel B&B framework BOB++ to the RLT1

Design a software real-time operation platform for wave piercing catamarans motion control using linear quadratic regulator based genetic algorithm.

PubMed

Liang, Lihua; Yuan, Jia; Zhang, Songtao; Zhao, Peng

2018-01-01

This work presents optimal linear quadratic regulator (LQR) based on genetic algorithm (GA) to solve the two degrees of freedom (2 DoF) motion control problem in head seas for wave piercing catamarans (WPC). The proposed LQR based GA control strategy is to select optimal weighting matrices (Q and R). The seakeeping performance of WPC based on proposed algorithm is challenged because of multi-input multi-output (MIMO) system of uncertain coefficient problems. Besides the kinematical constraint problems of WPC, the external conditions must be considered, like the sea disturbance and the actuators (a T-foil and two flaps) control. Moreover, this paper describes the MATLAB and LabVIEW software plats to simulate the reduction effects of WPC. Finally, the real-time (RT) NI CompactRIO embedded controller is selected to test the effectiveness of the actuators based on proposed techniques. In conclusion, simulation and experimental results prove the correctness of the proposed algorithm. The percentage of heave and pitch reductions are more than 18% in different high speeds and bad sea conditions. And the results also verify the feasibility of NI CompactRIO embedded controller.

Production and optimization of polyhydroxyalkanoates from non-edible Calophyllum inophyllum oil using Cupriavidus necator.

PubMed

Arumugam, A; Senthamizhan, S G; Ponnusami, V; Sudalai, S

2018-06-01

Polyhydroxyalkanoates (PHA) are biodegradable polymers found in the cellular masses of a wide range of bacterial species and the demand for PHA is steadily growing. In this work we have produced PHA from a low-cost substrate, Calophyllum inophyllum oil, using Cupriavidus necator. Effects of various process parameters such as Oil concentration, Nitrogen source and inoculum size on the production of PHA were studied using Response Surface Methodology. A quadratic equation was used in the model to fit the experimental data. It was found that the model could satisfactorily predict the PHA yield (R 2 =99.17%). Linear, quadratic and interaction terms used in the model were found to be statistically significant. Maximum PHA yield of 10.6gL -1 was obtained under the optimized conditions of oil concentration - 17.5%, inoculum concentration - 50mL/L and nitrogen content - 1.125gL -1 , respectively. The product obtained was characterized using FTIR and NMR to confirm that it was PHA. The results demonstrate that C. inophyllum oil, a non-edible oil, can be potentially used as a low-cost substrate for the production of PHA. Copyright © 2018 Elsevier B.V. All rights reserved.

Design a software real-time operation platform for wave piercing catamarans motion control using linear quadratic regulator based genetic algorithm

PubMed Central

Liang, Lihua; Zhang, Songtao; Zhao, Peng

2018-01-01

This work presents optimal linear quadratic regulator (LQR) based on genetic algorithm (GA) to solve the two degrees of freedom (2 DoF) motion control problem in head seas for wave piercing catamarans (WPC). The proposed LQR based GA control strategy is to select optimal weighting matrices (Q and R). The seakeeping performance of WPC based on proposed algorithm is challenged because of multi-input multi-output (MIMO) system of uncertain coefficient problems. Besides the kinematical constraint problems of WPC, the external conditions must be considered, like the sea disturbance and the actuators (a T-foil and two flaps) control. Moreover, this paper describes the MATLAB and LabVIEW software plats to simulate the reduction effects of WPC. Finally, the real-time (RT) NI CompactRIO embedded controller is selected to test the effectiveness of the actuators based on proposed techniques. In conclusion, simulation and experimental results prove the correctness of the proposed algorithm. The percentage of heave and pitch reductions are more than 18% in different high speeds and bad sea conditions. And the results also verify the feasibility of NI CompactRIO embedded controller. PMID:29709008

Three-dimensional modeling of flexible pavements : executive summary, August 2001.

DOT National Transportation Integrated Search

2001-08-01

A linear viscoelastic model has been incorporated into a three-dimensional finite element program for analysis of flexible pavements. Linear and quadratic versions of hexahedral elements and quadrilateral axisymmetrix elements are provided. Dynamic p...

Three dimensional modeling of flexible pavements : final report, March 2002.

DOT National Transportation Integrated Search

2001-08-01

A linear viscoelastic model has been incorporated into a three-dimensional finite element program for analysis of flexible pavements. Linear and quadratic versions of hexahedral elements and quadrilateral axisymmetrix elements are provided. Dynamic p...

Interactive application of quadratic expansion of chi-square statistic to nonlinear curve fitting

NASA Technical Reports Server (NTRS)

Badavi, F. F.; Everhart, Joel L.

1987-01-01

This report contains a detailed theoretical description of an all-purpose, interactive curve-fitting routine that is based on P. R. Bevington's description of the quadratic expansion of the Chi-Square statistic. The method is implemented in the associated interactive, graphics-based computer program. Taylor's expansion of Chi-Square is first introduced, and justifications for retaining only the first term are presented. From the expansion, a set of n simultaneous linear equations is derived, then solved by matrix algebra. A brief description of the code is presented along with a limited number of changes that are required to customize the program of a particular task. To evaluate the performance of the method and the goodness of nonlinear curve fitting, two typical engineering problems are examined and the graphical and tabular output of each is discussed. A complete listing of the entire package is included as an appendix.

A duality theorem-based algorithm for inexact quadratic programming problems: Application to waste management under uncertainty

NASA Astrophysics Data System (ADS)

Kong, X. M.; Huang, G. H.; Fan, Y. R.; Li, Y. P.

2016-04-01

In this study, a duality theorem-based algorithm (DTA) for inexact quadratic programming (IQP) is developed for municipal solid waste (MSW) management under uncertainty. It improves upon the existing numerical solution method for IQP problems. The comparison between DTA and derivative algorithm (DAM) shows that the DTA method provides better solutions than DAM with lower computational complexity. It is not necessary to identify the uncertain relationship between the objective function and decision variables, which is required for the solution process of DAM. The developed method is applied to a case study of MSW management and planning. The results indicate that reasonable solutions have been generated for supporting long-term MSW management and planning. They could provide more information as well as enable managers to make better decisions to identify desired MSW management policies in association with minimized cost under uncertainty.

Nested Conjugate Gradient Algorithm with Nested Preconditioning for Non-linear Image Restoration.

PubMed

Skariah, Deepak G; Arigovindan, Muthuvel

2017-06-19

We develop a novel optimization algorithm, which we call Nested Non-Linear Conjugate Gradient algorithm (NNCG), for image restoration based on quadratic data fitting and smooth non-quadratic regularization. The algorithm is constructed as a nesting of two conjugate gradient (CG) iterations. The outer iteration is constructed as a preconditioned non-linear CG algorithm; the preconditioning is performed by the inner CG iteration that is linear. The inner CG iteration, which performs preconditioning for outer CG iteration, itself is accelerated by an another FFT based non-iterative preconditioner. We prove that the method converges to a stationary point for both convex and non-convex regularization functionals. We demonstrate experimentally that proposed method outperforms the well-known majorization-minimization method used for convex regularization, and a non-convex inertial-proximal method for non-convex regularization functional.

Quadratic trigonometric B-spline for image interpolation using GA

PubMed Central

Abbas, Samreen; Irshad, Misbah

2017-01-01

In this article, a new quadratic trigonometric B-spline with control parameters is constructed to address the problems related to two dimensional digital image interpolation. The newly constructed spline is then used to design an image interpolation scheme together with one of the soft computing techniques named as Genetic Algorithm (GA). The idea of GA has been formed to optimize the control parameters in the description of newly constructed spline. The Feature SIMilarity (FSIM), Structure SIMilarity (SSIM) and Multi-Scale Structure SIMilarity (MS-SSIM) indices along with traditional Peak Signal-to-Noise Ratio (PSNR) are employed as image quality metrics to analyze and compare the outcomes of approach offered in this work, with three of the present digital image interpolation schemes. The upshots show that the proposed scheme is better choice to deal with the problems associated to image interpolation. PMID:28640906

Quadratic trigonometric B-spline for image interpolation using GA.

PubMed

Hussain, Malik Zawwar; Abbas, Samreen; Irshad, Misbah

2017-01-01

In this article, a new quadratic trigonometric B-spline with control parameters is constructed to address the problems related to two dimensional digital image interpolation. The newly constructed spline is then used to design an image interpolation scheme together with one of the soft computing techniques named as Genetic Algorithm (GA). The idea of GA has been formed to optimize the control parameters in the description of newly constructed spline. The Feature SIMilarity (FSIM), Structure SIMilarity (SSIM) and Multi-Scale Structure SIMilarity (MS-SSIM) indices along with traditional Peak Signal-to-Noise Ratio (PSNR) are employed as image quality metrics to analyze and compare the outcomes of approach offered in this work, with three of the present digital image interpolation schemes. The upshots show that the proposed scheme is better choice to deal with the problems associated to image interpolation.

Quadratic partial eigenvalue assignment in large-scale stochastic dynamic systems for resilient and economic design

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

Das, Sonjoy; Goswami, Kundan; Datta, Biswa N.

2014-12-10

Failure of structural systems under dynamic loading can be prevented via active vibration control which shifts the damped natural frequencies of the systems away from the dominant range of loading spectrum. The damped natural frequencies and the dynamic load typically show significant variations in practice. A computationally efficient methodology based on quadratic partial eigenvalue assignment technique and optimization under uncertainty has been formulated in the present work that will rigorously account for these variations and result in an economic and resilient design of structures. A novel scheme based on hierarchical clustering and importance sampling is also developed in this workmore » for accurate and efficient estimation of probability of failure to guarantee the desired resilience level of the designed system. Numerical examples are presented to illustrate the proposed methodology.« less

Linear Quadratic Gaussian Controller Design Using a Graphical User Interface: Application to the Beam-Waveguide Antennas

NASA Astrophysics Data System (ADS)

Maneri, E.; Gawronski, W.

1999-10-01

The linear quadratic Gaussian (LQG) design algorithms described in [2] and [5] have been used in the controller design of JPL's beam-waveguide [5] and 70-m [6] antennas. This algorithm significantly improves tracking precision in a windy environment. This article describes the graphical user interface (GUI) software for the design LQG controllers. It consists of two parts: the basic LQG design and the fine-tuning of the basic design using a constrained optimization algorithm. The presented GUI was developed to simplify the design process, to make the design process user-friendly, and to enable design of an LQG controller for one with a limited control engineering background. The user is asked to manipulate the GUI sliders and radio buttons to watch the antenna performance. Simple rules are given at the GUI display.

Ambiguity resolution for satellite Doppler positioning systems

NASA Technical Reports Server (NTRS)

Argentiero, P. D.; Marini, J. W.

1977-01-01

A test for ambiguity resolution was derived which was the most powerful in the sense that it maximized the probability of a correct decision. When systematic error sources were properly included in the least squares reduction process to yield an optimal solution, the test reduced to choosing the solution which provided the smaller valuation of the least squares loss function. When systematic error sources were ignored in the least squares reduction, the most powerful test was a quadratic form comparison with the weighting matrix of the quadratic form obtained by computing the pseudo-inverse of a reduced rank square matrix. A formula is presented for computing the power of the most powerful test. A numerical example is included in which the power of the test is computed for a situation which may occur during an actual satellite aided search and rescue mission.

MOIL-opt: Energy-Conserving Molecular Dynamics on a GPU/CPU system

PubMed Central

Ruymgaart, A. Peter; Cardenas, Alfredo E.; Elber, Ron

2011-01-01

We report an optimized version of the molecular dynamics program MOIL that runs on a shared memory system with OpenMP and exploits the power of a Graphics Processing Unit (GPU). The model is of heterogeneous computing system on a single node with several cores sharing the same memory and a GPU. This is a typical laboratory tool, which provides excellent performance at minimal cost. Besides performance, emphasis is made on accuracy and stability of the algorithm probed by energy conservation for explicit-solvent atomically-detailed-models. Especially for long simulations energy conservation is critical due to the phenomenon known as “energy drift” in which energy errors accumulate linearly as a function of simulation time. To achieve long time dynamics with acceptable accuracy the drift must be particularly small. We identify several means of controlling long-time numerical accuracy while maintaining excellent speedup. To maintain a high level of energy conservation SHAKE and the Ewald reciprocal summation are run in double precision. Double precision summation of real-space non-bonded interactions improves energy conservation. In our best option, the energy drift using 1fs for a time step while constraining the distances of all bonds, is undetectable in 10ns simulation of solvated DHFR (Dihydrofolate reductase). Faster options, shaking only bonds with hydrogen atoms, are also very well behaved and have drifts of less than 1kcal/mol per nanosecond of the same system. CPU/GPU implementations require changes in programming models. We consider the use of a list of neighbors and quadratic versus linear interpolation in lookup tables of different sizes. Quadratic interpolation with a smaller number of grid points is faster than linear lookup tables (with finer representation) without loss of accuracy. Atomic neighbor lists were found most efficient. Typical speedups are about a factor of 10 compared to a single-core single-precision code. PMID:22328867

Potential applications of skip SMV with thrust engine

NASA Astrophysics Data System (ADS)

Wang, Weilin; Savvaris, Al

2016-11-01

This paper investigates the potential applications of Space Maneuver Vehicles (SMV) with skip trajectory. Due to soaring space operations over the past decades, the risk of space debris has considerably increased such as collision risks with space asset, human property on ground and even aviation. Many active debris removal methods have been investigated and in this paper, a debris remediation method is first proposed based on skip SMV. The key point is to perform controlled re-entry. These vehicles are expected to achieve a trans-atmospheric maneuver with thrust engine. If debris is released at altitude below 80 km, debris could be captured by the atmosphere drag force and re-entry interface prediction accuracy is improved. Moreover if the debris is released in a cargo at a much lower altitude, this technique protects high value space asset from break up by the atmosphere and improves landing accuracy. To demonstrate the feasibility of this concept, the present paper presents the simulation results for two specific mission profiles: (1) descent to predetermined altitude; (2) descent to predetermined point (altitude, longitude and latitude). The evolutionary collocation method is adopted for skip trajectory optimization due to its global optimality and high-accuracy. This method is actually a two-step optimization approach based on the heuristic algorithm and the collocation method. The optimal-control problem is transformed into a nonlinear programming problem (NLP) which can be efficiently and accurately solved by the sequential quadratic programming (SQP) procedure. However, such a method is sensitive to initial values. To reduce the sensitivity problem, genetic algorithm (GA) is adopted to refine the grids and provide near optimum initial values. By comparing the simulation data from different scenarios, it is found that skip SMV is feasible in active debris removal and the evolutionary collocation method gives a truthful re-entry trajectory that satisfies the path and boundary constraints.

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

PubMed

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

2005-09-01

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

A multilevel control system for the large space telescope. [numerical analysis/optimal control

NASA Technical Reports Server (NTRS)

Siljak, D. D.; Sundareshan, S. K.; Vukcevic, M. B.

1975-01-01

A multilevel scheme was proposed for control of Large Space Telescope (LST) modeled by a three-axis-six-order nonlinear equation. Local controllers were used on the subsystem level to stabilize motions corresponding to the three axes. Global controllers were applied to reduce (and sometimes nullify) the interactions among the subsystems. A multilevel optimization method was developed whereby local quadratic optimizations were performed on the subsystem level, and global control was again used to reduce (nullify) the effect of interactions. The multilevel stabilization and optimization methods are presented as general tools for design and then used in the design of the LST Control System. The methods are entirely computerized, so that they can accommodate higher order LST models with both conceptual and numerical advantages over standard straightforward design techniques.

Modified Newton-Raphson GRAPE methods for optimal control of spin systems

NASA Astrophysics Data System (ADS)

Goodwin, D. L.; Kuprov, Ilya

2016-05-01

Quadratic convergence throughout the active space is achieved for the gradient ascent pulse engineering (GRAPE) family of quantum optimal control algorithms. We demonstrate in this communication that the Hessian of the GRAPE fidelity functional is unusually cheap, having the same asymptotic complexity scaling as the functional itself. This leads to the possibility of using very efficient numerical optimization techniques. In particular, the Newton-Raphson method with a rational function optimization (RFO) regularized Hessian is shown in this work to require fewer system trajectory evaluations than any other algorithm in the GRAPE family. This communication describes algebraic and numerical implementation aspects (matrix exponential recycling, Hessian regularization, etc.) for the RFO Newton-Raphson version of GRAPE and reports benchmarks for common spin state control problems in magnetic resonance spectroscopy.

Fourier transform and particle swarm optimization based modified LQR algorithm for mitigation of vibrations using magnetorheological dampers

NASA Astrophysics Data System (ADS)

Kumar, Gaurav; Kumar, Ashok

2017-11-01

Structural control has gained significant attention in recent times. The standalone issue of power requirement during an earthquake has already been solved up to a large extent by designing semi-active control systems using conventional linear quadratic control theory, and many other intelligent control algorithms such as fuzzy controllers, artificial neural networks, etc. In conventional linear-quadratic regulator (LQR) theory, it is customary to note that the values of the design parameters are decided at the time of designing the controller and cannot be subsequently altered. During an earthquake event, the response of the structure may increase or decrease, depending the quasi-resonance occurring between the structure and the earthquake. In this case, it is essential to modify the value of the design parameters of the conventional LQR controller to obtain optimum control force to mitigate the vibrations due to the earthquake. A few studies have been done to sort out this issue but in all these studies it was necessary to maintain a database of the earthquake. To solve this problem and to find the optimized design parameters of the LQR controller in real time, a fast Fourier transform and particle swarm optimization based modified linear quadratic regulator method is presented here. This method comprises four different algorithms: particle swarm optimization (PSO), the fast Fourier transform (FFT), clipped control algorithm and the LQR. The FFT helps to obtain the dominant frequency for every time window. PSO finds the optimum gain matrix through the real-time update of the weighting matrix R, thereby, dispensing with the experimentation. The clipped control law is employed to match the magnetorheological (MR) damper force with the desired force given by the controller. The modified Bouc-Wen phenomenological model is taken to recognize the nonlinearities in the MR damper. The assessment of the advised method is done by simulation of a three-story structure having an MR damper at the ground floor level subjected to three different near-fault historical earthquake time histories, and the outcomes are equated with those of simple conventional LQR. The results establish that the advised methodology is more effective than conventional LQR controllers in reducing inter-storey drift, relative displacement, and acceleration response.

Optimization of cold-adapted lysozyme production from the psychrophilic yeast Debaryomyces hansenii using statistical experimental methods.

PubMed

Wang, Quanfu; Hou, Yanhua; Yan, Peisheng

2012-06-01

Statistical experimental designs were employed to optimize culture conditions for cold-adapted lysozyme production of a psychrophilic yeast Debaryomyces hansenii. In the first step of optimization using Plackett-Burman design (PBD), peptone, glucose, temperature, and NaCl were identified as significant variables that affected lysozyme production, the formula was further optimized using a four factor central composite design (CCD) to understand their interaction and to determine their optimal levels. A quadratic model was developed and validated. Compared to the initial level (18.8 U/mL), the maximum lysozyme production (65.8 U/mL) observed was approximately increased by 3.5-fold under the optimized conditions. Cold-adapted lysozymes production was first optimized using statistical experimental methods. A 3.5-fold enhancement of microbial lysozyme was gained after optimization. Such an improved production will facilitate the application of microbial lysozyme. Thus, D. hansenii lysozyme may be a good and new resource for the industrial production of cold-adapted lysozymes. © 2012 Institute of Food Technologists®

[Study on optimization of formulation of Danggui Liuhuang effervescent granules].

PubMed

Zheng, Ping; Meng, Li-Juan; Sun, Guo-Ping; Wang, Wen-Zhong

2011-03-01

To optimize the formulation of Danggui Liuhuang effervescent granules. By means of quadratic regression rotation-orthogonal combination design, the effect of the proper proportion between citric acid and sodium bicarbonate, as well as the proper quantity of polyethylene glycol 6000 and sodium cyclamate on the dissolubility and pH of effervescent granules was studied. The best formulation was as follows: citric acid: sodium bicarbonate = 0.75: 1, the percentage of polyethylene glycol 6000 and cyclamate was 3.25% and 0.89%, respectively. The dissolubility and pH of the effervescent granules are better and the taste is satisfactory.

Towards sub-optimal stochastic control of partially observable stochastic systems

NASA Technical Reports Server (NTRS)

Ruzicka, G. J.

1980-01-01

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

Integrated beam orientation and scanning-spot optimization in intensity-modulated proton therapy for brain and unilateral head and neck tumors.

PubMed

Gu, Wenbo; O'Connor, Daniel; Nguyen, Dan; Yu, Victoria Y; Ruan, Dan; Dong, Lei; Sheng, Ke

2018-04-01

Intensity-Modulated Proton Therapy (IMPT) is the state-of-the-art method of delivering proton radiotherapy. Previous research has been mainly focused on optimization of scanning spots with manually selected beam angles. Due to the computational complexity, the potential benefit of simultaneously optimizing beam orientations and spot pattern could not be realized. In this study, we developed a novel integrated beam orientation optimization (BOO) and scanning-spot optimization algorithm for intensity-modulated proton therapy (IMPT). A brain chordoma and three unilateral head-and-neck patients with a maximal target size of 112.49 cm 3 were included in this study. A total number of 1162 noncoplanar candidate beams evenly distributed across 4π steradians were included in the optimization. For each candidate beam, the pencil-beam doses of all scanning spots covering the PTV and a margin were calculated. The beam angle selection and spot intensity optimization problem was formulated to include three terms: a dose fidelity term to penalize the deviation of PTV and OAR doses from ideal dose distribution; an L1-norm sparsity term to reduce the number of active spots and improve delivery efficiency; a group sparsity term to control the number of active beams between 2 and 4. For the group sparsity term, convex L2,1-norm and nonconvex L2,1/2-norm were tested. For the dose fidelity term, both quadratic function and linearized equivalent uniform dose (LEUD) cost function were implemented. The optimization problem was solved using the Fast Iterative Shrinkage-Thresholding Algorithm (FISTA). The IMPT BOO method was tested on three head-and-neck patients and one skull base chordoma patient. The results were compared with IMPT plans created using column generation selected beams or manually selected beams. The L2,1-norm plan selected spatially aggregated beams, indicating potential degeneracy using this norm. L2,1/2-norm was able to select spatially separated beams and achieve smaller deviation from the ideal dose. In the L2,1/2-norm plans, the [mean dose, maximum dose] of OAR were reduced by an average of [2.38%, 4.24%] and[2.32%, 3.76%] of the prescription dose for the quadratic and LEUD cost function, respectively, compared with the IMPT plan using manual beam selection while maintaining the same PTV coverage. The L2,1/2 group sparsity plans were dosimetrically superior to the column generation plans as well. Besides beam orientation selection, spot sparsification was observed. Generally, with the quadratic cost function, 30%~60% spots in the selected beams remained active. With the LEUD cost function, the percentages of active spots were in the range of 35%~85%.The BOO-IMPT run time was approximately 20 min. This work shows the first IMPT approach integrating noncoplanar BOO and scanning-spot optimization in a single mathematical framework. This method is computationally efficient, dosimetrically superior and produces delivery-friendly IMPT plans. © 2018 American Association of Physicists in Medicine.

Chandrasekhar equations for infinite dimensional systems

NASA Technical Reports Server (NTRS)

Ito, K.; Powers, R. K.

1985-01-01

Chandrasekhar equations are derived for linear time invariant systems defined on Hilbert spaces using a functional analytic technique. An important consequence of this is that the solution to the evolutional Riccati equation is strongly differentiable in time and one can define a strong solution of the Riccati differential equation. A detailed discussion on the linear quadratic optimal control problem for hereditary differential systems is also included.

Quadrat Data for Fermilab Prairie Plant Survey

Science.gov Websites

Quadrat Data 2012 Quadrat Data 2013 Quadrat Data None taken by volunteers in 2014 due to weather problems . 2015 Quadrat Data 2016 Quadrat Data None taken by volunteers in 2017 due to weather and other problems

Optimally stopped variational quantum algorithms

NASA Astrophysics Data System (ADS)

Vinci, Walter; Shabani, Alireza

2018-04-01

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

Optimization of Progressive Freeze Concentration on Apple Juice via Response Surface Methodology

NASA Astrophysics Data System (ADS)

Samsuri, S.; Amran, N. A.; Jusoh, M.

2018-05-01

In this work, a progressive freeze concentration (PFC) system was developed to concentrate apple juice and was optimized by response surface methodology (RSM). The effects of various operating conditions such as coolant temperature, circulation flowrate, circulation time and shaking speed to effective partition constant (K) were investigated. Five different level of central composite design (CCD) was employed to search for optimal concentration of concentrated apple juice. A full quadratic model for K was established by using method of least squares. A coefficient of determination (R2) of this model was found to be 0.7792. The optimum conditions were found to be coolant temperature = -10.59 °C, circulation flowrate = 3030.23 mL/min, circulation time = 67.35 minutes and shaking speed = 30.96 ohm. A validation experiment was performed to evaluate the accuracy of the optimization procedure and the best K value of 0.17 was achieved under the optimized conditions.

Bi-Objective Optimal Control Modification Adaptive Control for Systems with Input Uncertainty

NASA Technical Reports Server (NTRS)

Nguyen, Nhan T.

2012-01-01

This paper presents a new model-reference adaptive control method based on a bi-objective optimal control formulation for systems with input uncertainty. A parallel predictor model is constructed to relate the predictor error to the estimation error of the control effectiveness matrix. In this work, we develop an optimal control modification adaptive control approach that seeks to minimize a bi-objective linear quadratic cost function of both the tracking error norm and predictor error norm simultaneously. The resulting adaptive laws for the parametric uncertainty and control effectiveness uncertainty are dependent on both the tracking error and predictor error, while the adaptive laws for the feedback gain and command feedforward gain are only dependent on the tracking error. The optimal control modification term provides robustness to the adaptive laws naturally from the optimal control framework. Simulations demonstrate the effectiveness of the proposed adaptive control approach.

A new optimal sliding mode controller design using scalar sign function.

PubMed

Singla, Mithun; Shieh, Leang-San; Song, Gangbing; Xie, Linbo; Zhang, Yongpeng

2014-03-01

This paper presents a new optimal sliding mode controller using the scalar sign function method. A smooth, continuous-time scalar sign function is used to replace the discontinuous switching function in the design of a sliding mode controller. The proposed sliding mode controller is designed using an optimal Linear Quadratic Regulator (LQR) approach. The sliding surface of the system is designed using stable eigenvectors and the scalar sign function. Controller simulations are compared with another existing optimal sliding mode controller. To test the effectiveness of the proposed controller, the controller is implemented on an aluminum beam with piezoceramic sensor and actuator for vibration control. This paper includes the control design and stability analysis of the new optimal sliding mode controller, followed by simulation and experimental results. The simulation and experimental results show that the proposed approach is very effective. © 2013 ISA. Published by Elsevier Ltd. All rights reserved.

Parameter optimization of an inerter-based isolator for passive vibration control of Michelangelo's Rondanini Pietà

NASA Astrophysics Data System (ADS)

Siami, A.; Karimi, H. R.; Cigada, A.; Zappa, E.; Sabbioni, E.

2018-01-01

Preserving cultural heritage against earthquake and ambient vibrations can be an attractive topic in the field of vibration control. This paper proposes a passive vibration isolator methodology based on inerters for improving the performance of the isolation system of the famous statue of Michelangelo Buonarroti Pietà Rondanini. More specifically, a five-degree-of-freedom (5DOF) model of the statue and the anti-seismic and anti-vibration base is presented and experimentally validated. The parameters of this model are tuned according to the experimental tests performed on the assembly of the isolator and the structure. Then, the developed model is used to investigate the impact of actuation devices such as tuned mass-damper (TMD) and tuned mass-damper-inerter (TMDI) in vibration reduction of the structure. The effect of implementation of TMDI on the 5DOF model is shown based on physical limitations of the system parameters. Simulation results are provided to illustrate effectiveness of the passive element of TMDI in reduction of the vibration transmitted to the statue in vertical direction. Moreover, the optimal design parameters of the passive system such as frequency and damping coefficient will be calculated using two different performance indexes. The obtained optimal parameters have been evaluated by using two different optimization algorithms: the sequential quadratic programming method and the Firefly algorithm. The results prove significant reduction in the transmitted vibration to the structure in the presence of the proposed tuned TMDI, without imposing a large amount of mass or modification to the structure of the isolator.

A New Control Paradigm for Stochastic Differential Equations

NASA Astrophysics Data System (ADS)

Schmid, Matthias J. A.

This study presents a novel comprehensive approach to the control of dynamic systems under uncertainty governed by stochastic differential equations (SDEs). Large Deviations (LD) techniques are employed to arrive at a control law for a large class of nonlinear systems minimizing sample path deviations. Thereby, a paradigm shift is suggested from point-in-time to sample path statistics on function spaces. A suitable formal control framework which leverages embedded Freidlin-Wentzell theory is proposed and described in detail. This includes the precise definition of the control objective and comprises an accurate discussion of the adaptation of the Freidlin-Wentzell theorem to the particular situation. The new control design is enabled by the transformation of an ill-posed control objective into a well-conditioned sequential optimization problem. A direct numerical solution process is presented using quadratic programming, but the emphasis is on the development of a closed-form expression reflecting the asymptotic deviation probability of a particular nominal path. This is identified as the key factor in the success of the new paradigm. An approach employing the second variation and the differential curvature of the effective action is suggested for small deviation channels leading to the Jacobi field of the rate function and the subsequently introduced Jacobi field performance measure. This closed-form solution is utilized in combination with the supplied parametrization of the objective space. For the first time, this allows for an LD based control design applicable to a large class of nonlinear systems. Thus, Minimum Large Deviations (MLD) control is effectively established in a comprehensive structured framework. The construction of the new paradigm is completed by an optimality proof for the Jacobi field performance measure, an interpretive discussion, and a suggestion for efficient implementation. The potential of the new approach is exhibited by its extension to scalar systems subject to state-dependent noise and to systems of higher order. The suggested control paradigm is further advanced when a sequential application of MLD control is considered. This technique yields a nominal path corresponding to the minimum total deviation probability on the entire time domain. It is demonstrated that this sequential optimization concept can be unified in a single objective function which is revealed to be the Jacobi field performance index on the entire domain subject to an endpoint deviation. The emerging closed-form term replaces the previously required nested optimization and, thus, results in a highly efficient application-ready control design. This effectively substantiates Minimum Path Deviation (MPD) control. The proposed control paradigm allows the specific problem of stochastic cost control to be addressed as a special case. This new technique is employed within this study for the stochastic cost problem giving rise to Cost Constrained MPD (CCMPD) as well as to Minimum Quadratic Cost Deviation (MQCD) control. An exemplary treatment of a generic scalar nonlinear system subject to quadratic costs is performed for MQCD control to demonstrate the elementary expandability of the new control paradigm. This work concludes with a numerical evaluation of both MPD and CCMPD control for three exemplary benchmark problems. Numerical issues associated with the simulation of SDEs are briefly discussed and illustrated. The numerical examples furnish proof of the successful design. This study is complemented by a thorough review of statistical control methods, stochastic processes, Large Deviations techniques and the Freidlin-Wentzell theory, providing a comprehensive, self-contained account. The presentation of the mathematical tools and concepts is of a unique character, specifically addressing an engineering audience.

Deploying a quantum annealing processor to detect tree cover in aerial imagery of California

PubMed Central

Basu, Saikat; Ganguly, Sangram; Michaelis, Andrew; Mukhopadhyay, Supratik; Nemani, Ramakrishna R.

2017-01-01

Quantum annealing is an experimental and potentially breakthrough computational technology for handling hard optimization problems, including problems of computer vision. We present a case study in training a production-scale classifier of tree cover in remote sensing imagery, using early-generation quantum annealing hardware built by D-wave Systems, Inc. Beginning within a known boosting framework, we train decision stumps on texture features and vegetation indices extracted from four-band, one-meter-resolution aerial imagery from the state of California. We then impose a regulated quadratic training objective to select an optimal voting subset from among these stumps. The votes of the subset define the classifier. For optimization, the logical variables in the objective function map to quantum bits in the hardware device, while quadratic couplings encode as the strength of physical interactions between the quantum bits. Hardware design limits the number of couplings between these basic physical entities to five or six. To account for this limitation in mapping large problems to the hardware architecture, we propose a truncation and rescaling of the training objective through a trainable metaparameter. The boosting process on our basic 108- and 508-variable problems, thus constituted, returns classifiers that incorporate a diverse range of color- and texture-based metrics and discriminate tree cover with accuracies as high as 92% in validation and 90% on a test scene encompassing the open space preserves and dense suburban build of Mill Valley, CA. PMID:28241028

Development of a Platform for Simulating and Optimizing Thermoelectric Energy Systems

NASA Astrophysics Data System (ADS)

Kreuder, John J.

Thermoelectrics are solid state devices that can convert thermal energy directly into electrical energy. They have historically been used only in niche applications because of their relatively low efficiencies. With the advent of nanotechnology and improved manufacturing processes thermoelectric materials have become less costly and more efficient As next generation thermoelectric materials become available there is a need for industries to quickly and cost effectively seek out feasible applications for thermoelectric heat recovery platforms. Determining the technical and economic feasibility of such systems requires a model that predicts performance at the system level. Current models focus on specific system applications or neglect the rest of the system altogether, focusing on only module design and not an entire energy system. To assist in screening and optimizing entire energy systems using thermoelectrics, a novel software tool, Thermoelectric Power System Simulator (TEPSS), is developed for system level simulation and optimization of heat recovery systems. The platform is designed for use with a generic energy system so that most types of thermoelectric heat recovery applications can be modeled. TEPSS is based on object-oriented programming in MATLABRTM. A modular, shell based architecture is developed to carry out concept generation, system simulation and optimization. Systems are defined according to the components and interconnectivity specified by the user. An iterative solution process based on Newton's Method is employed to determine the system's steady state so that an objective function representing the cost of the system can be evaluated at the operating point. An optimization algorithm from MATLAB's Optimization Toolbox uses sequential quadratic programming to minimize this objective function with respect to a set of user specified design variables and constraints. During this iterative process many independent system simulations are executed and the optimal operating condition of the system is determined. A comprehensive guide to using the software platform is included. TEPSS is intended to be expandable so that users can add new types of components and implement component models with an adequate degree of complexity for a required application. Special steps are taken to ensure that the system of nonlinear algebraic equations presented in the system engineering model is square and that all equations are independent. In addition, the third party program FluidProp is leveraged to allow for simulations of systems with a range of fluids. Sequential unconstrained minimization techniques are used to prevent physical variables like pressure and temperature from trending to infinity during optimization. Two case studies are performed to verify and demonstrate the simulation and optimization routines employed by TEPSS. The first is of a simple combined cycle in which the size of the heat exchanger and fuel rate are optimized. The second case study is the optimization of geometric parameters of a thermoelectric heat recovery platform in a regenerative Brayton Cycle. A basic package of components and interconnections are verified and provided as well.

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

NASA Technical Reports Server (NTRS)

Ku, R. T.

1972-01-01

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

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

Goodwin, D. L.; Kuprov, Ilya, E-mail: i.kuprov@soton.ac.uk

Quadratic convergence throughout the active space is achieved for the gradient ascent pulse engineering (GRAPE) family of quantum optimal control algorithms. We demonstrate in this communication that the Hessian of the GRAPE fidelity functional is unusually cheap, having the same asymptotic complexity scaling as the functional itself. This leads to the possibility of using very efficient numerical optimization techniques. In particular, the Newton-Raphson method with a rational function optimization (RFO) regularized Hessian is shown in this work to require fewer system trajectory evaluations than any other algorithm in the GRAPE family. This communication describes algebraic and numerical implementation aspects (matrixmore » exponential recycling, Hessian regularization, etc.) for the RFO Newton-Raphson version of GRAPE and reports benchmarks for common spin state control problems in magnetic resonance spectroscopy.« less

Modeling and optimization aspects of radiation induced grafting of 4-vinylpyridene onto partially fluorinated films

NASA Astrophysics Data System (ADS)

Nasef, Mohamed Mahmoud; Ahmad Ali, Amgad; Saidi, Hamdani; Ahmad, Arshad

2014-01-01

Modeling and optimization aspects of radiation induced grafting (RIG) of 4-vinylpyridine (4-VP) onto partially fluorinated polymers such as poly(ethylene-co-tetrafluoroethene) (ETFE) and poly(vinylidene fluoride) (PVDF) films were comparatively investigated using response surface method (RSM). The effects of independent parameters: absorbed dose, monomer concentration, grafting time and reaction temperature on the response, grafting yield (GY) were correlated through two quadratic models. The results of this work confirm that RSM is a reliable tool not only for optimization of the reaction parameters and prediction of GY in RIG processes, but also for the reduction of the number of the experiments, monomer consumption and absorbed dose leading to an improvement of the overall reaction cost.

Gain optimization with non-linear controls

NASA Technical Reports Server (NTRS)

Slater, G. L.; Kandadai, R. D.

1984-01-01

An algorithm has been developed for the analysis and design of controls for non-linear systems. The technical approach is to use statistical linearization to model the non-linear dynamics of a system by a quasi-Gaussian model. A covariance analysis is performed to determine the behavior of the dynamical system and a quadratic cost function. Expressions for the cost function and its derivatives are determined so that numerical optimization techniques can be applied to determine optimal feedback laws. The primary application for this paper is centered about the design of controls for nominally linear systems but where the controls are saturated or limited by fixed constraints. The analysis is general, however, and numerical computation requires only that the specific non-linearity be considered in the analysis.

Nonparametric entropy estimation using kernel densities.

PubMed

Lake, Douglas E

2009-01-01

The entropy of experimental data from the biological and medical sciences provides additional information over summary statistics. Calculating entropy involves estimates of probability density functions, which can be effectively accomplished using kernel density methods. Kernel density estimation has been widely studied and a univariate implementation is readily available in MATLAB. The traditional definition of Shannon entropy is part of a larger family of statistics, called Renyi entropy, which are useful in applications that require a measure of the Gaussianity of data. Of particular note is the quadratic entropy which is related to the Friedman-Tukey (FT) index, a widely used measure in the statistical community. One application where quadratic entropy is very useful is the detection of abnormal cardiac rhythms, such as atrial fibrillation (AF). Asymptotic and exact small-sample results for optimal bandwidth and kernel selection to estimate the FT index are presented and lead to improved methods for entropy estimation.

Regions of attraction and ultimate boundedness for linear quadratic regulators with nonlinearities

NASA Technical Reports Server (NTRS)

Joshi, S. M.

1984-01-01

The closed-loop stability of multivariable linear time-invariant systems controlled by optimal linear quadratic (LQ) regulators is investigated for the case when the feedback loops have nonlinearities N(sigma) that violate the standard stability condition, sigma N(sigma) or = 0.5 sigma(2). The violations of the condition are assumed to occur either (1) for values of sigma away from the origin (sigma = 0) or (2) for values of sigma in a neighborhood of the origin. It is proved that there exists a region of attraction for case (1) and a region of ultimate boundedness for case (2), and estimates are obtained for these regions. The results provide methods for selecting the performance function parameters to design LQ regulators with better tolerance to nonlinearities. The results are demonstrated by application to the problem of attitude and vibration control of a large, flexible space antenna in the presence of actuator nonlinearities.

An EOQ model of time quadratic and inventory dependent demand for deteriorated items with partially backlogged shortages under trade credit

NASA Astrophysics Data System (ADS)

Singh, Pushpinder; Mishra, Nitin Kumar; Singh, Vikramjeet; Saxena, Seema

2017-07-01

In this paper a single buyer, single supplier inventory model with time quadratic and stock dependent demand for a finite planning horizon has been studied. Single deteriorating item which suffers shortage, with partial backlogging and some lost sales is considered. Model is divided into two scenarios, one with non permissible delay in payment and other with permissible delay in payment. Latter is called, centralized system, where supplier offers trade credit to retailer. In the centralized system cost saving is shared amongst the two. The objective is to study the difference in minimum costs borne by retailer and supplier, under two scenarios including the above mentioned parameters. To obtain optimal solution of the problem the model is solved analytically. Numerical example and a comparative study are then discussed supported by sensitivity analysis of each parameter.

An Optimal Dietary Zinc Level of Brown-Egg Laying Hens Fed a Corn-Soybean Meal Diet.

PubMed

Qin, Shizhen; Lu, Lin; Zhang, Xichun; Liao, Xiudong; Zhang, Liyang; Guo, Yanli; Luo, Xugang

2017-06-01

An experiment was conducted to estimate the optimal dietary zinc (Zn) level of brown-egg laying hens fed a corn-soybean meal diet from 20 to 40 weeks of age. A total of 120 20-week-old Beijing Red commercial laying hens were randomly allotted by bodyweight to one of five treatments with six replicates of four birds each in a completely randomized design, and fed a Zn-unsupplemented corn-soybean meal basal diet containing 27.95 mg Zn/kg by analysis and the basal diets supplemented with 30, 60, 90, or 120 mg Zn/kg as Zn sulfate (reagent grade ZnSO 4 ·7H 2 O) for a duration of 20 weeks. Laying performance, egg quality, tissue Zn concentrations, and activities of serum alkaline phosphatase (AKP), and liver copper-Zn superoxide dismutase (CuZnSOD) were measured. Regression analyses were performed to estimate an optimal dietary Zn level whenever a significant quadratic response (P < 0.05) was observed. Tibia Zn concentration (P = 0.002) and serum AKP activity (P = 0.010) showed significant quadratic responses to dietary supplemental Zn levels. The estimates of dietary Zn requirements for brown-egg laying hens from 20 to 40 weeks of age were 71.95 and 64.63 mg/kg for tibia Zn concentration and serum AKP activity, respectively. The results from this study indicate that the tibia Zn might be a more suitable and reliable parameter for Zn requirement estimation, and the optimal dietary Zn level would be about 72 mg/kg for brown-egg laying hens fed a corn-soybean meal diet from 20 to 40 weeks of age.

ACOustic: A Nature-Inspired Exploration Indicator for Ant Colony Optimization.

PubMed

Sagban, Rafid; Ku-Mahamud, Ku Ruhana; Abu Bakar, Muhamad Shahbani

2015-01-01

A statistical machine learning indicator, ACOustic, is proposed to evaluate the exploration behavior in the iterations of ant colony optimization algorithms. This idea is inspired by the behavior of some parasites in their mimicry to the queens' acoustics of their ant hosts. The parasites' reaction results from their ability to indicate the state of penetration. The proposed indicator solves the problem of robustness that results from the difference of magnitudes in the distance's matrix, especially when combinatorial optimization problems with rugged fitness landscape are applied. The performance of the proposed indicator is evaluated against the existing indicators in six variants of ant colony optimization algorithms. Instances for travelling salesman problem and quadratic assignment problem are used in the experimental evaluation. The analytical results showed that the proposed indicator is more informative and more robust.

Real-time optimal guidance for orbital maneuvering.

NASA Technical Reports Server (NTRS)

Cohen, A. O.; Brown, K. R.

1973-01-01

A new formulation for soft-constraint trajectory optimization is presented as a real-time optimal feedback guidance method for multiburn orbital maneuvers. Control is always chosen to minimize burn time plus a quadratic penalty for end condition errors, weighted so that early in the mission (when controllability is greatest) terminal errors are held negligible. Eventually, as controllability diminishes, the method partially relaxes but effectively still compensates perturbations in whatever subspace remains controllable. Although the soft-constraint concept is well-known in optimal control, the present formulation is novel in addressing the loss of controllability inherent in multiple burn orbital maneuvers. Moreover the necessary conditions usually obtained from a Bolza formulation are modified in this case so that the fully hard constraint formulation is a numerically well behaved subcase. As a result convergence properties have been greatly improved.

Optimal second order sliding mode control for linear uncertain systems.

PubMed

Das, Madhulika; Mahanta, Chitralekha

2014-11-01

In this paper an optimal second order sliding mode controller (OSOSMC) is proposed to track a linear uncertain system. The optimal controller based on the linear quadratic regulator method is designed for the nominal system. An integral sliding mode controller is combined with the optimal controller to ensure robustness of the linear system which is affected by parametric uncertainties and external disturbances. To achieve finite time convergence of the sliding mode, a nonsingular terminal sliding surface is added with the integral sliding surface giving rise to a second order sliding mode controller. The main advantage of the proposed OSOSMC is that the control input is substantially reduced and it becomes chattering free. Simulation results confirm superiority of the proposed OSOSMC over some existing. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Extensions of D-optimal Minimal Designs for Symmetric Mixture Models.

PubMed

Li, Yanyan; Raghavarao, Damaraju; Chervoneva, Inna

2017-01-01

The purpose of mixture experiments is to explore the optimum blends of mixture components, which will provide desirable response characteristics in finished products. D-optimal minimal designs have been considered for a variety of mixture models, including Scheffé's linear, quadratic, and cubic models. Usually, these D-optimal designs are minimally supported since they have just as many design points as the number of parameters. Thus, they lack the degrees of freedom to perform the Lack of Fit tests. Also, the majority of the design points in D-optimal minimal designs are on the boundary: vertices, edges, or faces of the design simplex. Also a new strategy for adding multiple interior points for symmetric mixture models is proposed. We compare the proposed designs with Cornell (1986) two ten-point designs for the Lack of Fit test by simulations.

Optimal regulation in systems with stochastic time sampling

NASA Technical Reports Server (NTRS)

Montgomery, R. C.; Lee, P. S.

1980-01-01

An optimal control theory that accounts for stochastic variable time sampling in a distributed microprocessor based flight control system is presented. The theory is developed by using a linear process model for the airplane dynamics and the information distribution process is modeled as a variable time increment process where, at the time that information is supplied to the control effectors, the control effectors know the time of the next information update only in a stochastic sense. An optimal control problem is formulated and solved for the control law that minimizes the expected value of a quadratic cost function. The optimal cost obtained with a variable time increment Markov information update process where the control effectors know only the past information update intervals and the Markov transition mechanism is almost identical to that obtained with a known and uniform information update interval.

A mixed-mode traffic assignment model with new time-flow impedance function

NASA Astrophysics Data System (ADS)

Lin, Gui-Hua; Hu, Yu; Zou, Yuan-Yang

2018-01-01

Recently, with the wide adoption of electric vehicles, transportation network has shown different characteristics and been further developed. In this paper, we present a new time-flow impedance function, which may be more realistic than the existing time-flow impedance functions. Based on this new impedance function, we present an optimization model for a mixed-mode traffic network in which battery electric vehicles (BEVs) and gasoline vehicles (GVs) are chosen. We suggest two approaches to handle the model: One is to use the interior point (IP) algorithm and the other is to employ the sequential quadratic programming (SQP) algorithm. Three numerical examples are presented to illustrate the efficiency of these approaches. In particular, our numerical results show that more travelers prefer to choosing BEVs when the distance limit of BEVs is long enough and the unit operating cost of GVs is higher than that of BEVs, and the SQP algorithm is faster than the IP algorithm.

Support Vector Machines Trained with Evolutionary Algorithms Employing Kernel Adatron for Large Scale Classification of Protein Structures.

PubMed

Arana-Daniel, Nancy; Gallegos, Alberto A; López-Franco, Carlos; Alanís, Alma Y; Morales, Jacob; López-Franco, Adriana

2016-01-01

With the increasing power of computers, the amount of data that can be processed in small periods of time has grown exponentially, as has the importance of classifying large-scale data efficiently. Support vector machines have shown good results classifying large amounts of high-dimensional data, such as data generated by protein structure prediction, spam recognition, medical diagnosis, optical character recognition and text classification, etc. Most state of the art approaches for large-scale learning use traditional optimization methods, such as quadratic programming or gradient descent, which makes the use of evolutionary algorithms for training support vector machines an area to be explored. The present paper proposes an approach that is simple to implement based on evolutionary algorithms and Kernel-Adatron for solving large-scale classification problems, focusing on protein structure prediction. The functional properties of proteins depend upon their three-dimensional structures. Knowing the structures of proteins is crucial for biology and can lead to improvements in areas such as medicine, agriculture and biofuels.

Adiabatic Quantum Computation with Neutral Atoms

NASA Astrophysics Data System (ADS)

Biedermann, Grant

2013-03-01

We are implementing a new platform for adiabatic quantum computation (AQC)[2] based on trapped neutral atoms whose coupling is mediated by the dipole-dipole interactions of Rydberg states. Ground state cesium atoms are dressed by laser fields in a manner conditional on the Rydberg blockade mechanism,[3,4] thereby providing the requisite entangling interactions. As a benchmark we study a Quadratic Unconstrained Binary Optimization (QUBO) problem whose solution is found in the ground state spin configuration of an Ising-like model. In collaboration with Lambert Parazzoli, Sandia National Laboratories; Aaron Hankin, Center for Quantum Information and Control (CQuIC), University of New Mexico; James Chin-Wen Chou, Yuan-Yu Jau, Peter Schwindt, Cort Johnson, and George Burns, Sandia National Laboratories; Tyler Keating, Krittika Goyal, and Ivan Deutsch, Center for Quantum Information and Control (CQuIC), University of New Mexico; and Andrew Landahl, Sandia National Laboratories. This work was supported by the Laboratory Directed Research and Development program at Sandia National Laboratories

Integration of Libration Point Orbit Dynamics into a Universal 3-D Autonomous Formation Flying Algorithm

NASA Technical Reports Server (NTRS)

Folta, David; Bauer, Frank H. (Technical Monitor)

2001-01-01

The autonomous formation flying control algorithm developed by the Goddard Space Flight Center (GSFC) for the New Millennium Program (NMP) Earth Observing-1 (EO-1) mission is investigated for applicability to libration point orbit formations. In the EO-1 formation-flying algorithm, control is accomplished via linearization about a reference transfer orbit with a state transition matrix (STM) computed from state inputs. The effect of libration point orbit dynamics on this algorithm architecture is explored via computation of STMs using the flight proven code, a monodromy matrix developed from a N-body model of a libration orbit, and a standard STM developed from the gravitational and coriolis effects as measured at the libration point. A comparison of formation flying Delta-Vs calculated from these methods is made to a standard linear quadratic regulator (LQR) method. The universal 3-D approach is optimal in the sense that it can be accommodated as an open-loop or closed-loop control using only state information.

Minimum maximum temperature gradient coil design.

PubMed

While, Peter T; Poole, Michael S; Forbes, Larry K; Crozier, Stuart

2013-08-01

Ohmic heating is a serious problem in gradient coil operation. A method is presented for redesigning cylindrical gradient coils to operate at minimum peak temperature, while maintaining field homogeneity and coil performance. To generate these minimaxT coil windings, an existing analytic method for simulating the spatial temperature distribution of single layer gradient coils is combined with a minimax optimization routine based on sequential quadratic programming. Simulations are provided for symmetric and asymmetric gradient coils that show considerable improvements in reducing maximum temperature over existing methods. The winding patterns of the minimaxT coils were found to be heavily dependent on the assumed thermal material properties and generally display an interesting "fish-eye" spreading of windings in the dense regions of the coil. Small prototype coils were constructed and tested for experimental validation and these demonstrate that with a reasonable estimate of material properties, thermal performance can be improved considerably with negligible change to the field error or standard figures of merit. © 2012 Wiley Periodicals, Inc.

A symbiotic approach to fluid equations and non-linear flux-driven simulations of plasma dynamics

NASA Astrophysics Data System (ADS)

Halpern, Federico

2017-10-01

The fluid framework is ubiquitous in studies of plasma transport and stability. Typical forms of the fluid equations are motivated by analytical work dating several decades ago, before computer simulations were indispensable, and can be, therefore, not optimal for numerical computation. We demonstrate a new first-principles approach to obtaining manifestly consistent, skew-symmetric fluid models, ensuring internal consistency and conservation properties even in discrete form. Mass, kinetic, and internal energy become quadratic (and always positive) invariants of the system. The model lends itself to a robust, straightforward discretization scheme with inherent non-linear stability. A simpler, drift-ordered form of the equations is obtained, and first results of their numerical implementation as a binary framework for bulk-fluid global plasma simulations are demonstrated. This material is based upon work supported by the U.S. Department of Energy, Office of Science, Office of Fusion Energy Sciences, Theory Program, under Award No. DE-FG02-95ER54309.

Neural-Dynamic-Method-Based Dual-Arm CMG Scheme With Time-Varying Constraints Applied to Humanoid Robots.

PubMed

Zhang, Zhijun; Li, Zhijun; Zhang, Yunong; Luo, Yamei; Li, Yuanqing

2015-12-01

We propose a dual-arm cyclic-motion-generation (DACMG) scheme by a neural-dynamic method, which can remedy the joint-angle-drift phenomenon of a humanoid robot. In particular, according to a neural-dynamic design method, first, a cyclic-motion performance index is exploited and applied. This cyclic-motion performance index is then integrated into a quadratic programming (QP)-type scheme with time-varying constraints, called the time-varying-constrained DACMG (TVC-DACMG) scheme. The scheme includes the kinematic motion equations of two arms and the time-varying joint limits. The scheme can not only generate the cyclic motion of two arms for a humanoid robot but also control the arms to move to the desired position. In addition, the scheme considers the physical limit avoidance. To solve the QP problem, a recurrent neural network is presented and used to obtain the optimal solutions. Computer simulations and physical experiments demonstrate the effectiveness and the accuracy of such a TVC-DACMG scheme and the neural network solver.

Solution of quadratic matrix equations for free vibration analysis of structures.

NASA Technical Reports Server (NTRS)

Gupta, K. K.

1973-01-01

An efficient digital computer procedure and the related numerical algorithm are presented herein for the solution of quadratic matrix equations associated with free vibration analysis of structures. Such a procedure enables accurate and economical analysis of natural frequencies and associated modes of discretized structures. The numerically stable algorithm is based on the Sturm sequence method, which fully exploits the banded form of associated stiffness and mass matrices. The related computer program written in FORTRAN V for the JPL UNIVAC 1108 computer proves to be substantially more accurate and economical than other existing procedures of such analysis. Numerical examples are presented for two structures - a cantilever beam and a semicircular arch.

Shape optimization of self-avoiding curves

NASA Astrophysics Data System (ADS)

Walker, Shawn W.

2016-04-01

This paper presents a softened notion of proximity (or self-avoidance) for curves. We then derive a sensitivity result, based on shape differential calculus, for the proximity. This is combined with a gradient-based optimization approach to compute three-dimensional, parameterized curves that minimize the sum of an elastic (bending) energy and a proximity energy that maintains self-avoidance by a penalization technique. Minimizers are computed by a sequential-quadratic-programming (SQP) method where the bending energy and proximity energy are approximated by a finite element method. We then apply this method to two problems. First, we simulate adsorbed polymer strands that are constrained to be bound to a surface and be (locally) inextensible. This is a basic model of semi-flexible polymers adsorbed onto a surface (a current topic in material science). Several examples of minimizing curve shapes on a variety of surfaces are shown. An advantage of the method is that it can be much faster than using molecular dynamics for simulating polymer strands on surfaces. Second, we apply our proximity penalization to the computation of ideal knots. We present a heuristic scheme, utilizing the SQP method above, for minimizing rope-length and apply it in the case of the trefoil knot. Applications of this method could be for generating good initial guesses to a more accurate (but expensive) knot-tightening algorithm.

Chemical library subset selection algorithms: a unified derivation using spatial statistics.

PubMed

Hamprecht, Fred A; Thiel, Walter; van Gunsteren, Wilfred F

2002-01-01

If similar compounds have similar activity, rational subset selection becomes superior to random selection in screening for pharmacological lead discovery programs. Traditional approaches to this experimental design problem fall into two classes: (i) a linear or quadratic response function is assumed (ii) some space filling criterion is optimized. The assumptions underlying the first approach are clear but not always defendable; the second approach yields more intuitive designs but lacks a clear theoretical foundation. We model activity in a bioassay as realization of a stochastic process and use the best linear unbiased estimator to construct spatial sampling designs that optimize the integrated mean square prediction error, the maximum mean square prediction error, or the entropy. We argue that our approach constitutes a unifying framework encompassing most proposed techniques as limiting cases and sheds light on their underlying assumptions. In particular, vector quantization is obtained, in dimensions up to eight, in the limiting case of very smooth response surfaces for the integrated mean square error criterion. Closest packing is obtained for very rough surfaces under the integrated mean square error and entropy criteria. We suggest to use either the integrated mean square prediction error or the entropy as optimization criteria rather than approximations thereof and propose a scheme for direct iterative minimization of the integrated mean square prediction error. Finally, we discuss how the quality of chemical descriptors manifests itself and clarify the assumptions underlying the selection of diverse or representative subsets.

Optimal actuator location within a morphing wing scissor mechanism configuration

NASA Astrophysics Data System (ADS)

Joo, James J.; Sanders, Brian; Johnson, Terrence; Frecker, Mary I.

2006-03-01

In this paper, the optimal location of a distributed network of actuators within a scissor wing mechanism is investigated. The analysis begins by developing a mechanical understanding of a single cell representation of the mechanism. This cell contains four linkages connected by pin joints, a single actuator, two springs to represent the bidirectional behavior of a flexible skin, and an external load. Equilibrium equations are developed using static analysis and the principle of virtual work equations. An objective function is developed to maximize the efficiency of the unit cell model. It is defined as useful work over input work. There are two constraints imposed on this problem. The first is placed on force transferred from the external source to the actuator. It should be less than the blocked actuator force. The other is to require the ratio of output displacement over input displacement, i.e., geometrical advantage (GA), of the cell to be larger than a prescribed value. Sequential quadratic programming is used to solve the optimization problem. This process suggests a systematic approach to identify an optimum location of an actuator and to avoid the selection of location by trial and error. Preliminary results show that optimum locations of an actuator can be selected out of feasible regions according to the requirements of the problem such as a higher GA, a higher efficiency, or a smaller transferred force from external force. Results include analysis of single and multiple cell wing structures and some experimental comparisons.

Adiabatic Quantum Computing with Neutral Atoms

NASA Astrophysics Data System (ADS)

Hankin, Aaron; Biedermann, Grant; Burns, George; Jau, Yuan-Yu; Johnson, Cort; Kemme, Shanalyn; Landahl, Andrew; Mangan, Michael; Parazzoli, L. Paul; Schwindt, Peter; Armstrong, Darrell

2012-06-01

We are developing, both theoretically and experimentally, a neutral atom qubit approach to adiabatic quantum computation. Using our microfabricated diffractive optical elements, we plan to implement an array of optical traps for cesium atoms and use Rydberg-dressed ground states to provide a controlled atom-atom interaction. We will develop this experimental capability to generate a two-qubit adiabatic evolution aimed specifically toward demonstrating the two-qubit quadratic unconstrained binary optimization (QUBO) routine.

The dynamic model of enterprise revenue management

NASA Astrophysics Data System (ADS)

Mitsel, A. A.; Kataev, M. Yu; Kozlov, S. V.; Korepanov, K. V.

2017-01-01

The article presents the dynamic model of enterprise revenue management. This model is based on the quadratic criterion and linear control law. The model is founded on multiple regression that links revenues with the financial performance of the enterprise. As a result, optimal management is obtained so as to provide the given enterprise revenue, namely, the values of financial indicators that ensure the planned profit of the organization are acquired.

Chandrasekhar equations for infinite dimensional systems. Part 2: Unbounded input and output case

NASA Technical Reports Server (NTRS)

Ito, Kazufumi; Powers, Robert K.

1987-01-01

A set of equations known as Chandrasekhar equations arising in the linear quadratic optimal control problem is considered. In this paper, we consider the linear time-invariant system defined in Hilbert spaces involving unbounded input and output operators. For a general class of such systems, the Chandrasekhar equations are derived and the existence, uniqueness, and regularity of the results of their solutions established.

Vibration suppression of a piezo-equipped cylindrical shell in a broad-band frequency domain

NASA Astrophysics Data System (ADS)

Loghmani, Ali; Danesh, Mohammad; Kwak, Moon K.; Keshmiri, Mehdi

2017-12-01

This paper focuses on the dynamic modeling of a cylindrical shell equipped with piezoceramic sensors and actuators, as well as the design of a broad band multi-input and multi-output linear quadratic Gaussian controller for the suppression of vibrations. The optimal locations of actuators are derived by Genetic Algorithm (GA) to effectively control the specific structural modes of the cylinder. The dynamic model is derived based on the Sanders shell theory and the energy approach for both the cylinder and the piezoelectric transducers, all of which reflect the piezoelectric effect. The natural vibration characteristics of the cylindrical shell are investigated both theoretically and experimentally. The theoretical predictions are in good agreement with the experimental results. Then, the broad band multi-input and multi-output linear quadratic Gaussian controller was designed and applied to the test article. An active vibration control experiment is carried out on the cylindrical shell and the digital control system is used to implement the proposed control algorithm. The experimental results show that vibrations of the cylindrical shell can be suppressed by the piezoceramic sensors and actuators along with the proposed controller. The optimal location of the actuators makes the proposed control system more efficient than other configurations.

Optimal partial mass transportation and obstacle Monge-Kantorovich equation

NASA Astrophysics Data System (ADS)

Igbida, Noureddine; Nguyen, Van Thanh

2018-05-01

Optimal partial mass transport, which is a variant of the optimal transport problem, consists in transporting effectively a prescribed amount of mass from a source to a target. The problem was first studied by Caffarelli and McCann (2010) [6] and Figalli (2010) [12] with a particular attention to the quadratic cost. Our aim here is to study the optimal partial mass transport problem with Finsler distance costs including the Monge cost given by the Euclidian distance. Our approach is different and our results do not follow from previous works. Among our results, we introduce a PDE of Monge-Kantorovich type with a double obstacle to characterize active submeasures, Kantorovich potential and optimal flow for the optimal partial transport problem. This new PDE enables us to study the uniqueness and monotonicity results for the active submeasures. Another interesting issue of our approach is its convenience for numerical analysis and computations that we develop in a separate paper [14] (Igbida and Nguyen, 2018).

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

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1988-01-01

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

On Optimizing H. 264/AVC Rate Control by Improving R-D Model and Incorporating HVS Characteristics

NASA Astrophysics Data System (ADS)

Zhu, Zhongjie; Wang, Yuer; Bai, Yongqiang; Jiang, Gangyi

2010-12-01

The state-of-the-art JVT-G012 rate control algorithm of H.264 is improved from two aspects. First, the quadratic rate-distortion (R-D) model is modified based on both empirical observations and theoretical analysis. Second, based on the existing physiological and psychological research findings of human vision, the rate control algorithm is optimized by incorporating the main characteristics of the human visual system (HVS) such as contrast sensitivity, multichannel theory, and masking effect. Experiments are conducted, and experimental results show that the improved algorithm can simultaneously enhance the overall subjective visual quality and improve the rate control precision effectively.

Genetics-based control of a mimo boiler-turbine plant

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

Dimeo, R.M.; Lee, K.Y.

1994-12-31

A genetic algorithm is used to develop an optimal controller for a non-linear, multi-input/multi-output boiler-turbine plant. The algorithm is used to train a control system for the plant over a wide operating range in an effort to obtain better performance. The results of the genetic algorithm`s controller designed from the linearized plant model at a nominal operating point. Because the genetic algorithm is well-suited to solving traditionally difficult optimization problems it is found that the algorithm is capable of developing the controller based on input/output information only. This controller achieves a performance comparable to the standard linear quadratic regulator.

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

NASA Technical Reports Server (NTRS)

Burns, John A.; Marrekchi, Hamadi

1993-01-01

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

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.

High-Speed Numeric Function Generator Using Piecewise Quadratic Approximations

DTIC Science & Technology

2007-09-01

application; User specifies the fuction to approxiamte. % % This programs turns the function provided into an inline function... PRIMARY = < primary file 1> < primary file 2> #SECONDARY = <secondary file 1> <secondary file 2> #CHIP2 = <file to compile to user chip

Documentation of the Fourth Order Band Model

NASA Technical Reports Server (NTRS)

Kalnay-Rivas, E.; Hoitsma, D.

1979-01-01

A general circulation model is presented which uses quadratically conservative, fourth order horizontal space differences on an unstaggered grid and second order vertical space differences with a forward-backward or a smooth leap frog time scheme to solve the primitive equations of motion. The dynamic equations for motion, finite difference equations, a discussion of the structure and flow chart of the program code, a program listing, and three relevent papers are given.

Exact solution for the optimal neuronal layout problem.

PubMed

Chklovskii, Dmitri B

2004-10-01

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

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.

[Optimization of ultrasonic-assisted extraction of total flavonoids from leaves of the Artocarpus heterophyllus by response surface methodology].

PubMed

Wang, Hong-wu; Liu, Yan-qing; Wang, Yuan-hong

2011-07-01

To investigate the ultrasonic-assisted extract on of total flavonoids from leaves of the Artocarpus heterophyllus. Investigated the effects of ethanol concentration, extraction time, and liquid-solid ratio on flavonoids yield. A 17-run response surface design involving three factors at three levels was generated by the Design-Expert software and experimental data obtained were subjected to quadratic regression analysis to create a mathematical model describing flavonoids extraction. The optimum ultrasonic assisted extraction conditions were: ethanol volume fraction 69.4% and liquid-solid ratio of 22.6:1 for 32 min. Under these optimized conditions, the yield of flavonoids was 7.55 mg/g. The Box-Behnken design and response surface analysis can well optimize the ultrasonic-assisted extraction of total flavonoids from Artocarpus heterophyllus.

Multi-objective LQR with optimum weight selection to design FOPID controllers for delayed fractional order processes.

PubMed

Das, Saptarshi; Pan, Indranil; Das, Shantanu

2015-09-01

An optimal trade-off design for fractional order (FO)-PID controller is proposed with a Linear Quadratic Regulator (LQR) based technique using two conflicting time domain objectives. A class of delayed FO systems with single non-integer order element, exhibiting both sluggish and oscillatory open loop responses, have been controlled here. The FO time delay processes are handled within a multi-objective optimization (MOO) formalism of LQR based FOPID design. A comparison is made between two contemporary approaches of stabilizing time-delay systems withinLQR. The MOO control design methodology yields the Pareto optimal trade-off solutions between the tracking performance and total variation (TV) of the control signal. Tuning rules are formed for the optimal LQR-FOPID controller parameters, using median of the non-dominated Pareto solutions to handle delayed FO processes. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Concerning the Development of the Wide-Field Optics for WFXT Including Methods of Optimizing X-Ray Optical Prescriptions for Wide-Field Applications

NASA Technical Reports Server (NTRS)

Weisskopf, M. C.; Elsner, R. F.; O'Dell, S. L.; Ramsey, B. D.

2010-01-01

We present a progress report on the various endeavors we are undertaking at MSFC in support of the Wide Field X-Ray Telescope development. In particular we discuss assembly and alignment techniques, in-situ polishing corrections, and the results of our efforts to optimize mirror prescriptions including polynomial coefficients, relative shell displacements, detector placements and tilts. This optimization does not require a blind search through the multi-dimensional parameter space. Under the assumption that the parameters are small enough so that second order expansions are valid, we show that the performance at the detector can be expressed as a quadratic function with numerical coefficients derived from a ray trace through the underlying Wolter I optic. The optimal values for the parameters are found by solving the linear system of equations creating by setting derivatives of this function with respect to each parameter to zero.

Optimizing chemical conditioning for odour removal of undigested sewage sludge in drying processes.

PubMed

Vega, Esther; Monclús, Hèctor; Gonzalez-Olmos, Rafael; Martin, Maria J

2015-03-01

Emission of odours during the thermal drying in sludge handling processes is one of the main sources of odour problems in wastewater treatment plants. The objective of this work was to assess the use of the response surface methodology as a technique to optimize the chemical conditioning process of undigested sewage sludges, in order to improve the dewaterability, and to reduce the odour emissions during the thermal drying of the sludge. Synergistic effects between inorganic conditioners (iron chloride and calcium oxide) were observed in terms of sulphur emissions and odour reduction. The developed quadratic models indicated that optimizing the conditioners dosage is possible to increase a 70% the dewaterability, reducing a 50% and 54% the emission of odour and volatile sulphur compounds respectively. The optimization of the conditioning process was validated experimentally. Copyright © 2014 Elsevier Ltd. All rights reserved.

Improving stability margins in discrete-time LQG controllers

NASA Technical Reports Server (NTRS)

Oranc, B. Tarik; Phillips, Charles L.

1987-01-01

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

Prediction and optimization of the laccase-mediated synthesis of the antimicrobial compound iodine (I2).

PubMed

Schubert, M; Fey, A; Ihssen, J; Civardi, C; Schwarze, F W M R; Mourad, S

2015-01-10

An artificial neural network (ANN) and genetic algorithm (GA) were applied to improve the laccase-mediated oxidation of iodide (I(-)) to elemental iodine (I2). Biosynthesis of iodine (I2) was studied with a 5-level-4-factor central composite design (CCD). The generated ANN network was mathematically evaluated by several statistical indices and revealed better results than a classical quadratic response surface (RS) model. Determination of the relative significance of model input parameters, ranking the process parameters in order of importance (pH>laccase>mediator>iodide), was performed by sensitivity analysis. ANN-GA methodology was used to optimize the input space of the neural network model to find optimal settings for the laccase-mediated synthesis of iodine. ANN-GA optimized parameters resulted in a 9.9% increase in the conversion rate. Copyright © 2014 Elsevier B.V. All rights reserved.

A Randomized Controlled Trial of Home-Based Exercise for Cancer-Related Fatigue in Women during and after Chemotherapy with or without Radiation Therapy

PubMed Central

Dodd, Marylin J.; Cho, Maria H.; Miaskowski, Christine; Painter, Patricia L.; Paul, Steven M.; Cooper, Bruce A.; Duda, John; Krasnoff, Joanne; Bank, Kayee A.

2010-01-01

Background Few studies have evaluated an individualized home-based exercise prescription during and after cancer treatment. Objective The purpose was to evaluate the effectiveness of a home-based exercise training intervention, the PRO-SELF FATIGUE CONTROL PROGRAM on the management of cancer related fatigue. Interventions/Methods Participants (N=119) were randomized into one of three groups: Group 1 (EE) received the exercise prescription throughout the study; Group 2 (CE) received their exercise prescription after completing cancer treatment; Group 3 (CC) received usual care. Patients completed the Piper Fatigue Scale, General Sleep Disturbance Scale, Center for Epidemiological Studies-Depression scale, and Worst Pain Intensity Scale. Results All groups reported mild fatigue levels, sleep disturbance and mild pain, but not depression. Using multilevel regression analysis significant linear and quadratic trends were found for change in fatigue and pain (i.e., scores increased, then decreased over time). No group differences were found in the changing scores over time. A significant quadratic effect for the trajectory of sleep disturbance was found, but no group differences were detected over time. No significant time or group effects were found for depression. Conclusions Our home-based exercise intervention had no effect on fatigue or related symptoms associated with cancer treatment. The optimal timing of exercise remains to be determined. Implications for practice Clinicians need to be aware that some physical activity is better than none, and there is no harm in exercise as tolerated during cancer treatment. Further analysis is needed to examine the adherence to exercise. More frequent assessments of fatigue, sleep disturbance, depression, and pain may capture the effect of exercise. PMID:20467301

NOLIN: A nonlinear laminate analysis program

NASA Technical Reports Server (NTRS)

Kibler, J. J.

1975-01-01

A nonlinear, plane-stress, laminate analysis program, NOLIN, was developed which accounts for laminae nonlinearity under inplane shear and transverse extensional stress. The program determines the nonlinear stress-strain behavior of symmetric laminates subjected to any combination of inplane shear and biaxial extensional loadings. The program has the ability to treat different stress-strain behavior in tension and compression, and predicts laminate failure using any or all of maximum stress, maximum strain, and quadratic interaction failure criteria. A brief description of the program is presented including discussion of the flow of information and details of the input required. Sample problems and a complete listing of the program is also provided.

Design of a candidate flutter suppression control law for DAST ARW-2. [Drones for Aerodynamic and Structural Testing Aeroelastic Research Wing

NASA Technical Reports Server (NTRS)

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

1983-01-01

A control law is developed to suppress symmetric flutter for a mathematical model of an aeroelastic research vehicle. An implementable control law is attained by including modified LQG (linear quadratic Gaussian) design techniques, controller order reduction, and gain scheduling. An alternate (complementary) design approach is illustrated for one flight condition wherein nongradient-based constrained optimization techniques are applied to maximize controller robustness.

Minimizing distortion and internal forces in truss structures by simulated annealing

NASA Technical Reports Server (NTRS)

Kincaid, Rex K.

1989-01-01

Inaccuracies in the length of members and the diameters of joints of large truss reflector backup structures may produce unacceptable levels of surface distortion and member forces. However, if the member lengths and joint diameters can be measured accurately it is possible to configure the members and joints so that root-mean-square (rms) surface error and/or rms member forces is minimized. Following Greene and Haftka (1989) it is assumed that the force vector f is linearly proportional to the member length errors e(sub M) of dimension NMEMB (the number of members) and joint errors e(sub J) of dimension NJOINT (the number of joints), and that the best-fit displacement vector d is a linear function of f. Let NNODES denote the number of positions on the surface of the truss where error influences are measured. The solution of the problem is discussed. To classify, this problem was compared to a similar combinatorial optimization problem. In particular, when only the member length errors are considered, minimizing d(sup 2)(sub rms) is equivalent to the quadratic assignment problem. The quadratic assignment problem is a well known NP-complete problem in operations research literature. Hence minimizing d(sup 2)(sub rms) is is also an NP-complete problem. The focus of the research is the development of a simulated annealing algorithm to reduce d(sup 2)(sub rms). The plausibility of this technique is its recent success on a variety of NP-complete combinatorial optimization problems including the quadratic assignment problem. A physical analogy for simulated annealing is the way liquids freeze and crystallize. All computational experiments were done on a MicroVAX. The two interchange heuristic is very fast but produces widely varying results. The two and three interchange heuristic provides less variability in the final objective function values but runs much more slowly. Simulated annealing produced the best objective function values for every starting configuration and was faster than the two and three interchange heuristic.

The Factorability of Quadratics: Motivation for More Techniques

ERIC Educational Resources Information Center

Bosse, Michael J.; Nandakumar, N. R.

2005-01-01

Typically, secondary and college algebra students attempt to utilize either completing the square or the quadratic formula as techniques to solve a quadratic equation only after frustration with factoring has arisen. While both completing the square and the quadratic formula are techniques which can determine solutions for all quadratic equations,…

A Centered Projective Algorithm for Linear Programming

DTIC Science & Technology

1988-02-01

zx/l to (PA Karmarkar’s algorithm iterates this procedure. An alternative method, the so-called affine variant (first proposed by Dikin [6] in 1967...trajectories, II. Legendre transform coordinates . central trajectories," manuscripts, to appear in Transactions of the American [6] I.I. Dikin ...34Iterative solution of problems of linear and quadratic programming," Soviet Mathematics Dokladv 8 (1967), 674-675. [7] I.I. Dikin , "On the speed of an

Probability, Problem Solving, and "The Price is Right."

ERIC Educational Resources Information Center

Wood, Eric

1992-01-01

This article discusses the analysis of a decision-making process faced by contestants on the television game show "The Price is Right". The included analyses of the original and related problems concern pattern searching, inductive reasoning, quadratic functions, and graphing. Computer simulation programs in BASIC and tables of…

Modified optimal control pilot model for computer-aided design and analysis

NASA Technical Reports Server (NTRS)

Davidson, John B.; Schmidt, David K.

1992-01-01

This paper presents the theoretical development of a modified optimal control pilot model based upon the optimal control model (OCM) of the human operator developed by Kleinman, Baron, and Levison. This model is input compatible with the OCM and retains other key aspects of the OCM, such as a linear quadratic solution for the pilot gains with inclusion of control rate in the cost function, a Kalman estimator, and the ability to account for attention allocation and perception threshold effects. An algorithm designed for each implementation in current dynamic systems analysis and design software is presented. Example results based upon the analysis of a tracking task using three basic dynamic systems are compared with measured results and with similar analyses performed with the OCM and two previously proposed simplified optimal pilot models. The pilot frequency responses and error statistics obtained with this modified optimal control model are shown to compare more favorably to the measured experimental results than the other previously proposed simplified models evaluated.